86 lines
2.9 KiB
Python
86 lines
2.9 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。"""
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import json
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import logging
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from datetime import datetime, time
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from pathlib import Path
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from typing import Any
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import config
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from sdk import Client
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from libs.calc import trading_time
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from libs.lockfile import is_lock,write_lockfile
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IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
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def AutoBuyIpo():
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"""安全执行一次新股申购，返回成功提交的证券数量。"""
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if not config.account_config.enable_auto_ipo:
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logging.info("[IPO] 自动申购未启用")
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return 0
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if not trading_time(datetime.now()):
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logging.info("[IPO] 非交易时间")
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return 0
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try:
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with Client(
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config.global_config.qmt_base_url,
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config.global_config.qmt_token,
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config.HTTP_TIMEOUT,
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) as client:
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result = client.ipo_data("STOCK")
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for item in result:
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try:
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if not isinstance(item, dict):
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raise TypeError("IPO 数据项必须是字典")
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stock = str(item.get("stock", "")).strip()
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if not is_target_stock(stock):
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continue
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ipo_price = float(item["issuePrice"])
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max_purchase_num = int(item["maxPurchaseNum"])
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if ipo_price <= 0 or max_purchase_num <= 0:
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raise ValueError("发行价或申购额度必须大于 0")
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lock_path = Path(config.global_config.qmt_data_dir) / f"{stock}.lock"
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if is_lock(lock_path):
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continue
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client.passorder(
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op_type=23,
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stock=stock,
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volume=max_purchase_num,
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pr_type=11,
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price=ipo_price,
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strategy_name="ipo",
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)
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write_lockfile(lock_path)
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logging.info(
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"[IPO] %s 申购，发行价：%s 可申购额度：%s",
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stock,
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ipo_price,
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max_purchase_num,
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)
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except Exception:
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logging.exception("[IPO] 单条申购处理失败，数据=%r", item)
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except Exception:
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logging.exception("[IPO] 自动申购任务失败")
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def is_target_stock(symbol: str) -> bool:
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"""
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判断是否为上证、深证、科创板的A股。
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symbol格式示例: '600519.SH', '000001.SZ'
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"""
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# 提取纯数字代码
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code = symbol.split(".")[0]
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# 判断是否为合规板块
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if code.startswith(('60', '688', '689')): # 沪市主板 + 科创板
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return True
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if code.startswith(('000', '001', '002', '003', '300', '301')): # 深市主板 + 创业板
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return True
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return False
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