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增加关键位监控自动下单

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dekun
2026-05-15 19:19:56 +08:00
parent 7978d40a74
commit 1f4f571210
11 changed files with 1602 additions and 202 deletions
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crypto_monitor_gate/app.py
+411 -84
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@@ -124,6 +124,13 @@ PRICE_REFRESH_SECONDS = int(os.getenv("PRICE_REFRESH_SECONDS", "5"))
KEY_ALERT_MAX_TIMES = int(os.getenv("KEY_ALERT_MAX_TIMES", "3"))
KEY_ALERT_INTERVAL_MINUTES = int(os.getenv("KEY_ALERT_INTERVAL_MINUTES", "5"))
KEY_BREAKOUT_LIMIT_PCT = float(os.getenv("KEY_BREAKOUT_LIMIT_PCT", "1.5"))
KEY_AUTO_MIN_PLANNED_RR = float(os.getenv("KEY_AUTO_MIN_PLANNED_RR", "1.5"))
KEY_STOP_OUTSIDE_BREAKOUT_PCT = float(os.getenv("KEY_STOP_OUTSIDE_BREAKOUT_PCT", "0.5"))
ORDER_MONITOR_TYPE_MANUAL = "下单监控"
ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控"
KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true"
AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30"))
AUTO_TRANSFER_FROM = os.getenv("AUTO_TRANSFER_FROM", "funding")
@@ -1093,6 +1100,17 @@ def init_db():
c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_margin_usdt REAL")
except Exception:
pass
try:
c.execute(f"ALTER TABLE order_monitors ADD COLUMN monitor_type TEXT DEFAULT '{ORDER_MONITOR_TYPE_MANUAL}'")
except Exception:
pass
try:
c.execute(
"UPDATE order_monitors SET monitor_type=? WHERE monitor_type IS NULL OR TRIM(monitor_type)=''",
(ORDER_MONITOR_TYPE_MANUAL,),
)
except Exception:
pass
try:
c.execute("UPDATE order_monitors SET opened_at = datetime('now') WHERE opened_at IS NULL OR opened_at = ''")
except: pass
@@ -1967,6 +1985,8 @@ def enrich_order_item(raw_item, current_capital):
item["breakeven_enabled"] = 0 if be is not None and int(be) == 0 else 1
except Exception:
item["breakeven_enabled"] = 1
if not (item.get("monitor_type") or "").strip():
item["monitor_type"] = ORDER_MONITOR_TYPE_MANUAL
return item
@@ -3461,113 +3481,386 @@ def calc_price_diff_pct(current_price, target_price):
return None, None
def can_notify_key_monitor(row, now_dt):
max_notify = int(row["max_notify"] or KEY_ALERT_MAX_TIMES)
if int(row["notification_count"] or 0) >= max_notify:
return False
last_at = row["last_notified_at"]
if not last_at:
return True
def _finalize_key_monitor_one_shot(conn, row, last_msg, close_reason):
"""本条关键位一次性结案：写历史并从当前表删除。"""
n = int(row["notification_count"] or 0) + 1
insert_key_monitor_history(conn, row, n, last_msg, close_reason)
conn.execute("DELETE FROM key_monitors WHERE id=?", (row["id"],))
def _key_hard_lines_from_checks(checks):
return [
f"量能：{'通过' if checks['vol_ok'] else '不通过'}（突破K量 {round(checks['vol_break'], 4)} / 前20均量 {round(checks['avg20'], 4)}，阈值1.3x）",
f"突破价位：{'通过' if checks['breakout_ok'] else '不通过'}（突破K收盘 {round(float(checks['breakout_close']), 8)}，关键位 {checks['edge_price']}）",
f"突破K幅度：{'通过' if checks['amp_ok'] else '不通过'}（{round(checks['amp_pct'], 4)}%，要求0.03%~0.5%）",
f"第二根确认：{'通过' if checks['confirm_ok'] else '不通过'}（确认收盘 {checks['confirm_close']}，关键位 {checks['edge_price']}）",
f"日成交量排名：{'通过' if checks['rank_ok'] else '不通过'}（{checks['rank']}/{checks['rank_total']}，要求前30）",
]
def _key_plan_auto_sl_tp(direction, upper, lower, checks, outside_pct):
"""
计划 SL/TP：止损在突破 K 极值外侧 outside_pct%，止盈为确认收盘 ± 箱体高。
返回 (E, raw_sl, raw_tp, box_h)。
"""
E = float(checks["confirm_close"])
H = abs(float(upper) - float(lower))
br_hi = float(checks["breakout_high"])
br_lo = float(checks["breakout_low"])
m = float(outside_pct) / 100.0
if direction == "long":
sl_raw = br_lo * (1.0 - m) if br_lo > 0 else 0.0
tp_raw = E + H
else:
sl_raw = br_hi * (1.0 + m) if br_hi > 0 else 0.0
tp_raw = E - H
return E, sl_raw, tp_raw, H
def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_loss, take_profit):
"""
与手动「实盘下单」对齐的市价开仓与 order_monitors 写入。
返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict])
"""
now = app_now()
ok, reason = precheck_risk(conn, symbol, direction)
if not ok:
return False, f"风控拒绝下单：{reason}", None
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live, None
default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
trading_day = get_trading_day(now)
opens_today_before = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
capital_base = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
trade_style = (DEFAULT_TRADE_STYLE or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
available_usdt = get_available_trading_usdt()
live_price = get_price(symbol)
if live_price is None:
return False, "获取交易所实时价格失败（以损定仓需要当前价）", None
try:
last_dt = datetime.strptime(last_at, "%Y-%m-%d %H:%M:%S")
ensure_markets_loaded()
except Exception:
return True
interval_min = int(row["notify_interval_min"] or KEY_ALERT_INTERVAL_MINUTES)
return (now_dt - last_dt).total_seconds() >= interval_min * 60
pass
lp_r = round_price_to_exchange(exchange_symbol, live_price)
if lp_r is not None:
live_price = lp_r
sl_adj = round_price_to_exchange(exchange_symbol, float(stop_loss))
tp_adj = round_price_to_exchange(exchange_symbol, float(take_profit))
if sl_adj is not None:
stop_loss = float(sl_adj)
if tp_adj is not None:
take_profit = float(tp_adj)
risk_fraction = calc_risk_fraction(direction, live_price, stop_loss)
if risk_fraction is None:
return False, "止损方向不合法（相对当前市价）；请核对上下沿与方向", None
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金", None
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
None,
)
position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
def breakout_too_far(p, edge_price, limit_pct):
try:
if edge_price is None or float(edge_price) <= 0:
return False
diff_pct = abs(float(p) - float(edge_price)) / float(edge_price) * 100
return diff_pct > float(limit_pct)
except Exception:
return False
amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
contract_size = get_contract_size(exchange_symbol)
base_amount = round(float(amount) * contract_size, 8)
order_resp = place_exchange_order(
exchange_symbol, direction, amount, leverage,
stop_loss=stop_loss, take_profit=take_profit,
)
open_order_id = order_resp.get("id", "")
tpsl_attached = bool(order_resp.get("tpsl_attached"))
trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price)
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt), None
trigger_price = round_price_to_exchange(exchange_symbol, trigger_price)
stop_loss = round_price_to_exchange(exchange_symbol, stop_loss)
take_profit = round_price_to_exchange(exchange_symbol, take_profit)
opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
planned_rr = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit)
breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER)
breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT)
breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0
risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage)
if risk_amount_final is None:
risk_amount_final = risk_amount
else:
try:
risk_amount_final = round(float(risk_amount_final), 4)
except (TypeError, ValueError):
risk_amount_final = risk_amount
if direction == "short":
breakeven_raw = float(trigger_price) * (1 - breakeven_offset_pct / 100.0)
else:
breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
breakeven_enabled = 1
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
breakeven_enabled,
notional_value,
position_ratio,
base_amount,
amount,
open_order_id,
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
),
)
new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
try_persist_exchange_margin_for_order(conn, new_order_id, exchange_symbol, direction, order_leverage=leverage)
opens_today_after = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
return True, None, {
"new_order_id": new_order_id,
"open_order_id": open_order_id,
"trigger_price": trigger_price,
"planned_rr_fill": planned_rr,
"risk_amount_final": risk_amount_final,
"margin_capital": margin_capital,
"leverage": leverage,
"amount": amount,
"base_amount": base_amount,
"notional_value": notional_value,
"position_ratio": position_ratio,
"tpsl_attached": tpsl_attached,
"opens_today_before": opens_today_before,
"opens_today_after": opens_today_after,
"trading_day": trading_day,
"risk_percent": risk_percent,
"breakeven_rr_trigger": breakeven_rr_trigger,
"breakeven_price": breakeven_price,
"capital_base_at_open": capital_base,
}
# 关键位监控
# 关键位监控（箱体/收敛可自动开仓；阻力/支撑位仅单次提醒结案）
def check_key_monitors():
conn = get_db()
rows = conn.execute("SELECT * FROM key_monitors").fetchall()
for r in rows:
sym, typ, up, low = r["symbol"], r["monitor_type"], r["upper"], r["lower"]
sym, typ_raw, up, low = r["symbol"], r["monitor_type"], r["upper"], r["lower"]
typ = (typ_raw or "").strip()
direction = (r["direction"] or "long").lower()
now_dt = app_now()
if not can_notify_key_monitor(r, now_dt):
continue
try:
checks = _key_hard_checks(sym, direction, up, low, typ)
except Exception:
checks = {"ok": False}
if not checks.get("ok"):
continue
btc8h_status, _, _ = _status_by_ema55("BTC/USDT", "8h")
coin4h_status, _, _ = _status_by_ema55(sym, "4h")
risk_tip = None
if (direction == "long" and coin4h_status == "空头") or (direction == "short" and coin4h_status == "多头"):
risk_tip = "当前信号与本币4h(EMA55)主趋势逆势，建议降低仓位并严格执行止损。"
box_h = abs(float(up) - float(low)) if up is not None and low is not None else 0.0
c_close = float(checks.get("confirm_close") or 0)
b_high = float(checks.get("breakout_high") or 0)
b_low = float(checks.get("breakout_low") or 0)
key_price = float(low) if direction == "long" else float(up)
if direction == "long":
tp1 = c_close + box_h
tp2 = c_close + box_h * 1.5
sl1 = b_low * (1 - 0.002) if b_low > 0 else None
sl2 = key_price * (1 - 0.002) if key_price > 0 else None
else:
tp1 = c_close - box_h
tp2 = c_close - box_h * 1.5
sl1 = b_high * (1 + 0.002) if b_high > 0 else None
sl2 = key_price * (1 + 0.002) if key_price > 0 else None
hard_lines = [
f"量能：{'通过' if checks['vol_ok'] else '不通过'}（突破K量 {round(checks['vol_break'], 4)} / 前20均量 {round(checks['avg20'], 4)}，阈值1.3x）",
f"突破价位：{'通过' if checks['breakout_ok'] else '不通过'}（突破K收盘 {round(float(checks['breakout_close']), 8)}，关键位 {checks['edge_price']}）",
f"突破K幅度：{'通过' if checks['amp_ok'] else '不通过'}（{round(checks['amp_pct'], 4)}%，要求0.03%~0.5%）",
f"第二根确认：{'通过' if checks['confirm_ok'] else '不通过'}（确认收盘 {checks['confirm_close']}，关键位 {checks['edge_price']}）",
f"日成交量排名：{'通过' if checks['rank_ok'] else '不通过'}（{checks['rank']}/{checks['rank_total']}，要求前30）",
]
op_lines = [
f"方案A：止盈=箱体1.0倍（{round(tp1, 8) if tp1 else '-' }），止损=突破K极值外0.2%（{round(sl1, 8) if sl1 else '-' }）",
f"方案B：止盈=箱体1.5倍（{round(tp2, 8) if tp2 else '-' }），止损=箱体关键位外0.2%（{round(sl2, 8) if sl2 else '-' }）",
]
hard_lines = _key_hard_lines_from_checks(checks)
trigger_time = ms_to_app_local_str(int(checks["confirm_ts"])) if checks.get("confirm_ts") else app_now_str()
msg = build_wechat_key_monitor_message(
symbol=sym,
direction=direction,
monitor_type=typ,
trigger_time=trigger_time,
key_price=key_price,
confirm_close=checks["confirm_close"],
hard_lines=hard_lines,
btc8h_status=btc8h_status,
coin4h_status=coin4h_status,
swing4h_pct=checks.get("swing4h_pct") or 0.0,
op_lines=op_lines,
risk_tip=risk_tip,
alert_only = typ in KEY_MONITOR_ALERT_ONLY_TYPES or (
typ not in KEY_MONITOR_AUTO_TYPES and typ not in KEY_MONITOR_ALERT_ONLY_TYPES
)
send_wechat_msg(msg)
new_count = int(r["notification_count"] or 0) + 1
max_n = int(r["max_notify"] or KEY_ALERT_MAX_TIMES)
conn.execute(
"UPDATE key_monitors SET notification_count = ?, last_notified_at = ? WHERE id = ?",
(new_count, app_now_str(), r["id"]),
)
if new_count >= max_n:
insert_key_monitor_history(conn, r, new_count, msg, "alerts_complete")
conn.execute("DELETE FROM key_monitors WHERE id = ?", (r["id"],))
send_wechat_msg(
"\n".join(
[
f"# 🧾 {r['symbol']} 关键位监控结束",
"",
f"- 原因：已满 {max_n} 次提醒",
"- 状态：已自动结束并记入历史",
]
)
if alert_only:
op_lines = [
"- 本条为关键阻力/支撑或非标类型：**仅单次推送**，不进行自动开仓。",
"- 本条关键位将在推送后记入历史并从监控列表移除。",
]
msg = build_wechat_key_monitor_message(
symbol=sym,
direction=direction,
monitor_type=typ,
trigger_time=trigger_time,
key_price=key_price,
confirm_close=checks["confirm_close"],
hard_lines=hard_lines,
btc8h_status=btc8h_status,
coin4h_status=coin4h_status,
swing4h_pct=checks.get("swing4h_pct") or 0.0,
op_lines=op_lines,
risk_tip=risk_tip,
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, "key_level_alert_only")
continue
E, sl_raw, tp_raw, box_h = _key_plan_auto_sl_tp(
direction, up, low, checks, KEY_STOP_OUTSIDE_BREAKOUT_PCT,
)
exchange_symbol = normalize_exchange_symbol(sym)
try:
ensure_markets_loaded()
except Exception:
pass
sl_px = round_price_to_exchange(exchange_symbol, sl_raw)
tp_px = round_price_to_exchange(exchange_symbol, tp_raw)
if sl_px is not None:
sl_raw = float(sl_px)
if tp_px is not None:
tp_raw = float(tp_px)
planned_rr = calc_rr_ratio(direction, E, sl_raw, tp_raw)
rr_ok = planned_rr is not None and planned_rr > KEY_AUTO_MIN_PLANNED_RR
if not rr_ok:
fmt_rr = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算（止损/止盈与确认价几何关系无效）"
rr_msg = (
f"# ⚠️ {sym} 关键位自动单：计划 RR 未达标\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}\n"
f"- 方向：**{_wechat_direction_text(direction)}**\n"
f"- 触发时间：`{trigger_time}`\n"
f"- 确认K收盘(E)：`{format_price_for_symbol(sym, E)}`\n"
f"- 箱体高 H：`{format_price_for_symbol(sym, box_h)}`\n"
f"- 计划止损（突破K外侧 {KEY_STOP_OUTSIDE_BREAKOUT_PCT}%）：`{format_wechat_scalar_2dp(sl_raw)}`\n"
f"- 计划止盈（E±1×H）：`{format_price_for_symbol(sym, tp_raw)}`\n"
f"- **计划 RR（按确认收盘 E）：{fmt_rr} : 1**（要求 **>{KEY_AUTO_MIN_PLANNED_RR}:1**，未开仓）\n"
"---\n"
"### 硬条件\n"
+ "\n".join(f"- {x}" for x in hard_lines)
)
if risk_tip:
rr_msg += f"\n---\n### 逆势风险提示\n- {risk_tip}"
send_wechat_msg(rr_msg)
_finalize_key_monitor_one_shot(conn, r, rr_msg, "rr_insufficient")
continue
ok_trade, trade_err, det = _market_open_for_key_monitor(
conn, sym, direction, exchange_symbol, sl_raw, tp_raw,
)
planned_rr_txt = (
format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-"
)
if not ok_trade:
fail_msg = (
f"# ❌ {sym} 关键位自动单失败\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}\n"
f"- 方向：**{_wechat_direction_text(direction)}**\n"
f"- 触发时间：`{trigger_time}`\n"
f"- 确认K收盘(E)：`{format_price_for_symbol(sym, E)}`\n"
f"- 计划止损：`{format_wechat_scalar_2dp(sl_raw)}`\n"
f"- 计划止盈：`{format_price_for_symbol(sym, tp_raw)}`\n"
f"- **计划 RR（按 E）：{planned_rr_txt} : 1**（已通过 RR 阈值）\n"
f"- **失败原因：{trade_err}**\n"
"---\n"
"### 硬条件\n"
+ "\n".join(f"- {x}" for x in hard_lines)
)
if risk_tip:
fail_msg += f"\n---\n### 逆势风险提示\n- {risk_tip}"
send_wechat_msg(fail_msg)
_finalize_key_monitor_one_shot(conn, r, fail_msg, "exchange_failed")
continue
tpsl_txt = (
"已在交易所挂条件委托（止盈、止损触发单）"
if det.get("tpsl_attached")
else "⚠️ 条件委托挂接状态异常或未挂上"
)
rr_fill = det.get("planned_rr_fill")
rr_fill_txt = format_wechat_scalar_2dp(rr_fill) if rr_fill is not None else "-"
succ_msg_lines = [
f"# ✅ {sym} 关键位自动开仓成功",
f"**账户：{_wechat_account_label()}**",
f"- **来源：**{ORDER_MONITOR_TYPE_KEY_AUTO}（市价）",
f"- 页面订单 ID：**{det['new_order_id']}**",
f"- 交易所订单 ID：`{det.get('open_order_id') or '-'}`",
f"- 类型：{typ}｜{_wechat_direction_text(direction)}",
f"- 触发时间：`{trigger_time}`",
f"- 确认K收盘(E)：{format_price_for_symbol(sym, E)}（RR 阈值按此计价）",
f"- **计划 RR（E）：{planned_rr_txt}:1**",
f"- 开仓成交价：**{format_price_for_symbol(sym, det['trigger_price'])}**",
f"- **成交价侧计划 RR：**{rr_fill_txt}:1",
f"- 止损：{format_wechat_scalar_2dp(sl_raw)}",
f"- 止盈：{format_price_for_symbol(sym, tp_raw)}",
f"- 风险：{det.get('risk_percent')}%≈{format_wechat_scalar_2dp(det.get('risk_amount_final'))}U｜基数 {format_wechat_scalar_2dp(det.get('margin_capital'))}U｜杠杆 {det.get('leverage')}x",
f"- 名义 {format_wechat_scalar_2dp(det.get('notional_value'))}U｜张数 {format_wechat_scalar_2dp(det.get('amount'))}｜折算标的 {det.get('base_amount')}",
f"- **{tpsl_txt}**",
f"- 保本触发：{det.get('breakeven_rr_trigger')}R→{format_price_for_symbol(sym, det.get('breakeven_price'))}",
f"- 当日开仓次数：**{det.get('opens_today_after')}** / {DAILY_OPEN_ALERT_THRESHOLD}（提醒阈值）",
]
succ_msg_lines.extend(["---", "### 硬条件"] + [f"- {x}" for x in hard_lines])
if risk_tip:
succ_msg_lines.extend(["---", "### 逆势风险提示", f"- {risk_tip}"])
succ_msg = "\n".join(succ_msg_lines)
send_wechat_msg(succ_msg)
_finalize_key_monitor_one_shot(conn, r, succ_msg, "auto_opened")
if det.get("opens_today_before", 0) < DAILY_OPEN_ALERT_THRESHOLD <= det.get("opens_today_after", 0):
advice = ai_short_advice(
f"用户在北京时间交易日 {det['trading_day']} 已累计开仓 {det['opens_today_after']} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。"
f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。"
f"用户自述“上头了”。请给克制提醒。"
)
if advice:
send_wechat_msg(f"【AI提醒】今日开仓次数已达 {det['opens_today_after']}\n{advice[:800]}")
conn.commit()
conn.close()
@@ -4573,6 +4866,15 @@ def add_key():
if not symbol:
flash("symbol 不能为空")
return redirect("/")
direction_sel = (d.get("direction") or "").strip().lower()
if direction_sel not in ("long", "short"):
flash("请选择做多或做空")
return redirect("/")
mt = (d.get("type") or "").strip()
allowed_types = tuple(KEY_MONITOR_AUTO_TYPES) + tuple(KEY_MONITOR_ALERT_ONLY_TYPES)
if mt not in allowed_types:
flash("监控类型无效，请选择：箱体突破、收敛突破、关键阻力位、关键支撑位")
return redirect("/")
rank, total = _daily_volume_rank(symbol)
if rank is None:
flash("日成交量排名读取失败，请稍后重试")
@@ -4581,6 +4883,16 @@ def add_key():
flash(f"{symbol} 当前日成交量排名为 {rank}/{total}，不在前30，已拒绝添加关键位")
return redirect("/")
conn = get_db()
if mt in KEY_MONITOR_AUTO_TYPES:
occupied = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE status='active'",
).fetchone()[0]
if occupied and int(occupied) > 0:
conn.close()
flash(
"当前已有实盘持仓：无法添加「箱体突破 / 收敛突破」（会自动开仓）。请平仓后再试，或使用「关键阻力位/关键支撑位」（仅单次提醒）。"
)
return redirect("/")
ex_sym_key = normalize_exchange_symbol(symbol)
try:
ensure_markets_loaded()
@@ -4588,11 +4900,25 @@ def add_key():
pass
upper_px = round_price_to_exchange(ex_sym_key, float(d["upper"]))
lower_px = round_price_to_exchange(ex_sym_key, float(d["lower"]))
conn.execute("INSERT INTO key_monitors (symbol,monitor_type,direction,upper,lower) VALUES (?,?,?,?,?)",
(symbol, d["type"], d.get("direction", "long"), upper_px, lower_px))
conn.execute(
"INSERT INTO key_monitors (symbol,monitor_type,direction,upper,lower) VALUES (?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px),
)
conn.commit()
conn.close()
ctr = False
try:
coin4h_status, _, _ = _status_by_ema55(symbol, "4h")
ctr = (direction_sel == "long" and coin4h_status == "空头") or (
direction_sel == "short" and coin4h_status == "多头"
)
except Exception:
pass
flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）")
if ctr:
flash(
"⚠️ 4h EMA55 提示：当前与所选方向逆势；「箱体突破/收敛突破」在条件满足时仍会按计划自动市价开仓，请注意仓位。"
)
return redirect("/")
@app.route("/add_order", methods=["POST"])
@@ -4772,12 +5098,13 @@ def add_order():
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
conn.execute(
"INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
"INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
margin_capital, leverage, trade_style, risk_percent, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
breakeven_enabled,
notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day
notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
ORDER_MONITOR_TYPE_MANUAL,
)
)
conn.commit()