"""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" STATUS_FAILED = "FAILED" STATUS_CANCELED = "CANCELED" STATUS_UNKNOWN = "UNKNOWN" @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 reconcile( self, positions: Iterable[Position], orders: list[dict[str, str]], deals: list[dict[str, str]], ) -> None: """用真实持仓、委托和成交恢复本地状态,不增加持久化字段。""" position_list = list(positions) self.sync_positions(position_list) active_codes = { item.stock_code for item in position_list if item.volume > 0 } for code in list(self.codes): if code not in active_codes: self.delete(code) for code in list(self.codes): item = self.get(code) item.base_status = _reconcile_leg( item.base_order_id, item.base_status, orders, deals ) item.added_status = _reconcile_leg( item.added_order_id, item.added_status, orders, deals ) self.set(item) 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 def _reconcile_leg( local_order_id: str, current_status: str, orders: list[dict[str, str]], deals: list[dict[str, str]], ) -> str: if current_status != STATUS_ING or not local_order_id: return current_status if any(local_order_id in row.get("m_strRemark", "") for row in deals): return STATUS_OK order = next( ( row for row in orders if local_order_id in row.get("m_strRemark", "") ), None, ) if order is None: return STATUS_UNKNOWN traded = _as_int(order.get("m_nVolumeTraded")) status = str(order.get("m_nOrderStatus", "")) if traded > 0 and status not in {"48", "49", "50", "51", "52", "55"}: return STATUS_OK if status in {"54", "56"}: return STATUS_CANCELED if status in {"57", "58"}: return STATUS_FAILED return STATUS_ING def _as_int(value: object) -> int: try: return int(value or 0) except (TypeError, ValueError): return 0