Files
big-qmt/py-client/strategy/ipo/boot.py
2026-09-05 11:46:31 +08:00

71 lines
2.4 KiB
Python

"""新股自动申购,提供交易日校验、券商对账和本地幂等保护。"""
from __future__ import annotations
import logging
from datetime import datetime, time
from pathlib import Path
import config
from sdk import Client
from libs.calc import trading_time
from libs.lockfile import is_lock,write_lockfile
IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
def AutoBuyIpo() -> None:
"""安全执行一次新股申购。"""
if not config.account_config.enable_auto_ipo:
logging.info("[IPO] 自动申购未启用")
return
if not trading_time(datetime.now()):
logging.info("[IPO] 非交易时间")
return
try:
with Client(
config.global_config.qmt_base_url,
config.global_config.qmt_token,
config.HTTP_TIMEOUT,
) as client:
result = client.ipo_data("STOCK")
for item in result:
try:
if not isinstance(item, dict):
raise TypeError("IPO 数据项必须是字典")
stock = str(item.get("stock", "")).strip()
if not stock or stock.endswith(".BJ"):
continue
ipo_price = float(item["issuePrice"])
max_purchase_num = int(item["maxPurchaseNum"])
if ipo_price <= 0 or max_purchase_num <= 0:
raise ValueError("发行价或申购额度必须大于 0")
lock_path = Path(config.global_config.qmt_data_dir) / f"{stock}.lock"
if is_lock(lock_path):
continue
client.passorder(
op_type=23,
stock=stock,
volume=max_purchase_num,
pr_type=11,
price=ipo_price,
strategy_name="ipo",
)
write_lockfile(lock_path)
logging.info(
"[IPO] %s 申购,发行价:%s 可申购额度:%s",
stock,
ipo_price,
max_purchase_num,
)
except Exception:
logging.exception("[IPO] 单条申购处理失败,数据=%r", item)
except Exception:
logging.exception("[IPO] 自动申购任务失败")