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关键位监控

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This commit is contained in:
dekun
2026-05-21 06:26:07 +08:00
parent ee38eb1c45
commit 2cddce92a0
12 changed files with 784 additions and 110 deletions
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crypto_monitor_okx/.env.example
+3
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@@ -116,6 +116,9 @@ AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest
# ORDER_CHART_LIMIT=100
# ORDER_CHART_DIR=static/images/order_charts
# DAILY_OPEN_ALERT_THRESHOLD=5
# 关键位：标准方案止损外侧%、趋势单方案止损外侧%（默认 0.5 / 1）
# KEY_STOP_OUTSIDE_BREAKOUT_PCT=0.5
# KEY_TREND_STOP_OUTSIDE_PCT=1
# 以损定仓（按交易账户资金的百分比）
# RISK_PERCENT=2
# 移动保本触发（达到多少R触发）与偏移（百分比）
crypto_monitor_okx/app.py
+97 -27
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@@ -44,6 +44,15 @@ from fib_key_monitor_lib import (
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
plan_key_sl_tp,
sl_tp_mode_from_row,
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
@@ -166,6 +175,8 @@ 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"})
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"))
KEY_TREND_STOP_OUTSIDE_PCT = float(os.getenv("KEY_TREND_STOP_OUTSIDE_PCT", "1"))
KEY_DAILY_VOLUME_RANK_MAX = int(os.getenv("KEY_DAILY_VOLUME_RANK_MAX", "30"))
KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT = os.getenv("KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT", "true").lower() in (
"1",
@@ -1223,6 +1234,9 @@ def init_db():
"ALTER TABLE key_monitors ADD COLUMN fib_order_amount REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_margin_capital REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_leverage INTEGER",
"ALTER TABLE key_monitors ADD COLUMN sl_tp_mode TEXT DEFAULT 'standard'",
"ALTER TABLE key_monitors ADD COLUMN manual_take_profit REAL",
"ALTER TABLE key_monitors ADD COLUMN breakeven_enabled INTEGER DEFAULT 0",
):
try:
c.execute(ddl)
@@ -2985,6 +2999,21 @@ def _key_hard_checks(symbol, direction, upper, lower, monitor_type):
return out
def _key_plan_sl_tp_for_row(row, direction, upper, lower, checks):
mode = sl_tp_mode_from_row(row, "standard")
manual_tp = _sqlite_row_val(row, "manual_take_profit")
return plan_key_sl_tp(
mode,
direction,
upper,
lower,
checks,
outside_pct=KEY_STOP_OUTSIDE_BREAKOUT_PCT,
trend_outside_pct=KEY_TREND_STOP_OUTSIDE_PCT,
manual_take_profit=manual_tp,
), mode
def calc_price_diff_pct(current_price, target_price):
try:
if target_price is None:
@@ -3238,7 +3267,7 @@ def _insert_order_monitor_from_fib_fill(
breakeven_step_r,
0,
breakeven_price,
1,
1 if breakeven_enabled_from_row(row, 0) else 0,
notional_value,
position_ratio,
base_amount,
@@ -3399,7 +3428,7 @@ def check_fib_key_monitors():
conn.close()
def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px):
def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0):
if _fib_key_exists_for_symbol(conn, symbol):
return False, f"{symbol} 已有斐波监控（同币仅允许一条 0.618/0.786）"
ratio = fib_ratio_from_type(mt)
@@ -3459,12 +3488,13 @@ def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px):
return False, "交易所未返回限价单 ID"
except Exception as e:
return False, friendly_okx_error(e, available_usdt=available_usdt)
be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
mt,
@@ -3478,6 +3508,7 @@ def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px):
float(amount),
margin_capital,
leverage,
be_flag,
),
)
return True, None
@@ -3532,21 +3563,10 @@ def check_key_monitors():
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
sl_tp_mode = sl_tp_mode_from_row(r, "standard")
be_on = breakeven_enabled_from_row(r, 0)
plan_tuple, _mode = _key_plan_sl_tp_for_row(r, direction, up, low, checks)
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']}）",
@@ -3554,10 +3574,25 @@ def check_key_monitors():
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 '-' }）",
]
if plan_tuple:
E, sl_raw, tp_raw, box_h = plan_tuple
planned_rr = calc_rr_ratio(direction, E, sl_raw, tp_raw)
rr_txt = f"{planned_rr:.4f}" if planned_rr is not None else "-"
op_lines = [
f"录入方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_on else '关'}",
sl_tp_plan_summary_text(
sl_tp_mode, direction, E, sl_raw, tp_raw, box_h,
outside_pct=KEY_STOP_OUTSIDE_BREAKOUT_PCT,
trend_outside_pct=KEY_TREND_STOP_OUTSIDE_PCT,
),
f"计划 SL：`{round(sl_raw, 8)}`｜计划 TP：`{round(tp_raw, 8)}`｜计划 RR（E）：{rr_txt}:1",
"说明：OKX 本实例为提醒模式，不自动市价开仓；请按方案自行下单。",
]
else:
op_lines = [
f"录入方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_on else '关'}",
"计划 SL/TP 几何无效，请检查上下沿或趋势单止盈价。",
]
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,
@@ -4601,22 +4636,57 @@ def add_key():
lw = round_price_to_exchange(ex_sym_key, float(d["lower"]))
upper_px = float(uh) if uh is not None else float(d["upper"])
lower_px = float(lw) if lw is not None else float(d["lower"])
be_flag = parse_breakeven_enabled_form(d.get("breakeven_enabled"))
if is_fib_key_monitor_type(mt):
ok_fib, err_fib = _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px)
ok_fib, err_fib = _add_fib_key_monitor(
conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,
)
conn.commit()
conn.close()
if not ok_fib:
flash(err_fib or "斐波监控添加失败")
return redirect("/")
flash(f"斐波监控已添加，限价单已挂出（{symbol} 日成交量排名 {rank}/{total}）")
flash(
f"斐波监控已添加，限价单已挂出（{symbol} 日成交量排名 {rank}/{total}）"
f"｜移动保本：{'开' if be_flag else '关'}"
)
return redirect("/")
sl_tp_mode = "standard"
manual_tp = None
if mt in KEY_MONITOR_AUTO_TYPES:
sl_tp_mode = normalize_sl_tp_mode(d.get("sl_tp_mode"))
if sl_tp_mode == "trend_manual":
try:
manual_tp = float(d.get("manual_take_profit") or 0)
except (TypeError, ValueError):
manual_tp = 0
if manual_tp <= 0:
conn.close()
flash("趋势单方案须填写有效止盈价")
return redirect("/")
if direction_sel == "long" and manual_tp <= upper_px:
conn.close()
flash("做多趋势单：止盈价应高于上沿（阻力）")
return redirect("/")
if direction_sel == "short" and manual_tp >= lower_px:
conn.close()
flash("做空趋势单：止盈价应低于下沿（支撑）")
return redirect("/")
mtpx = round_price_to_exchange(ex_sym_key, manual_tp)
if mtpx is not None:
manual_tp = float(mtpx)
conn.execute(
"INSERT INTO key_monitors (symbol,monitor_type,direction,upper,lower) VALUES (?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px),
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled) "
"VALUES (?,?,?,?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag),
)
conn.commit()
conn.close()
flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）")
extra = ""
if mt in KEY_MONITOR_AUTO_TYPES:
extra = f"｜方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_flag else '关'}"
flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）{extra}")
return redirect("/")
@app.route("/add_order", methods=["POST"])
crypto_monitor_okx/templates/index.html
+36
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@@ -208,6 +208,15 @@
</select>
<input name="upper" step="0.0001" placeholder="上沿/阻力" required>
<input name="lower" step="0.0001" placeholder="下沿/支撑" required>
<select name="sl_tp_mode" id="key-sl-tp-mode" title="止盈止损方案">
<option value="standard">标准突破</option>
<option value="box_1p5">箱体1R·止盈1.5H</option>
<option value="trend_manual">趋势单·自填止盈</option>
</select>
<input name="manual_take_profit" id="key-manual-tp" step="0.0001" placeholder="趋势单止盈价" style="display:none">
<label id="key-breakeven-wrap" style="display:inline-flex;align-items:center;gap:4px;font-size:.85rem;color:#9aa">
<input type="checkbox" name="breakeven_enabled" value="1" id="key-breakeven-cb"> 移动保本
</label>
<button type="submit">添加</button>
</form>
<div class="rule-tip">{{ key_gate_rule_text }}</div>
@@ -219,6 +228,8 @@
上:{{ k.upper }} 下:{{ k.lower }}
{% if k.fib_entry_price %}| 挂E:{{ k.fib_entry_price }}{% endif %}
| 已提醒:{{ k.notification_count or 0 }}/{{ k.max_notify or 3 }}
{% if k.monitor_type in ['箱体突破','收敛突破'] %}| 方案:{{ '标准' if (k.sl_tp_mode or 'standard') == 'standard' else ('1.5H' if k.sl_tp_mode == 'box_1p5' else '趋势') }}{% endif %}
| 保本:{{ '开' if k.breakeven_enabled else '关' }}
| 现价:<span id="key-price-{{ k.id }}">-</span>
| 距上沿:<span id="key-up-diff-{{ k.id }}">-</span>
| 距下沿:<span id="key-low-diff-{{ k.id }}">-</span>
@@ -1168,6 +1179,31 @@ if(journalForm){
});
}
function syncKeyMonitorFormFields(){
const typeEl = document.querySelector('#key-form [name="type"]');
const modeEl = document.getElementById("key-sl-tp-mode");
const manualTp = document.getElementById("key-manual-tp");
const beWrap = document.getElementById("key-breakeven-wrap");
if(!typeEl) return;
const t = (typeEl.value || "").trim();
const autoTypes = new Set(["箱体突破","收敛突破"]);
const fibTypes = new Set(["斐波回调0.618","斐波回调0.786"]);
const showAuto = autoTypes.has(t);
const showBe = showAuto || fibTypes.has(t);
if(modeEl) modeEl.style.display = showAuto ? "" : "none";
if(manualTp){
const trend = showAuto && modeEl && modeEl.value === "trend_manual";
manualTp.style.display = trend ? "" : "none";
manualTp.required = !!trend;
}
if(beWrap) beWrap.style.display = showBe ? "inline-flex" : "none";
}
const keyTypeSel = document.querySelector('#key-form [name="type"]');
const keyModeSel = document.getElementById("key-sl-tp-mode");
if(keyTypeSel) keyTypeSel.addEventListener("change", syncKeyMonitorFormFields);
if(keyModeSel) keyModeSel.addEventListener("change", syncKeyMonitorFormFields);
syncKeyMonitorFormFields();
const keyForm = document.getElementById("key-form");
if(keyForm){
keyForm.addEventListener("submit", (e)=>{