106 lines
4.2 KiB
Python
106 lines
4.2 KiB
Python
# coding:gbk
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import datetime
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account = 'xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'
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# 全局变量用于跟踪已触发9%盈利的持仓
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triggered_positions = {}
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def init(ContextInfo):
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# 设置对应的资金账号
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ContextInfo.set_account(account)
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holdings = ContextInfo.get_holdings()
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def account_callback(ContextInfo, accountInfo):
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print(show_data(accountInfo))
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def show_data(data):
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tdata = {}
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for ar in dir(data):
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if ar[:2] != 'm_':continue
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try:
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tdata[ar] = data.__getattribute__(ar)
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except:
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tdata[ar] = '<CanNotConvert>'
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return tdata
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def quote_callback(ContextInfo, quote_info):
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"""行情数据更新回调"""
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current_time = datetime.datetime.now()
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# 只在交易时间内执行
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if current_time.hour >= 9 and current_time.hour < 15:
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# 从行情信息中提取symbol和当前价格
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symbol = quote_info.m_symbol # 假设行情数据包含股票代码
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current_price = quote_info.m_last_price # 假设行情数据包含最新价格
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# 调用检查函数，传入当前行情价格
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check_and_sell_positions_with_price(ContextInfo, symbol, current_price)
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def check_and_sell_positions_with_price(ContextInfo, symbol, current_price):
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"""带行情价格的持仓检查函数"""
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holdings = ContextInfo.get_holdings()
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current_time = datetime.datetime.now()
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today = current_time.date()
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# 只处理指定股票
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if symbol in holdings:
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position = holdings[symbol]
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# 获取持仓的开仓日期
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open_date = getattr(position, 'm_open_date', None)
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# 跳过今日开仓的股票
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if open_date and open_date.date() == today:
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print(f"股票 {symbol} 为今日开仓，跳过监控")
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return
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cost_basis = position.m_cost_price
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quantity = position.m_quantity
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# 计算当前盈利率
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profit_pct = calculate_profit_percentage(current_price, cost_basis)
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# 如果盈利达到9%，开始监控
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if profit_pct >= 9:
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if symbol not in triggered_positions:
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# 首次触发9%盈利，记录最高价和时间
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triggered_positions[symbol] = {
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'new_price': current_price,
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'trigger_time': current_time,
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'cost_basis': cost_basis,
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'quantity': quantity
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}
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print(f"股票 {symbol} 盈利达到9%，开始监控，当前价格: {current_price}")
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else:
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# 更新最高价
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if current_price > triggered_positions[symbol]['new_price']:
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triggered_positions[symbol]['new_price'] = current_price
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triggered_positions[symbol]['trigger_time'] = current_time
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print(f"股票 {symbol} 刷新最高价: {current_price}")
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# 检查是否需要平仓（从最高点回撤）
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last_price = triggered_positions[symbol]['new_price']
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drawdown_pct = ((last_price - current_price) / last_price) * 100
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# 当回撤达到一定比例时平仓（例如0.5%回撤）
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if drawdown_pct >= 0.5:
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print(f"股票 {symbol} 从最高点回撤 {drawdown_pct:.2f}%，执行平仓")
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ContextInfo.place_order(symbol, 'SELL', quantity, current_price)
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# 移除已平仓的持仓
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del triggered_positions[symbol]
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else:
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# 如果盈利低于9%，且之前被监控过，则移除监控
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if symbol in triggered_positions:
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print(f"股票 {symbol} 盈利回落至 {profit_pct:.2f}%，取消监控")
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del triggered_positions[symbol]
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def calculate_profit_percentage(current_price, cost_basis):
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return ((current_price - cost_basis) / cost_basis) * 100
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def get_current_price(symbol):
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# 这里需要实现获取实时价格的逻辑
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# 可能需要调用QMT的行情接口
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pass
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# 计算持仓盈利率
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def calculate_profit_percentage(current_price, cost_basis):
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return ((current_price - cost_basis) / cost_basis) * 100 |