59 lines
2.3 KiB
Python
59 lines
2.3 KiB
Python
from typing import Any
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from base.base_task import base_task
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from kit.kit import DataHelper
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from task.process_pending_buys_func_task import process_pending_buys_func_task
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class check_remain_amount_func_task(base_task):
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"""
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检查账户资金与持仓数量：
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如果因涨停破板卖出导致持仓不足，则从目标股票中筛选未买入股票，进行补仓操作。
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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: Any, 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_remain_amount_func_task"
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self.remark = "检查剩余可用资金任务"
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self.memo = "检查是否有剩余可用资金进行补仓"
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def begin(self, context: Any):
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self.stock_num = self.strategy_config.config['stock_num']
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self.reason_to_sell = self.strategy.get_reason_to_sell()
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self.target_list = self.strategy.get_target_list()
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self.not_buy_again = self.position_manager.get_not_buy_again()
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def run(self, context: Any):
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if self.reason_to_sell[0]:
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# 更新持仓列表
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self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
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if len(self.hold_list) < self.stock_num:
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# 处理卖出后的补仓需求
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target_list = DataHelper.filter_not_buy_again(self.target_list, self.not_buy_again)
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if target_list:
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# 将候选股票加入待买入队列
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self.position_manager.register_buy_request(target_list[:self.stock_num - len(self.hold_list)])
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self.log.info(
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f"检测到补仓需求，可用资金 {round(context.portfolio.cash, 2)}，添加 {len(target_list[:self.stock_num - len(self.hold_list)])} 只股票到待买入队列")
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# 立即处理待买入请求
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task = process_pending_buys_func_task(self.strategy, self.name)
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task.process(context)
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# 重置卖出原因
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self.reason_to_sell = ['']
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else:
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self.log.info("未检测到涨停破板或止损卖出事件，不进行补仓买入。")
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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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