115 lines
2.7 KiB
Go
115 lines
2.7 KiB
Go
package logic
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import (
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"context"
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"math"
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"sync"
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"time"
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"big-qmt/go-client/sdk"
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)
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type dipWatch struct {
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LastClose float64
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ExpiresAt time.Time
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}
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var openDip = struct {
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mu sync.Mutex
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store map[string]dipWatch
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}{store: map[string]dipWatch{}}
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func openSignal(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, openSignals map[string]map[string]any, marketOK bool) {
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if !marketOK {
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return
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}
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if assets == nil {
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return
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}
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if assets.Available < assets.Total*cfg.MinCashRatio {
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return
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}
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state := getState(cfg)
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if state.LoadError != "" {
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logf("ERROR", "[ZT][开仓] 状态文件异常，禁止新开仓: %s", state.LoadError)
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return
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}
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for signalCode, signal := range openSignals {
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code := normalizeCode(signalCode, "")
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if code == "" {
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if c, ok := signal["code"].(string); ok {
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code = normalizeCode(c, "")
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}
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}
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if code == "" {
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logf("ERROR", "[ZT][开仓] 无效股票代码=%s", signalCode)
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continue
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}
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if state.Get(code) != nil {
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continue
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}
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price := ticks[code].LastPrice
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if price <= 0 {
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continue
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}
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if !dipTriggered(&openDip.mu, openDip.store, cfg, "开仓", code, price) {
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continue
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}
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volume := calcOpenVolume(price, cfg.OpenMoney)
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if volume <= 0 {
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continue
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}
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if !books.place(ctx, client, cfg, "buy", code, volume, newOrderTag("base")) {
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continue
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}
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state.Ensure(code).Pending = "base_opening"
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state.Save()
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logf("INFO", "[ZT][开仓] %s 买入 %d 股", code, volume)
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}
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state.Save()
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}
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func calcOpenVolume(price, openMoney float64) int {
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if price <= 0 || openMoney <= 0 {
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return 0
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}
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hands := int(math.Floor(openMoney / (price * 100)))
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if hands == 0 {
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hands = 1
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}
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return hands * 100
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}
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func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, cfg Config, tag, code string, price float64) bool {
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if price <= 0 {
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return false
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}
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mu.Lock()
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defer mu.Unlock()
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now := time.Now()
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watch, ok := store[code]
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if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
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store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(cfg.WatchTimeout)}
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logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
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return false
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}
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if price < watch.LastClose {
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watch.LastClose = price
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watch.ExpiresAt = now.Add(cfg.WatchTimeout)
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store[code] = watch
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logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
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return false
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}
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rebound := (price - watch.LastClose) / watch.LastClose * 100
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if rebound <= 0 {
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return false
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}
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if rebound < cfg.ReboundThreshold {
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logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, cfg.ReboundThreshold)
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return false
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}
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delete(store, code)
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logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
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return true
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}
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