实现Redis List操作接口 - currentGridList和historyGridList的CRUD操作 + 盈亏计算

user_data/strategies/grid_manager.py

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