qihuo/product_recommend.py

"""按账户资金推荐可交易品种（期货核心筛选）。"""
from __future__ import annotations

import logging
import math
from concurrent.futures import ThreadPoolExecutor
from typing import Callable, Optional

from contract_specs import get_contract_spec
from fee_specs import calc_fee_breakdown
from symbols import PRODUCTS

logger = logging.getLogger(__name__)


def _letters_from_ths(ths_code: str) -> str:
    import re
    m = re.match(r"^([A-Za-z]+)", (ths_code or "").strip())
    return m.group(1) if m else ""


def assess_product_for_capital(
    product: dict,
    capital: float,
    price: Optional[float],
    *,
    max_margin_pct: float = 30.0,
    default_stop_ticks: int = 20,
    reward_risk_ratio: float = 2.0,
    trading_mode: str = "simulation",
) -> dict:
    """评估单品种在当前资金下是否可交易。"""
    ths = product.get("ths") or ""
    name = product.get("name") or ths
    exchange = product.get("exchange") or ""
    spec = get_contract_spec(ths + "8888")
    mult = spec["mult"]
    margin_rate = spec["margin_rate"]
    tick = float(spec.get("tick_size") or 1.0)
    p = float(price) if price and price > 0 else 0.0
    cap = float(capital or 0)
    margin_pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))

    if p <= 0:
        return {
            "ths": ths,
            "name": name,
            "exchange": exchange,
            "status": "no_price",
            "status_label": "暂无行情",
            "min_capital_one_lot": None,
            "margin_one_lot": None,
            "max_lots": 0,
            "risk_one_lot_1pct": None,
        }

    margin_one = p * mult * margin_rate
    min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
    margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
    max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
    stop_dist = tick * default_stop_ticks
    risk_one_lot = stop_dist * mult
    risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0
    ref_sl = round(p - stop_dist, 4)
    ref_tp = round(p + stop_dist * reward_risk_ratio, 4)
    fee_ths = ths + "8888"
    try:
        fee_info = calc_fee_breakdown(
            fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode,
        )
    except Exception as exc:
        logger.debug("recommend fee calc failed %s: %s", ths, exc)
        fee_info = {"open_fee": 0.0, "total_fee": 0.0}

    can_margin = max_lots >= 1
    can_risk = cap > 0 and risk_one_lot <= cap * 0.01

    if can_margin and can_risk:
        status, label = "ok", f"最大 {max_lots} 手"
    elif can_margin:
        status, label = "margin_ok", f"最大 {max_lots} 手·止损偏宽"
    else:
        status, label = "blocked", "资金不足"

    return {
        "ths": ths,
        "name": name,
        "exchange": exchange,
        "price": round(p, 4),
        "mult": mult,
        "tick_size": tick,
        "margin_one_lot": round(margin_one, 2),
        "min_capital_one_lot": round(min_capital, 2),
        "max_lots": max_lots,
        "margin_budget": round(margin_budget, 2),
        "max_margin_pct": margin_pct,
        "risk_one_lot_1pct": round(risk_one_lot, 2),
        "risk_pct_1lot_at_1pct_rule": round(risk_pct_1lot, 2),
        "ref_stop_loss": ref_sl,
        "ref_take_profit": ref_tp,
        "open_fee_one_lot": fee_info["open_fee"],
        "roundtrip_fee_one_lot": fee_info["total_fee"],
        "status": status,
        "status_label": label,
    }


def list_product_recommendations(
    capital: float,
    quote_fn: Callable[[str], Optional[dict]],
    *,
    max_margin_pct: float = 30.0,
    trading_mode: str = "simulation",
) -> list[dict]:
    """扫描全部品种并排序：推荐 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""

    def _one(product: dict) -> dict:
        ths = product["ths"]
        try:
            quote = quote_fn(ths) or {}
            price = quote.get("price")
            row = assess_product_for_capital(
                product, capital, price,
                max_margin_pct=max_margin_pct,
                trading_mode=trading_mode,
            )
            main_code = (quote.get("ths_code") or "").strip()
            row["main_code"] = main_code
            return row
        except Exception as exc:
            logger.warning("recommend product failed %s: %s", ths, exc)
            return {
                "ths": ths,
                "name": product.get("name") or ths,
                "exchange": product.get("exchange") or "",
                "status": "no_price",
                "status_label": "计算失败",
                "main_code": "",
                "max_lots": 0,
            }

    with ThreadPoolExecutor(max_workers=10) as pool:
        rows = list(pool.map(_one, PRODUCTS))
    order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
    rows.sort(key=lambda r: (order.get(r["status"], 9), -(r.get("max_lots") or 0)))
    return rows