254 lines
11 KiB
Python
254 lines
11 KiB
Python
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from typing import List, Dict, Any, Tuple
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from loguru import logger
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from sqlalchemy import text
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import time
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class BatchPositionSync:
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"""持仓数据批量同步工具（使用临时表，最高性能）"""
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def __init__(self, db_manager, batch_size: int = 500):
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self.db_manager = db_manager
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self.batch_size = batch_size
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def sync_positions_batch(self, all_positions: List[Dict]) -> Tuple[bool, Dict]:
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"""批量同步持仓数据（最高效版本）"""
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if not all_positions:
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return True, {'total': 0, 'updated': 0, 'inserted': 0, 'deleted': 0}
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session = self.db_manager.get_session()
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try:
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start_time = time.time()
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# 按账号分组
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positions_by_account = self._group_positions_by_account(all_positions)
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total_stats = {'total': 0, 'updated': 0, 'inserted': 0, 'deleted': 0}
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with session.begin():
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# 处理每个账号
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for (k_id, st_id), positions in positions_by_account.items():
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success, stats = self._sync_account_using_temp_table(
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session, k_id, st_id, positions
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)
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if success:
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total_stats['total'] += stats['total']
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total_stats['updated'] += stats['updated']
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total_stats['inserted'] += stats['inserted']
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total_stats['deleted'] += stats['deleted']
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elapsed = time.time() - start_time
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logger.info(f"持仓批量同步完成: 处理 {len(positions_by_account)} 个账号，"
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f"总持仓 {total_stats['total']} 条，耗时 {elapsed:.2f}秒")
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return True, total_stats
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except Exception as e:
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logger.error(f"持仓批量同步失败: {e}")
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return False, {'total': 0, 'updated': 0, 'inserted': 0, 'deleted': 0}
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finally:
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session.close()
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def _group_positions_by_account(self, all_positions: List[Dict]) -> Dict[Tuple[int, int], List[Dict]]:
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"""按账号分组持仓数据"""
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groups = {}
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for position in all_positions:
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k_id = position.get('k_id')
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st_id = position.get('st_id', 0)
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key = (k_id, st_id)
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if key not in groups:
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groups[key] = []
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groups[key].append(position)
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return groups
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def _sync_account_using_temp_table(self, session, k_id: int, st_id: int, positions: List[Dict]) -> Tuple[bool, Dict]:
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"""使用临时表同步单个账号的持仓数据"""
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try:
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# 1. 创建临时表
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session.execute(text("""
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CREATE TEMPORARY TABLE IF NOT EXISTS temp_positions (
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st_id INT,
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k_id INT,
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asset VARCHAR(32),
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symbol VARCHAR(50),
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side VARCHAR(10),
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price FLOAT,
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`sum` FLOAT,
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asset_num DECIMAL(20, 8),
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asset_profit DECIMAL(20, 8),
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leverage INT,
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uptime INT,
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profit_price DECIMAL(20, 8),
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stop_price DECIMAL(20, 8),
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liquidation_price DECIMAL(20, 8),
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PRIMARY KEY (k_id, st_id, symbol, side)
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)
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"""))
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# 2. 清空临时表
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session.execute(text("TRUNCATE TABLE temp_positions"))
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# 3. 批量插入数据到临时表
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self._batch_insert_to_temp_table(session, positions)
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# 4. 使用临时表更新主表
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# 更新已存在的记录
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update_result = session.execute(text(f"""
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UPDATE deh_strategy_position_new main
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INNER JOIN temp_positions temp
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ON main.k_id = temp.k_id
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AND main.st_id = temp.st_id
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AND main.symbol = temp.symbol
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AND main.side = temp.side
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SET main.price = temp.price,
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main.`sum` = temp.`sum`,
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main.asset_num = temp.asset_num,
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main.asset_profit = temp.asset_profit,
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main.leverage = temp.leverage,
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main.uptime = temp.uptime,
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main.profit_price = temp.profit_price,
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main.stop_price = temp.stop_price,
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main.liquidation_price = temp.liquidation_price
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WHERE main.k_id = {k_id} AND main.st_id = {st_id}
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"""))
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updated_count = update_result.rowcount
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# 插入新记录
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insert_result = session.execute(text(f"""
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INSERT INTO deh_strategy_position_new
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(st_id, k_id, asset, symbol, side, price, `sum`,
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asset_num, asset_profit, leverage, uptime,
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profit_price, stop_price, liquidation_price)
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SELECT
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st_id, k_id, asset, symbol, side, price, `sum`,
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asset_num, asset_profit, leverage, uptime,
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profit_price, stop_price, liquidation_price
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FROM temp_positions temp
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WHERE NOT EXISTS (
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SELECT 1 FROM deh_strategy_position_new main
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WHERE main.k_id = temp.k_id
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AND main.st_id = temp.st_id
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AND main.symbol = temp.symbol
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AND main.side = temp.side
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)
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AND temp.k_id = {k_id} AND temp.st_id = {st_id}
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"""))
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inserted_count = insert_result.rowcount
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# 5. 删除多余持仓（在临时表中不存在但在主表中存在的）
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delete_result = session.execute(text(f"""
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DELETE main
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FROM deh_strategy_position_new main
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LEFT JOIN temp_positions temp
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ON main.k_id = temp.k_id
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AND main.st_id = temp.st_id
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AND main.symbol = temp.symbol
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AND main.side = temp.side
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WHERE main.k_id = {k_id} AND main.st_id = {st_id}
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AND temp.symbol IS NULL
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"""))
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deleted_count = delete_result.rowcount
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# 6. 删除临时表
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session.execute(text("DROP TEMPORARY TABLE IF EXISTS temp_positions"))
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stats = {
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'total': len(positions),
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'updated': updated_count,
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'inserted': inserted_count,
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'deleted': deleted_count
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}
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logger.debug(f"账号({k_id},{st_id})持仓同步: 更新{updated_count} 插入{inserted_count} 删除{deleted_count}")
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return True, stats
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except Exception as e:
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logger.error(f"临时表同步账号({k_id},{st_id})持仓失败: {e}")
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return False, {'total': 0, 'updated': 0, 'inserted': 0, 'deleted': 0}
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def _batch_insert_to_temp_table(self, session, positions: List[Dict]):
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"""批量插入数据到临时表（使用参数化查询）"""
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if not positions:
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return
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# 分块处理
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for i in range(0, len(positions), self.batch_size):
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chunk = positions[i:i + self.batch_size]
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# 准备参数化数据
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insert_data = []
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for position in chunk:
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try:
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data = self._convert_position_for_temp(position)
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if not all([data.get('symbol'), data.get('side')]):
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continue
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insert_data.append({
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'st_id': data['st_id'],
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'k_id': data['k_id'],
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'asset': data.get('asset', 'USDT'),
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'symbol': data['symbol'],
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'side': data['side'],
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'price': data.get('price'),
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'sum_val': data.get('sum'), # 注意字段名
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'asset_num': data.get('asset_num'),
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'asset_profit': data.get('asset_profit'),
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'leverage': data.get('leverage'),
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'uptime': data.get('uptime'),
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'profit_price': data.get('profit_price'),
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'stop_price': data.get('stop_price'),
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'liquidation_price': data.get('liquidation_price')
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})
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except Exception as e:
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logger.error(f"转换持仓数据失败: {position}, error={e}")
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continue
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if insert_data:
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sql = """
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INSERT INTO temp_positions
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(st_id, k_id, asset, symbol, side, price, `sum`,
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asset_num, asset_profit, leverage, uptime,
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profit_price, stop_price, liquidation_price)
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VALUES
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(:st_id, :k_id, :asset, :symbol, :side, :price, :sum_val,
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:asset_num, :asset_profit, :leverage, :uptime,
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:profit_price, :stop_price, :liquidation_price)
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"""
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session.execute(text(sql), insert_data)
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def _convert_position_for_temp(self, data: Dict) -> Dict:
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"""转换持仓数据格式用于临时表"""
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# 使用安全转换
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def safe_float(value):
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try:
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return float(value) if value is not None else None
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except:
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return None
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def safe_int(value):
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try:
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return int(value) if value is not None else None
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except:
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return None
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return {
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'st_id': safe_int(data.get('st_id')) or 0,
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'k_id': safe_int(data.get('k_id')) or 0,
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'asset': data.get('asset', 'USDT'),
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'symbol': str(data.get('symbol', '')),
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'side': str(data.get('side', '')),
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'price': safe_float(data.get('price')),
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'sum': safe_float(data.get('qty')), # 注意：这里直接使用sum
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'asset_num': safe_float(data.get('asset_num')),
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'asset_profit': safe_float(data.get('asset_profit')),
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'leverage': safe_int(data.get('leverage')),
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'uptime': safe_int(data.get('uptime')),
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'profit_price': safe_float(data.get('profit_price')),
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'stop_price': safe_float(data.get('stop_price')),
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'liquidation_price': safe_float(data.get('liquidation_price'))
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}
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