binance-api/examples/t032_strategy_module_demo.ts

/**
 * T032 演示：策略模块桥接服务
 * 演示如何集成现有的 TradingEngineV2 与新的 StrategyModuleService
 */
import { logger } from '../src/utils/logger.js'

// 模拟现有的 TradingEngineV2
class MockTradingEngineV2 {
  private isRunning = false

  async initialize(): Promise<void> {
    logger.info('模拟 TradingEngineV2 初始化')
  }

  async start(): Promise<void> {
    logger.info('模拟 TradingEngineV2 启动')
    this.isRunning = true
  }

  async stop(): Promise<void> {
    logger.info('模拟 TradingEngineV2 停止')
    this.isRunning = false
  }

  getStatus(): any {
    return {
      name: 'TradingEngineV2',
      status: this.isRunning ? 'running' : 'stopped',
      lastUpdate: Date.now(),
      details: {
        totalTrades: 150,
        successfulTrades: 145,
        failedTrades: 5,
        totalVolume: 12500.50
      }
    }
  }

  // 模拟生成交易信号
  generateTradingSignals(): any[] {
    return [
      {
        symbol: 'BTC-USD',
        action: 'buy',
        side: 'buy',
        amount: '0.01',
        confidence: 0.85,
        reason: 'Delta neutral rebalancing'
      },
      {
        symbol: 'ETH-USD',
        action: 'sell',
        side: 'sell',
        amount: '0.5',
        confidence: 0.78,
        reason: 'Volume boost signal'
      }
    ]
  }
}

// 模拟 StrategyModuleService
class MockStrategyModuleService {
  async validateModule(module: any): Promise<any> {
    logger.info(`验证策略模块: ${module.moduleId}`)
    
    // 模拟验证过程
    await new Promise(resolve => setTimeout(resolve, 100))
    
    return {
      isValid: true,
      errors: []
    }
  }

  async runSandboxTest(module: any): Promise<any> {
    logger.info(`运行沙箱测试: ${module.moduleId}`)
    
    // 模拟沙箱测试
    await new Promise(resolve => setTimeout(resolve, 200))
    
    return {
      success: true,
      result: {
        simulatedTrades: Math.floor(Math.random() * 5),
        simulatedVolume: Math.random() * 1000,
        testDuration: 200
      },
      errors: []
    }
  }
}

// 模拟其他管理器
class MockStrategyModuleManager {
  private modules = new Map<string, any>()

  addModule(module: any): void {
    this.modules.set(module.moduleId, module)
    logger.info(`添加策略模块: ${module.moduleId}`)
  }

  updateModule(module: any): void {
    this.modules.set(module.moduleId, module)
    logger.info(`更新策略模块: ${module.moduleId}`)
  }

  getAllModules(): any[] {
    return Array.from(this.modules.values())
  }
}

class MockExchangeAccountManager {
  private accounts = new Map<string, any>()

  getAllAccounts(): any[] {
    return Array.from(this.accounts.values())
  }

  addAccount(account: any): void {
    this.accounts.set(account.accountId, account)
  }
}

class MockMonitoringEventManager {
  private events: any[] = []

  addEvent(event: any): void {
    this.events.push(event)
    logger.info(`添加监控事件: ${event.type}`)
  }

  getAllEvents(): any[] {
    return this.events
  }
}

// 简化的策略模块桥接器实现
class SimpleStrategyModuleBridge {
  private isRunning = false
  private executionStats = {
    totalExecutions: 0,
    successfulExecutions: 0,
    failedExecutions: 0,
    lastExecutionTime: 0,
    lastError: null as string | null
  }

  private registeredModules = new Map<string, any>()
  private activeModules = new Set<string>()

  constructor(
    private tradingEngineV2: MockTradingEngineV2,
    private strategyModuleService: MockStrategyModuleService,
    private strategyModuleManager: MockStrategyModuleManager,
    private exchangeAccountManager: MockExchangeAccountManager,
    private monitoringManager: MockMonitoringEventManager
  ) {}

  async start(): Promise<void> {
    logger.info('启动简化策略模块桥接器')
    
    try {
      await this.initializeStrategyModules()
      await this.registerLegacyStrategies()
      this.setupModuleExecutionMonitoring()
      this.isRunning = true
      logger.info('简化策略模块桥接器启动成功')
    } catch (error: any) {
      logger.error(`启动失败: ${error.message}`)
      throw error
    }
  }

  async stop(): Promise<void> {
    logger.info('停止简化策略模块桥接器')
    this.isRunning = false
  }

  private async initializeStrategyModules(): Promise<void> {
    logger.info('初始化策略模块')

    // 创建基础策略模块
    const deltaNeutralModule = {
      moduleId: 'delta-neutral-strategy',
      name: 'Delta Neutral Strategy',
      version: '1.0.0',
      type: 'hedging',
      status: 'active',
      config: {
        deltaThreshold: 0.0005,
        rebalanceInterval: 30000,
        maxPositionSize: 0.01,
        enableAutoRebalance: true
      },
      metadata: {
        author: 'System',
        description: 'Delta neutral hedging strategy for risk management',
        tags: ['hedging', 'risk-management', 'delta-neutral']
      },
      createdAt: new Date(),
      updatedAt: new Date()
    }

    this.strategyModuleManager.addModule(deltaNeutralModule)
    this.registeredModules.set(deltaNeutralModule.moduleId, deltaNeutralModule)

    const utilizationModule = {
      moduleId: 'utilization-management-strategy',
      name: 'Capital Utilization Management',
      version: '1.0.0',
      type: 'allocation',
      status: 'active',
      config: {
        targetUtilizationMin: 0.5,
        targetUtilizationMax: 0.8,
        rebalanceThreshold: 0.1,
        enableAutoRebalance: true
      },
      metadata: {
        author: 'System',
        description: 'Capital utilization management strategy',
        tags: ['allocation', 'utilization', 'rebalancing']
      },
      createdAt: new Date(),
      updatedAt: new Date()
    }

    this.strategyModuleManager.addModule(utilizationModule)
    this.registeredModules.set(utilizationModule.moduleId, utilizationModule)

    logger.info(`创建了 ${this.registeredModules.size} 个基础策略模块`)
  }

  private async registerLegacyStrategies(): Promise<void> {
    logger.info('注册现有交易策略')

    const signalGenerationModule = {
      moduleId: 'legacy-signal-generation',
      name: 'Legacy Signal Generation',
      version: '1.0.0',
      type: 'signal',
      status: 'active',
      config: {
        signalInterval: 15000,
        confidenceThreshold: 0.7,
        enableVolumeBoost: true,
        volumeBoostInterval: 8000
      },
      metadata: {
        author: 'Legacy',
        description: 'Legacy signal generation strategy from TradingEngineV2',
        tags: ['legacy', 'signal-generation', 'volume-boost']
      },
      createdAt: new Date(),
      updatedAt: new Date()
    }

    this.strategyModuleManager.addModule(signalGenerationModule)
    this.registeredModules.set(signalGenerationModule.moduleId, signalGenerationModule)

    logger.info('现有策略注册完成')
  }

  private setupModuleExecutionMonitoring(): void {
    logger.info('设置策略模块执行监控')

    this.monitoringManager.addEvent({
      eventId: `strategy-bridge-start-${Date.now()}`,
      type: 'strategy-bridge-start',
      payload: {
        registeredModules: this.registeredModules.size,
        bridgeMode: true
      },
      severity: 'INFO',
      createdAt: new Date()
    })

    logger.info('策略模块执行监控设置完成')
  }

  async executeModule(moduleId: string, context?: any): Promise<{
    success: boolean
    result?: any
    error?: string
  }> {
    try {
      const module = this.registeredModules.get(moduleId)
      if (!module) {
        return {
          success: false,
          error: `模块未找到: ${moduleId}`
        }
      }

      if (module.status !== 'active') {
        return {
          success: false,
          error: `模块未激活: ${moduleId}`
        }
      }

      this.activeModules.add(moduleId)
      this.executionStats.totalExecutions++

      logger.info(`执行策略模块: ${moduleId}`)

      // 模拟模块执行
      const mockResult = {
        moduleId: module.moduleId,
        executionMode: 'dry-run',
        simulatedTrades: Math.floor(Math.random() * 3),
        simulatedVolume: Math.random() * 1000,
        executionTime: Date.now(),
        success: true
      }

      this.executionStats.successfulExecutions++
      this.executionStats.lastExecutionTime = Date.now()
      this.executionStats.lastError = null

      this.activeModules.delete(moduleId)

      // 记录执行结果
      this.monitoringManager.addEvent({
        eventId: `module-execution-${Date.now()}`,
        type: 'module-execution',
        payload: {
          moduleId: module.moduleId,
          result: mockResult
        },
        severity: 'INFO',
        createdAt: new Date()
      })

      return {
        success: true,
        result: mockResult
      }

    } catch (error: any) {
      this.activeModules.delete(moduleId)
      this.executionStats.failedExecutions++
      this.executionStats.lastError = error.message
      
      logger.error(`策略模块执行失败: ${moduleId}`, { error: error.message })
      
      return {
        success: false,
        error: error.message
      }
    }
  }

  async startModule(moduleId: string): Promise<{
    success: boolean
    message: string
  }> {
    try {
      const module = this.registeredModules.get(moduleId)
      if (!module) {
        return {
          success: false,
          message: `模块未找到: ${moduleId}`
        }
      }

      module.status = 'active'
      this.strategyModuleManager.updateModule(module)
      
      logger.info(`启动策略模块: ${moduleId}`)
      
      return {
        success: true,
        message: `模块启动成功: ${moduleId}`
      }
    } catch (error: any) {
      return {
        success: false,
        message: `模块启动失败: ${error.message}`
      }
    }
  }

  async stopModule(moduleId: string): Promise<{
    success: boolean
    message: string
  }> {
    try {
      const module = this.registeredModules.get(moduleId)
      if (!module) {
        return {
          success: false,
          message: `模块未找到: ${moduleId}`
        }
      }

      module.status = 'stopped'
      this.strategyModuleManager.updateModule(module)
      
      this.activeModules.delete(moduleId)
      
      logger.info(`停止策略模块: ${moduleId}`)
      
      return {
        success: true,
        message: `模块停止成功: ${moduleId}`
      }
    } catch (error: any) {
      return {
        success: false,
        message: `模块停止失败: ${error.message}`
      }
    }
  }

  getBridgeStats(): any {
    return {
      registeredModules: this.registeredModules.size,
      activeModules: Array.from(this.registeredModules.values()).filter((m: any) => m.status === 'active').length,
      totalExecutions: this.executionStats.totalExecutions,
      successfulExecutions: this.executionStats.successfulExecutions,
      failedExecutions: this.executionStats.failedExecutions,
      sandboxTests: 0,
      lastExecutionTime: this.executionStats.lastExecutionTime,
      bridgeMode: true
    }
  }

  getRegisteredModules(): any[] {
    return Array.from(this.registeredModules.values())
  }

  getActiveModules(): any[] {
    return Array.from(this.registeredModules.values()).filter((m: any) => m.status === 'active')
  }
}

async function main() {
  logger.info('=== T032 策略模块桥接演示 ===')

  try {
    // 1. 创建模拟组件
    const mockTradingEngine = new MockTradingEngineV2()
    const mockStrategyService = new MockStrategyModuleService()
    const mockModuleManager = new MockStrategyModuleManager()
    const mockAccountManager = new MockExchangeAccountManager()
    const mockMonitoringManager = new MockMonitoringEventManager()

    // 2. 初始化交易引擎
    await mockTradingEngine.initialize()
    await mockTradingEngine.start()

    // 3. 创建策略模块桥接器
    const strategyBridge = new SimpleStrategyModuleBridge(
      mockTradingEngine,
      mockStrategyService,
      mockModuleManager,
      mockAccountManager,
      mockMonitoringManager
    )

    // 4. 启动策略模块桥接器
    logger.info('启动策略模块桥接器...')
    await strategyBridge.start()

    // 5. 检查初始状态
    const initialStats = strategyBridge.getBridgeStats()
    logger.info('初始策略模块桥接统计:', initialStats)

    // 6. 获取注册的模块列表
    const registeredModules = strategyBridge.getRegisteredModules()
    logger.info(`注册的模块数量: ${registeredModules.length}`)
    
    registeredModules.forEach(module => {
      logger.info(`- ${module.moduleId}: ${module.name} (${module.type})`)
    })

    // 7. 执行策略模块测试
    logger.info('执行策略模块测试...')
    
    for (const module of registeredModules.slice(0, 2)) { // 只测试前两个模块
      const executionResult = await strategyBridge.executeModule(module.moduleId)
      logger.info(`模块 ${module.moduleId} 执行结果:`, executionResult)
    }

    // 8. 测试模块启动/停止
    logger.info('测试模块启动/停止...')
    
    const firstModule = registeredModules[0]
    if (firstModule) {
      const stopResult = await strategyBridge.stopModule(firstModule.moduleId)
      logger.info(`停止模块结果:`, stopResult)

      const startResult = await strategyBridge.startModule(firstModule.moduleId)
      logger.info(`启动模块结果:`, startResult)
    }

    // 9. 检查最终状态
    const finalStats = strategyBridge.getBridgeStats()
    logger.info('最终策略模块桥接统计:', finalStats)

    // 10. 验证数据一致性
    logger.info('验证数据一致性...')
    const allModules = mockModuleManager.getAllModules()
    const monitoringEvents = mockMonitoringManager.getAllEvents()

    logger.info(`验证结果:`)
    logger.info(`- 策略模块: ${allModules.length}`)
    logger.info(`- 监控事件: ${monitoringEvents.length}`)
    logger.info(`- 总执行次数: ${finalStats.totalExecutions}`)
    logger.info(`- 成功执行次数: ${finalStats.successfulExecutions}`)
    logger.info(`- 失败执行次数: ${finalStats.failedExecutions}`)
    logger.info(`- 桥接模式: ${finalStats.bridgeMode ? '✅' : '❌'}`)
    logger.info(`- 数据一致性: ${allModules.length > 0 && monitoringEvents.length > 0 ? '✅' : '❌'}`)

    // 11. 停止桥接器
    await strategyBridge.stop()

    logger.info('=== T032 策略模块桥接演示完成 ===')

  } catch (error: any) {
    logger.error('T032 演示失败:', { error: error.message, stack: error.stack })
    process.exit(1)
  }
}

// 运行演示
if (import.meta.url === `file://${process.argv[1]}`) {
  main().catch(error => {
    logger.error('演示运行失败:', error)
    process.exit(1)
  })
}