60 lines
2.2 KiB
Python
60 lines
2.2 KiB
Python
from base.base_task import base_task
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from kit.kit import DataHelper
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from task.process_pending_sells_func_task import process_pending_sells_func_task
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class check_high_volume_func_task(base_task):
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"""
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检查持仓股票当日成交量是否异常放量：
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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。
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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, sub_task=None):
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super().__init__(strategy, sub_task)
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def init(self, context):
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self.name = "check_high_volume_func_task"
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self.remark = "检查高成交量任务"
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self.memo = "检查是否有异常成交量的股票"
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def begin(self, context):
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self.HV_control = bool(self.config['HV_control'])
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self.HV_duration = int(self.config['HV_duration'])
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self.HV_ratio = float(self.config['HV_ratio'])
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def run(self, context):
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current_data = DataHelper.get_current_data()
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for stock in list(context.portfolio.positions.keys()):
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if current_data[stock].paused:
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continue
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if current_data[stock].last_price == current_data[stock].high_limit:
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continue
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if context.portfolio.positions[stock].closeable_amount == 0:
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continue
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df_volume = get_bars(
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stock,
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count=self.HV_duration,
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unit='1d',
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fields=['volume'],
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include_now=True,
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df=True
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)
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if df_volume is not None and not df_volume.empty:
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if df_volume['volume'].iloc[-1] > self.HV_ratio * df_volume['volume'].max():
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self.log.info(f"检测到股票 {stock} 出现异常放量，执行卖出操作。")
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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.position_monitor.register_sell_request(stock, 'high_volume')
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# 处理所有待卖出请求
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task = process_pending_sells_func_task(self.strategy, self.name)
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task.process(context)
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def handle(self, context):
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pass
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def end(self, context):
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pass
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