实现Redis List操作接口 - currentGridList和historyGridList的CRUD操作 + 盈亏计算
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zhangkun9038@dingtalk.com
parent
756ce6f104
commit
f679ea3205
@ -1134,3 +1134,223 @@ class GridManager:
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print(f"[GridManager] {pair} 从 Redis 加载失败: {str(e)}",
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file=sys.stderr, flush=True)
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return None
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# ===== Redis List 操作接口 =====
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def add_to_current_grid_list(self, grid: 'Grid') -> bool:
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"""
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添加一个 Grid 到 currentGridList（从右侧入栈）
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后进先出，最新添加的在右侧
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Args:
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grid: Grid 对象
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Returns:
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是否添加成功
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"""
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if not self.redis_client:
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return False
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try:
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grid_data = {
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'hash_id': grid.hash_id,
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'grid_index': grid.grid_index,
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'direction': grid.direction,
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'entry_price': grid.entry_price,
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'entry_time': grid.entry_time,
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'quantity': grid.quantity,
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'bid_price': grid.bid_price,
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'bid_time': grid.bid_time,
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}
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self.redis_client.rpush(
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self.current_grid_list_key,
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json.dumps(grid_data)
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)
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return True
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except Exception as e:
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print(f"[GridManager] {self.pair} 添加到 currentGridList 失败: {str(e)}",
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file=sys.stderr, flush=True)
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return False
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def remove_from_current_grid_list(self, hash_id: str) -> bool:
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"""
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从 currentGridList 移除指定的 Grid
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（按 hash_id 查找并删除）
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Args:
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hash_id: 要移除的 Grid 的 hash_id
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Returns:
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是否移除成功
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"""
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if not self.redis_client:
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return False
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try:
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# 获取列表中的所有元素
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items = self.redis_client.lrange(self.current_grid_list_key, 0, -1)
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# 重新构建列表（跳过目标元素）
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self.redis_client.delete(self.current_grid_list_key)
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for item in items:
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data = json.loads(item)
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if data['hash_id'] != hash_id:
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self.redis_client.rpush(self.current_grid_list_key, item)
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return True
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except Exception as e:
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print(f"[GridManager] {self.pair} 从 currentGridList 移除失败: {str(e)}",
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file=sys.stderr, flush=True)
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return False
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def get_current_grid_list(self) -> list:
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"""
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获取整个 currentGridList
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Returns:
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Grid 对象列表
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"""
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if not self.redis_client:
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return []
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try:
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items = self.redis_client.lrange(self.current_grid_list_key, 0, -1)
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grids = []
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for item in items:
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data = json.loads(item)
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grid = Grid(
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hash_id=data['hash_id'],
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grid_index=data['grid_index'],
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direction=data['direction'],
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entry_price=data.get('entry_price'),
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entry_time=data.get('entry_time'),
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quantity=data.get('quantity', 0.0),
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bid_price=data.get('bid_price'),
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bid_time=data.get('bid_time'),
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)
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grids.append(grid)
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return grids
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except Exception as e:
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print(f"[GridManager] {self.pair} 获取 currentGridList 失败: {str(e)}",
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file=sys.stderr, flush=True)
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return []
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def add_to_history_grid_list(self, grid: 'Grid', filled_price: float, filled_time: int, profit: float) -> bool:
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"""
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添加一个已兑现的 Grid 到 historyGridList（仅追加）
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Args:
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grid: Grid 对象
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filled_price: 兑现价格
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filled_time: 兑现时间（蜡烛线索引）
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profit: 单个网格的盈亏
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Returns:
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是否添加成功
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"""
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if not self.redis_client:
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return False
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try:
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history_data = {
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'hash_id': grid.hash_id,
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'grid_index': grid.grid_index,
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'direction': grid.direction,
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'entry_price': grid.entry_price,
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'entry_time': grid.entry_time,
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'quantity': grid.quantity,
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'bid_price': grid.bid_price,
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'filled_price': filled_price,
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'filled_time': filled_time,
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'profit': profit,
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}
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self.redis_client.rpush(
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self.history_grid_list_key,
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json.dumps(history_data)
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)
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return True
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except Exception as e:
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print(f"[GridManager] {self.pair} 添加到 historyGridList 失败: {str(e)}",
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file=sys.stderr, flush=True)
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return False
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def get_history_grid_list(self) -> list:
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"""
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获取整个 historyGridList
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Returns:
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已兑现的 Grid 对象列表
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"""
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if not self.redis_client:
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return []
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try:
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items = self.redis_client.lrange(self.history_grid_list_key, 0, -1)
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grids = []
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for item in items:
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data = json.loads(item)
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grid = Grid(
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hash_id=data['hash_id'],
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grid_index=data['grid_index'],
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direction=data['direction'],
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entry_price=data.get('entry_price'),
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entry_time=data.get('entry_time'),
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quantity=data.get('quantity', 0.0),
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bid_price=data.get('bid_price'),
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filled_price=data.get('filled_price'),
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filled_time=data.get('filled_time'),
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profit=data.get('profit'),
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)
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grids.append(grid)
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return grids
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except Exception as e:
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print(f"[GridManager] {self.pair} 获取 historyGridList 失败: {str(e)}",
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file=sys.stderr, flush=True)
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return []
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def calculate_pnl(self) -> Dict[str, float]:
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"""
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通过对比 currentGridList 和 historyGridList 计算盈亏
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Returns:
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包含以下字段的字典：
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- total_entry_cost: 总建仓成本
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- total_filled_revenue: 总兑现收益
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- realized_pnl: 已实现盈亏
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- unrealized_pnl: 未实现盈亏
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- total_pnl: 总盈亏
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"""
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try:
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history = self.get_history_grid_list()
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current = self.get_current_grid_list()
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# 计算已兑现的盈亏
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realized_pnl = sum(grid.profit or 0.0 for grid in history)
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# 计算未实现的盈亏（当前持仓）
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unrealized_pnl = 0.0
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if self.current_price and self.avg_entry_price > 0:
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unrealized_pnl = (self.current_price - self.avg_entry_price) * self.total_quantity
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# 总成本和收益
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total_entry_cost = sum(
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(grid.entry_price or 0) * grid.quantity
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for grid in history if grid.direction == 'buy'
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)
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total_filled_revenue = sum(
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(grid.filled_price or 0) * grid.quantity
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for grid in history if grid.direction == 'sell'
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)
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return {
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'total_entry_cost': total_entry_cost,
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'total_filled_revenue': total_filled_revenue,
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'realized_pnl': realized_pnl,
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'unrealized_pnl': unrealized_pnl,
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'total_pnl': realized_pnl + unrealized_pnl,
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}
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except Exception as e:
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print(f"[GridManager] {self.pair} 计算盈亏失败: {str(e)}",
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file=sys.stderr, flush=True)
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return {}
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