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fix bug

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This commit is contained in:
yanweidong
2026-09-09 18:22:43 +08:00
parent 71b1c8b2d5
commit 7adee94192
1 changed files with 34 additions and 71 deletions
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105
py-client/strategy/trend/open.py
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@@ -13,104 +13,66 @@ 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.code in run.account_cfg.excluded_codes: if item.last_close <= 0:
log.info( log.info("[OpenSkip] %s 信号=%s，跳过：信号无效，last_close小于0", item.code, item.signal_key)
"[Open] %s 信号=%s，跳过：已配置为排除股票", item.code, item.signal_key
)
continue 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。 # 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) signal_config = run.global_cfg.signals.get(item.signal_key)
if signal_config is None: if signal_config is None:
log.warning( log.info("[OpenSkip] %s 信号=%s，跳过：未找到信号配置",item.code,item.signal_key)
"[Open] %s 信号=%s，跳过：未找到信号配置",
item.code,
item.signal_key,
)
continue continue
if not check_timezone(signal_config.timezone): if not check_timezone(signal_config.timezone):
log.info( 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)
"[Open] %s 信号=%s，跳过：不在信号时间段(%s)",
item.code,
item.signal_key,
signal_config.timezone,
)
continue continue
# 2. 检查该证券是否已有买入委托锁，防止重复下单。 # 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"): if run.orders.busy(item.code, "BUY"):
log.info( log.info("[OpenSkip] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key)
"[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key
)
continue continue
# 3. 验证行情和最新价格是否有效。 # 3. 验证行情和最新价格是否有效。
tick = ticks.get(item.code) tick = ticks.get(item.code)
price = tick.last_price if tick is not None else 0 price = tick.last_price if tick is not None else 0
if price <= 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 continue
# 5. 根据单笔买入金额计算整手开仓数量。 # 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) volume = calc_buy_volume(price, run.account_cfg.buy_value)
if volume <= 0: if volume <= 0:
log.info("[Open] %s 信号=%s，跳过：数量无效", item.code, item.signal_key) log.info("[OpenSkip] %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):
continue continue
# 根据信号key做相关判断
try: 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) 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: except RuntimeError as exc:
log.warning( log.exception("[OpenError] %s 信号=%s，买入=%d股失败：%s",item.code,item.signal_key,volume,exc)
"[Open] %s 信号=%s，买入=%d股失败：%s",
item.code,
item.signal_key,
volume,
exc,
)
except Exception: except Exception:
log.exception( log.exception("[OpenError] %s 信号=%s，买入=%d股异常",item.code,item.signal_key,volume)
"[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume continue
)
def do_open( def do_open(
@@ -131,6 +93,7 @@ def do_open(
raise RuntimeError("订单提交失败") raise RuntimeError("订单提交失败")
run.open_watch.forget(code) 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: def check_timezone(timezone: str, now: datetime | None = None) -> bool: