feat

py-client/strategy/trend/state.py

@@ -0,0 +1,146 @@
+"""趋势策略持仓状态的内存管理与 JSON 持久化。"""
+
+from __future__ import annotations
+
+import json
+from dataclasses import asdict, dataclass
+from pathlib import Path
+from threading import Lock
+from typing import Iterable
+
+from sdk import Position
+
+
+# 委托状态：无操作、处理中、已完成。
+STATUS_NONE = ""
+STATUS_ING = "ING"
+STATUS_OK = "OK"
+
+
+@dataclass(slots=True)
+class StateItem:
+    """单只证券的底仓和补仓状态。"""
+
+    # 证券代码。
+    code: str
+
+    # 底仓订单、数量、成本和处理状态。
+    base_order_id: str = ""
+    base_qty: int = 0
+    base_cost: float = 0.0
+    base_status: str = STATUS_NONE
+
+    # 补仓订单、补仓次数、数量、成本和处理状态。
+    added_order_id: str = ""
+    added_num: int = 0
+    added_qty: int = 0
+    added_cost: float = 0.0
+    added_status: str = STATUS_NONE
+
+
+class State:
+    """线程安全的策略状态存储。
+
+    状态以内存字典提供快速访问，并通过临时文件替换的方式写入 JSON，
+    防止程序在写入过程中退出而破坏原状态文件。
+    """
+
+    def __init__(self, path: str | Path) -> None:
+        self.path = Path(path)
+        self.lock = Lock()
+        self.items = self._load()
+
+    @classmethod
+    def for_strategy(
+        cls,
+        data_dir: str | Path,
+        strategy: str,
+        account_id: str,
+    ) -> "State":
+        """根据数据目录、策略名称和账户生成独立状态文件。"""
+        state_path = Path(data_dir) / f"{strategy}_{account_id}_state.json"
+        return cls(state_path)
+
+    @property
+    def codes(self) -> list[str]:
+        """返回当前已经接管的全部证券代码快照。"""
+        with self.lock:
+            return list(self.items)
+
+    def get(self, code: str) -> StateItem:
+        """获取指定证券的状态；不存在时抛出 KeyError。"""
+        with self.lock:
+            return self.items[code]
+
+    def set(self, item: StateItem) -> None:
+        """新增或覆盖一只证券的状态。"""
+        with self.lock:
+            self.items[item.code] = item
+
+    def delete(self, code: str) -> None:
+        """删除证券状态；证券不存在时不报错。"""
+        with self.lock:
+            self.items.pop(code, None)
+
+    def sync_positions(self, positions: Iterable[Position]) -> None:
+        """把尚未接管的真实持仓初始化为已完成底仓。
+
+        无证券代码、无持仓数量或成本无效的记录会被忽略。同步结束后
+        立即保存，确保首次接管的持仓在程序重启后仍可恢复。
+        """
+        known_codes = set(self.codes)
+        for position in positions:
+            if (
+                not position.stock_code
+                or position.volume <= 0
+                or position.open_price <= 0
+                or position.stock_code in known_codes
+            ):
+                continue
+
+            self.set(
+                StateItem(
+                    code=position.stock_code,
+                    base_qty=position.volume,
+                    base_cost=position.open_price,
+                    base_status=STATUS_OK,
+                )
+            )
+            known_codes.add(position.stock_code)
+
+        self.save()
+
+    def save(self) -> None:
+        """将内存状态格式化写入 JSON，并原子替换正式文件。"""
+        with self.lock:
+            self.path.parent.mkdir(parents=True, exist_ok=True)
+            temporary_path = self.path.with_suffix(self.path.suffix + ".tmp")
+            payload = {
+                code: asdict(item)
+                for code, item in self.items.items()
+            }
+            temporary_path.write_text(
+                json.dumps(payload, ensure_ascii=False, indent=2) + "\n",
+                encoding="utf-8",
+            )
+            temporary_path.replace(self.path)
+
+    def _load(self) -> dict[str, StateItem]:
+        """读取已有状态文件；文件不存在时从空状态开始。"""
+        try:
+            raw = json.loads(self.path.read_text(encoding="utf-8"))
+        except FileNotFoundError:
+            return {}
+        except (OSError, json.JSONDecodeError) as exc:
+            raise ValueError(f"[状态] 读取或解析失败: {exc}") from exc
+
+        if not isinstance(raw, dict):
+            raise ValueError("[状态] 状态文件根节点必须是 JSON 对象")
+
+        try:
+            return {
+                code: StateItem(**item)
+                for code, item in raw.items()
+            }
+        except (TypeError, ValueError) as exc:
+            raise ValueError(f"[状态] 状态字段无效: {exc}") from exc