225 lines
7.7 KiB
Python
225 lines
7.7 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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交易指令存储模块
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"""
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from typing import List, Dict, Optional
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from datetime import datetime
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import threading
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from collections import defaultdict
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from ..models import TradingInstruction
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class TradingInstructionStore:
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"""交易指令存储（只负责数据CRUD）"""
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def __init__(self):
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# 按品种分类的指令: {symbol: [TradingInstruction, ...]}
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self._instructions_by_symbol: Dict[str, List[TradingInstruction]] = defaultdict(list)
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# 按ID索引
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self._instructions_by_id: Dict[str, TradingInstruction] = {}
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# 线程锁
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self._lock = threading.RLock()
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print("[TradingInstructionStore] 交易指令存储已初始化")
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# ==================== 添加指令 ====================
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def add_instruction(self, instruction: TradingInstruction) -> str:
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"""
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添加交易指令
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Args:
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instruction: 交易指令对象
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Returns:
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指令ID
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"""
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with self._lock:
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symbol = instruction.symbol.upper()
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# 存储到两个字典
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self._instructions_by_symbol[symbol].append(instruction)
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self._instructions_by_id[instruction.instruction_id] = instruction
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print(f"[TradingInstructionStore] 添加指令: {instruction.instruction_id} {symbol} {instruction.action}")
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return instruction.instruction_id
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def add_instruction_from_dict(self, data: Dict) -> str:
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"""从字典添加指令"""
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instruction = TradingInstruction.from_dict(data)
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return self.add_instruction(instruction)
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def add_instructions_batch(self, instructions: List[TradingInstruction]) -> int:
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"""
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批量添加指令
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Args:
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instructions: 指令列表
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Returns:
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添加数量
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"""
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count = 0
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for inst in instructions:
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self.add_instruction(inst)
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count += 1
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return count
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# ==================== 获取指令 ====================
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def get_instruction_by_id(self, instruction_id: str) -> Optional[TradingInstruction]:
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"""根据ID获取指令"""
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with self._lock:
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return self._instructions_by_id.get(instruction_id)
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def get_instructions_by_symbol(self, symbol: str) -> List[TradingInstruction]:
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"""获取指定品种的指令列表"""
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with self._lock:
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return list(self._instructions_by_symbol.get(symbol.upper(), []))
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def get_all_instructions(self) -> List[TradingInstruction]:
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"""获取所有指令"""
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with self._lock:
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return list(self._instructions_by_id.values())
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def get_all_instructions_dict(self) -> Dict[str, List[Dict]]:
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"""
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获取所有指令（按品种分类）
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Returns:
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{symbol: [instruction_dict, ...]}
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"""
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with self._lock:
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result = {}
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for symbol, instructions in self._instructions_by_symbol.items():
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result[symbol] = [inst.to_dict() for inst in instructions]
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return result
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# ==================== 获取并发送指令（EA调用）====================
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def fetch_and_remove_by_symbol(self, symbol: str, current_price: float = None) -> List[Dict]:
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"""
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获取满足条件的指令并移除（EA轮询时调用）
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价格过滤逻辑：
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- 买入指令：指令价格 <= 当前价格 → 发送
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- 卖出指令：指令价格 >= 当前价格 → 发送
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Args:
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symbol: 品种
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current_price: 当前价格，None时不做价格过滤
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Returns:
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满足条件的指令列表（字典格式，用于返回给EA）
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"""
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with self._lock:
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symbol = symbol.upper()
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instructions = self._instructions_by_symbol.get(symbol, [])
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if not instructions:
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return []
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result = []
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remaining = []
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for inst in instructions:
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should_send = True
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# 价格条件过滤
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if current_price is not None:
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if inst.action.lower() == 'b':
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# 买入：指令价格需要 <= 当前价格
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if inst.price > current_price:
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should_send = False
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elif inst.action.lower() == 's':
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# 卖出：指令价格需要 >= 当前价格
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if inst.price < current_price:
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should_send = False
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if should_send:
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inst.status = "sent"
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inst.sent_at = datetime.now()
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result.append(inst.to_dict()) # 返回给EA的格式
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del self._instructions_by_id[inst.instruction_id]
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else:
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remaining.append(inst)
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# 更新存储
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self._instructions_by_symbol[symbol] = remaining
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if result:
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print(f"[TradingInstructionStore] 发送指令给EA: {symbol} {len(result)}条 (当前价格: {current_price})")
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if remaining:
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print(f"[TradingInstructionStore] 缓存指令等待条件: {symbol} {len(remaining)}条")
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return result
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# ==================== 移除指令 ====================
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def remove_instruction(self, instruction_id: str) -> Optional[TradingInstruction]:
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"""移除指定指令"""
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with self._lock:
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instruction = self._instructions_by_id.get(instruction_id)
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if not instruction:
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return None
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symbol = instruction.symbol.upper()
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self._instructions_by_symbol[symbol] = [
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i for i in self._instructions_by_symbol[symbol] if i.instruction_id != instruction_id
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]
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del self._instructions_by_id[instruction_id]
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return instruction
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def clear_by_symbol(self, symbol: str) -> int:
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"""清空指定品种的指令"""
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with self._lock:
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symbol = symbol.upper()
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instructions = self._instructions_by_symbol.get(symbol, [])
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count = len(instructions)
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for inst in instructions:
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if inst.instruction_id in self._instructions_by_id:
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del self._instructions_by_id[inst.instruction_id]
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if symbol in self._instructions_by_symbol:
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del self._instructions_by_symbol[symbol]
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print(f"[TradingInstructionStore] 清空 {symbol} 指令: {count}条")
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return count
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def clear_all(self) -> int:
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"""清空所有指令"""
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with self._lock:
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count = len(self._instructions_by_id)
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self._instructions_by_symbol.clear()
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self._instructions_by_id.clear()
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print(f"[TradingInstructionStore] 已清空所有指令: {count}条")
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return count
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# ==================== 统计 ====================
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def get_count_by_symbol(self, symbol: str) -> int:
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"""获取指定品种的指令数量"""
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with self._lock:
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return len(self._instructions_by_symbol.get(symbol.upper(), []))
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def get_total_count(self) -> int:
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"""获取总指令数量"""
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with self._lock:
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return len(self._instructions_by_id)
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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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symbols_count = {symbol: len(instructions)
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for symbol, instructions in self._instructions_by_symbol.items()}
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return {
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"total_instructions": len(self._instructions_by_id),
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"symbols": symbols_count,
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} |