quant/easyquant
3
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

修改版本

Browse Source
This commit is contained in:
summer 2025-07-08 20:25:56 +08:00
parent 1693a404f1
commit 196f91d622
4 changed files with 25 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
task/buy_stocks_func_task.py
View File

@ -24,7 +24,9 @@ class buy_stocks_func_task(base_task):
# 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')
# 调仓的目标股票列表排序
self.target_list = DataHelper.get_stock_list(context, self.index_stocks, self.stock_num)
# 限制目标股票列表长度为 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()
@ -51,7 +53,7 @@ class buy_stocks_func_task(base_task):
# 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')
# self.sell_request(stock, pos, 'rebalance')
else:
self.log.info(f"调仓决策：继续持有股票 {stock}")
@ -60,12 +62,10 @@ class buy_stocks_func_task(base_task):
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}")
self.log.info(f"调仓决策：将 {stock} 加入待买入队列")
def handle(self, context: Any):
self.strategy.set_target_list(self.temp_target_list)
pass
def end(self, context: Any):

27
task/process_pending_buy_task.py
View File

@ -17,17 +17,18 @@ class process_pending_buy_task(base_task):
self.today_trade_switch = self.get_config('today_trade_switch')
self.stock_num = self.get_config('stock_num')
self.buy_requests_list = self.strategy.state.get_buy_requests()
self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
self.buy_symbol_money_up_limit = self.get_config('buy_symbol_money_up_limit')
self.buy_symbol_money_total = self.get_config('buy_symbol_money_total')
def run(self, context: Any):
# 如果在特殊月份（1月/4月）或没有待买入股票，直接返回
if self.today_trade_switch or not self.buy_requests_list:
self.log.info("今日非交易日或没有待买入股票，跳过处理")
return
self.log.info("开始处理待买入股票队列")
current_data = DataHelper.get_current_data()
# 更新当前持仓列表
self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
position_count = len(self.hold_list)
target_num = int(self.stock_num)
@ -40,9 +41,14 @@ class process_pending_buy_task(base_task):
# 计算可买入的股票数量和分配资金
buy_count = min(len(self.buy_requests_list), target_num - position_count)
if buy_count <= 0:
self.log.info("没有可买入的股票，或持仓已满")
return
# 计算每只股票可分配的资金
if context.portfolio.cash < self.buy_symbol_money_total:
self.log.warning(f"可用资金 {context.portfolio.cash:.2f} 元不足，无法满足总资金要求 {self.buy_symbol_money_total} 元")
return
try:
value = context.portfolio.cash / buy_count
except ZeroDivisionError:
@ -50,15 +56,15 @@ class process_pending_buy_task(base_task):
return
# 确保每只股票有足够的买入金额
if value < 5000: # 假设最小买入金额为5000元
if value < self.buy_symbol_money_up_limit: # 假设最小买入金额为5000元
self.log.warning(f"每只股票分配资金不足: {value:.2f}元，取消本次买入")
return
# 逐个买入股票
success_count = 0
for idx, stock in enumerate(self.buy_requests_list[:buy_count]):
# 跳过已持仓的股票
if stock in self.hold_list:
self.log.warning(f"股票 {stock} 已在持仓中，跳过买入")
continue
# 检查是否可交易
@ -73,21 +79,12 @@ class process_pending_buy_task(base_task):
# 执行买入
if self.strategy.open_position(stock, value):
self.log.info(f"成功买入股票 {stock}，分配资金 {value:.2f}")
# self.position_manager.get_not_buy_again().append(stock)
success_count += 1
# 删除购买列表
# 如果持仓已满，停止买入
if len(context.portfolio.positions) >= target_num:
break
# 清理已处理的股票
# self.position_manager.pending_buys = self.position_manager.pending_buys[buy_count:]
# self.log.info(f"本次共成功买入 {success_count} 只股票，待买入队列还剩 {len(self.position_manager.pending_buys)} 只")
# 输出最新持仓状态
# self.position_manager.log_status(context, [p.security for p in list(context.portfolio.positions.values())])
def handle(self, context: Any):
pass

11
task/process_pending_sells_task.py
View File

@ -13,27 +13,29 @@ class process_pending_sells_task(base_task):
def __init__(self, strategy: trade_strategy):
super().__init__(strategy)
def config(self, context: Any):
self.sell_request_list = self.strategy.state.get_sell_requests()
def run(self, context: Any):
# 如果没有待卖出股票，直接返回
if len(self.sell_request_list) == 0:
self.log.info("没有待卖出股票，跳过处理")
return
self.log.info("开始处理待卖出股票队列")
current_data = DataHelper.get_current_data()
for stock in self.sell_request_list:
self.log.info(f"处理待卖出股票: {stock}")
if stock not in context.portfolio.positions:
# 股票已不在持仓中，可能已通过其他方式卖出
self.log.warning(f" 股票 {stock} 不在当前持仓中，跳过处理")
continue
position = context.portfolio.positions[stock]
if position.closeable_amount <= 0:
# 没有可卖出数量
self.log.warning(f" 股票 {stock} 没有可卖出数量，跳过处理")
continue
# 检查是否可以交易
@ -53,10 +55,7 @@ class process_pending_sells_task(base_task):
# self.position_monitor.mark_as_successful(stock)
self.log.info(f"成功卖出股票 {stock}")
else:
self.log.warning(f"卖出股票 {stock} 失败，已累计尝试 {self.position_monitor.pending_sells[stock]['attempts']} 次")
# 更新日志状态
self.position_monitor.log_status()
self.log.warning(f"卖出股票 {stock} 失败")
def handle(self, context: Any):
pass

4
test.py
View File

@ -1338,7 +1338,7 @@ 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:
@ -1348,7 +1348,7 @@ class buy_stocks_func_task(base_task):
# 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')
# self.sell_request(stock, pos, 'rebalance')
else:
self.log.info(f"调仓决策：继续持有股票 {stock}")