28 lines
1.1 KiB
Python
28 lines
1.1 KiB
Python
"""使用 dcm 信号建立做 T 底仓。"""
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from __future__ import annotations
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import logging
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from libs.calc import calc_buy_volume
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from sdk import OP_BUY
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from strategy.trend.order import PlaceOrderRequest
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def open_base(run, ticks, signals) -> None:
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"""仅处理 dcm 信号，使用趋势策略同款反弹确认建立底仓。"""
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for signal in signals:
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if signal.signal_key != "dcm" or run.orders.busy(signal.code, "BUY"):
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continue
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tick = ticks.get(signal.code)
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price = tick.last_price if tick else 0.0
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if price <= 0 or price > run.account_cfg.zt_max_price:
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continue
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volume = calc_buy_volume(price, run.account_cfg.buy_value)
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if volume <= 0 or not run.buy_watch.triggered("ZT 建仓", signal.code, price):
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continue
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request = PlaceOrderRequest(run.client, OP_BUY, signal.code, volume, run.orders.new_order_id("base"), run.account_cfg.strategy)
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if run.orders.place(request):
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run.buy_watch.forget(signal.code)
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logging.info("[ZT 建仓] %s 买入 %d 股", signal.code, volume)
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