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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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38
py-client/strategy/zt/open.py
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@@ -8,12 +8,12 @@ import math
from libs.calc import calc_buy_volume
from sdk import OP_BUY
from .runtime import Runtime
from .order import PlaceOrderRequest
from .state import PendingOrder
from libs.runtime import Runtime
from libs.order import PlaceOrderRequest
from .state import PendingOrder, TState
def open_signal(run: Runtime, ticks, signals, available: float) -> float:
def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -> float:
"""逐个验证开仓信号并提交买入委托，返回本轮剩余资金。"""
for item in signals:
try:
@@ -22,20 +22,28 @@ def open_signal(run: Runtime, ticks, signals, available: float) -> float:
break
if item.signal_key != "dcm" or item.code in run.account_cfg.excluded_codes:
continue
state = run.state.items.get(item.code)
if state is not None and state.base_qty > 0:
item_state = state.items.get(item.code)
if item_state is not None and item_state.base_qty > 0:
continue
# 1. 验证信号配置允许开仓的时间区间。
signal_config = run.global_cfg.signals.get("dcm")
if signal_config is None or not check_timezone(signal_config.timezone):
continue
# 2. 检查该证券是否已有买入委托锁，防止重复下单。
if run.state.busy(item.code) or run.orders.busy(item.code, "BUY") or run.orders.busy(item.code, "SELL"):
if (
state.busy(item.code)
or run.orders.busy(item.code, "BUY")
or run.orders.busy(item.code, "SELL")
):
continue
# 3. 验证行情和最新价格是否有效。
tick = ticks.get(item.code)
price = tick.last_price if tick else 0.0
if not math.isfinite(price) or price <= 0 or price > run.account_cfg.zt_max_price:
if (
not math.isfinite(price)
or price <= 0
or price > run.account_cfg.zt_max_price
):
continue
# 4. 根据单笔买入金额计算整手开仓数量，预留少量价差和费用。
budget = min(run.account_cfg.buy_value, available)
@@ -47,8 +55,18 @@ def open_signal(run: Runtime, ticks, signals, available: float) -> float:
if not run.open_watch.triggered("ZT 建仓", item.code, price):
continue
order_id = run.orders.new_order_id("base")
request = PlaceOrderRequest(OP_BUY, item.code, volume, order_id, "zt", kind="base")
run.state.new_order(PendingOrder(order_id, item.code, "base", volume, datetime.now().date().isoformat()))
request = PlaceOrderRequest(
OP_BUY, item.code, volume, order_id, "zt", kind="base"
)
state.new_order(
PendingOrder(
order_id,
item.code,
"base",
volume,
datetime.now().date().isoformat(),
)
)
# 即使响应丢失，也保留资金预算和 pending，不能继续使用这笔钱。
available -= amount
if run.orders.place(run.client, request):