53 lines
1.6 KiB
Python
53 lines
1.6 KiB
Python
"""新股自动申购，提供交易日校验、券商对账和本地幂等保护。"""
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from __future__ import annotations
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import json
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import logging
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from datetime import datetime, time
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from pathlib import Path
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from typing import Any
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import config
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from sdk import Client
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from libs.calc import trading_time
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from libs.lockfile import is_lock,write_lockfile
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IPO_STRATEGY_NAME = "IPO_SUBSCRIBE"
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IPO_REMARKS = {IPO_STRATEGY_NAME, "新股申购"}
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IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
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TRADING_CALENDAR_SYMBOL = "000001.SH"
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def AutoBuyIpo(now: datetime | None = None) -> int:
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"""安全执行一次新股申购，返回成功提交的证券数量。"""
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if not config.account_config.enable_auto_ipo:
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logging.info("[IPO] 自动申购未启用")
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return 0
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if not trading_time():
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logging.info("[IPO] 非交易时间")
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return 0
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client = Client(
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config.global_config.qmt_base_url,
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config.global_config.qmt_token,
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config.HTTP_TIMEOUT,
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)
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result = client.ipo_data("STOCK")
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for stock in result:
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lp = Path(config.global_config.qmt_data_dir/f"{stock}.lock")
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if is_lock(lp):
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ipo_price = result[stock]['issuePrice'] # 发行价
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maxPurchaseNum = result[stock]['maxPurchaseNum'] # 可申购额度
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client.passorder(
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op_type=23,
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stock=stock,
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volume=maxPurchaseNum,
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pr_type=11,
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price=ipo_price,
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strategy_name="新股申购",
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)
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write_lockfile(lp)
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