106 lines
3.5 KiB
Python
106 lines
3.5 KiB
Python
"""趋势策略开仓逻辑，对应 Go 版本的 ``logic/open.go``。"""
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from __future__ import annotations
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import logging
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from datetime import datetime
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from libs import calc_buy_volume
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from sdk import OP_BUY
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from .order import PlaceOrderRequest
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from .state import STATUS_ING, StateItem
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def open_signal(run, ticks, open_signals) -> None:
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"""逐个验证开仓信号并提交买入委托。"""
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for item in open_signals:
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# 1. 验证信号配置允许开仓的时间区间。
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signal_config = run.global_cfg.signals.get(item.signal_key)
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if signal_config is None or not check_timezone(signal_config.timezone):
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continue
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# 2. 检查该证券是否已有买入委托锁，防止重复下单。
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if run.orders.busy(item.code,"BUY"):
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continue
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# 3. 验证行情和最新价格是否有效。
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tick = ticks.get(item.code)
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price = tick.last_price if tick is not None else 0
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if price <= 0:
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continue
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# 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
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if not run.open_watch.triggered("开仓", item.code, price):
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continue
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# 5. 根据单笔买入金额计算整手开仓数量。
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volume = calc_buy_volume(price, run.account_cfg.buy_value)
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if volume <= 0:
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continue
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# 6. 生成本地订单号并按最新价提交开仓委托。
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order_id = run.orders.new_order_id("base")
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request = PlaceOrderRequest(run.client, OP_BUY, item.code, volume, order_id)
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if not run.orders.place(request):
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continue
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# 7. 保存底仓订单、数量、成本和处理中状态。
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run.state.set(
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StateItem(
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code=item.code,
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base_order_id=order_id,
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base_qty=volume,
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base_cost=price,
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base_status=STATUS_ING,
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)
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)
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try:
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run.state.save()
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except OSError:
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logging.exception("[状态] %s 开仓状态保存失败", item.code)
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run.open_watch.forget(item.code)
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logging.info("[ZT][开仓] %s 买入 %d 股", item.code, volume)
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def check_timezone(timezone: str, now: datetime | None = None) -> bool:
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"""验证当前时间是否处于配置区间。
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``*`` 表示全天允许；多个区间用逗号分隔，例如
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``9:30-10:30,13:30-14:30``。同时支持跨午夜区间。
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"""
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timezone = str(timezone or "").strip()
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if timezone == "*":
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return True
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current = now or datetime.now()
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current_minutes = current.hour * 60 + current.minute
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for section in timezone.split(","):
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bounds = section.strip().split("-")
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if len(bounds) != 2:
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continue
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start = _parse_minutes(bounds[0])
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end = _parse_minutes(bounds[1])
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if start is None or end is None:
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continue
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if start <= end and start <= current_minutes <= end:
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return True
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if start > end and (current_minutes >= start or current_minutes <= end):
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return True
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return False
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def _parse_minutes(value: str) -> int | None:
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"""把 ``时:分`` 转换为当天分钟数，无效值返回 None。"""
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try:
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hour_text, minute_text = value.strip().split(":")
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hour, minute = int(hour_text), int(minute_text)
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except (TypeError, ValueError):
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return None
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if not 0 <= hour <= 23 or not 0 <= minute <= 59:
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return None
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return hour * 60 + minute
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