big-qmt/go-client/apps/zt/logic/positions.go

package logic

import (
	"context"
	"math"
	"sync"

	"big-qmt/go-client/config"
	"big-qmt/go-client/libs"
	"big-qmt/go-client/sdk"
)

const (
	legBase  = "base"
	legAdded = "add"
)

var (
	peakMu    sync.Mutex
	peakGrids = make(map[string]int)
)

func managePositions(_ context.Context, client *sdk.Client, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool, budget *float64) {
	if QuantState == nil || OrderBook == nil || positions == nil {
		return
	}
	if err := OrderBook.Refresh(client); err != nil {
		logf("ERROR", "[持仓] 刷新委托失败: %v", err)
		return
	}

	current := make(map[string]sdk.Position, len(positions))
	for _, position := range positions {
		if position.StockCode != "" {
			current[position.StockCode] = position
		}
	}

	for _, code := range stateCodes() {
		syncPosition(code, current[code])
	}
	for code, position := range current {
		managePosition(client, ticks[code], position, marketOK, budget)
	}

	saveState()
}

func syncPosition(code string, position sdk.Position) {
	item, err := QuantState.Get(code)
	if err != nil || orderBusy(code, "BUY") || orderBusy(code, "SELL") {
		return
	}
	if position.Volume <= 0 {
		QuantState.Delete(code)
		forget(code)
		return
	}

	if item.BaseStatus == StatusIng {
		item.BaseQty = max(0, position.Volume-item.AddedQty)
		item.BaseCost = position.OpenPrice
		item.BaseStatus = StatusOk
	}
	if item.AddedStatus == StatusIng {
		syncAdded(item, position)
	}
	QuantState.Set(item)
}

func syncAdded(item *StateItem, position sdk.Position) {
	addedQty := position.Volume - item.BaseQty
	if addedQty <= 0 {
		item.BaseQty = position.Volume
		item.BaseCost = position.OpenPrice
		item.AddedQty = 0
		item.AddedCost = 0
		item.AddedStatus = StatusNone
		clearPeak(item.Code, legAdded)
		return
	}

	item.AddedQty = addedQty
	totalCost := position.OpenPrice * float64(position.Volume)
	baseCost := item.BaseCost * float64(item.BaseQty)
	item.AddedCost = math.Max(0, (totalCost-baseCost)/float64(addedQty))
	item.AddedStatus = StatusOk
}

func managePosition(client *sdk.Client, tick sdk.Tick, position sdk.Position, marketOK bool, budget *float64) {
	item, err := QuantState.Get(position.StockCode)
	if err != nil || tick.LastPrice <= 0 || !positionReady(item, position) {
		return
	}
	if item.AddedQty > 0 {
		pnl := profit(tick.LastPrice, item.AddedCost)
		if shouldSell(item.Code, legAdded, pnl) {
			sell(client, item, position.CanUseVolume, item.AddedQty, legAdded, pnl)
		}
		return
	}

	pnl := profit(tick.LastPrice, item.BaseCost)
	if shouldSell(item.Code, legBase, pnl) {
		sell(client, item, position.CanUseVolume, item.BaseQty, legBase, pnl)
	} else if pnl <= config.Account.LossTriggerPct {
		buyAdded(client, item, tick.LastPrice, marketOK, budget)
	}
}

func positionReady(item *StateItem, position sdk.Position) bool {
	return item.BaseStatus != StatusIng && item.AddedStatus != StatusIng &&
		position.Volume > 0 && position.Volume%100 == 0 &&
		position.Volume == item.BaseQty+item.AddedQty
}

func buyAdded(client *sdk.Client, item *StateItem, price float64, marketOK bool, budget *float64) {
	if !marketOK || budget == nil || PosbuyWatch == nil || !PosbuyWatch.Triggered("补仓", item.Code, price) {
		return
	}
	volume := calcBuyVolume(price, config.Account.BuyValue)
	amount := price * float64(volume)
	if volume <= 0 || amount > *budget || orderBusy(item.Code, "BUY") {
		return
	}

	orderID := NewOrderID(legAdded)
	if !OrderBook.Place(client, sdk.OpBuy, item.Code, volume, orderID) {
		return
	}
	item.AddedOrderId = orderID
	item.AddedNum++
	item.AddedQty = volume
	item.AddedCost = price
	item.AddedStatus = StatusIng
	QuantState.Set(item)
	*budget -= amount
	saveState()
}

func sell(client *sdk.Client, item *StateItem, usable, volume int, leg string, pnl float64) {
	volume -= volume % 100
	if volume <= 0 || usable < volume || orderBusy(item.Code, "SELL") {
		return
	}
	orderID := NewOrderID(leg)
	if !OrderBook.Place(client, sdk.OpSell, item.Code, volume, orderID) {
		return
	}
	if leg == legAdded {
		item.AddedOrderId = orderID
		item.AddedStatus = StatusIng
	} else {
		item.BaseOrderId = orderID
		item.BaseStatus = StatusIng
	}
	QuantState.Set(item)
	saveState()
	logf("INFO", "[止盈] %s 卖出%d股，盈利=%.2f%%", item.Code, volume, pnl)
}

func orderBusy(code, side string) bool {
	OrderBook.mu.Lock()
	defer OrderBook.mu.Unlock()
	order := OrderBook.Data[side+"-"+code]
	if order == nil {
		return false
	}
	switch order.Status {
	case "48", "49", "50", "51", "52", "55":
		return true
	default:
		return false
	}
}

func shouldSell(code, leg string, pnl float64) bool {
	if pnl < config.Account.MinProfitPct || config.Account.GridStepPct <= 0 {
		return false
	}
	grid := int(math.Floor(pnl / config.Account.GridStepPct))
	key := peakKey(code, leg)
	peakMu.Lock()
	defer peakMu.Unlock()
	peak, tracked := peakGrids[key]
	if !tracked || grid > peak {
		peakGrids[key] = grid
		return false
	}
	return grid < peak
}

func stateCodes() []string {
	QuantState.mu.Lock()
	defer QuantState.mu.Unlock()
	return append([]string(nil), QuantState.Codes...)
}

func saveState() {
	if err := QuantState.Save(); err != nil {
		logf("ERROR", "%v", err)
	}
}

func profit(price, cost float64) float64 {
	if cost <= 0 {
		return math.Inf(-1)
	}
	return (price - cost) / cost * 100
}

func calcBuyVolume(price, value float64) int {
	return libs.CalcBuyVolume(price, value)
}

func peakKey(code, leg string) string { return code + "|" + leg }

func clearPeak(code, leg string) {
	peakMu.Lock()
	delete(peakGrids, peakKey(code, leg))
	peakMu.Unlock()
}

func forget(code string) {
	if OpenWatch != nil {
		OpenWatch.mu.Lock()
		delete(OpenWatch.Data, code)
		OpenWatch.mu.Unlock()
	}
	if PosbuyWatch != nil {
		PosbuyWatch.mu.Lock()
		delete(PosbuyWatch.Data, code)
		PosbuyWatch.mu.Unlock()
	}
	clearPeak(code, legBase)
	clearPeak(code, legAdded)
}