84 lines
2.4 KiB
Go
84 lines
2.4 KiB
Go
package mock
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import (
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"log"
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"git.apinb.com/bsm-sdk/core/utils"
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"git.apinb.com/quant/gostock/internal/impl"
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"git.apinb.com/quant/gostock/internal/models"
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)
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func Run(key string, ymd int) {
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log.Println("Run Mock Order.")
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var stocks []*models.StratModel
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impl.DBService.Where("strat_key=? and ymd=? and ai_score>=?", key, ymd, 5).Find(&stocks)
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if len(stocks) == 0 {
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log.Println("No data to process.")
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return
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}
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for _, s := range stocks {
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log.Printf("Processing %s %s", s.Code, s.StratKey)
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// 1.判断是否有持仓
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var cnt int64
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impl.DBService.Model(&models.MockPosition{}).Where("code=? and status=0", s.Code).Count(&cnt)
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if cnt > 0 {
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log.Printf("Position exists for %s, skip.", s.Code)
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continue
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}
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// 2.获取当日收盘最新价
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var latestPrice float64
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impl.DBService.Model(&models.StockDaily{}).Where("ts_code=? and trade_date=?", s.Code, ymd).Select("close").Scan(&latestPrice)
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if latestPrice == 0 {
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log.Printf("No data for %s, skip.", s.Code)
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continue
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}
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// 3.开仓
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newOpenPrice := utils.FloatRound(latestPrice*1.005, 2) // 默认开仓价为收盘价+0.5%的滑点
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log.Printf("Latest price for %s is %f,open %f", s.Code, latestPrice, newOpenPrice)
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impl.DBService.Model(&models.MockPosition{}).Create(&models.MockPosition{
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Code: s.Code,
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OpenPrice: newOpenPrice,
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Pnl: 0,
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PnlRate: 0,
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Status: 0,
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})
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}
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CheckClose()
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}
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func CheckClose() {
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log.Println("Check Close Mock Order.")
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var positions []*models.MockPosition
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impl.DBService.Where("status=0").Find(&positions)
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for _, p := range positions {
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var item models.StockDaily
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err := impl.DBService.Model(&models.StockDaily{}).Where("ts_code=?", p.Code).Order("id desc").Limit(1).First(&item).Error
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if err != nil {
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log.Printf("No data for %s, skip.", p.Code)
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continue
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}
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// 1.通过最高价计算平仓价格
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newClosePrice := utils.FloatRound(item.High*0.99, 2)
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log.Printf("Latest price for %s is %f,close %f", p.Code, item.High, newClosePrice)
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// 2.计算盈亏
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pnl := utils.FloatRound(newClosePrice-p.OpenPrice, 2)
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pnlRate := utils.FloatRound(pnl/p.OpenPrice*100, 2)
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log.Printf("Pnl for %s is %f,rate %f", p.Code, pnl, pnlRate)
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// 3.判断盈亏超过20%，才确定平仓
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if pnlRate >= 20 {
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impl.DBService.Model(&models.MockPosition{}).Where("id=?", p.ID).Updates(map[string]any{
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"close_price": newClosePrice,
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"pnl": pnl,
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"pnl_rate": pnlRate,
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"status": 1,
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})
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}
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}
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}
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