110 lines
3.4 KiB
Python
110 lines
3.4 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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统计数据存储模块
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"""
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from collections import deque, defaultdict
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from datetime import datetime, timedelta
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from typing import List, Dict, Optional
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import threading
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from ..models.statistics import StatisticsData
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class StatisticsStore:
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"""
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统计数据存储
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保留最近的数据用于：
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1. 获取品种价差
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2. 获取账户信息
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"""
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def __init__(self, max_per_symbol: int = 10, max_total: int = 100):
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"""
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Args:
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max_per_symbol: 每个品种保留的最大记录数
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max_total: 总共保留的最大记录数
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"""
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# 按品种分组存储
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self._by_symbol: Dict[str, deque] = defaultdict(lambda: deque(maxlen=max_per_symbol))
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# 全局存储（用于获取最新账户信息）
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self._all_data: deque = deque(maxlen=max_total)
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# 线程锁
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self._lock = threading.RLock()
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print(f"[StatisticsStore] 统计数据存储已初始化 (max_per_symbol={max_per_symbol}, max_total={max_total})")
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def add(self, data: StatisticsData) -> None:
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"""添加统计数据"""
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with self._lock:
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self._by_symbol[data.symbol].append(data)
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self._all_data.append(data)
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def get_latest(self, symbol: str = None) -> Optional[StatisticsData]:
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"""获取最新的统计数据"""
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with self._lock:
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if symbol:
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if self._by_symbol[symbol]:
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return self._by_symbol[symbol][-1]
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return None
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else:
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if self._all_data:
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return self._all_data[-1]
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return None
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def get_by_symbol(self, symbol: str, count: int = 10) -> List[StatisticsData]:
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"""获取指定品种的统计数据"""
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with self._lock:
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data = list(self._by_symbol[symbol])[-count:]
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return data
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def get_spread(self, symbol: str) -> Optional[float]:
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"""获取品种价差"""
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with self._lock:
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# 规范化品种名称（去掉#后缀）
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symbol_normalized = symbol.replace('#', '')
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for stat in reversed(list(self._all_data)):
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stat_normalized = stat.symbol.replace('#', '')
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if stat_normalized == symbol_normalized:
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if stat.spread > 0:
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return stat.spread
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return None
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def get_account_info(self, symbol: str = None) -> Dict:
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"""获取账户信息"""
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latest = self.get_latest(symbol)
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if not latest:
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return {
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"balance": 0,
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"equity": 0,
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"margin_level": 0
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}
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return {
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"balance": latest.balance,
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"equity": latest.equity,
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"margin_level": latest.margin_level
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}
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def get_all_recent(self, count: int = 10) -> List[StatisticsData]:
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"""获取最近的所有统计数据"""
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with self._lock:
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return list(self._all_data)[-count:]
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def clear(self) -> None:
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"""清空数据"""
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with self._lock:
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self._by_symbol.clear()
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self._all_data.clear()
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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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return {
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"total_count": len(self._all_data),
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"symbol_count": len(self._by_symbol),
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"symbols": list(self._by_symbol.keys())
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} |