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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-05 23:39:06 +08:00
parent f688a504e1
commit 21894334f8
13 changed files with 457 additions and 29 deletions
@@ -0,0 +1,164 @@
+"""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",
+    )