feat: show open grid lots

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"