其他辅助函数也已经写完。

strategy/src/strategy.rs

@@ -8,7 +8,7 @@ use rust_decimal_macros::dec;
 use crate::model::{OrderCommand, OrderInfo, Position, TraderMsg};
 use crate::params::Params;
 use crate::utils;
-use tracing::{info, trace, instrument, subscriber, debug, error};
+use tracing::{info, trace, instrument, subscriber, error};
 use tracing_subscriber;
 
 #[derive(Debug)]
@@ -350,14 +350,40 @@ impl Strategy {
         return true;
     }
 
-    // TODO
-    pub fn _print_summary(&self) {}
+    // 打印状态信息
+    pub fn _print_summary(&self) {
+        info!("_print_summary还没有施工……")
+    }
 
-    // TODO _cancel_targit_side_orders
+    // 取消目标方向订单，原文是_cancel_targit_side_orders
+    #[instrument(skip(self), level="TRACE")]
     pub fn _cancel_target_side_orders(&self) -> OrderCommand {
-        let order_side = vec!["kd", "kk", "pd", "pk"];
+        // 要取消的目标方向
+        let target_side = vec![
+            "kd".to_string(),
+            "kk".to_string(),
+            "pd".to_string(),
+            "pk".to_string()
+        ];
 
-        return OrderCommand::new()
+        trace!(?self.local_orders);
+        let mut command = OrderCommand::new();
+        for client_id in self.local_orders.keys() {
+            let order = self.local_orders.get(client_id).unwrap();
+
+            // 如果不属于目标方向，则不需要取消
+            if !target_side.contains(&order.side.clone()) {
+                continue;
+            }
+
+            // 属于目标方向，则取消
+            let key = format!("Cancel{}", client_id);
+            let value = vec![order.client_id.clone(), order.order_id.clone()];
+            command.cancel.insert(key, value);
+        }
+        trace!(?command);
+
+        return command;
     }
 
     // 生成各类挂单价格，原文是gen_dist
@@ -604,9 +630,79 @@ impl Strategy {
         return OrderCommand::new()
     }
 
-    // TODO
+    // 清空所有挂单和仓位保持休眠状态
+    #[instrument(skip(self), level="TRACE")]
     pub fn _close_all(&self) -> OrderCommand {
-        return OrderCommand::new()
+        let mut command = OrderCommand::new();
+
+        // 撤掉全部挂单
+        let mut pd_amount = dec!(0);
+        let mut pk_amount = dec!(0);
+        trace!(?self.local_orders);
+        for client_id in self.local_orders.keys() {
+            let order = self.local_orders.get(client_id).unwrap();
+
+            // 命令生成
+            let key = format!("Cancel{}", client_id);
+            let value = vec![order.client_id.clone(), order.order_id.clone()];
+            command.cancel.insert(key, value);
+
+            // 统计部分
+            if order.side == "pk".to_string() {
+                pk_amount += order.amount;
+            } else if order.side == "pd".to_string() {
+                pd_amount += order.amount;
+            }
+        }
+        trace!(?pd_amount, ?pk_amount);
+
+        // 批量挂单
+        let need_close_long = self.pos.long_pos - pd_amount;
+        let need_close_short = self.pos.short_pos - pk_amount;
+        trace!(?need_close_long, ?need_close_short);
+
+        // 做多仓位平仓
+        if need_close_long * self.mp > self._min_amount_value {
+            let mut amount = need_close_long;
+            // 现货要对数量精度进行限定处理
+            if self.exchange.contains("spot") {
+                amount = utils::fix_amount(amount, self.step_size);
+            }
+            let price = utils::fix_price(self.mp, self.tick_size);
+            let client_id = utils::generate_client_id(Some(self.broker_id.clone()));
+
+            let value = vec![
+                amount.to_string(),
+                "pd".to_string(),
+                price.to_string(),
+                client_id.to_string()
+            ];
+            command.limits_close.insert(client_id.clone(), value);
+
+            trace!(?self.pos.long_pos, ?self.mp, ?need_close_long, ?command)
+        }
+
+        // 做空仓位平仓
+        if need_close_short * self.mp > self._min_amount_value {
+            let mut amount = need_close_short;
+            if self.exchange.contains("spot") {
+                amount = utils::fix_amount(amount, self.step_size);
+            }
+            let price = utils::fix_price(self.mp, self.tick_size);
+            let client_id = utils::generate_client_id(Some(self.broker_id.clone()));
+
+            let value = vec![
+                amount.to_string(),
+                "pk".to_string(),
+                price.to_string(),
+                client_id.to_string()
+            ];
+            command.limits_close.insert(client_id.clone(), value);
+
+            trace!(?self.pos.short_pos, ?self.mp, ?need_close_short, ?command)
+        }
+
+        return command;
     }
 
     // 检查是否完成准备，注意：原文是未准备完成返回true！！！！！！！！！！！！！！！！！！！
@@ -625,9 +721,12 @@ impl Strategy {
         return false;
     }
 
-    // TODO
+    // 接近整点时刻 不允许报单 防止下单bug
     pub fn check_allow_post_open(&self) -> bool {
-        return true;
+        let local_time_second = self.local_time / 1000;
+        let diff_time = local_time_second % (60 * 60);
+
+        return diff_time > 30 && diff_time < 3570;
     }
 
     // 平仓订单处理命令
@@ -864,9 +963,9 @@ impl Strategy {
         }
 
         // 报单时延检测
-        // if self.local_time - self.post_open_time < self.post_open_interval {
-        //     return;
-        // }
+        if self.local_time - self.post_open_time < self.post_open_interval {
+            return;
+        }
 
         // 挂单范围获取
         let long_upper = self.open_dist[0];