297 lines
10 KiB
Go
297 lines
10 KiB
Go
package logic
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import (
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"encoding/json"
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"fmt"
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"log"
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"time"
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"git.apinb.com/quant/collector/internal/impl"
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"git.apinb.com/quant/collector/internal/models"
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"git.apinb.com/quant/collector/internal/types"
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"gorm.io/gorm"
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)
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// SaveStatus 保存完整状态数据(使用事务)
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func SaveData(status *types.StatusData) error {
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// 验证必要字段 - AccountID是所有Upsert的共同条件
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if status.Data.Assets.AccountID == "" {
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return fmt.Errorf("账户ID不能为空")
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}
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// 计算Ymd (年月日数字格式,如20260407)
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now := time.Now()
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ymd := now.Year()*10000 + int(now.Month())*100 + now.Day()
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// 保存资产快照 (先查询后更新/插入)
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var existingAsset models.CollectorAssets
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err := impl.DBService.Where("account_id = ? AND ymd = ?", status.Data.Assets.AccountID, ymd).First(&existingAsset).Error
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asset := models.CollectorAssets{
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AccountID: status.Data.Assets.AccountID,
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Ymd: ymd,
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Cash: status.Data.Assets.Cash,
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FrozenCash: status.Data.Assets.FrozenCash,
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MarketValue: status.Data.Assets.MarketValue,
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Profit: status.Data.Assets.Profit,
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TotalAsset: status.Data.Assets.TotalAsset,
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CollectedAt: now,
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}
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if err == gorm.ErrRecordNotFound {
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// 记录不存在，插入新记录
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if err := impl.DBService.Create(&asset).Error; err != nil {
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return fmt.Errorf("插入资产快照失败: %w", err)
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}
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} else if err != nil {
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// 查询出错
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return fmt.Errorf("查询资产快照失败: %w", err)
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} else {
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// 记录存在，更新现有记录
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if asset.Cash != existingAsset.Cash || asset.FrozenCash != existingAsset.FrozenCash || asset.MarketValue != existingAsset.MarketValue || asset.Profit != existingAsset.Profit || asset.TotalAsset != existingAsset.TotalAsset {
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asset.ID = existingAsset.ID
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if err := impl.DBService.Save(&asset).Error; err != nil {
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return fmt.Errorf("更新资产快照失败: %w", err)
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}
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}
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}
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// 批量保存订单 (先查询后更新/插入)
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if len(status.Data.Orders) > 0 {
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for _, order := range status.Data.Orders {
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// 验证必要条件: OrderID和StockCode
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if order.OrderID == 0 {
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continue
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}
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if order.StockCode == "" {
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continue
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}
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// 只存储成交的订单
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if order.OrderStatus != 56 {
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continue
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}
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var open_price float64
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var info types.OrderInfo
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err = json.Unmarshal([]byte(order.OrderRemark), &info)
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if err == nil {
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open_price = info.Op
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}
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// 查询是否存在
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var cnt int64
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impl.DBService.Where("account_id = ? AND order_id = ? AND ymd = ?", status.Data.Assets.AccountID, order.OrderID, ymd).Count(&cnt)
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if cnt > 0 {
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continue
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}
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orderRecord := models.CollectorOrder{
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OrderID: order.OrderID,
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AccountID: status.Data.Assets.AccountID,
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StockCode: order.StockCode,
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Ymd: ymd,
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Price: order.Price,
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Volume: order.Volume,
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OpenPrice: open_price,
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TradedPrice: order.TradedPrice,
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TradedVolume: order.TradedVolume,
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OrderStatus: order.OrderStatus,
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OrderTime: order.OrderTime,
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OrderRemark: order.OrderRemark,
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OffsetFlag: order.OffsetFlag,
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CollectedAt: now,
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CreatedAt: now,
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}
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// 记录不存在，插入新记录
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if err := impl.DBService.Create(&orderRecord).Error; err != nil {
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return fmt.Errorf("插入订单失败: %w", err)
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}
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// 处理订单簿逻辑
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// if err := processOrderBook(status.Data.Assets.AccountID, order, ymd, now, open_price); err != nil {
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// fmt.Printf("处理订单簿失败: %v\n", err)
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// // 不返回错误，避免影响主流程
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// }
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}
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}
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// 批量保存持仓 (先查询后更新/插入)
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if len(status.Data.Positions) > 0 {
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for _, pos := range status.Data.Positions {
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// 验证必要条件: Code
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if pos.Code == "" {
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continue
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}
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// 查询是否存在
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var existingPosition models.CollectorPosition
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err := impl.DBService.Where("account_id = ? AND code = ? AND ymd = ?",
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status.Data.Assets.AccountID, pos.Code, ymd).First(&existingPosition).Error
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positionRecord := models.CollectorPosition{
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AccountID: status.Data.Assets.AccountID,
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Code: pos.Code,
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Ymd: ymd,
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Volume: pos.Volume,
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CanUseVolume: pos.CanUseVolume,
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FrozenVolume: pos.FrozenVolume,
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AvgPrice: pos.AvgPrice,
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OpenPrice: pos.OpenPrice,
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CurrentPrice: pos.CurrentPrice,
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MarketValue: pos.MarketValue,
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Profit: pos.Profit,
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ProfitRate: pos.ProfitRate,
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MinProfitRate: pos.MinProfitRate,
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CollectedAt: now,
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}
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if err == gorm.ErrRecordNotFound {
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// 记录不存在，插入新记录
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if err := impl.DBService.Create(&positionRecord).Error; err != nil {
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return fmt.Errorf("插入持仓失败: %w", err)
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}
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} else if err != nil {
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// 查询出错
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return fmt.Errorf("查询持仓失败: %w", err)
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} else {
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if positionRecord.Volume != existingPosition.Volume ||
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positionRecord.CanUseVolume != existingPosition.CanUseVolume ||
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positionRecord.FrozenVolume != existingPosition.FrozenVolume ||
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positionRecord.AvgPrice != existingPosition.AvgPrice ||
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positionRecord.OpenPrice != existingPosition.OpenPrice ||
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positionRecord.CurrentPrice != existingPosition.CurrentPrice ||
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positionRecord.MarketValue != existingPosition.MarketValue ||
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positionRecord.Profit != existingPosition.Profit ||
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positionRecord.ProfitRate != existingPosition.ProfitRate {
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// 记录存在，更新现有记录
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positionRecord.ID = existingPosition.ID
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if err := impl.DBService.Save(&positionRecord).Error; err != nil {
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return fmt.Errorf("更新持仓失败: %w", err)
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}
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}
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}
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}
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}
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return nil
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}
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// processOrderBook 处理订单簿逻辑
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func processOrderBook(accountID string, order types.Order, ymd int, now time.Time, openPrice float64) error {
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// OffsetFlag: 通常 0=买入, 1=卖出 (需要根据实际系统确认)
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// 这里假设: OffsetFlag == 0 表示买入, OffsetFlag == 1 表示卖出
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if order.OffsetFlag == types.FLAG_BUY {
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// 先检查有无未闭合的订单簿记录
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var existingOrderBook models.OrderBook
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err := impl.DBService.Where(
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"account_id = ? AND stock_code = ? AND is_closed = ?",
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accountID, order.StockCode, false,
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).Order("buy_time DESC").First(&existingOrderBook).Error
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if err == gorm.ErrRecordNotFound {
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// 没有未闭合的订单簿记录，创建新的
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orderBook := models.OrderBook{
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AccountID: accountID,
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StockCode: order.StockCode,
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Ymd: ymd,
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BuyOrderID: fmt.Sprintf("%d", order.OrderID),
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BuyPrice: order.TradedPrice,
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BuyVolume: order.TradedVolume,
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BuyTime: order.OrderTime,
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BuyCollectedAt: now,
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IsClosed: false,
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}
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if err := impl.DBService.Create(&orderBook).Error; err != nil {
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return fmt.Errorf("创建订单簿记录失败: %w", err)
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}
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log.Printf("新建订单簿: account=%s, stock=%s, orderID=%d, price=%.4f, volume=%d",
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accountID, order.StockCode, order.OrderID, order.TradedPrice, order.TradedVolume)
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} else if err != nil {
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return fmt.Errorf("查询订单簿记录失败: %w", err)
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} else {
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// 存在未闭合的订单簿记录，更新数量和价格（加权平均）
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totalVolume := existingOrderBook.BuyVolume + order.TradedVolume
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totalAmount := existingOrderBook.BuyPrice*float64(existingOrderBook.BuyVolume) + order.TradedPrice*float64(order.TradedVolume)
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newAvgPrice := totalAmount / float64(totalVolume)
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existingOrderBook.BuyVolume = totalVolume
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existingOrderBook.BuyPrice = newAvgPrice
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// 追加订单ID到 BuyOrderID（用逗号分隔）
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existingOrderBook.BuyOrderID = existingOrderBook.BuyOrderID + "," + fmt.Sprintf("%d", order.OrderID)
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if err := impl.DBService.Save(&existingOrderBook).Error; err != nil {
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return fmt.Errorf("更新订单簿记录失败: %w", err)
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}
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log.Printf("更新订单簿: account=%s, stock=%s, 新订单ID=%d, 总数量=%d, 平均价格=%.4f",
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accountID, order.StockCode, order.OrderID, totalVolume, newAvgPrice)
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}
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} else if order.OffsetFlag == types.FLAG_SELL {
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// 卖出订单 - 查找对应的买入记录并闭合
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var orderBook models.OrderBook
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// 查找同一账户、同一股票、未闭合的订单簿记录
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err := impl.DBService.Where(
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"account_id = ? AND stock_code = ? AND is_closed = ?",
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accountID, order.StockCode, false,
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).Order("buy_time ASC").First(&orderBook).Error
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if err == gorm.ErrRecordNotFound {
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// 没有找到对应的买入记录，可能是之前就已经持有的仓位
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fmt.Printf("未找到对应的买入记录: account=%s, stock=%s\n", accountID, order.StockCode)
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return nil
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} else if err != nil {
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return fmt.Errorf("查询订单簿记录失败: %w", err)
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}
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// 计算盈亏（支持部分卖出）
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sellVolume := order.TradedVolume
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sellPrice := order.TradedPrice
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buyPrice := orderBook.BuyPrice
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// 如果卖出数量小于买入数量，按比例计算盈亏
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var profit float64
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var profitRate float64
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if sellVolume >= orderBook.BuyVolume {
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// 全部卖出或超额卖出
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buyAmount := float64(orderBook.BuyVolume) * buyPrice
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sellAmount := float64(sellVolume) * sellPrice
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profit = sellAmount - buyAmount
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if buyAmount > 0 {
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profitRate = (profit / buyAmount) * 100
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}
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} else {
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// 部分卖出，按比例计算
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sellRatio := float64(sellVolume) / float64(orderBook.BuyVolume)
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buyAmount := float64(orderBook.BuyVolume) * buyPrice * sellRatio
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sellAmount := float64(sellVolume) * sellPrice
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profit = sellAmount - buyAmount
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if buyAmount > 0 {
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profitRate = (profit / buyAmount) * 100
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}
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}
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// 更新订单簿记录
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sellOrderID := fmt.Sprintf("%d", order.OrderID)
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orderBook.SellOrderID = &sellOrderID
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orderBook.SellPrice = &order.TradedPrice
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orderBook.SellVolume = &order.TradedVolume
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orderBook.SellTime = &order.OrderTime
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orderBook.SellCollectedAt = &now
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orderBook.IsClosed = true
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orderBook.Profit = &profit
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orderBook.ProfitRate = &profitRate
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if err := impl.DBService.Save(&orderBook).Error; err != nil {
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return fmt.Errorf("更新订单簿记录失败: %w", err)
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}
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log.Printf("闭合订单簿: account=%s, stock=%s, buyOrderID=%s, sellOrderID=%s, profit=%.2f",
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accountID, order.StockCode, orderBook.BuyOrderID, sellOrderID, profit)
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}
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return nil
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}
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