stock-ai-agent/backend/app/services/position_manager.py

"""
仓位管理服务 - 供模拟盘和实盘共用
基于 LLM 建议动态计算仓位大小
"""
from typing import Dict, Any, Optional, Tuple
from abc import ABC, abstractmethod
from app.utils.logger import logger


class PositionCalculator(ABC):
    """仓位计算器抽象基类"""

    @abstractmethod
    def get_account_status(self) -> Dict[str, Any]:
        """获取账户状态"""
        pass

    @abstractmethod
    def get_max_leverage(self) -> int:
        """获取最大杠杆"""
        pass


class PositionManager:
    """
    仓位管理器

    根据 LLM 建议的仓位大小（heavy/medium/light）动态计算实际保证金和持仓价值
    模拟盘和实盘共用同一套仓位管理逻辑
    """

    def __init__(self, calculator: PositionCalculator):
        """
        初始化仓位管理器

        Args:
            calculator: 仓位计算器（模拟盘或实盘）
        """
        self.calculator = calculator

    def calculate_position(
        self,
        position_size: str,
        symbol: str,
        custom_ratios: Optional[Dict[str, float]] = None
    ) -> Tuple[float, float]:
        """
        根据 LLM 建议计算仓位

        Args:
            position_size: LLM 建议的仓位大小 ('heavy', 'medium', 'light')
            symbol: 交易对
            custom_ratios: 自定义仓位比例，可选

        Returns:
            (margin, position_value) 元组
        """
        account = self.calculator.get_account_status()
        max_leverage = self.calculator.get_max_leverage()

        balance = account['current_balance']
        current_position_value = account.get('total_position_value', 0)

        # 计算可用保证金空间
        max_position_value = balance * max_leverage
        available_position_value = max_position_value - current_position_value

        if available_position_value <= 0:
            logger.warning(f"已达最大杠杆限制，无法开仓")
            return 0, 0

        # 使用自定义比例或默认比例
        ratios = custom_ratios or {
            'heavy': 0.30,
            'medium': 0.15,
            'light': 0.05
        }

        size_ratio = ratios.get(position_size, 0.05)

        # 计算目标持仓价值
        target_position_value = available_position_value * size_ratio

        # 设置最小和最大限制
        min_position_value = 1000  # 最小持仓价值
        max_single_position = balance * 5  # 单笔最大不超过 5x 杠杆

        position_value = max(min_position_value, min(target_position_value, max_single_position))
        position_value = min(position_value, available_position_value)
        position_value = round(position_value, 2)

        # 计算对应的保证金
        margin = round(position_value / max_leverage, 2)

        logger.info(f"动态仓位计算: {position_size} | 可用空间: ${available_position_value:,.0f} | "
                   f"目标仓位: ${position_value:,.0f} | 保证金: ${margin:,.0f}")

        return margin, position_value


class PaperPositionCalculator(PositionCalculator):
    """模拟盘仓位计算器"""

    def __init__(self, account_status_getter, max_leverage: int = 20):
        """
        初始化模拟盘计算器

        Args:
            account_status_getter: 获取账户状态的函数
            max_leverage: 最大杠杆倍数
        """
        self.account_status_getter = account_status_getter
        self._max_leverage = max_leverage

    def get_account_status(self) -> Dict[str, Any]:
        return self.account_status_getter()

    def get_max_leverage(self) -> int:
        return self._max_leverage


class RealPositionCalculator(PositionCalculator):
    """实盘仓位计算器"""

    def __init__(self, balance: float, used_margin: float, total_position_value: float, max_leverage: int = 10):
        """
        初始化实盘计算器

        Args:
            balance: 账户余额
            used_margin: 已用保证金
            total_position_value: 总持仓价值
            max_leverage: 最大杠杆倍数
        """
        self._account_status = {
            'current_balance': balance,
            'used_margin': used_margin,
            'total_position_value': total_position_value
        }
        self._max_leverage = max_leverage

    def get_account_status(self) -> Dict[str, Any]:
        return self._account_status

    def get_max_leverage(self) -> int:
        return self._max_leverage


def calculate_paper_position(
    account_status_getter,
    position_size: str,
    symbol: str,
    max_leverage: int = 20
) -> Tuple[float, float]:
    """
    计算模拟盘仓位（快捷方法）

    Args:
        account_status_getter: 获取账户状态的函数
        position_size: LLM 建议的仓位大小
        symbol: 交易对
        max_leverage: 最大杠杆倍数

    Returns:
        (margin, position_value) 元组
    """
    calculator = PaperPositionCalculator(account_status_getter, max_leverage)
    manager = PositionManager(calculator)
    return manager.calculate_position(position_size, symbol)


def calculate_real_position(
    balance: float,
    used_margin: float,
    total_position_value: float,
    position_size: str,
    symbol: str,
    max_leverage: int = 10,
    custom_ratios: Optional[Dict[str, float]] = None
) -> Tuple[float, float]:
    """
    计算实盘仓位（快捷方法）

    Args:
        balance: 账户余额
        used_margin: 已用保证金
        total_position_value: 总持仓价值
        position_size: LLM 建议的仓位大小
        symbol: 交易对
        max_leverage: 最大杠杆倍数
        custom_ratios: 自定义仓位比例（实盘可用更保守的配置）

    Returns:
        (margin, position_value) 元组
    """
    calculator = RealPositionCalculator(balance, used_margin, total_position_value, max_leverage)
    manager = PositionManager(calculator)
    return manager.calculate_position(position_size, symbol, custom_ratios)