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feat: KEY_AUTO_ORDER_ENABLED 三所统一开关，联动关键位自动单与开仓类型

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-05 23:39:06 +08:00
parent f688a504e1
commit 21894334f8
13 changed files with 457 additions and 29 deletions
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lib/key_monitor/key_auto_order_lib.py
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"""关键位程序自动下单开关（三所共用，与 POSITION_SIZING_MODE 联动）。"""
from __future__ import annotations
import os
from typing import Any, Optional, Sequence, Tuple
from lib.key_monitor.fib_key_monitor_lib import is_fib_key_monitor_type
from lib.key_monitor.false_breakout_key_monitor_lib import is_false_breakout_key_monitor_type
from lib.key_monitor.key_monitor_full_margin_lib import monitor_type_disallowed_in_full_margin
from lib.key_monitor.key_monitor_lib import KEY_MONITOR_AUTO_TYPES, KEY_MONITOR_RS_TYPES
from lib.key_monitor.trigger_entry_key_monitor_lib import is_trigger_entry_key_monitor_type
from lib.trade.position_sizing_lib import is_full_margin_mode
KEY_ENTRY_REASON_OPTIONS: Tuple[str, ...] = (
"关键位箱体突破",
"关键位收敛突破",
"关键位斐波0.618",
"关键位斐波0.786",
"关键位假突破",
"关键位回调触价开仓",
"关键位突破触价开仓",
)
KEY_ENTRY_REASON_TRIGGER_OPTIONS: frozenset[str] = frozenset(
{
"关键位回调触价开仓",
"关键位突破触价开仓",
}
)
KEY_STATS_SEGMENT_KEYS: frozenset[str] = frozenset(
{
"key_box",
"key_conv",
"key_fib618",
"key_fib786",
"key_false_breakout",
"key_trigger",
}
)
KEY_STATS_TRIGGER_ONLY: frozenset[str] = frozenset({"key_trigger"})
TREND_MANUAL_ENTRY_REASON_COUNT = 5
def _env_bool(raw: Optional[str], default: bool = False) -> bool:
if raw is None:
return default
return (raw or "").strip().lower() in ("1", "true", "yes", "on")
def load_key_auto_order_enabled(env: Optional[dict] = None) -> bool:
e = env if env is not None else os.environ
return _env_bool(e.get("KEY_AUTO_ORDER_ENABLED"), default=False)
def is_key_level_entry_reason(reason: str) -> bool:
return (reason or "").strip() in KEY_ENTRY_REASON_OPTIONS
def visible_key_entry_reasons(sizing_mode: str, key_auto_enabled: bool) -> Tuple[str, ...]:
if not key_auto_enabled:
return ()
if is_full_margin_mode(sizing_mode):
return tuple(x for x in KEY_ENTRY_REASON_OPTIONS if x in KEY_ENTRY_REASON_TRIGGER_OPTIONS)
return KEY_ENTRY_REASON_OPTIONS
def effective_entry_reason_options(
all_options: Sequence[str],
sizing_mode: str,
key_auto_enabled: bool,
*,
trend_manual_count: int = TREND_MANUAL_ENTRY_REASON_COUNT,
) -> Tuple[str, ...]:
"""复盘/表单下拉：按开关与计仓模式裁剪关键位开仓类型。"""
opts = list(all_options)
if len(opts) <= trend_manual_count:
return tuple(opts)
key_visible = set(visible_key_entry_reasons(sizing_mode, key_auto_enabled))
out: list[str] = []
for i, item in enumerate(opts):
if i < trend_manual_count:
out.append(item)
elif is_key_level_entry_reason(item):
if item in key_visible:
out.append(item)
else:
out.append(item)
return tuple(out)
def effective_stats_segment_defs(
segment_defs: Sequence[Tuple[str, str, Any]],
sizing_mode: str,
key_auto_enabled: bool,
) -> Tuple[Tuple[str, str, Any], ...]:
if not key_auto_enabled:
hidden = KEY_STATS_SEGMENT_KEYS
elif is_full_margin_mode(sizing_mode):
hidden = KEY_STATS_SEGMENT_KEYS - KEY_STATS_TRIGGER_ONLY
else:
hidden = frozenset()
return tuple(x for x in segment_defs if x[0] not in hidden)
def is_key_auto_monitor_type(monitor_type: str) -> bool:
mt = (monitor_type or "").strip()
if mt in KEY_MONITOR_AUTO_TYPES:
return True
if is_fib_key_monitor_type(mt):
return True
if is_false_breakout_key_monitor_type(mt):
return True
if is_trigger_entry_key_monitor_type(mt):
return True
return False
def is_rs_key_monitor_type(monitor_type: str) -> bool:
return (monitor_type or "").strip() in KEY_MONITOR_RS_TYPES
def check_monitor_type_add_allowed(
monitor_type: str,
sizing_mode: str,
key_auto_enabled: bool,
) -> Tuple[bool, str]:
mt = (monitor_type or "").strip()
if is_rs_key_monitor_type(mt):
return True, ""
if not key_auto_enabled:
return False, (
"已关闭关键位程序自动单（KEY_AUTO_ORDER_ENABLED=false）；"
"仅可添加「关键支撑阻力」（微信提醒，不下单）。"
)
if is_full_margin_mode(sizing_mode):
if monitor_type_disallowed_in_full_margin(mt):
return False, (
"全仓杠杆模式下不可添加箱体/收敛突破、斐波或假突破监控；"
"可使用「回调/突破触价开仓」或关键支撑阻力（仅提醒）。"
)
if not is_key_auto_monitor_type(mt) and not is_rs_key_monitor_type(mt):
return False, "监控类型无效"
return True, ""
def key_auto_order_env_comment_lines() -> Tuple[str, ...]:
return (
"# 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）",
"#",
"# 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",
"# 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）",
"# 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",
"#",
"# 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",
)
lib/strategy/templates/key_monitor_panel.html
+3 -1
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@@ -145,15 +145,17 @@
{% from 'trade_policy_fields.html' import trade_policy_symbol, trade_policy_direction with context %}
{{ trade_policy_symbol('symbol', 'key-symbol') }}
<select name="type" id="key-type-select" required>
{% if position_sizing_mode != 'full_margin' %}
{% if key_auto_order_enabled|default(false) and position_sizing_mode != 'full_margin' %}
<option value="箱体突破">箱体突破</option>
<option value="收敛突破">收敛突破</option>
<option value="斐波回调0.618">斐波回调0.618</option>
<option value="斐波回调0.786">斐波回调0.786</option>
<option value="假突破">假突破（BTC/ETH）</option>
{% endif %}
{% if key_auto_order_enabled|default(false) %}
<option value="回调触价开仓">回调触价开仓</option>
<option value="突破触价开仓">突破触价开仓</option>
{% endif %}
<option value="关键支撑阻力">关键支撑阻力</option>
</select>
{{ trade_policy_direction('direction', 'key-direction') }}