big-qmt/py-client/strategy/zt/runtime.py

"""做 T 策略单次运行所需的上下文对象。"""

from dataclasses import dataclass

from config import AccountConfig, GlobalConfig
from libs.grid_take_profit import GridTrailingTracker
from sdk import Client
from .order import OrderBook
from .watch import DipWatch
from .state import TState


@dataclass(slots=True)
class Runtime:
    """集中保存策略运行期间共享的依赖和状态。

    将这些对象集中到一个 dataclass 后，开仓、持仓管理和单轮调度函数
    只需接收一个 Runtime，无需重复传递大量参数。
    """

    # 外部服务与账户配置。
    client: Client
    global_cfg: GlobalConfig
    account_cfg: AccountConfig

    # 策略运行过程中共享的状态组件。
    state: TState
    orders: OrderBook
    open_watch: DipWatch
    buy_watch: DipWatch
    sell_tracker: GridTrailingTracker