dev 4

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)
 }