功能细节优化

backend/paper_trading.py

@@ -0,0 +1,222 @@
+"""模拟盘核心逻辑。
+
+- 多账户支持（默认账户 id=1）
+- 买卖按实时价（或收盘价）撮合，自动扣减/增加现金
+- 持仓计算使用移动加权平均成本法
+"""
+from __future__ import annotations
+
+import datetime as dt
+from collections import defaultdict
+
+from sqlalchemy import select
+
+from db import get_session
+from models import PaperAccount, PaperTrade, Security, StockMetric, DailyQuote
+
+DEFAULT_FEE_RATE = 0.0003
+
+
+def _get_price(code: str) -> float | None:
+    with get_session() as s:
+        m = s.execute(select(StockMetric.close).where(StockMetric.code == code)).scalar_one_or_none()
+        if m:
+            return float(m)
+        row = s.execute(
+            select(DailyQuote.close).where(DailyQuote.code == code)
+            .order_by(DailyQuote.date.desc()).limit(1)
+        ).scalar_one_or_none()
+        return float(row) if row else None
+
+
+# ── 账户管理 ──────────────────────────────────────────────
+
+def ensure_default_account():
+    """确保默认账户（id=1）存在，启动时调用。"""
+    with get_session() as s:
+        if not s.get(PaperAccount, 1):
+            s.add(PaperAccount(name="默认模拟盘", initial_cash=1_000_000.0, cash=1_000_000.0))
+            s.commit()
+
+
+def list_accounts() -> list[dict]:
+    with get_session() as s:
+        rows = s.execute(select(PaperAccount).order_by(PaperAccount.id)).scalars().all()
+        return [{"id": r.id, "name": r.name, "initial_cash": r.initial_cash,
+                 "cash": round(r.cash, 2), "is_active": r.is_active,
+                 "created_at": r.created_at.strftime("%Y-%m-%d")} for r in rows]
+
+
+def create_account(name: str, initial_cash: float) -> dict:
+    with get_session() as s:
+        acc = PaperAccount(name=name, initial_cash=initial_cash, cash=initial_cash)
+        s.add(acc)
+        s.commit()
+        return {"ok": True, "id": acc.id}
+
+
+def reset_account(account_id: int, initial_cash: float | None = None) -> dict:
+    with get_session() as s:
+        acc = s.get(PaperAccount, account_id)
+        if not acc:
+            return {"ok": False, "msg": "账户不存在"}
+        if initial_cash is not None:
+            acc.initial_cash = initial_cash
+        acc.cash = acc.initial_cash
+        for t in s.execute(
+            select(PaperTrade).where(PaperTrade.account_id == account_id)
+        ).scalars():
+            s.delete(t)
+        s.commit()
+    return {"ok": True, "msg": "账户已重置"}
+
+
+# ── 持仓计算（内部）────────────────────────────────────────
+
+def _calc_holdings_in_session(account_id: int, s) -> list[dict]:
+    trades = s.execute(
+        select(PaperTrade).where(PaperTrade.account_id == account_id)
+        .order_by(PaperTrade.date, PaperTrade.id)
+    ).scalars().all()
+    pos: dict = defaultdict(lambda: {"qty": 0, "cost": 0.0, "name": ""})
+    for t in trades:
+        p = pos[t.code]
+        p["name"] = t.name or p["name"]
+        if t.side == "buy":
+            p["cost"] += t.price * t.qty + t.fee
+            p["qty"] += t.qty
+        else:
+            if p["qty"] > 0:
+                avg = p["cost"] / p["qty"]
+                qty = min(t.qty, p["qty"])
+                p["cost"] -= avg * qty
+                p["qty"] -= qty
+    return [{"code": c, "name": v["name"], "qty": v["qty"], "cost": v["cost"]}
+for c, v in pos.items() if v["qty"] > 0]
+
+
+# ── 下单 ──────────────────────────────────────────────────
+
+def place_order(account_id: int, code: str, side: str, qty: int,
+                price: float | None = None, reason: str = "") -> dict:
+    if qty <= 0:
+        return {"ok": False, "msg": "数量必须大于 0"}
+    if side not in ("buy", "sell"):
+        return {"ok": False, "msg": "side 只能是 buy 或 sell"}
+
+    exec_price = price or _get_price(code)
+    if not exec_price:
+        return {"ok": False, "msg": f"无法获取 {code} 的价格，请手动传入 price"}
+
+    fee = round(exec_price * qty * DEFAULT_FEE_RATE, 2)
+
+    with get_session() as s:
+        acc = s.get(PaperAccount, account_id)
+        if not acc:
+            return {"ok": False, "msg": "账户不存在"}
+
+        sec = s.get(Security, code)
+        name = sec.name if sec else code
+
+        if side == "buy":
+            cost = exec_price * qty + fee
+            if acc.cash < cost:
+                return {"ok": False, "msg": f"现金不足，需 {cost:.2f}，余 {acc.cash:.2f}"}
+            cash_before = acc.cash
+            acc.cash -= cost
+        else:
+            holdings = _calc_holdings_in_session(account_id, s)
+            pos = next((h for h in holdings if h["code"] == code), None)
+            avail = pos["qty"] if pos else 0
+            if avail < qty:
+                return {"ok": False, "msg": f"持仓不足，持有 {avail} 股，尝试卖出 {qty} 股"}
+            cash_before = acc.cash
+            acc.cash += exec_price * qty - fee
+
+        trade = PaperTrade(
+            account_id=account_id,
+            date=dt.date.today(),
+            code=code, name=name, side=side,
+            price=exec_price, qty=qty, fee=fee,
+            cash_before=cash_before, cash_after=acc.cash,
+            reason=reason,
+        )
+        s.add(trade)
+        s.commit()
+        return {"ok": True, "id": trade.id, "price": exec_price,
+                "fee": fee, "cash_after": round(acc.cash, 2)}
+
+
+# ── 查询接口 ──────────────────────────────────────────────
+
+def get_portfolio(account_id: int) -> dict:
+    with get_session() as s:
+        acc = s.get(PaperAccount, account_id)
+        if not acc:
+            return {"ok": False, "msg": "账户不存在"}
+        cash = acc.cash
+        initial = acc.initial_cash
+        holdings_raw = _calc_holdings_in_session(account_id, s)
+
+    codes = [h["code"] for h in holdings_raw]
+    px: dict[str, float] = {}
+    if codes:
+        with get_session() as s:
+            for m in s.execute(
+                select(StockMetric).where(StockMetric.code.in_(codes))
+            ).scalars():
+                px[m.code] = m.close
+            for c in [c for c in codes if c not in px]:
+                row = s.execute(
+                    select(DailyQuote.close).where(DailyQuote.code == c)
+                    .order_by(DailyQuote.date.desc()).limit(1)
+                ).scalar_one_or_none()
+                if row:
+                    px[c] = float(row)
+
+    holdings, mkt_val = [], 0.0
+    for h in holdings_raw:
+        avg = h["cost"] / h["qty"] if h["qty"] else 0.0
+        cur = px.get(h["code"], avg)
+        mv = cur * h["qty"]
+        unreal = (cur - avg) * h["qty"]
+        mkt_val += mv
+        holdings.append({
+            "code": h["code"], "name": h["name"], "qty": h["qty"],
+            "avg_cost": round(avg, 3), "cur": round(cur, 3),
+            "market_value": round(mv, 2),
+            "unrealized": round(unreal, 2),
+            "unrealized_pct": round((cur / avg - 1) * 100, 2) if avg else 0.0,
+        })
+    holdings.sort(key=lambda x: x["unrealized"], reverse=True)
+
+    total_assets = cash + mkt_val
+    total_pnl = total_assets - initial
+    return {
+        "ok": True,
+        "account_id": account_id,
+        "summary": {
+            "initial_cash": round(initial, 2),
+            "cash": round(cash, 2),
+            "market_value": round(mkt_val, 2),
+            "total_assets": round(total_assets, 2),
+            "total_pnl": round(total_pnl, 2),
+            "total_pnl_pct": round(total_pnl / initial * 100, 2) if initial else 0.0,
+            "positions": len(holdings),
+        },
+        "holdings": holdings,
+    }
+
+
+def get_trades(account_id: int, limit: int = 100) -> list[dict]:
+    with get_session() as s:
+        rows = s.execute(
+            select(PaperTrade).where(PaperTrade.account_id == account_id)
+            .order_by(PaperTrade.id.desc()).limit(limit)
+        ).scalars().all()
+    return [{
+        "id": t.id, "date": t.date.isoformat(), "code": t.code, "name": t.name,
+        "side": t.side, "price": t.price, "qty": t.qty, "fee": t.fee,
+        "cash_before": round(t.cash_before, 2), "cash_after": round(t.cash_after, 2),
+        "reason": t.reason,
+    } for t in rows]