190 lines
7.2 KiB
Python
190 lines
7.2 KiB
Python
from logger_config import get_logger
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from trade_constants import (
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TRADE_TYPE_SIMULATION,
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ORDER_DIRECTION_BUY,
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ORDER_DIRECTION_SELL,
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ORDER_STATUS_COMPLETED,
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ORDER_STATUS_CANCELLED,
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)
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from position_manager import PositionManager
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from base_trader import BaseTrader
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import random
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from typing import Dict
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from local_position import LocalPosition
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class SimulationTrader(BaseTrader):
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def __init__(self, logger=None):
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super().__init__(logger)
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self.logger = logger or get_logger("simulation_trader")
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# 模拟资金账户信息
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self.sim_balance = {"account_id": "simulation", "cash": 1000000.00, "frozen": 0.00, "total": 1000000.00}
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def is_logged_in(self):
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"""检查交易系统是否已经登录
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Returns:
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bool: True表示已登录，模拟交易系统总是返回已登录状态
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"""
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return True
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def login(self):
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self.logger.info("模拟交易：登录成功")
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return True
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def logout(self):
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self.logger.info("模拟交易：登出成功")
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return True
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def buy(self, code, price, amount, strategy_name="default_strategy"):
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message = f"模拟买入 - 代码: {code}, 价格: {price}, 数量: {amount}, 策略: {strategy_name}"
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self.logger.info(message)
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# 计算交易成本
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cost = price * amount
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# 检查余额是否足够
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if self.sim_balance["cash"] < cost:
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message = f"模拟买入失败 - 代码: {code}, 资金不足"
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self.logger.warning(message)
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return {"order_id": None, "message": message, "success": False}
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# 更新资金
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self.sim_balance["cash"] -= cost
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# 更新持仓管理器
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position_manager = self.get_position_manager(strategy_name)
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position_manager.update_position(
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code, ORDER_DIRECTION_BUY, amount
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)
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order_id = random.randint(1, 999999) # 使用随机函数生成小于1000000的随机整数
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position_manager.add_pending_order(
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order_id, code, price, amount, ORDER_DIRECTION_BUY
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)
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# 假设立刻全部成交
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position_manager.update_order_status(order_id, amount, ORDER_STATUS_COMPLETED)
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# 更新总资产
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self._update_total_assets()
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return {"order_id": order_id, "message": message, "success": True}
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def sell(self, code, price, amount, strategy_name="default_strategy"):
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message = f"模拟卖出 - 代码: {code}, 价格: {price}, 数量: {amount}, 策略: {strategy_name}"
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self.logger.info(message)
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# 获取策略持仓
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position_manager = self.get_position_manager(strategy_name)
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strategy_positions = position_manager.get_positions()
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# 检查持仓是否足够
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if (
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code not in strategy_positions
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or strategy_positions[code].closeable_amount < amount
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):
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message = f"模拟卖出失败 - 代码: {code}, 可用数量不足"
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self.logger.warning(message)
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return {"order_id": None, "message": message, "success": False}
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# 更新资金
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proceeds = price * amount
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self.sim_balance["cash"] += proceeds
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# 更新持仓管理器
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position_manager.update_position(
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code, ORDER_DIRECTION_SELL, amount
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)
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order_id = random.randint(1, 999999) # 使用随机函数生成小于1000000的随机整数
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position_manager.add_pending_order(
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order_id, code, price, amount, ORDER_DIRECTION_SELL
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)
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# 假设立刻全部成交
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position_manager.update_order_status(order_id, amount, ORDER_STATUS_COMPLETED)
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# 更新总资产
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self._update_total_assets()
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return {"order_id": order_id, "message": message, "success": True}
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def _update_total_assets(self):
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"""更新总资产"""
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# 此处简化处理，在实际情况中应该计算所有持仓的市值
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self.sim_balance["total"] = self.sim_balance["cash"]
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def cancel(self, order_id):
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message = f"模拟撤单 - 委托号: {order_id}"
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self.logger.info(message)
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position_managers = self.get_all_position_managers()
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for position_manager in position_managers.values():
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if order_id in position_manager.pending_orders:
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position_manager.update_order_status(order_id, 0, ORDER_STATUS_CANCELLED)
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return {"order_id": "order_id", "message": message, "success": True}
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else:
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return {"order_id": None, "message": "订单不存在", "success": False}
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def get_balance(self):
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message = "模拟交易：查询余额"
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self.logger.info(message)
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return self.sim_balance
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def get_positions(self):
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message = "模拟交易：查询持仓"
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self.logger.info(message)
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position_managers = self.get_all_position_managers()
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positions: Dict[str, LocalPosition] = {}
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for position_manager in position_managers.values():
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positions.update(position_manager.get_positions())
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# convert to json list
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return [{"account_id": "simulation", "code": position.code, "total_amount": position.total_amount, "closeable_amount": position.closeable_amount} for position in positions.values()]
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def get_today_trades(self):
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message = "模拟交易：查询今日成交"
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self.logger.info(message)
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return {"message": "模拟交易：查询今日成交未实现", "success": True}
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def get_today_orders(self):
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message = "模拟交易：查询今日委托"
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self.logger.info(message)
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return {"message": "模拟交易：查询今日委托未实现", "success": True}
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def get_position(self, stock_code, strategy_name="default_strategy"):
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"""查询指定股票代码的持仓信息
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Args:
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stock_code: 股票代码，例如 "600000.SH"
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strategy_name: 策略名称，默认为"default_strategy"
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Returns:
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dict: 持仓详情，如果未持有则返回None
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"""
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position_manager = self.get_position_manager(strategy_name)
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positions = position_manager.get_positions()
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if stock_code in positions:
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position_info = positions[stock_code]
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return {
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"account_id": "simulation",
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"code": stock_code,
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"strategy_name": strategy_name,
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"total_amount": position_info.total_amount,
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"closeable_amount": position_info.closeable_amount,
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}
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return None
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def get_order(self, order_id):
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position_managers = self.get_all_position_managers()
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for position_manager in position_managers.values():
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if order_id in position_manager.pending_orders:
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order_info = position_manager.pending_orders[order_id]
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return {
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"order_id": order_id,
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"stock_code": order_info.stock_code,
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"price": order_info.price,
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"amount": order_info.amount,
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"direction": order_info.direction,
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"status": order_info.status,
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"strategy_name": order_info.strategy_name,
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}
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return None
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