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fix trend,zt

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This commit is contained in:
yanweidong
2026-09-06 13:12:48 +08:00
parent bcc6f02398
commit 2eafbb8303
15 changed files with 502 additions and 480 deletions
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73
py-client/strategy/trend/open.py
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@@ -6,16 +6,18 @@ from datetime import datetime
from libs import calc_buy_volume
from sdk import OP_BUY
from .runtime import Runtime
from .order import PlaceOrderRequest
from libs.runtime import Runtime
from libs.order import PlaceOrderRequest
import logging as log
def open_signal(run:Runtime, ticks, open_signals) -> None:
def open_signal(run: Runtime, ticks, open_signals) -> None:
"""逐个验证开仓信号并提交买入委托。"""
for item in open_signals:
if item.code in run.account_cfg.excluded_codes:
log.info("[Open] %s 信号=%s，跳过：已配置为排除股票", item.code, item.signal_key)
log.info(
"[Open] %s 信号=%s，跳过：已配置为排除股票", item.code, item.signal_key
)
continue
# 1. 验证信号配置允许开仓的时间区间。
signal_config = run.global_cfg.signals.get(item.signal_key)
@@ -36,8 +38,10 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
continue
# 2. 检查该证券是否已有买入委托锁，防止重复下单。
if run.orders.busy(item.code,"BUY"):
log.info("[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key)
if run.orders.busy(item.code, "BUY"):
log.info(
"[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key
)
continue
# 3. 验证行情和最新价格是否有效。
@@ -54,14 +58,34 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
continue
# 当前价高于昨收价可开仓
if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close:
if (
signal_config.gt_last_price_is_open
and item.last_close > 0
and price > item.last_close
):
try:
do_open(run, item.code, volume, item.signal_key, price)
log.info("[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume)
log.info(
"[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收",
item.code,
item.signal_key,
volume,
)
except RuntimeError as exc:
log.info("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
log.info(
"[Open] %s 信号=%s，买入=%d股失败：%s",
item.code,
item.signal_key,
volume,
exc,
)
except Exception:
log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
log.exception(
"[Open] %s 信号=%s，买入=%d股异常",
item.code,
item.signal_key,
volume,
)
continue
# 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
@@ -70,14 +94,29 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
try:
do_open(run, item.code, volume, item.signal_key, price)
log.info("[Open] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume)
log.info(
"[Open] %s 信号=%s，买入=%d股，原因=反弹已确认",
item.code,
item.signal_key,
volume,
)
except RuntimeError as exc:
log.warning("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
log.warning(
"[Open] %s 信号=%s，买入=%d股失败：%s",
item.code,
item.signal_key,
volume,
exc,
)
except Exception:
log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
log.exception(
"[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume
)
def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float) -> None:
def do_open(
run: Runtime, code: str, volume: int, signal_key: str, price: float
) -> None:
"""生成本地订单号并按最新价提交开仓委托。"""
order_id = run.orders.new_order_id("BUY")
request = PlaceOrderRequest(
@@ -89,9 +128,7 @@ def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float)
kind="base",
)
#run.state.new_order(PendingOrder(order_id, code, "base", volume))
if not run.orders.place(run.client,request):
if not run.orders.place(run.client, request):
raise RuntimeError("订单提交失败")
run.open_watch.forget(code)