dev 4

2026-08-26 02:10:05 +08:00
parent f14423418a
commit 550fdbf016
11 changed files with 140 additions and 177 deletions
--- a/go-client/apps/zt/logic/boot.go
+++ b/go-client/apps/zt/logic/boot.go
@@ -4,6 +4,7 @@ import (
 	"context"
 	"fmt"
 	"log"
+	"slices"
 	"strings"
 	"time"

@@ -42,83 +43,53 @@ func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, signals
 	if !libs.TradingTime(time.Now()) {
 		return
 	}
-	// 每轮先消费 QMT 回写，终态订单会立即释放本地委托锁。
-	books.readReceipts()
-	roundCtx, cancel := context.WithTimeout(ctx, config.HttpTimeOut*4)
-	defer cancel()

-	assets, err := client.Assets(roundCtx)
+	// 1 取消过期订单
+	books.CancelExpired(ctx, client)
+
+	// 2 验证可用资金
+	assets, err := client.Assets(ctx)
 	if err != nil {
 		logf("ERROR", "获取资产失败: %v", err)
 		return
 	}
-	positions, err := client.Positions(roundCtx)
+	if assets.Available < assets.Total*config.Account.MinCashRatio {
+		logf("INFO", "资金总闸：可用金额太少，禁止开新仓")
+		return
+	}
+
+	// 3 获取大盘状态
+	IsAllow := libs.MarketAllowOpen()
+
+	// 4 获取持仓
+	var allCodes []string
+	pos_codes, positions, err := client.Positions(ctx)
 	if err != nil {
 		logf("ERROR", "获取持仓失败: %v", err)
 		return
 	}
+	allCodes = append(allCodes, pos_codes...)

-	seen := map[string]struct{}{}
-	stockList := make([]string, 0, len(signals.Data)+len(positions))
-	addCode := func(code string) {
-		if code == "" {
-			return
+	// 5 验证有效开仓信号
+	allowOpen := make([]libs.SignalItem, 0)
+	for code, item := range signals.Data {
+		if !slices.Contains(pos_codes, code) {
+			allowOpen = append(allowOpen, item)
 		}
-		if _, ok := seen[code]; ok {
-			return
-		}
-		seen[code] = struct{}{}
-		stockList = append(stockList, code)
-	}
-	for code := range signals.Data {
-		addCode(code)
-	}
-	for _, p := range positions {
-		addCode(p.StockCode)
 	}

-	ticks := map[string]sdk.Tick{}
-	if len(stockList) > 0 {
-		raw, err := client.FullTick(roundCtx, stockList)
-		if err != nil {
-			logf("ERROR", "获取行情失败: %v", err)
-			return
-		}
-		for code, tick := range raw {
-			ticks[code] = tick
-		}
-	}
-	runRound(roundCtx, client, books, assets, ticks, positions, signals.Data)
-}
-
-func runRound(ctx context.Context, client *sdk.Client, books *OrderBook, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position, signals map[string]libs.SignalItem) {
-	if !books.cancelExpired(ctx, client) {
-		logf("ERROR", "[ZT] 委托查询失败，本轮跳过")
-		return
-	}
-	buys, sells, ok := books.activeSets(ctx, client)
-	if !ok {
+	// 6 获取行情tick
+	ticks, err := client.FullTick(ctx, allCodes)
+	if err != nil {
+		logf("ERROR", "获取行情失败: %v", err)
 		return
 	}

-	hold := positionCodes(positions)
-	openSignals := map[string]libs.SignalItem{}
-	for code, signal := range signals {
-		if _, held := hold[code]; held {
-			continue
-		}
-		openSignals[code] = signal
+	// 7 执行开仓:有开仓信号 && 大盘指数允许开仓
+	if len(allowOpen) > 0 && IsAllow {
+		openSignal(client, books, ticks, allowOpen)
 	}
-	for code := range buys {
-		delete(openSignals, code)
-	}
-	marketOK := libs.AllowOpen()
-	buyBudget := 0.0
-	if assets != nil {
-		buyBudget = assets.Available - assets.Total*config.Account.MinCashRatio
-	}
-	if len(openSignals) > 0 {
-		openSignal(ctx, client, books, ticks, openSignals, marketOK, &buyBudget)
-	}
-	managePositions(ctx, client, books, ticks, positions, buys, sells, marketOK, &buyBudget)
+
+	// 8 持仓计算
+	managePositions(client, books, ticks, positions, IsAllow)
 }
--- a/go-client/apps/zt/logic/dip.go
+++ b/go-client/apps/zt/logic/dip.go
@@ -0,0 +1,55 @@
+package logic
+
+import (
+	"big-qmt/go-client/config"
+	"sync"
+	"time"
+)
+
+type dipWatch struct {
+	LastClose float64
+	ExpiresAt time.Time
+}
+
+var openDip = struct {
+	mu    sync.Mutex
+	store map[string]dipWatch
+}{store: map[string]dipWatch{}}
+
+var posDip = struct {
+	mu    sync.Mutex
+	store map[string]dipWatch
+}{store: map[string]dipWatch{}}
+
+func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, tag, code string, price float64) bool {
+	if price <= 0 {
+		return false
+	}
+	mu.Lock()
+	defer mu.Unlock()
+	now := time.Now()
+	watch, ok := store[code]
+	if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
+		store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)}
+		logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
+		return false
+	}
+	if price < watch.LastClose {
+		watch.LastClose = price
+		watch.ExpiresAt = now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)
+		store[code] = watch
+		logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
+		return false
+	}
+	rebound := (price - watch.LastClose) / watch.LastClose * 100
+	if rebound <= 0 {
+		return false
+	}
+	if rebound < config.Account.ReboundThreshold {
+		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, config.Account.ReboundThreshold)
+		return false
+	}
+	delete(store, code)
+	logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
+	return true
+}
--- a/go-client/apps/zt/logic/open.go
+++ b/go-client/apps/zt/logic/open.go
@@ -1,114 +1,38 @@
 package logic

 import (
-	"context"
-	"math"
-	"sync"
-	"time"
-
 	"big-qmt/go-client/config"
 	"big-qmt/go-client/libs"
 	"big-qmt/go-client/sdk"
 )

-type dipWatch struct {
-	LastClose float64
-	ExpiresAt time.Time
-}
-
-var openDip = struct {
-	mu    sync.Mutex
-	store map[string]dipWatch
-}{store: map[string]dipWatch{}}
-
-func openSignal(ctx context.Context, client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, openSignals map[string]libs.SignalItem, marketOK bool, buyBudget *float64) {
-	if !marketOK {
-		return
-	}
-	if buyBudget == nil || *buyBudget <= 0 {
-		return
-	}
+func openSignal(client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, openSignals []libs.SignalItem) {
 	state := getState()
 	if state.LoadError != "" {
 		logf("ERROR", "[ZT][开仓] 状态文件异常，禁止新开仓: %s", state.LoadError)
 		return
 	}
-	for code := range openSignals {
-		if code == "" {
-			logf("ERROR", "[ZT][开仓] 无效股票代码")
+	for _, item := range openSignals {
+		if state.Get(item.Code) != nil {
 			continue
 		}
-		if state.Get(code) != nil {
-			continue
-		}
-		price := ticks[code].LastPrice
+		price := ticks[item.Code].LastPrice
 		if price <= 0 {
 			continue
 		}
-		if !dipTriggered(&openDip.mu, openDip.store, "开仓", code, price) {
+		if !dipTriggered(&openDip.mu, openDip.store, "开仓", item.Code, price) {
 			continue
 		}
-		volume := calcBuyVolume(price, config.Account.BuyValue)
+		volume := libs.CalcBuyVolume(price, config.Account.BuyValue)
 		if volume <= 0 {
 			continue
 		}
-		estimated := price * float64(volume)
-		if estimated > *buyBudget {
-			logf("INFO", "[ZT][开仓] %s 可用买入预算不足，需要=%.2f 剩余=%.2f", code, estimated, *buyBudget)
-			continue
-		}
 		orderID := newOrderTag("base")
-		if !books.place(ctx, client, sideBuy, code, volume, orderID) {
+		if !books.place(ctx, client, sideBuy, item.Code, volume, orderID) {
 			continue
 		}
-		setPending(state.Ensure(code), pendingBaseOpening, orderID)
-		*buyBudget -= estimated
+		setPending(state.Ensure(item.Code), pendingBaseOpening, orderID)
 		state.Save()
-		logf("INFO", "[ZT][开仓] %s 买入 %d 股", code, volume)
+		logf("INFO", "[ZT][开仓] %s 买入 %d 股", item.Code, volume)
 	}
 }
-
-func calcBuyVolume(price, buyValue float64) int {
-	if price <= 0 || buyValue <= 0 {
-		return 0
-	}
-	// 不足一手时仍按最低一手委托。
-	hands := int(math.Floor(buyValue / (price * 100)))
-	if hands == 0 {
-		hands = 1
-	}
-	return hands * 100
-}
-
-func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, tag, code string, price float64) bool {
-	if price <= 0 {
-		return false
-	}
-	mu.Lock()
-	defer mu.Unlock()
-	now := time.Now()
-	watch, ok := store[code]
-	if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
-		store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)}
-		logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
-		return false
-	}
-	if price < watch.LastClose {
-		watch.LastClose = price
-		watch.ExpiresAt = now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)
-		store[code] = watch
-		logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
-		return false
-	}
-	rebound := (price - watch.LastClose) / watch.LastClose * 100
-	if rebound <= 0 {
-		return false
-	}
-	if rebound < config.Account.ReboundThreshold {
-		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, config.Account.ReboundThreshold)
-		return false
-	}
-	delete(store, code)
-	logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
-	return true
-}
--- a/go-client/apps/zt/logic/order.go
+++ b/go-client/apps/zt/logic/order.go
@@ -178,7 +178,7 @@ func (o *OrderBook) activeSets(ctx context.Context, client *sdk.Client) (buys, s
 	return buys, sells, true
 }

-func (o *OrderBook) cancelExpired(ctx context.Context, client *sdk.Client) bool {
+func (o *OrderBook) CancelExpired(ctx context.Context, client *sdk.Client) bool {
 	o.invalidate()
 	orders, err := o.query(ctx, client)
 	if err != nil {
--- a/go-client/apps/zt/logic/positions.go
+++ b/go-client/apps/zt/logic/positions.go
@@ -9,31 +9,12 @@ import (
 	"big-qmt/go-client/sdk"
 )

-var posDip = struct {
-	mu    sync.Mutex
-	store map[string]dipWatch
-}{store: map[string]dipWatch{}}
-
 var peakMu sync.Mutex
 var peakGrids = map[string]int{}

 func peakKey(code, leg string) string { return code + "|" + leg }

-func positionCodes(positions []sdk.Position) map[string]struct{} {
-	out := map[string]struct{}{}
-	for _, p := range positions {
-		if p.Volume <= 0 {
-			continue
-		}
-		code := p.StockCode
-		if code != "" {
-			out[code] = struct{}{}
-		}
-	}
-	return out
-}
-
-func managePositions(ctx context.Context, client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, positions []sdk.Position, buys, sells map[string]struct{}, marketOK bool, buyBudget *float64) {
+func managePositions(client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool) {
 	if positions == nil {
 		logf("ERROR", "[ZT][持仓] 持仓查询失败，本轮跳过")
 		return