32 lines
1.3 KiB
Python
32 lines
1.3 KiB
Python
"""ZT 按已同步的仓位及实际成本管理止盈峰值。"""
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from libs.grid_take_profit import GridTrailingTracker
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class ZTProfitTracker(GridTrailingTracker):
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def __init__(self, step: float = 1.0):
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super().__init__(step)
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self._bases: dict[str, tuple] = {}
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def sync_positions(self, positions, state) -> None:
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# 与交易线程串行执行；提交委托本身不会改变这里的基准。
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current = {}
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for position in positions:
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code = position.stock_code
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row = state.get_by_code(code)
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if position.volume <= 0 or not row:
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continue
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bucket = 'added' if row.get('added_qty', 0) > 0 else 'base'
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cost = row.get('added_price', 0) if bucket == 'added' else position.open_price
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current[code] = (bucket, cost, row.get(f'{bucket}_order_local_id', ''),
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row.get(f'{bucket}_created_at', ''))
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for code in self._bases.keys() | current.keys():
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if code in state.blocked_codes:
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continue
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if self._bases.get(code) != current.get(code):
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self.clear(code)
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if code in current:
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self._bases[code] = current[code]
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else:
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self._bases.pop(code, None)
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