47 lines
1.9 KiB
Python
47 lines
1.9 KiB
Python
"""策略单次运行所需的公共上下文对象。"""
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import logging
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from concurrent.futures import ThreadPoolExecutor
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from dataclasses import dataclass, field
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from config import AccountConfig, GlobalConfig, HTTP_TIMEOUT
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from sdk import Client
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from libs.grid_take_profit import GridTrailingTracker
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from libs.http import get_json
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from libs.order import OrderBook
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from libs.watch import DipWatch
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@dataclass(slots=True)
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class Runtime:
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"""集中保存策略运行期间共享的客户端、配置和内存组件。"""
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client: Client
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global_cfg: GlobalConfig
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account_cfg: AccountConfig
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orders: OrderBook
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open_watch: DipWatch
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add_watch: DipWatch
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profit_tracker: GridTrailingTracker
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executor: ThreadPoolExecutor | None = None
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server_inital: dict[str, list[str]] = field(init=False)
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def __post_init__(self) -> None:
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"""读取服务端初始化数据，失败时保留空证券列表。"""
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self.server_inital = {"all_codes": [], "today_pass_codes": []}
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try:
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url = f"{self.global_cfg.api_host.rstrip('/')}/a/initial"
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payload = get_json(url, HTTP_TIMEOUT)
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if not isinstance(payload, dict) or str(payload.get("code")) != "0":
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raise ValueError(f"服务端初始化响应失败: {payload!r}")
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data = payload.get("data")
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if not isinstance(data, dict):
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raise ValueError("服务端初始化 data 必须为对象")
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for key in ("all_codes", "today_pass_codes"):
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codes = data.get(key)
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if not isinstance(codes, list) or not all(isinstance(code, str) for code in codes):
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raise ValueError(f"服务端初始化 {key} 必须为字符串列表")
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self.server_inital = data
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except Exception:
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logging.exception("[初始化] 获取服务端初始化数据失败")
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