From c4ad8b9398877c5cb49cf9a4000ca59fb76f2cad Mon Sep 17 00:00:00 2001 From: Your Name Date: Fri, 4 Jul 2025 14:35:51 +0800 Subject: [PATCH] tijiao --- config/strategy_state.py | 5 +++- main.py | 6 +++-- task/buy_stocks_func_task.py | 27 ++++++++++++-------- task/check_positions_stop_loss_task.py | 35 ++++++++++++++++++++------ task/process_pending_buy_task.py | 1 - 5 files changed, 51 insertions(+), 23 deletions(-) diff --git a/config/strategy_state.py b/config/strategy_state.py index 498ad28..ab771af 100644 --- a/config/strategy_state.py +++ b/config/strategy_state.py @@ -135,4 +135,7 @@ class state: 获取昨日涨停股票列表 :return: 昨日涨停股票列表 """ - return self.data["high_stock_list"] \ No newline at end of file + return self.data["high_stock_list"] + + def get_hold_list(self): + return self.data["position_list"] \ No newline at end of file diff --git a/main.py b/main.py index cf5a233..0f1f96a 100644 --- a/main.py +++ b/main.py @@ -20,6 +20,8 @@ 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_positions_before_market_open_func, time='9:01') # 开盘前先检查持仓状态 # run_daily(check_holdings_yesterday_func, time='9:00') @@ -37,8 +39,8 @@ def initialize(context: Any) -> None: # 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 - task = check_state_before_task(strategy) - task.process(context) + # task = check_state_before_task(strategy) + # task.process(context) diff --git a/task/buy_stocks_func_task.py b/task/buy_stocks_func_task.py index 868effc..7c6be47 100644 --- a/task/buy_stocks_func_task.py +++ b/task/buy_stocks_func_task.py @@ -22,14 +22,15 @@ class buy_stocks_func_task(base_task): # 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 = [position.security for position in list(context.portfolio.positions.values())] + 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: @@ -41,13 +42,15 @@ class buy_stocks_func_task(base_task): # 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且非昨日涨停，则执行卖出操作 + # 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 and stock not in self.yesterday_HL_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.strategy.state.set_sell_request(stock, pos, 'rebalance') + 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}") @@ -56,14 +59,10 @@ 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.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}") - # 更新当天已买入记录，防止重复买入 - # for position in list(context.portfolio.positions.values()): - # if position.security not in self.position_manager.get_not_buy_again(): - # self.position_manager.get_not_buy_again().append(position.security) - def handle(self, context: Any): self.strategy.set_target_list(self.temp_target_list) pass @@ -71,3 +70,9 @@ class buy_stocks_func_task(base_task): 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 \ No newline at end of file diff --git a/task/check_positions_stop_loss_task.py b/task/check_positions_stop_loss_task.py index 2fa24ab..be9385e 100644 --- a/task/check_positions_stop_loss_task.py +++ b/task/check_positions_stop_loss_task.py @@ -10,9 +10,6 @@ class check_positions_stop_loss_task(base_task): def __init__(self, strategy: trade_strategy): super().__init__(strategy) - def init(self, context: Any): - - pass def config(self, context: Any): @@ -22,8 +19,10 @@ class check_positions_stop_loss_task(base_task): 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.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: @@ -37,13 +36,15 @@ class check_positions_stop_loss_task(base_task): 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.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") + #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 @@ -59,9 +60,27 @@ class check_positions_stop_loss_task(base_task): 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.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.position_monitor.register_sell_request(stock, pos, 'market_stop_loss') + self.sell_request(stock, pos, 'market_stop_loss') + + def handle(self, context: Any): + # 将出售的数据传递给state + 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("止损策略方式:{}") + self.log.info("当前卖出请求") + pass + + + + + def sell_request(self,stock,data,reason): + self.temp_sells_list[f"{stock}_{reason}"] = data \ No newline at end of file diff --git a/task/process_pending_buy_task.py b/task/process_pending_buy_task.py index 059d18b..e0647c3 100644 --- a/task/process_pending_buy_task.py +++ b/task/process_pending_buy_task.py @@ -19,7 +19,6 @@ class process_pending_buy_task(base_task): self.buy_requests_list = self.strategy.state.get_buy_requests() 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: return