修改版本
This commit is contained in:
parent
196f91d622
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270b342bfd
@ -1,6 +1,7 @@
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from base.base_task import base_task
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from typing import Any
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from kit.kit import DataHelper
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from task.process_pending_sells_func_task import process_pending_sells_func_task
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from task.base_task import base_task
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class check_high_volume_func_task(base_task):
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@ -15,24 +16,31 @@ class check_high_volume_func_task(base_task):
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def __init__(self, strategy, sub_task=None):
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super().__init__(strategy, sub_task)
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def init(self, context):
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self.name = "check_high_volume_func_task"
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self.remark = "检查高成交量任务"
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self.memo = "检查是否有异常成交量的股票"
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def config(self, context: Any):
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# HV_control 成交量开关
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self.HV_control = self.get_config('HV_control')
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# HV_duration 成交量持续时间（天）
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self.HV_duration = self.get_config('HV_duration')
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# HV_ratio 成交量放大倍数
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self.HV_ratio = self.get_config('HV_ratio')
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self.positions = context.portfolio.positions
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def begin(self, context):
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self.HV_control = bool(self.config['HV_control'])
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self.HV_duration = int(self.config['HV_duration'])
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self.HV_ratio = float(self.config['HV_ratio'])
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def run(self, context):
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current_data = DataHelper.get_current_data()
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for stock in list(context.portfolio.positions.keys()):
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self.log.info(f"检查股票 {stock} 的成交量")
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if current_data[stock].paused:
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self.log.warning(f"股票 {stock} 已暂停交易，跳过检查")
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continue
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if current_data[stock].last_price == current_data[stock].high_limit:
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self.log.warning(f"股票 {stock} 当前价格已触及涨停，跳过检查")
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continue
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if context.portfolio.positions[stock].closeable_amount == 0:
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self.log.warning(f"股票 {stock} 没有可卖出数量，跳过检查")
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continue
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df_volume = get_bars(
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stock,
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@ -46,11 +54,8 @@ class check_high_volume_func_task(base_task):
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if df_volume['volume'].iloc[-1] > self.HV_ratio * df_volume['volume'].max():
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self.log.info(f"检测到股票 {stock} 出现异常放量，执行卖出操作。")
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# 通过持仓监控器注册卖出请求，而不是直接卖出
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self.position_monitor.register_sell_request(stock, 'high_volume')
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self.strategy.state.set_sell_request(stock, self.positions[stock], 'highvolume')
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# 处理所有待卖出请求
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task = process_pending_sells_func_task(self.strategy, self.name)
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task.process(context)
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def handle(self, context):
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pass
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@ -6,6 +6,11 @@ from task.base_task import base_task
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class check_limit_up_func_task(base_task):
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"""
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暂时不用
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暂时不用
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暂时不用
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暂时不用
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暂时不用
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检查昨日处于涨停状态的股票在当前是否破板。
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如破板（当前价格低于涨停价），则立即卖出该股票，并记录卖出原因为 "limitup"。
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参数:
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@ -15,15 +20,9 @@ class check_limit_up_func_task(base_task):
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def __init__(self, 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.name = "check_limit_up_task"
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self.remark = "检查涨停任务"
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self.memo = "检查是否有涨停破板的股票"
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def begin(self, context: Any):
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def config(self, context: Any):
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self.yesterday_HL_list = self.strategy.state.get_yesterday_high_list()
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def run(self, context: Any):
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now_time = context.current_dt # 获取当前时间
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if self.yesterday_HL_list:
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@ -46,10 +45,6 @@ class check_limit_up_func_task(base_task):
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else:
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self.log.info(f"股票 {stock} 仍维持涨停状态。")
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# 处理待卖出股票
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# if self.reason_to_sell[0] == 'limitup':
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# sells_task = process_pending_sells_func_task(self.strategy, self.name)
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# sells_task.process(context)
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def handle(self, context: Any):
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pass
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@ -7,6 +7,12 @@ from task.process_pending_buys_func_task import process_pending_buys_func_task
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class check_remain_amount_func_task(base_task):
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"""
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暂不启用
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暂不启用
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暂不启用
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暂不启用
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暂不启用
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检查账户资金与持仓数量：
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如果因涨停破板卖出导致持仓不足，则从目标股票中筛选未买入股票，进行补仓操作。
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参数:
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@ -23,24 +23,20 @@ class trade_afternoon_task(base_task):
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def begin(self, context):
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self.no_trading_today_signal = self.config['no_trading_today_signal']
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self.HV_control = bool(self.config['HV_control']) # 是否启用成交量监控
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def config(self, context):
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self.today_trade_switch = self.get_config('today_trade_switch')
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self.HV_control = self.get_config('HV_control') # 是否启用成交量监控
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def run(self, context):
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if not self.no_trading_today_signal:
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check_limit_up_task = check_limit_up_func_task(self.strategy, sub_task=self.sub_task)
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check_limit_up_task.process(context)
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if not self.today_trade_switch:
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# check_limit_up_task = check_limit_up_func_task(self.strategy, sub_task=self.sub_task)
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# check_limit_up_task.process(context)
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if self.HV_control:
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check_high_volume_task = check_high_volume_func_task(self.strategy)
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check_high_volume_task.process(context)
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# 先处理待卖出股票
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process_pending_sells_task = process_pending_sells_task(self.strategy)
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process_pending_sells_task.process(context)
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# 再检查是否需要补仓
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check_remain_amount_task = check_remain_amount_func_task(self.strategy, sub_task=self.sub_task)
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check_remain_amount_task.process(context)
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201
test.py
201
test.py
@ -9,7 +9,6 @@ from typing import Any, Optional, List, Dict
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import pandas as pd
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class network_config:
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def __init__(self):
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@ -204,7 +203,7 @@ class network_config:
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response.raise_for_status()
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@staticmethod
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def insert_state(strategy_id: str,state_str:str,trade_date:str):
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def insert_state(strategy_id: str, state_str: str, trade_date: str):
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"""
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:param strategy_id:
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@ -294,14 +293,12 @@ class strategy_config:
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id = self.configkey_id.get(key)
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self.connection.update_config(id, value)
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self.config[key]['new_value'] = value
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def get_config(self, key: str):
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func = conf.config_type(key)
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return func(key)
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class hold_data:
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def __init__(self, data: dict):
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self.stock = None
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@ -764,7 +761,6 @@ class DataHelper:
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return [stock for stock in stock_list if stock not in not_buy_again]
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class Logger:
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"""
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简单的日志操作类，支持控制台和文件输出
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@ -1099,8 +1095,6 @@ class base_task:
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return func(self.configs[key]['new_value'], data_params)
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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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@ -1160,9 +1154,6 @@ class check_market_env_task(base_task):
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def __init__(self, strategy: trade_strategy):
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super().__init__(strategy)
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def config(self, context: Any):
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self.current_date = context.current_dt.date()
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@ -1177,7 +1168,6 @@ class check_market_env_task(base_task):
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self.today_trade_switch = self.get_config('today_trade_switch') # 是否为不交易信号
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def run(self, context: Any):
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#
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if self.filter_month_clear_switch and self.in_special_month:
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@ -1193,7 +1183,6 @@ class check_market_env_task(base_task):
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# 如果是特殊月份但没有清仓条件，则继续交易
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self.today_trade_switch = True
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def handle(self, context: Any):
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# 保存状态
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old_today_trade_switch = self.get_config("today_trade_switch")
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@ -1201,7 +1190,6 @@ class check_market_env_task(base_task):
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self.strategy_config.set_config("today_trade_switch", self.today_trade_switch) # 临时变量
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self.log.info(f"交易环境更新: today_trade_switch 状态更新为 {self.today_trade_switch}")
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def end(self, context: Any):
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self.log.info("-----------------")
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@ -1214,6 +1202,7 @@ class check_market_env_task(base_task):
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# 今日清仓
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class check_positions_stop_loss_task(base_task):
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def __init__(self, strategy: trade_strategy):
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@ -1302,6 +1291,7 @@ class check_positions_stop_loss_task(base_task):
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def sell_request(self, stock, data, reason):
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self.temp_sells_list[f"{stock}_{reason}"] = data
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class buy_stocks_func_task(base_task):
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"""
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每周调仓策略：
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@ -1321,7 +1311,9 @@ class buy_stocks_func_task(base_task):
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# 获取当前持仓列表
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self.hold_list = self.strategy.state.get_hold_list()
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self.index_stocks = self.get_config('index_stocks')
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# 调仓的目标股票列表排序
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self.target_list = DataHelper.get_stock_list(context, self.index_stocks, self.stock_num)
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# 限制目标股票列表长度为 stock_num
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self.temp_target_list = self.target_list[:self.stock_num]
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# 昨日涨停股票列表
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self.yesterday_HL_list: List[str] = self.strategy.state.get_yesterday_high_list()
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@ -1357,12 +1349,10 @@ class buy_stocks_func_task(base_task):
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if buy_targets:
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for stock in buy_targets:
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pos = context.portfolio.positions.get(stock)
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# self.strategy.state.set_buy_request(stock, pos, 'buy')
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self.buys_request(stock, pos, 'buy')
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self.log.info(f"调仓决策：将 {len(buy_targets)} 只股票加入待买入队列: {buy_targets}")
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self.log.info(f"调仓决策：将 {stock} 加入待买入队列")
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def handle(self, context: Any):
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self.strategy.set_target_list(self.temp_target_list)
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pass
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def end(self, context: Any):
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@ -1376,6 +1366,152 @@ class buy_stocks_func_task(base_task):
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self.temp_buys_list[f"{stock}_{reason}"] = data
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class process_pending_sells_task(base_task):
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"""
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处理待卖出股票队列
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"""
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def __init__(self, strategy: trade_strategy):
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super().__init__(strategy)
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def config(self, context: Any):
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self.sell_request_list = self.strategy.state.get_sell_requests()
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def run(self, context: Any):
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# 如果没有待卖出股票，直接返回
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if len(self.sell_request_list) == 0:
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self.log.info("没有待卖出股票，跳过处理")
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return
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self.log.info("开始处理待卖出股票队列")
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current_data = DataHelper.get_current_data()
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for stock in self.sell_request_list:
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self.log.info(f"处理待卖出股票: {stock}")
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if stock not in context.portfolio.positions:
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# 股票已不在持仓中，可能已通过其他方式卖出
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self.log.warning(f" 股票 {stock} 不在当前持仓中，跳过处理")
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continue
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position = context.portfolio.positions[stock]
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if position.closeable_amount <= 0:
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# 没有可卖出数量
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self.log.warning(f" 股票 {stock} 没有可卖出数量，跳过处理")
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continue
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# 检查是否可以交易
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if current_data[stock].paused:
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self.log.warning(f" 股票 {stock} 已暂停交易，跳过卖出")
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continue
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if current_data[stock].low_limit >= current_data[stock].last_price:
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self.log.warning(f" 股票 {stock} 已触及跌停，跳过卖出")
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continue
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# 尝试卖出
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# self.position_monitor.increment_attempt(stock)
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success = self.strategy.close_position(context, position)
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if success:
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# self.position_monitor.mark_as_successful(stock)
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self.log.info(f"成功卖出股票 {stock}")
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else:
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self.log.warning(f"卖出股票 {stock} 失败")
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def handle(self, context: Any):
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pass
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def end(self, context: Any):
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pass
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class process_pending_buy_task(base_task):
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"""
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处理待买入股票队列
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"""
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def __init__(self, strategy: trade_strategy):
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super().__init__(strategy)
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def config(self, context: Any):
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self.today_trade_switch = self.get_config('today_trade_switch')
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self.stock_num = self.get_config('stock_num')
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self.buy_requests_list = self.strategy.state.get_buy_requests()
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self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
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self.buy_symbol_money_up_limit = self.get_config('buy_symbol_money_up_limit')
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self.buy_symbol_money_total = self.get_config('buy_symbol_money_total')
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def run(self, context: Any):
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# 如果在特殊月份（1月/4月）或没有待买入股票，直接返回
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if self.today_trade_switch or not self.buy_requests_list:
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self.log.info("今日非交易日或没有待买入股票，跳过处理")
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return
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self.log.info("开始处理待买入股票队列")
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current_data = DataHelper.get_current_data()
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position_count = len(self.hold_list)
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target_num = int(self.stock_num)
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# 如果持仓已满，不再买入
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if position_count >= target_num:
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self.log.info("当前持仓已满，清空待买入队列")
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self.strategy.state.clear_buy_requests()
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return
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# 计算可买入的股票数量和分配资金
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buy_count = min(len(self.buy_requests_list), target_num - position_count)
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if buy_count <= 0:
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self.log.info("没有可买入的股票，或持仓已满")
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return
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# 计算每只股票可分配的资金
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if context.portfolio.cash < self.buy_symbol_money_total:
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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")
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return
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try:
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value = context.portfolio.cash / buy_count
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except ZeroDivisionError:
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self.log.error("资金分摊时除零错误")
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return
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# 确保每只股票有足够的买入金额
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if value < self.buy_symbol_money_up_limit: # 假设最小买入金额为5000元
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self.log.warning(f"每只股票分配资金不足: {value:.2f}元，取消本次买入")
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return
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# 逐个买入股票
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for idx, stock in enumerate(self.buy_requests_list[:buy_count]):
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# 跳过已持仓的股票
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if stock in self.hold_list:
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self.log.warning(f"股票 {stock} 已在持仓中，跳过买入")
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continue
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# 检查是否可交易
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if current_data[stock].paused:
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self.log.warning(f"股票 {stock} 处于停牌状态，跳过买入")
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continue
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if current_data[stock].high_limit <= current_data[stock].last_price:
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self.log.warning(f"股票 {stock} 已涨停，跳过买入")
|
||||
continue
|
||||
|
||||
# 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}")
|
||||
# 删除购买列表
|
||||
|
||||
# 如果持仓已满，停止买入
|
||||
if len(context.portfolio.positions) >= target_num:
|
||||
break
|
||||
|
||||
def handle(self, context: Any):
|
||||
pass
|
||||
|
||||
def end(self, context: Any):
|
||||
pass
|
||||
|
||||
|
||||
strategy = trade_strategy("测试策略", 10000000, network_config(), log, jq_channel())
|
||||
|
||||
|
||||
@ -1383,17 +1519,32 @@ 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 process_pending_sells_func(context: Any):
|
||||
task = process_pending_sells_task(strategy)
|
||||
task.process(context)
|
||||
|
||||
|
||||
def process_pending_buys_func(context: Any):
|
||||
task = process_pending_buy_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
|
||||
@ -1402,17 +1553,13 @@ def initialize(context: Any) -> None:
|
||||
run_daily(check_state_before_func, time='9:01') # 开盘前先检查持仓状态
|
||||
run_daily(check_market_env_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(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
|
||||
# run_daily(process_pending_buys_func, time='10:20') # 处理待买入股票
|
||||
# run_daily(process_pending_sells_func, time='13:05') # 午盘开盘后也处理一次卖出
|
||||
# run_daily(process_pending_buys_func, time='13:15') # 午盘开盘后也处理一次买入
|
||||
run_weekly(buy_stocks_func, 2, time='10:15') # 每周调仓
|
||||
run_daily(process_pending_sells_func, time='10:15') # 处理待卖出股票
|
||||
run_daily(process_pending_buys_func, time='10:20') # 处理待买入股票
|
||||
# run_daily(trade_afternoon_func, time='14:30')
|
||||
# run_daily(process_pending_sells_func, time='14:40') # 收盘前再处理一次卖出
|
||||
# run_daily(process_pending_buys_func, time='14:45') # 收盘前再处理一次买入
|
||||
|
||||
run_daily(process_pending_sells_func, time='14:40') # 收盘前再处理一次卖出
|
||||
run_daily(process_pending_buys_func, time='14:45') # 收盘前再处理一次买入
|
||||
# run_daily(close_account_func, time='14:50')
|
||||
# run_weekly(print_position_info_func, 5, time='15:10') # 周五收盘后打印持仓信息
|
||||
pass
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user