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