58 lines
2.1 KiB
Python
58 lines
2.1 KiB
Python
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from strategy import trade_strategy
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from task.base_task import base_task
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from task.check_high_volume_func_task import check_high_volume_func_task
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from task.check_limit_up_func_task import check_limit_up_func_task
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from task.check_remain_amount_func_task import check_remain_amount_func_task
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from task.process_pending_buy_task import process_pending_buy_task
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from task.process_pending_sells_task import process_pending_sells_task
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class trade_afternoon_task(base_task):
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"""
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下午交易任务：
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1. 检查是否有因为涨停破板触发的卖出信号；
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2. 如启用了成交量监控，则检测是否有异常成交量；
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3. 检查账户中是否需要补仓；
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4. 处理待买入和待卖出队列。
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参数:
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context: 聚宽平台传入的交易上下文对象
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"""
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def __init__(self, strategy: trade_strategy):
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super().__init__(strategy)
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def begin(self, context):
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self.no_trading_today_signal = self.config['no_trading_today_signal']
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self.HV_control = bool(self.config['HV_control']) # 是否启用成交量监控
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def run(self, context):
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if not self.no_trading_today_signal:
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check_limit_up_task = check_limit_up_func_task(self.strategy, sub_task=self.sub_task)
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check_limit_up_task.process(context)
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if self.HV_control:
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check_high_volume_task = check_high_volume_func_task(self.strategy)
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check_high_volume_task.process(context)
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# 先处理待卖出股票
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process_pending_sells_task = process_pending_sells_task(self.strategy)
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process_pending_sells_task.process(context)
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# 再检查是否需要补仓
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check_remain_amount_task = check_remain_amount_func_task(self.strategy, sub_task=self.sub_task)
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check_remain_amount_task.process(context)
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# 最后处理待买入股票
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sells_task = process_pending_buy_task(self.strategy)
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sells_task.process(context)
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pass
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def handle(self, context):
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pass
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def end(self, context):
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pass
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