from base.base_task import base_task from kit.kit import DataHelper from task.process_pending_sells_func_task import process_pending_sells_func_task class check_high_volume_func_task(base_task): """ 检查持仓股票当日成交量是否异常放量: 如果当日成交量大于过去 HV_duration 天内最大成交量的 HV_ratio 倍,则视为异常,执行卖出操作。 参数: context: 聚宽平台传入的交易上下文对象 """ def __init__(self, strategy, sub_task=None): super().__init__(strategy, sub_task) def init(self, context): self.name = "check_high_volume_func_task" self.remark = "检查高成交量任务" self.memo = "检查是否有异常成交量的股票" def begin(self, context): self.HV_control = bool(self.config['HV_control']) self.HV_duration = int(self.config['HV_duration']) self.HV_ratio = float(self.config['HV_ratio']) def run(self, context): current_data = DataHelper.get_current_data() for stock in list(context.portfolio.positions.keys()): if current_data[stock].paused: continue if current_data[stock].last_price == current_data[stock].high_limit: continue if context.portfolio.positions[stock].closeable_amount == 0: continue df_volume = get_bars( stock, count=self.HV_duration, unit='1d', fields=['volume'], include_now=True, df=True ) if df_volume is not None and not df_volume.empty: if df_volume['volume'].iloc[-1] > self.HV_ratio * df_volume['volume'].max(): self.log.info(f"检测到股票 {stock} 出现异常放量,执行卖出操作。") # 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, 'high_volume') # 处理所有待卖出请求 task = process_pending_sells_func_task(self.strategy, self.name) task.process(context) def handle(self, context): pass def end(self, context): pass