69 lines
2.3 KiB
Python
69 lines
2.3 KiB
Python
import sfgrid_config
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import xtquant.xtconstant as xtconstant
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from xtquant import xtdata, xttrader
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from xtquant.xttype import StockAccount, XtOrder, XtPosition
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import datetime
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def is_trading_time():
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"""
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判断当前时间是否在周一至周五的9:30~11:30或13:00~15:00时间段内
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返回: True(在交易时间内) 或 False(不在交易时间内)
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"""
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# 获取当前时间
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now = datetime.datetime.now()
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# 获取星期几 (0=周一, 1=周二, ..., 4=周五)
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weekday = now.weekday()
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# 判断是否为周一到周五 (0-4)
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if weekday < 5:
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current_time = now.time()
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# 第一个时间段: 9:30~11:30
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morning_start = datetime.time(9, 30)
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morning_end = datetime.time(11, 30)
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# 第二个时间段: 13:00~15:00
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afternoon_start = datetime.time(13, 0)
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afternoon_end = datetime.time(15, 0)
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# 判断是否在第一个时间段内
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if morning_start <= current_time <= morning_end:
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return True
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# 判断是否在第二个时间段内
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if afternoon_start <= current_time <= afternoon_end:
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return True
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return False
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def getInstrumentName(stock_code):
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# print(f"getInstrumentName: 获取标的名称 {stock_code}")
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detail = xtdata.get_instrument_detail(stock_code, False)
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if detail is None:
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return "UnNamed"
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return detail['InstrumentName']
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def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
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volume = 0
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positions = xt_trader.query_stock_positions(account)
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if positions:
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for temp in positions:
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pos:XtPosition = temp
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if pos.stock_code == stock_code:
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volume = pos.volume
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break
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return volume
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def minPosition(gridIndex:int):
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return sfgrid_config.grid_volume * gridIndex
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def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
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if stock_code == None or tag == None:
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return []
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orders = xt_trader.query_stock_orders(account)
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result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
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return result
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