dekun
185 lines
6.1 KiB
Python
185 lines
6.1 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 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。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""交易上下文：设置读取、资金、模式。"""
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from __future__ import annotations
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from typing import Callable, Optional
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TRADING_MODE_SIM = "simulation" # SimNow CTP
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TRADING_MODE_LIVE = "live" # 期货公司 CTP
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def get_trading_mode(get_setting: Callable[[str, str], str]) -> str:
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m = (get_setting("trading_mode", TRADING_MODE_SIM) or TRADING_MODE_SIM).strip().lower()
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return m if m in (TRADING_MODE_SIM, TRADING_MODE_LIVE) else TRADING_MODE_SIM
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def get_sizing_mode(get_setting: Callable[[str, str], str]) -> str:
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from position_sizing import normalize_sizing_mode
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return normalize_sizing_mode(get_setting("position_sizing_mode", "fixed"))
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def get_fixed_lots(get_setting: Callable[[str, str], str]) -> int:
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try:
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return max(1, int(float(get_setting("fixed_lots", "1") or 1)))
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except (TypeError, ValueError):
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return 1
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def get_fixed_amount(get_setting: Callable[[str, str], str]) -> float:
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try:
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return max(1.0, float(get_setting("fixed_amount", "5000") or 5000))
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except (TypeError, ValueError):
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return 5000.0
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def get_risk_percent(get_setting: Callable[[str, str], str]) -> float:
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try:
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return max(0.1, float(get_setting("risk_percent", "1") or 1))
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except (TypeError, ValueError):
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return 1.0
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def get_max_margin_pct(get_setting: Callable[[str, str], str]) -> float:
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"""单笔/总仓位保证金占权益上限（%），默认 30。"""
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try:
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return max(1.0, min(100.0, float(get_setting("max_margin_pct", "30") or 30)))
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except (TypeError, ValueError):
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return 30.0
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def get_roll_max_margin_pct(get_setting: Callable[[str, str], str]) -> float:
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"""滚仓后总保证金占权益上限（%），默认 50。"""
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try:
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return max(1.0, min(100.0, float(get_setting("roll_max_margin_pct", "50") or 50)))
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except (TypeError, ValueError):
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return 50.0
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def get_trailing_be_tick_buffer(get_setting: Callable[[str, str], str]) -> int:
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"""移动保本：止损移至开仓价 ± N 个最小变动价位（默认 2）。"""
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try:
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return max(1, min(20, int(float(get_setting("trailing_be_tick_buffer", "2") or 2))))
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except (TypeError, ValueError):
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return 2
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def get_pending_order_timeout_min(get_setting: Callable[[str, str], str]) -> int:
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"""开仓限价委托未成交自动撤单时间（分钟），默认 5。"""
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try:
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return max(1, min(60, int(float(get_setting("pending_order_timeout_min", "5") or 5))))
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except (TypeError, ValueError):
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return 5
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def get_pending_order_timeout_sec(get_setting: Callable[[str, str], str]) -> int:
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return get_pending_order_timeout_min(get_setting) * 60
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def _cached_ctp_account(mode: str) -> dict[str, float]:
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"""CTP 未连接时，用最近一次 worker/持仓快照里的账户权益。"""
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import json
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try:
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from position_stream import position_hub
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snap = position_hub.get_snapshot() or {}
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cap = float(snap.get("capital") or 0)
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if cap > 0:
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return {"balance": cap}
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except Exception:
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pass
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try:
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from db_conn import connect_db
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conn = connect_db()
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try:
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row = conn.execute(
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"SELECT value FROM ctp_worker_snapshots WHERE key='account' LIMIT 1"
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).fetchone()
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finally:
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conn.close()
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if row and row["value"]:
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acc = json.loads(row["value"])
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balance = float(acc.get("balance") or 0)
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available = acc.get("available")
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out: dict[str, float] = {}
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if balance > 0:
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out["balance"] = balance
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if available is not None:
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out["available"] = float(available)
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return out
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except Exception:
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pass
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del mode
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return {}
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def _ctp_status_from_snapshot(mode: str) -> Optional[dict]:
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"""读持仓快照中的 CTP 状态，避免页面渲染同步 IPC。"""
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try:
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from position_stream import position_hub
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snap = position_hub.get_snapshot() or {}
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st = snap.get("ctp_status")
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if isinstance(st, dict) and st:
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return st
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except Exception:
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pass
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del mode
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return None
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def get_account_capital(conn, get_setting: Callable[[str, str], str]) -> float:
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"""优先读持仓/Worker 快照权益；无快照时才同步问 CTP。"""
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del conn
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mode = get_trading_mode(get_setting)
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cached = _cached_ctp_account(mode)
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balance = float(cached.get("balance") or 0)
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if balance > 0:
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return balance
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try:
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from vnpy_bridge import ctp_status, get_ctp_balance
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st = ctp_status(mode)
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if st.get("connected"):
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bal = get_ctp_balance(mode)
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if bal and bal > 0:
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return float(bal)
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except Exception:
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pass
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try:
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return float(get_setting("live_capital", "0") or 0)
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except (TypeError, ValueError):
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return 0.0
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def get_recommend_capital(conn, get_setting: Callable[[str, str], str]) -> float:
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"""可开仓品种表用权益：已连接 CTP 用柜台权益，未连接固定 10 万。"""
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from product_recommend import DISCONNECTED_RECOMMEND_CAPITAL
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if is_ctp_connected(get_setting):
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return get_account_capital(conn, get_setting)
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return float(DISCONNECTED_RECOMMEND_CAPITAL)
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def is_ctp_connected(get_setting: Callable[[str, str], str]) -> bool:
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"""当前交易模式（SimNow / 实盘）是否已连接 CTP。"""
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mode = get_trading_mode(get_setting)
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st = _ctp_status_from_snapshot(mode)
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if st is not None:
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return bool(st.get("connected"))
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try:
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from vnpy_bridge import ctp_status
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return bool(ctp_status(mode).get("connected"))
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except Exception:
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return False
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def trading_mode_label(get_setting: Callable[[str, str], str]) -> str:
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return "SimNow" if get_trading_mode(get_setting) == TRADING_MODE_SIM else "期货公司实盘"
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