fix bug
This commit is contained in:
@@ -2,6 +2,7 @@
|
|||||||
|
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from functools import lru_cache
|
from functools import lru_cache
|
||||||
|
import math
|
||||||
|
|
||||||
from libs import calc_buy_volume
|
from libs import calc_buy_volume
|
||||||
from sdk import OP_BUY
|
from sdk import OP_BUY
|
||||||
@@ -13,44 +14,44 @@ import logging as log
|
|||||||
def open_signal(run: Runtime, ticks, open_signals) -> None:
|
def open_signal(run: Runtime, ticks, open_signals) -> None:
|
||||||
"""逐个验证开仓信号并提交买入委托。"""
|
"""逐个验证开仓信号并提交买入委托。"""
|
||||||
for item in open_signals:
|
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:
|
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
|
# 早市信号,逢涨可买入
|
||||||
if item.signal_key == "morning" and signal_config.gt_last_price_is_open:
|
if item.signal_key == "morning" and signal_config.gt_last_price_is_open:
|
||||||
if price > item.last_close:
|
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)
|
do_open(run, item.code, volume, item.signal_key, price)
|
||||||
|
|
||||||
except RuntimeError as exc:
|
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)
|
log.exception("[OpenRuntimeError] %s 信号=%s,失败:%s",item.code,item.signal_key,exc)
|
||||||
except Exception:
|
except Exception as err:
|
||||||
log.exception("[OpenError] %s 信号=%s,买入=%d股异常",item.code,item.signal_key,volume)
|
log.exception("[OpenExceptionError] %s 信号=%s,异常:%s",item.code,item.signal_key,err)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user