模擬交易賣出平倉失敗 #224
Description
请输入香港股票代码（例如00700）：00020
设置股票 HK.00020，每手股数：1000，成功订阅行情
从2025-01-01回测至2025-10-15
2025-01-02 00:00:00 买入5000股，价格1.41，持仓5000，资金92950.00
2025-01-03 00:00:00 买入5000股，价格1.33，持仓10000，资金86300.00
2025-01-06 00:00:00 买入5000股，价格1.33，持仓15000，资金79650.00
2025-01-08 00:00:00 买入5000股，价格1.31，持仓20000，资金73100.00
2025-01-09 00:00:00 买入5000股，价格1.31，持仓25000，资金66550.00
2025-01-10 00:00:00 买入5000股，价格1.28，持仓30000，资金60150.00
2025-01-13 00:00:00 买入5000股，价格1.3，持仓35000，资金53650.00
2025-01-16 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-17 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-20 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-21 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-22 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-23 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-24 00:00:00 卖出失败: 无法同时买多和卖空
2025-01-27 00:00:00 卖出失败: 无法同时买多和卖空
def buy(self, date_str, price):
max_qty = int(self.cash / price // self.lot_size) * self.lot_size
if max_qty < self.lot_size:
print(f"{date_str} 资金不足，无法买入")
return False
qty = min(self.lot_size * 5, max_qty)
ret, data = self.trade_ctx.place_order(price=price, qty=qty, code=self.symbol,
trd_side='BUY', trd_env=TrdEnv.SIMULATE)
if ret != 0:
print(f"{date_str} 买入失败: {data}")
return False
self.cash -= price * qty
prev_pos = self.position
self.position += qty
self.avg_price = (self.avg_price * prev_pos + price * qty) / self.position if self.position > 0 else 0
print(f"{date_str} 买入{qty}股，价格{price}，持仓{self.position}，资金{self.cash:.2f}")
self.record(date_str, "买入", price, qty)
time.sleep(2)
return True
def sell(self, date_str, price):
if self.position < self.lot_size:
print(f"{date_str} 持仓不足，无法卖出")
return False
qty = min(self.lot_size * 5, (self.position // self.lot_size) * self.lot_size)
ret, data = self.trade_ctx.place_order(price=price, qty=qty, code=self.symbol,
trd_side='SELL', trd_env=TrdEnv.SIMULATE)
if ret != 0:
print(f"{date_str} 卖出失败: {data}")
return False
self.position -= qty
self.cash += price * qty
print(f"{date_str} 卖出{qty}股，价格{price}，持仓{self.position}，资金{self.cash:.2f}")
self.record(date_str, "卖出", price, qty)
time.sleep(2)
return True