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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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10
README.md
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@@ -10,6 +10,7 @@
- 手动录入、编辑、删除买入/卖出成交。
- 自动计算持仓数量、T+1 可用数量、持仓成本、已实现盈亏、累计网格利润、持仓回本价、账户回本价。
- 点击“刷新行情”从腾讯接口获取实时价格，并用实时价更新持仓市值和账户摘要。
- 根据刷新后的现价和默认网格策略，生成选中标的的网格档位建议。
- 使用 SQLite 本地保存数据，默认路径为 `data/grid_trading.db`。
## 行情说明
@@ -24,6 +25,15 @@ http://qt.gtimg.cn/q=<symbol>
实时行情只保存在当前程序内存中，用于显示现价、持仓市值、浮动盈亏、总资产和资金使用率；不会写入 SQLite。成交录入里的价格只作为成交价保存，不会作为现价兜底。关闭软件后再次打开，需要重新点击“刷新行情”。
## 网格档位说明
选中标的后，底部“网格档位”表会根据腾讯现价和默认策略模板生成建议：
- 买入价按 `现价 * (1 - 网格间距)` 逐档向下递减。
- 卖出价按 `买入价 * (1 + 网格间距)` 计算。
- 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。
## 开发环境
```powershell

47
src/grid_trading/domain/grid_levels.py Normal file
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@@ -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
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@@ -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
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@@ -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
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@@ -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))

69
tests/test_grid_levels.py Normal file
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@@ -0,0 +1,69 @@
from decimal import Decimal
import pytest
from grid_trading.domain.grid_levels import generate_grid_levels
def test_generate_grid_levels_compounds_percentage_spacing_and_rounds_values():
levels = generate_grid_levels(
current_price=Decimal("10.00"),
spacing=Decimal("0.03"),
amount_per_grid=Decimal("10000"),
lot_size=100,
levels=3,
)
assert [item.level for item in levels] == [1, 2, 3]
assert [item.buy_price for item in levels] == [Decimal("9.70"), Decimal("9.41"), Decimal("9.13")]
assert [item.buy_amount for item in levels] == [Decimal("10000.00")] * 3
assert [item.suggested_quantity for item in levels] == [1000, 1000, 1000]
assert [item.actual_investment for item in levels] == [
Decimal("9700.00"),
Decimal("9410.00"),
Decimal("9130.00"),
]
assert [item.sell_price for item in levels] == [Decimal("9.99"), Decimal("9.69"), Decimal("9.40")]
assert [item.estimated_gross_profit for item in levels] == [
Decimal("290.00"),
Decimal("280.00"),
Decimal("270.00"),
]
def test_generate_grid_levels_uses_zero_quantity_when_amount_cannot_buy_one_lot():
[level] = generate_grid_levels(
current_price=Decimal("10.00"),
spacing=Decimal("0.03"),
amount_per_grid=Decimal("500"),
lot_size=100,
levels=1,
)
assert level.buy_price == Decimal("9.70")
assert level.suggested_quantity == 0
assert level.actual_investment == Decimal("0.00")
assert level.estimated_gross_profit == Decimal("0.00")
@pytest.mark.parametrize(
("current_price", "spacing", "amount_per_grid", "lot_size", "levels"),
[
(Decimal("0"), Decimal("0.03"), Decimal("10000"), 100, 10),
(Decimal("10"), Decimal("0"), Decimal("10000"), 100, 10),
(Decimal("10"), Decimal("1"), Decimal("10000"), 100, 10),
(Decimal("10"), Decimal("0.03"), Decimal("0"), 100, 10),
(Decimal("10"), Decimal("0.03"), Decimal("10000"), 0, 10),
(Decimal("10"), Decimal("0.03"), Decimal("10000"), 100, 0),
(Decimal("10"), Decimal("0.03"), Decimal("10000"), 100, 101),
],
)
def test_generate_grid_levels_validates_inputs(current_price, spacing, amount_per_grid, lot_size, levels):
with pytest.raises(ValueError):
generate_grid_levels(
current_price=current_price,
spacing=spacing,
amount_per_grid=amount_per_grid,
lot_size=lot_size,
levels=levels,
)

35
tests/test_services.py
View File

@@ -223,3 +223,38 @@ def test_service_refresh_quotes_uses_realtime_price_in_summaries(tmp_path):
assert position.current_price == Decimal("4.12")
assert position.price_source == "tencent"
assert summary.market_value == Decimal("4120.00")
def test_service_generates_grid_level_suggestions_from_realtime_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.BASE,
)
)
service.refresh_quotes()
levels = service.get_grid_level_suggestions(instrument.id, levels=2)
assert [item.buy_price for item in levels] == [Decimal("4.00"), Decimal("3.88")]
assert [item.sell_price for item in levels] == [Decimal("4.12"), Decimal("4.00")]
assert [item.buy_amount for item in levels] == [Decimal("5000.00"), Decimal("5000.00")]
assert [item.suggested_quantity for item in levels] == [1200, 1200]
def test_service_returns_empty_grid_levels_without_realtime_price(tmp_path):
service = TradingService(tmp_path / "grid.db")
service.ensure_defaults()
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) == []

20
tests/test_ui.py
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@@ -35,6 +35,26 @@ def test_main_window_can_be_constructed_offscreen(tmp_path, monkeypatch):
app.processEvents()
def test_main_window_contains_grid_level_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.grid_levels_table.columnCount() == 7
assert any(group.title() == "网格档位" 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")