168 lines
6.2 KiB
Python
168 lines
6.2 KiB
Python
"""趋势策略持仓管理逻辑，对应 Go 版本的 ``logic/positions.go``。"""
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from __future__ import annotations
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import logging
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from math import floor
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from libs.calc import calc_buy_volume,calculate_min_profit_rate
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from libs.grid_take_profit import GridState, GridTrailingTracker
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from sdk import OP_BUY, OP_SELL
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import config
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from .order import PlaceOrderRequest
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from .state import STATUS_ING, STATUS_NONE, STATUS_OK
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from .runtime import Runtime
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LEG_BASE = "base"
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LEG_ADDED = "add"
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# 止盈网格跟踪器延迟初始化，避免导入模块时账户配置尚未加载。
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profit_tracker = None
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# 分级补仓档位(百分比)
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LOSS_TIERS = [-30, -50]
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# 补仓反弹确认阈值（百分比）
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LOSS_REBOUND_THRESHOLD = 0.5
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def manage_positions(run:Runtime, ticks, positions, market_ok: bool,available:float) -> None:
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"""执行持仓计算。"""
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logging.info(f"持仓：{len(positions)} 支股票，开始处理")
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global profit_tracker
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profit_tracker = GridTrailingTracker(step=run.account_cfg.grid_step_pct)
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for idx,pos in positions:
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code = pos['stock_code']
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avg_price = pos.get('avg_price', 0)
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volume = pos.get('volume', 0)
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can_use_volume = pos.get('can_use_volume', 0)
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current_price = ticks.get(code, {}).get('lastPrice', 0)
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strategy_name = pos.get('strategy_name', '')
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market_value = pos.get('market_value',0)
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profit = pos.get('profit_rate', 0)
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# 排除指定股票
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if code in config.account_config.excluded_codes:
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continue
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# 过滤无效仓位
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if avg_price == 0 or can_use_volume == 0 or current_price == 0 or volume == 0:
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continue
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# 计算盈亏率（百分比）
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pnl_ratio = (current_price - avg_price) / avg_price * 100 if avg_price != 0 else 0
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pnl_ratio = round(pnl_ratio, 2)
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# 计算最小利润率：1倍
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min_profit_rate_val = calculate_min_profit_rate(avg_price, 1)
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# 盈利处理
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is_closed, message = handle_profit(run,code,avg_price, pnl_ratio, min_profit_rate_val, can_use_volume, strategy_name)
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if is_closed:
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logging.info("profit", code, f"止盈执行 | {message}")
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if message != "":
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logging.info("profit", code, message)
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# 补仓处理
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if config.account_config.enable_loss_add_position and market_ok:
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is_replenished, message = handle_loss(run,code,current_price,pnl_ratio,market_value,market_ok,available)
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if is_replenished:
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logging.info("loss", code, f"补仓执行 | {message}")
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if message != "":
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logging.info("loss", code, message)
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# 盈利处理
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def handle_profit(run:Runtime, code: str, pnl_rate: float,
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min_profit_rate: float, vol: int) -> tuple[bool, str]:
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"""
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盈利处理 - 基于网格的止盈策略
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Args:
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code: 股票代码
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open_price: 开仓价格
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pnl_rate: 当前盈亏率（百分比）
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min_profit_rate: 最小利润率阈值
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vol: 可用股数
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strategy_name: str
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Returns:
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tuple[bool, str]: (是否执行平仓, 操作说明)
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"""
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# 预检查：未达到最小利润率
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if pnl_rate < min_profit_rate:
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return False, ""
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position_key = f"{run.account_cfg.account_id}:{code}"
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observation = profit_tracker.observe(position_key, pnl_rate)
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if observation.state == GridState.ARMED:
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msg = f"首次达到{pnl_rate}%，设置峰值网格{observation.current_grid}"
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return False, msg
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if observation.state == GridState.RAISED:
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return False, f"上涨至{pnl_rate}%，更新峰值网格{observation.current_grid}"
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# 执行平仓
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if observation.state == GridState.RETREAT:
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order_id = run.orders.new_order_id(LEG_BASE)
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request = PlaceOrderRequest(run.client, OP_SELL, code, vol, order_id)
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result = run.orders.place(request)
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if result :
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success_msg = f"✓ 委托成功 | {vol}股 订单号:{result} 等待成交"
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logging.info("profit", code, success_msg)
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return True, success_msg
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else:
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fail_msg = f"止盈委托失败: {code}"
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logging.error("profit", code, "✗ 止盈委托失败")
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return False, fail_msg
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def handle_loss(run:Runtime, code: str, current_price,pnl_rate,market_value: float,market_ok: bool, available: float) -> tuple[bool, str]:
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"""满足条件时提交补仓委托，并返回扣减后的剩余预算。"""
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state = run.state.get(code)
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added_num = state.get('added_num',0)
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# 预检查：未达到最低补仓阈值
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if pnl_rate > LOSS_TIERS[added_num]:
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return False, ""
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# 强制条件
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if current_price>200 or market_value>=60000:
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return False, f"成本价{current_price}>200,仓位价值{market_value}>=60000, 不补仓"
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# 1. 大盘必须允许开仓，且价格已从观察低点达到反弹阈值。
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if not market_ok or not run.add_watch.triggered("补仓", code, current_price):
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return False
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# 2. 计算补仓数量和预计占用金额。
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volume = calc_buy_volume(current_price, run.account_cfg.buy_value)
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amount = current_price * volume
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# 3. 检查预算。
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if amount > available:
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return False, f"f{code} f{amount} 仓位资金不够补仓"
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# 是否已有未完成的买入委托
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if run.orders.busy(run, code, "BUY"):
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return False, f"{code}订单锁定中"
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# 4. 生成补仓订单号并提交买入委托。
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order_id = run.orders.new_order_id(LEG_ADDED)
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request = PlaceOrderRequest(run.client, OP_BUY, code, volume, order_id)
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result = run.orders.place(request)
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if result :
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state.added_num = +1
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state.added_status = run.state.STATUS_ING
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state.added_order_id = order_id
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run.state.set(state)
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run.state.save()
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run.add_watch.forget(code)
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return True,f"补仓委托成功: {code} {volume}手, 等待成交确认"
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else:
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return False,f"补仓失败: {code}"
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def forget(run, code: str) -> None:
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"""持仓退出后清理开仓、补仓观察记录和止盈峰值。"""
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run.peak_grids.pop(f"{code}|{LEG_ADDED}", None)
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