optz

py-client/libs/calc.py

@@ -2,9 +2,14 @@ from datetime import datetime, time
 from math import floor
 
 
+_MORNING_START, _MORNING_END = time(9, 30), time(11, 30)
+_AFTERNOON_START, _AFTERNOON_END = time(13), time(15)
+
+
 def trading_time(now: datetime) -> bool:
     if now.weekday() >= 5: return False
-    return time(9, 30) <= now.time() <= time(11, 30) or time(13) <= now.time() <= time(15)
+    clock = now.time()
+    return _MORNING_START <= clock <= _MORNING_END or _AFTERNOON_START <= clock <= _AFTERNOON_END
 
 
 def calc_buy_volume(price: float, buy_value: float) -> int:
@@ -29,4 +34,4 @@ def calculate_min_profit_rate(price: float, profit_mult: int) -> float:
     elif price >= 100:
         return 7 * profit_mult  # 7%
     else:
-        return 9 * profit_mult  # 9%
+        return 9 * profit_mult  # 9%

py-client/libs/lockfile.py

@@ -1,7 +1,5 @@
 """简单的文件锁标记工具。"""
 
-from __future__ import annotations
-
 from os import PathLike
 from pathlib import Path
 

py-client/libs/order.py

@@ -1,7 +1,5 @@
 """策略共用委托簿。"""
 
-from __future__ import annotations
-
 import secrets
 from dataclasses import dataclass
 from datetime import datetime, timedelta
@@ -69,17 +67,19 @@ class OrderBook:
         canceled = 0
 
         for item in orders:
+            status = str(item.order_status)
             # 不处理状态不对的
-            if str(item.order_status) not in TRACKED_STATUSES:
+            if status not in TRACKED_STATUSES:
                 continue
-            if str(item.order_status) in BUSY_STATUSES:
+            if status in BUSY_STATUSES:
                 busy_keys.add(self._busy_key(item.side, item.stock_code))
             # 清理过期的
+            created_at = item.created_at
             if (
-                item.created_at is not None
+                created_at is not None
                 and item.local_order_id.startswith(f"{self.order_prefix}-")
-                and str(item.order_status) in CANCELABLE_STATUSES
-                and current - item.created_at > self.cancel_timeout_sec
+                and status in CANCELABLE_STATUSES
+                and current - created_at > self.cancel_timeout_sec
             ):
                 try:
                     client.cancel_by_id(item.order_sys_id)

py-client/libs/orderbook.py

@@ -1,13 +1,12 @@
 """SQLite positions and deals, aligned with SDK models; one writer per database."""
 
-from __future__ import annotations
-
 import math
 import sqlite3
 from contextlib import closing
 from dataclasses import asdict, fields
 from datetime import datetime
 from pathlib import Path
+from itertools import chain
 
 from sdk import DealItem, PositionItem
 
@@ -106,7 +105,7 @@ class OrderBook:
             raise ValueError('System order ID and positive volume are required')
         
         row = asdict(deal)
-        row['order_local_id'] = deal.get_local_order_id()
+        row['order_local_id'] = deal.local_order_id
         if not row['order_local_id']:
             raise ValueError('Local order ID is required')
         
@@ -145,7 +144,7 @@ class OrderBook:
                 raise ValueError('Execution history is append-only')
             new_deals = deals[len(self.deals):]
         positions = [{**POSITION_DEFAULTS, **item} for item in items.values()]
-        for row in [*positions, *new_deals]:
+        for row in chain(positions, new_deals):
             if any(isinstance(value, float) and not math.isfinite(value) for value in row.values()):
                 raise ValueError('Numeric values must be finite')
         with closing(self._connect()) as db, db:

py-client/libs/runtime.py

@@ -1,7 +1,5 @@
 """策略单次运行所需的公共上下文对象。"""
 
-from __future__ import annotations
-
 from concurrent.futures import ThreadPoolExecutor
 from dataclasses import dataclass