big-qmt/py-client/libs/calc.py

from datetime import datetime, time
from math import floor


_MORNING_START, _MORNING_END = time(9, 30), time(11, 30)
_AFTERNOON_START, _AFTERNOON_END = time(13), time(15)


def trading_time(now: datetime) -> bool:
    if now.weekday() >= 5: return False
    clock = now.time()
    return _MORNING_START <= clock <= _MORNING_END or _AFTERNOON_START <= clock <= _AFTERNOON_END


def calc_buy_volume(price: float, buy_value: float) -> int:
    if price <= 0 or buy_value <= 0: return 0
    return max(1, floor(buy_value / (price * 100))) * 100

def calculate_min_profit_rate(price: float, profit_mult: int) -> float:
    """
    根据价格返回最小利润率

    Args:
        price: 股票价格
        profit_mult: 利润倍数配置

    Returns:
        float: 最小利润率（百分比）
    """
    if price >= 300:
        return 3 * profit_mult  # 3%
    if price >= 200:
        return 5 * profit_mult  # 5%
    elif price >= 100:
        return 7 * profit_mult  # 7%
    else:
        return 9 * profit_mult  # 9%