"""
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虚拟账户管理
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"""
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from log_module import async_log_util, log_export
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from log_module.log import logger_virtual_account_money_records
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from utils import tool, huaxin_util
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EVENT_CHARGE = "charge" # 充值
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EVENT_BUY_DEAL = "buy_deal" # 买成交
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EVENT_SELL_DEAL = "sell_deal" # 卖成交
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EVENT_BALANCE_ACCOUNT = "balance_account" # 平账
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EVENT_FEE = "fee" # 手续费
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@tool.singleton
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class VirtualAccountMoneyManager:
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"""
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虚拟账户资金管理
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"""
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def __init__(self):
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self.all_money = 0
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self.available_money = 0
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# 冻结金额记录
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self.frozen_money_record_dict = {}
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self.__load_data()
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def __load_data(self):
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"""
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加载数据，从今天及以前的日志中读取数据
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:return:
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"""
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all_money = None
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available_money = None
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now_day = tool.get_now_date_str()
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# 加载今日之前的数据
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for i in range(1, 60):
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day = tool.date_sub(now_day, i)
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results = log_export.load_virtual_trade_account(day)
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if not results:
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continue
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for r in results:
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if r[1]["type"] == "资金变化":
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all_money = r[1]["data"]["all_money"]
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available_money = r[1]["data"]["available_money"]
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if all_money:
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if day != now_day:
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# 非今日
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available_money = all_money
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break
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if all_money is not None:
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self.all_money = all_money
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self.available_money = available_money
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# 读取今日日志
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results = log_export.load_virtual_trade_account(now_day)
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if results:
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for r in results:
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_type = r[1]["type"]
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_data = r[1]["data"]
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if _type == '资金变化':
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self.add_money(_data["amount"], _data["event"], _data["unique_id"], enable_log=False)
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elif _type == '冻结金额':
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self.frozen_money(_data["amount"], _data["unique_id"], enable_log=False)
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elif _type == '解冻金额':
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self.un_frozen_money(_data["amount"], _data["unique_id"], enable_log=False)
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elif _type == '消耗冻结金额':
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self.consume_frozen_money(_data["money"], _data["unique_id"], enable_log=False)
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def __format_log(self, type, data):
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fdata = {"type": type, "data": data}
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return f"{fdata}"
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def add_money(self, money, event, unique_id, enable_log=True):
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"""
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添加资金
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:param enable_log:
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:param unique_id: 唯一ID
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:param money: 金额
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:param event: 事件
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:return:
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"""
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self.all_money += money
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if event != EVENT_BUY_DEAL:
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# 买入成交不改变可用资金
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self.available_money += money
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if enable_log:
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async_log_util.info(logger_virtual_account_money_records, self.__format_log("资金变化",
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{"event": event,
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'amount': money,
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'all_money': self.all_money,
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'available_money': self.available_money,
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"unique_id": unique_id}))
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def frozen_money(self, money, unique_id, enable_log=True):
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"""
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冻结金额：挂买要冻结
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:param enable_log:
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:param money: 金额
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:param unique_id: 唯一索引
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:return:
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"""
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if unique_id in self.frozen_money_record_dict:
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# 已经冻结
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return
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self.available_money -= money
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self.frozen_money_record_dict[unique_id] = money
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if enable_log:
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async_log_util.info(logger_virtual_account_money_records, self.__format_log("冻结金额",
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{"unique_id": unique_id,
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'amount': money,
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'available_money': self.available_money}))
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def un_frozen_money(self, money, unique_id, enable_log=True):
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"""
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解冻金额,买入撤单情况下可解冻
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:param enable_log:
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:param money: 金额
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:param unique_id:
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:return:
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"""
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self.available_money += money
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if unique_id in self.frozen_money_record_dict:
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self.frozen_money_record_dict.pop(unique_id)
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if enable_log:
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async_log_util.info(logger_virtual_account_money_records, self.__format_log("解冻金额",
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{"unique_id": unique_id,
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'amount': money,
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'available_money': self.available_money}))
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def consume_frozen_money(self, money, unique_id, enable_log=True):
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"""
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消耗冻结金额：买入成交会消耗
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:param money: 消耗金额
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:param enable_log:
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:param unique_id:
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:return:
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"""
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if unique_id in self.frozen_money_record_dict:
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self.frozen_money_record_dict[unique_id] -= money
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if self.frozen_money_record_dict[unique_id] == 0:
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self.frozen_money_record_dict.pop(unique_id)
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if enable_log:
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async_log_util.info(logger_virtual_account_money_records, self.__format_log("消耗冻结金额",
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{"unique_id": unique_id,
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"money": money,
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'available_money': self.available_money}))
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def get_available_money(self):
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"""
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获取可用金额
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:return:
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"""
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return self.available_money
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def get_total_money(self):
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"""
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获取总共金额
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:return:
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"""
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return self.all_money
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class VirtualAccountOrderProcessUtil:
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"""
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虚拟账户订单处理帮助类
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"""
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@classmethod
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def set_order_status(cls, order_info):
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"""
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设置订单状态
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:param order_info:
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:return:
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"""
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status = order_info["orderStatus"]
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direction = int(order_info["direction"])
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orderLocalID = order_info["orderLocalID"]
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volume = order_info["volume"]
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volumeTraded = order_info["volumeTraded"]
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limitPrice = order_info["limitPrice"]
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# 挂单/撤单 需要记录修改资金
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if status == huaxin_util.TORA_TSTP_OST_Cached:
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# 预埋
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if direction == huaxin_util.TORA_TSTP_D_Buy:
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VirtualAccountMoneyManager().frozen_money(round(round(float(limitPrice), 2) * volume, 2), orderLocalID)
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elif status == huaxin_util.TORA_TSTP_OST_Unknown:
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# 未知
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if direction == huaxin_util.TORA_TSTP_D_Buy:
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VirtualAccountMoneyManager().frozen_money(round(round(float(limitPrice), 2) * volume, 2), orderLocalID)
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elif status == huaxin_util.TORA_TSTP_OST_Accepted:
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# 交易所已接收
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if direction == huaxin_util.TORA_TSTP_D_Buy:
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VirtualAccountMoneyManager().frozen_money(round(round(float(limitPrice), 2) * volume, 2), orderLocalID)
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elif status == huaxin_util.TORA_TSTP_OST_PartTradeCanceled:
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# 部成部撤
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VirtualAccountMoneyManager().un_frozen_money(
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round(round(float(limitPrice), 2) * (volume - volumeTraded), 2), orderLocalID)
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elif status == huaxin_util.TORA_TSTP_OST_AllCanceled:
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# 全部撤单
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VirtualAccountMoneyManager().un_frozen_money(round(round(float(limitPrice), 2) * volume, 2), orderLocalID)
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elif status == huaxin_util.TORA_TSTP_OST_Rejected:
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# 未知
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pass
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@classmethod
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def set_order_deal(cls, deal_info):
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"""
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订单成交
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:param deal_info:
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:return:
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"""
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direction = deal_info["direction"]
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tradeID = deal_info["tradeID"]
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orderLocalID = deal_info["orderLocalID"]
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volume = deal_info["volume"]
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price = round(float(deal_info["price"]), 2)
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money = round(volume * price, 2)
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if int(direction) == huaxin_util.TORA_TSTP_D_Buy:
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# 买入成交
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VirtualAccountMoneyManager().consume_frozen_money(money, orderLocalID)
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VirtualAccountMoneyManager().add_money(0 - money, event=EVENT_BUY_DEAL, unique_id=tradeID)
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else:
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# 卖出成交
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VirtualAccountMoneyManager().add_money(money, event=EVENT_SELL_DEAL, unique_id=tradeID)
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@classmethod
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def set_order_detail_info(cls, order_info):
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orderSysID, totalFee = order_info['orderSysID'], order_info['totalFee']
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VirtualAccountMoneyManager().add_money(0 - totalFee, EVENT_FEE, orderSysID)
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@tool.singleton
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class VirtualAccountPositionManager:
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"""
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虚拟账户持仓查询
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"""
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def __init__(self):
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# {代码:(总量, 历史量, 可用量, 成本金额)}
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self.position_dict = {}
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self.today_delegate_local_order_ids = set()
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self.trade_id_set = set()
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self.__load_data()
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def __load_data(self):
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# 查询近1个月的成交
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now_day = tool.get_now_date_str()
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days = []
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for i in range(0, 30):
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days.append(tool.date_sub(now_day, i))
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days.sort()
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# 统计持仓代码与数量
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position_dict = {}
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for day in days:
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datas = log_export.load_deal_list(day)
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if not datas:
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continue
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for d in datas:
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code = d['securityID']
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volume = d['volume']
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tradeId = d['tradeID']
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price = d['price']
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if tradeId in self.trade_id_set:
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continue
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self.trade_id_set.add(tradeId)
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if code not in position_dict:
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position_dict[code] = [0, 0, 0, 0]
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if d['direction'] == '0':
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position_dict[code][0] += volume
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if day != now_day:
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position_dict[code][1] += volume
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position_dict[code][2] += volume
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position_dict[code][3] += round(volume * price, 2)
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elif d['direction'] == '1':
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position_dict[code][0] -= volume
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if day != now_day:
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position_dict[code][1] -= volume
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position_dict[code][2] -= volume
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position_dict[code][3] -= round(volume * price, 2)
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self.position_dict = {c: v for c, v in position_dict.items() if v[0] > 0}
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def add_deal_info(self, d):
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"""
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设置成交信息
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:param d:
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:return:
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"""
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code = d['securityID']
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volume = d['volume']
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tradeId = d['tradeID']
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price = d['price']
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if tradeId in self.trade_id_set:
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return
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self.trade_id_set.add(tradeId)
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if code not in self.position_dict:
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self.position_dict[code] = [0, 0, 0, 0]
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# 当日可用量不在成交里面改变
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if d['direction'] == '0':
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self.position_dict[code][0] += volume
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self.position_dict[code][3] += round(volume * price, 2)
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elif d['direction'] == '1':
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self.position_dict[code][0] -= volume
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self.position_dict[code][3] -= round(volume * price, 2)
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def set_order_status(self, order_info):
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"""
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设置订单状态,用于处理可用持仓
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:param order_info:
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:return:
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"""
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status = order_info["orderStatus"]
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direction = int(order_info["direction"])
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orderLocalID = order_info["orderLocalID"]
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volume = order_info["volume"]
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volumeTraded = order_info["volumeTraded"]
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limitPrice = order_info["limitPrice"]
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code = order_info['securityID']
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if direction == huaxin_util.TORA_TSTP_D_Buy:
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return
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if code not in self.position_dict:
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return
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# 挂单/撤单 需要记录修改资金
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if status == huaxin_util.TORA_TSTP_OST_Cached or status == huaxin_util.TORA_TSTP_OST_Unknown or status == huaxin_util.TORA_TSTP_OST_Accepted:
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# 预埋/未知/挂单
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if orderLocalID in self.today_delegate_local_order_ids:
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return
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self.today_delegate_local_order_ids.add(orderLocalID)
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self.position_dict[code][2] -= volume
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elif status == huaxin_util.TORA_TSTP_OST_PartTradeCanceled:
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# 部成部撤
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self.position_dict[code][2] += (volume - volumeTraded)
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elif status == huaxin_util.TORA_TSTP_OST_AllCanceled:
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# 全部撤单
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self.position_dict[code][2] += volume
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def get_position_dict(self):
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"""
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获取持仓
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:return:
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"""
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return self.position_dict
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def get_position_of_code(self, code):
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"""
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获取持仓
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:return:(总持仓, 昨日持仓, 可用量, 持仓金额)
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"""
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return self.position_dict.get(code)
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def get_position_codes(self):
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"""
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获取持仓的代码
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:return: 代码集合
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"""
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if self.position_dict:
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return set(self.position_dict.keys())
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return set()
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if __name__ == "__main__":
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print(VirtualAccountPositionManager().get_position_dict())
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print(VirtualAccountMoneyManager().get_total_money(),
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VirtualAccountMoneyManager().get_available_money()) #.add_money(20000, EVENT_CHARGE, '')
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async_log_util.run_sync()
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