154 lines
5.1 KiB
Python
154 lines
5.1 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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持仓数据存储模块
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"""
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from collections import defaultdict
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from datetime import datetime
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from typing import List, Dict, Optional
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import threading
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from ..models.position import PositionData
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class PositionStore:
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"""
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持仓数据存储
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EA通过 /ea/positions 上报持仓数据
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"""
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def __init__(self):
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# 存储结构: {symbol: {ticket: PositionData}}
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self._positions: Dict[str, Dict[int, PositionData]] = defaultdict(dict)
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self._lock = threading.RLock()
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# 最后更新时间
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self._last_update_time: Dict[str, datetime] = {}
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print("[PositionStore] 持仓存储已初始化")
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def update(self, symbol: str, positions: List[PositionData]) -> Dict:
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"""
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更新持仓数据
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Args:
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symbol: 上报的品种
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positions: 持仓列表
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Returns:
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{"status": "ok", "count": N, "closed": M}
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"""
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with self._lock:
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# 获取当前品种的持仓ticket
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current_tickets = set(self._positions[symbol].keys())
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new_tickets = set()
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for pos in positions:
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new_tickets.add(pos.ticket)
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# 使用持仓数据中的symbol（可能与上报品种不同）
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pos_symbol = pos.symbol or symbol
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self._positions[pos_symbol][pos.ticket] = pos
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# 删除已平仓的持仓
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closed_tickets = current_tickets - new_tickets
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for ticket in closed_tickets:
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if ticket in self._positions[symbol]:
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del self._positions[symbol][ticket]
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# 更新最后更新时间
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self._last_update_time[symbol] = datetime.now()
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result = {
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"status": "ok",
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"count": len(self._positions[symbol]),
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"closed": len(closed_tickets)
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}
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print(f"[PositionStore] {symbol}: {result['count']} 持仓, {result['closed']} 平仓")
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return result
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def get(self, symbol: str = None) -> List[PositionData]:
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"""获取持仓数据"""
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with self._lock:
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if symbol:
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return list(self._positions[symbol].values())
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else:
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result = []
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for sym in self._positions:
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result.extend(self._positions[sym].values())
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return result
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def get_dict(self, symbol: str = None) -> List[Dict]:
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"""获取持仓数据（字典格式）"""
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return [p.to_dict() for p in self.get(symbol)]
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def get_by_ticket(self, symbol: str, ticket: int) -> Optional[PositionData]:
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"""根据ticket获取持仓"""
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with self._lock:
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return self._positions[symbol].get(ticket)
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def remove(self, symbol: str, ticket: int) -> bool:
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"""删除持仓"""
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with self._lock:
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if ticket in self._positions[symbol]:
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del self._positions[symbol][ticket]
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return True
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return False
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def get_count(self, symbol: str = None) -> int:
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"""获取持仓数量"""
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return len(self.get(symbol))
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def get_count_by_direction(self, symbol: str, direction: str) -> int:
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"""获取指定方向的持仓数量"""
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with self._lock:
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count = 0
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direction = direction.lower()
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for pos in self._positions[symbol].values():
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if direction == "buy" and pos.is_buy:
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count += 1
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elif direction == "sell" and pos.is_sell:
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count += 1
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return count
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def get_summary(self, symbol: str = None) -> Dict:
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"""获取持仓汇总"""
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positions = self.get(symbol)
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total_profit = sum(p.profit for p in positions)
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buy_count = sum(1 for p in positions if p.is_buy)
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sell_count = sum(1 for p in positions if p.is_sell)
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return {
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"total_count": len(positions),
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"total_profit": round(total_profit, 2),
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"buy_count": buy_count,
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"sell_count": sell_count,
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"positions": [p.to_dict() for p in positions],
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"last_update": self._last_update_time.get(symbol) or max(self._last_update_time.values(), default=None)
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}
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def get_symbols(self) -> List[str]:
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"""获取所有有持仓的品种"""
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with self._lock:
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return [s for s in self._positions if self._positions[s]]
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def clear_symbol(self, symbol: str) -> None:
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"""清除指定品种的持仓"""
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with self._lock:
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if symbol in self._positions:
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del self._positions[symbol]
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if symbol in self._last_update_time:
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del self._last_update_time[symbol]
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def get_status(self) -> Dict:
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"""获取存储状态"""
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with self._lock:
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total_count = sum(len(pos) for pos in self._positions.values())
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return {
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"total_positions": total_count,
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"symbol_count": len([s for s in self._positions if self._positions[s]]),
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"symbols": self.get_symbols()
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} |