128 lines
4.8 KiB
Python
128 lines
4.8 KiB
Python
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from logger_config import get_logger
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class SimulationTrader:
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def __init__(self, logger=None):
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self.logger = logger or get_logger('simulation_trader')
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# 添加模拟持仓字典，用于追踪模拟交易的持仓
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self.sim_positions = {}
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# 模拟资金账户信息
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self.sim_balance = {"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):
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message = f"模拟买入 - 代码: {code}, 价格: {price}, 数量: {amount}"
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self.logger.info(message)
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# 更新模拟持仓
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if code not in self.sim_positions:
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self.sim_positions[code] = {
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"stock_code": code,
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"volume": 0,
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"can_use_volume": 0,
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"frozen_volume": 0,
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"avg_price": 0.0,
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"market_value": 0.0
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}
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# 计算新的平均成本
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current_cost = self.sim_positions[code]["avg_price"] * self.sim_positions[code]["volume"]
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new_cost = price * amount
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total_volume = self.sim_positions[code]["volume"] + amount
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# 更新持仓信息
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self.sim_positions[code]["volume"] += amount
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self.sim_positions[code]["can_use_volume"] += amount
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self.sim_positions[code]["avg_price"] = (current_cost + new_cost) / total_volume if total_volume > 0 else 0
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self.sim_positions[code]["market_value"] = self.sim_positions[code]["volume"] * price
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# 更新资金
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self.sim_balance["cash"] -= price * amount
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self.sim_balance["total"] = self.sim_balance["cash"] + sum(pos["market_value"] for pos in self.sim_positions.values())
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return {"order_id": "simulation", "message": message}
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def sell(self, code, price, amount):
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message = f"模拟卖出 - 代码: {code}, 价格: {price}, 数量: {amount}"
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self.logger.info(message)
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# 更新模拟持仓
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if code in self.sim_positions:
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# 确保可用数量足够
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if self.sim_positions[code]["can_use_volume"] >= amount:
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# 更新持仓信息
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self.sim_positions[code]["volume"] -= amount
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self.sim_positions[code]["can_use_volume"] -= amount
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self.sim_positions[code]["market_value"] = self.sim_positions[code]["volume"] * price
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# 如果持仓为0，删除该股票
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if self.sim_positions[code]["volume"] <= 0:
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del self.sim_positions[code]
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# 更新资金
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self.sim_balance["cash"] += price * amount
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self.sim_balance["total"] = self.sim_balance["cash"] + sum(pos["market_value"] for pos in self.sim_positions.values())
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else:
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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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else:
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message = f"模拟卖出失败 - 代码: {code}, 无持仓"
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self.logger.warning(message)
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return {"order_id": "simulation", "message": message}
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def cancel(self, entrust_no):
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message = f"模拟撤单 - 委托号: {entrust_no}"
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self.logger.info(message)
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return {"order_id": "simulation", "message": message}
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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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# 返回与XtTrader格式一致的持仓数据
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return [
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{
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"account_id": "simulation",
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"stock_code": code,
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"volume": pos["volume"],
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"can_use_volume": pos["can_use_volume"],
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"open_price": pos["avg_price"],
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"avg_price": pos["avg_price"],
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"market_value": pos["market_value"],
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"frozen_volume": pos["frozen_volume"],
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"on_road_volume": 0
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} for code, pos in self.sim_positions.items()
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]
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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 []
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def get_today_entrust(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 []
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def is_trading_time(self):
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return True |