feat: add trading service workflow
This commit is contained in:
王鹏
1
src/grid_trading/services/__init__.py
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1
src/grid_trading/services/__init__.py
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"""Application services."""
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234
src/grid_trading/services/trading_service.py
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234
src/grid_trading/services/trading_service.py
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from __future__ import annotations
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from collections import defaultdict
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from datetime import date
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from decimal import Decimal
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from pathlib import Path
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from grid_trading.config import DEFAULT_FEE_CONFIG
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from grid_trading.domain.calculations import (
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CalculationError,
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calculate_account_summary,
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calculate_positions,
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estimate_fees,
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)
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from grid_trading.domain.models import (
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Account,
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AccountSummary,
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FeeEstimate,
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FeeRules,
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Instrument,
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PositionSummary,
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StrategyOverride,
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StrategyTemplate,
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Trade,
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TradeSide,
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)
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from grid_trading.storage.repositories import Repository
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class TradingService:
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def __init__(self, db_path: str | Path):
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self.repository = Repository(db_path)
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self.repository.initialize()
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def close(self) -> None:
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self.repository.close()
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def ensure_defaults(self) -> None:
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if not self.repository.list_accounts():
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self.repository.save_account(
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Account(id=None, name="默认账户", initial_cash=Decimal("0"), notes="")
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)
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if self.repository.get_default_strategy_template() is None:
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self.repository.save_strategy_template(
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StrategyTemplate(
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id=None,
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name="默认网格模板",
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grid_spacing_pct=Decimal("0.03"),
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amount_per_grid=Decimal("5000"),
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base_target_amount=Decimal("20000"),
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max_position_amount=Decimal("80000"),
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min_lot=100,
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is_default=True,
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)
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)
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def get_active_account(self) -> Account:
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self.ensure_defaults()
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accounts = self.repository.list_accounts()
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if not accounts:
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raise RuntimeError("No account exists after default initialization")
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return accounts[0]
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def save_account(self, account: Account) -> Account:
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if not account.name.strip():
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raise ValueError("账户名称不能为空")
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if account.initial_cash < 0:
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raise ValueError("初始资金不能为负数")
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return self.repository.save_account(account)
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def add_instrument(self, instrument: Instrument) -> Instrument:
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if not instrument.code.strip():
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raise ValueError("标的代码不能为空")
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if not instrument.name.strip():
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raise ValueError("标的名称不能为空")
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if instrument.lot_size <= 0:
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raise ValueError("交易单位必须大于 0")
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existing = self.repository.get_instrument_by_code(instrument.code, instrument.market)
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if instrument.id is None and existing is not None:
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raise ValueError(f"{instrument.code} 已存在")
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return self.repository.save_instrument(instrument)
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def update_instrument(self, instrument: Instrument) -> Instrument:
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if instrument.id is None:
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raise ValueError("更新标的需要 id")
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return self.add_instrument(instrument)
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def list_instruments(self) -> list[Instrument]:
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return self.repository.list_instruments()
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def get_default_strategy_template(self) -> StrategyTemplate:
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self.ensure_defaults()
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template = self.repository.get_default_strategy_template()
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if template is None:
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raise RuntimeError("No default strategy template exists")
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return template
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def save_strategy_template(self, template: StrategyTemplate) -> StrategyTemplate:
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if template.grid_spacing_pct <= 0:
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raise ValueError("网格间距必须大于 0")
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if template.amount_per_grid <= 0:
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raise ValueError("每格金额必须大于 0")
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if template.min_lot <= 0:
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raise ValueError("最小交易单位必须大于 0")
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return self.repository.save_strategy_template(template)
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def save_strategy_override(self, override: StrategyOverride) -> StrategyOverride:
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if override.instrument_id <= 0:
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raise ValueError("策略覆盖需要有效标的")
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return self.repository.save_strategy_override(override)
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def estimate_trade_fees(
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self,
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side: TradeSide,
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trade_price: Decimal,
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quantity: int,
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) -> FeeEstimate:
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rules = FeeRules(
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commission_rate=DEFAULT_FEE_CONFIG.commission_rate,
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min_commission=DEFAULT_FEE_CONFIG.min_commission,
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stamp_tax_rate=DEFAULT_FEE_CONFIG.stamp_tax_rate,
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transfer_fee_rate=DEFAULT_FEE_CONFIG.transfer_fee_rate,
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)
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return estimate_fees(side, trade_price, quantity, rules)
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def save_trade(self, trade: Trade) -> Trade:
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instrument = self._require_instrument(trade.instrument_id)
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self._require_account(trade.account_id)
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self._validate_trade_input(trade, instrument)
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existing_trades = [
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existing
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for existing in self.repository.list_trades(account_id=trade.account_id)
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if existing.id != trade.id
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]
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if trade.side is TradeSide.SELL:
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self._validate_t_plus_one_available(trade, instrument, existing_trades)
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self._validate_resulting_position(trade, existing_trades)
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return self.repository.save_trade(trade)
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def update_trade(self, trade: Trade) -> Trade:
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if trade.id is None:
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raise ValueError("更新成交需要 id")
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return self.save_trade(trade)
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def delete_trade(self, trade_id: int) -> None:
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self.repository.delete_trade(trade_id)
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def list_trades(self, *, instrument_id: int | None = None) -> list[Trade]:
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account = self.get_active_account()
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return self.repository.list_trades(account_id=account.id, instrument_id=instrument_id)
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def get_position_summaries(self, *, as_of: date | None = None) -> list[PositionSummary]:
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as_of_date = as_of or date.today()
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account = self.get_active_account()
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instruments = self.repository.list_instruments()
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trades = self.repository.list_trades(account_id=account.id)
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return calculate_positions(
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instruments,
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trades,
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as_of=as_of_date,
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instrument_cashflows=self._instrument_cashflows(account.id),
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)
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def get_account_summary(self, *, as_of: date | None = None) -> AccountSummary:
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as_of_date = as_of or date.today()
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account = self.get_active_account()
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positions = self.get_position_summaries(as_of=as_of_date)
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trades = [
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trade
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for trade in self.repository.list_trades(account_id=account.id)
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if trade.trade_date <= as_of_date
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]
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ledger_entries = [
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entry
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for entry in self.repository.list_cash_ledger_entries(account_id=account.id)
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if entry.entry_date <= as_of_date
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]
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return calculate_account_summary(account, positions, ledger_entries, trades)
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def _require_account(self, account_id: int) -> Account:
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account = self.repository.get_account(account_id)
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if account is None:
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raise ValueError(f"账户不存在: {account_id}")
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return account
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def _require_instrument(self, instrument_id: int) -> Instrument:
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instrument = self.repository.get_instrument(instrument_id)
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if instrument is None:
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raise ValueError(f"标的不存在: {instrument_id}")
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return instrument
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def _validate_trade_input(self, trade: Trade, instrument: Instrument) -> None:
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if trade.price <= 0:
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raise ValueError("成交价格必须大于 0")
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if trade.quantity <= 0:
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raise ValueError("成交数量必须大于 0")
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if not instrument.allow_odd_lot and trade.quantity % instrument.lot_size != 0:
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raise ValueError(f"成交数量必须是 {instrument.lot_size} 的整数倍")
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if trade.total_fee < 0:
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raise ValueError("成交费用不能为负数")
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def _validate_t_plus_one_available(
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self,
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trade: Trade,
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instrument: Instrument,
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existing_trades: list[Trade],
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) -> None:
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[position] = calculate_positions(
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[instrument],
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[item for item in existing_trades if item.instrument_id == instrument.id],
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as_of=trade.trade_date,
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)
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if trade.quantity > position.available_quantity:
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raise ValueError(
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f"T+1 可卖数量不足：可卖 {position.available_quantity}，尝试卖出 {trade.quantity}"
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)
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def _validate_resulting_position(self, trade: Trade, existing_trades: list[Trade]) -> None:
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instruments = self.repository.list_instruments()
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try:
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calculate_positions(
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instruments,
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[*existing_trades, trade],
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as_of=trade.trade_date,
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)
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except CalculationError as exc:
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raise ValueError(str(exc)) from exc
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def _instrument_cashflows(self, account_id: int) -> dict[int, Decimal]:
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totals: dict[int, Decimal] = defaultdict(lambda: Decimal("0"))
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for entry in self.repository.list_cash_ledger_entries(account_id=account_id):
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if entry.instrument_id is not None:
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totals[entry.instrument_id] += entry.amount
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return dict(totals)
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131
tests/test_services.py
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131
tests/test_services.py
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@@ -0,0 +1,131 @@
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from datetime import date, timedelta
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from decimal import Decimal
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import pytest
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from grid_trading.domain.models import Instrument, Trade, TradeGroup, TradeSide
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from grid_trading.services.trading_service import TradingService
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def test_service_creates_default_account_and_computes_summary(tmp_path):
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service = TradingService(tmp_path / "grid.db")
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service.ensure_defaults()
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account = service.get_active_account()
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assert account.name == "默认账户"
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account = service.save_account(account.__class__(id=account.id, name="主账户", initial_cash=Decimal("100000")))
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instrument = service.add_instrument(
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Instrument(id=None, code="510300", name="沪深300ETF", market="ETF", manual_price=Decimal("4.00"))
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)
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 7),
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side=TradeSide.BUY,
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price=Decimal("3.90"),
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quantity=1000,
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commission=Decimal("5"),
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trade_group=TradeGroup.GRID,
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)
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)
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8),
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side=TradeSide.SELL,
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price=Decimal("4.10"),
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quantity=500,
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commission=Decimal("5"),
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stamp_tax=Decimal("1.03"),
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trade_group=TradeGroup.GRID,
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)
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)
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positions = service.get_position_summaries(as_of=date(2026, 7, 8))
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summary = service.get_account_summary(as_of=date(2026, 7, 8))
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assert len(positions) == 1
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assert positions[0].total_quantity == 500
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assert positions[0].grid_profit == Decimal("91.47")
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assert summary.cash == Decimal("98138.97")
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assert summary.market_value == Decimal("2000.00")
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assert summary.total_assets == Decimal("100138.97")
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def test_service_validates_lot_size_and_available_sell_quantity(tmp_path):
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service = TradingService(tmp_path / "grid.db")
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service.ensure_defaults()
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account = service.get_active_account()
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instrument = service.add_instrument(Instrument(id=None, code="600000", name="浦发银行"))
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with pytest.raises(ValueError, match="100"):
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8),
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side=TradeSide.BUY,
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price=Decimal("10"),
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quantity=50,
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trade_group=TradeGroup.BASE,
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)
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)
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8),
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side=TradeSide.BUY,
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price=Decimal("10"),
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quantity=100,
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trade_group=TradeGroup.BASE,
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)
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)
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with pytest.raises(ValueError, match="T\\+1"):
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8),
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side=TradeSide.SELL,
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price=Decimal("10.1"),
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quantity=100,
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trade_group=TradeGroup.BASE,
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)
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)
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service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8) - timedelta(days=1),
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side=TradeSide.BUY,
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price=Decimal("9.9"),
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quantity=100,
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trade_group=TradeGroup.BASE,
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)
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)
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saved_sell = service.save_trade(
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Trade(
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id=None,
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account_id=account.id,
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instrument_id=instrument.id,
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trade_date=date(2026, 7, 8),
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side=TradeSide.SELL,
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price=Decimal("10.1"),
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quantity=100,
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trade_group=TradeGroup.BASE,
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)
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)
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assert saved_sell.id is not None
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