fix bug
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@@ -2,7 +2,6 @@
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from __future__ import annotations
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from datetime import datetime
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import logging as log
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import math
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@@ -10,7 +9,7 @@ from libs.grid_take_profit import GridState
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from sdk import OP_BUY, OP_SELL, PositionItem
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from libs.order import PlaceOrderRequest
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from libs.runtime import Runtime
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from .state import PendingOrder, READY, SOLD, TState
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from .state import READY, SOLD, TState
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def manage_positions(
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@@ -26,11 +25,7 @@ def manage_positions(
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by_code = {position.stock_code: position for position in positions}
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for code, state in list(state_store.items.items()):
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try:
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now = datetime.now()
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if now.hour >= 15:
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break
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force_buy_back = force_buy_back or (now.hour, now.minute) >= (14, 50)
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if code in run.account_cfg.excluded_codes or state_store.busy(code):
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if code in run.account_cfg.excluded_codes:
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continue
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if run.orders.busy(code, "BUY") or run.orders.busy(code, "SELL"):
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continue
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@@ -52,11 +47,11 @@ def manage_positions(
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continue
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if state.phase == SOLD:
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available = _try_buy_back(
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run, state_store, state, price, available, today, force_buy_back
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run, state, price, available, force_buy_back
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)
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elif state.phase == READY and position and not force_buy_back:
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if price <= run.account_cfg.zt_max_price:
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_try_sell(run, state_store, state, position, price, today)
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_try_sell(run, state, position, price, today)
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except Exception:
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log.exception("[ZT 持仓] %s 处理异常,继续后续证券", code)
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return available
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@@ -64,7 +59,6 @@ def manage_positions(
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def _try_sell(
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run: Runtime,
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state_store: TState,
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state,
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position: PositionItem,
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price: float,
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@@ -88,18 +82,15 @@ def _try_sell(
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request = PlaceOrderRequest(
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OP_SELL, state.code, volume, order_id, "zt", kind="sell"
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)
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state_store.new_order(PendingOrder(order_id, state.code, "sell", volume, today))
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if run.orders.place(run.client, request):
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log.info("[ZT 卖出] %s %d 股,等待成交后确定买回数量和价格", state.code, volume)
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def _try_buy_back(
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run: Runtime,
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state_store: TState,
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state,
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price: float,
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available: float,
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today: str,
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force: bool,
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) -> float:
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"""按实际卖出均价下跌后反弹买回;尾盘不再受下跌幅度、反弹及价格上限限制。"""
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@@ -115,18 +106,14 @@ def _try_buy_back(
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return available
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order_id = run.orders.new_order_id("t-buy")
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request = PlaceOrderRequest(OP_BUY, state.code, volume, order_id, "zt", kind="buy")
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state_store.new_order(PendingOrder(order_id, state.code, "buy", volume, today))
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# pending 已落盘,任何请求结果都预留资金;下一轮再从柜台快照确认。
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# 本轮预留资金;状态簿只在取得实际成交后入账。
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available -= amount
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try:
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if run.orders.place(run.client, request):
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run.add_watch.forget(state.code)
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log.info(
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"[ZT 买回] %s %d 股,%s",
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state.code,
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volume,
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"尾盘强制买回" if force else "下跌后反弹",
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)
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except Exception:
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log.exception("[ZT 买回] %s 请求结果未知,保留 pending 和预算", state.code)
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if run.orders.place(run.client, request):
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run.add_watch.forget(state.code)
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log.info(
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"[ZT 买回] %s %d 股,%s",
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state.code,
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volume,
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"尾盘强制买回" if force else "下跌后反弹",
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)
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return available
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