position.hpp

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#pragma once
 
#include <string>
#include <cstdint>
#include <chrono>
 
namespace fix40 {
 
// ============================================================================
// 持仓结构
// ============================================================================
 
struct Position {
    // -------------------------------------------------------------------------
    // 标识符
    // -------------------------------------------------------------------------
    std::string accountId;      
    std::string instrumentId;   
 
    // -------------------------------------------------------------------------
    // 多头持仓
    // -------------------------------------------------------------------------
    int64_t longPosition;       
    double longAvgPrice;        
    double longProfit;          
    double longMargin;          
 
    // -------------------------------------------------------------------------
    // 空头持仓
    // -------------------------------------------------------------------------
    int64_t shortPosition;      
    double shortAvgPrice;       
    double shortProfit;         
    double shortMargin;         
 
    // -------------------------------------------------------------------------
    // 时间戳
    // -------------------------------------------------------------------------
    std::chrono::system_clock::time_point updateTime;  
 
    // -------------------------------------------------------------------------
    // 构造函数
    // -------------------------------------------------------------------------
 
    Position()
        : longPosition(0)
        , longAvgPrice(0.0)
        , longProfit(0.0)
        , longMargin(0.0)
        , shortPosition(0)
        , shortAvgPrice(0.0)
        , shortProfit(0.0)
        , shortMargin(0.0)
        , updateTime(std::chrono::system_clock::now())
    {}
 
    Position(const std::string& accId, const std::string& instId)
        : accountId(accId)
        , instrumentId(instId)
        , longPosition(0)
        , longAvgPrice(0.0)
        , longProfit(0.0)
        , longMargin(0.0)
        , shortPosition(0)
        , shortAvgPrice(0.0)
        , shortProfit(0.0)
        , shortMargin(0.0)
        , updateTime(std::chrono::system_clock::now())
    {}
 
    // -------------------------------------------------------------------------
    // 计算方法
    // -------------------------------------------------------------------------
 
    void updateProfit(double lastPrice, int volumeMultiple) {
        longProfit = (lastPrice - longAvgPrice) * longPosition * volumeMultiple;
        shortProfit = (shortAvgPrice - lastPrice) * shortPosition * volumeMultiple;
    }
 
    double getTotalProfit() const {
        return longProfit + shortProfit;
    }
 
    int64_t getTotalPosition() const {
        return longPosition + shortPosition;
    }
 
    double getTotalMargin() const {
        return longMargin + shortMargin;
    }
 
    bool hasPosition() const {
        return longPosition > 0 || shortPosition > 0;
    }
 
    int64_t getNetPosition() const {
        return longPosition - shortPosition;
    }
 
    // -------------------------------------------------------------------------
    // 比较操作符（用于测试）
    // -------------------------------------------------------------------------
 
    bool operator==(const Position& other) const {
        return accountId == other.accountId &&
               instrumentId == other.instrumentId &&
               longPosition == other.longPosition &&
               longAvgPrice == other.longAvgPrice &&
               longProfit == other.longProfit &&
               longMargin == other.longMargin &&
               shortPosition == other.shortPosition &&
               shortAvgPrice == other.shortAvgPrice &&
               shortProfit == other.shortProfit &&
               shortMargin == other.shortMargin;
    }
 
    bool operator!=(const Position& other) const {
        return !(*this == other);
    }
};
 
} // namespace fix40