求大神帮忙国金QMT编的一个策略，没有反应，请高手指教

制一个全新的策略程序代码，直接修改完整写出来，直接能在国金QMT软件导入策略在实盘使用，新策略的逻辑如下： 从通达信板块同步板块指数成分股，路径D:\国金证券\T0002\blocknew\BKHTD.blk 选股逻辑: 1、选出同步过来所有板块的成分股 ，从成分股选出满足条件大于均线20的个股，并且返回（最好自动同步）到通达信自建的候选池目录

encoding:gbk

version = '1.0.0' author = '量化策略' date = '2025-06-07' description = '板块成分股20日均线选股策略' warning = '策略代码仅供研究使用，请勿外传'

import os import time import numpy as np import MyTT as mt from datetime import datetime

常量定义

TDX_BLOCK_PATH = r"D:\国金证券\T0002\blocknew\BKHTD.blk" # 通达信板块文件路径 CANDIDATE_POOL = "候选池" # 自建候选池名称 LOG_PATH = r"C:\QMT_LOG" # 日志路径

class BlockSelector: def init(self, context): self.context = context self.logger = self.init_logger() self.last_sync_time = 0 # 上次同步时间戳

def init_logger(self):
    """初始化日志系统"""
    if not os.path.exists(LOG_PATH):
        os.makedirs(LOG_PATH)
    log_file = os.path.join(LOG_PATH, f"block_selector_{datetime.today().strftime('%Y%m%d')}.log")
    return open(log_file, 'a', encoding='gbk')

def log(self, message):
    """记录日志"""
    timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
    log_msg = f"{timestamp} - {message}\n"
    self.logger.write(log_msg)
    self.logger.flush()
    print(log_msg.strip())  # 控制台输出

def read_block_file(self):
    """读取通达信板块文件"""
    if not os.path.exists(TDX_BLOCK_PATH):
        self.log(f"错误：板块文件不存在 {TDX_BLOCK_PATH}")
        return []

    try:
        with open(TDX_BLOCK_PATH, 'r', encoding='gbk') as f:
            stock_codes = [line.strip() for line in f if line.strip()]
            return list(set(stock_codes))  # 去重
    except Exception as e:
        self.log(f"读取板块文件失败: {str(e)}")
        return []

def convert_to_qmt_format(self, tdx_code):
    """将通达信代码转换为QMT格式"""
    if tdx_code.startswith('6'):
        return f"{tdx_code}.SH"
    elif tdx_code.startswith(('0', '3')):
        return f"{tdx_code}.SZ"
    elif tdx_code.startswith('4'):
        return f"{tdx_code}.BJ"
    else:
        self.log(f"未知股票代码格式: {tdx_code}")
        return None

def calculate_ma20(self, stock_code):
    """计算20日均线"""
    try:
        # 获取最近21个交易日的收盘价
        data = self.context.get_market_data_ex(
            fields=['close'],
            stock_code=[stock_code],
            period='1d',
            count=21,
            dividend_type='front'
        ).get(stock_code, None)

        if data is None or len(data) < 20:
            self.log(f"{stock_code} 数据不足，无法计算20日均线")
            return None, None

        closes = np.array(data['close'])
        ma20 = mt.MA(closes, 20)[-1]  # 最新20日均线值
        last_close = closes[-1]  # 最新收盘价

        return last_close, ma20
    except Exception as e:
        self.log(f"计算20日均线出错 {stock_code}: {str(e)}")
        return None, None

def sync_blocks(self):
    """同步板块成分股"""
    current_time = time.time()
    if current_time - self.last_sync_time < 300:  # 5分钟内不重复同步
        return

    self.log("开始同步板块成分股...")
    tdx_codes = self.read_block_file()
    if not tdx_codes:
        self.log("未获取到板块成分股")
        return

    # 创建候选池（如果不存在）
    create_sector('我的', CANDIDATE_POOL, True)

    # 清空候选池
    existing_stocks = get_stock_list_by_sector(CANDIDATE_POOL)
    for stock in existing_stocks:
        remove_stock_from_sector(CANDIDATE_POOL, stock)

    qualified_stocks = []
    for tdx_code in tdx_codes:
        qmt_code = self.convert_to_qmt_format(tdx_code)
        if not qmt_code:
            continue

        last_close, ma20 = self.calculate_ma20(qmt_code)
        if last_close is None or ma20 is None:
            continue

        # 判断是否满足条件：收盘价大于20日均线
        if last_close > ma20:
            add_stock_to_sector(CANDIDATE_POOL, qmt_code)
            qualified_stocks.append(qmt_code)
            self.log(f"添加 {qmt_code} 到候选池 | 收盘价:{last_close:.2f} > 20日均线:{ma20:.2f}")

    self.log(f"同步完成! 共处理 {len(tdx_codes)} 只股票, 满足条件 {len(qualified_stocks)} 只")
    self.last_sync_time = current_time

def close(self):
    """关闭资源"""
    if self.logger:
        self.logger.close()

def init(ContextInfo):

创建策略实例

ContextInfo.selector = BlockSelector(ContextInfo)

# 设置定时任务：开盘前同步一次，盘中每小时同步一次
today = datetime.today().strftime("%Y-%m-%d")
ContextInfo.run_time("before_market_open", "", f"{today} 08:50:00")
ContextInfo.run_time("market_hour_sync", "60m", f"{today} 10:00:00")

ContextInfo.selector.log("策略初始化完成")

def before_market_open(ContextInfo): """开盘前任务""" ContextInfo.selector.log("开盘前同步板块成分股") ContextInfo.selector.sync_blocks()

def market_hour_sync(ContextInfo): """盘中定时同步""" if not ContextInfo.is_trading_time(): # 非交易时间不执行 return

ContextInfo.selector.log("盘中定时同步板块成分股")
ContextInfo.selector.sync_blocks()

def handlebar(ContextInfo): """K线处理函数""" pass # 本策略不需要处理K线

def exit(ContextInfo): """策略退出时清理资源""" ContextInfo.selector.log("策略退出") ContextInfo.selector.close()