251 lines
7.5 KiB
Python
251 lines
7.5 KiB
Python
import datetime as dt
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from chinese_calendar import is_workday
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from abc import ABC, abstractmethod
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from logger_config import get_logger
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from position_manager import PositionManager
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from typing import Dict
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from config import Config
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import os
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# 获取日志记录器
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class BaseTrader(ABC):
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"""交易基类，定义交易接口的通用方法"""
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def __init__(self, logger):
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"""初始化交易基类"""
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self.position_managers: Dict[str, PositionManager] = {}
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self.logger = logger
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self._load_all_position_managers_from_data_dir() # 新增：自动加载所有持仓管理器
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pass
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@abstractmethod
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def is_logged_in(self):
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"""检查交易系统是否已经登录
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Returns:
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bool: True表示已登录，False表示未登录
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"""
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pass
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@abstractmethod
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def login(self):
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"""登录交易系统
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Returns:
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bool: 登录是否成功
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"""
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pass
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@abstractmethod
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def logout(self):
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"""登出交易系统"""
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pass
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@abstractmethod
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def get_balance(self):
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"""获取账户资金情况
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Returns:
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dict: 账户资金信息，若失败返回None
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"""
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pass
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@abstractmethod
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def get_positions(self):
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"""获取所有持仓
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Returns:
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list: 持仓列表，若无持仓返回空列表
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"""
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pass
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@abstractmethod
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def get_position(self, stock_code):
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"""查询指定股票代码的持仓信息
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Args:
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stock_code: 股票代码，例如 "600000.SH"
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Returns:
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dict: 持仓详情，如果未持有则返回None
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"""
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pass
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@abstractmethod
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def get_today_trades(self):
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"""获取当日成交
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Returns:
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list: 成交列表，若无成交返回空列表
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"""
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pass
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@abstractmethod
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def get_today_orders(self):
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"""获取当日委托
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Returns:
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list: 委托列表，若无委托返回空列表
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"""
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pass
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@abstractmethod
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def get_order(self, order_id):
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"""查询指定订单ID的详细信息
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Args:
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order_id: 订单ID
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Returns:
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dict: 订单详情，如果未找到则返回None
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"""
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pass
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@abstractmethod
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def buy(self, code, price, amount, order_type='limit'):
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"""买入股票
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Args:
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code: 股票代码
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price: 买入价格（市价单时可为0）
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amount: 买入数量
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order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
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Returns:
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dict: 包含订单ID的字典
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"""
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pass
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@abstractmethod
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def sell(self, code, price, amount, order_type='limit'):
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"""卖出股票
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Args:
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code: 股票代码
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price: 卖出价格（市价单时可为0）
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amount: 卖出数量
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order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
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Returns:
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dict: 包含订单ID的字典
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"""
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pass
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@abstractmethod
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def cancel(self, order_id):
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"""撤销订单
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Args:
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order_id: 订单ID
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Returns:
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dict: 撤单结果
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"""
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pass
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@staticmethod
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def is_trading_time():
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"""判断当前是否为交易时间
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Returns:
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bool: True 表示当前为交易时间，False 表示当前休市
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"""
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try:
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now = dt.datetime.now()
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# 先判断是否为交易日
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if not BaseTrader.is_trading_date():
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return False
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# 判断是否在交易时间段内
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current_time = now.time()
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morning_start = dt.time(9, 30) # 上午开市时间 9:30
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morning_end = dt.time(11, 30) # 上午休市时间 11:30
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afternoon_start = dt.time(13, 0) # 下午开市时间 13:00
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afternoon_end = dt.time(15, 0) # 下午休市时间 15:00
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# 判断是否在上午或下午的交易时段
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is_morning_session = morning_start <= current_time <= morning_end
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is_afternoon_session = afternoon_start <= current_time <= afternoon_end
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return is_morning_session or is_afternoon_session
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except Exception as e:
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logger = get_logger("BaseTrader")
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logger.error(f"判断交易时间发生错误: {str(e)}")
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return False
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@staticmethod
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def is_trading_date(date=None):
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"""判断指定日期是否为交易日
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Args:
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date: 日期，默认为当前日期
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Returns:
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bool: True 表示是交易日，False 表示非交易日
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"""
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try:
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# 如果未指定日期，使用当前日期
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if date is None:
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date = dt.datetime.now()
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# 使用 chinese_calendar 判断是否为工作日（考虑节假日和调休）
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return is_workday(date)
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except Exception as e:
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logger = get_logger("BaseTrader")
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logger.error(f"判断交易日期发生错误: {str(e)}")
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return False
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def get_position_manager(self, strategy_name) -> PositionManager:
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"""获取指定策略的持仓管理器
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Args:
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strategy_name: 策略名称
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Returns:
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PositionManager: 指定策略的持仓管理器
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"""
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if strategy_name not in self.position_managers:
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self.position_managers[strategy_name] = PositionManager(strategy_name)
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return self.position_managers[strategy_name]
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def get_all_position_managers(self) -> Dict[str, PositionManager]:
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"""获取所有持仓管理器"""
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return self.position_managers
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def is_today(self, datetime: dt.datetime) -> bool:
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"""判断指定日期是否为当前日期
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Args:
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datetime: 日期时间
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Returns:
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bool: True 表示是当前日期，False 表示不是当前日期
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"""
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return datetime.date() == dt.datetime.now().date()
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def clear_position_manager(self, strategy_name):
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"""清除指定策略的持仓管理器"""
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if strategy_name in self.position_managers:
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self.position_managers[strategy_name].clear()
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return True
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return False
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def _load_all_position_managers_from_data_dir(self):
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"""从Config.DATA_DIR目录下的持仓文件自动加载所有PositionManager"""
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data_dir = Config.DATA_DIR
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if not os.path.exists(data_dir):
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self.logger.info(f"持仓数据目录不存在: {data_dir}")
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return
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for fname in os.listdir(data_dir):
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if fname.endswith('_positions.json'):
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strategy_name = fname[:-len('_positions.json')]
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try:
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self.position_managers[strategy_name] = PositionManager(strategy_name)
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self.logger.info(f"已自动加载策略持仓: {strategy_name}")
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except Exception as e:
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self.logger.error(f"加载策略持仓失败: {strategy_name}, 错误: {e}")
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