qihuo/vnpy_bridge.py

"""CTP 执行层：模拟盘 → SimNow；实盘 → 期货公司（vnpy_ctp）。"""
from __future__ import annotations

import logging
import os
import threading
import time
from typing import Any, Optional

from ctp_symbol import ths_to_vnpy_symbol, to_vnpy_exchange

logger = logging.getLogger(__name__)

GATEWAY_NAME = "CTP"

_bridge: Optional["CtpBridge"] = None
_bridge_lock = threading.Lock()


def _env(key: str, default: str = "") -> str:
    return (os.getenv(key) or default).strip()


def _simnow_setting() -> dict[str, str]:
    """SimNow 7×24 仿真默认前置（可在 .env 覆盖）。"""
    return {
        "用户名": _env("SIMNOW_USER"),
        "密码": _env("SIMNOW_PASSWORD"),
        "经纪商代码": _env("SIMNOW_BROKER_ID", "9999"),
        "交易服务器": _env("SIMNOW_TD_ADDRESS", "tcp://180.168.146.187:10201"),
        "行情服务器": _env("SIMNOW_MD_ADDRESS", "tcp://180.168.146.187:10211"),
        "产品名称": _env("SIMNOW_APP_ID", "simnow_client_test"),
        "授权编码": _env("SIMNOW_AUTH_CODE", "0000000000000000"),
        "产品信息": _env("SIMNOW_PRODUCT_INFO", "simnow_client_test"),
    }


def _live_setting() -> dict[str, str]:
    return {
        "用户名": _env("CTP_LIVE_USER"),
        "密码": _env("CTP_LIVE_PASSWORD"),
        "经纪商代码": _env("CTP_LIVE_BROKER_ID"),
        "交易服务器": _env("CTP_LIVE_TD_ADDRESS"),
        "行情服务器": _env("CTP_LIVE_MD_ADDRESS"),
        "产品名称": _env("CTP_LIVE_APP_ID"),
        "授权编码": _env("CTP_LIVE_AUTH_CODE"),
        "产品信息": _env("CTP_LIVE_PRODUCT_INFO"),
    }


def _setting_for_mode(mode: str) -> dict[str, str]:
    return _simnow_setting() if mode == "simulation" else _live_setting()


def _mode_label(mode: str) -> str:
    return "SimNow 模拟" if mode == "simulation" else "期货公司实盘"


class CtpBridge:
    def __init__(self) -> None:
        self._engine = None
        self._ee = None
        self._connected_mode: Optional[str] = None
        self._last_error: str = ""
        self._connect_lock = threading.Lock()
        self._init_engine()

    def _init_engine(self) -> None:
        try:
            from vnpy.event import EventEngine
            from vnpy.trader.engine import MainEngine
            from vnpy_ctp import CtpGateway

            self._ee = EventEngine()
            self._engine = MainEngine(self._ee)
            self._engine.add_gateway(CtpGateway)
        except ImportError:
            self._last_error = "未安装 vnpy / vnpy_ctp，请 pip install vnpy vnpy_ctp"
        except Exception as exc:
            self._last_error = str(exc)

    def available(self) -> bool:
        return self._engine is not None

    @property
    def last_error(self) -> str:
        return self._last_error

    @property
    def connected_mode(self) -> Optional[str]:
        return self._connected_mode

    def status(self, mode: str) -> dict[str, Any]:
        st = _setting_for_mode(mode)
        missing = [k for k in ("用户名", "密码", "交易服务器") if not st.get(k)]
        return {
            "vnpy_installed": self.available(),
            "connected": self._connected_mode == mode,
            "connected_mode": self._connected_mode,
            "mode_label": _mode_label(mode),
            "missing_config": missing,
            "last_error": self._last_error,
            "broker_id": st.get("经纪商代码", ""),
            "td_address": st.get("交易服务器", ""),
        }

    def connect(self, mode: str, *, force: bool = False) -> None:
        if not self._engine:
            raise RuntimeError(self._last_error or "vnpy 引擎未初始化")
        if self._connected_mode == mode and not force:
            return
        setting = _setting_for_mode(mode)
        if not setting.get("用户名") or not setting.get("密码"):
            raise ValueError(
                f"{_mode_label(mode)}：请在 .env 配置 "
                f"{'SIMNOW_USER / SIMNOW_PASSWORD' if mode == 'simulation' else 'CTP_LIVE_USER / CTP_LIVE_PASSWORD'}"
            )
        if not setting.get("交易服务器"):
            raise ValueError(f"{_mode_label(mode)}：未配置交易服务器地址")

        with self._connect_lock:
            if self._connected_mode and self._connected_mode != mode:
                try:
                    self._engine.close()
                except Exception:
                    pass
                self._connected_mode = None
                time.sleep(1)

            self._engine.connect(setting, GATEWAY_NAME)
            # 等待登录与结算信息
            for _ in range(30):
                accounts = self._engine.get_all_accounts()
                if accounts:
                    self._connected_mode = mode
                    self._last_error = ""
                    logger.info("CTP 已连接 [%s] account=%s", mode, len(accounts))
                    return
                time.sleep(0.5)
            self._last_error = "CTP 连接超时，请检查 SimNow 账号、前置地址与交易时段"
            raise RuntimeError(self._last_error)

    def ensure_connected(self, mode: str) -> None:
        if self._connected_mode != mode:
            self.connect(mode)

    def get_account(self) -> dict[str, Any]:
        if not self._engine:
            return {}
        accounts = self._engine.get_all_accounts()
        if not accounts:
            return {}
        acc = accounts[0]
        return {
            "balance": float(getattr(acc, "balance", 0) or 0),
            "available": float(getattr(acc, "available", 0) or 0),
            "frozen": float(getattr(acc, "frozen", 0) or 0),
            "accountid": getattr(acc, "accountid", ""),
        }

    def list_positions(self) -> list[dict[str, Any]]:
        if not self._engine:
            return []
        out: list[dict[str, Any]] = []
        for pos in self._engine.get_all_positions():
            vol = int(getattr(pos, "volume", 0) or 0)
            if vol <= 0:
                continue
            direction = getattr(pos, "direction", None)
            d = "long"
            if direction is not None and str(direction).endswith("SHORT"):
                d = "short"
            elif direction is not None and "空" in str(direction):
                d = "short"
            sym = getattr(pos, "symbol", "") or ""
            out.append({
                "symbol": sym,
                "direction": d,
                "lots": vol,
                "avg_price": float(getattr(pos, "price", 0) or 0),
                "pnl": float(getattr(pos, "pnl", 0) or 0),
            })
        return out

    def send_order(
        self,
        *,
        ths_code: str,
        offset: str,
        direction: str,
        lots: int,
        price: float,
    ) -> str:
        from vnpy.trader.constant import Direction, Offset, OrderType
        from vnpy.trader.object import OrderRequest

        if not self._engine:
            raise RuntimeError("CTP 未初始化")
        sym, ex_name = ths_to_vnpy_symbol(ths_code)
        exchange = to_vnpy_exchange(ex_name)
        lots = max(1, int(lots))
        price = float(price)

        offset = (offset or "open").lower()
        direction = (direction or "long").lower()

        if offset in ("open", "open_long", "open_short"):
            d = Direction.LONG if direction == "long" or offset == "open_long" else Direction.SHORT
            off = Offset.OPEN
        elif offset in ("close", "close_long", "close_short"):
            # 平多 = 卖；平空 = 买
            if direction == "long" or offset == "close_long":
                d = Direction.SHORT
            else:
                d = Direction.LONG
            off = Offset.CLOSE
        else:
            raise ValueError(f"未知开平: {offset}")

        req = OrderRequest(
            symbol=sym,
            exchange=exchange,
            direction=d,
            type=OrderType.LIMIT,
            volume=lots,
            price=price,
            offset=off,
        )
        vt_orderid = self._engine.send_order(req, GATEWAY_NAME)
        if not vt_orderid:
            raise RuntimeError("CTP 拒单或未返回委托号")
        return str(vt_orderid)


def get_bridge() -> CtpBridge:
    global _bridge
    with _bridge_lock:
        if _bridge is None:
            _bridge = CtpBridge()
        return _bridge


def try_init_vnpy(_settings: dict | None = None) -> bool:
    return get_bridge().available()


def vnpy_available() -> bool:
    return get_bridge().available()


def ctp_connect(mode: str, *, force: bool = False) -> dict[str, Any]:
    b = get_bridge()
    b.connect(mode, force=force)
    return b.status(mode)


def ctp_status(mode: str) -> dict[str, Any]:
    return get_bridge().status(mode)


def ctp_get_account(mode: str) -> dict[str, Any]:
    b = get_bridge()
    b.ensure_connected(mode)
    return b.get_account()


def ctp_list_positions(mode: str) -> list[dict[str, Any]]:
    b = get_bridge()
    b.ensure_connected(mode)
    return b.list_positions()


def get_ctp_balance(mode: str) -> Optional[float]:
    try:
        acc = ctp_get_account(mode)
        bal = acc.get("balance")
        return float(bal) if bal else None
    except Exception as exc:
        logger.debug("get_ctp_balance: %s", exc)
        return None


def execute_order(
    conn,
    *,
    mode: str,
    offset: str,
    symbol: str,
    direction: str,
    lots: int,
    price: float,
    settings: dict | None = None,
) -> dict[str, Any]:
    """统一下单：simulation=SimNow，live=期货公司 CTP。"""
    del conn, settings
    if mode not in ("simulation", "live"):
        raise ValueError("未知交易模式")
    if not vnpy_available():
        raise ValueError(
            "请先安装 vnpy 与 vnpy_ctp：pip install vnpy vnpy_ctp\n"
            f"模拟盘需配置 .env 中 SIMNOW_USER / SIMNOW_PASSWORD 等"
        )
    b = get_bridge()
    b.ensure_connected(mode)
    order_id = b.send_order(
        ths_code=symbol,
        offset=offset,
        direction=direction,
        lots=lots,
        price=price,
    )
    return {
        "order_id": order_id,
        "mode": mode,
        "mode_label": _mode_label(mode),
        "symbol": symbol,
        "lots": lots,
        "price": price,
    }