Rewrite trader service for V4 P0

2026-06-26 21:53:22 +08:00
parent 2fe4077164
commit 5d210053d0
184 changed files with 2780 additions and 6945 deletions
@@ -0,0 +1,44 @@
+package com.quantai.trader.domain;
+
+import com.quantai.trader.enums.PositionSide;
+import com.quantai.trader.enums.TraderActionType;
+import org.springframework.stereotype.Component;
+
+import java.util.Map;
+
+@Component
+public class TraderActionFactory {
+    public TraderAction create(TraderPositionManagerDecision pmDecision, TraderRiskDecision riskDecision, String symbol) {
+        TraderActionType finalAction = riskDecision.finalAction();
+        PositionSide side = sideFor(finalAction, pmDecision.side());
+        return new TraderAction(
+                "action_" + pmDecision.cycleId(),
+                pmDecision.runId(),
+                pmDecision.cycleId(),
+                pmDecision.modelOutputId(),
+                pmDecision.pmDecisionId(),
+                riskDecision.riskDecisionId(),
+                finalAction,
+                symbol,
+                side,
+                finalAction.increasesExposure() ? pmDecision.pricePlanId() : null,
+                finalAction.increasesExposure() ? pmDecision.pricePlanConfigHash() : null,
+                finalAction == TraderActionType.OPEN_LONG || finalAction == TraderActionType.OPEN_SHORT ? pmDecision.targetPositionRatio() : pmDecision.addRatio(),
+                null,
+                pmDecision.stopPrice(),
+                pmDecision.targetPrice(),
+                finalAction.reducesExposure(),
+                "idem_" + pmDecision.runId() + "_" + pmDecision.cycleId() + "_" + finalAction,
+                riskDecision.allowAction() ? pmDecision.reason() : riskDecision.blocker(),
+                Map.of("riskAllowed", riskDecision.allowAction()));
+    }
+
+    private PositionSide sideFor(TraderActionType action, PositionSide pmSide) {
+        return switch (action) {
+            case OPEN_LONG, ADD_LONG, REDUCE_LONG, CLOSE_LONG -> PositionSide.LONG;
+            case OPEN_SHORT, ADD_SHORT, REDUCE_SHORT, CLOSE_SHORT -> PositionSide.SHORT;
+            case WAIT, CANCEL -> PositionSide.NONE;
+            case HOLD, MOVE_STOP -> pmSide;
+        };
+    }
+}