dev 5

go-client/apps/trend/logic/positions.go

@@ -0,0 +1,155 @@
+package logic
+
+import (
+	"math"
+	"sync"
+
+	"big-qmt/go-client/config"
+	"big-qmt/go-client/libs"
+	"big-qmt/go-client/sdk"
+)
+
+const (
+	legBase  = "base"
+	legAdded = "add"
+)
+
+var (
+	peakMu    sync.Mutex
+	peakGrids = make(map[string]int)
+)
+
+func managePositions(client *sdk.Client, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool) {
+	for _, pos := range positions {
+		item, err := QuantState.Get(code)
+		if err != nil || item.BaseStatus == StatusIng || item.AddedStatus == StatusIng || position.Volume != item.BaseQty+item.AddedQty {
+			continue
+		}
+		price := ticks[code].LastPrice
+		if price <= 0 {
+			continue
+		}
+		if item.AddedQty > 0 {
+			pnl := (price - item.AddedCost) / item.AddedCost * 100
+			if shouldSell(code, legAdded, pnl) {
+				sell(client, item, position.CanUseVolume, item.AddedQty, legAdded, pnl)
+			}
+			continue
+		}
+
+		pnl := (price - item.BaseCost) / item.BaseCost * 100
+		if shouldSell(code, legBase, pnl) {
+			sell(client, item, position.CanUseVolume, item.BaseQty, legBase, pnl)
+		} else if pnl <= config.Account.LossTriggerPct {
+			buyAdded(client, item, price, marketOK, budget)
+		}
+	}
+}
+
+func syncAdded(item *StateItem, position sdk.Position) {
+	addedQty := position.Volume - item.BaseQty
+	if addedQty <= 0 {
+		item.BaseQty = position.Volume
+		item.BaseCost = position.OpenPrice
+		item.AddedQty = 0
+		item.AddedCost = 0
+		item.AddedStatus = StatusNone
+		peakMu.Lock()
+		delete(peakGrids, item.Code+"|"+legAdded)
+		peakMu.Unlock()
+		return
+	}
+
+	item.AddedQty = addedQty
+	totalCost := position.OpenPrice * float64(position.Volume)
+	baseCost := item.BaseCost * float64(item.BaseQty)
+	item.AddedCost = math.Max(0, (totalCost-baseCost)/float64(addedQty))
+	item.AddedStatus = StatusOk
+}
+
+func buyAdded(client *sdk.Client, item *StateItem, price float64, marketOK bool, budget *float64) {
+	if !marketOK || !PosbuyWatch.Triggered("补仓", item.Code, price) {
+		return
+	}
+	volume := libs.CalcBuyVolume(price, config.Account.BuyValue)
+	amount := price * float64(volume)
+	if amount > *budget || orderBusy(item.Code, "BUY") {
+		return
+	}
+
+	orderID := NewOrderID(legAdded)
+	if !OrderBook.Place(client, sdk.OpBuy, item.Code, volume, orderID) {
+		return
+	}
+	item.AddedOrderId = orderID
+	item.AddedNum++
+	item.AddedQty = volume
+	item.AddedCost = price
+	item.AddedStatus = StatusIng
+	QuantState.Set(item)
+	*budget -= amount
+}
+
+func sell(client *sdk.Client, item *StateItem, usable, volume int, leg string, pnl float64) {
+	volume -= volume % 100
+	if volume <= 0 || usable < volume || orderBusy(item.Code, "SELL") {
+		return
+	}
+	orderID := NewOrderID(leg)
+	if !OrderBook.Place(client, sdk.OpSell, item.Code, volume, orderID) {
+		return
+	}
+	if leg == legAdded {
+		item.AddedOrderId = orderID
+		item.AddedStatus = StatusIng
+	} else {
+		item.BaseOrderId = orderID
+		item.BaseStatus = StatusIng
+	}
+	QuantState.Set(item)
+	logf("INFO", "[止盈] %s 卖出%d股，盈利=%.2f%%", item.Code, volume, pnl)
+}
+
+func orderBusy(code, side string) bool {
+	OrderBook.mu.Lock()
+	defer OrderBook.mu.Unlock()
+	order := OrderBook.Data[side+"-"+code]
+	if order == nil {
+		return false
+	}
+	switch order.Status {
+	case "48", "49", "50", "51", "52", "55":
+		return true
+	default:
+		return false
+	}
+}
+
+func shouldSell(code, leg string, pnl float64) bool {
+	if pnl < config.Account.MinProfitPct {
+		return false
+	}
+	grid := int(math.Floor(pnl / config.Account.GridStepPct))
+	key := code + "|" + leg
+	peakMu.Lock()
+	defer peakMu.Unlock()
+	peak, tracked := peakGrids[key]
+	if !tracked || grid > peak {
+		peakGrids[key] = grid
+		return false
+	}
+	return grid < peak
+}
+
+func forget(code string) {
+	OpenWatch.mu.Lock()
+	delete(OpenWatch.Data, code)
+	OpenWatch.mu.Unlock()
+	PosbuyWatch.mu.Lock()
+	delete(PosbuyWatch.Data, code)
+	PosbuyWatch.mu.Unlock()
+	peakMu.Lock()
+	delete(peakGrids, code+"|"+legBase)
+	delete(peakGrids, code+"|"+legAdded)
+	peakMu.Unlock()
+}