tijiao

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"]
+        return self.data["high_stock_list"]
+    
+    def get_hold_list(self):
+        return self.data["position_list"]

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 = check_state_before_task(strategy)
-    task.process(context)
+    # task.process(context)
 
 
 

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

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

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