guaiwoluo2020
84 lines
2.3 KiB
Python
84 lines
2.3 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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统计数据模型
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"""
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from dataclasses import dataclass, field
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from datetime import datetime
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from typing import Optional, Dict
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@dataclass
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class StatisticsData:
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"""
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EA上报的统计数据
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用途：
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1. 获取品种价差（TechService）
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2. 获取账户信息（前端展示）
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3. 检查数据时效性
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"""
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symbol: str
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timestamp: datetime
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# 价格信息
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bid_price: float
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ask_price: float
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spread: float
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spread_points: float
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# 账户信息
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balance: float
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equity: float
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margin_level: float
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# 其他
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tick_count: int = 0
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@property
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def mid_price(self) -> float:
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"""中间价"""
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return (self.bid_price + self.ask_price) / 2
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def to_dict(self) -> Dict:
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"""转换为字典"""
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return {
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"symbol": self.symbol,
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"timestamp": self.timestamp.isoformat() if self.timestamp else None,
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"bid_price": self.bid_price,
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"ask_price": self.ask_price,
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"spread": self.spread,
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"spread_points": self.spread_points,
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"balance": self.balance,
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"equity": self.equity,
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"margin_level": self.margin_level,
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"tick_count": self.tick_count,
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"mid_price": self.mid_price
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}
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@classmethod
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def from_ea_data(cls, data: Dict) -> 'StatisticsData':
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"""从EA上报数据创建"""
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# 解析时间戳
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timestamp = data.get('timestamp')
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if isinstance(timestamp, str):
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try:
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timestamp = datetime.fromisoformat(timestamp)
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except:
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timestamp = datetime.now()
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elif not isinstance(timestamp, datetime):
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timestamp = datetime.now()
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return cls(
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symbol=data.get('symbol', ''),
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timestamp=timestamp,
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bid_price=float(data.get('bidPrice', 0)),
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ask_price=float(data.get('askPrice', 0)),
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spread=float(data.get('spread', 0)),
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spread_points=float(data.get('spreadPoints', 0)),
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balance=float(data.get('balance', 0)),
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equity=float(data.get('equity', 0)),
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margin_level=float(data.get('marginLevel', 0)),
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tick_count=int(data.get('tickCount', 0))
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) |