dev zt

py-client/strategy/zt/open.py

@@ -4,7 +4,6 @@ from datetime import datetime
 import logging as log
 import math
 
-from libs.calc import calc_buy_volume
 from sdk import OP_BUY
 from libs.runtime import Runtime
 from libs.order import PlaceOrderRequest
@@ -12,11 +11,11 @@ from libs.order import PlaceOrderRequest
 
 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:
         try:
-            now = datetime.now()
-            if (now.hour, now.minute) >= (14, 50):
-                break
             if item.code in run.account_cfg.excluded_codes:
                 continue
             # 由委托簿检查活动委托，防止重复下单。
@@ -36,16 +35,16 @@ def open_signal(run: Runtime,  ticks, signals, available: float) -> float:
                 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 = calc_buy_volume(price, budget)
+            volume = int(budget / (price * 1.01)) // 100 * 100
             amount = price * volume * 1.01
-            if volume <= 0 or price * volume > budget or amount > available:
+            if volume < (200 if item.code.startswith('688') else 100):
                 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):
                 continue
             order_id = run.orders.new_order_id("base")
             request = PlaceOrderRequest(
-                OP_BUY, item.code, volume, order_id, "zt", kind="base"
+                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