This commit is contained in:
2026-09-07 21:22:51 +08:00
parent 9778d54f3d
commit ba61ed5de7
28 changed files with 303 additions and 64 deletions

View File

@@ -1,7 +1,5 @@
"""做 T 策略的持仓状态和逐笔实际成交记录。"""
from __future__ import annotations
import math
from dataclasses import dataclass
from datetime import datetime
@@ -115,7 +113,10 @@ class TState:
self.items[code] = TStateItem(code, -delta)
for row in rows:
item = self.items.setdefault(row['stock_code'], TStateItem(row['stock_code']))
code = row['stock_code']
item = self.items.get(code)
if item is None:
item = self.items[code] = TStateItem(code)
self._reset(item, row['trade_date'])
qty, amount = row['volume'], row['trade_amount']
if row['order_local_id'].startswith('zt-base-'):