解决了不同交易所的问题

Lib/Options/deep_itm_bull_spread_strategy.py

@@ -112,11 +112,21 @@ class DeepITMBullSpreadStrategy:
         """获取指定月份的期权合约信息"""
         underlying_code = self.get_underlying_code()
         
+        # 根据标的ETF代码动态确定交易所代码
+        if underlying_code in ['510050', '510300']:
+            exchange_code = 'XSHG'  # 上海交易所
+        elif underlying_code in ['159915']:
+            exchange_code = 'XSHE'  # 深圳交易所
+        else:
+            exchange_code = 'XSHG'  # 默认上海交易所
+        
+        print(f"  期权筛选: 标的代码={underlying_code}, 交易所={exchange_code}")
+        
         # 基于自然月份计算期权筛选范围
         query_date = trade_date.date() if hasattr(trade_date, 'date') else trade_date
         current_year = query_date.year
         current_month = query_date.month
-        # print(f"  期权筛选调试: month_idx={month_idx}, query_date={query_date}, 当前年月={current_year}-{current_month:02d}")
+        print(f"  期权筛选调试: month_idx={month_idx}, query_date={query_date}, 当前年月={current_year}-{current_month:02d}")
         
         # 计算目标月份
         if month_idx == 0:
@@ -156,7 +166,7 @@ class DeepITMBullSpreadStrategy:
                   opt.OPT_CONTRACT_INFO.list_date
                  ).filter(
                      opt.OPT_CONTRACT_INFO.contract_type == contract_type,
-            opt.OPT_CONTRACT_INFO.exchange_code == 'XSHG',
+            opt.OPT_CONTRACT_INFO.exchange_code == exchange_code,
             opt.OPT_CONTRACT_INFO.last_trade_date >= start_date,
             opt.OPT_CONTRACT_INFO.last_trade_date <= end_date,
             opt.OPT_CONTRACT_INFO.list_date < query_date
@@ -182,6 +192,7 @@ class DeepITMBullSpreadStrategy:
         
         # 获取期权合约信息
         contract_info = self.get_option_contracts(trade_date, month_idx, 'CO')
+        # print(f"contract_info: {contract_info}")
         
         if contract_info.empty:
             failure_reason = "无可用认购期权合约"
@@ -250,8 +261,8 @@ class DeepITMBullSpreadStrategy:
                 }
                 candidates.append(candidate)
                 
-                # if not silent:
-                #     print(f"    行权价 {contract['exercise_price']:.3f}: 期权价格 {option_price:.4f}, 剩余天数 {days_to_expiry}")
+                if not silent:
+                    print(f"    行权价 {contract['exercise_price']:.3f}: 期权价格 {option_price:.4f}, 剩余天数 {days_to_expiry}")
                     
             except Exception as e:
                 price_error_count += 1
@@ -462,8 +473,6 @@ class DeepITMBullSpreadStrategy:
         
         return buy_call, sell_call, None
     
-
-    
     def calculate_bull_spread_profit(self, buy_call, sell_call, contract_size=None):
         """计算牛差组合的盈利情况"""
         if contract_size is None:
@@ -494,6 +503,7 @@ class DeepITMBullSpreadStrategy:
         
         # 安全获取合约数量
         contract_size = self.get_safe_contract_size()
+        print(f"合约数量: {contract_size}")
         
         # 计算盈利信息
         profit_info = self.calculate_bull_spread_profit(buy_call, sell_call, contract_size)
@@ -1264,8 +1274,8 @@ class StrategyConfig:
     def __init__(self):
         # ETF标的配置字典
         self.etf_symbols = {
-            '50ETF': '510050.XSHG',    # 上证50ETF
-            '300ETF': '510300.XSHG',   # 沪深300ETF
+            # '50ETF': '510050.XSHG',    # 上证50ETF
+            # '300ETF': '510300.XSHG',   # 沪深300ETF
             '创业板ETF': '159915.XSHE'    # 创业板ETF
         }