claude_dev
e5e4eef807
- Account: cash资金T0/合并持仓/equity盯市/cash_enough买单检查 - StrategyRunner: 分户持仓+realized_pnl归因/unrealized_pnl - transfer_fee 直接用(matcher已双向,不再×2,review H3) - unfreeze_all 对称(总账+分户,T+1每日解冻) 7 tests passed.
59 lines
2.4 KiB
Python
59 lines
2.4 KiB
Python
"""模拟盘总账：资金 T+0 / 合并持仓 / 净值盯市（spec §7 双层记账总账层）。
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- cash 资金 T+0：卖出回笼资金当日即可再买（A 股硬规则）
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- 股票 T+1：买入持仓由 PositionLedger.frozen 管，次日 unfreeze_all 解冻
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- transfer_fee：matcher 已出双向总额（review H3），Account 直接用，不再 ×2
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- 资金检查 cash_enough 在买单 apply 前由 PaperEngine 调用
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"""
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from .models import OrderSide, PaperTrade
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from .position_ledger import PositionLedger
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class Account:
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def __init__(self, initial_capital: float) -> None:
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self.cash: float = float(initial_capital)
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self.positions: dict[str, PositionLedger] = {}
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self.market_value: float = 0.0
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def _position(self, symbol: str) -> PositionLedger:
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if symbol not in self.positions:
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self.positions[symbol] = PositionLedger(symbol)
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return self.positions[symbol]
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def cash_enough(self, trade: PaperTrade) -> bool:
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"""买单检查现金是否足够（卖出不检查，持仓检查在 PositionLedger）。"""
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if trade.side != OrderSide.BUY:
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return True
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cost = trade.price * trade.volume + trade.commission + trade.transfer_fee
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return self.cash >= cost
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def apply_trade(self, trade: PaperTrade) -> None:
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pos = self._position(trade.symbol)
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if trade.side == OrderSide.BUY:
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cost = trade.price * trade.volume + trade.commission + trade.transfer_fee
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self.cash -= cost
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pos.apply_buy(trade.price, trade.volume)
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else:
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proceeds = (
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trade.price * trade.volume
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- trade.commission - trade.stamp_duty - trade.transfer_fee
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)
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self.cash += proceeds # 资金 T+0：卖出现金立即可用
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pos.apply_sell(trade.price, trade.volume)
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def unfreeze_all(self) -> None:
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"""每日开盘前：T+1 解冻所有持仓。"""
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for p in self.positions.values():
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p.unfreeze()
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def mark_to_market(self, bars_raw: dict[str, float]) -> None:
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"""按 raw 收盘价重估合并持仓市值。bars_raw: {symbol: close_raw}。"""
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self.market_value = sum(
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p.volume * bars_raw.get(sym, p.avg_price)
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for sym, p in self.positions.items()
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)
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@property
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def equity(self) -> float:
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return self.cash + self.market_value
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