Fix repo task for RiceQuant; simplify tasks for online quant

Author: sinall

examples/joinquant/new_stocks_purchase.py

@@ -17,7 +17,4 @@ def process_initialize(context):
 
 
 def purchase_new_stocks(context):
-    if context.run_params.type == 'sim_trade':
-        g.__manager.purchase_new_stocks()
-    else:
-        log.info('回测中不进行新股申购')
+    g.__manager.purchase_new_stocks()

examples/joinquant/repo.py

@@ -1,5 +1,3 @@
-import tushare as ts
-
 import shipane_sdk
 
 
@@ -18,16 +16,4 @@ def process_initialize(context):
 
 
 def repo(context):
-    if context.run_params.type == 'sim_trade':
-        security = '131810'
-        df = ts.get_realtime_quotes(security)
-        order = {
-            'action': 'SELL',
-            'symbol': security,
-            'type': 'LIMIT',
-            'price': float(df['bid'][0]),
-            'amountProportion': 'ALL'
-        }
-        g.__manager.execute(**order)
-    else:
-        log.info('回测中不进行逆回购')
+    g.__manager.repo()

examples/ricequant/new_stocks_purchase.py

@@ -18,7 +18,4 @@ def before_trading(context):
 
 
 def purchase_new_stocks(context, bar_dict):
-    if context.run_info.run_type == RUN_TYPE.PAPER_TRADING:
-        context.__manager.purchase_new_stocks()
-    else:
-        logger.info('回测中不进行新股申购')
+    context.__manager.purchase_new_stocks()

examples/ricequant/repo.py

@@ -1,5 +1,3 @@
-import tushare as ts
-
 import shipane_sdk
 
 
@@ -14,20 +12,8 @@ def initialize(context):
 def process_initialize(context):
     # 创建 RiceQuantStrategyManagerFactory 对象
     # 参数为 shipane_sdk_config_template.yaml 中配置的 manager id
-    g.__manager = shipane_sdk.RiceQuantStrategyManagerFactory(context).create('manager-1')
+    context.__manager = shipane_sdk.RiceQuantStrategyManagerFactory(context).create('manager-1')
 
 
 def repo(context):
-    if context.run_info.run_type == RUN_TYPE.PAPER_TRADING:
-        security = '131810'
-        quote_df = ts.get_realtime_quotes(security)
-        order = {
-            'action': 'SELL',
-            'symbol': security,
-            'type': 'LIMIT',
-            'price': float(quote_df['bid'][0]),
-            'amountProportion': 'ALL'
-        }
-        g.__manager.execute(**order)
-    else:
-        log.info('回测中不进行逆回购')
+    context.__manager.repo()

shipane_sdk/base_manager.py

@@ -2,6 +2,8 @@
 
 import time
 
+import tushare as ts
+
 from shipane_sdk.client import *
 from shipane_sdk.models import *
 from shipane_sdk.support import *
@@ -106,6 +108,22 @@ def purchase_new_stocks(self):
             except:
                 self._logger.exception('[%s] 打新失败', trader.id)
 
+    def repo(self):
+        security = '131810'
+        quote_df = ts.get_realtime_quotes(security)
+        order = {
+            'action': 'SELL',
+            'symbol': security,
+            'type': 'LIMIT',
+            'price': float(quote_df['bid'][0]),
+            'amountProportion': 'ALL'
+        }
+        for trader in self._traders.values():
+            try:
+                trader.execute(**order)
+            except:
+                self._logger.exception('[%s] 逆回购失败', trader.id)
+
     def execute(self, order=None, **kwargs):
         if order is None and not kwargs:
             return
@@ -330,7 +348,7 @@ def _is_expired(self, common_order):
 
     def _pre_check(self):
         if not self._config['enabled']:
-            self._logger.info("[%s] 同步未启用，不执行", self.id)
+            self._logger.info("[%s] 交易未启用，不执行", self.id)
             return False
         if self._strategy_context.is_backtest():
             self._logger.info("[%s] 当前为回测环境，不执行", self.id)