"""使用 dcm 信号建立做 T 底仓。""" from __future__ import annotations from datetime import datetime import logging as log import math from libs.calc import calc_buy_volume from sdk import OP_BUY from .runtime import Runtime from .order import PlaceOrderRequest from .state import PendingOrder 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。""" for item in signals: try: 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: continue state = run.state.items.get(item.code) if state is not None and 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。 if run.state.busy(item.code) or 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。 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 # 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。 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”。 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") run.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。 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 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