"""使用 dcm 信号建立做 T 底仓。""" 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 from .state import TState def open_signal(run: Runtime, state: TState, 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。""" 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 item_state = state.items.get(item.code) if item_state is not None and item_state.base_qty > 0: 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") ): continue # 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 ( not math.isfinite(price) or price <= 0 or price > run.account_cfg.zt_max_price ): 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) amount = price * volume * 1.01 if volume <= 0 or price * volume > budget or amount > available: 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" ) # 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