修改

config/strategy_config.py

@@ -1,3 +1,5 @@
+from typing import Any
+
 from config.strategy_state import state
 from kit.conf import conf
 from kit.logger import Logger
@@ -60,7 +62,7 @@ class strategy_config:
         """
         return self.config
 
-    def set_config(self, key: str, value: str) -> None:
+    def set_config(self, key: str, value: Any) -> None:
         """
         通过字典语法设置配置项，并自动触发数据库更新
 
@@ -70,7 +72,7 @@ class strategy_config:
         """
         id = self.configkey_id.get(key)
         self.connection.update_config(id, value)
-
+        self.config[key]['new_value'] = value
     def get_config(self, key: str):
         func = conf.config_type(key)
         return func(key)

kit/conf.py

@@ -17,9 +17,8 @@ class conf:
         return bool(value)
 
     @staticmethod
-    def to_list(value: str, params, separator: str = '_'):
+    def to_list(value: str, separator: str = '_'):
-        params_list = params.split(separator, -1)
+        return value.split(separator)
-        return value.split(params_list)
 
     @staticmethod
     def config_type(value: str):
@@ -33,7 +32,9 @@ class conf:
 
         return data[value]
 
-ddd = conf.config_type()
 
-func = ddd["int"]
+ddd = conf.config_type("list")
-print(func("123"))  # 输出: 123
+print(ddd("1_2_3", "_"))  # 输出: 123
+
+
+# "1,2,3".split(",", -1)

task/base_task.py

@@ -41,6 +41,6 @@ class base_task:
     def get_config(self, key: str):
         configs = self.configs.get(key)
         data_type = configs['data_type']
-        data_params = configs['data_params']
+        data_params = configs['data_param']
         func = conf.config_type(data_type)
         return func(self.configs[key]['new_value'], data_params)

task/buy_stocks_func_task.py

@@ -41,7 +41,7 @@ class buy_stocks_func_task(base_task):
             # 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}")
+        # 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:

task/check_market_env_task.py

@@ -51,7 +51,7 @@ class check_market_env_task(base_task):
 
     def handle(self, context: Any):
         # 保存状态
-        old_today_trade_switch = self.strategy_config.get_config("today_trade_switch")
+        old_today_trade_switch = self.get_config("today_trade_switch")
         if old_today_trade_switch != self.today_trade_switch:
             self.strategy_config.set_config("today_trade_switch", self.today_trade_switch) # 临时变量
             self.log.info(f"交易环境更新: today_trade_switch 状态更新为 {self.today_trade_switch}")

task/check_positions_stop_loss_task.py

@@ -66,15 +66,28 @@ class check_positions_stop_loss_task(base_task):
                             self.sell_request(stock, pos, 'market_stop_loss')
 
     def handle(self, context: Any):
-        # 将出售的数据传递给state
+        # 保存状态
+        for key, value in self.temp_sells_list.items():
+            stock, reason = key.split('_')
+            self.strategy.state.set_sell_request(stock, value, reason)
         pass
 
     def end(self, context: Any):
         self.log.info("-----------------")
         self.log.info("止损策略开关:{}".format("启用" if self.stoploss_switch else "不启用"))
-        self.log.info("今日交易开关:{}")
+        self.log.info("今日交易开关:{}".format("交易" if self.today_trade_switch else "不交易"))
-        self.log.info("止损策略方式:{}")
+        self.log.info("止损策略方式:{}".format("个股止损" if self.stoploss_strategy == 1 else "大盘止损" if self.stoploss_strategy == 2 else "联合止损" if
+        self.stoploss_strategy == 3 else "异常"))
         self.log.info("当前卖出请求")
+        for key, value in self.temp_sells_list.items():
+            self.log.info(f"  {key}: {value}")
+
+        # 总卖出请求
+        sells_list = self.strategy.state.get_sell_requests()
+        if len(sells_list) > 0:
+            self.log.info("总卖出请求:")
+            for stock, data in sells_list.items():
+                self.log.info(f"  {stock}: {data}")
         pass
 
     def sell_request(self, stock, data, reason):

test.py

@@ -1,7 +1,7 @@
 import logging
 import os
 from datetime import timedelta
-from datetime import datetime
+import datetime
 
 import requests
 from typing import Any, Optional, List, Dict
@@ -293,7 +293,7 @@ class strategy_config:
         """
         id = self.configkey_id.get(key)
         self.connection.update_config(id, value)
-
+        self.config[key]['new_value'] = value
     def get_config(self, key: str):
         func = conf.config_type(key)
         return func(key)
@@ -459,9 +459,8 @@ class conf:
         return bool(value)
 
     @staticmethod
-    def to_list(value: str, params, separator: str = '_'):
+    def to_list(value: str, separator: str = '_'):
-        params_list = params.split(separator, -1)
+        return value.split(separator)
-        return value.split(params_list)
 
     @staticmethod
     def config_type(value: str):
@@ -1095,7 +1094,7 @@ class base_task:
     def get_config(self, key: str):
         configs = self.configs.get(key)
         data_type = configs['data_type']
-        data_params = configs['data_params']
+        data_params = configs['data_param']
         func = conf.config_type(data_type)
         return func(self.configs[key]['new_value'], data_params)
 
@@ -1150,6 +1149,233 @@ class check_state_before_task(base_task):
             self.strategy.state.set_low_stock(stock['code'], stock)
 
 
+class check_market_env_task(base_task):
+    """
+    交易环境确认
+    1、判断是否为特殊月份（1月/4月）
+    2、如果是特殊月份且通过了清仓检查，则清仓所有持仓
+    3、如果不是特殊月份且没有交易信号，则重置交易信号
+    """
+
+    def __init__(self, strategy: trade_strategy):
+        super().__init__(strategy)
+
+
+
+
+    def config(self, context: Any):
+
+        self.current_date = context.current_dt.date()
+        self.current_month = self.current_date.month
+        self.current_day = self.current_date.day
+
+        # 判断是否执行空仓策略
+        self.filter_month_clear_switch = self.get_config('filter_month_clear_switch')
+        self.filer_month_data = self.get_config('filter_month_data')
+        # 判断是否为特殊月 = True时 等于 执行1月/4月 全部清仓
+        self.in_special_month = str(self.current_month) in self.filer_month_data
+
+        self.today_trade_switch = self.get_config('today_trade_switch')  # 是否为不交易信号
+
+
+    def run(self, context: Any):
+        #
+        if self.filter_month_clear_switch and self.in_special_month:
+            # 进入特殊月份，应清仓
+            for stock in self.strategy.state.data['position_list'].keys():
+                self.strategy.state.set_sell_request(stock, self.strategy.state.data['position_list'][stock], f"enter_{self.current_month}_month")
+            # 清仓后就不交易
+            self.today_trade_switch = False
+        elif not self.filter_month_clear_switch:
+            # 不在特殊月 或 不执行空仓策略  可以交易
+            self.today_trade_switch = True
+        else:
+            # 如果是特殊月份但没有清仓条件，则继续交易
+            self.today_trade_switch = True
+
+
+    def handle(self, context: Any):
+        # 保存状态
+        old_today_trade_switch = self.get_config("today_trade_switch")
+        if old_today_trade_switch != self.today_trade_switch:
+            self.strategy_config.set_config("today_trade_switch", self.today_trade_switch) # 临时变量
+            self.log.info(f"交易环境更新: today_trade_switch 状态更新为 {self.today_trade_switch}")
+
+
+    def end(self, context: Any):
+
+        self.log.info("-----------------")
+        self.log.info("一.今日环境确认:")
+        self.log.info(" 当前日期: {}".format(self.current_date))
+        self.log.info(" 空仓策略: {}".format("开启" if self.filter_month_clear_switch else "关闭"))
+        self.log.info(" 今日交易: {}".format("交易" if self.today_trade_switch else "清仓"))
+        self.log.info(" 特殊月份: {}".format(",".join(str(item) for item in self.filer_month_data)))
+        self.log.info(" 当前月份: {}".format(self.current_month))
+
+        # 今日清仓
+
+class check_positions_stop_loss_task(base_task):
+
+    def __init__(self, strategy: trade_strategy):
+        super().__init__(strategy)
+
+    def config(self, context: Any):
+
+        self.stoploss_switch = self.get_config('stoploss_switch')  # 是否启用止损策略
+        self.hold_list = self.strategy.state.data['position_list']  # 持仓列表
+        self.today_trade_switch = self.get_config('today_trade_switch')  # 今日交易开关
+        self.stoploss_strategy = self.get_config('stoploss_strategy')  # 止损策略
+        self.stoploss_stock_rate_data = self.get_config('stoploss_stock_rate_data')  # 个股止损阀值
+        self.stoploss_market_rate_data = self.get_config('stoploss_market_rate_data')  # 市场止损阀值
+        # self.reason_to_sell = self.strategy.state.get_sell_reason()  # 卖出原因
+        self.index_stocks = self.get_config('index_stocks')  # 指数代码
+        self.temp_sells_list = {}
+
+    def run(self, context: Any):
+        if len(self.hold_list) == 0:
+            self.log.debug("当前无持仓，跳过止损检查。")
+            return
+
+        if self.stoploss_switch and self.today_trade_switch:
+            if self.stoploss_strategy == 1 or self.stoploss_strategy == 3:
+                # 个股止盈或止损判断
+                for stock in list(context.portfolio.positions.keys()):
+                    pos = context.portfolio.positions[stock]
+                    if pos.price >= pos.avg_cost * 2:
+                        # 通过持仓监控器注册卖出请求，而不是直接卖出
+                        # self.strategy.state.set_sell_request(stock, pos, 'take_profit')
+                        self.sell_request(stock, pos, 'take_profit')
+                        self.log.debug(f"股票 {stock} 实现100%盈利，执行止盈卖出。")
+                    elif pos.price < pos.avg_cost * self.stoploss_stock_rate_data:
+                        # 通过持仓监控器注册卖出请求，而不是直接卖出
+                        self.strategy.state.set_sell_request(stock, pos, 'stop_loss')
+                        self.sell_request(stock, pos, 'take_profit')
+                        self.log.debug(f"股票 {stock} 触及止损阈值，执行卖出。")
+                        # self.strategy.state.set_sell_reason("stoploss")
+
+            if self.stoploss_strategy == 2 or self.stoploss_strategy == 3:
+                # 大盘止损判断，若整体市场跌幅过大则平仓所有股票
+                stock_list = DataHelper.get_index_stocks(self.index_stocks)
+                df = DataHelper.get_price_safe(
+                    stock_list,
+                    end_date=context.previous_date,
+                    frequency='daily',
+                    fields=['close', 'open'],
+                    count=1,
+                    panel=False
+                )
+                if df is not None and not df.empty:
+                    down_ratio = (df['close'] / df['open']).mean()
+                    if down_ratio <= self.stoploss_market_rate_data:
+                        # self.strategy.state.set_sell_reason("stoploss")
+                        self.log.debug(f"市场检测到跌幅（平均跌幅 {down_ratio:.2%}），卖出所有持仓。")
+                        for stock in list(context.portfolio.positions.keys()):
+                            pos = context.portfolio.positions[stock]
+                            # 通过持仓监控器注册卖出请求，而不是直接卖出
+                            self.sell_request(stock, pos, 'market_stop_loss')
+
+    def handle(self, context: Any):
+        # 保存状态
+        for key, value in self.temp_sells_list.items():
+            stock, reason = key.split('_')
+            self.strategy.state.set_sell_request(stock, value, reason)
+        pass
+
+    def end(self, context: Any):
+        self.log.info("-----------------")
+        self.log.info("止损策略开关:{}".format("启用" if self.stoploss_switch else "不启用"))
+        self.log.info("今日交易开关:{}".format("交易" if self.today_trade_switch else "不交易"))
+        self.log.info("止损策略方式:{}".format("个股止损" if self.stoploss_strategy == 1 else "大盘止损" if self.stoploss_strategy == 2 else "联合止损" if
+        self.stoploss_strategy == 3 else "异常"))
+        self.log.info("当前卖出请求")
+        for key, value in self.temp_sells_list.items():
+            self.log.info(f"  {key}: {value}")
+
+        # 总卖出请求
+        sells_list = self.strategy.state.get_sell_requests()
+        if len(sells_list) > 0:
+            self.log.info("总卖出请求:")
+            for stock, data in sells_list.items():
+                self.log.info(f"  {stock}: {data}")
+        pass
+
+    def sell_request(self, stock, data, reason):
+        self.temp_sells_list[f"{stock}_{reason}"] = data
+
+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.sell_request(stock, pos, 'rebalance')
+                # 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
+
+
 strategy = trade_strategy("测试策略", 10000000, network_config(), log, jq_channel())
 
 
@@ -1157,17 +1383,27 @@ def check_state_before_func(context: Any):
     task = check_state_before_task(strategy)
     task.process(context)
 
+def check_market_env_func(context: Any):
+    task = check_market_env_task(strategy)
+    task.process(context)
 
+def check_positions_stop_loss_func(context: Any):
+    task = check_positions_stop_loss_task(strategy)
+    task.process(context)
+
+def buy_stocks_func(context: Any):
+    task = buy_stocks_func_task(strategy)
+    task.process(context)
 def initialize(context: Any) -> None:
     # # 初始化策略参数
     strategy.init_strategy()  # 策略初始化函数
 
     # # 注册调度任务
     run_daily(check_state_before_func, time='9:01')  # 开盘前先检查持仓状态
-    # run_daily(check_holdings_yesterday_func, time='9:00')
+    run_daily(check_market_env_func, time='9:05')
-    # run_daily(prepare_stock_list_func, time='9:05')
+    run_daily(check_positions_stop_loss_func, time='9:10')
+    run_daily(buy_stocks_func, time='9:15')  # 每周调仓
     #
-    # run_daily(sell_stocks_func, time='10:00')  # 每日检查止损条件
     #
     # run_daily(process_pending_sells_func, time='10:15')  # 处理待卖出股票
     # run_weekly(buy_stocks_func, 2, time='10:30')  # 周二进行调仓