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fix bug

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This commit is contained in:
yanweidong
2026-09-05 11:46:31 +08:00
parent 3689a7ad86
commit 63ffc1329b
13 changed files with 229 additions and 731 deletions
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2
py-client/strategy/ipo/boot.py
View File

@@ -15,7 +15,7 @@ IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
def AutoBuyIpo() -> None:
"""安全执行一次新股申购，返回成功提交的证券数量。"""
"""安全执行一次新股申购。"""
if not config.account_config.enable_auto_ipo:
logging.info("[IPO] 自动申购未启用")
return

115
py-client/strategy/trend/boot.py
View File

@@ -51,65 +51,72 @@ def StartTrend() -> None:
config.global_config.qmt_token,
config.HTTP_TIMEOUT,
)
portfolio = client.portfolio()
assets = portfolio.assets
positions = list(portfolio.positions.values())
order_book = OrderBook()
order_book.refresh(client, portfolio.orders)
executor = None
try:
portfolio = client.portfolio()
assets = portfolio.assets
positions = list(portfolio.positions.values())
order_book = OrderBook()
order_book.refresh(client, portfolio.orders)
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)
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,
)
log.info("[启动] 趋势策略已启动，账户=%s，信号=%d，持仓=%d", config.account_config.account_id, len(signals), len(positions))
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),
executor=ThreadPoolExecutor(max_workers=3, thread_name_prefix="trend"),
)
# 获取本策略的信号开仓数据
signals = init_signals(
config.global_config,
config.account_config.signal_allow,
)
log.info("[启动] 趋势策略已启动，账户=%s，信号=%d，持仓=%d", config.account_config.account_id, len(signals), len(positions))
executor = ThreadPoolExecutor(max_workers=3, thread_name_prefix="trend")
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),
executor=executor,
)
Overview(assets, positions, config.account_config)
Overview(assets, positions, config.account_config)
DEFAULT_TICK_INTERVAL = 30
while True:
lt = time.localtime()
if (lt.tm_hour, lt.tm_min, lt.tm_sec) >= (15, 0, 0):
log.info("[Trend] 已到 15:00，结束趋势策略")
run.client.close()
run.executor.shutdown()
return
current_sec = lt.tm_sec
# 计算距离下一个目标时间点（0秒或30秒）的等待时间
if current_sec < DEFAULT_TICK_INTERVAL:
wait_seconds = DEFAULT_TICK_INTERVAL - current_sec
elif current_sec < 60:
wait_seconds = 60 - current_sec
else:
wait_seconds = DEFAULT_TICK_INTERVAL
# 等待到目标时间点
time.sleep(wait_seconds)
# 单轮失败不能杀死唯一的交易定时线程。
DEFAULT_TICK_INTERVAL = 30
while True:
lt = time.localtime()
if (lt.tm_hour, lt.tm_min, lt.tm_sec) >= (15, 0, 0):
log.info("[Trend] 已到 15:00，结束趋势策略")
return
current_sec = lt.tm_sec
# 计算距离下一个目标时间点（0秒或30秒）的等待时间
if current_sec < DEFAULT_TICK_INTERVAL:
wait_seconds = DEFAULT_TICK_INTERVAL - current_sec
elif current_sec < 60:
wait_seconds = 60 - current_sec
else:
wait_seconds = DEFAULT_TICK_INTERVAL
# 等待到目标时间点
time.sleep(wait_seconds)
# 单轮失败不能杀死唯一的交易定时线程。
try:
RunOnce(run, signals)
except Exception as e:
log.error(f"[Trend] 本 tick 执行失败，下一 tick 继续: {e}", exc_info=True)
finally:
try:
RunOnce(run, signals)
except Exception as e:
log.error(f"[Trend] 本 tick 执行失败，下一 tick 继续: {e}", exc_info=True)
if executor is not None:
executor.shutdown(wait=True)
finally:
client.close()
def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:

3
py-client/strategy/trend/open.py
View File

@@ -15,6 +15,9 @@ import logging as log
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)
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)
if signal_config is None:

5
py-client/strategy/trend/order.py
View File

@@ -9,6 +9,7 @@ from datetime import datetime, timedelta
from threading import Lock
from typing import Any
from cachelib import SimpleCache
import httpx
from sdk import APIError, ORDER_SIDE_BY_OFFSET, Client, OrderItem
@@ -116,6 +117,10 @@ class OrderBook:
except APIError as exc:
log.exception("[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
return False
except (httpx.RequestError, ValueError):
# 响应异常不能证明柜台未受理，保留缓存防重，不自动重试。
log.exception("[Order] 下单请求或响应异常，代码=%s，本地订单=%s", request.code, request.order_id)
return False
if not isinstance(result, dict):
log.warning("[Order] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id)
return False

93
py-client/strategy/trend/positions.py
View File

@@ -42,58 +42,61 @@ def manage_positions(
remaining_cash = max(0.0, available)
for position in positions:
code = position.stock_code
tick = ticks.get(code)
if code in runtime.account_cfg.excluded_codes:
log.info("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
continue
if (
not code
or position.open_price <= 0
or position.volume <= 0
or tick is None
or tick.last_price <= 0
):
log.warning("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
continue
try:
code = position.stock_code
tick = ticks.get(code)
if code in runtime.account_cfg.excluded_codes:
log.info("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
continue
if (
not code
or position.open_price <= 0
or position.volume <= 0
or tick is None
or tick.last_price <= 0
):
log.warning("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
continue
pnl_rate = round(
(tick.last_price - position.open_price) / position.open_price * 100,
2,
)
minimum_profit = calculate_min_profit_rate(position.open_price, 1)
profit_decision = handle_profit(
runtime=runtime,
position=position,
tick=tick,
pnl_rate=pnl_rate,
minimum_profit=minimum_profit,
)
profit_action = profit_decision.message or "未触发"
loss_add_action = "未启用"
if runtime.account_cfg.enable_loss_add_position and market_ok:
loss_decision = handle_loss(
pnl_rate = round(
(tick.last_price - position.open_price) / position.open_price * 100,
2,
)
minimum_profit = calculate_min_profit_rate(position.open_price, 1)
profit_decision = handle_profit(
runtime=runtime,
position=position,
tick=tick,
pnl_rate=pnl_rate,
available=remaining_cash,
minimum_profit=minimum_profit,
)
remaining_cash -= loss_decision.reserved_cash
loss_add_action = loss_decision.message or "未触发"
elif runtime.account_cfg.enable_loss_add_position:
loss_add_action = "大盘信号不允许"
profit_action = profit_decision.message or "未触发"
loss_add_action = "未启用"
if runtime.account_cfg.enable_loss_add_position and market_ok:
loss_decision = handle_loss(
runtime=runtime,
position=position,
tick=tick,
pnl_rate=pnl_rate,
available=remaining_cash,
)
remaining_cash -= loss_decision.reserved_cash
loss_add_action = loss_decision.message or "未触发"
elif runtime.account_cfg.enable_loss_add_position:
loss_add_action = "大盘信号不允许"
if pnl_rate>=0:
log.info(
"[Position ↑ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
code, position.stock_name, pnl_rate, profit_action, loss_add_action,
)
else:
log.info(
"[Position ↓ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
code, position.stock_name, pnl_rate, profit_action, loss_add_action,
)
if pnl_rate>=0:
log.info(
"[Position ↑ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
code, position.stock_name, pnl_rate, profit_action, loss_add_action,
)
else:
log.info(
"[Position ↓ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
code, position.stock_name, pnl_rate, profit_action, loss_add_action,
)
except Exception:
log.exception("[Position] 持仓处理异常，代码=%s，继续处理后续持仓", position.stock_code)
def handle_profit(