refactor(zt): update state and watch management
This commit is contained in:
@@ -4,225 +4,149 @@ import (
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"encoding/json"
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"fmt"
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"os"
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"path/filepath"
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"path"
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"slices"
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"sync"
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"big-qmt/go-client/config"
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"big-qmt/go-client/sdk"
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)
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const (
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pendingNone = ""
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pendingBaseOpening = "base_opening"
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pendingAdd = "add"
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pendingSellAdd = "sell_add"
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pendingSellBase = "sell_base"
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)
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type SymbolState struct {
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Code string `json:"code"`
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BaseQty int `json:"base_qty"`
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BaseCost float64 `json:"base_cost"`
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AddQty int `json:"add_qty"`
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AddCost float64 `json:"add_cost"`
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Pending string `json:"pending"`
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PendingOrderID string `json:"pending_order_id,omitempty"`
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OrderStatus string `json:"order_status,omitempty"`
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}
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func setPending(item *SymbolState, pending, orderID string) {
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item.Pending = pending
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item.PendingOrderID = orderID
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item.OrderStatus = "submitted"
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}
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func clearPending(item *SymbolState) {
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item.Pending = pendingNone
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item.PendingOrderID = ""
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item.OrderStatus = ""
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}
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type filePayload struct {
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Version int `json:"version"`
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Data map[string]any `json:"data"`
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}
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type ZTState struct {
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path string
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Items map[string]*SymbolState
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LoadError string
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fresh bool
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mu sync.Mutex
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}
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var (
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statesMu sync.Mutex
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states = map[string]*ZTState{}
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StatusNone = ""
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StatusIng = "ING" // 处理中
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StatusOk = "OK" // 成功
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QuantState *State
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)
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// BootstrapState 在状态文件首次不存在时，将启动前已有持仓登记为底仓。
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func BootstrapState(positions []sdk.Position) {
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state := getState()
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if !state.Fresh() {
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return
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type State struct {
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AbsPath string
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mu sync.Mutex
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Items map[string]*StateItem
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Codes []string
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}
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type StateItem struct {
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Code string `json:"code"`
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BaseOrderId string `json:"base_order_id"`
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BaseQty int `json:"base_qty"`
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BaseCost float64 `json:"base_cost"`
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BaseStatus string `json:"base_status,omitempty"`
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AddedOrderId string `json:"added_order_id"`
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AddedNum int `json:"add_num"`
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AddedQty int `json:"add_qty"`
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AddedCost float64 `json:"add_cost"`
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AddedStatus string `json:"added_status,omitempty"`
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}
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func InitState(sn string) error {
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absPath := path.Join(config.Global.QMTDataDir, fmt.Sprintf("%s_%s_state.json", sn, config.Account.AccountID))
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items, err := loadStateFile(absPath)
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if err != nil {
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return err
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}
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var codes []string
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for code, _ := range items {
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codes = append(codes, code)
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}
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QuantState = &State{
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AbsPath: absPath,
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Items: items,
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Codes: codes,
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}
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return nil
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}
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func loadStateFile(fp string) (map[string]*StateItem, error) {
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raw, err := os.ReadFile(fp)
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if err != nil {
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return nil, fmt.Errorf("[状态] 读取失败: %v", err)
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}
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var items map[string]*StateItem
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if err := json.Unmarshal(raw, &items); err != nil {
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return nil, fmt.Errorf("[状态] 解析失败：%s", err)
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}
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return items, nil
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}
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func SyncPositions(positions []sdk.Position) error {
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for _, pos := range positions {
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code := pos.StockCode
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if code == "" || pos.Volume <= 0 || pos.OpenPrice <= 0 {
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continue
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}
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item := state.Ensure(code)
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item.BaseQty, item.BaseCost = pos.Volume, pos.OpenPrice
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logf("WARNING", "[ZT][状态] %s 首次接管为底仓 数量=%d 成本=%.2f", code, pos.Volume, pos.OpenPrice)
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}
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state.completeBootstrap()
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state.Save()
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}
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func getState() *ZTState {
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statesMu.Lock()
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defer statesMu.Unlock()
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accountID := config.Account.AccountID
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if s, ok := states[accountID]; ok {
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return s
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}
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s := loadZTState(config.Global.QMTDataDir, accountID)
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states[accountID] = s
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return s
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}
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func loadZTState(dataDir, accountID string) *ZTState {
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st := &ZTState{
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path: filepath.Join(dataDir, fmt.Sprintf("zt_%s_state.json", accountID)),
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Items: map[string]*SymbolState{},
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}
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raw, err := os.ReadFile(st.path)
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if err != nil {
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if os.IsNotExist(err) {
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st.fresh = true
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return st
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}
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st.LoadError = err.Error()
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logf("ERROR", "[ZT][状态] 读取状态文件失败: %v", err)
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return st
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}
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var payload filePayload
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if err := json.Unmarshal(raw, &payload); err != nil || payload.Version != 1 {
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st.LoadError = "状态文件版本无效"
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logf("ERROR", "[ZT][状态] %s", st.LoadError)
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return st
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}
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data := payload.Data
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if data == nil {
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st.LoadError = "状态文件内容无效"
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logf("ERROR", "[ZT][状态] %s", st.LoadError)
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return st
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}
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symbolsAny, _ := data["symbols"]
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symbols, _ := symbolsAny.(map[string]any)
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if symbols == nil {
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if _, ok := data["code"]; ok {
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symbols = map[string]any{}
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} else {
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symbols = data
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if !slices.Contains(QuantState.Codes, code) {
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item := &StateItem{
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Code: code,
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BaseQty: pos.Volume,
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BaseCost: pos.OpenPrice,
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BaseStatus: StatusOk,
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}
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QuantState.Append(item)
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logf("WARNING", "[状态] %s 首次接管为底仓 数量=%d 成本=%.2f", code, pos.Volume, pos.OpenPrice)
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}
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}
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for code, value := range symbols {
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m, ok := value.(map[string]any)
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if !ok {
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continue
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}
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item := &SymbolState{Code: code}
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b, _ := json.Marshal(m)
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_ = json.Unmarshal(b, item)
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item.Code = code
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st.Items[code] = item
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return QuantState.Save()
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}
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func (s *State) Append(i *StateItem) {
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s.mu.Lock()
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defer s.mu.Unlock()
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s.Items[i.Code] = i
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s.Codes = append(s.Codes, i.Code)
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}
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func (s *State) Get(code string) (*StateItem, error) {
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s.mu.Lock()
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defer s.mu.Unlock()
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if i, ok := s.Items[code]; ok {
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return i, nil
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} else {
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return nil, fmt.Errorf("%s not found.", code)
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}
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return st
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}
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func (s *ZTState) Fresh() bool {
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func (s *State) Set(i *StateItem) {
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s.mu.Lock()
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defer s.mu.Unlock()
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return s.fresh
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}
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func (s *ZTState) completeBootstrap() {
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s.mu.Lock()
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defer s.mu.Unlock()
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s.fresh = false
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}
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func (s *ZTState) Get(code string) *SymbolState {
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s.mu.Lock()
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defer s.mu.Unlock()
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return s.Items[code]
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}
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func (s *ZTState) Ensure(code string) *SymbolState {
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s.mu.Lock()
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defer s.mu.Unlock()
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if item, ok := s.Items[code]; ok {
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return item
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if _, ok := s.Items[i.Code]; !ok {
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s.Codes = append(s.Codes, i.Code)
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}
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item := &SymbolState{Code: code}
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s.Items[code] = item
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return item
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s.Items[i.Code] = i
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}
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func (s *ZTState) Remove(code string) {
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func (s *State) Delete(code string) {
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s.mu.Lock()
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defer s.mu.Unlock()
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delete(s.Items, code)
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if index := slices.Index(s.Codes, code); index >= 0 {
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s.Codes = slices.Delete(s.Codes, index, index+1)
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}
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}
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func (s *ZTState) Codes() []string {
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func (s *State) Save() error {
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s.mu.Lock()
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defer s.mu.Unlock()
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out := make([]string, 0, len(s.Items))
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for code := range s.Items {
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out = append(out, code)
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}
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return out
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}
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func (s *ZTState) Save() {
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s.mu.Lock()
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defer s.mu.Unlock()
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if s.LoadError != "" {
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return
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}
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if err := s.saveUnlocked(); err != nil {
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s.LoadError = err.Error()
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logf("ERROR", "[ZT][状态] 保存失败: %v", err)
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return
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}
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}
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func (s *ZTState) saveUnlocked() error {
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symbols := map[string]any{}
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for code, item := range s.Items {
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symbols[code] = item
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}
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payload := filePayload{Version: 1, Data: map[string]any{"symbols": symbols}}
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raw, err := json.Marshal(payload)
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// 写入AbsPath文件
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f, err := os.OpenFile(s.AbsPath, os.O_WRONLY|os.O_CREATE|os.O_TRUNC, 0o644)
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if err != nil {
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return err
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return fmt.Errorf("[状态] 打开文件失败: %v", err)
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}
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if err := os.MkdirAll(filepath.Dir(s.path), 0o755); err != nil {
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return err
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}
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tmp := s.path + ".tmp"
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if err := os.WriteFile(tmp, raw, 0o644); err != nil {
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return err
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}
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return replaceFile(tmp, s.path)
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}
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defer f.Close()
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func replaceFile(tmp, dest string) error {
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if err := os.Rename(tmp, dest); err == nil {
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return nil
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encoder := json.NewEncoder(f)
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encoder.SetIndent("", " ")
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if err := encoder.Encode(s.Items); err != nil {
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return fmt.Errorf("[状态] 写入失败: %v", err)
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}
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_ = os.Remove(dest)
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return os.Rename(tmp, dest)
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return nil
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}
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66
go-client/apps/zt/logic/watch.go
Normal file
66
go-client/apps/zt/logic/watch.go
Normal file
@@ -0,0 +1,66 @@
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package logic
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import (
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"sync"
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"time"
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)
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var (
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WatchExpireTime = 5 * time.Minute
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WatchReThreshold = 0.61
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OpenWatch *WatchMu
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PosbuyWatch *WatchMu
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)
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type dipWatch struct {
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LastClose float64
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ExpiresAt time.Time
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}
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type WatchMu struct {
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mu *sync.Mutex
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Data map[string]dipWatch
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}
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func InitWatch() {
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OpenWatch = &WatchMu{
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Data: make(map[string]dipWatch),
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}
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PosbuyWatch = &WatchMu{
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Data: make(map[string]dipWatch),
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}
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}
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func (w *WatchMu) Triggered(tag, code string, price float64) bool {
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if price <= 0 {
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return false
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}
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w.mu.Lock()
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defer w.mu.Unlock()
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now := time.Now()
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watch, ok := w.Data[code]
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if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
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w.Data[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(WatchExpireTime)}
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logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
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return false
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}
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if price < watch.LastClose {
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watch.LastClose = price
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watch.ExpiresAt = now.Add(WatchExpireTime)
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w.Data[code] = watch
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logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
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return false
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}
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rebound := (price - watch.LastClose) / watch.LastClose * 100
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if rebound <= 0 {
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return false
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}
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if rebound < WatchReThreshold {
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logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, WatchReThreshold)
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return false
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}
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delete(w.Data, code)
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logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
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return true
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}
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@@ -16,6 +16,10 @@ import (
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"github.com/robfig/cron/v3"
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)
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var (
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StrategyName = "zt"
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)
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func main() {
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log.SetFlags(log.LstdFlags | log.Lmicroseconds)
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ctx, stop := signal.NotifyContext(context.Background(), os.Interrupt, syscall.SIGTERM)
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@@ -34,8 +38,16 @@ func main() {
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return
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}
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// 初始化
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logic.InitWatch()
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if err := logic.InitState(StrategyName); err != nil {
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log.Panicln("ERROR", err.Error())
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}
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if err := logic.SyncPositions(positions); err != nil {
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log.Panicln("ERROR", err.Error())
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}
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// 第三步：连接成功后接管首次持仓并打印账户概览。
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logic.BootstrapState(positions)
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logic.Overview(assets, positions)
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signals, err := libs.FetchSignal(libs.Dcm_Signal, config.Account.HostKey)
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if err != nil {
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Reference in New Issue
Block a user