dekun
6e423eebfb
新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
49 lines
1.7 KiB
Python
49 lines
1.7 KiB
Python
"""交易上下文：设置读取、资金、模式。"""
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from __future__ import annotations
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from typing import Callable, Optional
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TRADING_MODE_SIM = "simulation" # SimNow CTP
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TRADING_MODE_LIVE = "live" # 期货公司 CTP
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def get_trading_mode(get_setting: Callable[[str, str], str]) -> str:
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m = (get_setting("trading_mode", TRADING_MODE_SIM) or TRADING_MODE_SIM).strip().lower()
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return m if m in (TRADING_MODE_SIM, TRADING_MODE_LIVE) else TRADING_MODE_SIM
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def get_sizing_mode(get_setting: Callable[[str, str], str]) -> str:
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from position_sizing import normalize_sizing_mode
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return normalize_sizing_mode(get_setting("position_sizing_mode", "risk"))
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def get_risk_percent(get_setting: Callable[[str, str], str]) -> float:
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try:
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return max(0.1, float(get_setting("risk_percent", "1") or 1))
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except (TypeError, ValueError):
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return 1.0
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def get_account_capital(conn, get_setting: Callable[[str, str], str]) -> float:
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"""优先 SimNow/期货公司 CTP 权益；未连接时用设置中的参考资金。"""
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del conn
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mode = get_trading_mode(get_setting)
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try:
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from vnpy_bridge import ctp_status, get_ctp_balance
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st = ctp_status(mode)
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if st.get("connected"):
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bal = get_ctp_balance(mode)
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if bal and bal > 0:
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return float(bal)
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except Exception:
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pass
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try:
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return float(get_setting("live_capital", "0") or 0)
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except (TypeError, ValueError):
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return 0.0
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def trading_mode_label(get_setting: Callable[[str, str], str]) -> str:
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return "SimNow 模拟" if get_trading_mode(get_setting) == TRADING_MODE_SIM else "期货公司实盘"
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