133 lines
3.0 KiB
Go
133 lines
3.0 KiB
Go
package logic
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import (
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"math"
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"sync"
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"big-qmt/go-client/config"
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"big-qmt/go-client/libs"
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"big-qmt/go-client/sdk"
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)
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const (
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legBase = "base"
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legAdded = "add"
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)
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var (
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peakMu sync.Mutex
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peakGrids = make(map[string]int)
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)
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func managePositions(client *sdk.Client, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool) {
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}
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func syncAdded(item *StateItem, position sdk.Position) {
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addedQty := position.Volume - item.BaseQty
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if addedQty <= 0 {
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item.BaseQty = position.Volume
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item.BaseCost = position.OpenPrice
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item.AddedQty = 0
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item.AddedCost = 0
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item.AddedStatus = StatusNone
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peakMu.Lock()
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delete(peakGrids, item.Code+"|"+legAdded)
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peakMu.Unlock()
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return
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}
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item.AddedQty = addedQty
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totalCost := position.OpenPrice * float64(position.Volume)
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baseCost := item.BaseCost * float64(item.BaseQty)
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item.AddedCost = math.Max(0, (totalCost-baseCost)/float64(addedQty))
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item.AddedStatus = StatusOk
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}
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func buyAdded(client *sdk.Client, item *StateItem, price float64, marketOK bool, budget *float64) {
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if !marketOK || !PosbuyWatch.Triggered("补仓", item.Code, price) {
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return
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}
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volume := libs.CalcBuyVolume(price, config.Account.BuyValue)
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amount := price * float64(volume)
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if amount > *budget || orderBusy(item.Code, "BUY") {
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return
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}
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orderID := NewOrderID(legAdded)
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if !OrderBook.Place(client, sdk.OpBuy, item.Code, volume, orderID) {
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return
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}
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item.AddedOrderId = orderID
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item.AddedNum++
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item.AddedQty = volume
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item.AddedCost = price
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item.AddedStatus = StatusIng
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QuantState.Set(item)
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*budget -= amount
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}
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func sell(client *sdk.Client, item *StateItem, usable, volume int, leg string, pnl float64) {
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volume -= volume % 100
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if volume <= 0 || usable < volume || orderBusy(item.Code, "SELL") {
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return
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}
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orderID := NewOrderID(leg)
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if !OrderBook.Place(client, sdk.OpSell, item.Code, volume, orderID) {
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return
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}
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if leg == legAdded {
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item.AddedOrderId = orderID
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item.AddedStatus = StatusIng
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} else {
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item.BaseOrderId = orderID
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item.BaseStatus = StatusIng
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}
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QuantState.Set(item)
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logf("INFO", "[止盈] %s 卖出%d股，盈利=%.2f%%", item.Code, volume, pnl)
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}
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func orderBusy(code, side string) bool {
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OrderBook.mu.Lock()
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defer OrderBook.mu.Unlock()
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order := OrderBook.Data[side+"-"+code]
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if order == nil {
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return false
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}
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switch order.Status {
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case "48", "49", "50", "51", "52", "55":
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return true
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default:
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return false
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}
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}
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func shouldSell(code, leg string, pnl float64) bool {
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if pnl < config.Account.MinProfitPct {
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return false
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}
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grid := int(math.Floor(pnl / config.Account.GridStepPct))
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key := code + "|" + leg
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peakMu.Lock()
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defer peakMu.Unlock()
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peak, tracked := peakGrids[key]
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if !tracked || grid > peak {
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peakGrids[key] = grid
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return false
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}
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return grid < peak
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}
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func forget(code string) {
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OpenWatch.mu.Lock()
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delete(OpenWatch.Data, code)
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OpenWatch.mu.Unlock()
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PosbuyWatch.mu.Lock()
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delete(PosbuyWatch.Data, code)
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PosbuyWatch.mu.Unlock()
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peakMu.Lock()
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delete(peakGrids, code+"|"+legBase)
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delete(peakGrids, code+"|"+legAdded)
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peakMu.Unlock()
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}
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