113 lines
5.1 KiB
Python
113 lines
5.1 KiB
Python
"""IPO 申购：账户隔离、提交前占位、通过券商委托核对结果。"""
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import hashlib
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import json
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import logging
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import math
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import re
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from datetime import datetime
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from decimal import Decimal, InvalidOperation
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from pathlib import Path
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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 claim_json, replace_json
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import secrets
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def is_target_stock(symbol: str) -> bool:
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"""保留原板块范围，同时校验完整代码和对应交易所。"""
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return isinstance(symbol, str) and re.fullmatch(
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r'(?:60[0-9]{4}|68[89][0-9]{3})\.SH|(?:00[0-3][0-9]{3}|30[01][0-9]{3})\.SZ',
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symbol,
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) is not None
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def _candidate(item: dict) -> tuple[str, float, int]:
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if not isinstance(item, dict):
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raise ValueError('IPO candidate must be an object')
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stock = item.get('stock')
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if not isinstance(stock, str) or not is_target_stock(stock.strip()):
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raise ValueError('Invalid or unsupported IPO stock code')
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if isinstance(item.get('issuePrice'), bool) or isinstance(item.get('maxPurchaseNum'), bool):
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raise ValueError('IPO price and volume cannot be boolean')
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price = float(item['issuePrice'])
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try:
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quantity = Decimal(str(item['maxPurchaseNum']))
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except InvalidOperation as exc:
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raise ValueError('Invalid IPO volume') from exc
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if not math.isfinite(price) or price <= 0:
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raise ValueError('IPO price must be positive and finite')
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if not quantity.is_finite() or quantity <= 0 or quantity != quantity.to_integral_value():
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raise ValueError('IPO volume must be a positive integer')
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return stock.strip(), price, int(quantity)
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def _subscribe(client, orders, account: str, day: str, stock: str, price: float, volume: int) -> bool:
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# 每次明确拒绝后的尝试单独占位，避免两个进程同时重试。
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account_key = hashlib.sha256(account.encode('utf-8')).hexdigest()
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folder = Path(config.global_config.qmt_data_dir) / 'ipo' / account_key / day / stock
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paths = sorted(folder.glob('[0-9]*.json'), key=lambda p: int(p.stem))
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path = paths[-1] if paths else None
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record = json.loads(path.read_text(encoding='utf-8')) if path else None
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if record and record['status'] == 'confirmed':
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return False
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matching = [o for o in orders if o.stock_code == stock and o.side == 'BUY'
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and (o.insert_date.replace('-', '') == day
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or (record and o.local_order_id == record['order_id']))]
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# 已有其他有效/未知状态买单也阻止再申购，覆盖人工提交和旧版记录。
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if any(str(o.order_status) != '57' or o.volume_traded > 0 for o in matching):
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if record and any(o.local_order_id == record['order_id'] and str(o.order_status) == '56'
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for o in matching):
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record['status'] = 'confirmed'
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replace_json(path, record)
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logging.info('[IPO] %s 已有委托，保持防重', stock)
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return False
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if record:
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rejected = any(o.local_order_id == record['order_id'] and str(o.order_status) == '57'
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and o.volume_traded == 0 for o in matching)
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if not rejected:
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logging.info('[IPO] %s 结果待确认，暂不重发', stock)
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return False
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record['status'] = 'rejected'
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replace_json(path, record)
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attempt = int(path.stem) + 1 if path else 1
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order_id = f'IPO-{secrets.token_hex(12)}'
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record = dict(account=account, date=day, stock=stock, order_id=order_id,
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status='pending', price=price, volume=volume)
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if not claim_json(folder / f'{attempt:04d}.json', record):
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return False
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# HTTP 正常返回或异常均不代表最终结果；仅券商回报可改变 pending。
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client.passorder(op_type=23, stock=stock, volume=volume, pr_type=11,
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price=price, strategy_name='ipo', order_id=order_id)
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logging.info('[IPO] %s 已提交 %d 股，等待委托确认，编号=%s', stock, volume, order_id)
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return True
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def AutoBuyIpo() -> int:
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"""返回本次正常返回的提交数量，不代表最终申购成功。"""
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now = datetime.now()
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if not config.account_config.enable_auto_ipo or not trading_time(now):
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return 0
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submitted = 0
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try:
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account = str(config.account_config.account_id).strip()
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if not account:
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raise ValueError('IPO account ID is required')
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with Client(config.global_config.qmt_base_url, config.global_config.qmt_token,
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config.HTTP_TIMEOUT) as client:
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candidates = client.ipo_data('STOCK')
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orders = client.orders() # 查询失败时不提交，不能将未知当作无委托。
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for item in candidates:
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try:
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stock, price, volume = _candidate(item)
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submitted += _subscribe(client, orders, account, now.strftime('%Y%m%d'),
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stock, price, volume)
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except Exception:
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logging.exception('[IPO] 单条申购处理失败，数据=%r', item)
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except Exception:
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logging.exception('[IPO] 自动申购任务失败')
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return submitted
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