94 lines
3.4 KiB
Python
94 lines
3.4 KiB
Python
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from config.strategy_state import state
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from jq_channel import exchange
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from kit.logger import Logger
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from config.strategy_config import strategy_config
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class trade_strategy:
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def __init__(self, strategy_name, strategy_template_id, config_save, log, channel: exchange):
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# -------必要参数-------
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self.log = Logger(log) # 日志记录器
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self.strategy_config = strategy_config(strategy_name,
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strategy_template_id,
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config_save,
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self.log)
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self.state = state() # 策略状态管理器，跟踪策略运行状态
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self.channel = channel
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# 添加持仓监控和管理器
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def init_strategy(self) -> None:
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"""
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策略初始化函数
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配置交易环境参数，包括防未来数据、基准、滑点、订单成本以及日志输出等级。
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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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# 启用防未来数据以确保历史回测的严谨性
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self.log.info("初始化策略TradingStrategy配置...")
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set_option('avoid_future_data', True)
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# 设置策略基准为上证指数
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#set_benchmark(self.strategy_config.config["benchmark_stock"])
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set_benchmark("000001.XSHG")
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# 使用真实市场价格，模拟实际交易
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set_option('use_real_price', True)
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# 设置固定滑点，确保价格偏差不大
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set_slippage(FixedSlippage(3 / 10000))
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# 设置订单成本，包括印花税和佣金
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set_order_cost(OrderCost(
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open_tax=0,
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close_tax=0.001, # 卖出时0.1%的印花税
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open_commission=2.5 / 10000,
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close_commission=2.5 / 10000,
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close_today_commission=0,
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min_commission=5 # 最低佣金为5元
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), type='stock')
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# 设置日志输出等级（中文日志输出）
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self.log.logger.set_level('order', 'error')
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self.log.logger.set_level('system', 'error')
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self.log.logger.set_level('strategy', 'debug')
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def set_target_list(self, target_list):
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self.target_list = target_list.copy()
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def get_target_list(self):
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"""获取本次调仓候选股票列表"""
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return self.target_list
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def get_configs(self) -> dict:
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"""
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获取策略配置
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:return: strategy_config 对象
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"""
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return self.strategy_config.get_all_configs()
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def get_strategy_config(self) -> strategy_config:
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"""
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获取策略配置字典
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:return: 包含所有配置参数的字典
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"""
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return self.strategy_config
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def close_position(self, context, stock: str):
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"""
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平仓操作：尽可能将指定股票仓位全部卖出
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参数:
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position: 持仓对象
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返回:
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若下单后订单全部成交返回 True，否则返回 False
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"""
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self.channel.close_positions(context, stock)
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def open_position(self, security: str, value: float) -> bool:
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"""
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开仓操作：尝试买入指定股票
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参数:
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security: 股票代码
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value: 分配给该股票的资金
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返回:
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若下单成功（部分或全部成交）返回 True，否则返回 False
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"""
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return self.channel.open_position(security, value)
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