AssetManager.API/AssetManager.Infrastructure/StrategyEngine/StrategyEngine.cs

using AssetManager.Data;
using AssetManager.Models.DTOs;
using Microsoft.Extensions.Logging;

namespace AssetManager.Infrastructure.StrategyEngine;

/// <summary>
/// 策略引擎实现
/// </summary>
public class StrategyEngine : IStrategyEngine
{
    private readonly Dictionary<string, IStrategyCalculator> _calculators;
    private readonly ILogger<StrategyEngine> _logger;

    public StrategyEngine(
        IEnumerable<IStrategyCalculator> calculators,
        ILogger<StrategyEngine> logger)
    {
        _calculators = calculators.ToDictionary(c => c.StrategyType, c => c);
        _logger = logger;
    }

    public async Task<StrategySignal> CalculateSignalAsync(
        Strategy strategy,
        List<Position> positions,
        CancellationToken cancellationToken = default)
    {
        _logger.LogInformation(
            "开始计算策略信号, 策略ID: {StrategyId}, 类型: {StrategyType}, 持仓数: {PositionCount}",
            strategy.Id, strategy.Type, positions.Count);

        if (positions.Count == 0)
        {
            return new StrategySignal
            {
                StrategyType = strategy.Type,
                Signal = "HOLD",
                Reason = "无持仓",
                GeneratedAt = DateTime.UtcNow
            };
        }

        if (!_calculators.TryGetValue(strategy.Type, out var calculator))
        {
            _logger.LogWarning("未找到策略类型 {StrategyType} 的计算器", strategy.Type);
            return new StrategySignal
            {
                StrategyType = strategy.Type,
                Signal = "HOLD",
                Reason = $"不支持的策略类型: {strategy.Type}",
                GeneratedAt = DateTime.UtcNow
            };
        }

        try
        {
            var signal = await calculator.CalculateAsync(
                strategy.Config ?? "{}",
                positions,
                cancellationToken);

            _logger.LogInformation(
                "策略信号计算完成, 策略ID: {StrategyId}, 信号: {Signal}",
                strategy.Id, signal.Signal);

            return signal;
        }
        catch (OperationCanceledException)
        {
            _logger.LogInformation("策略信号计算被取消, 策略ID: {StrategyId}", strategy.Id);
            throw;
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "策略信号计算失败, 策略ID: {StrategyId}", strategy.Id);
            return new StrategySignal
            {
                StrategyType = strategy.Type,
                Signal = "HOLD",
                Reason = $"计算失败: {ex.Message}",
                GeneratedAt = DateTime.UtcNow
            };
        }
    }
}