diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py index 744c03a..22e7a07 100644 --- a/py-client/strategy/trend/open.py +++ b/py-client/strategy/trend/open.py @@ -13,104 +13,66 @@ 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 - ) + 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.warning( - "[Open] %s 信号=%s,跳过:未找到信号配置", - item.code, - item.signal_key, - ) + 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( - "[Open] %s 信号=%s,跳过:不在信号时间段(%s)", - item.code, - item.signal_key, - 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( - "[Open] %s 信号=%s,跳过:买入委托处理中", item.code, item.signal_key - ) + 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("[Open] %s 信号=%s,跳过:价格无效", item.code, item.signal_key) + 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("[Open] %s 信号=%s,跳过:数量无效", item.code, item.signal_key) - continue - - # 当前价高于昨收价可开仓 - if ( - signal_config.gt_last_price_is_open - and item.last_close > 0 - and price > item.last_close - ): - try: - do_open(run, item.code, volume, item.signal_key, price) - log.info( - "[Open] %s 信号=%s,买入=%d股,原因=现价高于昨收", - item.code, - item.signal_key, - volume, - ) - except RuntimeError as exc: - log.info( - "[Open] %s 信号=%s,买入=%d股失败:%s", - item.code, - item.signal_key, - volume, - exc, - ) - except Exception: - log.exception( - "[Open] %s 信号=%s,买入=%d股异常", - item.code, - item.signal_key, - volume, - ) - continue - - # 4. 等待价格从观察低点反弹,防止直接接下跌中的“飞刀”。 - if not run.open_watch.triggered("开仓", item.code, price): + 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: + # 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: + do_open(run, item.code, volume, item.signal_key, price) + continue + + # 优质标的信号,高于均价最低价则跳过 + if item.signal_key == "arbitrage" and price > item.last_close: + continue + + # 其它信号,均从观察低点反弹,防止直接接下跌中的“飞刀”。 + if not run.open_watch.triggered("开仓", item.code, price): + continue + do_open(run, item.code, volume, item.signal_key, price) - log.info( - "[Open] %s 信号=%s,买入=%d股,原因=反弹已确认", - item.code, - item.signal_key, - volume, - ) + except RuntimeError as exc: - log.warning( - "[Open] %s 信号=%s,买入=%d股失败:%s", - item.code, - item.signal_key, - volume, - 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( - "[Open] %s 信号=%s,买入=%d股异常", item.code, item.signal_key, volume - ) + log.exception("[OpenError] %s 信号=%s,买入=%d股异常",item.code,item.signal_key,volume) + continue + def do_open( @@ -131,6 +93,7 @@ def do_open( raise RuntimeError("订单提交失败") run.open_watch.forget(code) + log.info("[Open] %s 信号=%s,买入=%d股,原因=反弹已确认",code,signal_key,volume) def check_timezone(timezone: str, now: datetime | None = None) -> bool: