128 lines
3.5 KiB
Go
128 lines
3.5 KiB
Go
package logic
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import (
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"context"
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"fmt"
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"strings"
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"time"
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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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func Overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
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fmt.Println("\n" + strings.Repeat("=", 80))
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fmt.Printf("【时间】%s\n", time.Now().Format("2006-01-02 15:04:05"))
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fmt.Printf("【配置】account_id: %s host_key: %s open_money: %.0f\n", cfg.AccountID, cfg.HostKey, cfg.OpenMoney)
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if assets != nil {
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fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
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} else {
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fmt.Println("【资金】查询失败")
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}
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fmt.Printf("【持仓】%d只\n", len(positions))
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fmt.Println(strings.Repeat("=", 80))
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for _, p := range positions {
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if p.Volume <= 0 {
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continue
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}
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code := normalizeCode(p.StockCode, "")
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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",
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code, p.StockName, p.Volume, p.CanUseVolume, p.FrozenVolume, p.OnRoadVolume, p.YesterdayVolume,
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p.OpenPrice, p.LastPrice, p.MarketValue, p.FloatProfit, p.ProfitRate*100)
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}
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}
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func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config) {
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if !tradingTime(time.Now()) {
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return
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}
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roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
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defer cancel()
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assets, err := client.Assets(roundCtx)
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if err != nil {
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logf("ERROR", "获取资产失败: %v", err)
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return
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}
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positions, err := client.Positions(roundCtx)
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if err != nil {
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logf("ERROR", "获取持仓失败: %v", err)
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return
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}
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signals := fetchSignal(cfg, "dcm_signal")
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seen := map[string]struct{}{}
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stockList := make([]string, 0, len(signals)+len(positions))
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addCode := func(code string) {
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n := normalizeCode(code, "")
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if n == "" {
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n = strings.ToUpper(strings.TrimSpace(code))
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}
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if n == "" {
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return
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}
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if _, ok := seen[n]; ok {
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return
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}
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seen[n] = struct{}{}
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stockList = append(stockList, n)
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}
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for code := range signals {
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addCode(code)
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}
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for _, p := range positions {
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addCode(p.StockCode)
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}
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ticks := map[string]sdk.Tick{}
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if len(stockList) > 0 {
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raw, err := client.FullTick(roundCtx, stockList)
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if err != nil {
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logf("ERROR", "获取行情失败: %v", err)
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return
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}
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for code, tick := range raw {
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ticks[normalizeCode(code, "")] = tick
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ticks[code] = tick
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}
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}
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runRound(roundCtx, client, books, cfg, assets, ticks, positions, signals)
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}
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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) {
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books.cancelExpired(ctx, client, cfg)
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hold := positionCodes(positions)
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openSignals := map[string]map[string]any{}
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for code, signal := range signals {
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norm := normalizeCode(code, "")
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if norm == "" {
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norm = code
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}
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if _, held := hold[norm]; held {
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continue
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}
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openSignals[norm] = signal
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}
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if len(openSignals) > 0 {
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if books.refresh(ctx, client, cfg) {
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buys, _, ok := books.activeSets(ctx, client, cfg)
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if ok {
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filtered := map[string]map[string]any{}
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for code, signal := range openSignals {
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if _, buying := buys[code]; buying {
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continue
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}
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filtered[code] = signal
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}
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openSignals = filtered
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}
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}
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}
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marketOK := libs.AllowOpen(cfg.APIHost, cfg.HTTPTimeout)
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if len(openSignals) > 0 {
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openSignal(ctx, client, books, cfg, assets, ticks, openSignals, marketOK)
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}
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managePositions(ctx, client, books, cfg, ticks, positions, marketOK)
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}
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