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fix bug

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This commit is contained in:
yanweidong
2026-09-09 18:40:57 +08:00
parent 32460e37bc
commit 72a49bc741
1 changed files with 41 additions and 40 deletions
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81
py-client/strategy/trend/open.py
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@@ -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