Enable options by default and allow full sim trading without OKX API keys.
Relax hedge start gates in sim, route perp open/close through sim broker, and mount strategy templates for records pages. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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# =============================================================================
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# =============================================================================
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# 环境配置模板(可提交 Git).程序运行时只读取同目录下的 .env.
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# 环境配置模板(可提交 Git).程序运行时只读取同目录下的 .env.
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#
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#
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# 首次部署 / 新机:
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# 首次部署 / 新机:
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# cp .env.example .env
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# cp .env.example .env
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# nano .env # 填入真实密钥,端口,代理等
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# nano .env # 填入真实密钥,端口,代理等
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#
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#
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# 升级代码(git pull)前建议备份(.env 不在 Git 中,pull 不会覆盖):
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# 升级代码(git pull)前建议备份(.env 不在 Git 中,pull 不会覆盖):
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# cp .env .env.backup.$(date +%Y%m%d)
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# cp .env .env.backup.$(date +%Y%m%d)
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#
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#
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# 从备份恢复:
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# 从备份恢复:
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# cp .env.backup.YYYYMMDD .env
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# cp .env.backup.YYYYMMDD .env
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# =============================================================================
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# =============================================================================
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APP_ENV=production
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APP_ENV=production
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# 服务监听地址(云服务器通常用 0.0.0.0)
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# 服务监听地址(云服务器通常用 0.0.0.0)
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APP_HOST=0.0.0.0
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APP_HOST=0.0.0.0
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# 服务端口
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# 服务端口
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APP_PORT=5010
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APP_PORT=5010
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# 是否开启调试模式(生产建议 false)
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# 是否开启调试模式(生产建议 false)
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APP_DEBUG=false
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APP_DEBUG=false
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# 登录账号
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# 登录账号
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APP_USERNAME=admin
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APP_USERNAME=admin
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# 登录密码(请改成你自己的强密码)
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# 登录密码(请改成你自己的强密码)
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APP_PASSWORD=admin123
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APP_PASSWORD=admin123
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# 是否关闭登录校验(局域网可设 true;公网务必 false)
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# 是否关闭登录校验(局域网可设 true;公网务必 false)
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APP_AUTH_DISABLED=true
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APP_AUTH_DISABLED=true
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# --- 多账户交易中控 manual_trading_hub ---
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# --- 多账户交易中控 manual_trading_hub ---
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# 中控请求本实例 /api/hub/* 时携带请求头 X-Hub-Token,须与中控启动环境变量 HUB_BRIDGE_TOKEN 一致
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# 中控请求本实例 /api/hub/* 时携带请求头 X-Hub-Token,须与中控启动环境变量 HUB_BRIDGE_TOKEN 一致
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# 未设置且 APP_AUTH_DISABLED=false 时,仅网页登录后可访问;本机联调可保持 APP_AUTH_DISABLED=true
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# 未设置且 APP_AUTH_DISABLED=false 时,仅网页登录后可访问;本机联调可保持 APP_AUTH_DISABLED=true
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# HUB_BRIDGE_TOKEN=your-long-random-token
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# HUB_BRIDGE_TOKEN=your-long-random-token
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# 允许复盘中控 iframe 内嵌本实例(与 hub 域名一致;默认已开启)
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# 允许复盘中控 iframe 内嵌本实例(与 hub 域名一致;默认已开启)
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# APP_ALLOW_HUB_EMBED=true
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# APP_ALLOW_HUB_EMBED=true
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# HUB_EMBED_PARENT_ORIGINS=https://hub.example.com
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# HUB_EMBED_PARENT_ORIGINS=https://hub.example.com
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# HTTPS 且经 iframe 打开时建议 true;不设则 hub-sso 在 HTTPS 下也会自动尝试 SameSite=None
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# HTTPS 且经 iframe 打开时建议 true;不设则 hub-sso 在 HTTPS 下也会自动尝试 SameSite=None
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# APP_COOKIE_SECURE=true
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# APP_COOKIE_SECURE=true
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# Flask 会话密钥(必须替换为长随机字符串)
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# Flask 会话密钥(必须替换为长随机字符串)
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FLASK_SECRET_KEY=CHANGE_TO_LONG_RANDOM_SECRET
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FLASK_SECRET_KEY=CHANGE_TO_LONG_RANDOM_SECRET
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# 企业微信机器人 Webhook(用于行情/风控推送)
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# 企业微信机器人 Webhook(用于行情/风控推送)
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WECHAT_WEBHOOK=https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=REPLACE_WITH_REAL_KEY
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WECHAT_WEBHOOK=https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=REPLACE_WITH_REAL_KEY
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# 数据库文件路径(相对路径会自动按项目目录解析)
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# 数据库文件路径(相对路径会自动按项目目录解析)
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DB_PATH=crypto.db
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DB_PATH=crypto.db
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# 交易截图上传目录
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# 交易截图上传目录
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UPLOAD_DIR=static/images
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UPLOAD_DIR=static/images
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# 自动备份(scripts/backup_data.sh + cron,可选;默认即可)
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# 自动备份(scripts/backup_data.sh + cron,可选;默认即可)
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# BACKUP_ROOT=/root/backups
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# BACKUP_ROOT=/root/backups
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# BACKUP_RETENTION_DAYS=30
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# BACKUP_RETENTION_DAYS=30
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# BACKUP_INSTANCE=coinox
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# BACKUP_INSTANCE=coinox
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# 训练总资金(U)
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# 训练总资金(U)
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# TOTAL_CAPITAL=100 # 已弃用,资金展示读交易所
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# TOTAL_CAPITAL=100 # 已弃用,资金展示读交易所
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# 计仓:risk=以损定仓(默认);full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆(须无仓后重启)
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# 计仓:risk=以损定仓(默认);full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆(须无仓后重启)
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POSITION_SIZING_MODE=risk
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POSITION_SIZING_MODE=risk
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# 方向限制(默认 false=双向均可;true 时按 TRADE_DIRECTION 限制,修改后须重启)
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# 方向限制(默认 false=双向均可;true 时按 TRADE_DIRECTION 限制,修改后须重启)
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# TRADE_DIRECTION=long_only | short_only | both(或 多/空/双向)
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# TRADE_DIRECTION=long_only | short_only | both(或 多/空/双向)
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TRADE_DIRECTION_RESTRICT_ENABLED=false
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TRADE_DIRECTION_RESTRICT_ENABLED=false
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TRADE_DIRECTION=both
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TRADE_DIRECTION=both
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# 币种白名单(默认 false=全币种可手输;true 时关键位/下单/策略仅下拉选择)
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# 币种白名单(默认 false=全币种可手输;true 时关键位/下单/策略仅下拉选择)
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TRADE_SYMBOL_RESTRICT_ENABLED=false
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TRADE_SYMBOL_RESTRICT_ENABLED=false
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TRADE_SYMBOL_WHITELIST=BTC,ETH
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TRADE_SYMBOL_WHITELIST=BTC,ETH
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# 每天起始基数(U)
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# 每天起始基数(U)
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DAILY_START_CAPITAL=30
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DAILY_START_CAPITAL=30
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# 日内回撤后基数(U)
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# 日内回撤后基数(U)
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DAILY_LOSS_CAPITAL=20
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DAILY_LOSS_CAPITAL=20
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# 日内盈利后基数(U)
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# 日内盈利后基数(U)
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DAILY_PROFIT_CAPITAL=50
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DAILY_PROFIT_CAPITAL=50
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# BTC 默认杠杆倍数
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# BTC 默认杠杆倍数
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BTC_LEVERAGE=10
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BTC_LEVERAGE=10
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# 山寨币默认杠杆倍数
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# 山寨币默认杠杆倍数
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ALT_LEVERAGE=5
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ALT_LEVERAGE=5
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# 交易日重置小时(北京时间)
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# 交易日重置小时(北京时间)
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TRADING_DAY_RESET_HOUR=8
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TRADING_DAY_RESET_HOUR=8
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# 整点前禁止新开仓:true=启用(默认),false=关闭(仍可保留 8 点作为交易日划分)
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# 整点前禁止新开仓:true=启用(默认),false=关闭(仍可保留 8 点作为交易日划分)
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TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true
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TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true
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# 是否开启 OKX 实盘下单(false=只做本地流程,true=真实下单)
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# 是否开启 OKX 实盘下单(false=只做本地流程,true=真实下单)
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LIVE_TRADING_ENABLED=false
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LIVE_TRADING_ENABLED=false
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# =============================================================================
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# =============================================================================
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# OKX 账户 API(永续+期权共用;仅服务器 .env 手改,前端不展示)
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# OKX 账户 API(永续+期权共用;仅服务器 .env 手改,前端不展示)
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# 新机保持为空;填真钥后 pm2 restart --update-env(含子代理)
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# 新机保持为空;填真钥后 pm2 restart --update-env(含子代理)
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# 旧键 OKX_OPTIONS_API_* 已废弃:若 OKX_API_* 为空,启动时会从 OPTIONS 键回填
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# 旧键 OKX_OPTIONS_API_* 已废弃:若 OKX_API_* 为空,启动时会从 OPTIONS 键回填
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# =============================================================================
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# =============================================================================
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OKX_API_KEY=
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OKX_API_KEY=
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OKX_API_SECRET=
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OKX_API_SECRET=
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OKX_API_PASSPHRASE=
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OKX_API_PASSPHRASE=
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# 保证金模式:cross=全仓,isolated=逐仓
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# 保证金模式:cross=全仓,isolated=逐仓
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OKX_TD_MODE=cross
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OKX_TD_MODE=cross
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# 持仓模式:hedge=双向持仓,net=单向净持仓
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# 持仓模式:hedge=双向持仓,net=单向净持仓
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OKX_POS_MODE=hedge
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OKX_POS_MODE=hedge
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# 仓位查询 instType(OKX)
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# 仓位查询 instType(OKX)
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OKX_POSITION_INST_TYPE=SWAP
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OKX_POSITION_INST_TYPE=SWAP
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# 从 OKX 历史仓位同步已实现盈亏(北京时间起点,空=近 90 天 0 点起)
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# 从 OKX 历史仓位同步已实现盈亏(北京时间起点,空=近 90 天 0 点起)
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# EXCHANGE_POSITION_SYNC_FROM_BJ=2026-01-01
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# EXCHANGE_POSITION_SYNC_FROM_BJ=2026-01-01
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# 单次拉取历史仓位条数上限(OKX 每页最多 100,程序会分页)
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# 单次拉取历史仓位条数上限(OKX 每页最多 100,程序会分页)
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# EXCHANGE_POSITION_HISTORY_LIMIT=200
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# EXCHANGE_POSITION_HISTORY_LIMIT=200
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# 页面与浏览器标签展示的交易所名称(多环境区分时可改成例如 OKX·测试网)
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# 页面与浏览器标签展示的交易所名称(多环境区分时可改成例如 OKX·测试网)
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EXCHANGE_DISPLAY_NAME=CoinOX
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EXCHANGE_DISPLAY_NAME=CoinOX
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# 企业微信推送里展示的账户备注
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# 企业微信推送里展示的账户备注
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# OKX_ACCOUNT_LABEL=
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# OKX_ACCOUNT_LABEL=
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# 顶栏是否显示 USDT 资金/交易账户(热更);false 时总资金仅计期权 USDC 侧
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# 顶栏是否显示 USDT 资金/交易账户(热更);false 时总资金仅计期权 USDC 侧
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OKX_SHOW_PERP_FUNDS=true
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OKX_SHOW_PERP_FUNDS=true
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# =============================================================================
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# =============================================================================
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# 期权模块(与上方 OKX_API_* 同源;修改启用开关后须重启 PM2)
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# 期权模块(与上方 OKX_API_* 同源;修改启用开关后须重启 PM2)
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# 详见 docs/期权方案.md 与 docs/期权用法.md
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# 详见 docs/期权方案.md 与 docs/期权用法.md
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# =============================================================================
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# =============================================================================
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OKX_OPTIONS_ENABLED=false
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OKX_OPTIONS_ENABLED=true
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# 以下 OKX_OPTIONS_API_* 已废弃,请勿再配置(仅兼容旧部署回填)
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# 以下 OKX_OPTIONS_API_* 已废弃,请勿再配置(仅兼容旧部署回填)
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# OKX_OPTIONS_API_KEY=
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# OKX_OPTIONS_API_KEY=
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# OKX_OPTIONS_API_SECRET=
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# OKX_OPTIONS_API_SECRET=
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# OKX_OPTIONS_API_PASSPHRASE=
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# OKX_OPTIONS_API_PASSPHRASE=
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OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
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OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
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# 单笔期权本位: coin(默认,币本位+USDT买币桥) | usdc(权利金USDC;对冲仍仅USDC)
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# 单笔期权本位: coin(默认,币本位+USDT买币桥) | usdc(权利金USDC;对冲仍仅USDC)
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OKX_OPTIONS_MARGIN_MODE=coin
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OKX_OPTIONS_MARGIN_MODE=coin
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OKX_OPTIONS_TRADE_BUDGET_USDC=10
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OKX_OPTIONS_TRADE_BUDGET_USDC=10
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OKX_OPTIONS_BUDGET_BUFFER=0.95
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OKX_OPTIONS_BUDGET_BUFFER=0.95
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# 币本位:按交易户USDT×缓冲复利;上限开关默认关(靠人工转走)
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# 币本位:按交易户USDT×缓冲复利;上限开关默认关(靠人工转走)
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OKX_OPTIONS_COIN_COMPOUND=true
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OKX_OPTIONS_COIN_COMPOUND=true
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OKX_OPTIONS_COIN_BUDGET_USDT=10
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OKX_OPTIONS_COIN_BUDGET_USDT=10
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OKX_OPTIONS_COIN_MAX_USDT_ENABLED=false
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OKX_OPTIONS_COIN_MAX_USDT_ENABLED=false
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OKX_OPTIONS_COIN_MAX_USDT=50
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OKX_OPTIONS_COIN_MAX_USDT=50
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# 现货买入相对权利金缓冲:1.10=多买10%;也可写 0.10。按最大可开张数×权利金×缓冲买币,不全额兑换
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# 现货买入相对权利金缓冲:1.10=多买10%;也可写 0.10。按最大可开张数×权利金×缓冲买币,不全额兑换
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OKX_OPTIONS_COIN_SPOT_BUY_BUFFER=1.10
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OKX_OPTIONS_COIN_SPOT_BUY_BUFFER=1.10
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# 全仓复利:开启时隐藏单笔预算且不可用打满;关闭后恢复单笔预算
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# 全仓复利:开启时隐藏单笔预算且不可用打满;关闭后恢复单笔预算
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OKX_OPTIONS_COMPOUND_FULL_ENABLED=true
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OKX_OPTIONS_COMPOUND_FULL_ENABLED=true
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OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED=false
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OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED=false
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OKX_OPTIONS_COMPOUND_FULL_CAP_USDC=300
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OKX_OPTIONS_COMPOUND_FULL_CAP_USDC=300
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# 交易模式三选一(热更):options=单独期权 / perp_options=永期对冲 / options_options=期期对冲
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# 交易模式三选一(热更):options=单独期权 / perp_options=永期对冲 / options_options=期期对冲
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# 选单独期权时隐藏对冲导航与对冲配置;选对冲时不可单独开期权,仓位按「对冲组数上限」
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# 选单独期权时隐藏对冲导航与对冲配置;选对冲时不可单独开期权,仓位按「对冲组数上限」
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OKX_TRADE_MODE=perp_options
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OKX_TRADE_MODE=perp_options
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# 仅单独期权模式:期权同时持仓上限(笔);0=不限制;同合约加仓不占新笔数;热更
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# 仅单独期权模式:期权同时持仓上限(笔);0=不限制;同合约加仓不占新笔数;热更
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OKX_OPTIONS_MAX_ACTIVE_POSITIONS=0
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OKX_OPTIONS_MAX_ACTIVE_POSITIONS=0
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OKX_OPTIONS_DEFAULT_UNDERLY=ETH
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OKX_OPTIONS_DEFAULT_UNDERLY=ETH
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# 期权链仅显示卖一深度≥1张的合约(估算卖一/无深度不显示);false 则显示全部
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# 期权链仅显示卖一深度≥1张的合约(估算卖一/无深度不显示);false 则显示全部
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OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED=true
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OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED=true
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OKX_OPTIONS_MAX_DTE_DAYS=2
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OKX_OPTIONS_MAX_DTE_DAYS=2
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OKX_OPTIONS_CHAIN_MAX_DTE_DAYS=14
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OKX_OPTIONS_CHAIN_MAX_DTE_DAYS=14
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OKX_OPTIONS_ITM_MAX_DIST_USD=30
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OKX_OPTIONS_ITM_MAX_DIST_USD=30
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OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
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OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
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OKX_OPTIONS_POLL_SECONDS=15
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OKX_OPTIONS_POLL_SECONDS=15
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OKX_OPTIONS_TD_MODE=isolated
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OKX_OPTIONS_TD_MODE=isolated
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OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
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OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
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# 目标平仓门控(目标触达后自动平才校验;比较口径均为 USDT 估值)
|
# 目标平仓门控(目标触达后自动平才校验;比较口径均为 USDT 估值)
|
||||||
OKX_OPTIONS_CLOSE_GATE_MODE=premium
|
OKX_OPTIONS_CLOSE_GATE_MODE=premium
|
||||||
# 全局倍数可选;留空则按本位用下方 COIN/USDC
|
# 全局倍数可选;留空则按本位用下方 COIN/USDC
|
||||||
OKX_OPTIONS_CLOSE_RECYCLE_MULT=
|
OKX_OPTIONS_CLOSE_RECYCLE_MULT=
|
||||||
OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
|
OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
|
||||||
OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC=2
|
OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC=2
|
||||||
OKX_OPTIONS_CLOSE_NET_PNL_MIN_U=0
|
OKX_OPTIONS_CLOSE_NET_PNL_MIN_U=0
|
||||||
OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
|
OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
|
||||||
# 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
|
# 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
|
||||||
OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
|
OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 对冲计划(仅 OKX;由 OKX_TRADE_MODE 控制是否启用;详见 docs/对冲计划开发方案.md)
|
# 对冲计划(仅 OKX;由 OKX_TRADE_MODE 控制是否启用;详见 docs/对冲计划开发方案.md)
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 以下三项已由 OKX_TRADE_MODE 取代,保留兼容旧部署(未配置 TRADE_MODE 时仍可读)
|
# 以下三项已由 OKX_TRADE_MODE 取代,保留兼容旧部署(未配置 TRADE_MODE 时仍可读)
|
||||||
HEDGE_PLAN_ENABLED=false
|
HEDGE_PLAN_ENABLED=false
|
||||||
HEDGE_PLAN_SHOW_PERP_OPTIONS=true
|
HEDGE_PLAN_SHOW_PERP_OPTIONS=true
|
||||||
HEDGE_PLAN_SHOW_OPTIONS_OPTIONS=true
|
HEDGE_PLAN_SHOW_OPTIONS_OPTIONS=true
|
||||||
HEDGE_PLAN_LIVE_ORDER=false
|
HEDGE_PLAN_LIVE_ORDER=false
|
||||||
# 永期子模式:true=以期权为主;false=保险模式(页面标题前标识,不可页内切换)
|
# 永期子模式:true=以期权为主;false=保险模式(页面标题前标识,不可页内切换)
|
||||||
HEDGE_PLAN_OPTION_PRIMARY=true
|
HEDGE_PLAN_OPTION_PRIMARY=true
|
||||||
HEDGE_PLAN_OPEN_ORDER=options_first
|
HEDGE_PLAN_OPEN_ORDER=options_first
|
||||||
HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS=true
|
HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS=true
|
||||||
HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS=false
|
HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS=false
|
||||||
HEDGE_PLAN_OO_CLOSE_WINNER_ONLY=true
|
HEDGE_PLAN_OO_CLOSE_WINNER_ONLY=true
|
||||||
# 方案C:期期页面显示「平仓模式」(到期平/全平);关则固定到期平.默认开启,页面默认选全平
|
# 方案C:期期页面显示「平仓模式」(到期平/全平);关则固定到期平.默认开启,页面默认选全平
|
||||||
HEDGE_PLAN_OO_CLOSE_MODE_ENABLED=true
|
HEDGE_PLAN_OO_CLOSE_MODE_ENABLED=true
|
||||||
# 期期「做多/做空」拆分口径:budget=按权利金预算(默认);sheets=先算同张数总张数(2n)再按比例拆
|
# 期期「做多/做空」拆分口径:budget=按权利金预算(默认);sheets=先算同张数总张数(2n)再按比例拆
|
||||||
HEDGE_PLAN_OO_BIAS_SPLIT_BY=budget
|
HEDGE_PLAN_OO_BIAS_SPLIT_BY=budget
|
||||||
# 期期「做多/做空」主腿占比(0~1,默认 0.7=7:3);做多主腿=Call,做空主腿=Put
|
# 期期「做多/做空」主腿占比(0~1,默认 0.7=7:3);做多主腿=Call,做空主腿=Put
|
||||||
HEDGE_PLAN_OO_BIAS_RATIO=0.7
|
HEDGE_PLAN_OO_BIAS_RATIO=0.7
|
||||||
# 对冲与单独期权互斥(默认 true):有对冲计划不可单独开期权;有单独期权不可启动对冲;false=可同时开
|
# 对冲与单独期权互斥(默认 true):有对冲计划不可单独开期权;有单独期权不可启动对冲;false=可同时开
|
||||||
HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE=true
|
HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE=true
|
||||||
# 半腿失败改手动补开(默认 true):不自动平已成腿,计划挂 partial,页面补开;开启时下方自动平强制无效
|
# 半腿失败改手动补开(默认 true):不自动平已成腿,计划挂 partial,页面补开;开启时下方自动平强制无效
|
||||||
HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL=true
|
HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL=true
|
||||||
# 对冲组数上限(默认 1;opening/active/partial 计入);仅永期/期期模式生效;热更
|
# 对冲组数上限(默认 1;opening/active/partial 计入);仅永期/期期模式生效;热更
|
||||||
MAX_ACTIVE_HEDGE_PLANS=1
|
MAX_ACTIVE_HEDGE_PLANS=1
|
||||||
HEDGE_PLAN_MONITOR_POLL_SECONDS=15
|
HEDGE_PLAN_MONITOR_POLL_SECONDS=15
|
||||||
# 半腿失败自动平期权;若 MANUAL_COMPLETE_ON_PARTIAL=true 则运行时强制无效(建议一并写成 false)
|
# 半腿失败自动平期权;若 MANUAL_COMPLETE_ON_PARTIAL=true 则运行时强制无效(建议一并写成 false)
|
||||||
HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION=false
|
HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION=false
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 关键位程序自动下单(与 POSITION_SIZING_MODE 联动,修改后须重启 PM2)
|
# 关键位程序自动下单(与 POSITION_SIZING_MODE 联动,修改后须重启 PM2)
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 默认 false = 关闭所有关键位程序自动单(箱体/收敛/斐波/假突破/触价)
|
# 默认 false = 关闭所有关键位程序自动单(箱体/收敛/斐波/假突破/触价)
|
||||||
#
|
#
|
||||||
# POSITION_SIZING_MODE=risk(以损定仓)
|
# POSITION_SIZING_MODE=risk(以损定仓)
|
||||||
# false → 不执行任何关键位自动单;支撑/阻力提醒,人工下单,顺势加仓不受影响
|
# false → 不执行任何关键位自动单;支撑/阻力提醒,人工下单,顺势加仓不受影响
|
||||||
# true → 允许关键位全套自动(含触价)
|
# true → 允许关键位全套自动(含触价)
|
||||||
#
|
#
|
||||||
# POSITION_SIZING_MODE=full_margin(全仓杠杆,须无仓切换)
|
# POSITION_SIZING_MODE=full_margin(全仓杠杆,须无仓切换)
|
||||||
# false → 不执行触价自动单
|
# false → 不执行触价自动单
|
||||||
# true → 仅回调/突破触价可程序自动开仓;箱体/斐波等仍禁止
|
# true → 仅回调/突破触价可程序自动开仓;箱体/斐波等仍禁止
|
||||||
#
|
#
|
||||||
# 顺势加仓,趋势回调不受本开关控制;全仓模式下策略自动仍禁止.
|
# 顺势加仓,趋势回调不受本开关控制;全仓模式下策略自动仍禁止.
|
||||||
KEY_AUTO_ORDER_ENABLED=false
|
KEY_AUTO_ORDER_ENABLED=false
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 关键位门控(页面「关键位监控」规则条与 _key_hard_checks 共用)
|
# 关键位门控(页面「关键位监控」规则条与 _key_hard_checks 共用)
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 【周期】门控 K 线周期,如 5m,15m;仅影响关键位硬条件,不改变顶栏分区
|
# 【周期】门控 K 线周期,如 5m,15m;仅影响关键位硬条件,不改变顶栏分区
|
||||||
KLINE_TIMEFRAME=5m
|
KLINE_TIMEFRAME=5m
|
||||||
# OKX 遗留:突破过滤百分比(与 KEY_BREAKOUT_AMP_* 并存,程序仍读取)
|
# OKX 遗留:突破过滤百分比(与 KEY_BREAKOUT_AMP_* 并存,程序仍读取)
|
||||||
KEY_BREAKOUT_LIMIT_PCT=1.5
|
KEY_BREAKOUT_LIMIT_PCT=1.5
|
||||||
# 【确认K】闭合 K 序列中的棒偏移:突破棒默认 -2(倒数第2根),确认棒默认 -1(倒数第1根)
|
# 【确认K】闭合 K 序列中的棒偏移:突破棒默认 -2(倒数第2根),确认棒默认 -1(倒数第1根)
|
||||||
KEY_CONFIRM_BREAKOUT_BAR=-2
|
KEY_CONFIRM_BREAKOUT_BAR=-2
|
||||||
KEY_CONFIRM_BAR=-1
|
KEY_CONFIRM_BAR=-1
|
||||||
# 【量能】突破棒成交量 > 前 N 根均量 × 倍数(默认 N=20,倍数=1.3 即放大 30%)
|
# 【量能】突破棒成交量 > 前 N 根均量 × 倍数(默认 N=20,倍数=1.3 即放大 30%)
|
||||||
KEY_VOLUME_MA_BARS=20
|
KEY_VOLUME_MA_BARS=20
|
||||||
KEY_VOLUME_RATIO_MIN=1.3
|
KEY_VOLUME_RATIO_MIN=1.3
|
||||||
# 【箱体/收敛】突破K收盘越过关键位(占该侧价格%)的下限;无上限(过猛由计划RR过滤)
|
# 【箱体/收敛】突破K收盘越过关键位(占该侧价格%)的下限;无上限(过猛由计划RR过滤)
|
||||||
KEY_BREAKOUT_AMP_MIN_PCT=0.03
|
KEY_BREAKOUT_AMP_MIN_PCT=0.03
|
||||||
# 已不参与门控,可保留配置项兼容旧环境
|
# 已不参与门控,可保留配置项兼容旧环境
|
||||||
KEY_BREAKOUT_AMP_MAX_PCT=0.5
|
KEY_BREAKOUT_AMP_MAX_PCT=0.5
|
||||||
# 【阻力/支撑】突破后微信提醒次数与间隔(分钟)
|
# 【阻力/支撑】突破后微信提醒次数与间隔(分钟)
|
||||||
KEY_ALERT_MAX_TIMES=3
|
KEY_ALERT_MAX_TIMES=3
|
||||||
KEY_ALERT_INTERVAL_MINUTES=5
|
KEY_ALERT_INTERVAL_MINUTES=5
|
||||||
# 【日成交量排名】品种须在该排名前 N 名(添加关键位与运行时门控均校验)
|
# 【日成交量排名】品种须在该排名前 N 名(添加关键位与运行时门控均校验)
|
||||||
KEY_DAILY_VOLUME_RANK_MAX=30
|
KEY_DAILY_VOLUME_RANK_MAX=30
|
||||||
# 【关键位自动开仓盈亏比】按确认K收盘 E 计算,严格大于该值才市价开仓(如 1.5 表示须 >1.5:1)
|
# 【关键位自动开仓盈亏比】按确认K收盘 E 计算,严格大于该值才市价开仓(如 1.5 表示须 >1.5:1)
|
||||||
KEY_AUTO_MIN_PLANNED_RR=1.5
|
KEY_AUTO_MIN_PLANNED_RR=1.5
|
||||||
# 止损:突破 K 极值向外缓冲的百分比(默认 0.5 即 0.5%)
|
# 止损:突破 K 极值向外缓冲的百分比(默认 0.5 即 0.5%)
|
||||||
KEY_STOP_OUTSIDE_BREAKOUT_PCT=0.5
|
KEY_STOP_OUTSIDE_BREAKOUT_PCT=0.5
|
||||||
# 趋势单方案:止损在突破 K 极值外侧的百分比(默认 1 即 1%)
|
# 趋势单方案:止损在突破 K 极值外侧的百分比(默认 1 即 1%)
|
||||||
KEY_TREND_STOP_OUTSIDE_PCT=1
|
KEY_TREND_STOP_OUTSIDE_PCT=1
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 交易执行 / 人工风控(页面「实盘下单」)
|
# 交易执行 / 人工风控(页面「实盘下单」)
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 【最大同时持仓】active 订单数达到该值后禁止人工与关键位自动再加仓(默认 1=单仓)
|
# 【最大同时持仓】active 订单数达到该值后禁止人工与关键位自动再加仓(默认 1=单仓)
|
||||||
MAX_ACTIVE_POSITIONS=1
|
MAX_ACTIVE_POSITIONS=1
|
||||||
# 【人工下单最低盈亏比】按当前价与 SL/TP 计算,低于该值前后端均拒绝(默认 1.4,即须 >=1.4:1)
|
# 【人工下单最低盈亏比】按当前价与 SL/TP 计算,低于该值前后端均拒绝(默认 1.4,即须 >=1.4:1)
|
||||||
MANUAL_MIN_PLANNED_RR=1.4
|
MANUAL_MIN_PLANNED_RR=1.4
|
||||||
# 【关键位连开计仓】true=已有持仓时关键位自动单仍按「无仓时」资金快照算保证金基数
|
# 【关键位连开计仓】true=已有持仓时关键位自动单仍按「无仓时」资金快照算保证金基数
|
||||||
KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT=true
|
KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT=true
|
||||||
# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒(不拦单)
|
# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒(不拦单)
|
||||||
DAILY_OPEN_ALERT_THRESHOLD=5
|
DAILY_OPEN_ALERT_THRESHOLD=5
|
||||||
# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日(北京时间 TRADING_DAY_RESET_HOUR 切日);0=不启用
|
# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日(北京时间 TRADING_DAY_RESET_HOUR 切日);0=不启用
|
||||||
DAILY_OPEN_HARD_LIMIT=0
|
DAILY_OPEN_HARD_LIMIT=0
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 账户冷静期 / 日冻结风控(手动平仓,外部平仓,复盘情绪标签)
|
# 账户冷静期 / 日冻结风控(手动平仓,外部平仓,复盘情绪标签)
|
||||||
# 详见 docs/account-risk-cooldown.md
|
# 详见 docs/account-risk-cooldown.md
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
RISK_CONTROL_ENABLED=true
|
RISK_CONTROL_ENABLED=true
|
||||||
RISK_COOLING_HOURS_MANUAL=4
|
RISK_COOLING_HOURS_MANUAL=4
|
||||||
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
||||||
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
||||||
# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
|
# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
|
||||||
RISK_DAILY_LOSS_LIMIT=2
|
RISK_DAILY_LOSS_LIMIT=2
|
||||||
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
||||||
|
|
||||||
# 资金与仓位刷新周期(秒)
|
# 资金与仓位刷新周期(秒)
|
||||||
BALANCE_REFRESH_SECONDS=60
|
BALANCE_REFRESH_SECONDS=60
|
||||||
# 前端价格快照轮询(秒)
|
# 前端价格快照轮询(秒)
|
||||||
PRICE_REFRESH_SECONDS=5
|
PRICE_REFRESH_SECONDS=5
|
||||||
# 后台监控轮询周期(秒)
|
# 后台监控轮询周期(秒)
|
||||||
MONITOR_POLL_SECONDS=3
|
MONITOR_POLL_SECONDS=3
|
||||||
# 移动保本同步交易所止盈止损的最小间隔(秒),避免频繁撤挂叠单
|
# 移动保本同步交易所止盈止损的最小间隔(秒),避免频繁撤挂叠单
|
||||||
BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC=60
|
BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC=60
|
||||||
# 重启后多少秒内不做「外部平仓」同步(避免 API 未就绪误判)
|
# 重启后多少秒内不做「外部平仓」同步(避免 API 未就绪误判)
|
||||||
RECONCILE_STARTUP_GRACE_SEC=90
|
RECONCILE_STARTUP_GRACE_SEC=90
|
||||||
# 连续多少次轮询确认交易所空仓后,才记为外部平仓(默认 3 次 ≈ 9 秒)
|
# 连续多少次轮询确认交易所空仓后,才记为外部平仓(默认 3 次 ≈ 9 秒)
|
||||||
RECONCILE_FLAT_CONFIRM_POLLS=3
|
RECONCILE_FLAT_CONFIRM_POLLS=3
|
||||||
# 使用可用资金时的缓冲比例(如0.98代表用98%)
|
# 使用可用资金时的缓冲比例(如0.98代表用98%)
|
||||||
FULL_MARGIN_BUFFER_RATIO=0.98
|
FULL_MARGIN_BUFFER_RATIO=0.98
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# 自动划转(页顶「将 swap 补足到 XU」;与 DAILY_START_CAPITAL 独立,需一致时请设为相同值)
|
# 自动划转(页顶「将 swap 补足到 XU」;与 DAILY_START_CAPITAL 独立,需一致时请设为相同值)
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
AUTO_TRANSFER_ENABLED=false
|
AUTO_TRANSFER_ENABLED=false
|
||||||
# 交易账户(swap)目标余额 U:每日 8 点(北京)自动划入或划出至 funding;持仓中不划转
|
# 交易账户(swap)目标余额 U:每日 8 点(北京)自动划入或划出至 funding;持仓中不划转
|
||||||
AUTO_TRANSFER_AMOUNT=30
|
AUTO_TRANSFER_AMOUNT=30
|
||||||
AUTO_TRANSFER_FROM=funding
|
AUTO_TRANSFER_FROM=funding
|
||||||
AUTO_TRANSFER_TO=swap
|
AUTO_TRANSFER_TO=swap
|
||||||
TRANSFER_CCY=USDT
|
TRANSFER_CCY=USDT
|
||||||
# 北京时间该整点小时内尝试;账簿按 UTC 自然日去重
|
# 北京时间该整点小时内尝试;账簿按 UTC 自然日去重
|
||||||
AUTO_TRANSFER_BJ_HOUR=8
|
AUTO_TRANSFER_BJ_HOUR=8
|
||||||
# 强制清仓整点(北京时间,默认 0=凌晨00点)
|
# 强制清仓整点(北京时间,默认 0=凌晨00点)
|
||||||
FORCE_CLOSE_BJ_HOUR=0
|
FORCE_CLOSE_BJ_HOUR=0
|
||||||
# 是否启用强制清仓(默认关闭,true 才会在整点执行)
|
# 是否启用强制清仓(默认关闭,true 才会在整点执行)
|
||||||
FORCE_CLOSE_ENABLED=false
|
FORCE_CLOSE_ENABLED=false
|
||||||
# 强制清仓执行窗口(分钟,默认 5;该窗口内禁止开仓)
|
# 强制清仓执行窗口(分钟,默认 5;该窗口内禁止开仓)
|
||||||
FORCE_CLOSE_GRACE_MINUTES=5
|
FORCE_CLOSE_GRACE_MINUTES=5
|
||||||
|
|
||||||
# 推送与AI超时(秒)
|
# 推送与AI超时(秒)
|
||||||
WECHAT_TIMEOUT_SECONDS=10
|
WECHAT_TIMEOUT_SECONDS=10
|
||||||
AI_TIMEOUT_SECONDS=120
|
AI_TIMEOUT_SECONDS=120
|
||||||
|
|
||||||
# AI 复盘服务地址(本机 Ollama 默认地址)
|
# AI 复盘服务地址(本机 Ollama 默认地址)
|
||||||
AI_PROVIDER=openai
|
AI_PROVIDER=openai
|
||||||
OPENAI_API_BASE=https://op.bz121.com/v1
|
OPENAI_API_BASE=https://op.bz121.com/v1
|
||||||
OPENAI_API_KEY=你的密钥
|
OPENAI_API_KEY=你的密钥
|
||||||
OPENAI_MODEL=gemma4:e4b
|
OPENAI_MODEL=gemma4:e4b
|
||||||
OLLAMA_API=http://127.0.0.1:11434/api/generate
|
OLLAMA_API=http://127.0.0.1:11434/api/generate
|
||||||
AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest
|
AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest
|
||||||
|
|
||||||
# OKX 代理(可选,仅本地开发网络受限时用;云服务器部署请留空,直连 OKX 即可)
|
# OKX 代理(可选,仅本地开发网络受限时用;云服务器部署请留空,直连 OKX 即可)
|
||||||
# 1) 先在本机建立隧道(示例):
|
# 1) 先在本机建立隧道(示例):
|
||||||
# ssh -N -D 127.0.0.1:1080 root@你的VPS_IP -o ServerAliveInterval=30 -o ExitOnForwardFailure=yes
|
# ssh -N -D 127.0.0.1:1080 root@你的VPS_IP -o ServerAliveInterval=30 -o ExitOnForwardFailure=yes
|
||||||
# 2) 再启用下面这一行(推荐 socks5h,让远端解析域名):
|
# 2) 再启用下面这一行(推荐 socks5h,让远端解析域名):
|
||||||
# OKX_SOCKS_PROXY=socks5h://127.0.0.1:1080
|
# OKX_SOCKS_PROXY=socks5h://127.0.0.1:1080
|
||||||
#
|
#
|
||||||
# 如你更偏向 HTTP 代理(VPS 上跑 tinyproxy 之类),可用:
|
# 如你更偏向 HTTP 代理(VPS 上跑 tinyproxy 之类),可用:
|
||||||
# OKX_HTTP_PROXY=http://127.0.0.1:3128
|
# OKX_HTTP_PROXY=http://127.0.0.1:3128
|
||||||
# OKX_HTTPS_PROXY=http://127.0.0.1:3128
|
# OKX_HTTPS_PROXY=http://127.0.0.1:3128
|
||||||
|
|
||||||
# 开仓多周期K线图(可选)
|
# 开仓多周期K线图(可选)
|
||||||
# ORDER_CHART_ENABLED=true
|
# ORDER_CHART_ENABLED=true
|
||||||
# ORDER_CHART_TFS=4h,1h,15m,5m
|
# ORDER_CHART_TFS=4h,1h,15m,5m
|
||||||
# ORDER_CHART_LIMIT=100
|
# ORDER_CHART_LIMIT=100
|
||||||
# ORDER_CHART_DIR=static/images/order_charts
|
# ORDER_CHART_DIR=static/images/order_charts
|
||||||
# 详见上文 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT;说明文档 docs/daily-open-limit.md
|
# 详见上文 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT;说明文档 docs/daily-open-limit.md
|
||||||
# 以损定仓(按交易账户资金的百分比)
|
# 以损定仓(按交易账户资金的百分比)
|
||||||
# RISK_PERCENT=2
|
# RISK_PERCENT=2
|
||||||
# 移动保本触发(达到多少R触发)与偏移(百分比)
|
# 移动保本触发(达到多少R触发)与偏移(百分比)
|
||||||
# BREAKEVEN_RR_TRIGGER=1.0
|
# BREAKEVEN_RR_TRIGGER=1.0
|
||||||
# 移动保本阶梯(每多少R继续上移一次,默认1R)
|
# 移动保本阶梯(每多少R继续上移一次,默认1R)
|
||||||
# BREAKEVEN_STEP_R=1.0
|
# BREAKEVEN_STEP_R=1.0
|
||||||
# BREAKEVEN_OFFSET_PCT=0.02
|
# BREAKEVEN_OFFSET_PCT=0.02
|
||||||
# 开单风格默认值:trend / swing
|
# 开单风格默认值:trend / swing
|
||||||
# DEFAULT_TRADE_STYLE=trend
|
# DEFAULT_TRADE_STYLE=trend
|
||||||
|
|
||||||
APP_TIMEZONE=Asia/Shanghai
|
APP_TIMEZONE=Asia/Shanghai
|
||||||
# TRADING_DAY_RESET_HOUR 现在表示「北京时间」整点,默认 8 点起算新交易日;开仓整点限制见 TRADING_DAY_RESET_OPEN_GUARD_ENABLED
|
# TRADING_DAY_RESET_HOUR 现在表示「北京时间」整点,默认 8 点起算新交易日;开仓整点限制见 TRADING_DAY_RESET_OPEN_GUARD_ENABLED
|
||||||
|
|
||||||
# --- CoinOX 模拟资金 ---
|
# --- CoinOX 模拟资金 ---
|
||||||
# sim=本地模拟资金撮合; live=实盘账户
|
# sim=本地模拟资金撮合; live=实盘账户
|
||||||
# 默认模拟盘(本地钱包); 切实盘请改为 live 并配置 API
|
# 默认模拟盘(本地钱包); 切实盘请改为 live 并配置 API
|
||||||
SIM_DEFAULT_MODE=sim
|
SIM_DEFAULT_MODE=sim
|
||||||
SIM_INITIAL_EQUITY_USDT=10000
|
SIM_INITIAL_EQUITY_USDT=10000
|
||||||
SIM_INITIAL_USDC=0
|
SIM_INITIAL_USDC=0
|
||||||
SIM_FEE_RATE=0.0005
|
SIM_FEE_RATE=0.0005
|
||||||
|
|||||||
@@ -305,8 +305,21 @@ def resolve_path(path_value):
|
|||||||
app = Flask(__name__)
|
app = Flask(__name__)
|
||||||
app.secret_key = os.getenv("FLASK_SECRET_KEY", "coinox_2026_secret_key")
|
app.secret_key = os.getenv("FLASK_SECRET_KEY", "coinox_2026_secret_key")
|
||||||
from lib.instance.instance_embed_lib import attach_embed_templates, redirect_to_embed_shell_if_enabled
|
from lib.instance.instance_embed_lib import attach_embed_templates, redirect_to_embed_shell_if_enabled
|
||||||
|
from jinja2 import ChoiceLoader, FileSystemLoader
|
||||||
|
from lib.paths import strategy_templates_dir
|
||||||
|
|
||||||
attach_embed_templates(app, _REPO_ROOT)
|
attach_embed_templates(app, _REPO_ROOT)
|
||||||
|
# 复盘页引用 strategy 模板字段;CoinOX 不装策略交易,仍挂载模板目录
|
||||||
|
_strategy_tpl = strategy_templates_dir(_REPO_ROOT)
|
||||||
|
if os.path.isdir(_strategy_tpl):
|
||||||
|
_existing = app.jinja_loader
|
||||||
|
_loaders = [FileSystemLoader(_strategy_tpl)]
|
||||||
|
if _existing is not None:
|
||||||
|
if isinstance(_existing, ChoiceLoader):
|
||||||
|
_loaders = list(_existing.loaders) + _loaders
|
||||||
|
else:
|
||||||
|
_loaders.insert(0, _existing)
|
||||||
|
app.jinja_loader = ChoiceLoader(_loaders)
|
||||||
|
|
||||||
# ====================== 登录配置 ======================
|
# ====================== 登录配置 ======================
|
||||||
USERNAME = os.getenv("APP_USERNAME", "dekun")
|
USERNAME = os.getenv("APP_USERNAME", "dekun")
|
||||||
@@ -368,7 +381,8 @@ _promote_legacy_options_api_keys()
|
|||||||
OKX_API_KEY = normalize_api_credential(os.getenv("OKX_API_KEY"))
|
OKX_API_KEY = normalize_api_credential(os.getenv("OKX_API_KEY"))
|
||||||
OKX_API_SECRET = normalize_api_credential(os.getenv("OKX_API_SECRET"))
|
OKX_API_SECRET = normalize_api_credential(os.getenv("OKX_API_SECRET"))
|
||||||
OKX_API_PASSPHRASE = normalize_api_credential(os.getenv("OKX_API_PASSPHRASE"))
|
OKX_API_PASSPHRASE = normalize_api_credential(os.getenv("OKX_API_PASSPHRASE"))
|
||||||
OKX_OPTIONS_ENABLED = os.getenv("OKX_OPTIONS_ENABLED", "false").lower() in ("1", "true", "yes", "on")
|
# CoinOX 默认开启期权;模拟盘可不配 OKX API
|
||||||
|
OKX_OPTIONS_ENABLED = os.getenv("OKX_OPTIONS_ENABLED", "true").lower() in ("1", "true", "yes", "on")
|
||||||
OKX_OPTIONS_TRADE_BUDGET_USDC = float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC", "10"))
|
OKX_OPTIONS_TRADE_BUDGET_USDC = float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC", "10"))
|
||||||
OKX_OPTIONS_DEFAULT_UNDERLY = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper()
|
OKX_OPTIONS_DEFAULT_UNDERLY = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper()
|
||||||
OKX_TD_MODE = os.getenv("OKX_TD_MODE", "cross")
|
OKX_TD_MODE = os.getenv("OKX_TD_MODE", "cross")
|
||||||
@@ -9911,11 +9925,12 @@ install_hedge_plan(app, _REPO_ROOT, app_module=sys.modules[__name__])
|
|||||||
try:
|
try:
|
||||||
from lib.sim.hooks import patch_options_cfg
|
from lib.sim.hooks import patch_options_cfg
|
||||||
|
|
||||||
_opt_cfg = app.extensions.get("options_cfg")
|
for _cfg_key in ("options_cfg", "hedge_plan_cfg"):
|
||||||
if isinstance(_opt_cfg, dict):
|
_cfg = app.extensions.get(_cfg_key)
|
||||||
patch_options_cfg(_opt_cfg)
|
if isinstance(_cfg, dict):
|
||||||
|
patch_options_cfg(_cfg)
|
||||||
except Exception as _sim_patch_err:
|
except Exception as _sim_patch_err:
|
||||||
print(f"[sim] patch options_cfg: {_sim_patch_err}", flush=True)
|
print(f"[sim] patch options/hedge cfg: {_sim_patch_err}", flush=True)
|
||||||
|
|
||||||
_purge_key_monitors_if_full_margin()
|
_purge_key_monitors_if_full_margin()
|
||||||
|
|
||||||
|
|||||||
@@ -716,6 +716,7 @@ def gate_status(
|
|||||||
show_options_options: bool = True,
|
show_options_options: bool = True,
|
||||||
mutual_exclusive: bool = True,
|
mutual_exclusive: bool = True,
|
||||||
has_standalone_option: bool = False,
|
has_standalone_option: bool = False,
|
||||||
|
sim_mode: bool = False,
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
from lib.trade.position_sizing_lib import is_full_margin_mode
|
from lib.trade.position_sizing_lib import is_full_margin_mode
|
||||||
|
|
||||||
@@ -739,7 +740,8 @@ def gate_status(
|
|||||||
can_preview = False
|
can_preview = False
|
||||||
can_start = False
|
can_start = False
|
||||||
reasons.append("期期对冲已隐藏(HEDGE_PLAN_SHOW_OPTIONS_OPTIONS)")
|
reasons.append("期期对冲已隐藏(HEDGE_PLAN_SHOW_OPTIONS_OPTIONS)")
|
||||||
if not live_order:
|
# 模拟盘用本地钱包撮合,不要求实盘开关 / API
|
||||||
|
if not sim_mode and not live_order:
|
||||||
can_start = False
|
can_start = False
|
||||||
reasons.append("未允许对冲真实下单(HEDGE_PLAN_LIVE_ORDER)")
|
reasons.append("未允许对冲真实下单(HEDGE_PLAN_LIVE_ORDER)")
|
||||||
if active_count >= max(1, int(max_active or 1)):
|
if active_count >= max(1, int(max_active or 1)):
|
||||||
@@ -749,10 +751,10 @@ def gate_status(
|
|||||||
can_start = False
|
can_start = False
|
||||||
reasons.append("存在单独期权持仓,禁止启动对冲计划(互斥门控)")
|
reasons.append("存在单独期权持仓,禁止启动对冲计划(互斥门控)")
|
||||||
if pt == "perp_options":
|
if pt == "perp_options":
|
||||||
if not full:
|
if not full and not sim_mode:
|
||||||
can_start = False
|
can_start = False
|
||||||
reasons.append("永期开仓仅全仓模式可用(当前可测算)")
|
reasons.append("永期开仓仅全仓模式可用(当前可测算)")
|
||||||
if not live_trading:
|
if not sim_mode and not live_trading:
|
||||||
can_start = False
|
can_start = False
|
||||||
reasons.append("未开启实盘(LIVE_TRADING_ENABLED)")
|
reasons.append("未开启实盘(LIVE_TRADING_ENABLED)")
|
||||||
elif pt == "options_options":
|
elif pt == "options_options":
|
||||||
@@ -770,6 +772,7 @@ def gate_status(
|
|||||||
"plan_type": pt,
|
"plan_type": pt,
|
||||||
"live_order": live_order,
|
"live_order": live_order,
|
||||||
"live_trading": live_trading,
|
"live_trading": live_trading,
|
||||||
|
"sim_mode": bool(sim_mode),
|
||||||
"active_count": active_count,
|
"active_count": active_count,
|
||||||
"max_active": max_active,
|
"max_active": max_active,
|
||||||
"show_perp_options": bool(show_perp_options),
|
"show_perp_options": bool(show_perp_options),
|
||||||
|
|||||||
@@ -93,7 +93,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
|
|||||||
"alt_leverage": int(getattr(app_module, "ALT_LEVERAGE", 5) or 5),
|
"alt_leverage": int(getattr(app_module, "ALT_LEVERAGE", 5) or 5),
|
||||||
"full_margin_buffer": float(getattr(app_module, "FULL_MARGIN_BUFFER_RATIO", 0.98) or 0.98),
|
"full_margin_buffer": float(getattr(app_module, "FULL_MARGIN_BUFFER_RATIO", 0.98) or 0.98),
|
||||||
"funds_decimals": int(getattr(app_module, "FUNDS_DECIMALS", 2) or 2),
|
"funds_decimals": int(getattr(app_module, "FUNDS_DECIMALS", 2) or 2),
|
||||||
"options_enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
|
"options_enabled": _env_bool("OKX_OPTIONS_ENABLED", True),
|
||||||
"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
|
"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
|
||||||
"chain_max_dte": float(os.getenv("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS") or os.getenv("OKX_OPTIONS_MAX_DTE_DAYS") or "14"),
|
"chain_max_dte": float(os.getenv("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS") or os.getenv("OKX_OPTIONS_MAX_DTE_DAYS") or "14"),
|
||||||
"perp_account_label": (os.getenv("OKX_ACCOUNT_LABEL") or "合约账户").strip(),
|
"perp_account_label": (os.getenv("OKX_ACCOUNT_LABEL") or "合约账户").strip(),
|
||||||
@@ -195,6 +195,15 @@ def _gates_dict(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
|
|||||||
# fail-closed:探测失败视为不可开仓
|
# fail-closed:探测失败视为不可开仓
|
||||||
active = 10**9
|
active = 10**9
|
||||||
has_standalone = True
|
has_standalone = True
|
||||||
|
sim_mode = False
|
||||||
|
try:
|
||||||
|
from lib.sim.mode_lib import is_sim_mode
|
||||||
|
|
||||||
|
get_db = cfg.get("get_db")
|
||||||
|
if callable(get_db):
|
||||||
|
sim_mode = bool(is_sim_mode(get_db))
|
||||||
|
except Exception:
|
||||||
|
sim_mode = False
|
||||||
return gate_status(
|
return gate_status(
|
||||||
hedge_enabled=_hedge_enabled(),
|
hedge_enabled=_hedge_enabled(),
|
||||||
sizing_mode=load_position_sizing_mode(),
|
sizing_mode=load_position_sizing_mode(),
|
||||||
@@ -208,6 +217,7 @@ def _gates_dict(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
|
|||||||
show_options_options=_show_options_options(),
|
show_options_options=_show_options_options(),
|
||||||
mutual_exclusive=mutual,
|
mutual_exclusive=mutual,
|
||||||
has_standalone_option=has_standalone,
|
has_standalone_option=has_standalone,
|
||||||
|
sim_mode=sim_mode,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -160,7 +160,7 @@ def build_instance_settings_view(
|
|||||||
}
|
}
|
||||||
)
|
)
|
||||||
|
|
||||||
if (exchange_key or "").strip().lower() == "okx" and _env_bool("OKX_OPTIONS_ENABLED", False):
|
if (exchange_key or "").strip().lower() == "okx" and _env_bool("OKX_OPTIONS_ENABLED", True):
|
||||||
api_key = (os.getenv("OKX_API_KEY") or "").strip()
|
api_key = (os.getenv("OKX_API_KEY") or "").strip()
|
||||||
sections.append(
|
sections.append(
|
||||||
{
|
{
|
||||||
@@ -194,7 +194,7 @@ def build_instance_settings_view(
|
|||||||
"data_export_version": int(data_export_version),
|
"data_export_version": int(data_export_version),
|
||||||
"show_transfer": (exchange_key or "").strip().lower() in ("gate", "binance", "okx"),
|
"show_transfer": (exchange_key or "").strip().lower() in ("gate", "binance", "okx"),
|
||||||
"options_settings_enabled": (exchange_key or "").strip().lower() == "okx"
|
"options_settings_enabled": (exchange_key or "").strip().lower() == "okx"
|
||||||
and _env_bool("OKX_OPTIONS_ENABLED", False),
|
and _env_bool("OKX_OPTIONS_ENABLED", True),
|
||||||
"auto_transfer_enabled": auto_transfer_on,
|
"auto_transfer_enabled": auto_transfer_on,
|
||||||
"auto_transfer_bj_hour": _env_int("AUTO_TRANSFER_BJ_HOUR", 8),
|
"auto_transfer_bj_hour": _env_int("AUTO_TRANSFER_BJ_HOUR", 8),
|
||||||
"auto_transfer_amount": _env_float("AUTO_TRANSFER_AMOUNT", 30),
|
"auto_transfer_amount": _env_float("AUTO_TRANSFER_AMOUNT", 30),
|
||||||
|
|||||||
@@ -54,7 +54,7 @@ def attach_options_templates(app: Flask, repo_root: str) -> None:
|
|||||||
|
|
||||||
|
|
||||||
def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None:
|
def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None:
|
||||||
enabled = _env_bool("OKX_OPTIONS_ENABLED", False)
|
enabled = _env_bool("OKX_OPTIONS_ENABLED", True)
|
||||||
attach_options_templates(app, repo_root)
|
attach_options_templates(app, repo_root)
|
||||||
cfg = _build_cfg(app_module)
|
cfg = _build_cfg(app_module)
|
||||||
app.extensions["options_cfg"] = cfg
|
app.extensions["options_cfg"] = cfg
|
||||||
@@ -95,7 +95,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
|
|||||||
)
|
)
|
||||||
|
|
||||||
return {
|
return {
|
||||||
"enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
|
"enabled": _env_bool("OKX_OPTIONS_ENABLED", True),
|
||||||
"get_db": app_module.get_db,
|
"get_db": app_module.get_db,
|
||||||
"login_required": app_module.login_required,
|
"login_required": app_module.login_required,
|
||||||
"exchange_options": getattr(app_module, "exchange_options", None),
|
"exchange_options": getattr(app_module, "exchange_options", None),
|
||||||
|
|||||||
@@ -74,6 +74,69 @@ def apply_sim_hooks(app_module: Any) -> None:
|
|||||||
app_module.get_available_trading_usdt = get_available_trading_usdt
|
app_module.get_available_trading_usdt = get_available_trading_usdt
|
||||||
app_module.get_live_position_contracts = get_live_position_contracts
|
app_module.get_live_position_contracts = get_live_position_contracts
|
||||||
|
|
||||||
|
_orig_place = getattr(app_module, "place_exchange_order", None)
|
||||||
|
_orig_close = getattr(app_module, "close_exchange_order", None)
|
||||||
|
if callable(_orig_place):
|
||||||
|
|
||||||
|
def place_exchange_order(
|
||||||
|
exchange_symbol,
|
||||||
|
direction,
|
||||||
|
amount,
|
||||||
|
leverage,
|
||||||
|
stop_loss=None,
|
||||||
|
take_profit=None,
|
||||||
|
):
|
||||||
|
if is_sim_mode(app_module.get_db):
|
||||||
|
ex = getattr(app_module, "exchange", None)
|
||||||
|
if ex is None:
|
||||||
|
raise RuntimeError("sim: 无公开行情 exchange")
|
||||||
|
ensure = getattr(app_module, "ensure_markets_loaded", None)
|
||||||
|
if callable(ensure):
|
||||||
|
try:
|
||||||
|
ensure()
|
||||||
|
except Exception:
|
||||||
|
pass
|
||||||
|
return broker().place_perp_market(
|
||||||
|
ex,
|
||||||
|
symbol=exchange_symbol,
|
||||||
|
direction=direction,
|
||||||
|
contracts=float(amount),
|
||||||
|
leverage=int(leverage or 1),
|
||||||
|
stop_loss=stop_loss,
|
||||||
|
take_profit=take_profit,
|
||||||
|
)
|
||||||
|
return _orig_place(
|
||||||
|
exchange_symbol,
|
||||||
|
direction,
|
||||||
|
amount,
|
||||||
|
leverage,
|
||||||
|
stop_loss=stop_loss,
|
||||||
|
take_profit=take_profit,
|
||||||
|
)
|
||||||
|
|
||||||
|
app_module.place_exchange_order = place_exchange_order
|
||||||
|
|
||||||
|
if callable(_orig_close):
|
||||||
|
|
||||||
|
def close_exchange_order(order_row):
|
||||||
|
if is_sim_mode(app_module.get_db):
|
||||||
|
ex = getattr(app_module, "exchange", None)
|
||||||
|
if ex is None:
|
||||||
|
raise RuntimeError("sim: 无公开行情 exchange")
|
||||||
|
row = order_row or {}
|
||||||
|
symbol = row.get("exchange_symbol") or row.get("symbol")
|
||||||
|
direction = row.get("direction")
|
||||||
|
contracts = float(row.get("order_amount") or 0)
|
||||||
|
return broker().close_perp_market(
|
||||||
|
ex,
|
||||||
|
symbol=str(symbol or ""),
|
||||||
|
direction=str(direction or ""),
|
||||||
|
contracts=contracts if contracts > 0 else None,
|
||||||
|
)
|
||||||
|
return _orig_close(order_row)
|
||||||
|
|
||||||
|
app_module.close_exchange_order = close_exchange_order
|
||||||
|
|
||||||
_orig_xfer = getattr(app_module, "execute_transfer_usdt", None)
|
_orig_xfer = getattr(app_module, "execute_transfer_usdt", None)
|
||||||
if callable(_orig_xfer):
|
if callable(_orig_xfer):
|
||||||
|
|
||||||
|
|||||||
@@ -64,6 +64,8 @@ def main() -> int:
|
|||||||
updates["OKX_OPTIONS_MARGIN_MODE"] = "coin"
|
updates["OKX_OPTIONS_MARGIN_MODE"] = "coin"
|
||||||
if not (env_get(lines, "EXCHANGE_DISPLAY_NAME") or "").strip():
|
if not (env_get(lines, "EXCHANGE_DISPLAY_NAME") or "").strip():
|
||||||
updates["EXCHANGE_DISPLAY_NAME"] = "CoinOX"
|
updates["EXCHANGE_DISPLAY_NAME"] = "CoinOX"
|
||||||
|
if not (env_get(lines, "OKX_OPTIONS_ENABLED") or "").strip():
|
||||||
|
updates["OKX_OPTIONS_ENABLED"] = "true"
|
||||||
live = (env_get(lines, "LIVE_TRADING_ENABLED") or "").strip().lower()
|
live = (env_get(lines, "LIVE_TRADING_ENABLED") or "").strip().lower()
|
||||||
if live in ("",):
|
if live in ("",):
|
||||||
updates["LIVE_TRADING_ENABLED"] = "false"
|
updates["LIVE_TRADING_ENABLED"] = "false"
|
||||||
|
|||||||
Reference in New Issue
Block a user