dev 2

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

@@ -0,0 +1,114 @@
+package logic
+
+import (
+	"context"
+	"math"
+	"sync"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+type dipWatch struct {
+	LastClose float64
+	ExpiresAt time.Time
+}
+
+var openDip = struct {
+	mu    sync.Mutex
+	store map[string]dipWatch
+}{store: map[string]dipWatch{}}
+
+func openSignal(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, openSignals map[string]map[string]any, marketOK bool) {
+	if !marketOK {
+		return
+	}
+	if assets == nil {
+		return
+	}
+	if assets.Available < assets.Total*cfg.MinCashRatio {
+		return
+	}
+	state := getState(cfg)
+	if state.LoadError != "" {
+		logf("ERROR", "[ZT][开仓] 状态文件异常，禁止新开仓: %s", state.LoadError)
+		return
+	}
+	for signalCode, signal := range openSignals {
+		code := normalizeCode(signalCode, "")
+		if code == "" {
+			if c, ok := signal["code"].(string); ok {
+				code = normalizeCode(c, "")
+			}
+		}
+		if code == "" {
+			logf("ERROR", "[ZT][开仓] 无效股票代码=%s", signalCode)
+			continue
+		}
+		if state.Get(code) != nil {
+			continue
+		}
+		price := ticks[code].LastPrice
+		if price <= 0 {
+			continue
+		}
+		if !dipTriggered(&openDip.mu, openDip.store, cfg, "开仓", code, price) {
+			continue
+		}
+		volume := calcOpenVolume(price, cfg.OpenMoney)
+		if volume <= 0 {
+			continue
+		}
+		if !books.place(ctx, client, cfg, "buy", code, volume, newOrderTag("base")) {
+			continue
+		}
+		state.Ensure(code).Pending = "base_opening"
+		state.Save()
+		logf("INFO", "[ZT][开仓] %s 买入 %d 股", code, volume)
+	}
+	state.Save()
+}
+
+func calcOpenVolume(price, openMoney float64) int {
+	if price <= 0 || openMoney <= 0 {
+		return 0
+	}
+	hands := int(math.Floor(openMoney / (price * 100)))
+	if hands == 0 {
+		hands = 1
+	}
+	return hands * 100
+}
+
+func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, cfg Config, tag, code string, price float64) bool {
+	if price <= 0 {
+		return false
+	}
+	mu.Lock()
+	defer mu.Unlock()
+	now := time.Now()
+	watch, ok := store[code]
+	if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
+		store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(cfg.WatchTimeout)}
+		logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
+		return false
+	}
+	if price < watch.LastClose {
+		watch.LastClose = price
+		watch.ExpiresAt = now.Add(cfg.WatchTimeout)
+		store[code] = watch
+		logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
+		return false
+	}
+	rebound := (price - watch.LastClose) / watch.LastClose * 100
+	if rebound <= 0 {
+		return false
+	}
+	if rebound < cfg.ReboundThreshold {
+		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, cfg.ReboundThreshold)
+		return false
+	}
+	delete(store, code)
+	logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
+	return true
+}