# Copyright (c) 2025-2026 马建军. All rights reserved. # 专有软件 — 未经授权禁止复制、传播、转售。 # 严禁用于:带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。 # 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md """趋势回调:纯计算(期货整数手)。""" from __future__ import annotations import json import math from typing import Any, Optional, Tuple from contract_specs import get_contract_spec def validate_trend_bounds(direction: str, stop_loss: float, add_upper: float) -> Optional[str]: direction = (direction or "long").strip().lower() if direction == "long": if not (float(stop_loss) < float(add_upper)): return "做多:止损须低于补仓上沿" else: if not (float(stop_loss) > float(add_upper)): return "做空:止损须高于补仓下沿" return None def build_grid_prices(direction: str, sl: float, upper: float, n_legs: int) -> list[float]: sl, upper = float(sl), float(upper) out: list[float] = [] if n_legs <= 0: return out direction = (direction or "long").strip().lower() if direction == "long": if upper <= sl: return out span = upper - sl for i in range(1, n_legs + 1): out.append(sl + (i / float(n_legs + 1)) * span) out.sort(reverse=True) else: if sl <= upper: return out span = sl - upper for i in range(1, n_legs + 1): out.append(upper + (i / float(n_legs + 1)) * span) out.sort() return [round(p, 4) for p in out] def compute_trend_plan_futures( *, direction: str, stop_loss: float, add_upper: float, take_profit: float, risk_percent: float, capital: float, live_price: float, ths_code: str, dca_legs: int = 5, ) -> Tuple[Optional[dict[str, Any]], Optional[str]]: err = validate_trend_bounds(direction, stop_loss, add_upper) if err: return None, err spec = get_contract_spec(ths_code) mult = spec["mult"] d = (direction or "long").strip().lower() if d == "short": worst_per_lot = (float(stop_loss) - float(add_upper)) * mult else: worst_per_lot = (float(add_upper) - float(stop_loss)) * mult if worst_per_lot <= 0: return None, "止损与补仓边界无法计算风险" budget = float(capital) * float(risk_percent) / 100.0 total_lots = int(math.floor(budget / worst_per_lot)) if total_lots < 3: return None, f"按 {risk_percent}% 风险,总手数至少需 3 手才能拆分首仓+补仓(当前 {total_lots} 手)" first_lots = total_lots // 2 remainder = total_lots - first_lots legs = max(1, min(int(dca_legs), remainder)) per_leg = remainder // legs leg_amounts = [per_leg] * (legs - 1) + [remainder - per_leg * (legs - 1)] if any(x < 1 for x in leg_amounts): legs = 1 leg_amounts = [remainder] grid = build_grid_prices(d, stop_loss, add_upper, len(leg_amounts)) margin_rate = spec["margin_rate"] plan_margin = float(live_price) * mult * total_lots * margin_rate return { "direction": d, "stop_loss": float(stop_loss), "add_upper": float(add_upper), "take_profit": float(take_profit), "risk_percent": float(risk_percent), "capital_snapshot": float(capital), "live_price_ref": float(live_price), "target_lots": total_lots, "first_lots": first_lots, "remainder_lots": remainder, "dca_legs": len(leg_amounts), "leg_amounts": leg_amounts, "leg_amounts_json": json.dumps(leg_amounts), "grid_prices_json": json.dumps(grid), "grid": grid, "plan_margin": round(plan_margin, 2), "mult": mult, }, None def trend_dca_level_reached(direction: str, mark_price: float, level: float) -> bool: d = (direction or "long").strip().lower() pf, lv = float(mark_price), float(level) return pf <= lv if d == "long" else pf >= lv