easyquant/task/buy_stocks_func_task.py

from typing import Any, List

from kit.kit import DataHelper
from strategy import trade_strategy
from task.base_task import base_task


class buy_stocks_func_task(base_task):
    """
    每周调仓策略：
    如果非空仓日，先选股得到目标股票列表，再卖出当前持仓中不在目标列表且昨日未涨停的股票，
    最后买入目标股票，同时记录当天买入情况避免重复下单。
    参数:
        context: 聚宽平台传入的交易上下文对象
    """

    def __init__(self, strategy: trade_strategy):
        super().__init__(strategy)

    def config(self, context: Any):

        # 每次调仓的目标股票数量
        self.stock_num = self.get_config('stock_num')
        # 获取当前持仓列表
        self.hold_list = self.strategy.state.get_hold_list()
        self.index_stocks = self.get_config('index_stocks')
        self.target_list = DataHelper.get_stock_list(context, self.index_stocks, self.stock_num)
        self.temp_target_list = self.target_list[:self.stock_num]
        # 昨日涨停股票列表
        self.yesterday_HL_list: List[str] = self.strategy.state.get_yesterday_high_list()
        self.today_trade_switch = self.get_config('today_trade_switch')
        self.temp_sells_list = {}
        self.temp_buys_list = {}
    def run(self, context: Any):

        if not self.today_trade_switch:
            self.log.info("今日非交易日，跳过调仓操作。")
            return

            # 重置当天已买入记录
            # self.position_manager.reset_not_buy_again()
            # 取目标持仓数以内的股票作为调仓目标
        self.log.info(f"每周调仓目标股票: {self.temp_target_list}")

        # 遍历当前持仓，若股票不在目标列表，则执行卖出操作
        for stock in self.hold_list:
            if stock not in self.temp_target_list:
                pos = context.portfolio.positions.get(stock)
                self.log.info(f"调仓决策：卖出股票 {stock}")
                # 通过持仓监控器注册卖出请求，而不是直接卖出
                self
                #self.strategy.state.set_sell_request(stock, pos, 'rebalance')
                self.sell_request(stock, pos, 'rebalance')
            else:
                self.log.info(f"调仓决策：继续持有股票 {stock}")

        # 对目标股票执行买入操作前，先将其注册到待买入队列
        buy_targets = [stock for stock in self.temp_target_list if stock not in self.hold_list]
        if buy_targets:
            for stock in buy_targets:
                pos = context.portfolio.positions.get(stock)
                #self.strategy.state.set_buy_request(stock, pos, 'buy')
                self.buys_request(stock,pos,'buy')
                self.log.info(f"调仓决策：将 {len(buy_targets)} 只股票加入待买入队列: {buy_targets}")

    def handle(self, context: Any):
        self.strategy.set_target_list(self.temp_target_list)
        pass

    def end(self, context: Any):
        pass
        # 这里可以添加任何必要的清理或总结操作


    def sell_request(self,stock,data,reason):
        self.temp_sells_list[f"{stock}_{reason}"] = data
    def buys_request(self,stock,data,reason):
        self.temp_buys_list[f"{stock}_{reason}"] = data