59 lines
2.2 KiB
Python
59 lines
2.2 KiB
Python
from typing import Any
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from kit.kit import DataHelper
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from task.base_task import base_task
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class check_limit_up_func_task(base_task):
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"""
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检查昨日处于涨停状态的股票在当前是否破板。
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如破板（当前价格低于涨停价），则立即卖出该股票，并记录卖出原因为 "limitup"。
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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: Any):
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self.name = "check_limit_up_task"
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self.remark = "检查涨停任务"
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self.memo = "检查是否有涨停破板的股票"
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def begin(self, context: Any):
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self.yesterday_HL_list = self.strategy.state.get_yesterday_high_list()
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def run(self, context: Any):
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now_time = context.current_dt # 获取当前时间
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if self.yesterday_HL_list:
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for stock in self.yesterday_HL_list:
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# 使用1分钟周期数据判断当前价格和涨停价是否符合条件
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current_data = DataHelper.get_price_safe(
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stock,
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end_date=now_time,
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frequency='1m',
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fields=['close', 'high_limit'],
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count=1,
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panel=False,
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fill_paused=True
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)
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if current_data is not None and not current_data.empty:
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if current_data.iloc[0]['close'] < current_data.iloc[0]['high_limit']:
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self.log.info(f"股票 {stock} 涨停破板，触发卖出操作。")
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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.strategy.state.set_sell_request(stock, current_data.iloc[0], 'limitup')
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else:
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self.log.info(f"股票 {stock} 仍维持涨停状态。")
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# 处理待卖出股票
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# if self.reason_to_sell[0] == 'limitup':
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# sells_task = process_pending_sells_func_task(self.strategy, self.name)
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# sells_task.process(context)
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def handle(self, context: Any):
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pass
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def end(self, context: Any):
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pass
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