fix bug
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@@ -2,6 +2,7 @@
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from datetime import datetime
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from datetime import datetime
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from functools import lru_cache
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from functools import lru_cache
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import math
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from libs import calc_buy_volume
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from libs import calc_buy_volume
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from sdk import OP_BUY
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from sdk import OP_BUY
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@@ -13,8 +14,9 @@ import logging as log
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def open_signal(run: Runtime, ticks, open_signals) -> None:
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def open_signal(run: Runtime, ticks, open_signals) -> None:
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"""逐个验证开仓信号并提交买入委托。"""
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"""逐个验证开仓信号并提交买入委托。"""
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for item in open_signals:
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for item in open_signals:
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if item.last_close <= 0:
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try:
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log.info("[OpenSkip] %s 信号=%s,跳过:信号无效,last_close小于0", item.code, item.signal_key)
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if not math.isfinite(item.last_close) or item.last_close <= 0:
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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)
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continue
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continue
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if item.code in run.account_cfg.excluded_codes:
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if item.code in run.account_cfg.excluded_codes:
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@@ -39,7 +41,7 @@ def open_signal(run: Runtime, ticks, open_signals) -> None:
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# 3. 验证行情和最新价格是否有效。
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# 3. 验证行情和最新价格是否有效。
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tick = ticks.get(item.code)
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tick = ticks.get(item.code)
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price = tick.last_price if tick is not None else 0
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price = tick.last_price if tick is not None else 0
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if price <= 0:
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if not math.isfinite(price) or price <= 0:
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log.info("[OpenSkip] %s 信号=%s,跳过:价格无效", item.code, item.signal_key)
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log.info("[OpenSkip] %s 信号=%s,跳过:价格无效", item.code, item.signal_key)
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continue
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continue
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@@ -50,7 +52,6 @@ def open_signal(run: Runtime, ticks, open_signals) -> None:
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continue
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continue
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# 根据信号key做相关判断
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# 根据信号key做相关判断
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try:
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# 早市信号,逢涨可买入
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# 早市信号,逢涨可买入
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if item.signal_key == "morning" and signal_config.gt_last_price_is_open:
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if item.signal_key == "morning" and signal_config.gt_last_price_is_open:
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if price > item.last_close:
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if price > item.last_close:
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@@ -68,9 +69,9 @@ def open_signal(run: Runtime, ticks, open_signals) -> None:
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do_open(run, item.code, volume, item.signal_key, price)
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do_open(run, item.code, volume, item.signal_key, price)
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except RuntimeError as exc:
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except RuntimeError as exc:
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log.exception("[OpenError] %s 信号=%s,买入=%d股失败:%s",item.code,item.signal_key,volume,exc)
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log.exception("[OpenRuntimeError] %s 信号=%s,失败:%s",item.code,item.signal_key,exc)
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except Exception:
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except Exception as err:
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log.exception("[OpenError] %s 信号=%s,买入=%d股异常",item.code,item.signal_key,volume)
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log.exception("[OpenExceptionError] %s 信号=%s,异常:%s",item.code,item.signal_key,err)
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continue
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continue
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