32 lines
873 B
Python
32 lines
873 B
Python
"""做 T 策略单次运行所需的上下文对象。"""
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from dataclasses import dataclass
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from config import AccountConfig, GlobalConfig
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from libs.grid_take_profit import GridTrailingTracker
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from sdk import Client
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from .order import OrderBook
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from .watch import DipWatch
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from .state import TState
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@dataclass(slots=True)
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class Runtime:
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"""集中保存策略运行期间共享的依赖和状态。
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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
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只需接收一个 Runtime，无需重复传递大量参数。
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"""
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# 外部服务与账户配置。
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client: Client
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global_cfg: GlobalConfig
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account_cfg: AccountConfig
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# 策略运行过程中共享的状态组件。
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state: TState
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orders: OrderBook
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open_watch: DipWatch
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buy_watch: DipWatch
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sell_tracker: GridTrailingTracker
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