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cleaned_source_code/common_structures/TradingStructures.h

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+#ifndef TRADING_STRUCTURES_H
+#define TRADING_STRUCTURES_H
+#include <QString>
+#include <QDateTime>
+#include <QVariant>
+#include <QMap>
+#include <QList>
+#include <QVector>
+#include <QJsonObject>
+#include <QJsonArray>
+namespace Trading {
+enum class MarketType {
+    HK,     
+    US,     
+    CN,     
+    SG,     
+    JP,     
+    Unknown
+};
+enum class DataPacketType {
+    RealTimeQuote,  
+    OrderBook,      
+    KLine,          
+    Tick,           
+    BrokerQueue,    
+    Unknown
+};
+enum class OrderType {
+    Market,
+    Limit,
+    Stop,
+    StopLimit,
+    Iceberg,
+    TWAP,
+    VWAP,
+    Unknown
+};
+enum class OrderStatus {
+    Pending,
+    Submitted,
+    PartiallyFilled,
+    Filled,
+    Cancelled,
+    Rejected,
+    Expired,
+    Unknown
+};
+enum class OrderSide {
+    Buy,
+    Sell,
+    Short,
+    Cover,
+    Unknown
+};
+enum class ConnectionState {
+    Disconnected,
+    Connecting,
+    Connected,
+    Degraded,
+    Failed
+};
+struct StockInfo {
+    QString symbol;
+    QString name;
+    MarketType market;
+    QString currency;
+    double pricePrecision = 0.01;
+    int quantityPrecision = 1;
+    double minTradeAmount = 0.0;
+    double maxTradeAmount = 0.0;
+    bool isTradable = true;
+    StockInfo() = default;
+    StockInfo(const QString& sym, const QString& nm, MarketType mkt)
+        : symbol(sym), name(nm), market(mkt) {}
+};
+struct DataPacket {
+    DataPacketType type;
+    QString stockCode;
+    QDateTime timestamp;
+    QVariant data;
+    int priority; 
+    DataPacket(DataPacketType t, const QString& code, const QVariant& d, int prio = 5)
+        : type(t), stockCode(code), timestamp(QDateTime::currentDateTime()), data(d), priority(prio) {}
+};
+struct QuoteData {
+    QString symbol;
+    QDateTime timestamp;
+    double lastPrice = 0.0;
+    double openPrice = 0.0;
+    double highPrice = 0.0;
+    double lowPrice = 0.0;
+    double closePrice = 0.0;
+    double volume = 0.0;
+    double turnover = 0.0;
+    double bidPrice = 0.0;
+    double askPrice = 0.0;
+    qint64 bidVolume = 0;
+    qint64 askVolume = 0;
+    double change = 0.0;
+    double changePercent = 0.0;
+    bool isValid() const {
+        return !symbol.isEmpty() && timestamp.isValid() && lastPrice > 0;
+    }
+};
+struct OrderBookLevel {
+    double price = 0.0;
+    qint64 volume = 0;
+    int orderCount = 0;
+    OrderBookLevel() = default;
+    OrderBookLevel(double p, qint64 v, int count = 1)
+        : price(p), volume(v), orderCount(count) {}
+};
+struct OrderBook {
+    QString symbol;
+    QDateTime timestamp;
+    QVector<OrderBookLevel> bids;  
+    QVector<OrderBookLevel> asks;  
+    bool isValid() const {
+        return !symbol.isEmpty() && timestamp.isValid();
+    }
+    double getSpread() const {
+        if (bids.isEmpty() || asks.isEmpty()) return 0.0;
+        return asks.first().price - bids.first().price;
+    }
+    double getMidPrice() const {
+        if (bids.isEmpty() || asks.isEmpty()) return 0.0;
+        return (bids.first().price + asks.first().price) / 2.0;
+    }
+};
+struct Order {
+    QString orderId;
+    QString symbol;
+    OrderType type = OrderType::Limit;
+    OrderSide side = OrderSide::Buy;
+    OrderStatus status = OrderStatus::Pending;
+    double price = 0.0;
+    qint64 quantity = 0;
+    qint64 filledQuantity = 0;
+    double filledAmount = 0.0;
+    QDateTime createTime;
+    QDateTime updateTime;
+    QString accountId;
+    QString strategyId;
+    QVariant customData;
+    bool isValid() const {
+        return !orderId.isEmpty() && !symbol.isEmpty() && quantity > 0;
+    }
+    double getAveragePrice() const {
+        return filledQuantity > 0 ? filledAmount / filledQuantity : 0.0;
+    }
+    qint64 getRemainingQuantity() const {
+        return quantity - filledQuantity;
+    }
+};
+struct Trade {
+    QString tradeId;
+    QString orderId;
+    QString symbol;
+    OrderSide side = OrderSide::Buy;
+    double price = 0.0;
+    qint64 quantity = 0;
+    double amount = 0.0;
+    QDateTime tradeTime;
+    QString exchangeId;
+    bool isValid() const {
+        return !tradeId.isEmpty() && !orderId.isEmpty() && quantity > 0 && price > 0;
+    }
+};
+struct SystemConfig {
+    QString serverAddress = "localhost";
+    int serverPort = 8080;
+    int heartbeatIntervalMs = 5000;
+    int reconnectTimeoutMs = 10000;
+    int maxReconnectAttempts = 3;
+    int dataBufferSize = 10000;
+    int maxDataRatePerSecond = 1000;
+    bool enableFlowControl = true;
+    double defaultOrderSize = 1000;
+    double maxOrderSize = 10000;
+    double minOrderSize = 100;
+    int orderTimeoutSeconds = 30;
+    double maxPositionValue = 1000000.0;
+    double maxDailyLoss = 50000.0;
+    double maxSingleOrderValue = 100000.0;
+    bool enableDebugLog = false;
+    int logRetentionDays = 30;
+    QString logLevel = "INFO";
+    bool enableDataValidation = true;
+    double maxPriceDeviation = 0.1; 
+    int maxOrderBookDepth = 10;
+};
+struct PerformanceMetrics {
+    double totalReturn = 0.0;
+    double dailyReturn = 0.0;
+    double sharpeRatio = 0.0;
+    double maxDrawdown = 0.0;
+    double winRate = 0.0;
+    double profitFactor = 0.0;
+    int totalTrades = 0;
+    int winningTrades = 0;
+    int losingTrades = 0;
+    double averageWin = 0.0;
+    double averageLoss = 0.0;
+    QDateTime periodStart;
+    QDateTime periodEnd;
+    void updateMetrics(bool isWin, double pnl) {
+        totalTrades++;
+        if (isWin) {
+            winningTrades++;
+            averageWin = (averageWin * (winningTrades - 1) + pnl) / winningTrades;
+        } else {
+            losingTrades++;
+            averageLoss = (averageLoss * (losingTrades - 1) + pnl) / losingTrades;
+        }
+        winRate = static_cast<double>(winningTrades) / totalTrades;
+        if (losingTrades > 0 && averageLoss != 0) {
+            profitFactor = (averageWin * winningTrades) / (std::abs(averageLoss) * losingTrades);
+        }
+    }
+};
+} 
+#endif