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fix bug

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This commit is contained in:
yanweidong
2026-09-07 00:27:33 +08:00
parent fdcbdc7869
commit d37f9edefc
11 changed files with 839 additions and 384 deletions
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72
py-client/strategy/zt/open.py
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@@ -10,7 +10,7 @@ from libs.calc import calc_buy_volume
from sdk import OP_BUY
from libs.runtime import Runtime
from libs.order import PlaceOrderRequest
from .state import PendingOrder, TState
from .state import TState
def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -> float:
@@ -20,23 +20,18 @@ def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -
now = datetime.now()
if (now.hour, now.minute) >= (14, 50):
break
if item.signal_key != "dcm" or item.code in run.account_cfg.excluded_codes:
if item.code in run.account_cfg.excluded_codes:
continue
item_state = state.items.get(item.code)
if item_state is not None and item_state.base_qty > 0:
continue
# 1. 验证信号配置允许开仓的时间区间。
signal_config = run.global_cfg.signals.get("dcm")
if signal_config is None or not check_timezone(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。
# 由委托簿检查活动委托，防止重复下单。
if (
state.busy(item.code)
or run.orders.busy(item.code, "BUY")
run.orders.busy(item.code, "BUY")
or run.orders.busy(item.code, "SELL")
):
continue
# 3. 验证行情和最新价格是否有效。
# 行情无效或超过策略价格上限时跳过。
tick = ticks.get(item.code)
price = tick.last_price if tick else 0.0
if (
@@ -45,29 +40,20 @@ def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -
or price > run.account_cfg.zt_max_price
):
continue
# 4. 根据单笔买入金额计算整手开仓数量，预留少量价差和费用。
# 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 = calc_buy_volume(price, budget)
amount = price * volume * 1.01
if volume <= 0 or price * volume > budget or amount > available:
continue
# 5. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
# 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):
continue
order_id = run.orders.new_order_id("base")
request = PlaceOrderRequest(
OP_BUY, item.code, volume, order_id, "zt", kind="base"
)
state.new_order(
PendingOrder(
order_id,
item.code,
"base",
volume,
datetime.now().date().isoformat(),
)
)
# 即使响应丢失，也保留资金预算和 pending，不能继续使用这笔钱。
# 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)
@@ -75,45 +61,3 @@ def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -
except Exception:
log.exception("[ZT 建仓] %s 处理异常，继续后续信号", item.code)
return available
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
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