86 lines
4.1 KiB
Python
86 lines
4.1 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 check_positions_stop_loss_task(base_task):
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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.stoploss_switch = self.get_config('stoploss_switch') # 是否启用止损策略
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self.hold_list = self.strategy.state.data['position_list'] # 持仓列表
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self.today_trade_switch = self.get_config('today_trade_switch') # 今日交易开关
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self.stoploss_strategy = self.get_config('stoploss_strategy') # 止损策略
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self.stoploss_stock_rate_data = self.get_config('stoploss_stock_rate_data') # 个股止损阀值
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self.stoploss_market_rate_data = self.get_config('stoploss_market_rate_data') # 市场止损阀值
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# self.reason_to_sell = self.strategy.state.get_sell_reason() # 卖出原因
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self.index_stocks = self.get_config('index_stocks') # 指数代码
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self.temp_sells_list = {}
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def run(self, context: Any):
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if len(self.hold_list) == 0:
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self.log.debug("当前无持仓，跳过止损检查。")
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return
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if self.stoploss_switch and self.today_trade_switch:
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if self.stoploss_strategy == 1 or self.stoploss_strategy == 3:
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# 个股止盈或止损判断
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for stock in list(context.portfolio.positions.keys()):
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pos = context.portfolio.positions[stock]
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if pos.price >= pos.avg_cost * 2:
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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, pos, 'take_profit')
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self.sell_request(stock,pos,'take_profit')
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self.log.debug(f"股票 {stock} 实现100%盈利，执行止盈卖出。")
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elif pos.price < pos.avg_cost * self.stoploss_stock_rate_data:
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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, pos, 'stop_loss')
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self.sell_request(stock,pos,'take_profit')
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self.log.debug(f"股票 {stock} 触及止损阈值，执行卖出。")
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#self.strategy.state.set_sell_reason("stoploss")
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if self.stoploss_strategy == 2 or self.stoploss_strategy == 3:
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# 大盘止损判断，若整体市场跌幅过大则平仓所有股票
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stock_list = DataHelper.get_index_stocks(self.index_stocks)
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df = DataHelper.get_price_safe(
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stock_list,
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end_date=context.previous_date,
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frequency='daily',
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fields=['close', 'open'],
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count=1,
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panel=False
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)
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if df is not None and not df.empty:
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down_ratio = (df['close'] / df['open']).mean()
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if down_ratio <= self.stoploss_market_rate_data:
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#self.strategy.state.set_sell_reason("stoploss")
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self.log.debug(f"市场检测到跌幅（平均跌幅 {down_ratio:.2%}），卖出所有持仓。")
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for stock in list(context.portfolio.positions.keys()):
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pos = context.portfolio.positions[stock]
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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.sell_request(stock, pos, 'market_stop_loss')
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def handle(self, context: Any):
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# 将出售的数据传递给state
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pass
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def end(self, context: Any):
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self.log.info("-----------------")
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self.log.info("止损策略开关:{}".format("启用" if self.stoploss_switch else "不启用"))
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self.log.info("今日交易开关:{}")
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self.log.info("止损策略方式:{}")
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self.log.info("当前卖出请求")
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pass
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def sell_request(self,stock,data,reason):
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self.temp_sells_list[f"{stock}_{reason}"] = data |