13:25之後用漲跌停價格反向出場

clear_all.py

def clear_all():
    """13:25之後用漲跌停價格反向出場"""
    #只處理今天新增的現股 (現股當沖、不含興櫃)
    pnls = [one for one in api.list_positions() if abs(one.quantity) - one.yd_quantity!=0]
    for one_pnl in pnls:
        contract = api.Contracts.Stocks[one_pnl.code]
        if contract == None:
            print(f"無此商品 {one_pnl.code}")
            continue
        action = "Buy"
        price = contract.limit_up
        if one_pnl.direction=='Buy':
            action = "Sell"
            price = contract.limit_down
        quantity = abs(one_pnl.quantity) - one_pnl.yd_quantity
        if quantity > 0 and contract.exchange!="OES":
            order = api.Order(price=price, quantity=quantity, action=action, price_type="LMT", order_type="ROD", order_lot="Common",first_sell="false")
            for _ in range(0,quantity // 499):
                order.quantity = 499
                api.place_order(api.Contracts.Stocks[one_pnl.code],order)
                print(f"{one_pnl.code} {[pnl.pnl for pnl in pnls if pnl.code==one_pnl.code]} {order.action.value} {order.quantity} 張 {order.price} 元")
            left = quantity % 499
            if left > 0:
                order.quantity = left
                api.place_order(api.Contracts.Stocks[one_pnl.code],order)
                print(f"{one_pnl.code} {[pnl.pnl for pnl in pnls if pnl.code==one_pnl.code]} {order.action.value} {order.quantity} 張 {order.price} 元")