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feat: add grid level suggestions

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王鹏
2026-07-09 10:50:25 +08:00
parent 15636fb910
commit 6d30d48c33
8 changed files with 291 additions and 1 deletions
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47
src/grid_trading/domain/grid_levels.py Normal file
View File

@@ -0,0 +1,47 @@
from __future__ import annotations
from decimal import Decimal
from grid_trading.domain.calculations import money, price
from grid_trading.domain.models import GridLevelSuggestion
def generate_grid_levels(
*,
current_price: Decimal,
spacing: Decimal,
amount_per_grid: Decimal,
lot_size: int,
levels: int,
) -> list[GridLevelSuggestion]:
if current_price <= 0:
raise ValueError("现价必须大于 0")
if spacing <= 0 or spacing >= 1:
raise ValueError("网格间距必须大于 0 且小于 100%")
if amount_per_grid <= 0:
raise ValueError("每格金额必须大于 0")
if lot_size <= 0:
raise ValueError("交易单位必须大于 0")
if levels < 1 or levels > 100:
raise ValueError("档数必须在 1 到 100 之间")
suggestions: list[GridLevelSuggestion] = []
buy_price = price(current_price * (Decimal("1") - spacing))
for level in range(1, levels + 1):
quantity = int(amount_per_grid / buy_price) // lot_size * lot_size
actual_investment = money(buy_price * Decimal(quantity))
sell_price = price(buy_price * (Decimal("1") + spacing))
estimated_gross_profit = money((sell_price - buy_price) * Decimal(quantity))
suggestions.append(
GridLevelSuggestion(
level=level,
buy_price=buy_price,
buy_amount=money(amount_per_grid),
suggested_quantity=quantity,
actual_investment=actual_investment,
sell_price=sell_price,
estimated_gross_profit=estimated_gross_profit,
)
)
buy_price = price(buy_price * (Decimal("1") - spacing))
return suggestions

11
src/grid_trading/domain/models.py
View File

@@ -114,6 +114,17 @@ class FeeEstimate:
return self.commission + self.stamp_tax + self.transfer_fee
@dataclass(frozen=True)
class GridLevelSuggestion:
level: int
buy_price: Decimal
buy_amount: Decimal
suggested_quantity: int
actual_investment: Decimal
sell_price: Decimal
estimated_gross_profit: Decimal
@dataclass(frozen=True)
class QuoteSnapshot:
symbol: str

28
src/grid_trading/services/trading_service.py
View File

@@ -12,11 +12,13 @@ from grid_trading.domain.calculations import (
calculate_positions,
estimate_fees,
)
from grid_trading.domain.grid_levels import generate_grid_levels
from grid_trading.domain.models import (
Account,
AccountSummary,
FeeEstimate,
FeeRules,
GridLevelSuggestion,
Instrument,
PositionSummary,
QuoteSnapshot,
@@ -206,6 +208,32 @@ class TradingService:
]
return calculate_account_summary(account, positions, ledger_entries, trades)
def get_grid_level_suggestions(
self,
instrument_id: int,
*,
levels: int = 10,
) -> list[GridLevelSuggestion]:
instrument = self._require_instrument(instrument_id)
position = next(
(
item
for item in self.get_position_summaries()
if item.instrument_id == instrument_id
),
None,
)
if position is None or position.current_price is None:
return []
template = self.get_default_strategy_template()
return generate_grid_levels(
current_price=position.current_price,
spacing=template.grid_spacing_pct,
amount_per_grid=template.amount_per_grid,
lot_size=instrument.lot_size,
levels=levels,
)
def _require_account(self, account_id: int) -> Account:
account = self.repository.get_account(account_id)
if account is None:

72
src/grid_trading/ui/main_window.py
View File

@@ -18,6 +18,7 @@ from PySide6.QtWidgets import (
QMessageBox,
QPushButton,
QSplitter,
QSpinBox,
QTableWidget,
QTableWidgetItem,
QVBoxLayout,
@@ -25,7 +26,7 @@ from PySide6.QtWidgets import (
)
from grid_trading.config import DEFAULT_DB_PATH
from grid_trading.domain.models import PositionSummary, Trade, TradeSide
from grid_trading.domain.models import GridLevelSuggestion, 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
@@ -66,6 +67,15 @@ class MainWindow(QMainWindow):
"浮动盈亏",
]
TRADE_COLUMNS = ["日期", "方向", "分组", "价格", "数量", "费用", "备注"]
GRID_LEVEL_COLUMNS = [
"档位",
"买入价",
"买入金额",
"建议买入股数",
"实际投入",
"卖出价",
"预计单轮毛利润",
]
def __init__(self, service: TradingService):
super().__init__()
@@ -126,6 +136,26 @@ class MainWindow(QMainWindow):
self.detail_layout.addWidget(QLabel("利润"), 3, 0)
self.detail_layout.addWidget(self.detail_labels["profit"], 3, 1)
grid_group = QGroupBox("网格档位")
grid_layout = QVBoxLayout(grid_group)
grid_controls = QHBoxLayout()
self.grid_levels_count_edit = QSpinBox()
self.grid_levels_count_edit.setRange(1, 100)
self.grid_levels_count_edit.setValue(10)
self.grid_levels_count_edit.valueChanged.connect(lambda _value: self._refresh_details())
self.grid_levels_hint = QLabel("请先刷新行情")
grid_controls.addWidget(QLabel("档数"))
grid_controls.addWidget(self.grid_levels_count_edit)
grid_controls.addWidget(self.grid_levels_hint)
grid_controls.addStretch()
self.grid_levels_table = QTableWidget(0, len(self.GRID_LEVEL_COLUMNS))
self.grid_levels_table.setHorizontalHeaderLabels(self.GRID_LEVEL_COLUMNS)
self.grid_levels_table.horizontalHeader().setSectionResizeMode(QHeaderView.ResizeMode.ResizeToContents)
self.grid_levels_table.horizontalHeader().setStretchLastSection(True)
self.grid_levels_table.setEditTriggers(QTableWidget.EditTrigger.NoEditTriggers)
grid_layout.addLayout(grid_controls)
grid_layout.addWidget(self.grid_levels_table)
trade_group = QGroupBox("最近成交")
trade_layout = QVBoxLayout(trade_group)
trade_buttons = QHBoxLayout()
@@ -145,6 +175,7 @@ class MainWindow(QMainWindow):
trade_layout.addWidget(self.trades_table)
details.addWidget(self.detail_box)
details.addWidget(grid_group)
details.addWidget(trade_group)
splitter.addWidget(details)
splitter.setSizes([470, 230])
@@ -292,6 +323,7 @@ class MainWindow(QMainWindow):
if position is None:
for label in self.detail_labels.values():
label.setText("-")
self._refresh_grid_levels(None)
self._fill_trades_table([])
return
self.detail_labels["price_source"].setText(position.price_source)
@@ -302,8 +334,46 @@ class MainWindow(QMainWindow):
self.detail_labels["profit"].setText(
f"已实现 {format_money(position.realized_pnl)} / 网格 {format_money(position.grid_profit)}"
)
self._refresh_grid_levels(position)
self._fill_trades_table(self.service.list_trades(instrument_id=position.instrument_id))
def _refresh_grid_levels(self, position: PositionSummary | None) -> None:
if position is None:
self.grid_levels_hint.setText("-")
self._fill_grid_levels_table([])
return
if position.current_price is None:
self.grid_levels_hint.setText("请先刷新行情")
self._fill_grid_levels_table([])
return
try:
levels = self.service.get_grid_level_suggestions(
position.instrument_id,
levels=self.grid_levels_count_edit.value(),
)
except Exception as exc:
QMessageBox.warning(self, "网格档位失败", str(exc))
self.grid_levels_hint.setText(str(exc))
self._fill_grid_levels_table([])
return
self.grid_levels_hint.setText("")
self._fill_grid_levels_table(levels)
def _fill_grid_levels_table(self, levels: list[GridLevelSuggestion]) -> None:
self.grid_levels_table.setRowCount(len(levels))
for row, level in enumerate(levels):
values = [
str(level.level),
format_price(level.buy_price),
format_money(level.buy_amount),
format_quantity(level.suggested_quantity),
format_money(level.actual_investment),
format_price(level.sell_price),
format_money(level.estimated_gross_profit),
]
for column, value in enumerate(values):
self.grid_levels_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))