102 lines
3.9 KiB
Python
102 lines
3.9 KiB
Python
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import json
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from typing import Any
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from config.network_config import network_config
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from kit.kit import DataHelper
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from strategy import trade_strategy
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from task.base_task import base_task
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class check_state_before_task(base_task):
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"""
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重置state信息
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最前置信息
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"""
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def __init__(self, strategy: trade_strategy, sub_task=None):
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super().__init__(strategy, sub_task)
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def init(self, context: Any):
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self.log.info("--------------------------")
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self.log.info("重置运行中环境数据")
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def config(self, context: Any):
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# 重置state信息
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self.hold_stock = [position.security for position in list(context.portfolio.positions.values())]
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self.hold_stock_data = {position.security: position for position in list(context.portfolio.positions.values())}
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self.yesterday_high_list = []
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self.yesterday_low_list = []
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def run(self, context: Any):
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positions = context.portfolio.positions
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for stock in positions:
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self.strategy.state.set_hold_stock(stock.security, stock.__dict__)
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if self.hold_stock:
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# 获取持仓股票昨日数据（包括收盘价、涨停价、跌停价）
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df = DataHelper.get_price_safe(
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self.hold_stock,
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end_date=context.previous_date,
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frequency='daily',
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fields=['close', 'high_limit', 'low_limit'],
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count=1,
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panel=False,
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fill_paused=False
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)
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if df is not None and not df.empty:
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# 过滤出收盘价等于涨停价的股票，作为昨日涨停股票
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self.yesterday_high_list = list(df[df['close'] == df['high_limit']])
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self.yesterday_low_list = list(df[df['close'] == df['low_limit']])
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def handle(self, context: Any):
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for stock in self.yesterday_high_list:
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self.strategy.state.set_high_stock(stock['code'], stock)
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for stock in self.yesterday_low_list:
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self.strategy.state.set_low_stock(stock['code'], stock)
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def end(self, context: Any):
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self.log.info("-----------------")
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self.log.info("一.截止昨日持仓情况:")
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self.hold_stock_info()
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self.yesterday_high_list_info()
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self.yesterday_low_list_info()
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self.log.info("二.保存缓存信息")
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self.state_save(context)
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self.log.info("三.重置缓存信息")
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self.strategy.state.reset()
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#
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def hold_stock_info(self):
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if self.hold_stock:
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self.log.info(" 持仓信息: {} 只,昨日涨停信息: {} 只,昨日跌停信息: {} 只".format(len(self.hold_stock), len(self.yesterday_high_list),
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len(self.yesterday_low_list)))
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for positions in self.hold_stock:
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data = self.hold_stock_data
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self.log.debug(" 持仓信息: {}".format(positions))
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else:
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self.log.info(" 无持仓")
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def yesterday_high_list_info(self):
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if self.yesterday_high_list:
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self.log.info(" 涨停信息: {} 只".format(len(self.yesterday_high_list)))
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for stock in self.yesterday_high_list:
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self.log.debug(" 涨停信息: {}".format(stock))
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else:
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self.log.info(" 无涨停")
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def yesterday_low_list_info(self):
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if self.yesterday_high_list:
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self.log.info(" 跌停信息: {} 只".format(len(self.yesterday_high_list)))
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for stock in self.yesterday_high_list:
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self.log.debug(" 跌停信息: {}".format(stock))
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else:
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self.log.info(" 无跌停")
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def state_save(self, context: Any):
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json_data = json.dumps(self.strategy.state)
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trade_date = context.current_dt.date()
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network_config.insert_state(self.strategy_config.strategy_id, json_data, trade_date.strftime("%Y-%m-%d %H:%M:%S"))
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