73 lines
2.8 KiB
Python
73 lines
2.8 KiB
Python
from typing import Any
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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 check_market_env_task(base_task):
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"""
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交易环境确认
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1、判断是否为特殊月份（1月/4月）
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2、如果是特殊月份且通过了清仓检查，则清仓所有持仓
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3、如果不是特殊月份且没有交易信号，则重置交易信号
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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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self.current_date = context.current_dt.date()
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self.current_month = self.current_date.month
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self.current_day = self.current_date.day
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# 判断是否执行空仓策略
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self.filter_month_clear_switch = self.get_config('filter_month_clear_switch')
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self.filer_month_data = self.get_config('filter_month_data')
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# 判断是否为特殊月 = True时 等于 执行1月/4月 全部清仓
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self.in_special_month = str(self.current_month) in self.filer_month_data
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self.today_trade_switch = self.get_config('today_trade_switch') # 是否为不交易信号
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def run(self, context: Any):
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#
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if self.filter_month_clear_switch and self.in_special_month:
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# 进入特殊月份，应清仓
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for stock in self.strategy.state.data['position_list'].keys():
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self.strategy.state.set_sell_request(stock, self.strategy.state.data['position_list'][stock], f"enter_{self.current_month}_month")
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# 清仓后就不交易
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self.today_trade_switch = False
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elif not self.filter_month_clear_switch:
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# 不在特殊月 或 不执行空仓策略 可以交易
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self.today_trade_switch = True
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else:
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# 如果是特殊月份但没有清仓条件，则继续交易
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self.today_trade_switch = True
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def handle(self, context: Any):
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# 保存状态
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old_today_trade_switch = self.strategy_config.get_config("today_trade_switch")
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if old_today_trade_switch != self.today_trade_switch:
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self.strategy_config.set_config("today_trade_switch", self.today_trade_switch) # 临时变量
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self.log.info(f"交易环境更新: today_trade_switch 状态更新为 {self.today_trade_switch}")
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def end(self, context: Any):
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self.log.info("-----------------")
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self.log.info("一.今日环境确认:")
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self.log.info(" 当前日期: {}".format(self.current_date))
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self.log.info(" 空仓策略: {}".format("开启" if self.filter_month_clear_switch else "关闭"))
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self.log.info(" 今日交易: {}".format("交易" if self.today_trade_switch else "清仓"))
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self.log.info(" 特殊月份: {}".format(",".join(str(item) for item in self.filer_month_data)))
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self.log.info(" 当前月份: {}".format(self.current_month))
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# 今日清仓
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