py-client/strategy/trend/__pycache__/open.cpython-311.pyc

<EFBFBD>
<00><><EFBFBD>j<EFBFBD><00><01><><00>dZddlmZddlmZddlmZddlmZddlm	Z	ddl
mZdd	lm
Z
mZdd
lZdd<0F>Zdd<15>Zd d!d<1A>Zd"d<1D>Zd
S)#u趋势策略开仓逻辑。<E8BE91>)<01>annotations)<01>datetime)<01>calc_buy_volume)<01>OP_BUY<55>)<01>Runtime)<01>PlaceOrderRequest)<02>
STATUS_ING<EFBFBD>	StateItemN<6D>runr<00>return<72>Nonec	<01><><00>tjdt|<02><00><00><00>|D<00>]<5D>}|jj<00>|j<00><00>}|<04>t|j<00><00>s'tjd|j	|j|j<00><00><00>d|j
<00>|j	d<04><00>r!tjd|j	|j<00><00><00><>|<01>|j	<00><00>}|<05>|jnd}|dkr!tjd|j	|j<00><00><00><>t||jj<00><00>}|dkr"tjd|j	|j<00><00><00><01>3|jr<>|jdkr<>||jkr<>	t%||j	||j<00><00>tjd	|j	|j|<07><00>ne#t&$r,}tjd
|j	|j||<08><00>Yd}~n4d}~wt($r$tjd|j	|j|<07><00>YnwxYw<01><01><>|j<00>d|j	|<06><00>s<02><02>	t%||j	||j<00><00>tjd
|j	|j|<07><00><00><02>Y#t&$r-}tjd
|j	|j||<08><00>Yd}~<08><02><>d}~wt($r%tjd|j	|j|<07><00>Y<00><02><>wxYwdS)u0逐个验证开仓信号并提交买入委托。u[Open] 信号总数：%dNu8[Open] %s 信号=%s，跳过：不在信号时间段(%s)<29>BUYu4[Open] %s 信号=%s，跳过：买入委托处理中ru+[Open] %s 信号=%s，跳过：价格无效u+[Open] %s 信号=%s，跳过：数量无效u>[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收u-[Open] %s 信号=%s，买入=%d股失败：%su([Open] %s 信号=%s，买入=%d股异常u开仓u;[Open] %s 信号=%s，买入=%d股，原因=反弹已确认)<19>log<6F>info<66>len<65>
global_cfg<EFBFBD>signals<6C>get<65>
signal_key<EFBFBD>check_timezone<6E>timezone<6E>code<64>orders<72>busy<73>
last_pricer<00>account_cfg<66>	buy_value<75>gt_last_price_is_open<65>
last_close<EFBFBD>do_open<65>RuntimeError<6F>	Exception<6F>	exception<6F>
open_watch<EFBFBD>	triggered<65>warning)	r<00>ticks<6B>open_signals<6C>item<65>
signal_config<69>tick<63>price<63>volume<6D>excs	         <20>6D:\work\quant\big-qmt\py-client\strategy\trend\open.py<70>open_signalr2sB<00><00><07>H<EFBFBD>
'<27><13>\<5C>):<3A>):<3A>;<3B>;<3B>;<3B><1C>.j<01>.j<01><04><1B><0E>.<2E>2<>2<>4<EFBFBD>?<3F>C<>C<>
<0A><18> <20><0E>}<7D>7M<37>(N<>(N<> <20><0F>H<EFBFBD>O<>QU<51>QZ<51>\`<60>\k<>ly<6C>mC<02>
D<02>
D<02>
D<02><14><0F>:<3A>?<3F>?<3F>4<EFBFBD>9<EFBFBD>U<EFBFBD>+<2B>+<2B>	<15><0F>H<EFBFBD>K<>T<EFBFBD>Y<EFBFBD>X\<5C>Xg<58>h<>h<>h<><14><15>y<EFBFBD>y<EFBFBD><14><19>#<23>#<23><04>#'<27>#3<><04><0F><0F><11><05><10>A<EFBFBD>:<3A>:<3A><0F>H<EFBFBD>B<>D<EFBFBD>I<EFBFBD>t<EFBFBD><EFBFBD>_<>_<>_<><14>!<21><15><03><0F>(A<>B<>B<><06><11>Q<EFBFBD>;<3B>;<3B><0F>H<EFBFBD>B<>D<EFBFBD>I<EFBFBD>t<EFBFBD><EFBFBD>_<>_<>_<><14><19>.<2E>	<15>4<EFBFBD>?<3F>1<EFBFBD>3D<33>3D<33><15>t<EFBFBD><EFBFBD>I^<5E>I^<5E>
n<01><17><03>D<EFBFBD>I<EFBFBD>f<EFBFBD>T<EFBFBD>_<EFBFBD>=<3D>=<3D>=<3D><13><08>Y<>[_<>[d<>fj<66>fu<66>w}<7D>~<7E>~<7E>~<7E>~<7E><><1F>
s<01>
s<01>
s<01><13><08>H<>$<24>)<29>UY<55>Ud<55>fl<66>nq<6E>r<>r<>r<>r<>r<>r<>r<>r<><72><EFBFBD><EFBFBD><EFBFBD><1C>
n<01>
n<01>
n<01><13>
<0A>H<>$<24>)<29>UY<55>Ud<55>fl<66>m<>m<>m<>m<>m<>
n<01><><EFBFBD><EFBFBD><14><13>~<7E>'<27>'<27><08>$<24>)<29>U<EFBFBD>C<>C<>	<15><14>	j<01><13>C<EFBFBD><04>	<09>&<26><14><1F>9<>9<>9<><0F>H<EFBFBD>R<>TX<54>T]<5D>_c<5F>_n<5F>pv<70>w<>w<>w<>w<><77><1B>	r<01>	r<01>	r<01><0F>K<EFBFBD>G<><14><19>TX<54>Tc<54>ek<65>mp<6D>q<>q<>q<>q<>q<>q<>q<>q<><71><EFBFBD><EFBFBD><EFBFBD><18>	j<01>	j<01>	j<01><0F>M<EFBFBD>D<>d<EFBFBD>i<EFBFBD>QU<51>Q`<60>bh<62>i<>i<>i<>i<>i<>	j<01><><EFBFBD><EFBFBD>[.j<01>.js<<00>6=F4<02>4
H<05>>"G%<05>%.H<05>H<05>?=I><02>>
K"<05>"J0<05>0.K"<05>!K"r<00>strr/<00>intrc<01><><00>|j<00>d<01><00>}t|jt||||<03><00>}|j<00>|<05><00>st
d<02><00><00>dS)u9生成本地订单号并按最新价提交开仓委托。<E68998>baseu订单提交失败N)r<00>new_order_idr	<00>clientr<00>placer#)rrr/r<00>order_id<69>requests      r1r"r"Csm<00><00><12>z<EFBFBD>&<26>&<26>v<EFBFBD>.<2E>.<2E>H<EFBFBD><1F><0B>
<EFBFBD><0E><0C><0E><10><12>
<06><06>G<EFBFBD><0F>:<3A><1B><1B>G<EFBFBD>$<24>$<24>1<><1A>/<2F>0<>0<>0<>1<>1<>r<00>now<6F>datetime | None<6E>boolc<01>
<00>t|pd<01><00><00><00><00>}|dkrdS|ptj<00><00>}|jdz|jz}|<00>d<05><00>D]<5D>}|<04><00><00><00>d<06><00>}t|<05><00>dkr<01>=t|d<00><00>}t|d	<00><00>}|<06>|<07><01>l||kr||cxkr|krnndS||kr||ks||krdS<00><>dS)u<>验证当前时间是否处于配置区间。

    ``*`` 表示全天允许；多个区间用逗号分隔，例如
    ``9:30-10:30,13:30-14:30``。同时支持跨午夜区间。
    <20><00>*T<><<00>,<2C>-<2D>rrNF)	r3<00>striprr=<00>hour<75>minute<74>splitr<00>_parse_minutes)rr=<00>current<6E>current_minutes<65>section<6F>bounds<64>start<72>ends        r1rrRs%<00><00><13>8<EFBFBD>><3E>r<EFBFBD>"<22>"<22>(<28>(<28>*<2A>*<2A>H<EFBFBD><0F>3<EFBFBD><EFBFBD><EFBFBD><13>t<EFBFBD><11>#<23>X<EFBFBD>\<5C>^<5E>^<5E>G<EFBFBD><1D>l<EFBFBD>R<EFBFBD>'<27>'<27>.<2E>8<>O<EFBFBD><1B>><3E>><3E>#<23>&<26>&<26><18><18><07><18><1D><1D><1F><1F>&<26>&<26>s<EFBFBD>+<2B>+<2B><06><0E>v<EFBFBD>;<3B>;<3B>!<21><1B><1B><14><1E>v<EFBFBD>a<EFBFBD>y<EFBFBD>)<29>)<29><05><1C>V<EFBFBD>A<EFBFBD>Y<EFBFBD>'<27>'<27><03><10>=<3D>C<EFBFBD>K<EFBFBD><14><10>C<EFBFBD><<3C><<3C>E<EFBFBD>_<EFBFBD>;<3B>;<3B>;<3B>;<3B><03>;<3B>;<3B>;<3B>;<3B>;<3B><17>4<EFBFBD>4<EFBFBD><10>3<EFBFBD>;<3B>;<3B>O<EFBFBD>u<EFBFBD>4<>4<><0F>3<EFBFBD>8N<38>8N<38><17>4<EFBFBD>4<EFBFBD><34><10>5r<<00>value<75>
int | Nonec<01><00>	|<00><00><00><00>d<01><00>\}}t|<01><00>t|<02><00>}}n#ttf$rYdSwxYwd|cxkrdkrnnd|cxkrdksndS|dz|zS)uB把 ``时:分`` 转换为当天分钟数，无效值返回 None。<65>:Nr<00><00>;rC)rGrJr4<00>	TypeError<6F>
ValueError)rR<00>	hour_text<78>minute_textrHrIs     r1rKrKps<><00><00><14>!&<26><1B><1B><1D><1D>!4<>!4<>S<EFBFBD>!9<>!9<><1E>	<09>;<3B><1A>9<EFBFBD>~<7E>~<7E>s<EFBFBD>;<3B>'7<>'7<>f<EFBFBD><04><04><><15>z<EFBFBD>"<22><14><14><14><13>t<EFBFBD>t<EFBFBD><14><><EFBFBD><EFBFBD><0C><04>?<3F>?<3F>?<3F>?<3F><02>?<3F>?<3F>?<3F>?<3F>?<3F>!<21>v<EFBFBD>"3<>"3<>"3<>"3<><12>"3<>"3<>"3<>"3<><13>t<EFBFBD><0F>"<22>9<EFBFBD>v<EFBFBD><1D>s<00>AA<00>A <03>A )rrr
r)
rrrr3r/r4rr3r
r)N)rr3r=r>r
r?)rRr3r
rS)<15>__doc__<5F>
__future__rr<00>libsr<00>sdkr<00>runtimer<00>orderr	<00>stater
r<00>loggingrr2r"rrK<00>r<r1<00><module>res<><00><01>!<21>!<21>"<22>"<22>"<22>"<22>"<22>"<22><1D><1D><1D><1D><1D><1D> <20> <20> <20> <20> <20> <20><16><16><16><16><16><16><1C><1C><1C><1C><1C><1C>$<24>$<24>$<24>$<24>$<24>$<24>(<28>(<28>(<28>(<28>(<28>(<28>(<28>(<28><15><15><15><15>1j<01>1j<01>1j<01>1j<01>h1<>1<>1<>1<><11><11><11><11><11><	<1E>	<1E>	<1E>	<1E>	<1E>	r<