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refactor: standardize code comments

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This commit is contained in:
tinkle-community
2025-12-08 01:40:48 +08:00
parent 0636ced476
commit a12c0ae8c9
103 changed files with 5466 additions and 5468 deletions
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146
store/order.go
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@@ -7,73 +7,73 @@ import (
"time"
)
// TraderOrder 交易员订单记录
// TraderOrder trader order record
type TraderOrder struct {
ID int64 `json:"id"`
TraderID string `json:"trader_id"` // 交易员ID
OrderID string `json:"order_id"` // 交易所订单ID
ClientOrderID string `json:"client_order_id"` // 客户端订单ID
Symbol string `json:"symbol"` // 交易对
TraderID string `json:"trader_id"` // Trader ID
OrderID string `json:"order_id"` // Exchange order ID
ClientOrderID string `json:"client_order_id"` // Client order ID
Symbol string `json:"symbol"` // Trading pair
Side string `json:"side"` // BUY/SELL
PositionSide string `json:"position_side"` // LONG/SHORT/BOTH
Action string `json:"action"` // open_long/close_long/open_short/close_short
OrderType string `json:"order_type"` // MARKET/LIMIT
Quantity float64 `json:"quantity"` // 订单数量
Price float64 `json:"price"` // 订单价格
AvgPrice float64 `json:"avg_price"` // 实际成交均价
ExecutedQty float64 `json:"executed_qty"` // 已成交数量
Leverage int `json:"leverage"` // 杠杆倍数
Quantity float64 `json:"quantity"` // Order quantity
Price float64 `json:"price"` // Order price
AvgPrice float64 `json:"avg_price"` // Actual average execution price
ExecutedQty float64 `json:"executed_qty"` // Executed quantity
Leverage int `json:"leverage"` // Leverage multiplier
Status string `json:"status"` // NEW/FILLED/CANCELED/EXPIRED
Fee float64 `json:"fee"` // 手续费
FeeAsset string `json:"fee_asset"` // 手续费资产
RealizedPnL float64 `json:"realized_pnl"` // 已实现盈亏（平仓时）
EntryPrice float64 `json:"entry_price"` // 开仓价（平仓时记录）
Fee float64 `json:"fee"` // Fee
FeeAsset string `json:"fee_asset"` // Fee asset
RealizedPnL float64 `json:"realized_pnl"` // Realized PnL (when closing)
EntryPrice float64 `json:"entry_price"` // Entry price (recorded when closing)
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
FilledAt time.Time `json:"filled_at"` // 成交时间
FilledAt time.Time `json:"filled_at"` // Filled time
}
// TraderStats 交易统计指标
// TraderStats trading statistics metrics
type TraderStats struct {
TotalTrades int `json:"total_trades"` // 总交易数（已平仓）
WinTrades int `json:"win_trades"` // 盈利交易数
LossTrades int `json:"loss_trades"` // 亏损交易数
WinRate float64 `json:"win_rate"` // 胜率 (%)
ProfitFactor float64 `json:"profit_factor"` // 盈亏比
SharpeRatio float64 `json:"sharpe_ratio"` // 夏普比
TotalPnL float64 `json:"total_pnl"` // 总盈亏
TotalFee float64 `json:"total_fee"` // 总手续费
AvgWin float64 `json:"avg_win"` // 平均盈利
AvgLoss float64 `json:"avg_loss"` // 平均亏损
MaxDrawdownPct float64 `json:"max_drawdown_pct"` // 最大回撤 (%)
TotalTrades int `json:"total_trades"` // Total trades (closed)
WinTrades int `json:"win_trades"` // Winning trades
LossTrades int `json:"loss_trades"` // Losing trades
WinRate float64 `json:"win_rate"` // Win rate (%)
ProfitFactor float64 `json:"profit_factor"` // Profit factor
SharpeRatio float64 `json:"sharpe_ratio"` // Sharpe ratio
TotalPnL float64 `json:"total_pnl"` // Total PnL
TotalFee float64 `json:"total_fee"` // Total fees
AvgWin float64 `json:"avg_win"` // Average win
AvgLoss float64 `json:"avg_loss"` // Average loss
MaxDrawdownPct float64 `json:"max_drawdown_pct"` // Max drawdown (%)
}
// CompletedOrder 已完成订单（用于AI输入）
// CompletedOrder completed order (for AI input)
type CompletedOrder struct {
Symbol string `json:"symbol"` // 交易对
Symbol string `json:"symbol"` // Trading pair
Action string `json:"action"` // close_long/close_short
Side string `json:"side"` // long/short
Quantity float64 `json:"quantity"` // 数量
EntryPrice float64 `json:"entry_price"` // 开仓价
ExitPrice float64 `json:"exit_price"` // 平仓价
RealizedPnL float64 `json:"realized_pnl"` // 已实现盈亏
PnLPct float64 `json:"pnl_pct"` // 盈亏百分比
Fee float64 `json:"fee"` // 手续费
Leverage int `json:"leverage"` // 杠杆
FilledAt time.Time `json:"filled_at"` // 成交时间
Quantity float64 `json:"quantity"` // Quantity
EntryPrice float64 `json:"entry_price"` // Entry price
ExitPrice float64 `json:"exit_price"` // Exit price
RealizedPnL float64 `json:"realized_pnl"` // Realized PnL
PnLPct float64 `json:"pnl_pct"` // PnL percentage
Fee float64 `json:"fee"` // Fee
Leverage int `json:"leverage"` // Leverage
FilledAt time.Time `json:"filled_at"` // Filled time
}
// OrderStore 订单存储
// OrderStore order storage
type OrderStore struct {
db *sql.DB
}
// NewOrderStore 创建订单存储实例
// NewOrderStore creates order storage instance
func NewOrderStore(db *sql.DB) *OrderStore {
return &OrderStore{db: db}
}
// InitTables 初始化订单表
// InitTables initializes order tables
func (s *OrderStore) InitTables() error {
_, err := s.db.Exec(`
CREATE TABLE IF NOT EXISTS trader_orders (
@@ -103,10 +103,10 @@ func (s *OrderStore) InitTables() error {
)
`)
if err != nil {
return fmt.Errorf("创建trader_orders表失败: %w", err)
return fmt.Errorf("failed to create trader_orders table: %w", err)
}
// 创建索引
// Create indexes
indices := []string{
`CREATE INDEX IF NOT EXISTS idx_trader_orders_trader ON trader_orders(trader_id)`,
`CREATE INDEX IF NOT EXISTS idx_trader_orders_status ON trader_orders(trader_id, status)`,
@@ -115,14 +115,14 @@ func (s *OrderStore) InitTables() error {
}
for _, idx := range indices {
if _, err := s.db.Exec(idx); err != nil {
return fmt.Errorf("创建索引失败: %w", err)
return fmt.Errorf("failed to create index: %w", err)
}
}
return nil
}
// Create 创建订单记录
// Create creates order record
func (s *OrderStore) Create(order *TraderOrder) error {
now := time.Now().Format(time.RFC3339)
result, err := s.db.Exec(`
@@ -140,7 +140,7 @@ func (s *OrderStore) Create(order *TraderOrder) error {
order.RealizedPnL, order.EntryPrice, now, now,
)
if err != nil {
return fmt.Errorf("创建订单记录失败: %w", err)
return fmt.Errorf("failed to create order record: %w", err)
}
id, _ := result.LastInsertId()
@@ -148,7 +148,7 @@ func (s *OrderStore) Create(order *TraderOrder) error {
return nil
}
// Update 更新订单记录
// Update updates order record
func (s *OrderStore) Update(order *TraderOrder) error {
now := time.Now().Format(time.RFC3339)
filledAt := ""
@@ -167,12 +167,12 @@ func (s *OrderStore) Update(order *TraderOrder) error {
order.TraderID, order.OrderID,
)
if err != nil {
return fmt.Errorf("更新订单记录失败: %w", err)
return fmt.Errorf("failed to update order record: %w", err)
}
return nil
}
// GetByOrderID 根据订单ID获取订单
// GetByOrderID gets order by order ID
func (s *OrderStore) GetByOrderID(traderID, orderID string) (*TraderOrder, error) {
var order TraderOrder
var createdAt, updatedAt, filledAt sql.NullString
@@ -208,9 +208,9 @@ func (s *OrderStore) GetByOrderID(traderID, orderID string) (*TraderOrder, error
return &order, nil
}
// GetLatestOpenOrder 获取某币种最近的开仓订单（用于计算平仓盈亏）
// GetLatestOpenOrder gets the latest open order for a symbol (for calculating close PnL)
func (s *OrderStore) GetLatestOpenOrder(traderID, symbol, side string) (*TraderOrder, error) {
// side: long -> 找 open_long, short -> 找 open_short
// side: long -> find open_long, short -> find open_short
action := "open_long"
if side == "short" {
action = "open_short"
@@ -252,7 +252,7 @@ func (s *OrderStore) GetLatestOpenOrder(traderID, symbol, side string) (*TraderO
return &order, nil
}
// GetRecentCompletedOrders 获取最近已完成的平仓订单
// GetRecentCompletedOrders gets recent completed close orders
func (s *OrderStore) GetRecentCompletedOrders(traderID string, limit int) ([]CompletedOrder, error) {
rows, err := s.db.Query(`
SELECT symbol, action, side, executed_qty, entry_price, avg_price,
@@ -264,7 +264,7 @@ func (s *OrderStore) GetRecentCompletedOrders(traderID string, limit int) ([]Com
LIMIT ?
`, traderID, limit)
if err != nil {
return nil, fmt.Errorf("查询已完成订单失败: %w", err)
return nil, fmt.Errorf("failed to query completed orders: %w", err)
}
defer rows.Close()
@@ -282,7 +282,7 @@ func (s *OrderStore) GetRecentCompletedOrders(traderID string, limit int) ([]Com
continue
}
// 根据action推断side
// Infer side from action
if o.Action == "close_long" {
o.Side = "long"
} else if o.Action == "close_short" {
@@ -291,7 +291,7 @@ func (s *OrderStore) GetRecentCompletedOrders(traderID string, limit int) ([]Com
o.Side = side.String
}
// 计算盈亏百分比
// Calculate PnL percentage
if o.EntryPrice > 0 {
if o.Side == "long" {
o.PnLPct = (o.ExitPrice - o.EntryPrice) / o.EntryPrice * 100 * float64(o.Leverage)
@@ -310,11 +310,11 @@ func (s *OrderStore) GetRecentCompletedOrders(traderID string, limit int) ([]Com
return orders, nil
}
// GetTraderStats 获取交易统计指标
// GetTraderStats gets trading statistics metrics
func (s *OrderStore) GetTraderStats(traderID string) (*TraderStats, error) {
stats := &TraderStats{}
// 查询所有已完成的平仓订单
// Query all completed close orders
rows, err := s.db.Query(`
SELECT realized_pnl, fee, filled_at
FROM trader_orders
@@ -323,7 +323,7 @@ func (s *OrderStore) GetTraderStats(traderID string) (*TraderStats, error) {
ORDER BY filled_at ASC
`, traderID)
if err != nil {
return nil, fmt.Errorf("查询订单统计失败: %w", err)
return nil, fmt.Errorf("failed to query order statistics: %w", err)
}
defer rows.Close()
@@ -351,17 +351,17 @@ func (s *OrderStore) GetTraderStats(traderID string) (*TraderStats, error) {
}
}
// 计算胜率
// Calculate win rate
if stats.TotalTrades > 0 {
stats.WinRate = float64(stats.WinTrades) / float64(stats.TotalTrades) * 100
}
// 计算盈亏比
// Calculate profit factor
if totalLoss > 0 {
stats.ProfitFactor = totalWin / totalLoss
}
// 计算平均盈亏
// Calculate average win/loss
if stats.WinTrades > 0 {
stats.AvgWin = totalWin / float64(stats.WinTrades)
}
@@ -369,12 +369,12 @@ func (s *OrderStore) GetTraderStats(traderID string) (*TraderStats, error) {
stats.AvgLoss = totalLoss / float64(stats.LossTrades)
}
// 计算夏普比（使用盈亏序列）
// Calculate Sharpe ratio (using PnL sequence)
if len(pnls) > 1 {
stats.SharpeRatio = calculateSharpeRatio(pnls)
}
// 计算最大回撤
// Calculate max drawdown
if len(pnls) > 0 {
stats.MaxDrawdownPct = calculateMaxDrawdown(pnls)
}
@@ -382,20 +382,20 @@ func (s *OrderStore) GetTraderStats(traderID string) (*TraderStats, error) {
return stats, nil
}
// calculateSharpeRatio 计算夏普比
// calculateSharpeRatio calculates Sharpe ratio
func calculateSharpeRatio(pnls []float64) float64 {
if len(pnls) < 2 {
return 0
}
// 计算平均收益
// Calculate average return
var sum float64
for _, pnl := range pnls {
sum += pnl
}
mean := sum / float64(len(pnls))
// 计算标准差
// Calculate standard deviation
var variance float64
for _, pnl := range pnls {
variance += (pnl - mean) * (pnl - mean)
@@ -406,17 +406,17 @@ func calculateSharpeRatio(pnls []float64) float64 {
return 0
}
// 夏普比 = 平均收益 / 标准差
// Sharpe ratio = average return / standard deviation
return mean / stdDev
}
// calculateMaxDrawdown 计算最大回撤
// calculateMaxDrawdown calculates max drawdown
func calculateMaxDrawdown(pnls []float64) float64 {
if len(pnls) == 0 {
return 0
}
// 计算累计权益曲线
// Calculate cumulative equity curve
var cumulative float64
var peak float64
var maxDD float64
@@ -437,7 +437,7 @@ func calculateMaxDrawdown(pnls []float64) float64 {
return maxDD
}
// GetPendingOrders 获取未成交的订单（用于轮询）
// GetPendingOrders gets pending orders (for polling)
func (s *OrderStore) GetPendingOrders(traderID string) ([]*TraderOrder, error) {
rows, err := s.db.Query(`
SELECT id, trader_id, order_id, client_order_id, symbol, side, position_side,
@@ -449,14 +449,14 @@ func (s *OrderStore) GetPendingOrders(traderID string) ([]*TraderOrder, error) {
ORDER BY created_at ASC
`, traderID)
if err != nil {
return nil, fmt.Errorf("查询未成交订单失败: %w", err)
return nil, fmt.Errorf("failed to query pending orders: %w", err)
}
defer rows.Close()
return s.scanOrders(rows)
}
// GetAllPendingOrders 获取所有未成交的订单（用于全局同步）
// GetAllPendingOrders gets all pending orders (for global sync)
func (s *OrderStore) GetAllPendingOrders() ([]*TraderOrder, error) {
rows, err := s.db.Query(`
SELECT id, trader_id, order_id, client_order_id, symbol, side, position_side,
@@ -468,14 +468,14 @@ func (s *OrderStore) GetAllPendingOrders() ([]*TraderOrder, error) {
ORDER BY trader_id, created_at ASC
`)
if err != nil {
return nil, fmt.Errorf("查询未成交订单失败: %w", err)
return nil, fmt.Errorf("failed to query pending orders: %w", err)
}
defer rows.Close()
return s.scanOrders(rows)
}
// scanOrders 扫描订单行到结构体
// scanOrders scans order rows to structs
func (s *OrderStore) scanOrders(rows *sql.Rows) ([]*TraderOrder, error) {
var orders []*TraderOrder
for rows.Next() {