dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

修改交易记录问题

Browse Source
This commit is contained in:
dekun
2026-05-19 14:26:20 +08:00
parent c5cf034ead
commit 23c50c11a0
8 changed files with 867 additions and 166 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crypto_monitor_gate/app.py
+228 -64
View File
@@ -36,13 +36,23 @@ if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
KEY_ENTRY_REASON_BY_SIGNAL,
calc_fib_plan,
entry_reason_from_key_signal,
fib_invalidate_by_mark,
fib_ratio_from_type,
is_fib_key_monitor_type,
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
PRESET_UTC_TODAY,
resolve_window,
utc_window_to_bj_sql_strings,
)
def load_env_file(path):
@@ -723,6 +733,41 @@ def _render_candles_subplot(rows, title, width, height, bg_rgb=(255, 255, 255),
return img
def _timeframe_period_ms(tf):
s = (tf or "").strip().lower()
if s.endswith("m"):
try:
return int(s[:-1]) * 60 * 1000
except ValueError:
pass
if s.endswith("h"):
try:
return int(s[:-1]) * 3600 * 1000
except ValueError:
pass
if s.endswith("d"):
try:
return int(s[:-1]) * 86400 * 1000
except ValueError:
pass
return 300000
def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
"""以 end_ts_ms 为终点向前取 K 线（无 end 则拉最近 limit 根）。"""
lim = max(2, int(limit or ORDER_CHART_LIMIT))
if not end_ts_ms:
return exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=lim)
period = _timeframe_period_ms(timeframe)
since = int(end_ts_ms) - period * (lim + 5)
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, since=max(0, since), limit=lim + 10)
rows = _ohlcv_to_rows(ohlcv)
filtered = [r for r in rows if int(r[0]) <= int(end_ts_ms)]
if len(filtered) >= lim:
return [[r[0], r[1], r[2], r[3], r[4]] for r in filtered[-lim:]]
return ohlcv[-lim:] if ohlcv else []
def generate_multi_timeframe_chart_png(
exchange_symbol,
title_prefix,
@@ -751,9 +796,15 @@ def generate_multi_timeframe_chart_png(
ensure_markets_loaded()
panels = []
cell_w, cell_h = 980, 520
end_ts_ms = None
if marker_payload:
try:
end_ts_ms = int(marker_payload.get("exit_ts_ms") or marker_payload.get("entry_ts_ms") or 0) or None
except (TypeError, ValueError):
end_ts_ms = None
for tf in timeframes:
try:
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit)
ohlcv = _fetch_ohlcv_ending_at(exchange_symbol, tf, limit, end_ts_ms)
except Exception:
ohlcv = []
rows = _ohlcv_to_rows(ohlcv)[-limit:]
@@ -845,6 +896,7 @@ def journal_coin_from_symbol(symbol):
EARLY_EXIT_TRIGGERS = (
"",
"止盈",
"保本止盈",
"移动止盈",
"手动平仓",
@@ -852,13 +904,26 @@ EARLY_EXIT_TRIGGERS = (
"其他",
)
# 与用户约定的固定开仓类型（仅做这几类单子）
# 与用户约定的固定开仓类型
ENTRY_REASON_OPTIONS = (
"趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低",
"趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高",
"趋势多头：小分歧低吸入场（左侧），确认条件：二次探底",
"趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶",
"波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20",
"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",
)
STATS_SEGMENT_DEFS = (
("all", "全部已平仓", {"segment": "all"}),
("manual", "人工·下单监控", {"segment": "manual"}),
("key_box", "关键位箱体突破", {"segment": "key_box"}),
("key_conv", "关键位收敛突破", {"segment": "key_conv"}),
("key_fib618", "关键位斐波0.618", {"segment": "key_fib618"}),
("key_fib786", "关键位斐波0.786", {"segment": "key_fib786"}),
)
# 复盘表单「其他」选项的 value（非入库值；自定义文本走 entry_reason_custom）
ENTRY_REASON_OTHER = "__OTHER__"
@@ -1403,11 +1468,61 @@ def _count_opens_between(conn, start_td, end_td):
).fetchone()[0]
def _load_completed_live_pnls(conn):
q = """SELECT pnl_amount, reviewed_pnl_amount, closed_at, reviewed_closed_at, created_at,
result, reviewed_result
def _list_window_from_request():
return resolve_window(request.args, default_preset=PRESET_UTC_TODAY)
def _pnl_row_matches_segment(row, segment_key):
try:
mt = (row["monitor_type"] or "").strip()
kst = (row["key_signal_type"] or "").strip()
except Exception:
return False
if segment_key == "all":
return True
if segment_key == "manual":
return mt == ORDER_MONITOR_TYPE_MANUAL and not kst
if segment_key == "key_box":
return kst == "箱体突破"
if segment_key == "key_conv":
return kst == "收敛突破"
if segment_key == "key_fib618":
return kst == "斐波回调0.618"
if segment_key == "key_fib786":
return kst == "斐波回调0.786"
return False
def _count_opens_for_segment(conn, start_td, end_td, segment_key):
if segment_key == "manual":
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ? "
"AND (monitor_type IS NULL OR monitor_type=? OR TRIM(monitor_type)='') "
"AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')",
(start_td, end_td, ORDER_MONITOR_TYPE_MANUAL),
).fetchone()[0]
kst_map = {
"key_box": "箱体突破",
"key_conv": "收敛突破",
"key_fib618": "斐波回调0.618",
"key_fib786": "斐波回调0.786",
}
kst = kst_map.get(segment_key)
if kst:
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ? AND key_signal_type=?",
(start_td, end_td, kst),
).fetchone()[0]
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ?",
(start_td, end_td),
).fetchone()[0]
def _load_completed_trade_pnls(conn):
q = """SELECT pnl_amount, reviewed_pnl_amount, closed_at, reviewed_closed_at, created_at, opened_at,
result, reviewed_result, monitor_type, key_signal_type
FROM trade_records
WHERE monitor_type = '下单监控'
ORDER BY COALESCE(closed_at, created_at, opened_at) ASC, id ASC"""
rows = conn.execute(q).fetchall()
out = []
@@ -1421,7 +1536,7 @@ def _load_completed_live_pnls(conn):
p = 0.0
t = parse_dt_for_trading_day(r["reviewed_closed_at"]) or parse_dt_for_trading_day(r["closed_at"]) or parse_dt_for_trading_day(r["created_at"])
td = get_trading_day(t) if t else None
out.append((p, t, td))
out.append((p, t, td, r))
return out
@@ -1490,34 +1605,41 @@ def _compute_period_metrics(trades):
def compute_stats_bundle(conn, trading_day, now_dt=None):
"""日 / 周 / 月 统计：平仓按平仓时间所在交易日计入。"""
"""日 / 周 / 月 统计：平仓按北京时间交易日（默认 8:00 切日）计入。"""
now_dt = now_dt or app_now()
pnls = _load_completed_live_pnls(conn)
pnls = _load_completed_trade_pnls(conn)
total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0]
w_start, w_end = _session_week_bounds(trading_day)
m_start, m_end = _calendar_month_bounds(now_dt)
def in_week(tr):
_p, _t, td = tr
return td and w_start <= td <= w_end
return tr[2] and w_start <= tr[2] <= w_end
def in_month(tr):
_p, _t, td = tr
return td and m_start <= td <= m_end
return tr[2] and m_start <= tr[2] <= m_end
day_trades = [tr for tr in pnls if tr[2] == trading_day]
week_trades = [tr for tr in pnls if in_week(tr)]
month_trades = [tr for tr in pnls if in_month(tr)]
def slice_metrics(seg_key):
seg_rows = [tr for tr in pnls if _pnl_row_matches_segment(tr[3], seg_key)]
day_tr = [(p, t, td) for p, t, td, _r in seg_rows if td == trading_day]
week_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and w_start <= td <= w_end]
month_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and m_start <= td <= m_end]
dm = _compute_period_metrics(day_tr)
wm = _compute_period_metrics(week_tr)
mm = _compute_period_metrics(month_tr)
dm["opens_count"] = _count_opens_for_segment(conn, trading_day, trading_day, seg_key)
wm["opens_count"] = _count_opens_for_segment(conn, w_start, w_end, seg_key)
mm["opens_count"] = _count_opens_for_segment(conn, m_start, m_end, seg_key)
dm["range_label"] = f"北京时间交易日 {trading_day}（{TRADING_DAY_RESET_HOUR}:00 切日）"
wm["range_label"] = f"{w_start} ~ {w_end}（北京日期，近7天）"
mm["range_label"] = f"{m_start} ~ {m_end}（北京自然月）"
return dm, wm, mm
dm = _compute_period_metrics(day_trades)
wm = _compute_period_metrics(week_trades)
mm = _compute_period_metrics(month_trades)
dm["opens_count"] = _count_opens_between(conn, trading_day, trading_day)
wm["opens_count"] = _count_opens_between(conn, w_start, w_end)
mm["opens_count"] = _count_opens_between(conn, m_start, m_end)
dm["range_label"] = f"北京时间交易日 {trading_day}"
wm["range_label"] = f"{w_start} ~ {w_end}（北京日期，近7天窗口）"
mm["range_label"] = f"{m_start} ~ {m_end}（北京时间自然月）"
segments = []
for seg_key, seg_title, _meta in STATS_SEGMENT_DEFS:
dm, wm, mm = slice_metrics(seg_key)
segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
dm, wm, mm = slice_metrics("all")
return {
"trading_day": trading_day,
@@ -1525,6 +1647,8 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
"day": dm,
"week": wm,
"month": mm,
"segments": segments,
"stats_reset_hour": TRADING_DAY_RESET_HOUR,
}
@@ -1709,7 +1833,11 @@ def to_effective_trade_dict(row):
base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss")
item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", base_stop)
open_stop = item.get("initial_stop_loss")
if open_stop in (None, ""):
open_stop = base_stop
item["display_open_stop_loss"] = open_stop
item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
item["effective_miss_reason"] = get_effective_trade_field(row, "reviewed_miss_reason", "miss_reason", item.get("miss_reason"))
@@ -1999,6 +2127,7 @@ def insert_trade_record(
closed_at_ms=None,
exchange_trade_id=None,
key_signal_type=None,
entry_reason=None,
):
hold_minutes = calc_hold_minutes(hold_seconds)
open_ts = opened_at or app_now_str()
@@ -2006,13 +2135,15 @@ def insert_trade_record(
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
snap_sl = initial_stop_loss if initial_stop_loss not in (None, "") else stop_loss
er = (entry_reason or "").strip() or entry_reason_from_key_signal(kst) or ""
conn.execute(
"INSERT INTO trade_records (symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
"INSERT INTO trade_records (symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id,entry_reason) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, monitor_type, kst, direction, trigger_price, stop_loss, initial_stop_loss, take_profit,
symbol, monitor_type, kst, direction, trigger_price, snap_sl, snap_sl, take_profit,
margin_capital, leverage, pnl_amount, hold_seconds,
trade_style, risk_amount, planned_rr, actual_rr, hold_minutes,
open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id
open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er or None
)
)
@@ -5313,6 +5444,8 @@ def sync_trade_records_from_exchange(conn, force=False):
def render_main_page(page="trade"):
now = app_now()
trading_day = get_trading_day(now)
list_window = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(list_window["start_utc"], list_window["end_utc"], APP_TZ)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
@@ -5322,7 +5455,10 @@ def render_main_page(page="trade"):
current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
key_list = conn.execute("SELECT * FROM key_monitors").fetchall()
key_history = conn.execute("SELECT * FROM key_monitor_history ORDER BY id DESC LIMIT 80").fetchall()
key_history = conn.execute(
"SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
(start_bj, end_bj),
).fetchall()
stats_bundle = compute_stats_bundle(conn, trading_day, now)
raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
order_list = []
@@ -5334,7 +5470,11 @@ def render_main_page(page="trade"):
exchange_pnl_sync = sync_trade_records_from_exchange(conn) or {}
except Exception as e:
exchange_pnl_sync = {"ok": False, "reason": str(e)}
raw_records = conn.execute("SELECT * FROM trade_records ORDER BY id DESC").fetchall()
raw_records = conn.execute(
"SELECT * FROM trade_records WHERE COALESCE(closed_at, created_at, opened_at) >= ? "
"AND COALESCE(closed_at, created_at, opened_at) <= ? ORDER BY id DESC LIMIT 1000",
(start_bj, end_bj),
).fetchall()
records = [to_effective_trade_dict(r) for r in raw_records]
total = len(records)
miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
@@ -5386,7 +5526,14 @@ def render_main_page(page="trade"):
can_trade=can_trade,
focus_key_id=(key_list[0]["id"] if key_list else None),
focus_order_id=(order_list[0]["id"] if order_list else None),
data_export_version=2,
data_export_version=3,
list_window=list_window,
list_window_presets={
"utc_today": PRESET_UTC_TODAY,
"utc_last24h": PRESET_UTC_LAST24H,
"utc_last7d": PRESET_UTC_LAST7D,
"custom": PRESET_CUSTOM,
},
key_alert_max_times=KEY_ALERT_MAX_TIMES,
risk_percent=RISK_PERCENT,
breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
@@ -6521,43 +6668,45 @@ def _md_response(filename, content):
@app.route("/export/trade_records")
@login_required
def export_trade_records():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute(
"SELECT id,symbol,monitor_type,direction,trigger_price,stop_loss,take_profit,margin_capital,leverage,"
"pnl_amount,hold_seconds,hold_minutes,opened_at,closed_at,result,miss_reason,"
"entry_reason,reviewed_entry_reason,created_at FROM trade_records ORDER BY id ASC"
"SELECT id,symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,"
"margin_capital,leverage,pnl_amount,hold_seconds,hold_minutes,planned_rr,actual_rr,risk_amount,"
"opened_at,closed_at,result,miss_reason,entry_reason,reviewed_entry_reason,"
"exchange_realized_pnl,exchange_opened_at,exchange_closed_at,created_at "
"FROM trade_records WHERE COALESCE(closed_at, created_at, opened_at) >= ? "
"AND COALESCE(closed_at, created_at, opened_at) <= ? ORDER BY id ASC",
(start_bj, end_bj),
).fetchall()
conn.close()
head_base = [
"id",
"symbol",
"monitor_type",
"direction",
"trigger_price",
"stop_loss",
"take_profit",
"margin_capital",
"leverage",
"pnl_amount",
"hold_seconds",
"hold_minutes",
"opened_at",
"closed_at",
"result",
"miss_reason",
"entry_reason",
"reviewed_entry_reason",
"created_at",
head = [
"id", "symbol", "monitor_type", "key_signal_type", "direction", "trigger_price",
"stop_loss_open_snapshot", "initial_stop_loss", "take_profit", "margin_capital", "leverage",
"pnl_amount", "hold_seconds", "hold_minutes", "planned_rr", "actual_rr", "risk_amount",
"opened_at", "closed_at", "result", "miss_reason", "entry_reason", "reviewed_entry_reason",
"exchange_realized_pnl", "exchange_opened_at", "exchange_closed_at", "created_at", "开仓类型",
]
head = head_base + ["开仓类型"]
data = []
for r in rows:
er0 = (r["entry_reason"] or "").strip() if r["entry_reason"] else ""
er1 = (r["reviewed_entry_reason"] or "").strip() if r["reviewed_entry_reason"] else ""
eff = er1 or er0
data.append(tuple(r[h] for h in head_base) + (eff,))
kst = (r["key_signal_type"] or "").strip() if "key_signal_type" in r.keys() else ""
eff = er1 or er0 or entry_reason_from_key_signal(kst) or ""
snap = r["initial_stop_loss"] if r["initial_stop_loss"] not in (None, "") else r["stop_loss"]
data.append((
r["id"], r["symbol"], r["monitor_type"], kst, r["direction"], r["trigger_price"],
snap, r["initial_stop_loss"], r["take_profit"], r["margin_capital"], r["leverage"],
r["pnl_amount"], r["hold_seconds"], r["hold_minutes"], r["planned_rr"], r["actual_rr"], r["risk_amount"],
r["opened_at"], r["closed_at"], r["result"], r["miss_reason"], r["entry_reason"], r["reviewed_entry_reason"],
r["exchange_realized_pnl"] if "exchange_realized_pnl" in r.keys() else None,
r["exchange_opened_at"] if "exchange_opened_at" in r.keys() else None,
r["exchange_closed_at"] if "exchange_closed_at" in r.keys() else None,
r["created_at"], eff,
))
day = app_now().strftime("%Y%m%d")
return _csv_response(f"trade_records_v2_{day}.csv", data, head)
return _csv_response(f"trade_records_v3_{day}.csv", data, head)
@app.route("/export/journal_entries")
@@ -6629,10 +6778,13 @@ def export_key_monitors():
@app.route("/export/key_monitor_history")
@login_required
def export_key_monitor_history():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute(
"SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_alert_message,close_reason,closed_at "
"FROM key_monitor_history ORDER BY id ASC"
"FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id ASC",
(start_bj, end_bj),
).fetchall()
conn.close()
head = [
@@ -6862,9 +7014,10 @@ def add_journal():
symbol_guess = normalize_symbol_input(coin) or coin
exchange_symbol = normalize_exchange_symbol(symbol_guess)
title_prefix = f"{symbol_guess} journal {entry_id[:8]}"
close_ms = _local_input_datetime_to_ms(d.get("close_datetime"))
marker_payload = {
"entry_ts_ms": _local_input_datetime_to_ms(d.get("open_datetime")),
"exit_ts_ms": _local_input_datetime_to_ms(d.get("close_datetime")),
"exit_ts_ms": close_ms,
"entry_ts_ms": close_ms,
"entry_price": d.get("entry_price_hint"),
"exit_price": None,
}
@@ -6929,8 +7082,14 @@ def add_journal():
@app.route("/api/journals")
@login_required
def api_journals():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute("SELECT * FROM journal_entries ORDER BY created_at DESC").fetchall()
rows = conn.execute(
"SELECT * FROM journal_entries WHERE COALESCE(close_datetime, created_at, open_datetime) >= ? "
"AND COALESCE(close_datetime, created_at, open_datetime) <= ? ORDER BY created_at DESC LIMIT 500",
(start_bj, end_bj),
).fetchall()
conn.close()
result = []
for r in rows:
@@ -6978,8 +7137,13 @@ def delete_journal(jid):
@app.route("/api/reviews")
@login_required
def api_reviews():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute("SELECT * FROM ai_reviews ORDER BY created_at DESC").fetchall()
rows = conn.execute(
"SELECT * FROM ai_reviews WHERE created_at >= ? AND created_at <= ? ORDER BY created_at DESC LIMIT 200",
(start_bj, end_bj),
).fetchall()
conn.close()
return jsonify([row_to_dict(r) for r in rows])