Initial CoinOX instance: coin-margined options + USDT hedge.

Forked from crypto_monitor OKX instance (copy-only). Keeps standalone options, perp-options and options-options hedge; drops standalone perp entrypoints; forces coin margin; adds sim wallets; default port 5010. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-14 00:18:40 +08:00
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+"""斐波关键位监控:纯计算与类型判断(Gate / Binance 主站共用)."""
+
+from lib.key_monitor.key_monitor_lib import KEY_MONITOR_AUTO_TYPES
+
+FIB_KEY_MONITOR_TYPES = frozenset({"斐波回调0.618", "斐波回调0.786"})
+KEY_MONITOR_TRADE_TYPE = "关键位监控"
+
+FIB_RATIO_BY_TYPE = {
+    "斐波回调0.618": 0.618,
+    "斐波回调0.786": 0.786,
+}
+
+
+def is_fib_key_monitor_type(monitor_type):
+    return (monitor_type or "").strip() in FIB_KEY_MONITOR_TYPES
+
+
+def fib_ratio_from_type(monitor_type):
+    return FIB_RATIO_BY_TYPE.get((monitor_type or "").strip())
+
+
+def calc_fib_plan(direction, upper, lower, ratio):
+    """
+    上沿 H,下沿 L(H > L).
+    做多:自 H 向下回撤 ratio,E = H - ratio*(H-L);SL=L,TP=H.
+    做空:自 L 向上反弹 ratio,E = L + ratio*(H-L);SL=H,TP=L.
+    返回 (entry, stop_loss, take_profit) 或 None.
+    """
+    try:
+        h = float(upper)
+        l = float(lower)
+        r = float(ratio)
+    except (TypeError, ValueError):
+        return None
+    if h <= l or r <= 0 or r >= 1:
+        return None
+    span = h - l
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        entry = l + r * span
+        return entry, h, l
+    entry = h - r * span
+    return entry, l, h
+
+
+def stored_key_signal_type(monitor_type):
+    """写入 order_monitors / trade_records 的 key_signal_type(箱体/收敛/斐波/假突破/触价开仓)."""
+    mt = (monitor_type or "").strip()
+    if mt in FIB_KEY_MONITOR_TYPES:
+        return mt
+    if mt in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
+        return mt if mt != "触价开仓" else "回调触价开仓"
+    if mt in KEY_MONITOR_AUTO_TYPES:
+        return mt
+    return None
+
+
+KEY_ENTRY_REASON_BY_SIGNAL = {
+    "箱体突破": "关键位箱体突破",
+    "收敛突破": "关键位收敛突破",
+    "斐波回调0.618": "关键位斐波0.618",
+    "斐波回调0.786": "关键位斐波0.786",
+    "假突破": "关键位假突破",
+    "回调触价开仓": "关键位回调触价开仓",
+    "突破触价开仓": "关键位突破触价开仓",
+    "触价开仓": "关键位触价开仓",
+    "趋势回调": "趋势回调",
+}
+
+
+def entry_reason_from_key_signal(key_signal_type):
+    return KEY_ENTRY_REASON_BY_SIGNAL.get((key_signal_type or "").strip())
+
+
+def key_signal_type_for_trade_record(key_signal_type, box_auto_types):
+    """平仓写入 trade_records 时保留箱体/收敛/斐波/假突破来源."""
+    kst = (key_signal_type or "").strip()
+    if kst in FIB_KEY_MONITOR_TYPES:
+        return kst
+    if kst in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
+        return kst if kst != "触价开仓" else "回调触价开仓"
+    if box_auto_types and kst in box_auto_types:
+        return kst
+    return None
+
+
+def backfill_missing_key_signal_types(conn, *, monitor_type: str = KEY_MONITOR_TRADE_TYPE) -> int:
+    """补全历史 trade_records / order_monitors 中缺失的箱体/收敛 key_signal_type."""
+    mt = (monitor_type or KEY_MONITOR_TRADE_TYPE).strip()
+    updated = 0
+    for signal in KEY_MONITOR_AUTO_TYPES:
+        entry_reason = KEY_ENTRY_REASON_BY_SIGNAL.get(signal)
+        if entry_reason:
+            cur = conn.execute(
+                """UPDATE trade_records SET key_signal_type=?
+                   WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')
+                   AND TRIM(COALESCE(entry_reason, ''))=?""",
+                (signal, mt, entry_reason),
+            )
+            updated += int(cur.rowcount or 0)
+    rows = conn.execute(
+        """SELECT id, symbol, opened_at FROM trade_records
+           WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')""",
+        (mt,),
+    ).fetchall()
+    for row in rows:
+        # init_db 连接未设 row_factory,结果为 tuple
+        rid, sym, opened_at = row[0], row[1], row[2]
+        opened = (opened_at or "").strip()
+        for signal in KEY_MONITOR_AUTO_TYPES:
+            hist = conn.execute(
+                """SELECT monitor_type FROM key_monitor_history
+                   WHERE symbol=? AND monitor_type=? AND close_reason='auto_opened'
+                   AND (?='' OR closed_at <= ?)
+                   ORDER BY closed_at DESC LIMIT 1""",
+                (sym, signal, opened, opened),
+            ).fetchone()
+            if not hist:
+                continue
+            conn.execute(
+                "UPDATE trade_records SET key_signal_type=? WHERE id=?",
+                (signal, rid),
+            )
+            updated += 1
+            break
+    return updated
+
+
+def fib_invalidate_by_mark(direction, mark_price, upper, lower):
+    """先触达止盈侧(标记价)则失效.多:mark>=H;空:mark<=L."""
+    try:
+        m = float(mark_price)
+        h = float(upper)
+        l = float(lower)
+    except (TypeError, ValueError):
+        return False
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        return m <= l
+    return m >= h