From 72a49bc7413f2e51a5ca578ba0464178bfb0a8f9 Mon Sep 17 00:00:00 2001 From: yanweidong Date: Wed, 9 Sep 2026 18:40:57 +0800 Subject: [PATCH] fix bug --- py-client/strategy/trend/open.py | 81 ++++++++++++++++---------------- 1 file changed, 41 insertions(+), 40 deletions(-) diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py index 22e7a07..8bfe6bf 100644 --- a/py-client/strategy/trend/open.py +++ b/py-client/strategy/trend/open.py @@ -2,6 +2,7 @@ from datetime import datetime from functools import lru_cache +import math from libs import calc_buy_volume from sdk import OP_BUY @@ -13,44 +14,44 @@ 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.last_close <= 0: - log.info("[OpenSkip] %s 信号=%s，跳过：信号无效，last_close小于0", item.code, item.signal_key) - continue - - if item.code in run.account_cfg.excluded_codes: - log.info("[OpenSkip] %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: - log.info("[OpenSkip] %s 信号=%s，跳过：未找到信号配置",item.code,item.signal_key) - continue - - if not check_timezone(signal_config.timezone): - log.info("[OpenSkip] %s 信号=%s，跳过：不在信号时间段(%s)",item.code,item.signal_key,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.orders.busy(item.code, "BUY"): - log.info("[OpenSkip] %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。 - tick = ticks.get(item.code) - price = tick.last_price if tick is not None else 0 - if price <= 0: - log.info("[OpenSkip] %s 信号=%s，跳过：价格无效", item.code, item.signal_key) - continue - - # 5. 根据单笔买入金额计算整手开仓数量。 - volume = calc_buy_volume(price, run.account_cfg.buy_value) - if volume <= 0: - log.info("[OpenSkip] %s 信号=%s，跳过：数量无效", item.code, item.signal_key) - continue - - # 根据信号key做相关判断 try: + if not math.isfinite(item.last_close) or item.last_close <= 0: + log.info("[OpenSkip] %s 信号=%s，跳过：信号无效，last_close不是有限正数", item.code, item.signal_key) + continue + + if item.code in run.account_cfg.excluded_codes: + log.info("[OpenSkip] %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: + log.info("[OpenSkip] %s 信号=%s，跳过：未找到信号配置",item.code,item.signal_key) + continue + + if not check_timezone(signal_config.timezone): + log.info("[OpenSkip] %s 信号=%s，跳过：不在信号时间段(%s)",item.code,item.signal_key,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.orders.busy(item.code, "BUY"): + log.info("[OpenSkip] %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。 + tick = ticks.get(item.code) + price = tick.last_price if tick is not None else 0 + if not math.isfinite(price) or price <= 0: + log.info("[OpenSkip] %s 信号=%s，跳过：价格无效", item.code, item.signal_key) + continue + + # 5. 根据单笔买入金额计算整手开仓数量。 + volume = calc_buy_volume(price, run.account_cfg.buy_value) + if volume <= 0: + log.info("[OpenSkip] %s 信号=%s，跳过：数量无效", item.code, item.signal_key) + continue + + # 根据信号key做相关判断 # 早市信号，逢涨可买入 if item.signal_key == "morning" and signal_config.gt_last_price_is_open: if price > item.last_close: @@ -68,9 +69,9 @@ def open_signal(run: Runtime, ticks, open_signals) -> None: do_open(run, item.code, volume, item.signal_key, price) except RuntimeError as exc: - log.exception("[OpenError] %s 信号=%s，买入=%d股失败：%s",item.code,item.signal_key,volume,exc) - except Exception: - log.exception("[OpenError] %s 信号=%s，买入=%d股异常",item.code,item.signal_key,volume) + log.exception("[OpenRuntimeError] %s 信号=%s，失败：%s",item.code,item.signal_key,exc) + except Exception as err: + log.exception("[OpenExceptionError] %s 信号=%s，异常：%s",item.code,item.signal_key,err) continue