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@@ -193,14 +193,21 @@ def sell_trader(data):
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print(
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f'目前持仓总数为：{len([positions[x].stock_code for x in range(0, len(positions)) if positions[x].volume != 0])}')
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+
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+
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for stock, can_use_volume in positions_dict.items():
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if stock in data and can_use_volume != 0:
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current_price = data[stock]['lastPrice']
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open_price = data[stock]['open']
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MA5 = ma(stock, 5, data)
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MA5_1 = ma_1(stock, 5)
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+ df = pd.read_sql_query(text(
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+ 'select close_front, high_front from `%s_1d`' % stock), engine_stock.connect())
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print(f'{stock},持仓量为{can_use_volume}当前价:{current_price},MA5:{MA5},昨日MA5：{MA5_1},开始判断:')
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- if current_price < MA5 or MA5 < MA5_1:
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+ if current_price == xtdata.get_instrument_detail(stock).get('UpStopPrice') \
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+ or (df['close_front'][-1] == df['high_front'][-1] and df['close_front'][-1]/df['close_front'] > 0.8):
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+ continue
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+ elif current_price < MA5 or MA5 < MA5_1:
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print('卖出信号！！！！！！', stock, current_price)
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order_id = xt_trader.order_stock(acc, stock, xtconstant.STOCK_SELL, can_use_volume,
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xtconstant.LATEST_PRICE, 0, 'MA5策略', '低于MA5趋势向下')
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@@ -214,6 +221,7 @@ def sell_trader(data):
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print(order_id, stock, can_use_volume)
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else:
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print(f'本轮没有持仓股票信息！')
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+ engine_stock.dispose()
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def buy_trader(data):
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