big-qmt/py-client/strategy/trend/boot.py

"""趋势策略启动器。

该模块负责组合 SDK、配置、状态存储和趋势策略组件，供 main.py 调用。
"""

from __future__ import annotations

import logging
import time
from datetime import datetime

import config
from libs import init_signals, market_allow_open, trading_time
from sdk import Client
from libs.grid_take_profit import GridTrailingTracker
from .state import State
from .order import OrderBook
from .watch import DipWatch
from .runtime import Runtime
from .open import open_signal
from .positions import manage_positions


def Overview(assets, positions, account_cfg=None) -> None:
    """打印策略启动时的账户、资金和持仓概览。

    该函数对应 Go 客户端 ``logic.Overview``。为便于单独测试，可以
    显式传入账户配置；未传入时使用 ``config.account_config``。
    """
    account_cfg = account_cfg or config.account_config

    print("\n" + "=" * 80)
    print(f"【时间】{datetime.now():%Y-%m-%d %H:%M:%S}")
    if account_cfg is not None:
        print(
            "【配置】"
            f"account_id: {account_cfg.account_id} "
            f"host_key: {account_cfg.host_key} "
            f"buy_value: {account_cfg.buy_value:.0f}"
        )

    if assets is not None:
        print(
            f"【资金】总资产：{assets.total:.2f}元，"
            f"可用资金：{assets.available:.2f}元"
        )
    else:
        print("【资金】查询失败")

    print(f"【持仓】{len(positions)}只")
    print("=" * 80)
    for position in positions:
        if position.volume <= 0:
            continue
        print(
            f"【持仓】{position.stock_code} {position.stock_name} "
            f"持仓={position.volume} 可用={position.can_use_volume} "
            f"冻结={position.frozen_volume} 在途={position.on_road_volume} "
            f"昨仓={position.yesterday_volume} 成本={position.open_price:.3f} "
            f"现价={position.last_price:.3f} 市值={position.market_value:.2f} "
            f"浮盈={position.float_profit:.2f} "
            f"盈亏比例={position.profit_rate * 100:.2f}%"
        )



def StartTrend() -> None:
    """初始化趋势策略，并以 30 秒间隔持续执行。"""
    client = Client(
        config.global_config.qmt_base_url,
        config.global_config.qmt_token,
        config.HTTP_TIMEOUT,
    )
    assets = client.assets()
    _, positions = client.positions()
    order_book = OrderBook()
    order_book.refresh(client)

    storeState = State.for_strategy(
        config.global_config.qmt_data_dir,
        config.account_config.strategy,
        config.account_config.account_id,
    )
    storeState.reconcile(positions, order_book.data)

    # 获取本策略的信号开仓数据
    signals = init_signals(
        config.global_config,
        config.account_config.signal_allow,
    )
    run = Runtime(
        client=client,
        global_cfg=config.global_config,
        account_cfg=config.account_config,
        state=storeState,
        orders=order_book,
        open_watch=DipWatch(),
        add_watch=DipWatch(),
        profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
    )

    Overview(assets, positions, config.account_config)

    while True:
        started_at = time.monotonic()
        try:
            RunOnce(run, signals)
        except Exception:
            # 单轮错误只记录日志，下一轮仍继续运行。
            logging.exception("趋势策略本轮执行失败")

        elapsed = time.monotonic() - started_at
        time.sleep(max(0.0, 30.0 - elapsed))


def RunOnce(run: Runtime, signals) -> None:
    """按固定步骤执行一轮趋势策略， ``RunOnce``。"""
    if not trading_time(datetime.now()):
        return

    # 1. 取消超过有效期仍未完成的委托订单。
    try:
        run.orders.refresh(run.client)
    except Exception:
        logging.exception("取消过期订单失败")

    # 2. 验证可用资金；低于资金安全线时禁止开新仓。
    try:
        assets = run.client.assets()
    except Exception:
        logging.exception("获取资产失败")
        return
    allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio
    if not allow_open_by_cash:
        logging.info("资金总闸：可用金额太少，禁止开新仓")

    # 3. 获取大盘状态，只有大盘信号允许时才执行开仓。
    market_ok = market_allow_open(run.global_cfg.api_host)

    # 4. 获取当前持仓及持仓证券代码。
    try:
        position_codes, positions = run.client.positions()
    except Exception:
        logging.exception("获取持仓失败")
        return

    # 每轮使用最新委托和成交恢复状态。查询或落盘失败时禁止继续开仓，
    # 避免在订单结果不明确的情况下提交重复买单。
    previous_state_codes = set(run.state.codes)
    try:
        broker_orders = run.client.trade_detail_data("order")
        run.state.reconcile(positions, broker_orders)
    except Exception:
        logging.exception("订单状态对账失败，本轮禁止自动交易")
        return

    removed_codes = previous_state_codes - set(run.state.codes)
    for code in removed_codes:
        run.open_watch.forget(code)
        run.add_watch.forget(code)

    # 5. 验证有效开仓信号：排除已有持仓和未决订单。
    position_code_set = set(position_codes)
    allow_open = []
    seen_codes = position_code_set | set(run.state.unresolved_codes)
    for signal in signals:
        if signal.code not in seen_codes:
            allow_open.append(signal)
            seen_codes.add(signal.code)

    # 6. 获取持仓和待开仓证券的实时行情 tick。
    all_codes = list(position_codes)
    all_codes.extend(
        signal.code for signal in allow_open if signal.code not in position_code_set
    )
    try:
        ticks = run.client.full_tick(list(dict.fromkeys(all_codes)))
    except Exception:
        logging.exception("获取行情失败")
        return

    # 7. 执行开仓：必须同时存在有效信号且大盘允许开仓。
    if allow_open and market_ok and allow_open_by_cash:
        open_signal(run, ticks, allow_open)

    # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。
    manage_positions(run, ticks, positions, market_ok,assets.available)