93 lines
3.5 KiB
Python
93 lines
3.5 KiB
Python
from typing import Any
|
||
|
||
from kit.kit import DataHelper
|
||
from strategy import trade_strategy
|
||
from task.base_task import base_task
|
||
|
||
|
||
class process_pending_buy_task(base_task):
|
||
"""
|
||
处理待买入股票队列
|
||
"""
|
||
|
||
def __init__(self, strategy: trade_strategy):
|
||
super().__init__(strategy)
|
||
|
||
def config(self, context: Any):
|
||
self.today_trade_switch = self.get_config('today_trade_switch')
|
||
self.stock_num = self.get_config('stock_num')
|
||
self.buy_requests_list = self.strategy.state.get_buy_requests()
|
||
self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
|
||
self.buy_symbol_money_up_limit = self.get_config('buy_symbol_money_up_limit')
|
||
self.buy_symbol_money_total = self.get_config('buy_symbol_money_total')
|
||
|
||
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:
|
||
self.log.info("今日非交易日或没有待买入股票，跳过处理")
|
||
return
|
||
|
||
self.log.info("开始处理待买入股票队列")
|
||
current_data = DataHelper.get_current_data()
|
||
position_count = len(self.hold_list)
|
||
target_num = int(self.stock_num)
|
||
|
||
# 如果持仓已满，不再买入
|
||
if position_count >= target_num:
|
||
self.log.info("当前持仓已满，清空待买入队列")
|
||
self.strategy.state.clear_buy_requests()
|
||
return
|
||
|
||
# 计算可买入的股票数量和分配资金
|
||
buy_count = min(len(self.buy_requests_list), target_num - position_count)
|
||
if buy_count <= 0:
|
||
self.log.info("没有可买入的股票，或持仓已满")
|
||
return
|
||
|
||
# 计算每只股票可分配的资金
|
||
if context.portfolio.cash < self.buy_symbol_money_total:
|
||
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")
|
||
return
|
||
|
||
try:
|
||
value = context.portfolio.cash / buy_count
|
||
except ZeroDivisionError:
|
||
self.log.error("资金分摊时除零错误")
|
||
return
|
||
|
||
# 确保每只股票有足够的买入金额
|
||
if value < self.buy_symbol_money_up_limit: # 假设最小买入金额为5000元
|
||
self.log.warning(f"每只股票分配资金不足: {value:.2f}元，取消本次买入")
|
||
return
|
||
|
||
# 逐个买入股票
|
||
for idx, stock in enumerate(self.buy_requests_list[:buy_count]):
|
||
# 跳过已持仓的股票
|
||
if stock in self.hold_list:
|
||
self.log.warning(f"股票 {stock} 已在持仓中，跳过买入")
|
||
continue
|
||
|
||
# 检查是否可交易
|
||
if current_data[stock].paused:
|
||
self.log.warning(f"股票 {stock} 处于停牌状态，跳过买入")
|
||
continue
|
||
|
||
if current_data[stock].high_limit <= current_data[stock].last_price:
|
||
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
|