dev 2

go-client/apps/zt/logic/boot.go

@@ -0,0 +1,127 @@
+package logic
+
+import (
+	"context"
+	"fmt"
+	"strings"
+	"time"
+
+	"big-qmt/go-client/libs"
+	"big-qmt/go-client/sdk"
+)
+
+func Overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
+	fmt.Println("\n" + strings.Repeat("=", 80))
+	fmt.Printf("【时间】%s\n", time.Now().Format("2006-01-02 15:04:05"))
+	fmt.Printf("【配置】account_id: %s host_key: %s open_money: %.0f\n", cfg.AccountID, cfg.HostKey, cfg.OpenMoney)
+	if assets != nil {
+		fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
+	} else {
+		fmt.Println("【资金】查询失败")
+	}
+	fmt.Printf("【持仓】%d只\n", len(positions))
+	fmt.Println(strings.Repeat("=", 80))
+	for _, p := range positions {
+		if p.Volume <= 0 {
+			continue
+		}
+		code := normalizeCode(p.StockCode, "")
+		fmt.Printf("【持仓】%s %s 持仓=%d 可用=%d 冻结=%d 在途=%d 昨仓=%d 成本=%.3f 现价=%.3f 市值=%.2f 浮盈=%.2f 盈亏比例=%.2f%%\n",
+			code, p.StockName, p.Volume, p.CanUseVolume, p.FrozenVolume, p.OnRoadVolume, p.YesterdayVolume,
+			p.OpenPrice, p.LastPrice, p.MarketValue, p.FloatProfit, p.ProfitRate*100)
+	}
+}
+
+func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config) {
+	if !tradingTime(time.Now()) {
+		return
+	}
+	roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
+	defer cancel()
+
+	assets, err := client.Assets(roundCtx)
+	if err != nil {
+		logf("ERROR", "获取资产失败: %v", err)
+		return
+	}
+	positions, err := client.Positions(roundCtx)
+	if err != nil {
+		logf("ERROR", "获取持仓失败: %v", err)
+		return
+	}
+
+	signals := fetchSignal(cfg, "dcm_signal")
+	seen := map[string]struct{}{}
+	stockList := make([]string, 0, len(signals)+len(positions))
+	addCode := func(code string) {
+		n := normalizeCode(code, "")
+		if n == "" {
+			n = strings.ToUpper(strings.TrimSpace(code))
+		}
+		if n == "" {
+			return
+		}
+		if _, ok := seen[n]; ok {
+			return
+		}
+		seen[n] = struct{}{}
+		stockList = append(stockList, n)
+	}
+	for code := range signals {
+		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[normalizeCode(code, "")] = tick
+			ticks[code] = tick
+		}
+	}
+	runRound(roundCtx, client, books, cfg, assets, ticks, positions, signals)
+}
+
+func runRound(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position, signals map[string]map[string]any) {
+	books.cancelExpired(ctx, client, cfg)
+
+	hold := positionCodes(positions)
+	openSignals := map[string]map[string]any{}
+	for code, signal := range signals {
+		norm := normalizeCode(code, "")
+		if norm == "" {
+			norm = code
+		}
+		if _, held := hold[norm]; held {
+			continue
+		}
+		openSignals[norm] = signal
+	}
+	if len(openSignals) > 0 {
+		if books.refresh(ctx, client, cfg) {
+			buys, _, ok := books.activeSets(ctx, client, cfg)
+			if ok {
+				filtered := map[string]map[string]any{}
+				for code, signal := range openSignals {
+					if _, buying := buys[code]; buying {
+						continue
+					}
+					filtered[code] = signal
+				}
+				openSignals = filtered
+			}
+		}
+	}
+	marketOK := libs.AllowOpen(cfg.APIHost, cfg.HTTPTimeout)
+	if len(openSignals) > 0 {
+		openSignal(ctx, client, books, cfg, assets, ticks, openSignals, marketOK)
+	}
+	managePositions(ctx, client, books, cfg, ticks, positions, marketOK)
+}