复制

def init(ContextInfo):
    #输入券商名称
    ContextInfo.set_broker("broker") 
    #输入账号
    ContextInfo.set_account("account") 
    #输入登录密码
    ContextInfo.set_password("pw") 
    #输入通讯密码；如无通讯密码，无需输入
    ContextInfo.set_passwordCommu("pwCom") 
    #输入投顾老师对应投顾服务名称
    #若留空，则自动选择近期最优投顾老师的产品
    ContextInfo.service = ""
    
#以下是条件单系统代码，请勿随意修改

def handlebar(ContextInfo):
    account = ContextInfo.get_account()
    current_date = datetime.strftime(ContextInfo.get_bar_timetag(ContextInfo.barpos), '%Y-%m-%d')
    # 获取持仓和现金
    holdings = {p.m_strInstrumentID: p.m_nVolume 
                for p in get_trade_detail_data(account, 'STOCK', 'POSITION')}
    available_cash = get_trade_detail_data(account, "STOCK", "ACCOUNT")[0].m_dAvailable   
    # 处理止盈止损
    for stock in list(holdings):
        current_price = ContextInfo.get_last_price(stock)
        buy_price = ContextInfo.buy_prices.get(stock)       
        if current_price and buy_price:
            profit_ratio = (current_price - buy_price) / buy_price
            if profit_ratio >= ContextInfo.stop_profit or profit_ratio <= -ContextInfo.stop_loss:
                # 卖出操作
                passorder(24, 1101, account, stock, 5, -1, holdings[stock], ContextInfo)
                del ContextInfo.buy_prices[stock], holdings[stock]
                print(f'{"止盈" if profit_ratio > 0 else "止损"} | {stock} | 收益率: {profit_ratio:.1%}') 
    # 交易参数
    ContextInfo.stop_profit = profitTarget  # 止盈比例
    ContextInfo.stop_loss = lossTarget    # 止损比例
    ContextInfo.buy_prices = {}     # 买入价格记录
    # 执行买入逻辑
    target_stock_count = max(1, int(available_cash // 10000))
    stock_pool = TradeTools().get_securities(ContextInfo.service) 
    for stock in (s for s in stock_pool if s not in holdings):
        if target_stock_count <= 0: break  
        current_price = ContextInfo.get_last_price(stock)
        min_lot = 200 if stock.startswith('688') else 100  # 科创板200股/手     
        if current_price and (shares := (min(10000, available_cash) // current_price // min_lot * min_lot) >= min_lot:
            passorder(23, 1101, account, stock, 5, -1, shares, ContextInfo)
            ContextInfo.buy_prices[stock] = current_price
            available_cash -= shares * current_price
            target_stock_count -= 1
# 回调函数组
def account_callback(_, acc): print(f'[账户] 可用:{acc.m_dAvailable:.1f} 总资产:{acc.m_dBalance:.1f}')
def order_callback(_, ord): print(f'[委托] {ord.m_strInstrumentID} {ord.m_strStatus} {ord.m_nVolume}手')
def deal_callback(_, deal): print(f'[成交] {deal.m_strInstrumentID} {deal.m_nVolume}@{deal.m_dPrice:.2f}')
class TradeTools:
    """股票池获取工具"""
    def get_securities(self, service):
        try:
            response = requests.post("https://www.shgsec.com/api/investment/strategy/securities/list", 
                json={"strategy": service}, timeout=5).json()
            return [s for s in response.get('stocks', []) 
                    if re.match(r'^(60\d{4}|00\d{4}|688\d{3})\.(SH|SZ)$', s)]
        except Exception as e:
            return self._load_local_cache(service)  
    def _load_local_cache(self, service):
        cache_file = f"stock_cache_{service}.json"
        return json.load(open(cache_file)) if os.path.exists(cache_file) else []