410 lines
21 KiB
Python
410 lines
21 KiB
Python
# -*- coding: utf-8 -*-
|
||
"""
|
||
择时执行器 · 实现B「内置保守择时」+ 实现A的纯逻辑部件 (零外部依赖, 可单测)
|
||
========================================================================
|
||
设计 POSITION_MGMT_DESIGN.md §8。两个实现的分工 (2026-08-03 接实现A时定下):
|
||
|
||
hard_gate() 事实性检查 —— 无价/停牌/配额尽/非时段/一字板/不追高(当日涨幅)/
|
||
14:45 兜底。这些检查不委托给任何人, 两个择时实现都必须先过它;
|
||
命中返回决策, 未命中返回 None。
|
||
decide() 实现B 全量判定 = hard_gate() + 内置保守规则 (避开开盘/均价/回踩)。
|
||
行为与拆分前完全一致, test_batch3 锁着。
|
||
apply_advice() 把决策系统的应答 (FIRE/WAIT + 建议价) 折算成与 decide() 同构的决策。
|
||
建议价通常是执行区间的边缘; 偏离现价超出保护幅度时按本地口径重定并留痕。
|
||
|
||
实现A的取数与降级在 services/exec_advisor.py: 决策系统不可用 → 整轮退 decide()
|
||
(设计 §13「择时退实现B」), 绝不因为对端故障停出手。
|
||
|
||
规则原文与落点:
|
||
每日配额 = 剩余量 ÷ 剩余窗口天数, 向上取整到一手 → daily_quota()
|
||
卖出: 避开开盘 30 分钟; 现价 ≥ 当日均价(VWAP) 时分笔卖 → decide() side=sell
|
||
14:45 未完成 → 现价 × 0.998 限价兜底
|
||
买入: 现价 ≤ 当日均价或进入回踩带时买; 当日涨幅 > 5% 停止买入 (不追高)
|
||
窗口末日 14:45 强制限价完成或按命令属性作废
|
||
停牌/一字板当日跳过顺延; 窗口耗尽未完成 → 命令置「部分完成」并告警
|
||
|
||
时点一律用「分钟数」比较 (hm_to_min), 免去跨时区与字符串比较的坑。
|
||
"""
|
||
from __future__ import annotations
|
||
|
||
from app.core.sizer import LOT
|
||
|
||
OPEN_MIN = 9 * 60 + 30 # 09:30 开盘
|
||
CLOSE_MIN = 15 * 60 # 15:00 收盘
|
||
LUNCH_START = 11 * 60 + 30
|
||
LUNCH_END = 13 * 60
|
||
|
||
# decide() 的动作词
|
||
ACT_FIRE = "FIRE" # 出手
|
||
ACT_WAIT = "WAIT" # 条件未到, 本轮不动
|
||
ACT_SKIP = "SKIP" # 当日跳过 (停牌/一字板), 顺延
|
||
ACT_STOP = "STOP" # 本日不再出手 (如买入触发不追高)
|
||
|
||
|
||
def hm_to_min(hm) -> int:
|
||
""""14:45" / datetime / (h, m) → 当日分钟数。"""
|
||
if hm is None:
|
||
return 0
|
||
if isinstance(hm, (tuple, list)):
|
||
return int(hm[0]) * 60 + int(hm[1])
|
||
if hasattr(hm, "hour"):
|
||
return hm.hour * 60 + hm.minute
|
||
s = str(hm).strip()
|
||
if ":" in s:
|
||
h, m = s.split(":")[:2]
|
||
return int(h) * 60 + int(m)
|
||
return int(s)
|
||
|
||
|
||
def in_session(now_min: int) -> bool:
|
||
return (OPEN_MIN <= now_min <= LUNCH_START) or (LUNCH_END <= now_min <= CLOSE_MIN)
|
||
|
||
|
||
def daily_quota(remaining_qty: int, tdays_left: int, *, total_qty: int = None,
|
||
lot: int = LOT, allow_odd_tail: bool = False) -> int:
|
||
"""当日配额 = 剩余量 ÷ 剩余交易日, 向上取整到一手。
|
||
|
||
* 最后一日 (tdays_left ≤ 1) 或剩余不足一手 → 全部剩余 (含零股尾巴)。
|
||
* allow_odd_tail=True (整票清仓) 时不做整百取整, 零股一并出。
|
||
"""
|
||
r = max(0, int(remaining_qty or 0))
|
||
if r <= 0:
|
||
return 0
|
||
d = max(1, int(tdays_left or 1))
|
||
if d <= 1 or r <= lot:
|
||
return r
|
||
raw = r / d
|
||
q = int(-(-raw // lot)) * lot # 向上取整到一手
|
||
q = min(q, r)
|
||
if not allow_odd_tail and q % lot and q != r:
|
||
q = (q // lot) * lot
|
||
# 若本次取整后剩下不足一手的尾巴, 并进本次一起出, 免得最后一天剩 30 股卡住
|
||
if 0 < r - q < lot:
|
||
q = r
|
||
return max(q, 0) if q > 0 else r
|
||
|
||
|
||
def slice_qty(quota: int, slices: int = 1, lot: int = LOT) -> list:
|
||
"""把当日配额切成 N 笔 (设计「分笔卖出配额」)。最后一笔兜底吃掉余数。"""
|
||
quota = max(0, int(quota or 0))
|
||
n = max(1, int(slices or 1))
|
||
if quota <= 0:
|
||
return []
|
||
if n == 1 or quota <= lot:
|
||
return [quota]
|
||
per = int(quota / n / lot) * lot
|
||
if per <= 0:
|
||
return [quota]
|
||
out = [per] * (n - 1)
|
||
out.append(quota - per * (n - 1))
|
||
return [q for q in out if q > 0]
|
||
|
||
|
||
def parse_bucket_times(raw) -> list:
|
||
""""11:30,14:00" → 升序的当日分钟数列表。空串或解析不出 = 不分桶 (旧行为)。
|
||
|
||
只收落在开收盘之间的时点; 去重排序, 保证桶序稳定。"""
|
||
out = set()
|
||
for part in str(raw or "").split(","):
|
||
part = part.strip()
|
||
if not part:
|
||
continue
|
||
try:
|
||
m = hm_to_min(part)
|
||
except (TypeError, ValueError):
|
||
continue
|
||
if OPEN_MIN < m < CLOSE_MIN:
|
||
out.add(m)
|
||
return sorted(out)
|
||
|
||
|
||
def _bucket_due(*, now_min: int, quota: int, fired: int, params: dict, eod_min: int):
|
||
"""卖出分桶收口 (2026-08-17 清仓择时改造): 已收口的桶累计应出量没跟上 → 补齐差额。
|
||
|
||
由来: 「现价不低于均价才卖」是只在强势时放行的条件, 而清仓多发生在弱势时。
|
||
下跌日这个条件全天不满足, 全部数量堆到 14:45 一笔打出 —— 冲击最大, 兜底限价
|
||
还追不上下跌。把日内切成几个时段桶, 每桶分一份当日配额: 桶内照旧择价 (价好
|
||
就提前多卖), 桶收口时无条件补齐该桶份额。跌日的强制完成由此分散到多个时点,
|
||
涨日的择价好处一点不丢。
|
||
|
||
口径三条: ① `PMS_SELL_BUCKET_TIMES` 留空 = 不分桶, 行为与改造前逐字一致;
|
||
② 最后一桶恒为 14:45 兜底 (它管收尾, 本函数只管中途的桶); ③ 补齐量向下取整
|
||
到一手 —— 部分减持必须整百 (规则闸会拦零股), 不足一手的差额留给下一桶或兜底。
|
||
"""
|
||
closes = [m for m in parse_bucket_times(params.get("sell_bucket_times")) if m < eod_min]
|
||
if not closes or int(quota or 0) <= 0:
|
||
return None
|
||
n = len(closes) + 1 # 兜底时点是最后一桶
|
||
passed = sum(1 for m in closes if now_min >= m)
|
||
if passed <= 0:
|
||
return None
|
||
due = int(int(quota) * passed / n)
|
||
short = due - int(fired or 0)
|
||
if short < LOT:
|
||
return None
|
||
qty = min(int(quota) - int(fired or 0), (short // LOT) * LOT)
|
||
if qty < LOT:
|
||
return None
|
||
return {"qty": qty,
|
||
"reason": f"分桶收口: 第 {passed}/{n} 桶已过 {_fmt(closes[passed - 1])}, "
|
||
f"累计应出 {due} 股、实出 {int(fired or 0)} 股, 补齐 {qty} 股"}
|
||
|
||
|
||
def quota_wait_reason(urgent: bool = False, is_last_day: bool = False) -> str:
|
||
"""left<=0 (可再投放为零) 这一句该怎么说 —— 同一个数, 两种完全相反的情形:
|
||
|
||
* 紧急单 / 窗口末日单: 「今日已投放量」按**在途量**算 (run_tick 走 _inflight_today),
|
||
于是 left=0 的含义是「该出的量全挂在券商、正等成交回来」, 并**不是**今天不再出手。
|
||
* 普通多日单: 「今日已投放量」按今日成交+在途算 (_consumed_today), left=0 才是真的
|
||
「当日节流到顶、今天不再补」。
|
||
|
||
行为两者一样 (都 ACT_WAIT), 但话必须分开 —— 2026-08-03/08-19 两次盘中都是盯着
|
||
「当日配额已出完」这一句反复排查, 真相却是单子正挂着等成交。措辞分开, 一眼看得出下场。"""
|
||
return "已全部在途, 等成交回来" if (urgent or is_last_day) else "当日配额已出完"
|
||
|
||
|
||
def hard_gate(*, side: str, now, day: dict, params: dict, is_last_day: bool,
|
||
is_command: bool, fired_today: int = 0, quota: int = 0,
|
||
urgent: bool = False):
|
||
"""事实性检查 (实现A/B 共用的前置)。命中返回决策 dict, 未命中返回 None。
|
||
|
||
包含: 无价/停牌/配额尽/非时段/一字板/买入不追高(当日涨幅)/14:45 兜底与「兜底后
|
||
不新开买单」。**不含**避开开盘 N 分钟与均价/回踩 —— 那些是各实现自己的规则。
|
||
卖出侧另有两条 PMS 自留地纪律 (2026-08-17, 实现A/B 一律生效): 紧急直通
|
||
(urgent=True 时不做择价博弈) 与分桶收口 (见 _bucket_due 的说明)。
|
||
|
||
与拆分前 decide() 的唯一语义差别: 卖出的 14:45 兜底现在排在「避开开盘 30 分钟」
|
||
之前判。两者只在 eod_force_time 被改到 10:00 之前这种病态配置下才会同时成立,
|
||
且真到那时也该是兜底赢 —— 强制完成这件事永远归 PMS 自己管。
|
||
|
||
**is_command 是必填的, 故意不给默认值** (2026-08-06): 漏传立刻 TypeError,
|
||
而不是悄悄按某一侧的口径走。它决定窗口末日要不要强制完成 —— 见下面买入分支的说明。
|
||
"""
|
||
now_min = hm_to_min(now)
|
||
price = float(day.get("price") or 0)
|
||
eod_min = hm_to_min(params.get("eod_force_time") or "14:45")
|
||
disc = float(params.get("eod_force_discount") or 0.998)
|
||
left = max(0, int(quota) - int(fired_today))
|
||
|
||
def out(action, reason, limit=None, forced=False):
|
||
return {"action": action, "qty_hint": left, "limit_price": limit,
|
||
"reason": reason, "forced": forced}
|
||
|
||
if price <= 0:
|
||
return out(ACT_SKIP, "取不到现价, 当日跳过")
|
||
if day.get("halted"):
|
||
return out(ACT_SKIP, "停牌, 当日跳过顺延")
|
||
if left <= 0:
|
||
return out(ACT_WAIT, quota_wait_reason(urgent, is_last_day))
|
||
if not in_session(now_min):
|
||
return out(ACT_WAIT, "非交易时段")
|
||
|
||
if side == "sell":
|
||
# **卖出侧不按命令/自主分岔, 一律兜底。** 这不是漏改, 是方向不同:
|
||
# 买入的强制完成是"多背一份风险", 卖出的强制完成是"少背一份风险"。
|
||
# 自主减仓 (保垫减仓、信号转来的清仓) 若也到期作废, 那是把该降的风险留在账上 ——
|
||
# 宁可买不上, 但不能卖不掉。减持方向不设门槛这条口径, 在这里同样成立。
|
||
if day.get("limit_down") and not is_last_day:
|
||
return out(ACT_SKIP, "跌停一字板, 当日跳过顺延")
|
||
if urgent:
|
||
# 紧急卖出直通 (2026-08-17): 一键清仓的方案注记本来就写着"紧急, 不做择时
|
||
# 优化", 高置信风控清仓同理 —— 但这个语义从前没传到执行层, 紧急清仓照样
|
||
# 避开开盘半小时、照样等均价。现在: 有价、在时段、有配额, 就出手。
|
||
# 限价用更激进的紧急系数, 且**不置 forced** —— 分片 TTL 到期撤掉重下,
|
||
# 每分钟按新现价重定限价, 下跌中追着走; 过了兜底时点才转 forced (挂到收盘)。
|
||
udisc = float(params.get("urgent_sell_discount") or 0.995)
|
||
return out(ACT_FIRE, f"紧急卖出直通: 限价 = 现价×{udisc}",
|
||
limit=round(price * udisc, 2), forced=(now_min >= eod_min))
|
||
if now_min >= eod_min:
|
||
return out(ACT_FIRE, f"{_fmt(eod_min)} 兜底: 限价 = 现价×{disc}",
|
||
limit=round(price * disc, 2), forced=True)
|
||
b = _bucket_due(now_min=now_min, quota=int(quota or 0),
|
||
fired=int(fired_today or 0), params=params, eod_min=eod_min)
|
||
if b is not None:
|
||
return {"action": ACT_FIRE, "qty_hint": b["qty"],
|
||
"limit_price": round(price * disc, 2),
|
||
"reason": b["reason"], "forced": False}
|
||
return None
|
||
|
||
if side == "buy":
|
||
if day.get("limit_up"):
|
||
return out(ACT_SKIP, "涨停一字板, 当日跳过顺延")
|
||
dayup = day.get("day_chg_from_open")
|
||
cap = float(params.get("buy_halt_dayup") or 0.05)
|
||
if dayup is not None and float(dayup) > cap:
|
||
return out(ACT_STOP, f"当日涨幅 {float(dayup):.2%} > {cap:.0%}, 停止买入 (不追高)")
|
||
premium = round(2 - disc, 4) # 买入兜底与卖出对称: 0.998 → 1.002
|
||
if now_min >= eod_min:
|
||
# 窗口末日的强制完成**只对命令驱动生效** (2026-08-06)。
|
||
#
|
||
# 由来: 2026-08-06 实机, 000063.SZ 那条建仓指令连日判「现价高于买入区间上沿,
|
||
# 不追」, 到窗口末日 14:46 照样按 现价×1.002 追进去 1700 股。那一笔是命令驱动的
|
||
# (用户下过「投这么多」的命令, 到期必须完成, 强制是对的), 但同一段代码等新建仓
|
||
# 上线就会作用在自主提议上 —— 系统自己挑的票, 连着三天判"不追", 第三天下午
|
||
# 无人值守地追进去, 与「可以接受买不上」那条原则直接冲突。
|
||
#
|
||
# 更要紧的是: window_verdict 早就把口径写死了 ——
|
||
# "PARTIAL" if is_command else "EXPIRED" (自主类窗口耗尽直接作废)
|
||
# 既然自主的到期就作废, 就不该在到期当天先被强制完成一遍。这两处本来是矛盾的,
|
||
# 这次是把它们对齐, 不是新增策略。
|
||
#
|
||
# 影响面要说破: 已有的 FILL / ADD / DCA 自主买单也跟着改 —— 它们从前也会在
|
||
# 末日强制完成, 现在到期作废。「回踩补足」在末日追高买本身就自相矛盾, 所以
|
||
# 这对它们同样是修正, 但确实是既有行为的改变。
|
||
if is_last_day and is_command:
|
||
return out(ACT_FIRE, f"窗口末日 {_fmt(eod_min)} 强制完成: 限价 = 现价×{premium}",
|
||
limit=round(price * premium, 2), forced=True)
|
||
if is_last_day:
|
||
return out(ACT_WAIT, f"窗口末日 {_fmt(eod_min)} 之后不追买 —— "
|
||
f"自主买入不做强制完成, 本条到期作废 (可以接受买不上)")
|
||
return out(ACT_WAIT, f"{_fmt(eod_min)} 后不新开买单, 顺延次日")
|
||
return None
|
||
|
||
return out(ACT_SKIP, f"方向 {side!r} 非法")
|
||
|
||
|
||
def decide(*, side: str, now, day: dict, params: dict, is_last_day: bool,
|
||
is_command: bool = True, fired_today: int = 0, quota: int = 0,
|
||
urgent: bool = False) -> dict:
|
||
"""实现B: 单条指令在「此刻」该不该出手 (= 硬闸 + 内置保守看法)。
|
||
|
||
day: {price, vwap, halted, limit_up, limit_down, day_chg_from_open, support}
|
||
params: {sell_avoid_open_min, buy_halt_dayup, eod_force_time, eod_force_discount}
|
||
返回 {"action", "qty_hint", "limit_price", "reason", "forced"}
|
||
|
||
is_command 默认 True (命令口径 = 2026-08-06 之前的行为), 只影响买入的窗口末日强制完成,
|
||
见 hard_gate 里那段说明。生产路径由 exec_advisor 从指令的 progress.is_command 显式传下来,
|
||
这里给默认值只是为了让既有单测与临时试算不必逐个改口径。
|
||
"""
|
||
h = hard_gate(side=side, now=now, day=day, params=params, is_last_day=is_last_day,
|
||
is_command=is_command, fired_today=fired_today, quota=quota,
|
||
urgent=urgent)
|
||
if h is not None:
|
||
return h
|
||
|
||
now_min = hm_to_min(now)
|
||
price = float(day.get("price") or 0)
|
||
vwap = float(day.get("vwap") or 0)
|
||
disc = float(params.get("eod_force_discount") or 0.998)
|
||
left = max(0, int(quota) - int(fired_today))
|
||
|
||
def out(action, reason, limit=None, forced=False):
|
||
return {"action": action, "qty_hint": left, "limit_price": limit,
|
||
"reason": reason, "forced": forced}
|
||
|
||
if side == "sell":
|
||
avoid = int(params.get("sell_avoid_open_min") or 30)
|
||
if now_min < OPEN_MIN + avoid:
|
||
return out(ACT_WAIT, f"避开开盘 {avoid} 分钟 (至 {_fmt(OPEN_MIN + avoid)})")
|
||
if vwap > 0 and price >= vwap:
|
||
return out(ACT_FIRE, f"现价 {price} ≥ 当日均价 {vwap}, 分笔卖出配额",
|
||
limit=round(price * disc, 2))
|
||
return out(ACT_WAIT, f"现价 {price} < 当日均价 {vwap or '—'}, 等更好的价")
|
||
|
||
premium = round(2 - disc, 4)
|
||
support = float(day.get("support") or 0)
|
||
if vwap > 0 and price <= vwap:
|
||
return out(ACT_FIRE, f"现价 {price} ≤ 当日均价 {vwap}, 买入配额",
|
||
limit=round(price * premium, 2))
|
||
if support > 0 and price <= support * 1.01:
|
||
return out(ACT_FIRE, f"现价 {price} 进入回踩带 (支撑 {support}), 买入配额",
|
||
limit=round(price * premium, 2))
|
||
return out(ACT_WAIT, f"现价 {price} > 当日均价 {vwap or '—'} 且未回踩, 等回调")
|
||
|
||
|
||
def apply_advice(*, side: str, day: dict, params: dict, advice: dict, left: int):
|
||
"""把决策系统的应答折算成与 decide() 同构的决策 (实现A的落地一跳)。
|
||
|
||
advice: {"verdict": FIRE|WAIT, "limit_price"?, "reason"?} —— 已过 hard_gate 才会走到这。
|
||
建议价通常是执行区间的边缘, 离现价百分之几属正常; 缺失/非法/偏离现价超过
|
||
advice_limit_band (默认 10%) 才视为异常数据, 按本地口径重定 (买 现价×premium /
|
||
卖 现价×disc) 并在 reason 里留痕 —— 限价最终要过出口表的参数校验, 离谱的建议价
|
||
与其被拒不如就地纠偏。verdict 无法识别返回 None, 由调用方退实现B。
|
||
"""
|
||
price = float(day.get("price") or 0)
|
||
disc = float(params.get("eod_force_discount") or 0.998)
|
||
premium = round(2 - disc, 4)
|
||
band = float(params.get("advice_limit_band") or 0.03)
|
||
v = str(advice.get("verdict") or "").strip().upper()
|
||
reason = f"[实现A] {advice.get('reason') or '决策系统未给理由'}"
|
||
|
||
if v == "WAIT":
|
||
return {"action": ACT_WAIT, "qty_hint": left, "limit_price": None,
|
||
"reason": reason, "forced": False}
|
||
if v == "FIRE":
|
||
fallback = round(price * (premium if side == "buy" else disc), 2)
|
||
try:
|
||
limit = float(advice.get("limit_price") or 0)
|
||
except (TypeError, ValueError):
|
||
limit = 0.0
|
||
if limit <= 0:
|
||
limit = fallback
|
||
elif price > 0 and abs(limit / price - 1) > band:
|
||
reason += f" (建议价 {limit} 偏离现价超 {band:.0%}, 按本地口径 {fallback})"
|
||
limit = fallback
|
||
return {"action": ACT_FIRE, "qty_hint": left, "limit_price": round(limit, 2),
|
||
"reason": reason, "forced": False}
|
||
return None
|
||
|
||
|
||
def _fmt(m: int) -> str:
|
||
return f"{m // 60:02d}:{m % 60:02d}"
|
||
|
||
|
||
def add_trade_minutes(start_min: int, minutes: int) -> int:
|
||
"""从 start_min 起推进 N 个「有效交易分钟」, 返回当日分钟数 (收盘封顶)。
|
||
|
||
午休 11:30~13:00 不计入 —— 挂单在午休不撮合, 把这 90 分钟算进有效期
|
||
等于凭空把有效期砍掉一大截。11:25 下的单给 10 分钟, 应该活到 13:05,
|
||
而不是 11:35 就被撤掉。
|
||
"""
|
||
m = max(int(start_min), OPEN_MIN)
|
||
left = max(0, int(minutes))
|
||
if LUNCH_START < m < LUNCH_END: # 起点落在午休里, 从下午开盘算
|
||
m = LUNCH_END
|
||
if m <= LUNCH_START and m + left > LUNCH_START:
|
||
left -= (LUNCH_START - m) # 用掉上午剩余部分
|
||
m = LUNCH_END
|
||
return min(m + left, CLOSE_MIN)
|
||
|
||
|
||
def slice_deadline(now, *, ttl_min: int = 10, forced: bool = False) -> int:
|
||
"""单个下发分片的有效期截止 (当日分钟数)。下游到点未成交即自动撤单。
|
||
|
||
普通分片只给 ttl_min 个交易分钟: run_tick 每分钟重评一次, 撤掉重下比挂着更好
|
||
—— 限价是按下发那一刻的价算的, 挂久了价已经不是那个价, 还白占可用资金/持仓。
|
||
兜底单 (14:45 之后的 forced) 直接给到收盘: 那是「今天必须走掉」的单, 不能被
|
||
TTL 撤回来。
|
||
"""
|
||
if forced:
|
||
return CLOSE_MIN
|
||
return add_trade_minutes(hm_to_min(now), ttl_min)
|
||
|
||
|
||
def window_verdict(*, remaining_qty: int, tdays_left: int, is_command: bool,
|
||
side: str = None) -> dict:
|
||
"""窗口耗尽时的收口 (设计 §8 末句)。
|
||
|
||
还有剩余且窗口已尽 → 命令置「部分完成」并告警; 命令类保留人工兜底提示,
|
||
自主类**买入**直接作废。
|
||
|
||
自主类**卖出不作废** (2026-08-17): 信号转来的清仓、保垫减仓若窗口耗尽就
|
||
作废, 是把该降的风险留在账上 —— 与 hard_gate 卖出分支"宁可买不上, 不能
|
||
卖不掉"是同一条口径, 这里把它从日内兜底延伸到跨日收口。指令保持在途并
|
||
告警, 之后每天都按"末日"节奏出手 (配额 = 全部剩余 + 14:45 兜底), 直到
|
||
卖完或人工撤销。side 不传时沿用旧口径 (兼容既有调用与单测)。
|
||
"""
|
||
if int(remaining_qty or 0) <= 0:
|
||
return {"verdict": "DONE", "note": "已足额完成"}
|
||
if int(tdays_left or 0) > 0:
|
||
return {"verdict": "RUNNING", "note": f"窗口内剩余 {tdays_left} 交易日"}
|
||
if not is_command and str(side or "").lower() == "sell":
|
||
return {"verdict": "PARTIAL",
|
||
"note": f"窗口耗尽仍剩 {remaining_qty} 股 —— 卖出指令不作废, "
|
||
f"继续按末日节奏出手并告警; 请关注可卖量、停牌与跌停状态, "
|
||
f"不想再卖请人工撤销该指令"}
|
||
return {"verdict": "PARTIAL" if is_command else "EXPIRED",
|
||
"note": f"窗口耗尽仍剩 {remaining_qty} 股 —— "
|
||
+ ("命令置部分完成并告警, 请在页面决定顺延或人工完成"
|
||
if is_command else "自主指令作废")}
|