chore: add script to sync position sizing env across four exchanges

sync_four_exchange_position_sizing_env.py appends missing POSITION_SIZING_MODE and FULL_MARGIN_BUFFER_RATIO, optional --set-mode/--set-buffer; docs updated.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-04 08:30:44 +08:00
parent f7bac11694
commit 0456d5fa2c
3 changed files with 193 additions and 1 deletions
@@ -0,0 +1,178 @@
#!/usr/bin/env python3
"""
将计仓模式相关项写入四所实例 .env(已存在则保留原值,缺失则追加默认值)。
用法(仓库根目录):
python scripts/sync_four_exchange_position_sizing_env.py
python scripts/sync_four_exchange_position_sizing_env.py --dry-run
python scripts/sync_four_exchange_position_sizing_env.py --set-mode risk
python scripts/sync_four_exchange_position_sizing_env.py --set-mode full_margin
切换 POSITION_SIZING_MODE 须在交易所无持仓后执行,并 pm2 restart 对应实例。
不修改 API 密钥与其它自定义项;若 .env 不存在则跳过(请先从 .env.example 复制)。
"""
from __future__ import annotations
import argparse
import os
import re
REPO = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
INSTANCES = (
"crypto_monitor_binance",
"crypto_monitor_okx",
"crypto_monitor_gate",
"crypto_monitor_gate_bot",
)
COMMENT_POSITION_SIZING = (
"# 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)"
)
COMMENT_BUFFER = "# 使用可用资金时的缓冲比例(如0.98代表用98%"
DEFAULT_MODE = "risk"
DEFAULT_BUFFER = "0.98"
VALID_MODES = frozenset({"risk", "full_margin"})
def _parse_env(path: str) -> list[str]:
if not os.path.isfile(path):
return []
with open(path, "r", encoding="utf-8", errors="ignore") as f:
return f.read().replace("\r\n", "\n").replace("\r", "\n").splitlines()
def _env_get(lines: list[str], key: str) -> str | None:
pat = re.compile(r"^\s*" + re.escape(key) + r"\s*=\s*(.*)\s*$")
for line in lines:
m = pat.match(line)
if m:
return m.group(1).strip().strip('"').strip("'")
return None
def _upsert(lines: list[str], key: str, value: str) -> list[str]:
pat = re.compile(r"^\s*" + re.escape(key) + r"\s*=")
out = []
replaced = False
for line in lines:
if pat.match(line):
if not replaced:
out.append(f"{key}={value}")
replaced = True
continue
out.append(line)
if not replaced:
if out and out[-1].strip():
out.append("")
out.append(f"{key}={value}")
return out
def _insert_before(lines: list[str], anchor_key: str, insert: list[str]) -> list[str]:
pat = re.compile(r"^\s*" + re.escape(anchor_key) + r"\s*=")
for i, line in enumerate(lines):
if pat.match(line):
return lines[:i] + insert + lines[i:]
if lines and lines[-1].strip():
return lines + [""] + insert
return lines + insert
def _ensure_position_sizing(lines: list[str], *, force_mode: str | None) -> list[str]:
if force_mode is not None:
if COMMENT_POSITION_SIZING not in lines and not _env_get(lines, "POSITION_SIZING_MODE"):
lines = _insert_before(lines, "DAILY_START_CAPITAL", [COMMENT_POSITION_SIZING])
return _upsert(lines, "POSITION_SIZING_MODE", force_mode)
cur = _env_get(lines, "POSITION_SIZING_MODE")
if cur is not None:
norm = cur.strip().lower()
if norm in VALID_MODES and norm != cur:
return _upsert(lines, "POSITION_SIZING_MODE", norm)
if norm not in VALID_MODES:
return _upsert(lines, "POSITION_SIZING_MODE", DEFAULT_MODE)
return lines
block = [COMMENT_POSITION_SIZING, f"POSITION_SIZING_MODE={DEFAULT_MODE}"]
return _insert_before(lines, "DAILY_START_CAPITAL", block)
def _ensure_buffer_ratio(lines: list[str], *, force_buffer: str | None) -> list[str]:
if force_buffer is not None:
if COMMENT_BUFFER not in lines and _env_get(lines, "FULL_MARGIN_BUFFER_RATIO") is None:
lines = _insert_before(lines, "BALANCE_REFRESH_SECONDS", [COMMENT_BUFFER])
return _upsert(lines, "FULL_MARGIN_BUFFER_RATIO", force_buffer)
if _env_get(lines, "FULL_MARGIN_BUFFER_RATIO") is not None:
return lines
block = [COMMENT_BUFFER, f"FULL_MARGIN_BUFFER_RATIO={DEFAULT_BUFFER}"]
return _insert_before(lines, "BALANCE_REFRESH_SECONDS", block)
def sync_one(
dir_name: str,
dry_run: bool,
*,
set_mode: str | None,
set_buffer: str | None,
) -> str:
env_path = os.path.join(REPO, dir_name, ".env")
if not os.path.isfile(env_path):
return f"SKIP {dir_name}: 无 .env(请 cp .env.example .env"
old_lines = _parse_env(env_path)
new_lines = _ensure_buffer_ratio(
_ensure_position_sizing(list(old_lines), force_mode=set_mode),
force_buffer=set_buffer,
)
mode = _env_get(new_lines, "POSITION_SIZING_MODE") or DEFAULT_MODE
buf = _env_get(new_lines, "FULL_MARGIN_BUFFER_RATIO") or DEFAULT_BUFFER
if new_lines == old_lines:
return f"OK {dir_name}: POSITION_SIZING_MODE={mode} FULL_MARGIN_BUFFER_RATIO={buf}"
if dry_run:
return (
f"DRY {dir_name}: 将写入 POSITION_SIZING_MODE={mode} "
f"FULL_MARGIN_BUFFER_RATIO={buf}"
)
with open(env_path, "w", encoding="utf-8", newline="\n") as f:
f.write("\n".join(new_lines))
if new_lines and new_lines[-1].strip():
f.write("\n")
return f"DONE {dir_name}: POSITION_SIZING_MODE={mode} FULL_MARGIN_BUFFER_RATIO={buf}"
def main():
ap = argparse.ArgumentParser(description="四所 .env 计仓模式项同步")
ap.add_argument("--dry-run", action="store_true", help="仅打印将做的变更")
ap.add_argument(
"--set-mode",
choices=sorted(VALID_MODES),
metavar="MODE",
help="强制四所 POSITION_SIZING_MODE(须无仓后重启)",
)
ap.add_argument(
"--set-buffer",
metavar="RATIO",
help=f"强制四所 FULL_MARGIN_BUFFER_RATIO(缺省追加为 {DEFAULT_BUFFER}",
)
args = ap.parse_args()
if args.set_mode:
print(
f"注意:将 POSITION_SIZING_MODE 设为 {args.set_mode}"
"请确认交易所无持仓后再 restart。"
)
for name in INSTANCES:
print(
sync_one(
name,
args.dry_run,
set_mode=args.set_mode,
set_buffer=args.set_buffer,
)
)
if __name__ == "__main__":
main()