"""趋势策略开仓逻辑。""" from datetime import datetime 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, 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 # 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 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 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 # 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 # 根据信号key做相关判断 # 早市信号,逢涨可买入 if item.signal_key == "morning" and signal_config.gt_last_price_is_open: if price > item.last_close: do_open(run, item.code, volume, item.signal_key, price) continue # 优质标的信号,高于均价最低价则跳过 if item.signal_key == "arbitrage" and price > item.last_close: continue # 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 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("BUY") 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