dekun
9875ee6d44
- 止盈止损改为程序本地监控，触发后市价平仓（含跳空） - 交易前30分钟后台自动连接 CTP - 保证金占用上限默认30%，可在系统设置修改 - K线标准蜡烛图红跌绿涨，费率表全宽固定表头 - 品种推荐按保证金比例×总资金计算推荐手数 Co-authored-by: Cursor <cursoragent@cursor.com>
103 lines
2.8 KiB
Python
103 lines
2.8 KiB
Python
"""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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(13, 30),
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(21, 0),
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)
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def is_trading_session(now: Optional[datetime] = None) -> bool:
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d = now or datetime.now(TZ)
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if d.tzinfo is None:
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d = d.replace(tzinfo=TZ)
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else:
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d = d.astimezone(TZ)
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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 = d.hour * 60 + d.minute()
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def in_range(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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if in_range(9, 0, 11, 30):
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return True
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if in_range(13, 30, 15, 0):
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return True
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if in_range(21, 0, 24, 0):
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return True
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if in_range(0, 0, 2, 30):
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return True
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return False
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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) == (9, 0) or (hour, minute) == (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 = now or datetime.now(TZ)
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if d.tzinfo is None:
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d = d.replace(tzinfo=TZ)
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else:
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d = d.astimezone(TZ)
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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 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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