fix bug

py-client/strategy/zt/open.py

@@ -1,56 +1,129 @@
-"""使用 dcm 信号建立做 T 底仓。"""
+"""趋势策略开仓逻辑。"""
 
 from datetime import datetime
-import logging as log
+from functools import lru_cache
 import math
 
+from libs import calc_buy_volume
 from sdk import OP_BUY
 from libs.runtime import Runtime
 from libs.order import PlaceOrderRequest
+import logging as log
 
 
-def open_signal(run: Runtime,  ticks, signals, available: float) -> float:
-    """逐个验证开仓信号并提交买入委托，返回本轮剩余资金。"""
-    now = datetime.now()
-    if (now.hour, now.minute) >= (14, 50):
-        return available
-    for item in signals:
+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:
         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
-            # 由委托簿检查活动委托，防止重复下单。
-            if (
-                run.orders.busy(item.code, "BUY")
-                or run.orders.busy(item.code, "SELL")
-            ):
+
+            # 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
-            # 行情无效或超过策略价格上限时跳过。
+
+            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 else 0.0
-            if (
-                not math.isfinite(price)
-                or price <= 0
-                or price > run.account_cfg.zt_max_price
-            ):
+            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
-            # 根据单笔买入金额计算整手数量，并预留少量价差和费用。
-            budget = min(run.account_cfg.buy_value, available)
-            volume = int(budget / (price * 1.01)) // 100 * 100
-            amount = price * volume * 1.01
-            if volume < (200 if item.code.startswith('688') else 100):
+
+            # 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
-            # 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("ZT 建仓", item.code, price):
+
+            # 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
-            order_id = run.orders.new_order_id("zt", "base")
-            request = PlaceOrderRequest(
-                OP_BUY, item.code, volume, order_id, "zt"
-            )
-            # 即使响应丢失，本轮也预留资金；状态簿只在取得实际成交后入账。
-            available -= amount
-            if run.orders.place(run.client, request):
-                run.open_watch.forget(item.code)
-                log.info("[ZT 建仓] %s 买入 %d 股，等待实际成交", item.code, volume)
-        except Exception:
-            log.exception("[ZT 建仓] %s 处理异常，继续后续信号", item.code)
-    return available
+
+            do_open(run, item.code, volume, item.signal_key, price)
+
+        except RuntimeError as exc:
+            log.exception("[OpenRuntimeError] %s 信号=%s，失败：%s",item.code,item.signal_key,exc)
+        except Exception as err:
+            log.exception("[OpenExceptionError] %s 信号=%s，异常：%s",item.code,item.signal_key,err)
+        continue
+
+
+
+def do_open(
+    run: Runtime, code: str, volume: int, signal_key: str, price: float
+) -> None:
+    """生成本地订单号并按最新价提交开仓委托。"""
+    order_id = run.orders.new_order_id("zt","base")
+    request = PlaceOrderRequest(
+        OP_BUY,
+        code,
+        volume,
+        order_id,
+        signal_key,
+        kind="base",
+    )
+
+    if not run.orders.place(run.client, request):
+        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:
+    """验证当前时间是否处于配置区间。
+
+    ``*`` 表示全天允许；多个区间用逗号分隔，例如
+    ``9:30-10:30,13:30-14:30``。同时支持跨午夜区间。
+    """
+    timezone = str(timezone or "").strip()
+    if timezone == "*":
+        return True
+
+    current = now or datetime.now()
+    current_minutes = current.hour * 60 + current.minute
+
+    for section in timezone.split(","):
+        bounds = section.strip().split("-")
+        if len(bounds) != 2:
+            continue
+        start = _parse_minutes(bounds[0])
+        end = _parse_minutes(bounds[1])
+        if start is None or end is None:
+            continue
+
+        if start <= end and start <= current_minutes <= end:
+            return True
+        if start > end and (current_minutes >= start or current_minutes <= end):
+            return True
+
+    return False
+
+
+@lru_cache(maxsize=256)
+def _parse_minutes(value: str) -> int | None:
+    """把 ``时:分`` 转换为当天分钟数，无效值返回 None。"""
+    try:
+        hour_text, minute_text = value.strip().split(":")
+        hour, minute = int(hour_text), int(minute_text)
+    except (TypeError, ValueError):
+        return None
+    if not 0 <= hour <= 23 or not 0 <= minute <= 59:
+        return None
+    return hour * 60 + minute