dekun
286 lines
8.7 KiB
Python
286 lines
8.7 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""国内期货交易时段与盘前连接窗口。"""
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from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Optional
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from zoneinfo import ZoneInfo
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TZ = ZoneInfo("Asia/Shanghai")
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# 各交易段开盘时刻 (时, 分)
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SESSION_OPENS = (
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(9, 0),
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(10, 30), # 上午小节休息后续盘
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(13, 30),
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(21, 0),
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)
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# 日盘各连续交易段 (start_h, start_m, end_h, end_m)，左闭右开
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_DAY_SEGMENTS = (
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(9, 0, 10, 15),
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(10, 30, 11, 30),
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(13, 30, 15, 0),
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)
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def _normalize_dt(now: Optional[datetime] = None) -> datetime:
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d = now or datetime.now(TZ)
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if d.tzinfo is None:
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return d.replace(tzinfo=TZ)
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return d.astimezone(TZ)
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def _minutes_of_day(d: datetime) -> int:
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return d.hour * 60 + d.minute
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def _in_time_range(t: int, sh: int, sm: int, eh: int, em: int) -> bool:
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return t >= sh * 60 + sm and t < eh * 60 + em
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def is_trading_session(now: Optional[datetime] = None) -> bool:
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d = _normalize_dt(now)
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wd = d.weekday()
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if wd == 6:
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return False
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if wd == 5 and d.hour < 21:
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return False
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t = _minutes_of_day(d)
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for sh, sm, eh, em in _DAY_SEGMENTS:
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if _in_time_range(t, sh, sm, eh, em):
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return True
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if _in_time_range(t, 21, 0, 24, 0):
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return True
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if _in_time_range(t, 0, 0, 2, 30):
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return True
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return False
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def is_morning_break(now: Optional[datetime] = None) -> bool:
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"""10:15–10:30 上午小节休息。"""
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d = _normalize_dt(now)
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if d.weekday() >= 5:
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return False
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t = _minutes_of_day(d)
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return _in_time_range(t, 10, 15, 10, 30)
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def is_lunch_break(now: Optional[datetime] = None) -> bool:
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"""11:30–13:30 午间休盘。"""
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d = _normalize_dt(now)
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if d.weekday() >= 5:
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return False
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t = _minutes_of_day(d)
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return _in_time_range(t, 11, 30, 13, 30)
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def is_night_trading_session(now: Optional[datetime] = None) -> bool:
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"""当前是否处于夜盘时段（21:00–02:30，且整体仍在交易时段内）。"""
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if not is_trading_session(now):
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return False
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d = _normalize_dt(now)
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t = _minutes_of_day(d)
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return t >= 21 * 60 or t < 2 * 60 + 30
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def _session_open_allowed(day: datetime, hour: int, minute: int) -> bool:
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wd = day.weekday()
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if (hour, minute) in ((9, 0), (10, 30), (13, 30)):
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return wd < 5
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if (hour, minute) == (21, 0):
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if wd < 5:
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return True
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return wd == 5
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return False
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def iter_session_starts(
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start: datetime,
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*,
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hours_ahead: int = 36,
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) -> list[datetime]:
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"""列出 start 之后若干小时内的各段开盘时刻。"""
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if start.tzinfo is None:
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start = start.replace(tzinfo=TZ)
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else:
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start = start.astimezone(TZ)
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end = start + timedelta(hours=hours_ahead)
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out: list[datetime] = []
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day = start.replace(hour=0, minute=0, second=0, microsecond=0)
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while day <= end:
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for h, m in SESSION_OPENS:
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if not _session_open_allowed(day, h, m):
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continue
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dt = day.replace(hour=h, minute=m)
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if dt > start and dt <= end:
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out.append(dt)
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day += timedelta(days=1)
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out.sort()
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return out
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def minutes_until_next_session(now: Optional[datetime] = None) -> Optional[float]:
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d = _normalize_dt(now)
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starts = iter_session_starts(d, hours_ahead=48)
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if not starts:
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return None
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return (starts[0] - d).total_seconds() / 60.0
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def _session_open_label(dt: datetime) -> str:
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h, m = dt.hour, dt.minute
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if (h, m) == (9, 0):
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return "日盘开盘"
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if (h, m) == (10, 30):
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return "上午续盘"
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if (h, m) == (13, 30):
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return "午盘开盘"
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if (h, m) == (21, 0):
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return "夜盘开盘"
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return "开盘"
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def _session_status_label(d: datetime, in_sess: bool) -> str:
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if in_sess:
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return "交易时间段"
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if is_morning_break(d):
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return "上午休盘"
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if is_lunch_break(d):
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return "午间休盘"
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return "非交易时间段"
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def _fmt_countdown(seconds: int) -> str:
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s = max(0, int(seconds))
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h, rem = divmod(s, 3600)
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m, sec = divmod(rem, 60)
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if h > 0:
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return f"{h}小时{m:02d}分{sec:02d}秒"
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if m > 0:
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return f"{m}分{sec:02d}秒"
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return f"{sec}秒"
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def _day_close_dt(d: datetime) -> datetime:
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return d.replace(hour=15, minute=0, second=0, microsecond=0)
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def _night_close_dt(d: datetime) -> datetime:
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t = d.hour * 60 + d.minute
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if t >= 21 * 60:
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nxt = (d + timedelta(days=1)).replace(hour=2, minute=30, second=0, microsecond=0)
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return nxt
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return d.replace(hour=2, minute=30, second=0, microsecond=0)
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def _current_break_close(d: datetime) -> tuple[Optional[datetime], Optional[datetime], Optional[str], Optional[str]]:
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"""当前交易段内的休盘/收盘时刻与标签。"""
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t = _minutes_of_day(d)
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if _in_time_range(t, 9, 0, 10, 15):
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br = d.replace(hour=10, minute=15, second=0, microsecond=0)
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cl = _day_close_dt(d)
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return br, cl, "上午休盘", "日盘收盘"
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if _in_time_range(t, 10, 30, 11, 30):
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br = d.replace(hour=11, minute=30, second=0, microsecond=0)
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cl = _day_close_dt(d)
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return br, cl, "午间休盘", "日盘收盘"
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if _in_time_range(t, 13, 30, 15, 0):
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cl = _day_close_dt(d)
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return None, cl, None, "日盘收盘"
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if t >= 21 * 60 or t < 2 * 60 + 30:
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cl = _night_close_dt(d)
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return None, cl, None, "夜盘收盘"
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return None, None, None, None
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def trading_session_clock(now: Optional[datetime] = None) -> dict:
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"""顶栏展示：当前时间、交易状态、距开盘/休盘/收盘倒计时。"""
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d = _normalize_dt(now)
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in_sess = is_trading_session(d)
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out = {
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"now": d.strftime("%Y-%m-%d %H:%M:%S"),
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"now_time": d.strftime("%m-%d %H:%M:%S"),
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"in_session": in_sess,
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"status_label": _session_status_label(d, in_sess),
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}
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if not in_sess:
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starts = iter_session_starts(d, hours_ahead=72)
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if starts:
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nxt = starts[0]
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secs = int(max(0, (nxt - d).total_seconds()))
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out["next_open_at"] = nxt.strftime("%m-%d %H:%M")
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out["next_open_label"] = _session_open_label(nxt)
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out["secs_to_open"] = secs
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out["countdown_open"] = _fmt_countdown(secs)
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return out
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br, cl, br_label, cl_label = _current_break_close(d)
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if br and br > d:
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secs = int((br - d).total_seconds())
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out["break_at"] = br.strftime("%H:%M")
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out["break_label"] = br_label or "休盘"
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out["secs_to_break"] = secs
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out["countdown_break"] = _fmt_countdown(secs)
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if cl and cl > d:
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secs = int((cl - d).total_seconds())
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out["close_at"] = cl.strftime("%H:%M")
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out["close_label"] = cl_label or "收盘"
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out["secs_to_close"] = secs
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out["countdown_close"] = _fmt_countdown(secs)
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return out
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def in_premarket_connect_window(
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now: Optional[datetime] = None,
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*,
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minutes_before: int = 30,
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) -> bool:
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"""距下一段开盘 <= minutes_before 分钟，且当前尚未进入交易时段。"""
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if is_trading_session(now):
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return False
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mins = minutes_until_next_session(now)
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if mins is None:
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return False
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return 0 < mins <= float(minutes_before)
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def in_postmarket_grace_window(
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now: Optional[datetime] = None,
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*,
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minutes_after: int = 30,
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) -> bool:
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"""日盘 15:00 或夜盘 02:30 收盘后 minutes_after 分钟内（仍保持连接，便于收尾）。"""
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if is_trading_session(now):
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return False
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d = _normalize_dt(now)
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t = _minutes_of_day(d)
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wd = d.weekday()
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ma = max(1, int(minutes_after))
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day_close = 15 * 60
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night_close = 2 * 60 + 30
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# 日盘收盘 15:00 后宽限（周一至周五）
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if wd < 5 and day_close <= t < day_close + ma:
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return True
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# 夜盘收盘 02:30 后宽限（含周六凌晨结束周五夜盘）
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if night_close <= t < night_close + ma:
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return True
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return False
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def should_keep_ctp_connected(
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now: Optional[datetime] = None,
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*,
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minutes_before: int = 30,
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minutes_after: int = 30,
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) -> bool:
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"""是否处于应连接 CTP 的窗口：交易时段 + 盘前 + 盘后宽限。"""
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if is_trading_session(now):
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return True
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if in_postmarket_grace_window(now, minutes_after=minutes_after):
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return True
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return in_premarket_connect_window(now, minutes_before=minutes_before)
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