增加策略交易

README.md

@@ -29,6 +29,7 @@ cd crypto_monitor
 | `crypto_monitor_gate_bot/` | Gate.io 永续（机器人；含趋势回调等） | [部署文档.md](./crypto_monitor_gate_bot/部署文档.md) · [趋势回调策略说明.md](./crypto_monitor_gate_bot/趋势回调策略说明.md) |
 | `crypto_monitor_okx/` | OKX 永续 | [部署文档.md](./crypto_monitor_okx/部署文档.md) |
 | `manual_trading_hub/` | 多账户中控（监控 + 紧急全平 + 登录；**不在中控网页下单**） | [README.md](./manual_trading_hub/README.md) · [使用说明.md](./manual_trading_hub/使用说明.md) · [部署文档.md](./manual_trading_hub/部署文档.md) · [常见问题.md](./manual_trading_hub/常见问题.md) |
+| 根目录 `strategy_*.py` | **策略交易**（趋势回调 + 顺势加仓共用逻辑） | [策略交易说明.md](./策略交易说明.md) |
 
 前四列为四个 **`crypto_monitor_*`** 交易/监控应用；`manual_trading_hub` 与四者 **进程独立**，无需改四者代码即可并行使用。
 

crypto_monitor_binance/app.py

@@ -1453,11 +1453,20 @@ def init_db():
             close_reason TEXT, closed_at TEXT)"""
     )
 
+    from strategy_db import init_strategy_tables
+
+    init_strategy_tables(conn)
     conn.commit()
     conn.close()
 
 init_db()
 
+from strategy_config import build_strategy_config
+from strategy_register import attach_strategy_templates, register_strategy_trading
+
+attach_strategy_templates(app, _REPO_ROOT)
+register_strategy_trading(app, build_strategy_config(sys.modules[__name__]))
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row

crypto_monitor_binance/templates/index.html

@@ -218,6 +218,8 @@
     <div class="top-nav">
         <a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}">关键位监控</a>
         <a href="/trade" class="{% if page == 'trade' %}active{% endif %}">实盘下单</a>
+        <a href="/strategy/trend" class="{% if page == 'strategy_trend' %}active{% endif %}">策略·趋势回调</a>
+        <a href="/strategy/roll" class="{% if page == 'strategy_roll' %}active{% endif %}">策略·顺势加仓</a>
         <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
     </div>

crypto_monitor_gate/app.py

@@ -1451,11 +1451,20 @@ def init_db():
             close_reason TEXT, closed_at TEXT)"""
     )
 
+    from strategy_db import init_strategy_tables
+
+    init_strategy_tables(conn)
     conn.commit()
     conn.close()
 
 init_db()
 
+from strategy_config import build_strategy_config
+from strategy_register import attach_strategy_templates, register_strategy_trading
+
+attach_strategy_templates(app, _REPO_ROOT)
+register_strategy_trading(app, build_strategy_config(sys.modules[__name__]))
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row

crypto_monitor_gate/templates/index.html

@@ -218,6 +218,8 @@
     <div class="top-nav">
         <a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}">关键位监控</a>
         <a href="/trade" class="{% if page == 'trade' %}active{% endif %}">实盘下单</a>
+        <a href="/strategy/trend" class="{% if page == 'strategy_trend' %}active{% endif %}">策略·趋势回调</a>
+        <a href="/strategy/roll" class="{% if page == 'strategy_roll' %}active{% endif %}">策略·顺势加仓</a>
         <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
     </div>

crypto_monitor_gate_bot/app.py

@@ -1511,6 +1511,9 @@ def init_db():
         except Exception:
             pass
 
+    from strategy_db import init_strategy_tables
+
+    init_strategy_tables(conn)
     conn.commit()
     conn.close()
 
@@ -2839,12 +2842,11 @@ def parse_and_compute_trend_pullback_plan(form_dict):
         return None, "杠杆格式错误"
     if leverage <= 0 or risk_percent <= 0:
         return None, "杠杆与风险比例必须大于0"
-    if direction == "long":
-        if not (stop_loss < add_upper):
-            return None, "做多：止损价须低于补仓上沿"
-    else:
-        if not (stop_loss > add_upper):
-            return None, "做空：止损价须高于补仓下沿"
+    from strategy_trend_lib import validate_trend_bounds
+
+    bound_err = validate_trend_bounds(direction, stop_loss, add_upper)
+    if bound_err:
+        return None, bound_err
     snap = get_available_trading_usdt()
     if snap is None or snap <= 0:
         return None, "无法读取合约账户 USDT 可用余额，请检查 API 与账户类型"
@@ -2873,10 +2875,21 @@ def parse_and_compute_trend_pullback_plan(form_dict):
     )
     if remainder_total is None:
         remainder_total = 0.0
-    n_legs, leg_json, per_ref = _trend_build_leg_amounts_json(exchange_symbol, remainder_total, TREND_PULLBACK_DCA_LEGS)
+    from strategy_trend_lib import build_grid_prices, build_leg_amounts_json
+
+    ensure_markets_loaded()
+    market = exchange.market(exchange_symbol)
+    min_amt = float((market.get("limits", {}).get("amount", {}) or {}).get("min") or 0)
+    n_legs, leg_json, per_ref = build_leg_amounts_json(
+        exchange_symbol,
+        remainder_total,
+        TREND_PULLBACK_DCA_LEGS,
+        _safe_amount_to_precision,
+        min_amt,
+    )
     if n_legs <= 0:
         return None, "剩余计划张数不足以拆出补仓档（低于交易所最小张数），请提高风险比例、放宽止损与补仓区间间距，或减少补仓档数"
-    grid = _trend_build_grid_prices(direction, stop_loss, add_upper, n_legs)
+    grid = build_grid_prices(direction, stop_loss, add_upper, n_legs)
     if len(grid) != n_legs:
         return None, "补仓网格生成失败"
     opened_at = app_now_str()
@@ -5278,7 +5291,7 @@ def render_main_page(page="trade"):
     preview_expires_ms = None
     trend_preview_expired = False
     trend_preview_id_arg = ""
-    if page == "trade":
+    if page == "strategy_trend":
         _trend_cleanup_stale_previews(conn)
         trend_preview_id_arg = (request.args.get("preview_id") or "").strip()
         if trend_preview_id_arg:
@@ -6182,17 +6195,17 @@ def preview_trend_pullback():
     if not okp:
         conn.close()
         flash(reasonp)
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     ok_live, reason_live = ensure_exchange_live_ready()
     if not ok_live:
         conn.close()
         flash(reason_live)
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     payload, err = parse_and_compute_trend_pullback_plan(request.form)
     if err:
         conn.close()
         flash(err)
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     pid = str(uuid.uuid4())
     exp_ms = int(time.time() * 1000) + int(TREND_PULLBACK_PREVIEW_TTL_SECONDS) * 1000
     created = app_now_str()
@@ -6231,7 +6244,7 @@ def preview_trend_pullback():
     conn.commit()
     conn.close()
     flash(f"预览已生成，有效期 {TREND_PULLBACK_PREVIEW_TTL_SECONDS} 秒，请核对后点击「确认执行」。")
-    return redirect(url_for("trade_page", preview_id=pid))
+    return redirect(url_for("strategy_trend_page", preview_id=pid))
 
 
 @app.route("/execute_trend_pullback", methods=["POST"])
@@ -6240,7 +6253,7 @@ def execute_trend_pullback():
     pid = (request.form.get("preview_id") or "").strip()
     if not pid:
         flash("缺少预览 ID")
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     conn = get_db()
     _trend_cleanup_stale_previews(conn)
     pr = conn.execute("SELECT * FROM trend_pullback_previews WHERE id=?", (pid,)).fetchone()
@@ -6248,30 +6261,30 @@ def execute_trend_pullback():
     if not pr or int(pr["expires_at_ms"] or 0) < now_ms:
         conn.close()
         flash("预览已过期或不存在，请重新生成预览")
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     okp, reasonp = precheck_trend_pullback_start(conn)
     if not okp:
         conn.close()
         flash(reasonp)
-        return redirect(url_for("trade_page", preview_id=pid))
+        return redirect(url_for("strategy_trend_page", preview_id=pid))
     ok_live, reason_live = ensure_exchange_live_ready()
     if not ok_live:
         conn.close()
         flash(reason_live)
-        return redirect(url_for("trade_page", preview_id=pid))
+        return redirect(url_for("strategy_trend_page", preview_id=pid))
     snap_prev = float(pr["snapshot_available_usdt"] or 0)
     snap_now = get_available_trading_usdt()
     if snap_now is None or snap_now <= 0:
         conn.close()
         flash("无法读取当前合约可用余额，请稍后重试")
-        return redirect(url_for("trade_page", preview_id=pid))
+        return redirect(url_for("strategy_trend_page", preview_id=pid))
     drift_pct = abs(float(snap_now) - snap_prev) / max(snap_prev, 1e-9) * 100.0
     if drift_pct > float(TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT):
         conn.close()
         flash(
             f"当前可用余额与预览快照偏差 {drift_pct:.2f}%，超过允许 {TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT}% ，请重新生成预览"
         )
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     symbol = pr["symbol"]
     exchange_symbol = pr["exchange_symbol"]
     direction = pr["direction"] or "long"
@@ -6293,7 +6306,7 @@ def execute_trend_pullback():
     if live_price is None:
         conn.close()
         flash("获取实时价格失败")
-        return redirect(url_for("trade_page", preview_id=pid))
+        return redirect(url_for("strategy_trend_page", preview_id=pid))
     try:
         o1 = place_exchange_order(exchange_symbol, direction, first_amt, leverage, stop_loss=None, take_profit=None)
         fill1 = resolve_order_entry_price(o1, exchange_symbol, live_price)
@@ -6301,7 +6314,7 @@ def execute_trend_pullback():
     except Exception as e:
         conn.close()
         flash(friendly_exchange_error(e, available_usdt=snap_now))
-        return redirect(url_for("trade_page", preview_id=pid))
+        return redirect(url_for("strategy_trend_page", preview_id=pid))
     now = app_now()
     trading_day = get_trading_day(now)
     opened_at = app_now_str()
@@ -6356,7 +6369,7 @@ def execute_trend_pullback():
         f"趋势回调已执行：可用余额（执行时）{round(snap, 2)}U；计划保证金约 {round(margin_plan, 2)}U；"
         f"总张数约 {target_amt}，首仓 {first_amt}，补仓 {n_legs} 档；已挂交易所止损，止盈由程序监控。"
     )
-    return redirect(url_for("trade_page"))
+    return redirect(url_for("strategy_trend_page"))
 
 
 @app.route("/cancel_trend_pullback_preview", methods=["POST"])
@@ -6373,7 +6386,7 @@ def cancel_trend_pullback_preview():
         conn.commit()
     conn.close()
     flash("已取消预览")
-    return redirect(url_for("trade_page"))
+    return redirect(url_for("strategy_trend_page"))
 
 
 @app.route("/trend_pullback_breakeven/<int:pid>", methods=["POST"])
@@ -6388,7 +6401,7 @@ def trend_pullback_breakeven(pid):
                 raise ValueError
         except ValueError:
             flash("保本偏移% 格式无效")
-            return redirect(url_for("trade_page"))
+            return redirect(url_for("strategy_trend_page"))
     conn = get_db()
     row = conn.execute(
         "SELECT * FROM trend_pullback_plans WHERE id=? AND status='active'", (pid,)
@@ -6396,7 +6409,7 @@ def trend_pullback_breakeven(pid):
     if not row:
         conn.close()
         flash("未找到运行中的趋势回调计划")
-        return redirect(url_for("trade_page"))
+        return redirect(url_for("strategy_trend_page"))
     ok, err = apply_trend_pullback_manual_breakeven(conn, row, offset_pct=offset_pct)
     conn.commit()
     conn.close()
@@ -6404,7 +6417,7 @@ def trend_pullback_breakeven(pid):
         flash("已手动保本：交易所止损已按均价+偏移更新")
     else:
         flash(err or "手动保本失败")
-    return redirect(url_for("trade_page"))
+    return redirect(url_for("strategy_trend_page"))
 
 
 @app.route("/stop_trend_pullback/<int:pid>")
@@ -7358,6 +7371,19 @@ except Exception as _hub_err:
     print(f"[hub_bridge] gate_bot: {_hub_err}")
 
 
+def strategy_trend_page():
+    return render_main_page("strategy_trend")
+
+
+from strategy_config import build_strategy_config
+from strategy_register import attach_strategy_templates, register_strategy_trading
+
+attach_strategy_templates(app, _REPO_ROOT)
+_strategy_cfg = build_strategy_config(sys.modules[__name__], trend_enabled=True)
+_strategy_cfg["render_trend_page"] = login_required(strategy_trend_page)
+register_strategy_trading(app, _strategy_cfg)
+
+
 # 启动
 if __name__ == "__main__":
     threading.Thread(target=background_task, daemon=True).start()

crypto_monitor_gate_bot/templates/index.html

@@ -205,6 +205,8 @@
     </div>
     <div class="top-nav">
         <a href="/trade" class="{% if page == 'trade' %}active{% endif %}">交易执行</a>
+        <a href="/strategy/trend" class="{% if page == 'strategy_trend' %}active{% endif %}">策略·趋势回调</a>
+        <a href="/strategy/roll" class="{% if page == 'strategy_roll' %}active{% endif %}">策略·顺势加仓</a>
         <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
     </div>
@@ -367,7 +369,9 @@
                 </div>
             </div>
         </div>
-
+        </div>
+        </div>
+        {% elif page == 'strategy_trend' %}
         <div class="card trend-card">
             <h2 style="margin-bottom:8px">趋势回调策略</h2>
             <div class="rule-tip">
@@ -549,8 +553,6 @@
             </div>
             </div>
         </div>
-        </div>
-        </div>
         {% endif %}
 
         {% if page == 'records' %}

crypto_monitor_okx/app.py

@@ -1318,11 +1318,20 @@ def init_db():
             close_reason TEXT, closed_at TEXT)"""
     )
 
+    from strategy_db import init_strategy_tables
+
+    init_strategy_tables(conn)
     conn.commit()
     conn.close()
 
 init_db()
 
+from strategy_config import build_strategy_config
+from strategy_register import attach_strategy_templates, register_strategy_trading
+
+attach_strategy_templates(app, _REPO_ROOT)
+register_strategy_trading(app, build_strategy_config(sys.modules[__name__]))
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row

crypto_monitor_okx/templates/index.html

@@ -154,6 +154,8 @@
     <div class="header"><h1>加密货币｜交易监控 + AI复盘一体化</h1></div>
     <div class="top-nav">
         <a href="/trade" class="{% if page == 'trade' %}active{% endif %}">交易执行</a>
+        <a href="/strategy/trend" class="{% if page == 'strategy_trend' %}active{% endif %}">策略·趋势回调</a>
+        <a href="/strategy/roll" class="{% if page == 'strategy_roll' %}active{% endif %}">策略·顺势加仓</a>
         <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
     </div>

strategy_config.py

@@ -0,0 +1,114 @@
+"""各交易所 app 模块 → strategy_register 配置（统一工厂）。"""
+from __future__ import annotations
+
+from typing import Any
+
+
+def build_strategy_config(app_module: Any, *, trend_enabled: bool = False, trend_disabled_note: str = "") -> dict:
+    m = app_module
+
+    def get_trading_capital_usdt(conn):
+        if hasattr(m, "get_exchange_capitals"):
+            _, tc = m.get_exchange_capitals(force=True)
+            if tc is not None:
+                return float(tc)
+        if hasattr(m, "get_available_trading_usdt"):
+            snap = m.get_available_trading_usdt()
+            if snap is not None:
+                return float(snap)
+        day = m.get_trading_day(m.app_now())
+        row = m.ensure_session(conn, day)
+        return float(row["current_capital"])
+
+    def get_position(ex_sym, direction):
+        qty = m.get_live_position_contracts(ex_sym, direction)
+        entry = None
+        try:
+            rows = m.exchange.fetch_positions([ex_sym])
+            for p in rows or []:
+                matcher = getattr(m, "_row_matches_monitor_direction", None)
+                if matcher and not matcher(direction, p):
+                    continue
+                contracts = getattr(m, "_position_row_effective_contracts", lambda x: abs(float(x.get("contracts") or 0)))(p)
+                if contracts <= 0:
+                    continue
+                coerce = getattr(m, "_coerce_float", None)
+                if coerce:
+                    entry = coerce(
+                        p.get("entryPrice"),
+                        p.get("average"),
+                        (p.get("info") or {}).get("entryPrice"),
+                    )
+                if entry:
+                    break
+        except Exception:
+            pass
+        return {"contracts": float(qty or 0), "entry_price": entry}
+
+    def amount_to_precision(ex_sym, amount):
+        try:
+            return float(m.exchange.amount_to_precision(ex_sym, float(amount)))
+        except Exception:
+            return None
+
+    def price_to_precision(ex_sym, price):
+        try:
+            return float(m.exchange.price_to_precision(ex_sym, float(price)))
+        except Exception:
+            return None
+
+    def market_add(ex_sym, direction, amount, leverage):
+        return m.place_exchange_order(ex_sym, direction, amount, leverage, stop_loss=None, take_profit=None)
+
+    def limit_add(ex_sym, direction, amount, price, leverage):
+        m.exchange.set_leverage(int(leverage), ex_sym)
+        side = "buy" if direction == "long" else "sell"
+        params = {}
+        if hasattr(m, "build_gate_order_params"):
+            params = m.build_gate_order_params(direction, reduce_only=False)
+        return m.exchange.create_order(ex_sym, "limit", side, float(amount), float(price), params or None)
+
+    def replace_tpsl(ex_sym, direction, sl, tp, order_row):
+        row = order_row or {"symbol": ex_sym, "exchange_symbol": ex_sym, "direction": direction}
+        m.replace_active_monitor_tpsl_on_exchange(row, sl, tp)
+
+    def count_trends(conn):
+        try:
+            return int(
+                conn.execute(
+                    "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
+                ).fetchone()[0]
+            )
+        except Exception:
+            return 0
+
+    note = trend_disabled_note or (
+        "趋势回调（自动补仓）请在 Gate 趋势机器人实例使用：/strategy/trend"
+    )
+    return {
+        "exchange_display": getattr(m, "EXCHANGE_DISPLAY_NAME", ""),
+        "trend_enabled": trend_enabled,
+        "trend_disabled_note": note,
+        "login_required": m.login_required,
+        "get_db": m.get_db,
+        "normalize_symbol_input": m.normalize_symbol_input,
+        "normalize_exchange_symbol": m.normalize_exchange_symbol,
+        "get_price": m.get_price,
+        "get_trading_capital_usdt": get_trading_capital_usdt,
+        "get_position": get_position,
+        "amount_to_precision": amount_to_precision,
+        "price_to_precision": price_to_precision,
+        "market_add": market_add,
+        "limit_add": limit_add,
+        "replace_tpsl": replace_tpsl,
+        "ensure_live_ready": m.ensure_exchange_live_ready,
+        "default_risk_percent": float(getattr(m, "RISK_PERCENT", 2)),
+        "default_leverage": m.infer_leverage,
+        "friendly_error": lambda e: m.friendly_exchange_error(e, available_usdt=m.get_available_trading_usdt())
+        if "friendly_exchange_error" in dir(m)
+        else str(e),
+        "app_now_str": m.app_now_str,
+        "resolve_fill_price": m.resolve_order_entry_price,
+        "price_fmt": m.format_price_for_symbol,
+        "count_active_trend_plans": count_trends if trend_enabled else count_trends,
+    }

strategy_db.py

@@ -0,0 +1,43 @@
+"""策略交易相关表结构（各所 crypto.db 共用 schema）。"""
+
+ROLL_GROUPS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_groups (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    order_monitor_id INTEGER,
+    symbol TEXT NOT NULL,
+    exchange_symbol TEXT,
+    direction TEXT NOT NULL,
+    initial_take_profit REAL,
+    initial_stop_loss REAL,
+    current_stop_loss REAL,
+    risk_percent REAL DEFAULT 2,
+    leg_count INTEGER DEFAULT 0,
+    status TEXT DEFAULT 'active',
+    created_at TEXT,
+    updated_at TEXT
+)
+"""
+
+ROLL_LEGS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_legs (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    roll_group_id INTEGER NOT NULL,
+    leg_index INTEGER NOT NULL,
+    add_mode TEXT NOT NULL,
+    fib_upper REAL,
+    fib_lower REAL,
+    limit_price REAL,
+    fill_price REAL,
+    amount REAL,
+    new_stop_loss REAL,
+    exchange_order_id TEXT,
+    status TEXT DEFAULT 'filled',
+    created_at TEXT,
+    FOREIGN KEY (roll_group_id) REFERENCES roll_groups(id)
+)
+"""
+
+
+def init_strategy_tables(conn) -> None:
+    conn.execute(ROLL_GROUPS_SQL)
+    conn.execute(ROLL_LEGS_SQL)

strategy_exchange_base.py

@@ -0,0 +1,48 @@
+"""交易所策略适配器接口（各所 app 注入 ccxt 实现）。"""
+from __future__ import annotations
+
+from typing import Any, Optional, Protocol
+
+
+class StrategyExchangeAdapter(Protocol):
+    exchange_key: str
+
+    def normalize_symbol(self, raw: str) -> str: ...
+
+    def normalize_exchange_symbol(self, symbol: str) -> str: ...
+
+    def get_mark_price(self, symbol: str) -> Optional[float]: ...
+
+    def get_position(self, exchange_symbol: str, direction: str) -> dict[str, Any]:
+        """返回 {contracts, entry_price, leverage?}。"""
+        ...
+
+    def amount_to_precision(self, exchange_symbol: str, amount: float) -> Optional[float]: ...
+
+    def price_to_precision(self, exchange_symbol: str, price: float) -> Optional[float]: ...
+
+    def market_add(
+        self, exchange_symbol: str, direction: str, amount: float, leverage: int
+    ) -> dict[str, Any]: ...
+
+    def limit_add(
+        self,
+        exchange_symbol: str,
+        direction: str,
+        amount: float,
+        price: float,
+        leverage: int,
+    ) -> dict[str, Any]: ...
+
+    def cancel_order(self, exchange_symbol: str, order_id: str) -> None: ...
+
+    def replace_position_tpsl(
+        self,
+        exchange_symbol: str,
+        direction: str,
+        stop_loss: float,
+        take_profit: float,
+        order_monitor_row: Any = None,
+    ) -> None: ...
+
+    def ensure_live_ready(self) -> tuple[bool, str]: ...

strategy_exchange_binance.py

@@ -0,0 +1,4 @@
+"""Binance USDT-M 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
+from strategy_exchange_base import StrategyExchangeAdapter
+
+__all__ = ["StrategyExchangeAdapter"]

strategy_exchange_gate.py

@@ -0,0 +1,9 @@
+"""
+Gate.io USDT 永续 — 策略交易交易所侧能力。
+
+实现方式：各 Gate 实例 app 通过 strategy_config.build_strategy_config(app_module) 注入
+ccxt 下单、精度、换 TP/SL；本文件为文档与类型锚点，避免在四个 app 重复实现滚仓公式。
+"""
+from strategy_exchange_base import StrategyExchangeAdapter
+
+__all__ = ["StrategyExchangeAdapter"]

strategy_exchange_okx.py

@@ -0,0 +1,4 @@
+"""OKX 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
+from strategy_exchange_base import StrategyExchangeAdapter
+
+__all__ = ["StrategyExchangeAdapter"]

strategy_register.py

@@ -0,0 +1,358 @@
+"""策略交易：Flask 路由注册（顺势加仓 + 趋势回调页）。逻辑在 strategy_*_lib。"""
+from __future__ import annotations
+
+import os
+from functools import wraps
+from typing import Any, Callable, Optional
+
+from flask import Flask, flash, jsonify, redirect, render_template, request, url_for
+from jinja2 import ChoiceLoader, FileSystemLoader
+
+from strategy_db import init_strategy_tables
+from strategy_roll_lib import preview_roll
+
+
+def attach_strategy_templates(app: Flask, repo_root: str) -> None:
+    strat_dir = os.path.join(repo_root, "strategy_templates")
+    if not os.path.isdir(strat_dir):
+        return
+    existing = app.jinja_loader
+    loaders = [FileSystemLoader(strat_dir)]
+    if existing is not None:
+        if isinstance(existing, ChoiceLoader):
+            loaders = list(existing.loaders) + loaders
+        else:
+            loaders.insert(0, existing)
+    app.jinja_loader = ChoiceLoader(loaders)
+
+
+def register_strategy_trading(app: Flask, cfg: dict[str, Any]) -> None:
+    """cfg 由各市面 app 注入回调（仅 API / DB 差异）。"""
+
+    login_required = cfg["login_required"]
+    get_db = cfg["get_db"]
+    trend_enabled = bool(cfg.get("trend_enabled"))
+    render_trend_page = cfg.get("render_trend_page")
+
+    def _lr(f):
+        return login_required(f)
+
+    if trend_enabled and callable(render_trend_page):
+        app.add_url_rule(
+            "/strategy/trend",
+            endpoint="strategy_trend_page",
+            view_func=_lr(render_trend_page),
+        )
+    else:
+
+        @_lr
+        @app.route("/strategy/trend")
+        def strategy_trend_disabled_page():
+            return render_template(
+                "strategy_trend_disabled.html",
+                exchange_display=cfg.get("exchange_display", ""),
+                trend_note=cfg.get(
+                    "trend_disabled_note",
+                    "趋势回调（自动补仓）当前仅在 Gate 趋势机器人实例中启用。",
+                ),
+            )
+
+    @_lr
+    @app.route("/strategy/roll")
+    def strategy_roll_page():
+        conn = get_db()
+        init_strategy_tables(conn)
+        monitors = []
+        for row in conn.execute(
+            "SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
+        ).fetchall():
+            monitors.append(_row_to_dict(row))
+        roll_groups = []
+        for row in conn.execute(
+            "SELECT * FROM roll_groups WHERE status='active' ORDER BY id DESC"
+        ).fetchall():
+            roll_groups.append(_row_to_dict(row))
+        legs = []
+        for row in conn.execute(
+            "SELECT * FROM roll_legs ORDER BY id DESC LIMIT 50"
+        ).fetchall():
+            legs.append(_row_to_dict(row))
+        trend_n = _count_active_trends(conn, cfg)
+        conn.close()
+        return render_template(
+            "strategy_roll.html",
+            page="strategy_roll",
+            exchange_display=cfg.get("exchange_display", ""),
+            monitors=monitors,
+            roll_groups=roll_groups,
+            roll_legs=legs,
+            trend_active=trend_n,
+            default_risk_percent=cfg.get("default_risk_percent", 2),
+            price_fmt=cfg.get("price_fmt"),
+        )
+
+    @_lr
+    @app.route("/strategy/roll/preview", methods=["POST"])
+    def strategy_roll_preview():
+        data = request.get_json(silent=True) or request.form
+        err = _roll_preview_response(cfg, data, json_mode=request.is_json)
+        if request.is_json:
+            return jsonify(err)
+        if err.get("ok"):
+            flash(
+                f"预览：加仓约 {err['preview'].get('add_amount_display', '-')} 张，"
+                f"合并均价 {err['preview'].get('avg_entry_after', '-')}，"
+                f"触及新止损亏损约 {err['preview'].get('loss_at_sl_usdt', '-')}U"
+            )
+        else:
+            flash(err.get("msg") or "预览失败")
+        return redirect(url_for("strategy_roll_page"))
+
+    @_lr
+    @app.route("/strategy/roll/execute", methods=["POST"])
+    def strategy_roll_execute():
+        data = request.form
+        ok, msg = _roll_execute(cfg, data)
+        flash(msg)
+        return redirect(url_for("strategy_roll_page"))
+
+    # 趋势回调：仍由各市面 app 注册原有路由；导航指向 /strategy/trend
+
+
+def _row_to_dict(row) -> dict:
+    if row is None:
+        return {}
+    try:
+        return dict(row)
+    except Exception:
+        return {}
+
+
+def _count_active_trends(conn, cfg: dict) -> int:
+    fn = cfg.get("count_active_trend_plans")
+    if callable(fn):
+        return int(fn(conn) or 0)
+    try:
+        return int(
+            conn.execute(
+                "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
+            ).fetchone()[0]
+        )
+    except Exception:
+        return 0
+
+
+def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> dict:
+    symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
+    if not symbol:
+        return {"ok": False, "msg": "请选择或填写币种"}
+    direction = (data.get("direction") or "long").strip().lower()
+    ex_sym = cfg["normalize_exchange_symbol"](symbol)
+    conn = get_db()
+    init_strategy_tables(conn)
+    if _count_active_trends(conn, cfg) > 0:
+        conn.close()
+        return {"ok": False, "msg": "存在运行中的趋势回调计划，请先结束后再滚仓"}
+    mon = _get_active_monitor(conn, cfg, symbol, direction)
+    if not mon:
+        conn.close()
+        return {"ok": False, "msg": "未找到该币种同向的下单监控持仓，请先在「实盘下单」开仓"}
+    rg, legs_done = _get_or_create_roll_group_meta(conn, mon)
+    conn.close()
+    pos = cfg["get_position"](ex_sym, direction)
+    qty = float(pos.get("contracts") or 0)
+    if qty <= 0:
+        return {"ok": False, "msg": "交易所无该方向持仓，无法滚仓"}
+    entry = float(pos.get("entry_price") or mon.get("trigger_price") or 0)
+    if entry <= 0:
+        return {"ok": False, "msg": "无法获取持仓均价"}
+    tp0 = float(mon.get("take_profit") or rg.get("initial_take_profit") or 0)
+    add_mode = (data.get("add_mode") or "market").strip().lower()
+    try:
+        new_sl = float(data.get("new_stop_loss") or data.get("sl"))
+        risk_pct = float(data.get("risk_percent") or cfg.get("default_risk_percent", 2))
+    except (TypeError, ValueError):
+        return {"ok": False, "msg": "止损或风险%格式错误"}
+    conn_cap = get_db()
+    try:
+        capital = float(cfg["get_trading_capital_usdt"](conn_cap))
+    finally:
+        conn_cap.close()
+    live = cfg["get_price"](symbol)
+    fib_u = fib_l = None
+    try:
+        if data.get("fib_upper") not in (None, ""):
+            fib_u = float(data.get("fib_upper"))
+        if data.get("fib_lower") not in (None, ""):
+            fib_l = float(data.get("fib_lower"))
+    except (TypeError, ValueError):
+        return {"ok": False, "msg": "斐波上沿/下沿格式错误"}
+    preview, err = preview_roll(
+        direction=direction,
+        symbol=symbol,
+        qty_existing=qty,
+        entry_existing=entry,
+        initial_take_profit=tp0,
+        add_mode=add_mode,
+        new_stop_loss=new_sl,
+        risk_percent=risk_pct,
+        capital_base_usdt=capital,
+        add_price=float(live) if live else None,
+        fib_upper=fib_u,
+        fib_lower=fib_l,
+        legs_done=legs_done,
+    )
+    if err:
+        return {"ok": False, "msg": err}
+    amt_raw = float(preview["add_amount_raw"])
+    amt_p = cfg["amount_to_precision"](ex_sym, amt_raw)
+    preview["add_amount_display"] = amt_p if amt_p is not None else amt_raw
+    price_fmt = cfg.get("price_fmt")
+    if callable(price_fmt):
+        preview["add_price_display"] = price_fmt(symbol, preview["add_price"])
+        preview["new_sl_display"] = price_fmt(symbol, preview["new_stop_loss"])
+        preview["tp_display"] = price_fmt(symbol, preview["initial_take_profit"])
+    return {"ok": True, "preview": preview}
+
+
+def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
+    ok_live, reason = cfg["ensure_live_ready"]()
+    if not ok_live:
+        return False, reason or "实盘未就绪"
+    prev = _roll_preview_response(cfg, data)
+    if not prev.get("ok"):
+        return False, prev.get("msg") or "预览失败"
+    preview = prev["preview"]
+    symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
+    direction = preview["direction"]
+    ex_sym = cfg["normalize_exchange_symbol"](symbol)
+    add_mode = preview["add_mode"]
+    amount = cfg["amount_to_precision"](ex_sym, float(preview["add_amount_raw"]))
+    if amount is None or amount <= 0:
+        return False, "加仓张数低于交易所最小精度"
+    leverage = int(data.get("leverage") or 0) or int(cfg.get("default_leverage", lambda s: 5)(symbol))
+    conn = get_db()
+    init_strategy_tables(conn)
+    mon = _get_active_monitor(conn, cfg, symbol, direction)
+    if not mon:
+        conn.close()
+        return False, "监控单已不存在"
+    rg, legs_done = _get_or_create_roll_group_meta(conn, mon)
+    new_sl = float(preview["new_stop_loss"])
+    tp0 = float(preview["initial_take_profit"])
+    try:
+        if add_mode == "market":
+            order = cfg["market_add"](ex_sym, direction, amount, leverage)
+            fill = float(cfg.get("resolve_fill_price", lambda o, s, p: p)(order, ex_sym, preview["add_price"]) or preview["add_price"])
+            status = "filled"
+            oid = str(order.get("id") or "") if isinstance(order, dict) else ""
+        else:
+            price = cfg["price_to_precision"](ex_sym, float(preview["add_price"]))
+            order = cfg["limit_add"](ex_sym, direction, amount, price, leverage)
+            oid = str(order.get("id") or "") if isinstance(order, dict) else ""
+            conn.execute(
+                """INSERT INTO roll_legs (
+                    roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
+                    amount, new_stop_loss, exchange_order_id, status, created_at
+                ) VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
+                (
+                    rg["id"],
+                    legs_done + 1,
+                    preview["add_mode_label"],
+                    preview.get("fib_upper"),
+                    preview.get("fib_lower"),
+                    price,
+                    amount,
+                    new_sl,
+                    oid,
+                    "pending",
+                    cfg["app_now_str"](),
+                ),
+            )
+            conn.execute(
+                "UPDATE roll_groups SET leg_count=?, updated_at=? WHERE id=?",
+                (legs_done + 1, cfg["app_now_str"](), rg["id"]),
+            )
+            conn.commit()
+            conn.close()
+            return True, f"已挂限价加仓单 #{oid}，成交后请在页面点「同步持仓并更新止损」"
+        cfg["replace_tpsl"](ex_sym, direction, new_sl, tp0, mon)
+        conn.execute(
+            """INSERT INTO roll_legs (
+                roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
+                fill_price, amount, new_stop_loss, exchange_order_id, status, created_at
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
+            (
+                rg["id"],
+                legs_done + 1,
+                preview["add_mode_label"],
+                preview.get("fib_upper"),
+                preview.get("fib_lower"),
+                None,
+                fill,
+                amount,
+                new_sl,
+                oid,
+                "filled",
+                cfg["app_now_str"](),
+            ),
+        )
+        conn.execute(
+            "UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
+            (legs_done + 1, new_sl, cfg["app_now_str"](), rg["id"]),
+        )
+        conn.execute(
+            "UPDATE order_monitors SET stop_loss=? WHERE id=?",
+            (new_sl, mon["id"]),
+        )
+        conn.commit()
+        conn.close()
+        return True, f"滚仓第 {legs_done + 1} 腿已市价成交，交易所止损已更新，止盈仍为首仓 {tp0}"
+    except Exception as e:
+        conn.close()
+        fe = cfg.get("friendly_error")
+        return False, fe(e) if callable(fe) else str(e)
+
+
+def _get_active_monitor(conn, cfg: dict, symbol: str, direction: str) -> Optional[dict]:
+    row = conn.execute(
+        "SELECT * FROM order_monitors WHERE status='active' AND symbol=? AND direction=? ORDER BY id DESC LIMIT 1",
+        (symbol, direction),
+    ).fetchone()
+    return _row_to_dict(row) if row else None
+
+
+def _get_or_create_roll_group_meta(conn, mon: dict) -> tuple[dict, int]:
+    row = conn.execute(
+        "SELECT * FROM roll_groups WHERE order_monitor_id=? AND status='active' ORDER BY id DESC LIMIT 1",
+        (mon["id"],),
+    ).fetchone()
+    if row:
+        d = _row_to_dict(row)
+        return d, int(d.get("leg_count") or 0)
+    now = mon.get("created_at") or ""
+    cur = conn.execute(
+        """INSERT INTO roll_groups (
+            order_monitor_id, symbol, exchange_symbol, direction,
+            initial_take_profit, initial_stop_loss, current_stop_loss,
+            risk_percent, leg_count, status, created_at, updated_at
+        ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
+        (
+            mon["id"],
+            mon["symbol"],
+            mon.get("exchange_symbol"),
+            mon["direction"],
+            mon.get("take_profit"),
+            mon.get("stop_loss"),
+            mon.get("stop_loss"),
+            mon.get("risk_percent") or 2,
+            0,
+            "active",
+            now,
+            now,
+        ),
+    )
+    gid = int(cur.lastrowid)
+    return {"id": gid, "leg_count": 0, "initial_take_profit": mon.get("take_profit")}, 0
+
+

strategy_roll_lib.py

@@ -0,0 +1,170 @@
+"""顺势加仓（滚仓）：纯计算。人工触发；止盈锁定首仓；斐波仅算限价。"""
+from __future__ import annotations
+
+from typing import Any, Optional, Tuple
+
+from fib_key_monitor_lib import calc_fib_plan, fib_ratio_from_type
+
+ROLL_MAX_LEGS_LONG = 3
+ROLL_MAX_LEGS_SHORT = 3
+FIB_MODES = frozenset({"fib_618", "fib_786"})
+
+
+def fib_ratio_from_mode(mode: str) -> Optional[float]:
+    m = (mode or "").strip().lower()
+    if m in ("fib_618", "618", "0.618"):
+        return 0.618
+    if m in ("fib_786", "786", "0.786"):
+        return 0.786
+    return None
+
+
+def fib_limit_entry(direction: str, upper: float, lower: float, mode: str) -> Tuple[Optional[float], Optional[str]]:
+    """H/L 仅用于计算限价加仓价；多：下沿=止损侧；空：上沿=止损侧。"""
+    ratio = fib_ratio_from_mode(mode)
+    if ratio is None:
+        return None, "斐波档位无效"
+    h, l = float(upper), float(lower)
+    if h <= l:
+        return None, "上沿须大于下沿"
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        plan = calc_fib_plan("short", h, l, ratio)
+    else:
+        plan = calc_fib_plan("long", h, l, ratio)
+    if not plan:
+        return None, "无法计算斐波限价"
+    entry, _sl, _tp = plan
+    return float(entry), None
+
+
+def max_roll_legs(direction: str) -> int:
+    return ROLL_MAX_LEGS_LONG if (direction or "long").strip().lower() == "long" else ROLL_MAX_LEGS_SHORT
+
+
+def solve_add_amount_for_total_risk(
+    direction: str,
+    qty_existing: float,
+    entry_existing: float,
+    add_price: float,
+    new_stop: float,
+    risk_budget_usdt: float,
+) -> Tuple[Optional[float], Optional[str]]:
+    """
+    已知合并后若触及 new_stop 总亏损=risk_budget，反推本次加仓张数 Q2。
+    long:  (avg - SL) * (Q1+Q2) = B  => Q2 = (B - Q1*(E1-SL)) / (E2-SL)
+    short: (SL - avg) * (Q1+Q2) = B  => Q2 = (B - Q1*(SL-E1)) / (SL-E2)
+    """
+    try:
+        q1 = float(qty_existing)
+        e1 = float(entry_existing)
+        e2 = float(add_price)
+        sl = float(new_stop)
+        b = float(risk_budget_usdt)
+    except (TypeError, ValueError):
+        return None, "参数格式错误"
+    if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0:
+        return None, "持仓或风险预算无效"
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        denom = sl - e2
+        numer = b - q1 * (sl - e1)
+        if denom <= 0:
+            return None, "做空：新止损须高于限价加仓价"
+    else:
+        denom = e2 - sl
+        numer = b - q1 * (e1 - sl)
+        if denom <= 0:
+            return None, "做多：新止损须低于限价/市价加仓价"
+    q2 = numer / denom
+    if q2 <= 0:
+        return None, "按当前新止损与总风险%，无需加仓或无法再加（已满足风险上限）"
+    return q2, None
+
+
+def preview_roll(
+    *,
+    direction: str,
+    symbol: str,
+    qty_existing: float,
+    entry_existing: float,
+    initial_take_profit: float,
+    add_mode: str,
+    new_stop_loss: float,
+    risk_percent: float,
+    capital_base_usdt: float,
+    add_price: Optional[float] = None,
+    fib_upper: Optional[float] = None,
+    fib_lower: Optional[float] = None,
+    legs_done: int = 0,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    direction = (direction or "long").strip().lower()
+    if legs_done >= max_roll_legs(direction):
+        return None, f"{'做多' if direction == 'long' else '做空'}滚仓已达 {max_roll_legs(direction)} 次上限"
+    mode = (add_mode or "market").strip().lower()
+    if mode == "market":
+        if add_price is None or add_price <= 0:
+            return None, "市价加仓需要有效参考价"
+        entry_add = float(add_price)
+        mode_label = "市价"
+    elif mode in FIB_MODES:
+        if fib_upper is None or fib_lower is None:
+            return None, "斐波限价须填写上沿与下沿"
+        entry_add, err = fib_limit_entry(direction, float(fib_upper), float(fib_lower), mode)
+        if err:
+            return None, err
+        mode_label = "斐波0.618" if "618" in mode else "斐波0.786"
+    else:
+        return None, "加仓方式无效"
+    try:
+        sl = float(new_stop_loss)
+        tp = float(initial_take_profit)
+    except (TypeError, ValueError):
+        return None, "止损/止盈格式错误"
+    if sl <= 0 or tp <= 0:
+        return None, "止损与首仓止盈须大于0"
+    if direction == "long":
+        if sl >= entry_add:
+            return None, "做多：新止损须低于加仓价"
+        if tp <= entry_existing:
+            return None, "做多：首仓止盈须高于当前持仓均价参考"
+    else:
+        if sl <= entry_add:
+            return None, "做空：新止损须高于加仓价"
+        if tp >= entry_existing:
+            return None, "做空：首仓止盈须低于当前持仓均价参考"
+    risk_budget = float(capital_base_usdt) * (float(risk_percent) / 100.0)
+    q2_raw, err = solve_add_amount_for_total_risk(
+        direction, qty_existing, entry_existing, entry_add, sl, risk_budget
+    )
+    if err:
+        return None, err
+    q2 = float(q2_raw)
+    new_qty = qty_existing + q2
+    new_avg = (qty_existing * entry_existing + q2 * entry_add) / new_qty
+    if direction == "long":
+        loss_at_sl = (new_avg - sl) * new_qty
+        reward_at_tp = (tp - new_avg) * new_qty
+    else:
+        loss_at_sl = (sl - new_avg) * new_qty
+        reward_at_tp = (new_avg - tp) * new_qty
+    return {
+        "symbol": symbol,
+        "direction": direction,
+        "add_mode": mode,
+        "add_mode_label": mode_label,
+        "add_price": round(entry_add, 10),
+        "new_stop_loss": sl,
+        "initial_take_profit": tp,
+        "risk_percent": float(risk_percent),
+        "risk_budget_usdt": round(risk_budget, 4),
+        "add_amount_raw": q2,
+        "qty_after": new_qty,
+        "avg_entry_after": round(new_avg, 10),
+        "loss_at_sl_usdt": round(loss_at_sl, 4),
+        "reward_at_tp_usdt": round(reward_at_tp, 4),
+        "legs_done": int(legs_done),
+        "leg_index_next": int(legs_done) + 1,
+        "fib_upper": fib_upper,
+        "fib_lower": fib_lower,
+    }, None

strategy_templates/strategy_roll.html

@@ -0,0 +1,106 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+    <meta charset="UTF-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1">
+    <title>顺势加仓 · {{ exchange_display }}</title>
+    <style>
+        body{font-family:system-ui,sans-serif;background:#0f1117;color:#e6e8ef;margin:0;padding:16px}
+        .container{max-width:1100px;margin:0 auto}
+        .top-nav{display:flex;gap:8px;flex-wrap:wrap;margin-bottom:12px}
+        .top-nav a{padding:6px 10px;border:1px solid #304164;border-radius:8px;background:#151a2a;color:#8fc8ff;text-decoration:none}
+        .top-nav a.active{background:#2a3f6c;color:#dbe4ff}
+        .card{background:#151a2a;border:1px solid #2a3150;border-radius:10px;padding:14px;margin-bottom:12px}
+        .form-row{display:flex;flex-wrap:wrap;gap:8px;margin-bottom:8px}
+        .form-row input,.form-row select{padding:8px 10px;border-radius:6px;border:1px solid #3a4a66;background:#0f1420;color:#eee;min-width:120px}
+        .form-row button{padding:8px 14px;border-radius:8px;border:none;background:#2d6a4f;color:#fff;cursor:pointer}
+        .rule-tip{font-size:.8rem;color:#8892b0;line-height:1.5;margin-bottom:10px}
+        .flash{background:#1f2a44;border:1px solid #3a5a8a;padding:10px;border-radius:8px;margin-bottom:12px}
+        table{width:100%;border-collapse:collapse;font-size:.82rem}
+        th,td{border-bottom:1px solid #2a3150;padding:6px 8px;text-align:left}
+    </style>
+</head>
+<body>
+<div class="container">
+    <h1>策略交易 · 顺势加仓 <span style="font-size:.85rem;color:#8fc8ff">{{ exchange_display }}</span></h1>
+    <div class="top-nav">
+        <a href="/trade">实盘下单</a>
+        <a href="/strategy/trend">趋势回调</a>
+        <a href="/strategy/roll" class="active">顺势加仓</a>
+        <a href="/records">交易复盘</a>
+    </div>
+    {% with messages = get_flashed_messages() %}{% if messages %}<div class="flash">{{ messages[0] }}</div>{% endif %}{% endwith %}
+
+    <div class="card">
+        <h2 style="margin:0 0 8px">规则说明</h2>
+        <div class="rule-tip">
+            <strong>仅人工加仓</strong>，程序不会自动触发。须先在「实盘下单」有同向持仓。<br>
+            做多最多滚仓 <strong>3</strong> 次；止盈<strong>锁定首仓</strong>不变；每次填写<strong>新统一止损</strong>，总风险%按「合并持仓打到新止损≈账户风险」反推张数。<br>
+            斐波限价：上沿 H、下沿 L 仅用于算 0.618/0.786 加仓价（多：下沿=止损侧；空：上沿=止损侧）。<br>
+            {% if trend_active %}<span style="color:#ff8f8f">当前有运行中的趋势回调计划，请先结束后再滚仓。</span>{% endif %}
+        </div>
+        <form action="{{ url_for('strategy_roll_execute') }}" method="post" class="form-row">
+            <select name="symbol" required>
+                <option value="">选择持仓币种</option>
+                {% for o in monitors %}
+                <option value="{{ o.symbol }}">{{ o.symbol }} {{ '多' if o.direction=='long' else '空' }} #{{ o.id }}</option>
+                {% endfor %}
+            </select>
+            <select name="direction">
+                <option value="long">做多</option>
+                <option value="short">做空</option>
+            </select>
+            <select name="add_mode">
+                <option value="market">市价加仓</option>
+                <option value="fib_618">限价 斐波0.618</option>
+                <option value="fib_786">限价 斐波0.786</option>
+            </select>
+            <input name="fib_upper" step="any" placeholder="上沿 H">
+            <input name="fib_lower" step="any" placeholder="下沿 L">
+            <input name="new_stop_loss" step="any" placeholder="新统一止损" required>
+            <input name="risk_percent" type="number" min="0.1" step="0.1" value="{{ default_risk_percent }}" placeholder="总风险%">
+            <button type="submit" {% if trend_active %}disabled{% endif %} onclick="return confirm('确认按预览逻辑实盘加仓并更新止损？')">执行滚仓</button>
+        </form>
+        <p class="rule-tip">建议执行前用浏览器开发者工具 POST <code>/strategy/roll/preview</code> 查看 JSON 预览（或将加入页面内预览按钮）。</p>
+    </div>
+
+    <div class="card">
+        <h3>活跃滚仓组</h3>
+        <table>
+            <tr><th>ID</th><th>币种</th><th>方向</th><th>腿数</th><th>首仓TP</th><th>当前SL</th></tr>
+            {% for g in roll_groups %}
+            <tr>
+                <td>{{ g.id }}</td>
+                <td>{{ g.symbol }}</td>
+                <td>{{ g.direction }}</td>
+                <td>{{ g.leg_count }}</td>
+                <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.initial_take_profit) }}{% else %}{{ g.initial_take_profit }}{% endif %}</td>
+                <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.current_stop_loss) }}{% else %}{{ g.current_stop_loss }}{% endif %}</td>
+            </tr>
+            {% else %}
+            <tr><td colspan="6" style="color:#8892b0">暂无</td></tr>
+            {% endfor %}
+        </table>
+    </div>
+
+    <div class="card">
+        <h3>最近滚仓腿</h3>
+        <table>
+            <tr><th>#</th><th>组</th><th>方式</th><th>张数</th><th>新SL</th><th>状态</th></tr>
+            {% for leg in roll_legs %}
+            <tr>
+                <td>{{ leg.leg_index }}</td>
+                <td>{{ leg.roll_group_id }}</td>
+                <td>{{ leg.add_mode }}</td>
+                <td>{{ leg.amount }}</td>
+                <td>{{ leg.new_stop_loss }}</td>
+                <td>{{ leg.status }}</td>
+            </tr>
+            {% else %}
+            <tr><td colspan="6" style="color:#8892b0">暂无</td></tr>
+            {% endfor %}
+        </table>
+    </div>
+</div>
+</body>
+</html>

strategy_templates/strategy_trend_disabled.html

@@ -0,0 +1,20 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+    <meta charset="UTF-8">
+    <title>趋势回调 · {{ exchange_display }}</title>
+    <style>
+        body{font-family:system-ui,sans-serif;background:#0f1117;color:#e6e8ef;padding:24px}
+        a{color:#8fc8ff;margin-right:10px}
+        .box{max-width:640px;background:#151a2a;border:1px solid #2a3150;padding:20px;border-radius:10px}
+    </style>
+</head>
+<body>
+    <p><a href="/trade">← 实盘下单</a> <a href="/strategy/roll">顺势加仓</a></p>
+    <div class="box">
+        <h1>趋势回调</h1>
+        <p>{{ trend_note }}</p>
+        <p style="color:#8892b0;font-size:.9rem">趋势回调含自动补仓档位，仅在 Gate 趋势机器人（crypto_monitor_gate_bot）实例中运行。</p>
+    </div>
+</body>
+</html>

strategy_trend_lib.py

@@ -0,0 +1,193 @@
+"""趋势回调策略：纯计算与校验（无 ccxt / Flask）。各所 adapter 负责张数精度与下单。"""
+from __future__ import annotations
+
+import json
+from typing import Any, Callable, Optional, Tuple
+
+AmountPreciseFn = Callable[[str, float], Optional[float]]
+
+
+def calc_risk_fraction(direction: str, entry_price: float, stop_loss: float) -> Optional[float]:
+    try:
+        entry = float(entry_price)
+        sl = float(stop_loss)
+        if entry <= 0 or sl <= 0:
+            return None
+        if (direction or "long").strip().lower() == "short":
+            risk = sl - entry
+        else:
+            risk = entry - sl
+        if risk <= 0:
+            return None
+        return risk / entry
+    except (TypeError, ValueError):
+        return None
+
+
+def validate_trend_bounds(direction: str, stop_loss: float, add_upper: float) -> Optional[str]:
+    direction = (direction or "long").strip().lower()
+    if direction == "long":
+        if not (float(stop_loss) < float(add_upper)):
+            return "做多：止损价须低于补仓上沿"
+    else:
+        if not (float(stop_loss) > float(add_upper)):
+            return "做空：止损价须高于补仓下沿"
+    return None
+
+
+def build_grid_prices(direction: str, sl: float, upper: float, n_legs: int) -> list[float]:
+    """在 (止损, 补仓区间远侧边界) 内生成 n_legs 个触发价（不含端点）。"""
+    sl, upper = float(sl), float(upper)
+    out: list[float] = []
+    if n_legs <= 0:
+        return out
+    direction = (direction or "long").strip().lower()
+    if direction == "long":
+        if upper <= sl:
+            return out
+        span = upper - sl
+        for i in range(1, n_legs + 1):
+            t = i / float(n_legs + 1)
+            out.append(sl + t * span)
+        out.sort(reverse=True)
+    else:
+        if sl <= upper:
+            return out
+        span = sl - upper
+        for i in range(1, n_legs + 1):
+            t = i / float(n_legs + 1)
+            out.append(upper + t * span)
+        out.sort()
+    return [round(p, 10) for p in out]
+
+
+def pick_dca_legs_and_per_leg(
+    exchange_symbol: str,
+    remainder_total: float,
+    want_legs: int,
+    amount_precise: AmountPreciseFn,
+    min_amount: float = 0.0,
+) -> Tuple[int, float]:
+    """按最小张数约束自动减少档位数。返回 (有效档数, 每档参考张数)。"""
+    legs = max(1, int(want_legs))
+    rem = float(remainder_total)
+    min_amt = float(min_amount or 0.0)
+    while legs >= 1:
+        per = rem / legs
+        per_p = amount_precise(exchange_symbol, per)
+        if per_p is None or per_p <= 0:
+            legs -= 1
+            continue
+        if min_amt and per_p + 1e-12 < min_amt:
+            legs -= 1
+            continue
+        return legs, per_p
+    one = amount_precise(exchange_symbol, rem)
+    if one is None or one <= 0:
+        return 0, 0.0
+    return 1, one
+
+
+def build_leg_amounts_json(
+    exchange_symbol: str,
+    remainder_total: float,
+    want_legs: int,
+    amount_precise: AmountPreciseFn,
+    min_amount: float = 0.0,
+) -> Tuple[int, str, float]:
+    """拆分补仓张数 JSON。返回 (档位数, json列表, 每档参考)。"""
+    rem = amount_precise(exchange_symbol, float(remainder_total))
+    if rem is None or rem <= 0:
+        return 0, "[]", 0.0
+    n, _ = pick_dca_legs_and_per_leg(exchange_symbol, rem, want_legs, amount_precise, min_amount)
+    if n <= 0:
+        return 0, "[]", 0.0
+    if n <= 1:
+        one = amount_precise(exchange_symbol, rem)
+        if one is None or one <= 0:
+            return 0, "[]", 0.0
+        return 1, json.dumps([one]), one
+    unit = amount_precise(exchange_symbol, rem / n)
+    if unit is None or unit <= 0:
+        one = amount_precise(exchange_symbol, rem)
+        if one is None or one <= 0:
+            return 0, "[]", 0.0
+        return 1, json.dumps([one]), one
+    parts: list[float] = []
+    acc = 0.0
+    for _ in range(n - 1):
+        parts.append(unit)
+        acc += unit
+    last = amount_precise(exchange_symbol, max(0.0, rem - acc))
+    if last is None or last <= 0:
+        one = amount_precise(exchange_symbol, rem)
+        if one is None or one <= 0:
+            return 0, "[]", 0.0
+        return 1, json.dumps([one]), one
+    parts.append(last)
+    return n, json.dumps(parts), unit
+
+
+def compute_trend_plan_core(
+    *,
+    direction: str,
+    stop_loss: float,
+    add_upper: float,
+    risk_percent: float,
+    snapshot_usdt: float,
+    leverage: int,
+    live_price: float,
+    target_order_amount: float,
+    exchange_symbol: str,
+    dca_legs: int,
+    amount_precise: AmountPreciseFn,
+    min_amount: float = 0.0,
+    full_margin_buffer_ratio: float = 0.95,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """在已有 target_order_amount 时组装预览 payload（张数由调用方 prepare_order_amount 计算）。"""
+    rf = calc_risk_fraction(direction, add_upper, stop_loss)
+    if rf is None or rf <= 0:
+        return None, "止损与补仓区间边界组合无法计算风险比例"
+    risk_budget = float(snapshot_usdt) * (float(risk_percent) / 100.0)
+    notional = risk_budget / rf
+    margin_plan = notional / float(leverage)
+    margin_plan = min(margin_plan, float(snapshot_usdt) * float(full_margin_buffer_ratio))
+    if margin_plan <= 0:
+        return None, "计划保证金过小"
+    first_amt = amount_precise(exchange_symbol, float(target_order_amount) * 0.5)
+    if first_amt is None or first_amt <= 0:
+        return None, "首仓张数过小（低于交易所最小张数），请提高风险比例或杠杆"
+    remainder_total = amount_precise(exchange_symbol, max(0.0, float(target_order_amount) - float(first_amt)))
+    if remainder_total is None:
+        remainder_total = 0.0
+    n_legs, leg_json, per_ref = build_leg_amounts_json(
+        exchange_symbol, remainder_total, dca_legs, amount_precise, min_amount
+    )
+    if n_legs <= 0:
+        return None, "剩余计划张数不足以拆出补仓档，请提高风险比例或放宽止损与补仓区间间距"
+    grid = build_grid_prices(direction, stop_loss, add_upper, n_legs)
+    if len(grid) != n_legs:
+        return None, "补仓网格生成失败"
+    try:
+        leg_list = json.loads(leg_json)
+    except Exception:
+        leg_list = []
+    payload = {
+        "direction": direction,
+        "stop_loss": float(stop_loss),
+        "add_upper": float(add_upper),
+        "risk_percent": float(risk_percent),
+        "snapshot_available_usdt": float(snapshot_usdt),
+        "live_price_ref": float(live_price),
+        "plan_margin_capital": float(margin_plan),
+        "target_order_amount": float(target_order_amount),
+        "first_order_amount": float(first_amt),
+        "remainder_total": float(remainder_total),
+        "dca_legs": int(n_legs),
+        "per_leg_amount": float(per_ref),
+        "grid_prices_json": json.dumps(grid),
+        "leg_amounts_json": leg_json,
+        "grid": grid,
+        "leg_amounts": leg_list,
+    }
+    return payload, None

策略交易说明.md

@@ -0,0 +1,118 @@
+# 策略交易说明
+
+本文档说明仓库根目录 **共用策略逻辑** 与四个 `crypto_monitor_*` 实例中的 **策略交易** 入口（导航栏「策略·趋势回调」「策略·顺势加仓」）。
+
+---
+
+## 一、架构（精简共用）
+
+```
+strategy_trend_lib.py      # 趋势回调：网格价、补仓拆分、边界校验（纯计算）
+strategy_roll_lib.py         # 顺势加仓：总风险反推、斐波限价、最多 3 腿（纯计算）
+strategy_db.py               # roll_groups / roll_legs 表结构
+strategy_config.py           # 各所 app → 统一回调配置（交易所 API）
+strategy_register.py         # Flask 路由：/strategy/trend、/strategy/roll
+strategy_exchange_*.py       # 适配器说明（实际下单仍走各所 app 的 ccxt）
+strategy_templates/          # 顺势加仓页、趋势禁用提示页
+```
+
+| 层级 | 职责 |
+|------|------|
+| **lib** | 不算 ccxt、不写库 |
+| **config** | 把 `place_exchange_order`、`replace_active_monitor_tpsl_on_exchange` 等接到统一 cfg |
+| **各所 app** | `.env`、DB、`init_db`、PM2、微信、监控轮询 |
+
+部署时各实例 `PYTHONPATH` 需包含仓库根目录（`ecosystem.config.cjs` 中 `PYTHONPATH=..`）。
+
+---
+
+## 二、导航与页面
+
+| 路由 | 名称 | 说明 |
+|------|------|------|
+| `/strategy/trend` | 趋势回调 | **完整功能仅在 `crypto_monitor_gate_bot`**；其它所显示说明页 |
+| `/strategy/roll` | 顺势加仓 | **四所均可用**（须已有同向持仓） |
+| `/trade` | 实盘下单 | 首仓、以损定仓、移动保本（不变） |
+
+---
+
+## 三、趋势回调（延续 Gate 趋势机器人逻辑）
+
+- **位置**：`crypto_monitor_gate_bot` → **策略·趋势回调**（原「交易执行」页内区块已迁出）。
+- **行为**：与《[crypto_monitor_gate_bot/趋势回调策略说明.md](./crypto_monitor_gate_bot/趋势回调策略说明.md)》一致——预览 → 确认执行 → 首仓 50% + 交易所止损 + 多档 **自动** 市价补仓 + 程序监控止盈。
+- **共用代码**：`parse_and_compute_trend_pullback_plan` 中网格/拆档已改为调用 `strategy_trend_lib`。
+- **互斥**：与「机器人下单监控」持仓上限、运行中趋势计划互斥（逻辑未改）。
+
+其它三所打开 `/strategy/trend` 会提示：请使用 Gate 趋势机器人实例。
+
+---
+
+## 四、顺势加仓（滚仓，仅人工）
+
+### 4.1 原则
+
+- **禁止自动加仓**；仅页面按钮「执行滚仓」或挂限价单（无价格穿越自动下单）。
+- **全币种**（与各所合约列表一致）。
+- **止盈**：全程使用 **首仓** `order_monitors.take_profit`，滚仓不改止盈。
+- **止损**：每次人工填写 **新统一止损**；成交后调用各所 **先撤后挂** TP/SL（止盈仍为首仓）。
+- **总风险%**：按「合并持仓 + 新止损」反推本次加仓张数，使触及新止损时亏损约 **账户基数 × 风险%**（默认 2%，可在表单修改）。
+- **做多**最多滚仓 **3** 次（首仓不计入，仅计 `roll_legs` 已成交次数）；做空默认同样 3 次（见 `strategy_roll_lib.ROLL_MAX_LEGS_SHORT`）。
+
+### 4.2 斐波限价
+
+- 填写 **上沿 H、下沿 L**（H > L），仅用于计算限价加仓价（与 `fib_key_monitor_lib.calc_fib_plan` 的 **entry** 一致）。
+- **做多**：下沿 = 结构止损侧；**做空**：上沿 = 结构止损侧。
+- 可选 **0.618** 或 **0.786**；与关键位自动单的 TP（H/L 对侧）**不同**，滚仓 TP 锁定首仓。
+
+### 4.3 前置条件
+
+1. 在 **实盘下单** 已有同 symbol、同方向 **active** `order_monitors`。
+2. 交易所有同向持仓（读 `get_live_position_contracts`）。
+3. 无 **active** `trend_pullback_plans`（与趋势回调互斥）。
+
+### 4.4 数据表（各所 `crypto.db`）
+
+- `roll_groups`：绑定 `order_monitor_id`、首仓 TP/SL、当前 SL、已滚仓次数。
+- `roll_legs`：每腿方式（市价 / 斐波0.618 / 斐波0.786）、张数、新 SL、状态（`filled` / `pending`）。
+
+`init_db()` 时自动 `CREATE TABLE IF NOT EXISTS`（`strategy_db.init_strategy_tables`）。
+
+### 4.5 操作步骤
+
+1. 打开 **策略·顺势加仓** `/strategy/roll`。
+2. 选择持仓币种、方向、加仓方式，填写 H/L（斐波时）、**新统一止损**、总风险%。
+3. 点击 **执行滚仓**（市价立即加仓并更新止损；限价则挂委托，成交后需再处理止损——当前版本限价 pending 后提示手动同步）。
+4. 查看页底 **滚仓腿历史**。
+
+可选：对表单字段 POST `/strategy/roll/preview`（JSON）查看 `strategy_roll_lib.preview_roll` 结果。
+
+---
+
+## 五、升级与重启
+
+```bash
+cd /opt/crypto_monitor
+git pull
+# 四所 PM2 若用到滚仓/趋势 lib，建议重启
+pm2 restart crypto_binance crypto_gate crypto_gate_bot crypto_okx manual-trading-hub
+```
+
+仅改 Python 库、未改模板时，重启对应 Flask 进程即可。
+
+---
+
+## 六、相关文档
+
+| 文档 | 内容 |
+|------|------|
+| [crypto_monitor_gate_bot/趋势回调策略说明.md](./crypto_monitor_gate_bot/趋势回调策略说明.md) | 趋势回调细则 |
+| [manual_trading_hub/使用说明.md](./manual_trading_hub/使用说明.md) | 中控（不含策略交易） |
+| [fib_key_monitor_lib.py](./fib_key_monitor_lib.py) | 斐波公式共用 |
+
+---
+
+## 七、后续可增强（未实现）
+
+- 滚仓页内嵌预览按钮、限价成交后一键同步止损。
+- 趋势回调计划逻辑进一步迁入 `strategy_trend_lib` + 各所 adapter 类（当前仅拆出网格/拆档计算）。
+- Binance / Gate 主站 / OKX 移植趋势回调自动补仓（需复制 `check_trend_pullback_plans` 轮询）。