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Author SHA1 Message Date
7583eceede optz 2026-04-24 18:26:01 +08:00
9274ef4689 optz 2026-04-24 09:49:33 +08:00
8bae04bc5e feat(logic): 优化数据采集器启动流程并增加节点状态管理功能
- 移除配置参数依赖,改为直接调用Boot()函数
- 添加主机名自动获取和设置功能
- 新增SaveNodeStatus函数用于保存节点状态数据
- 在数据变化时同时保存节点状态信息
- 创建CollectorNode数据库模型用于存储节点状态
2026-04-24 09:40:48 +08:00
b2bfcc5e5e fix config 2026-04-24 09:11:17 +08:00
820f3435d3 fix bug 2026-04-22 18:17:58 +08:00
3d89b59a67 fix bug 2026-04-17 21:57:23 +08:00
aa2c3fb84d fix bug 2026-04-17 19:56:22 +08:00
13 changed files with 366 additions and 54 deletions

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@@ -32,6 +32,13 @@ QMT数据采集器是一个专门用于从QMT量化交易平台采集实时交
- 完整的采集日志记录,包括成功/失败状态和数据变化情况 - 完整的采集日志记录,包括成功/失败状态和数据变化情况
- 详细的错误信息记录,便于问题排查和系统维护 - 详细的错误信息记录,便于问题排查和系统维护
### 6. 订单簿数据完整性保障
- **启动时自动检查**:程序启动时自动检查所有账户的订单簿数据
- **基于持仓校验**:根据最新持仓列表智能识别遗漏的买入记录
- **智能补全机制**:自动检测并补全缺失的买入/卖出订单簿记录
- **交易闭合验证**:确保每笔买入都有对应的卖出记录,形成完整交易周期
- **FIFO匹配原则**:卖出时按买入时间先后顺序匹配(先进先出)
## 技术特性 ## 技术特性
- **高性能**采用Go语言开发具有出色的并发处理能力 - **高性能**采用Go语言开发具有出色的并发处理能力

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@@ -1,12 +1,30 @@
package main package main
import ( import (
"fmt"
"os"
"git.apinb.com/quant/collector/internal/impl" "git.apinb.com/quant/collector/internal/impl"
"git.apinb.com/quant/collector/internal/logic" "git.apinb.com/quant/collector/internal/logic"
"github.com/marcsauter/single"
) )
func main() { func main() {
impl.NewImpl() // 互斥体名称Global\CollectorSingleInstance 确保会话全局唯一
s := single.New("CollectorSingleInstance")
// 尝试加锁,如果已有实例运行会返回错误
if err := s.CheckLock(); err != nil {
if err == single.ErrAlreadyRunning {
fmt.Println("collector.exe 已有实例正在运行,本次启动退出。")
os.Exit(0)
}
fmt.Fprintf(os.Stderr, "检查单实例失败: %v\n", err)
os.Exit(1)
}
// 进程退出时自动释放锁
defer s.TryUnlock()
impl.NewImpl()
logic.Boot() logic.Boot()
} }

1
go.mod
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@@ -47,6 +47,7 @@ require (
github.com/jackc/puddle/v2 v2.2.2 // indirect github.com/jackc/puddle/v2 v2.2.2 // indirect
github.com/jinzhu/inflection v1.0.0 // indirect github.com/jinzhu/inflection v1.0.0 // indirect
github.com/jinzhu/now v1.1.5 // indirect github.com/jinzhu/now v1.1.5 // indirect
github.com/marcsauter/single v0.0.0-20201009143647-9f8d81240be2
golang.org/x/crypto v0.48.0 // indirect golang.org/x/crypto v0.48.0 // indirect
golang.org/x/sync v0.20.0 // indirect golang.org/x/sync v0.20.0 // indirect
golang.org/x/text v0.36.0 // indirect golang.org/x/text v0.36.0 // indirect

2
go.sum
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@@ -44,6 +44,8 @@ github.com/jinzhu/now v1.1.5 h1:/o9tlHleP7gOFmsnYNz3RGnqzefHA47wQpKrrdTIwXQ=
github.com/jinzhu/now v1.1.5/go.mod h1:d3SSVoowX0Lcu0IBviAWJpolVfI5UJVZZ7cO71lE/z8= github.com/jinzhu/now v1.1.5/go.mod h1:d3SSVoowX0Lcu0IBviAWJpolVfI5UJVZZ7cO71lE/z8=
github.com/kisielk/errcheck v1.5.0/go.mod h1:pFxgyoBC7bSaBwPgfKdkLd5X25qrDl4LWUI2bnpBCr8= github.com/kisielk/errcheck v1.5.0/go.mod h1:pFxgyoBC7bSaBwPgfKdkLd5X25qrDl4LWUI2bnpBCr8=
github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+oQHNcck= github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+oQHNcck=
github.com/marcsauter/single v0.0.0-20201009143647-9f8d81240be2 h1:TyUcIW0tpCQzV4Hpe9jF3p590EQFnMQV3sv6DhoxV6Q=
github.com/marcsauter/single v0.0.0-20201009143647-9f8d81240be2/go.mod h1:uUA07IN7rYmbr5YlZM5nDVLyoxiqqpprFlXBrjqI24A=
github.com/oklog/ulid/v2 v2.1.1 h1:suPZ4ARWLOJLegGFiZZ1dFAkqzhMjL3J1TzI+5wHz8s= github.com/oklog/ulid/v2 v2.1.1 h1:suPZ4ARWLOJLegGFiZZ1dFAkqzhMjL3J1TzI+5wHz8s=
github.com/oklog/ulid/v2 v2.1.1/go.mod h1:rcEKHmBBKfef9DhnvX7y1HZBYxjXb0cP5ExxNsTT1QQ= github.com/oklog/ulid/v2 v2.1.1/go.mod h1:rcEKHmBBKfef9DhnvX7y1HZBYxjXb0cP5ExxNsTT1QQ=
github.com/pborman/getopt v0.0.0-20170112200414-7148bc3a4c30/go.mod h1:85jBQOZwpVEaDAr341tbn15RS4fCAsIst0qp7i8ex1o= github.com/pborman/getopt v0.0.0-20170112200414-7148bc3a4c30/go.mod h1:85jBQOZwpVEaDAr341tbn15RS4fCAsIst0qp7i8ex1o=

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@@ -9,7 +9,7 @@ import (
var ( var (
CacheUrl = "redis://null:Weidong2023~!@139.224.247.176:19379/0" CacheUrl = "redis://null:Weidong2023~!@139.224.247.176:19379/0"
DBSources = []string{"host=139.224.247.176 user=postgres password=Stock0310~! dbname=stock_prod port=19432 sslmode=disable TimeZone=Asia/Shanghai"} DBSources = []string{"host=139.224.247.176 user=postgres password=Stock0310~! dbname=stock_prod port=19432 sslmode=disable"}
RedisService *redis.RedisClient RedisService *redis.RedisClient
DBService *gorm.DB DBService *gorm.DB
) )

135
internal/logic/book.go Normal file
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@@ -0,0 +1,135 @@
package logic
import (
"errors"
"fmt"
"log"
"git.apinb.com/bsm-sdk/core/utils"
"git.apinb.com/quant/collector/internal/impl"
"git.apinb.com/quant/collector/internal/models"
"git.apinb.com/quant/collector/internal/types"
"gorm.io/gorm"
)
// CheckAndRepairOrderBooks 检查并补全订单簿数据
func CheckAndRepairOrderBooks(accountID string) error {
log.Println("开始检查订单簿数据完整性...")
err := checkAccountOrderBooks(accountID)
if err != nil {
return fmt.Errorf("检查账户 %s 的订单簿失败: %w", accountID, err)
}
return nil
}
// checkAccountOrderBooks 检查单个账户的订单簿数据
func checkAccountOrderBooks(accountID string) error {
// 获取该账户最新的持仓日期
var latestYmd int
err := impl.DBService.Model(&models.CollectorPosition{}).
Where("account_id = ?", accountID).
Select("MAX(ymd)").
Scan(&latestYmd).Error
if err != nil {
return fmt.Errorf("查询最新持仓日期失败: %w", err)
}
if latestYmd == 0 {
log.Printf("账户 %s 没有持仓记录", accountID)
return nil
}
log.Printf("账户 %s 最新持仓日期: %d", accountID, latestYmd)
// 获取该账户最新日期的持仓列表
var latestPositions []models.CollectorPosition
err = impl.DBService.Where("account_id = ? AND ymd = ?", accountID, latestYmd).
Find(&latestPositions).Error
if err != nil {
return fmt.Errorf("查询持仓失败: %w", err)
}
log.Printf("账户 %s 有 %d 个持仓股票需要检查", accountID, len(latestPositions))
// 1. 检查股票持仓列表是否有未闭合的订单簿记录
for _, position := range latestPositions {
// 跳过无持仓的股票
if position.Volume <= 0 {
continue
}
var existingOrderBooks models.OrderBook
err := impl.DBService.Where("account_id = ? AND stock_code = ? AND is_closed = ?", accountID, position.Code, false).First(&existingOrderBooks).Error
if errors.Is(err, gorm.ErrRecordNotFound) {
// 没有找到未闭合的订单簿记录,写入新的记录
newOrderBook := models.OrderBook{
AccountID: accountID,
StockCode: position.Code,
Ymd: latestYmd,
BuyPrice: position.AvgPrice,
BuyVolume: position.Volume,
IsClosed: false,
}
if err := impl.DBService.Create(&newOrderBook).Error; err != nil {
log.Printf("创建订单簿记录失败: %v", err)
continue
}
log.Printf("新建买入订单簿: account=%s, stock=%s, volume=%d", accountID, position.Code, position.Volume)
}
}
// 2. 检查所有未闭合的订单簿记录开仓成本价格与CollectorOrders对比是否正确不正确采用CollectorOrders中的价格更新
var orderBooks []models.OrderBook
err = impl.DBService.Where("account_id = ? AND is_closed = ?", accountID, false).Find(&orderBooks).Error
if err != nil {
return fmt.Errorf("查询未闭合的订单簿记录失败: %w", err)
}
for _, orderBook := range orderBooks {
newAvgPrice, err := GetOrderAvgPrice(orderBook.StockCode, accountID, orderBook.BuyVolume)
if err != nil {
log.Printf("获取订单簿 %s 的开仓成本价格失败: %v", orderBook.StockCode, err)
continue
}
if newAvgPrice > orderBook.BuyPrice {
log.Printf("订单簿 %s 的开仓成本价格不一致, 更新前: %v, 更新后: %v", orderBook.StockCode, orderBook.BuyPrice, newAvgPrice)
orderBook.BuyPrice = newAvgPrice
if err := impl.DBService.Save(&orderBook).Error; err != nil {
log.Printf("更新订单簿 %s 的开仓成本价格失败: %v", orderBook.StockCode, err)
}
}
}
return nil
}
func GetOrderAvgPrice(code, account_id string, amount int) (float64, error) {
if amount <= 0 {
return 0, fmt.Errorf("数量必须大于0")
}
var orders []models.CollectorOrder
impl.DBService.Model(&models.CollectorOrder{}).
Where("stock_code = ? AND account_id = ? AND offset_flag = ?", code, account_id, types.FLAG_BUY).
Order("id desc").
Find(&orders)
var stepIdx = 0
var currentAmount int
for idx, order := range orders {
currentAmount += order.TradedVolume
if currentAmount == amount {
stepIdx = idx
break
}
}
var avgPrice float64
newOrders := orders[0 : stepIdx+1]
for _, order := range newOrders {
avgPrice += order.TradedPrice
}
avgPrice = utils.FloatRound(avgPrice/float64(len(newOrders)), 2)
return avgPrice, nil
}

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@@ -14,17 +14,27 @@ import (
var ( var (
COLLECTOR_URL = "http://localhost:5000/status" COLLECTOR_URL = "http://localhost:5000/status"
COLLECTION_INTERVAL = 30 COLLECTION_INTERVAL = 30
HOSTNAME = "localhost"
) )
func Boot() { func Boot() {
log.Println("=== QMT数据采集器启动 ===") log.Println("=== QMT数据采集器启动 ===")
log.Printf("采集地址: %s", COLLECTOR_URL) log.Printf("采集地址: %s", COLLECTOR_URL)
log.Printf("采集间隔: %d秒", COLLECTION_INTERVAL) log.Printf("采集间隔: %d秒", COLLECTION_INTERVAL)
host, err := os.Hostname()
if err != nil {
panic(fmt.Errorf("获取主机名失败: %v", err))
} else {
HOSTNAME = host
}
log.Printf("主机名称: %s", HOSTNAME)
// 创建采集器 // 创建采集器
coll := NewCollector(COLLECTOR_URL) coll := NewCollector(COLLECTOR_URL)
// 启动时检查并补全订单簿数据
// CheckAndRepairOrderBooks(cfg.AccountID)
// 创建cron调度器 // 创建cron调度器
c := cron.New(cron.WithSeconds()) c := cron.New(cron.WithSeconds())
@@ -33,7 +43,7 @@ func Boot() {
log.Printf("定时任务表达式: %s", cronSpec) log.Printf("定时任务表达式: %s", cronSpec)
// 添加定时任务 // 添加定时任务
_, err := c.AddFunc(cronSpec, func() { _, err = c.AddFunc(cronSpec, func() {
runCollection(coll) runCollection(coll)
}) })
if err != nil { if err != nil {
@@ -82,11 +92,17 @@ func runCollection(coll *Collector) {
// 数据有变化,保存到数据库 // 数据有变化,保存到数据库
log.Println("数据已变化,开始存储到数据库...") log.Println("数据已变化,开始存储到数据库...")
if err := SaveData(status); err != nil { if err := SaveData(&status.Data); err != nil {
log.Printf("保存数据失败: %v", err) log.Printf("保存数据失败: %v", err)
return return
} }
// 保存节点状态(有则更新,没有则新增)
if err := SaveNodeStatus(&status.Status); err != nil {
log.Printf("保存节点状态失败: %v", err)
return
}
// 记录成功的日志 // 记录成功的日志
// if err := store.SaveCollectionLog(dataHash, ymd, true, "数据保存成功"); err != nil { // if err := store.SaveCollectionLog(dataHash, ymd, true, "数据保存成功"); err != nil {
// log.Printf("保存采集日志失败: %v", err) // log.Printf("保存采集日志失败: %v", err)

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@@ -3,6 +3,7 @@ package logic
import ( import (
"encoding/json" "encoding/json"
"fmt" "fmt"
"log"
"time" "time"
"git.apinb.com/quant/collector/internal/impl" "git.apinb.com/quant/collector/internal/impl"
@@ -12,9 +13,9 @@ import (
) )
// SaveStatus 保存完整状态数据(使用事务) // SaveStatus 保存完整状态数据(使用事务)
func SaveData(status *types.StatusData) error { func SaveData(data *types.Data) error {
// 验证必要字段 - AccountID是所有Upsert的共同条件 // 验证必要字段 - AccountID是所有Upsert的共同条件
if status.Data.Assets.AccountID == "" { if data.Assets.AccountID == "" {
return fmt.Errorf("账户ID不能为空") return fmt.Errorf("账户ID不能为空")
} }
@@ -24,16 +25,16 @@ func SaveData(status *types.StatusData) error {
// 保存资产快照 (先查询后更新/插入) // 保存资产快照 (先查询后更新/插入)
var existingAsset models.CollectorAssets var existingAsset models.CollectorAssets
err := impl.DBService.Where("account_id = ? AND ymd = ?", status.Data.Assets.AccountID, ymd).First(&existingAsset).Error err := impl.DBService.Where("account_id = ? AND ymd = ?", data.Assets.AccountID, ymd).First(&existingAsset).Error
asset := models.CollectorAssets{ asset := models.CollectorAssets{
AccountID: status.Data.Assets.AccountID, AccountID: data.Assets.AccountID,
Ymd: ymd, Ymd: ymd,
Cash: status.Data.Assets.Cash, Cash: data.Assets.Cash,
FrozenCash: status.Data.Assets.FrozenCash, FrozenCash: data.Assets.FrozenCash,
MarketValue: status.Data.Assets.MarketValue, MarketValue: data.Assets.MarketValue,
Profit: status.Data.Assets.Profit, Profit: data.Assets.Profit,
TotalAsset: status.Data.Assets.TotalAsset, TotalAsset: data.Assets.TotalAsset,
CollectedAt: now, CollectedAt: now,
} }
@@ -56,8 +57,8 @@ func SaveData(status *types.StatusData) error {
} }
// 批量保存订单 (先查询后更新/插入) // 批量保存订单 (先查询后更新/插入)
if len(status.Data.Orders) > 0 { if len(data.Orders) > 0 {
for _, order := range status.Data.Orders { for _, order := range data.Orders {
// 验证必要条件: OrderID和StockCode // 验证必要条件: OrderID和StockCode
if order.OrderID == 0 { if order.OrderID == 0 {
continue continue
@@ -78,14 +79,14 @@ func SaveData(status *types.StatusData) error {
// 查询是否存在 // 查询是否存在
var cnt int64 var cnt int64
impl.DBService.Where("account_id = ? AND order_id = ? AND ymd = ?", status.Data.Assets.AccountID, order.OrderID, ymd).Count(&cnt) impl.DBService.Model(&models.CollectorOrder{}).Where("account_id = ? AND order_id = ? AND ymd = ?", data.Assets.AccountID, order.OrderID, ymd).Count(&cnt)
if cnt > 0 { if cnt > 0 {
continue continue
} }
orderRecord := models.CollectorOrder{ orderRecord := models.CollectorOrder{
OrderID: order.OrderID, OrderID: order.OrderID,
AccountID: status.Data.Assets.AccountID, AccountID: data.Assets.AccountID,
StockCode: order.StockCode, StockCode: order.StockCode,
Ymd: ymd, Ymd: ymd,
Price: order.Price, Price: order.Price,
@@ -107,16 +108,16 @@ func SaveData(status *types.StatusData) error {
} }
// 处理订单簿逻辑 // 处理订单簿逻辑
if err := processOrderBook(status.Data.Assets.AccountID, order, ymd, now, open_price); err != nil { // if err := processOrderBook(status.Data.Assets.AccountID, order, ymd, now, open_price); err != nil {
fmt.Printf("处理订单簿失败: %v\n", err) // fmt.Printf("处理订单簿失败: %v\n", err)
// 不返回错误,避免影响主流程 // // 不返回错误,避免影响主流程
} // }
} }
} }
// 批量保存持仓 (先查询后更新/插入) // 批量保存持仓 (先查询后更新/插入)
if len(status.Data.Positions) > 0 { if len(data.Positions) > 0 {
for _, pos := range status.Data.Positions { for _, pos := range data.Positions {
// 验证必要条件: Code // 验证必要条件: Code
if pos.Code == "" { if pos.Code == "" {
continue continue
@@ -125,10 +126,10 @@ func SaveData(status *types.StatusData) error {
// 查询是否存在 // 查询是否存在
var existingPosition models.CollectorPosition var existingPosition models.CollectorPosition
err := impl.DBService.Where("account_id = ? AND code = ? AND ymd = ?", err := impl.DBService.Where("account_id = ? AND code = ? AND ymd = ?",
status.Data.Assets.AccountID, pos.Code, ymd).First(&existingPosition).Error data.Assets.AccountID, pos.Code, ymd).First(&existingPosition).Error
positionRecord := models.CollectorPosition{ positionRecord := models.CollectorPosition{
AccountID: status.Data.Assets.AccountID, AccountID: data.Assets.AccountID,
Code: pos.Code, Code: pos.Code,
Ymd: ymd, Ymd: ymd,
Volume: pos.Volume, Volume: pos.Volume,
@@ -177,29 +178,106 @@ func SaveData(status *types.StatusData) error {
} }
// SaveNodeStatus 保存节点状态数据(有则更新,没有则新增)
func SaveNodeStatus(status *types.Config) error {
// 验证必要字段
if status.ConfigKey == "" {
return fmt.Errorf("配置键不能为空")
}
// 查询是否存在
var existingNode models.CollectorNode
err := impl.DBService.Where("config_key = ?", status.ConfigKey).First(&existingNode).Error
nodeRecord := models.CollectorNode{
ConfigKey: status.ConfigKey,
HomeName: status.HomeName,
ProjectRoot: status.ProjectRoot,
QmtStatus: status.QmtStatus,
StartTime: status.StartTime,
}
if err == gorm.ErrRecordNotFound {
// 记录不存在,插入新记录
if err := impl.DBService.Create(&nodeRecord).Error; err != nil {
return fmt.Errorf("插入节点状态失败: %w", err)
}
log.Printf("新建节点状态: config_key=%s, home_name=%s, qmt_status=%s",
status.ConfigKey, status.HomeName, status.QmtStatus)
} else if err != nil {
// 查询出错
return fmt.Errorf("查询节点状态失败: %w", err)
} else {
// 记录存在,检查是否有变化
if nodeRecord.HomeName != existingNode.HomeName ||
nodeRecord.ProjectRoot != existingNode.ProjectRoot ||
nodeRecord.QmtStatus != existingNode.QmtStatus ||
nodeRecord.StartTime != existingNode.StartTime {
// 有变化,更新现有记录
nodeRecord.ID = existingNode.ID
if err := impl.DBService.Save(&nodeRecord).Error; err != nil {
return fmt.Errorf("更新节点状态失败: %w", err)
}
log.Printf("更新节点状态: config_key=%s, home_name=%s, qmt_status=%s",
status.ConfigKey, status.HomeName, status.QmtStatus)
}
}
return nil
}
// processOrderBook 处理订单簿逻辑 // processOrderBook 处理订单簿逻辑
func processOrderBook(accountID string, order types.Order, ymd int, now time.Time, openPrice float64) error { func processOrderBook(accountID string, order types.Order, ymd int, now time.Time, openPrice float64) error {
// OffsetFlag: 通常 0=买入, 1=卖出 (需要根据实际系统确认) // OffsetFlag: 通常 0=买入, 1=卖出 (需要根据实际系统确认)
// 这里假设: OffsetFlag == 0 表示买入, OffsetFlag == 1 表示卖出 // 这里假设: OffsetFlag == 0 表示买入, OffsetFlag == 1 表示卖出
if order.OffsetFlag == 0 { if order.OffsetFlag == types.FLAG_BUY {
// 买入订单 - 创建新的订单簿记录 // 先检查有无未闭合的订单簿记录
orderBook := models.OrderBook{ var existingOrderBook models.OrderBook
AccountID: accountID, err := impl.DBService.Where(
StockCode: order.StockCode, "account_id = ? AND stock_code = ? AND is_closed = ?",
Ymd: ymd, accountID, order.StockCode, false,
BuyOrderID: order.OrderID, ).Order("buy_time DESC").First(&existingOrderBook).Error
BuyPrice: order.TradedPrice,
BuyVolume: order.TradedVolume,
BuyTime: order.OrderTime,
BuyCollectedAt: now,
IsClosed: false,
}
if err := impl.DBService.Create(&orderBook).Error; err != nil { if err == gorm.ErrRecordNotFound {
return fmt.Errorf("创建订单簿记录失败: %w", err) // 没有未闭合的订单簿记录,创建新的
orderBook := models.OrderBook{
AccountID: accountID,
StockCode: order.StockCode,
Ymd: ymd,
BuyOrderID: fmt.Sprintf("%d", order.OrderID),
BuyPrice: order.TradedPrice,
BuyVolume: order.TradedVolume,
BuyTime: order.OrderTime,
BuyCollectedAt: now,
IsClosed: false,
}
if err := impl.DBService.Create(&orderBook).Error; err != nil {
return fmt.Errorf("创建订单簿记录失败: %w", err)
}
log.Printf("新建订单簿: account=%s, stock=%s, orderID=%d, price=%.4f, volume=%d",
accountID, order.StockCode, order.OrderID, order.TradedPrice, order.TradedVolume)
} else if err != nil {
return fmt.Errorf("查询订单簿记录失败: %w", err)
} else {
// 存在未闭合的订单簿记录,更新数量和价格(加权平均)
totalVolume := existingOrderBook.BuyVolume + order.TradedVolume
totalAmount := existingOrderBook.BuyPrice*float64(existingOrderBook.BuyVolume) + order.TradedPrice*float64(order.TradedVolume)
newAvgPrice := totalAmount / float64(totalVolume)
existingOrderBook.BuyVolume = totalVolume
existingOrderBook.BuyPrice = newAvgPrice
// 追加订单ID到 BuyOrderID用逗号分隔
existingOrderBook.BuyOrderID = existingOrderBook.BuyOrderID + "," + fmt.Sprintf("%d", order.OrderID)
if err := impl.DBService.Save(&existingOrderBook).Error; err != nil {
return fmt.Errorf("更新订单簿记录失败: %w", err)
}
log.Printf("更新订单簿: account=%s, stock=%s, 新订单ID=%d, 总数量=%d, 平均价格=%.4f",
accountID, order.StockCode, order.OrderID, totalVolume, newAvgPrice)
} }
} else if order.OffsetFlag == 1 { } else if order.OffsetFlag == types.FLAG_SELL {
// 卖出订单 - 查找对应的买入记录并闭合 // 卖出订单 - 查找对应的买入记录并闭合
var orderBook models.OrderBook var orderBook models.OrderBook
// 查找同一账户、同一股票、未闭合的订单簿记录 // 查找同一账户、同一股票、未闭合的订单簿记录
@@ -216,17 +294,37 @@ func processOrderBook(accountID string, order types.Order, ymd int, now time.Tim
return fmt.Errorf("查询订单簿记录失败: %w", err) return fmt.Errorf("查询订单簿记录失败: %w", err)
} }
// 计算盈亏 // 计算盈亏(支持部分卖出)
buyAmount := float64(orderBook.BuyVolume) * orderBook.BuyPrice sellVolume := order.TradedVolume
sellAmount := float64(order.TradedVolume) * order.TradedPrice sellPrice := order.TradedPrice
profit := sellAmount - buyAmount buyPrice := orderBook.BuyPrice
// 如果卖出数量小于买入数量,按比例计算盈亏
var profit float64
var profitRate float64 var profitRate float64
if buyAmount > 0 {
profitRate = (profit / buyAmount) * 100 if sellVolume >= orderBook.BuyVolume {
// 全部卖出或超额卖出
buyAmount := float64(orderBook.BuyVolume) * buyPrice
sellAmount := float64(sellVolume) * sellPrice
profit = sellAmount - buyAmount
if buyAmount > 0 {
profitRate = (profit / buyAmount) * 100
}
} else {
// 部分卖出,按比例计算
sellRatio := float64(sellVolume) / float64(orderBook.BuyVolume)
buyAmount := float64(orderBook.BuyVolume) * buyPrice * sellRatio
sellAmount := float64(sellVolume) * sellPrice
profit = sellAmount - buyAmount
if buyAmount > 0 {
profitRate = (profit / buyAmount) * 100
}
} }
// 更新订单簿记录 // 更新订单簿记录
orderBook.SellOrderID = &order.OrderID sellOrderID := fmt.Sprintf("%d", order.OrderID)
orderBook.SellOrderID = &sellOrderID
orderBook.SellPrice = &order.TradedPrice orderBook.SellPrice = &order.TradedPrice
orderBook.SellVolume = &order.TradedVolume orderBook.SellVolume = &order.TradedVolume
orderBook.SellTime = &order.OrderTime orderBook.SellTime = &order.OrderTime
@@ -238,6 +336,8 @@ func processOrderBook(accountID string, order types.Order, ymd int, now time.Tim
if err := impl.DBService.Save(&orderBook).Error; err != nil { if err := impl.DBService.Save(&orderBook).Error; err != nil {
return fmt.Errorf("更新订单簿记录失败: %w", err) return fmt.Errorf("更新订单簿记录失败: %w", err)
} }
log.Printf("闭合订单簿: account=%s, stock=%s, buyOrderID=%s, sellOrderID=%s, profit=%.2f",
accountID, order.StockCode, orderBook.BuyOrderID, sellOrderID, profit)
} }
return nil return nil

View File

@@ -0,0 +1,28 @@
package models
import (
"time"
"git.apinb.com/bsm-sdk/core/database"
)
// CollectorNode 节点状态数据库模型
type CollectorNode struct {
ID uint `json:"id" gorm:"primaryKey;comment:主键ID"`
ConfigKey string `json:"config_key" gorm:"type:varchar(100);not null;uniqueIndex;comment:配置键"`
HomeName string `json:"home_name" gorm:"type:varchar(100);not null;comment:主机名称"`
ProjectRoot string `json:"project_root" gorm:"type:varchar(500);not null;comment:项目根目录"`
QmtStatus string `json:"qmt_status" gorm:"type:varchar(50);not null;comment:QMT连接状态"`
StartTime int64 `json:"start_time" gorm:"not null;comment:启动时间戳(纳秒)"`
UpdatedAt time.Time `json:"updated_at" gorm:"autoUpdateTime;comment:记录更新时间"`
CreatedAt time.Time `json:"created_at" gorm:"autoCreateTime;comment:记录创建时间"`
}
func init() {
database.AppendMigrate(&CollectorNode{})
}
// TableName 设置表名
func (CollectorNode) TableName() string {
return "collector_node"
}

View File

@@ -15,14 +15,14 @@ type OrderBook struct {
Ymd int `json:"ymd" gorm:"not null;index;comment:采集日期年月日数字格式如20260407"` Ymd int `json:"ymd" gorm:"not null;index;comment:采集日期年月日数字格式如20260407"`
// 买入信息 // 买入信息
BuyOrderID int64 `json:"buy_order_id" gorm:"not null;index;comment:买入订单ID"` BuyOrderID string `json:"buy_order_id" gorm:"not null;index;comment:买入订单ID"`
BuyPrice float64 `json:"buy_price" gorm:"type:decimal(10,4);not null;default:0;column:buy_price;comment:买入价格"` BuyPrice float64 `json:"buy_price" gorm:"type:decimal(10,4);not null;default:0;column:buy_price;comment:买入价格"`
BuyVolume int `json:"buy_volume" gorm:"not null;default:0;column:buy_volume;comment:买入数量"` BuyVolume int `json:"buy_volume" gorm:"not null;default:0;column:buy_volume;comment:买入数量"`
BuyTime int64 `json:"buy_time" gorm:"not null;column:buy_time;comment:买入时间戳"` BuyTime int64 `json:"buy_time" gorm:"not null;column:buy_time;comment:买入时间戳"`
BuyCollectedAt time.Time `json:"buy_collected_at" gorm:"not null;column:buy_collected_at;comment:买入数据采集时间"` BuyCollectedAt time.Time `json:"buy_collected_at" gorm:"not null;column:buy_collected_at;comment:买入数据采集时间"`
// 卖出信息 (初始为空,卖出时填充) // 卖出信息 (初始为空,卖出时填充)
SellOrderID *int64 `json:"sell_order_id" gorm:"index;comment:卖出订单ID"` SellOrderID *string `json:"sell_order_id" gorm:"index;comment:卖出订单ID"`
SellPrice *float64 `json:"sell_price" gorm:"type:decimal(10,4);column:sell_price;comment:卖出价格"` SellPrice *float64 `json:"sell_price" gorm:"type:decimal(10,4);column:sell_price;comment:卖出价格"`
SellVolume *int `json:"sell_volume" gorm:"column:sell_volume;comment:卖出数量"` SellVolume *int `json:"sell_volume" gorm:"column:sell_volume;comment:卖出数量"`
SellTime *int64 `json:"sell_time" gorm:"column:sell_time;comment:卖出时间戳"` SellTime *int64 `json:"sell_time" gorm:"column:sell_time;comment:卖出时间戳"`

View File

@@ -9,7 +9,7 @@ type StatusData struct {
// Data 数据部分 // Data 数据部分
type Data struct { type Data struct {
Assets Assets `json:"assets"` Assets Assets `json:"assets"`
Orders []Order `json:"order"` Orders []Order `json:"orders"`
Positions []Position `json:"positions"` Positions []Position `json:"positions"`
TickData map[string]Tick `json:"tick_data"` TickData map[string]Tick `json:"tick_data"`
} }

6
internal/types/vars.go Normal file
View File

@@ -0,0 +1,6 @@
package types
var (
FLAG_BUY int = 48 // 买入,开仓
FLAG_SELL int = 49 // 卖出,平仓
)

View File

@@ -1,3 +1,2 @@
#!/bin/bash #!/bin/bash
go build -ldflags="-s -w" -o D:\work\quant\qmt\bin\collector.exe ./cmd/main.go
go build -o D:\work\quant\qmt\bin\collector.exe ./cmd/main.go