97 lines
3.4 KiB
Python
97 lines
3.4 KiB
Python
from typing import Any
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from kit.kit import DataHelper
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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 process_pending_buy_task(base_task):
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"""
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处理待买入股票队列
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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.today_trade_switch = self.get_config('today_trade_switch')
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self.stock_num = self.get_config('stock_num')
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self.buy_requests_list = self.strategy.state.get_buy_requests()
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def run(self, context: Any):
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# 如果在特殊月份（1月/4月）或没有待买入股票，直接返回
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if self.today_trade_switch or not self.buy_requests_list:
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return
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self.log.info("开始处理待买入股票队列")
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current_data = DataHelper.get_current_data()
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# 更新当前持仓列表
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self.hold_list = [position.security for position in list(context.portfolio.positions.values())]
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position_count = len(self.hold_list)
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target_num = int(self.stock_num)
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# 如果持仓已满，不再买入
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if position_count >= target_num:
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self.log.info("当前持仓已满，清空待买入队列")
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self.strategy.state.clear_buy_requests()
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return
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# 计算可买入的股票数量和分配资金
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buy_count = min(len(self.buy_requests_list), target_num - position_count)
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if buy_count <= 0:
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return
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# 计算每只股票可分配的资金
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try:
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value = context.portfolio.cash / buy_count
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except ZeroDivisionError:
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self.log.error("资金分摊时除零错误")
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return
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# 确保每只股票有足够的买入金额
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if value < 5000: # 假设最小买入金额为5000元
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self.log.warning(f"每只股票分配资金不足: {value:.2f}元，取消本次买入")
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return
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# 逐个买入股票
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success_count = 0
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for idx, stock in enumerate(self.buy_requests_list[:buy_count]):
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# 跳过已持仓的股票
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if stock in self.hold_list:
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continue
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# 检查是否可交易
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if current_data[stock].paused:
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self.log.warning(f"股票 {stock} 处于停牌状态，跳过买入")
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continue
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if current_data[stock].high_limit <= current_data[stock].last_price:
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self.log.warning(f"股票 {stock} 已涨停，跳过买入")
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continue
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# 执行买入
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if self.strategy.open_position(stock, value):
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self.log.info(f"成功买入股票 {stock}，分配资金 {value:.2f}")
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# self.position_manager.get_not_buy_again().append(stock)
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success_count += 1
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# 如果持仓已满，停止买入
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if len(context.portfolio.positions) >= target_num:
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break
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# 清理已处理的股票
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# self.position_manager.pending_buys = self.position_manager.pending_buys[buy_count:]
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# self.log.info(f"本次共成功买入 {success_count} 只股票，待买入队列还剩 {len(self.position_manager.pending_buys)} 只")
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# 输出最新持仓状态
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# self.position_manager.log_status(context, [p.security for p in list(context.portfolio.positions.values())])
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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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