增加策略交易

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,
+    }