diff --git a/README.md b/README.md index 954c6b6..52a2e57 100644 --- a/README.md +++ b/README.md @@ -34,6 +34,10 @@ http://qt.gtimg.cn/q= - 建议买入股数按标的交易单位向下取整。 - 预计单轮毛利润不扣手续费，生成结果只用于展示，不会写入成交记录或 SQLite。 +## 待卖网格说明 + +底部“待卖网格”表会展示尚未被网格卖出抵消的网格买入批次，包括买入价、剩余股数、建议卖出价、预计毛利润、当前价和状态。网格卖出按时间顺序 FIFO 抵消最早的网格买入；建议卖出价按 `买入价 * (1 + 网格间距)` 计算。 + ## 开发环境 ```powershell diff --git a/src/grid_trading/domain/models.py b/src/grid_trading/domain/models.py index f241d4d..0d0d766 100644 --- a/src/grid_trading/domain/models.py +++ b/src/grid_trading/domain/models.py @@ -125,6 +125,19 @@ class GridLevelSuggestion: estimated_gross_profit: Decimal +@dataclass(frozen=True) +class OpenGridLot: + buy_trade_id: int | None + buy_date: date + buy_price: Decimal + remaining_quantity: int + actual_investment: Decimal + suggested_sell_price: Decimal + estimated_gross_profit: Decimal + current_price: Decimal | None + status: str + + @dataclass(frozen=True) class QuoteSnapshot: symbol: str diff --git a/src/grid_trading/domain/open_grid_lots.py b/src/grid_trading/domain/open_grid_lots.py new file mode 100644 index 0000000..55c795f --- /dev/null +++ b/src/grid_trading/domain/open_grid_lots.py @@ -0,0 +1,77 @@ +from __future__ import annotations + +from dataclasses import replace +from datetime import date +from decimal import Decimal + +from grid_trading.domain.calculations import money, price +from grid_trading.domain.models import OpenGridLot, Trade, TradeGroup, TradeSide + + +def calculate_open_grid_lots( + trades: list[Trade], + *, + spacing: Decimal, + current_price: Decimal | None, + as_of: date, +) -> list[OpenGridLot]: + if spacing <= 0 or spacing >= 1: + raise ValueError("网格间距必须大于 0 且小于 100%") + + lots: list[OpenGridLot] = [] + for trade in sorted(trades, key=lambda item: (item.trade_date, item.id or 0)): + if trade.trade_date > as_of or trade.trade_group is not TradeGroup.GRID: + continue + if trade.side is TradeSide.BUY: + buy_price = price(trade.price) + suggested_sell_price = price(buy_price * (Decimal("1") + spacing)) + lots.append( + OpenGridLot( + buy_trade_id=trade.id, + buy_date=trade.trade_date, + buy_price=buy_price, + remaining_quantity=trade.quantity, + actual_investment=money(buy_price * Decimal(trade.quantity)), + suggested_sell_price=suggested_sell_price, + estimated_gross_profit=money( + (suggested_sell_price - buy_price) * Decimal(trade.quantity) + ), + current_price=current_price, + status=_status(current_price, suggested_sell_price), + ) + ) + else: + lots = _match_sell_against_lots(lots, trade.quantity) + return lots + + +def _match_sell_against_lots(lots: list[OpenGridLot], quantity: int) -> list[OpenGridLot]: + remaining_sell_quantity = quantity + updated_lots: list[OpenGridLot] = [] + for lot in lots: + if remaining_sell_quantity <= 0: + updated_lots.append(lot) + continue + matched_quantity = min(lot.remaining_quantity, remaining_sell_quantity) + remaining_sell_quantity -= matched_quantity + remaining_quantity = lot.remaining_quantity - matched_quantity + if remaining_quantity > 0: + updated_lots.append(_with_remaining_quantity(lot, remaining_quantity)) + return updated_lots + + +def _with_remaining_quantity(lot: OpenGridLot, quantity: int) -> OpenGridLot: + return replace( + lot, + remaining_quantity=quantity, + actual_investment=money(lot.buy_price * Decimal(quantity)), + estimated_gross_profit=money((lot.suggested_sell_price - lot.buy_price) * Decimal(quantity)), + ) + + +def _status(current_price: Decimal | None, suggested_sell_price: Decimal) -> str: + if current_price is None: + return "未刷新行情" + if current_price >= suggested_sell_price: + return "可卖" + return "未到价" diff --git a/src/grid_trading/services/trading_service.py b/src/grid_trading/services/trading_service.py index 7b97c30..c8b6ee5 100644 --- a/src/grid_trading/services/trading_service.py +++ b/src/grid_trading/services/trading_service.py @@ -20,6 +20,7 @@ from grid_trading.domain.models import ( FeeRules, GridLevelSuggestion, Instrument, + OpenGridLot, PositionSummary, QuoteSnapshot, StrategyOverride, @@ -27,6 +28,7 @@ from grid_trading.domain.models import ( Trade, TradeSide, ) +from grid_trading.domain.open_grid_lots import calculate_open_grid_lots from grid_trading.market.tencent import TencentQuoteProvider from grid_trading.storage.repositories import Repository @@ -234,6 +236,32 @@ class TradingService: levels=levels, ) + def get_open_grid_lots( + self, + instrument_id: int, + *, + as_of: date | None = None, + ) -> list[OpenGridLot]: + as_of_date = as_of or date.today() + self._require_instrument(instrument_id) + account = self.get_active_account() + trades = self.repository.list_trades(account_id=account.id, instrument_id=instrument_id) + position = next( + ( + item + for item in self.get_position_summaries(as_of=as_of_date) + if item.instrument_id == instrument_id + ), + None, + ) + template = self.get_default_strategy_template() + return calculate_open_grid_lots( + trades, + spacing=template.grid_spacing_pct, + current_price=position.current_price if position is not None else None, + as_of=as_of_date, + ) + def _require_account(self, account_id: int) -> Account: account = self.repository.get_account(account_id) if account is None: diff --git a/src/grid_trading/ui/main_window.py b/src/grid_trading/ui/main_window.py index 2b763f1..f9a5e21 100644 --- a/src/grid_trading/ui/main_window.py +++ b/src/grid_trading/ui/main_window.py @@ -26,7 +26,7 @@ from PySide6.QtWidgets import ( ) from grid_trading.config import DEFAULT_DB_PATH -from grid_trading.domain.models import GridLevelSuggestion, PositionSummary, Trade, TradeSide +from grid_trading.domain.models import GridLevelSuggestion, OpenGridLot, PositionSummary, Trade, TradeSide from grid_trading.services.trading_service import TradingService from grid_trading.ui.dialogs import AccountDialog, InstrumentDialog, StrategyTemplateDialog, TradeDialog from grid_trading.ui.formatters import format_money, format_percent, format_price, format_quantity @@ -76,6 +76,16 @@ class MainWindow(QMainWindow): "卖出价", "预计单轮毛利润", ] + OPEN_GRID_LOT_COLUMNS = [ + "买入日期", + "买入价", + "剩余股数", + "实际投入", + "建议卖出价", + "预计毛利润", + "当前价", + "状态", + ] def __init__(self, service: TradingService): super().__init__() @@ -156,6 +166,15 @@ class MainWindow(QMainWindow): grid_layout.addLayout(grid_controls) grid_layout.addWidget(self.grid_levels_table) + open_grid_group = QGroupBox("待卖网格") + open_grid_layout = QVBoxLayout(open_grid_group) + self.open_grid_lots_table = QTableWidget(0, len(self.OPEN_GRID_LOT_COLUMNS)) + self.open_grid_lots_table.setHorizontalHeaderLabels(self.OPEN_GRID_LOT_COLUMNS) + self.open_grid_lots_table.horizontalHeader().setSectionResizeMode(QHeaderView.ResizeMode.ResizeToContents) + self.open_grid_lots_table.horizontalHeader().setStretchLastSection(True) + self.open_grid_lots_table.setEditTriggers(QTableWidget.EditTrigger.NoEditTriggers) + open_grid_layout.addWidget(self.open_grid_lots_table) + trade_group = QGroupBox("最近成交") trade_layout = QVBoxLayout(trade_group) trade_buttons = QHBoxLayout() @@ -176,6 +195,7 @@ class MainWindow(QMainWindow): details.addWidget(self.detail_box) details.addWidget(grid_group) + details.addWidget(open_grid_group) details.addWidget(trade_group) splitter.addWidget(details) splitter.setSizes([470, 230]) @@ -324,6 +344,7 @@ class MainWindow(QMainWindow): for label in self.detail_labels.values(): label.setText("-") self._refresh_grid_levels(None) + self._refresh_open_grid_lots(None) self._fill_trades_table([]) return self.detail_labels["price_source"].setText(position.price_source) @@ -335,6 +356,7 @@ class MainWindow(QMainWindow): f"已实现 {format_money(position.realized_pnl)} / 网格 {format_money(position.grid_profit)}" ) self._refresh_grid_levels(position) + self._refresh_open_grid_lots(position) self._fill_trades_table(self.service.list_trades(instrument_id=position.instrument_id)) def _refresh_grid_levels(self, position: PositionSummary | None) -> None: @@ -374,6 +396,34 @@ class MainWindow(QMainWindow): for column, value in enumerate(values): self.grid_levels_table.setItem(row, column, QTableWidgetItem(value)) + def _refresh_open_grid_lots(self, position: PositionSummary | None) -> None: + if position is None: + self._fill_open_grid_lots_table([]) + return + try: + lots = self.service.get_open_grid_lots(position.instrument_id) + except Exception as exc: + QMessageBox.warning(self, "待卖网格失败", str(exc)) + self._fill_open_grid_lots_table([]) + return + self._fill_open_grid_lots_table(lots) + + def _fill_open_grid_lots_table(self, lots: list[OpenGridLot]) -> None: + self.open_grid_lots_table.setRowCount(len(lots)) + for row, lot in enumerate(lots): + values = [ + lot.buy_date.isoformat(), + format_price(lot.buy_price), + format_quantity(lot.remaining_quantity), + format_money(lot.actual_investment), + format_price(lot.suggested_sell_price), + format_money(lot.estimated_gross_profit), + format_price(lot.current_price), + lot.status, + ] + for column, value in enumerate(values): + self.open_grid_lots_table.setItem(row, column, QTableWidgetItem(value)) + def _fill_trades_table(self, trades: list[Trade]) -> None: self._trade_ids_by_row = {} self.trades_table.setRowCount(len(trades)) diff --git a/tests/test_open_grid_lots.py b/tests/test_open_grid_lots.py new file mode 100644 index 0000000..1bd0694 --- /dev/null +++ b/tests/test_open_grid_lots.py @@ -0,0 +1,105 @@ +from datetime import date, timedelta +from decimal import Decimal + +from grid_trading.domain.models import Trade, TradeGroup, TradeSide +from grid_trading.domain.open_grid_lots import calculate_open_grid_lots + + +def make_trade( + *, + trade_id: int, + trade_date: date, + side: TradeSide, + price: str, + quantity: int, + trade_group: TradeGroup = TradeGroup.GRID, +) -> Trade: + return Trade( + id=trade_id, + account_id=1, + instrument_id=1, + trade_date=trade_date, + side=side, + price=Decimal(price), + quantity=quantity, + trade_group=trade_group, + ) + + +def test_calculate_open_grid_lots_fifo_matches_grid_sells_against_grid_buys(): + today = date(2026, 7, 9) + trades = [ + make_trade( + trade_id=1, + trade_date=today - timedelta(days=3), + side=TradeSide.BUY, + price="10.00", + quantity=300, + ), + make_trade( + trade_id=2, + trade_date=today - timedelta(days=2), + side=TradeSide.BUY, + price="9.50", + quantity=200, + ), + make_trade( + trade_id=3, + trade_date=today - timedelta(days=1), + side=TradeSide.SELL, + price="10.30", + quantity=350, + ), + make_trade( + trade_id=4, + trade_date=today, + side=TradeSide.BUY, + price="8.00", + quantity=100, + trade_group=TradeGroup.BASE, + ), + ] + + lots = calculate_open_grid_lots( + trades, + spacing=Decimal("0.03"), + current_price=Decimal("9.80"), + as_of=today, + ) + + assert len(lots) == 1 + [lot] = lots + assert lot.buy_trade_id == 2 + assert lot.buy_date == today - timedelta(days=2) + assert lot.buy_price == Decimal("9.50") + assert lot.remaining_quantity == 150 + assert lot.actual_investment == Decimal("1425.00") + assert lot.suggested_sell_price == Decimal("9.79") + assert lot.estimated_gross_profit == Decimal("43.50") + assert lot.current_price == Decimal("9.80") + assert lot.status == "可卖" + + +def test_calculate_open_grid_lots_reports_not_reached_and_missing_quote_statuses(): + today = date(2026, 7, 9) + trades = [ + make_trade(trade_id=1, trade_date=today, side=TradeSide.BUY, price="10.00", quantity=100), + ] + + [not_reached] = calculate_open_grid_lots( + trades, + spacing=Decimal("0.03"), + current_price=Decimal("10.20"), + as_of=today, + ) + [missing_quote] = calculate_open_grid_lots( + trades, + spacing=Decimal("0.03"), + current_price=None, + as_of=today, + ) + + assert not_reached.suggested_sell_price == Decimal("10.30") + assert not_reached.status == "未到价" + assert missing_quote.current_price is None + assert missing_quote.status == "未刷新行情" diff --git a/tests/test_services.py b/tests/test_services.py index afa1b12..4c8d944 100644 --- a/tests/test_services.py +++ b/tests/test_services.py @@ -258,3 +258,43 @@ def test_service_returns_empty_grid_levels_without_realtime_price(tmp_path): instrument = service.add_instrument(Instrument(id=None, code="510300", name="沪深300ETF", market="ETF")) assert service.get_grid_level_suggestions(instrument.id, levels=10) == [] + + +def test_service_returns_open_grid_lots_with_suggested_sell_price(tmp_path): + service = TradingService(tmp_path / "grid.db", quote_provider=FakeQuoteProvider()) + service.ensure_defaults() + account = service.get_active_account() + instrument = service.add_instrument(Instrument(id=None, code="510300", name="沪深300ETF", market="ETF")) + service.save_trade( + Trade( + id=None, + account_id=account.id, + instrument_id=instrument.id, + trade_date=date(2026, 7, 7), + side=TradeSide.BUY, + price=Decimal("4.00"), + quantity=1000, + trade_group=TradeGroup.GRID, + ) + ) + service.save_trade( + Trade( + id=None, + account_id=account.id, + instrument_id=instrument.id, + trade_date=date(2026, 7, 8), + side=TradeSide.SELL, + price=Decimal("4.12"), + quantity=400, + trade_group=TradeGroup.GRID, + ) + ) + service.refresh_quotes() + + [lot] = service.get_open_grid_lots(instrument.id, as_of=date(2026, 7, 9)) + + assert lot.buy_price == Decimal("4.00") + assert lot.remaining_quantity == 600 + assert lot.suggested_sell_price == Decimal("4.12") + assert lot.current_price == Decimal("4.12") + assert lot.status == "可卖" diff --git a/tests/test_ui.py b/tests/test_ui.py index ec52b0b..0dcea4a 100644 --- a/tests/test_ui.py +++ b/tests/test_ui.py @@ -55,6 +55,26 @@ def test_main_window_contains_grid_level_table(tmp_path, monkeypatch): app.processEvents() +def test_main_window_contains_open_grid_lots_table(tmp_path, monkeypatch): + monkeypatch.setenv("QT_QPA_PLATFORM", "offscreen") + + from PySide6.QtWidgets import QApplication, QGroupBox + + from grid_trading.services.trading_service import TradingService + from grid_trading.ui.main_window import MainWindow + + app = QApplication.instance() or QApplication([]) + service = TradingService(tmp_path / "grid.db") + window = MainWindow(service) + + assert window.open_grid_lots_table.columnCount() == 8 + assert any(group.title() == "待卖网格" for group in window.findChildren(QGroupBox)) + + window.close() + service.close() + app.processEvents() + + def test_instrument_dialog_does_not_collect_manual_current_price(monkeypatch): monkeypatch.setenv("QT_QPA_PLATFORM", "offscreen")