From f282d4a38bc875a5fed26dff0f0ce1cdf67818aa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E7=8E=8B=E9=B9=8F?= Date: Wed, 8 Jul 2026 17:25:37 +0800 Subject: [PATCH] feat: add trading service workflow --- src/grid_trading/services/__init__.py | 1 + src/grid_trading/services/trading_service.py | 234 +++++++++++++++++++ tests/test_services.py | 131 +++++++++++ 3 files changed, 366 insertions(+) create mode 100644 src/grid_trading/services/__init__.py create mode 100644 src/grid_trading/services/trading_service.py create mode 100644 tests/test_services.py diff --git a/src/grid_trading/services/__init__.py b/src/grid_trading/services/__init__.py new file mode 100644 index 0000000..a69ee20 --- /dev/null +++ b/src/grid_trading/services/__init__.py @@ -0,0 +1 @@ +"""Application services.""" diff --git a/src/grid_trading/services/trading_service.py b/src/grid_trading/services/trading_service.py new file mode 100644 index 0000000..bb70a0d --- /dev/null +++ b/src/grid_trading/services/trading_service.py @@ -0,0 +1,234 @@ +from __future__ import annotations + +from collections import defaultdict +from datetime import date +from decimal import Decimal +from pathlib import Path + +from grid_trading.config import DEFAULT_FEE_CONFIG +from grid_trading.domain.calculations import ( + CalculationError, + calculate_account_summary, + calculate_positions, + estimate_fees, +) +from grid_trading.domain.models import ( + Account, + AccountSummary, + FeeEstimate, + FeeRules, + Instrument, + PositionSummary, + StrategyOverride, + StrategyTemplate, + Trade, + TradeSide, +) +from grid_trading.storage.repositories import Repository + + +class TradingService: + def __init__(self, db_path: str | Path): + self.repository = Repository(db_path) + self.repository.initialize() + + def close(self) -> None: + self.repository.close() + + def ensure_defaults(self) -> None: + if not self.repository.list_accounts(): + self.repository.save_account( + Account(id=None, name="默认账户", initial_cash=Decimal("0"), notes="") + ) + if self.repository.get_default_strategy_template() is None: + self.repository.save_strategy_template( + StrategyTemplate( + id=None, + name="默认网格模板", + grid_spacing_pct=Decimal("0.03"), + amount_per_grid=Decimal("5000"), + base_target_amount=Decimal("20000"), + max_position_amount=Decimal("80000"), + min_lot=100, + is_default=True, + ) + ) + + def get_active_account(self) -> Account: + self.ensure_defaults() + accounts = self.repository.list_accounts() + if not accounts: + raise RuntimeError("No account exists after default initialization") + return accounts[0] + + def save_account(self, account: Account) -> Account: + if not account.name.strip(): + raise ValueError("账户名称不能为空") + if account.initial_cash < 0: + raise ValueError("初始资金不能为负数") + return self.repository.save_account(account) + + def add_instrument(self, instrument: Instrument) -> Instrument: + if not instrument.code.strip(): + raise ValueError("标的代码不能为空") + if not instrument.name.strip(): + raise ValueError("标的名称不能为空") + if instrument.lot_size <= 0: + raise ValueError("交易单位必须大于 0") + existing = self.repository.get_instrument_by_code(instrument.code, instrument.market) + if instrument.id is None and existing is not None: + raise ValueError(f"{instrument.code} 已存在") + return self.repository.save_instrument(instrument) + + def update_instrument(self, instrument: Instrument) -> Instrument: + if instrument.id is None: + raise ValueError("更新标的需要 id") + return self.add_instrument(instrument) + + def list_instruments(self) -> list[Instrument]: + return self.repository.list_instruments() + + def get_default_strategy_template(self) -> StrategyTemplate: + self.ensure_defaults() + template = self.repository.get_default_strategy_template() + if template is None: + raise RuntimeError("No default strategy template exists") + return template + + def save_strategy_template(self, template: StrategyTemplate) -> StrategyTemplate: + if template.grid_spacing_pct <= 0: + raise ValueError("网格间距必须大于 0") + if template.amount_per_grid <= 0: + raise ValueError("每格金额必须大于 0") + if template.min_lot <= 0: + raise ValueError("最小交易单位必须大于 0") + return self.repository.save_strategy_template(template) + + def save_strategy_override(self, override: StrategyOverride) -> StrategyOverride: + if override.instrument_id <= 0: + raise ValueError("策略覆盖需要有效标的") + return self.repository.save_strategy_override(override) + + def estimate_trade_fees( + self, + side: TradeSide, + trade_price: Decimal, + quantity: int, + ) -> FeeEstimate: + rules = FeeRules( + commission_rate=DEFAULT_FEE_CONFIG.commission_rate, + min_commission=DEFAULT_FEE_CONFIG.min_commission, + stamp_tax_rate=DEFAULT_FEE_CONFIG.stamp_tax_rate, + transfer_fee_rate=DEFAULT_FEE_CONFIG.transfer_fee_rate, + ) + return estimate_fees(side, trade_price, quantity, rules) + + def save_trade(self, trade: Trade) -> Trade: + instrument = self._require_instrument(trade.instrument_id) + self._require_account(trade.account_id) + self._validate_trade_input(trade, instrument) + existing_trades = [ + existing + for existing in self.repository.list_trades(account_id=trade.account_id) + if existing.id != trade.id + ] + if trade.side is TradeSide.SELL: + self._validate_t_plus_one_available(trade, instrument, existing_trades) + self._validate_resulting_position(trade, existing_trades) + return self.repository.save_trade(trade) + + def update_trade(self, trade: Trade) -> Trade: + if trade.id is None: + raise ValueError("更新成交需要 id") + return self.save_trade(trade) + + def delete_trade(self, trade_id: int) -> None: + self.repository.delete_trade(trade_id) + + def list_trades(self, *, instrument_id: int | None = None) -> list[Trade]: + account = self.get_active_account() + return self.repository.list_trades(account_id=account.id, instrument_id=instrument_id) + + def get_position_summaries(self, *, as_of: date | None = None) -> list[PositionSummary]: + as_of_date = as_of or date.today() + account = self.get_active_account() + instruments = self.repository.list_instruments() + trades = self.repository.list_trades(account_id=account.id) + return calculate_positions( + instruments, + trades, + as_of=as_of_date, + instrument_cashflows=self._instrument_cashflows(account.id), + ) + + def get_account_summary(self, *, as_of: date | None = None) -> AccountSummary: + as_of_date = as_of or date.today() + account = self.get_active_account() + positions = self.get_position_summaries(as_of=as_of_date) + trades = [ + trade + for trade in self.repository.list_trades(account_id=account.id) + if trade.trade_date <= as_of_date + ] + ledger_entries = [ + entry + for entry in self.repository.list_cash_ledger_entries(account_id=account.id) + if entry.entry_date <= as_of_date + ] + return calculate_account_summary(account, positions, ledger_entries, trades) + + def _require_account(self, account_id: int) -> Account: + account = self.repository.get_account(account_id) + if account is None: + raise ValueError(f"账户不存在: {account_id}") + return account + + def _require_instrument(self, instrument_id: int) -> Instrument: + instrument = self.repository.get_instrument(instrument_id) + if instrument is None: + raise ValueError(f"标的不存在: {instrument_id}") + return instrument + + def _validate_trade_input(self, trade: Trade, instrument: Instrument) -> None: + if trade.price <= 0: + raise ValueError("成交价格必须大于 0") + if trade.quantity <= 0: + raise ValueError("成交数量必须大于 0") + if not instrument.allow_odd_lot and trade.quantity % instrument.lot_size != 0: + raise ValueError(f"成交数量必须是 {instrument.lot_size} 的整数倍") + if trade.total_fee < 0: + raise ValueError("成交费用不能为负数") + + def _validate_t_plus_one_available( + self, + trade: Trade, + instrument: Instrument, + existing_trades: list[Trade], + ) -> None: + [position] = calculate_positions( + [instrument], + [item for item in existing_trades if item.instrument_id == instrument.id], + as_of=trade.trade_date, + ) + if trade.quantity > position.available_quantity: + raise ValueError( + f"T+1 可卖数量不足：可卖 {position.available_quantity}，尝试卖出 {trade.quantity}" + ) + + def _validate_resulting_position(self, trade: Trade, existing_trades: list[Trade]) -> None: + instruments = self.repository.list_instruments() + try: + calculate_positions( + instruments, + [*existing_trades, trade], + as_of=trade.trade_date, + ) + except CalculationError as exc: + raise ValueError(str(exc)) from exc + + def _instrument_cashflows(self, account_id: int) -> dict[int, Decimal]: + totals: dict[int, Decimal] = defaultdict(lambda: Decimal("0")) + for entry in self.repository.list_cash_ledger_entries(account_id=account_id): + if entry.instrument_id is not None: + totals[entry.instrument_id] += entry.amount + return dict(totals) diff --git a/tests/test_services.py b/tests/test_services.py new file mode 100644 index 0000000..0d74e0c --- /dev/null +++ b/tests/test_services.py @@ -0,0 +1,131 @@ +from datetime import date, timedelta +from decimal import Decimal + +import pytest + +from grid_trading.domain.models import Instrument, Trade, TradeGroup, TradeSide +from grid_trading.services.trading_service import TradingService + + +def test_service_creates_default_account_and_computes_summary(tmp_path): + service = TradingService(tmp_path / "grid.db") + service.ensure_defaults() + account = service.get_active_account() + assert account.name == "默认账户" + + account = service.save_account(account.__class__(id=account.id, name="主账户", initial_cash=Decimal("100000"))) + instrument = service.add_instrument( + Instrument(id=None, code="510300", name="沪深300ETF", market="ETF", manual_price=Decimal("4.00")) + ) + 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("3.90"), + quantity=1000, + commission=Decimal("5"), + 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("4.10"), + quantity=500, + commission=Decimal("5"), + stamp_tax=Decimal("1.03"), + trade_group=TradeGroup.GRID, + ) + ) + + positions = service.get_position_summaries(as_of=date(2026, 7, 8)) + summary = service.get_account_summary(as_of=date(2026, 7, 8)) + + assert len(positions) == 1 + assert positions[0].total_quantity == 500 + assert positions[0].grid_profit == Decimal("91.47") + assert summary.cash == Decimal("98138.97") + assert summary.market_value == Decimal("2000.00") + assert summary.total_assets == Decimal("100138.97") + + +def test_service_validates_lot_size_and_available_sell_quantity(tmp_path): + service = TradingService(tmp_path / "grid.db") + service.ensure_defaults() + account = service.get_active_account() + instrument = service.add_instrument(Instrument(id=None, code="600000", name="浦发银行")) + + with pytest.raises(ValueError, match="100"): + service.save_trade( + Trade( + id=None, + account_id=account.id, + instrument_id=instrument.id, + trade_date=date(2026, 7, 8), + side=TradeSide.BUY, + price=Decimal("10"), + quantity=50, + trade_group=TradeGroup.BASE, + ) + ) + + service.save_trade( + Trade( + id=None, + account_id=account.id, + instrument_id=instrument.id, + trade_date=date(2026, 7, 8), + side=TradeSide.BUY, + price=Decimal("10"), + quantity=100, + trade_group=TradeGroup.BASE, + ) + ) + + with pytest.raises(ValueError, match="T\\+1"): + 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("10.1"), + quantity=100, + trade_group=TradeGroup.BASE, + ) + ) + + service.save_trade( + Trade( + id=None, + account_id=account.id, + instrument_id=instrument.id, + trade_date=date(2026, 7, 8) - timedelta(days=1), + side=TradeSide.BUY, + price=Decimal("9.9"), + quantity=100, + trade_group=TradeGroup.BASE, + ) + ) + saved_sell = 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("10.1"), + quantity=100, + trade_group=TradeGroup.BASE, + ) + ) + + assert saved_sell.id is not None