80 lines
3.3 KiB
Python
80 lines
3.3 KiB
Python
from typing import Any, List
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from kit.kit import DataHelper
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from strategy import trade_strategy
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from task.base_task import base_task
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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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如果非空仓日，先选股得到目标股票列表，再卖出当前持仓中不在目标列表且昨日未涨停的股票，
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最后买入目标股票，同时记录当天买入情况避免重复下单。
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参数:
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context: 聚宽平台传入的交易上下文对象
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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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# 每次调仓的目标股票数量
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self.stock_num = self.get_config('stock_num')
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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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self.target_list = DataHelper.get_stock_list(context, self.index_stocks, self.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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self.today_trade_switch = self.get_config('today_trade_switch')
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self.temp_sells_list = {}
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self.temp_buys_list = {}
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def run(self, context: Any):
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if not self.today_trade_switch:
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self.log.info("今日非交易日，跳过调仓操作。")
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return
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# 重置当天已买入记录
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# self.position_manager.reset_not_buy_again()
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# 取目标持仓数以内的股票作为调仓目标
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# self.log.info(f"每周调仓目标股票: {self.temp_target_list}")
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# 遍历当前持仓，若股票不在目标列表，则执行卖出操作
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for stock in self.hold_list:
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if stock not in self.temp_target_list:
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pos = context.portfolio.positions.get(stock)
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self.log.info(f"调仓决策：卖出股票 {stock}")
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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.sell_request(stock, pos, 'rebalance')
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# self.strategy.state.set_sell_request(stock, pos, 'rebalance')
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self.sell_request(stock, pos, 'rebalance')
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else:
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self.log.info(f"调仓决策：继续持有股票 {stock}")
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# 对目标股票执行买入操作前，先将其注册到待买入队列
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buy_targets = [stock for stock in self.temp_target_list if stock not in self.hold_list]
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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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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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pass
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# 这里可以添加任何必要的清理或总结操作
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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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def buys_request(self, stock, data, reason):
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self.temp_buys_list[f"{stock}_{reason}"] = data
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