dev 3

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

@@ -3,17 +3,23 @@ package logic
 import (
 	"context"
 	"fmt"
+	"log"
 	"strings"
 	"time"
 
+	"big-qmt/go-client/config"
 	"big-qmt/go-client/libs"
 	"big-qmt/go-client/sdk"
 )
 
-func Overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
+func logf(level, format string, args ...any) {
+	log.Printf("[%s] %s", level, fmt.Sprintf(format, args...))
+}
+
+func Overview(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)
+	fmt.Printf("【配置】account_id: %s host_key: %s buy_value: %.0f\n", config.Account.AccountID, config.Account.HostKey, config.Account.BuyValue)
 	if assets != nil {
 		fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
 	} else {
@@ -25,18 +31,20 @@ func Overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
 		if p.Volume <= 0 {
 			continue
 		}
-		code := normalizeCode(p.StockCode, "")
+		code := 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()) {
+func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, signals *libs.SignalResult) {
+	if !libs.TradingTime(time.Now()) {
 		return
 	}
-	roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
+	// 每轮先消费 QMT 回写，终态订单会立即释放本地委托锁。
+	books.readReceipts()
+	roundCtx, cancel := context.WithTimeout(ctx, config.HttpTimeOut*4)
 	defer cancel()
 
 	assets, err := client.Assets(roundCtx)
@@ -50,24 +58,19 @@ func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Conf
 		return
 	}
 
-	signals := fetchSignal(cfg, "dcm_signal")
 	seen := map[string]struct{}{}
-	stockList := make([]string, 0, len(signals)+len(positions))
+	stockList := make([]string, 0, len(signals.Data)+len(positions))
 	addCode := func(code string) {
-		n := normalizeCode(code, "")
-		if n == "" {
-			n = strings.ToUpper(strings.TrimSpace(code))
-		}
-		if n == "" {
+		if code == "" {
 			return
 		}
-		if _, ok := seen[n]; ok {
+		if _, ok := seen[code]; ok {
 			return
 		}
-		seen[n] = struct{}{}
-		stockList = append(stockList, n)
+		seen[code] = struct{}{}
+		stockList = append(stockList, code)
 	}
-	for code := range signals {
+	for code := range signals.Data {
 		addCode(code)
 	}
 	for _, p := range positions {
@@ -82,46 +85,40 @@ func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Conf
 			return
 		}
 		for code, tick := range raw {
-			ticks[normalizeCode(code, "")] = tick
 			ticks[code] = tick
 		}
 	}
-	runRound(roundCtx, client, books, cfg, assets, ticks, positions, signals)
+	runRound(roundCtx, client, books, assets, ticks, positions, signals.Data)
 }
 
-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)
+func runRound(ctx context.Context, client *sdk.Client, books *OrderBook, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position, signals map[string]libs.SignalItem) {
+	if !books.cancelExpired(ctx, client) {
+		logf("ERROR", "[ZT] 委托查询失败，本轮跳过")
+		return
+	}
+	buys, sells, ok := books.activeSets(ctx, client)
+	if !ok {
+		return
+	}
 
 	hold := positionCodes(positions)
-	openSignals := map[string]map[string]any{}
+	openSignals := map[string]libs.SignalItem{}
 	for code, signal := range signals {
-		norm := normalizeCode(code, "")
-		if norm == "" {
-			norm = code
-		}
-		if _, held := hold[norm]; held {
+		if _, held := hold[code]; held {
 			continue
 		}
-		openSignals[norm] = signal
+		openSignals[code] = signal
+	}
+	for code := range buys {
+		delete(openSignals, code)
+	}
+	marketOK := libs.AllowOpen()
+	buyBudget := 0.0
+	if assets != nil {
+		buyBudget = assets.Available - assets.Total*config.Account.MinCashRatio
 	}
 	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
-			}
-		}
+		openSignal(ctx, client, books, ticks, openSignals, marketOK, &buyBudget)
 	}
-	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)
+	managePositions(ctx, client, books, ticks, positions, buys, sells, marketOK, &buyBudget)
 }