feat: 简化交易计算

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/strategy/TradeEngine.java

@@ -3,13 +3,11 @@ package com.lanyuanxiaoyao.leopard.core.strategy;
 import cn.hutool.core.util.ObjectUtil;
 import com.lanyuanxiaoyao.leopard.core.entity.Daily;
 import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
+import com.lanyuanxiaoyao.leopard.core.entity.Stock;
 import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
 import java.time.LocalDate;
 import java.util.ArrayList;
-import java.util.HashMap;
 import java.util.List;
-import java.util.Map;
-import java.util.stream.Collectors;
 import lombok.Data;
 import lombok.extern.slf4j.Slf4j;
 import org.springframework.stereotype.Service;
@@ -29,9 +27,9 @@ public class TradeEngine {
     this.dailyRepository = dailyRepository;
   }
 
-  public Asset backtest(List<Long> stocks, TradeStrategy strategy, LocalDate startDate, LocalDate endDate) {
+  public Asset backtest(Stock stock, TradeStrategy strategy, LocalDate startDate, LocalDate endDate) {
     var dailies = dailyRepository.findAll(
-      QDaily.daily.stock.id.in(stocks)
+      QDaily.daily.stock.eq(stock)
         .and(QDaily.daily.tradeDate.before(endDate)),
       QDaily.daily.tradeDate.asc()
     );
@@ -45,67 +43,59 @@ public class TradeEngine {
         continue;
       }
       final var currentDate = now;
-      var trades = strategy.trade(
+      var trade = strategy.trade(
         now,
         asset,
         dailies.stream()
           .filter(daily -> daily.getTradeDate().isBefore(currentDate))
-          .collect(Collectors.groupingBy(daily -> daily.getStock().getId()))
+          .toList()
       );
-      for (var trade : trades) {
-        dailies.stream()
-          .filter(daily -> ObjectUtil.equals(daily.getStock().getId(), trade.stockId))
-          .filter(daily -> ObjectUtil.equals(daily.getTradeDate(), currentDate))
-          .findFirst()
-          .map(Daily::getHfqClose)
-          .ifPresent(close -> {
-            if (trade.volume < 0) {
-              asset.setCash(asset.getCash() + Math.abs(trade.volume) * close);
-            } else if (trade.volume > 0) {
-              asset.setCash(asset.getCash() - Math.abs(trade.volume) * close);
-            }
-            asset.getStocks().put(
-              trade.stockId,
-              asset.getStocks().getOrDefault(trade.stockId, 0) + trade.volume
-            );
-          });
+      if (trade == 0) {
+        continue;
       }
-      asset.getHistories().add(new Asset.History(
-        now,
-        asset.getCash(),
-        asset.getStocks(),
-        trades.stream()
-          .collect(Collectors.groupingBy(trade -> trade.stockId))
-      ));
+      var daily = dailies.stream()
+        .filter(d -> ObjectUtil.equals(d.getTradeDate(), currentDate))
+        .findFirst()
+        .orElseThrow();
+      asset.addTrade(now, trade, daily.getHfqClose());
     }
     return asset;
   }
 
   public interface TradeStrategy {
-    List<Trade> trade(LocalDate now, Asset asset, Map<Long, List<Daily>> dailies);
+    int trade(LocalDate now, Asset asset, List<Daily> dailies);
   }
 
   @Data
   public static final class Asset {
-    private double cash = 0;
-    private double profit = 0.0;
-    private Map<Long, Integer> stocks = new HashMap<>();
-    private List<History> histories = new ArrayList<>();
+    private List<Trade> trades = new ArrayList<>();
 
-    public record History(
+    public void addTrade(LocalDate date, int volume, double price) {
+      trades.add(new Trade(date, volume, price));
+    }
+
+    public int getVolume() {
+      return trades.stream()
+        .mapToInt(Trade::volume)
+        .sum();
+    }
+
+    public double getCash() {
+      return trades.stream()
+        .mapToDouble(trade -> -1 * trade.volume() * trade.price())
+        .sum();
+    }
+
+    public double getPrice() {
+      int volume = getVolume();
+      return volume == 0 ? 0 : getCash() / volume;
+    }
+
+    public record Trade(
       LocalDate date,
-      double cash,
-      Map<Long, Integer> stocks,
-      Map<Long, List<Trade>> trades
+      int volume,
+      double price
     ) {
     }
   }
-
-  public record Trade(
-    LocalDate date,
-    Long stockId,
-    // 用正负数表达买卖
-    Integer volume
-  ) {
-  }
 }