feat: trend pullback preview TP per DCA leg with unified stop loss across exchanges

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_gate_bot/app.py

@@ -5607,15 +5607,11 @@ def render_main_page(page="trade"):
             ).fetchone()
             now_ms = int(time.time() * 1000)
             if pr and int(pr["expires_at_ms"] or 0) >= now_ms:
+                from strategy_trend_lib import build_trend_preview_level_rows
+
                 trend_preview = row_to_dict(pr)
                 preview_expires_ms = int(pr["expires_at_ms"])
-                try:
+                trend_preview, trend_preview_levels = build_trend_preview_level_rows(trend_preview)
-                    grid = json.loads(trend_preview.get("grid_prices_json") or "[]")
-                    legs = json.loads(trend_preview.get("leg_amounts_json") or "[]")
-                except Exception:
-                    grid, legs = [], []
-                for i, pair in enumerate(zip(grid, legs), 1):
-                    trend_preview_levels.append({"i": i, "price": pair[0], "contracts": pair[1]})
             elif pr:
                 trend_preview_expired = True
     strategy_extra = {}

hub_bridge.py

@@ -594,12 +594,26 @@ def _fetch_preview(pid):
     now_ms = int(time.time() * 1000)
     d["expires_in_sec"] = max(0, int((int(d.get("expires_at_ms") or 0) - now_ms) / 1000))
     try:
-        grid = json.loads(d.get("grid_prices_json") or "[]")
+        from strategy_trend_lib import build_trend_preview_level_rows
-        legs = json.loads(d.get("leg_amounts_json") or "[]")
+
+        enriched, level_rows = build_trend_preview_level_rows(d)
+        for key in ("preview_target_rr", "preview_first_take_profit", "preview_unified_stop_loss"):
+            if key in enriched:
+                d[key] = enriched[key]
+        d["preview_level_rows"] = level_rows
         d["grid_levels"] = [
-            {"i": i + 1, "price": grid[i], "contracts": legs[i] if i < len(legs) else None}
+            {
-            for i in range(len(grid))
+                "i": row.get("i"),
+                "label": row.get("label"),
+                "price": row.get("price"),
+                "contracts": row.get("contracts"),
+                "avg_entry": row.get("avg_entry"),
+                "take_profit": row.get("take_profit"),
+                "stop_loss": row.get("stop_loss"),
+            }
+            for row in level_rows
         ]
     except Exception:
         d["grid_levels"] = []
+        d["preview_level_rows"] = []
     return d

strategy_snapshot_lib.py

@@ -111,8 +111,11 @@ def build_trend_dca_levels(plan: dict) -> list[dict]:
 
 
 def attach_trend_dca_levels(plan: dict) -> dict:
+    from strategy_trend_lib import enrich_trend_dca_levels_with_tp
+
     d = dict(plan or {})
-    d["dca_levels"] = build_trend_dca_levels(d)
+    levels = build_trend_dca_levels(d)
+    d["dca_levels"] = enrich_trend_dca_levels_with_tp(d, levels)
     return d
 
 

strategy_templates/strategy_trend_panel.html

@@ -47,13 +47,20 @@
             {{ trend_preview.symbol }} {{ '做多' if trend_preview.direction == 'long' else '做空' }} {{ trend_preview.leverage }}x ｜
             预览可用快照 <strong>{{ mf(trend_preview.snapshot_available_usdt) }}</strong> U ｜ 参考价 {{ price_fmt(trend_preview.symbol, trend_preview.live_price_ref) }} ｜
             计划保证金≈{{ mf(trend_preview.plan_margin_capital) }} U ｜ 总张≈{{ amt_disp(trend_preview.symbol, trend_preview.target_order_amount) }}（首仓 {{ amt_disp(trend_preview.symbol, trend_preview.first_order_amount) }} + 补仓 {{ amt_disp(trend_preview.symbol, trend_preview.remainder_total) }}）<br>
-            止损 {{ price_fmt(trend_preview.symbol, trend_preview.stop_loss) }} ｜ {{ trend_add_zone_label(trend_preview.direction) }} {{ price_fmt(trend_preview.symbol, trend_preview.add_upper) }} ｜ 止盈 {{ price_fmt(trend_preview.symbol, trend_preview.take_profit) }} ｜ 风险比例 {{ trend_preview.risk_percent }}%
+            统一止损 {{ price_fmt(trend_preview.symbol, trend_preview.preview_unified_stop_loss or trend_preview.stop_loss) }} ｜ {{ trend_add_zone_label(trend_preview.direction) }} {{ price_fmt(trend_preview.symbol, trend_preview.add_upper) }} ｜ 表单止盈 {{ price_fmt(trend_preview.symbol, trend_preview.take_profit) }} ｜ 目标RR {% if trend_preview.preview_target_rr is not none %}{{ '%.2f'|format(trend_preview.preview_target_rr) }}{% else %}—{% endif %} ｜ 风险比例 {{ trend_preview.risk_percent }}%
         </div>
         <div class="table-wrap" style="margin-bottom:10px">
             <table>
-                <tr><th>#</th><th>补仓触发价</th><th>该档张数</th></tr>
+                <tr><th>档位</th><th>触发/参考价</th><th>张数</th><th>加仓后均价</th><th>止盈</th><th>止损</th></tr>
                 {% for row in trend_preview_levels %}
-                <tr><td>{{ row.i }}</td><td>{{ price_fmt(trend_preview.symbol, row.price) }}</td><td>{{ amt_disp(trend_preview.symbol, row.contracts) }}</td></tr>
+                <tr>
+                    <td>{{ row.label or row.i }}</td>
+                    <td>{{ price_fmt(trend_preview.symbol, row.price) }}</td>
+                    <td>{{ amt_disp(trend_preview.symbol, row.contracts) }}</td>
+                    <td>{% if row.avg_entry is not none %}{{ price_fmt(trend_preview.symbol, row.avg_entry) }}{% else %}—{% endif %}</td>
+                    <td>{% if row.take_profit is not none %}{{ price_fmt(trend_preview.symbol, row.take_profit) }}{% else %}—{% endif %}</td>
+                    <td>{% if row.stop_loss is not none %}{{ price_fmt(trend_preview.symbol, row.stop_loss) }}{% else %}—{% endif %}</td>
+                </tr>
                 {% endfor %}
             </table>
         </div>
@@ -159,12 +166,15 @@
             <div class="plan-dca-block">
                 <div class="plan-dca-title">补仓计划明细</div>
                 <table class="plan-dca-table">
-                    <tr><th>档位</th><th>触发价</th><th>张数</th><th>状态</th></tr>
+                    <tr><th>档位</th><th>触发价</th><th>张数</th><th>加仓后均价</th><th>止盈</th><th>止损</th><th>状态</th></tr>
                     {% for lv in t.dca_levels %}
                     <tr>
                         <td>{{ lv.label }}</td>
                         <td>{% if lv.price is not none %}{{ price_fmt(sym, lv.price) }}{% else %}—{% endif %}</td>
                         <td>{% if lv.contracts is not none %}{{ amt_disp(sym, lv.contracts) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.avg_entry is not none %}{{ price_fmt(sym, lv.avg_entry) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.take_profit is not none %}{{ price_fmt(sym, lv.take_profit) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.stop_loss is not none %}{{ price_fmt(sym, lv.stop_loss) }}{% else %}—{% endif %}</td>
                         <td class="{% if lv.status == 'done' %}st-done{% else %}st-pending{% endif %}">{{ lv.status_label }}</td>
                     </tr>
                     {% endfor %}

strategy_trend_lib.py

@@ -191,3 +191,201 @@ def compute_trend_plan_core(
         "leg_amounts": leg_list,
     }
     return payload, None
+
+
+def calc_planned_reward_risk_ratio(
+    direction: str, entry_price: float, stop_loss: float, take_profit: float
+) -> Optional[float]:
+    """盈亏比（reward/risk），与四所 calc_rr_ratio 口径一致。"""
+    try:
+        entry = float(entry_price)
+        sl = float(stop_loss)
+        tp = float(take_profit)
+        if entry <= 0 or sl <= 0 or tp <= 0:
+            return None
+        direction = (direction or "long").strip().lower()
+        if direction == "short":
+            risk = sl - entry
+            reward = entry - tp
+        else:
+            risk = entry - sl
+            reward = tp - entry
+        if risk <= 0 or reward <= 0:
+            return None
+        return round(reward / risk, 4)
+    except (TypeError, ValueError):
+        return None
+
+
+def calc_take_profit_for_rr(
+    direction: str, entry_price: float, stop_loss: float, reward_risk_ratio: float
+) -> Optional[float]:
+    """按统一止损与目标 RR 反推止盈价。"""
+    try:
+        entry = float(entry_price)
+        sl = float(stop_loss)
+        rr = float(reward_risk_ratio)
+        if entry <= 0 or sl <= 0 or rr <= 0:
+            return None
+        direction = (direction or "long").strip().lower()
+        if direction == "short":
+            risk = sl - entry
+            if risk <= 0:
+                return None
+            return round(entry - rr * risk, 10)
+        risk = entry - sl
+        if risk <= 0:
+            return None
+        return round(entry + rr * risk, 10)
+    except (TypeError, ValueError):
+        return None
+
+
+def weighted_avg_entry(legs: list[tuple[float, float]]) -> Optional[float]:
+    """按 (成交价, 张数) 加权均价。"""
+    total = 0.0
+    cost = 0.0
+    for price, amount in legs or []:
+        try:
+            p = float(price)
+            a = float(amount)
+        except (TypeError, ValueError):
+            continue
+        if a <= 0:
+            continue
+        total += a
+        cost += p * a
+    if total <= 0:
+        return None
+    return cost / total
+
+
+def build_trend_preview_level_rows(preview: dict) -> tuple[dict, list[dict]]:
+    """
+    预览：参考价首仓止盈 + 每档补仓后止盈；止损统一为计划止损（加仓后最大止损）。
+    返回 (增强后的 preview 字段, 表格行列表，含首仓行)。
+    """
+    p = dict(preview or {})
+    direction = (p.get("direction") or "long").strip().lower()
+    try:
+        ref = float(p.get("live_price_ref"))
+        sl = float(p.get("stop_loss"))
+        user_tp = float(p.get("take_profit"))
+        first_amt = float(p.get("first_order_amount"))
+    except (TypeError, ValueError):
+        return p, []
+
+    rr = calc_planned_reward_risk_ratio(direction, ref, sl, user_tp)
+    if rr is None:
+        return p, []
+
+    first_tp = calc_take_profit_for_rr(direction, ref, sl, rr)
+    p["preview_target_rr"] = rr
+    p["preview_first_take_profit"] = first_tp
+    p["preview_unified_stop_loss"] = sl
+
+    try:
+        grid = json.loads(p.get("grid_prices_json") or "[]")
+        if not isinstance(grid, list):
+            grid = []
+    except Exception:
+        grid = []
+    try:
+        leg_amounts = json.loads(p.get("leg_amounts_json") or "[]")
+        if not isinstance(leg_amounts, list):
+            leg_amounts = []
+    except Exception:
+        leg_amounts = []
+
+    rows: list[dict] = [
+        {
+            "i": 0,
+            "label": "首仓",
+            "price": ref,
+            "contracts": first_amt,
+            "avg_entry": ref,
+            "take_profit": first_tp,
+            "stop_loss": sl,
+            "is_first": True,
+        }
+    ]
+    accumulated: list[tuple[float, float]] = [(ref, first_amt)]
+    for i, pair in enumerate(zip(grid, leg_amounts), 1):
+        try:
+            price = float(pair[0])
+            contracts = float(pair[1])
+        except (TypeError, ValueError):
+            continue
+        accumulated.append((price, contracts))
+        avg = weighted_avg_entry(accumulated)
+        tp_after = calc_take_profit_for_rr(direction, avg, sl, rr) if avg is not None else None
+        rows.append(
+            {
+                "i": i,
+                "label": f"补仓{i}",
+                "price": price,
+                "contracts": contracts,
+                "avg_entry": avg,
+                "take_profit": tp_after,
+                "stop_loss": sl,
+                "is_first": False,
+            }
+        )
+    return p, rows
+
+
+def enrich_trend_dca_levels_with_tp(plan: dict, levels: list[dict]) -> list[dict]:
+    """运行中计划：为 dca_levels 补充加仓后均价、止盈、统一止损。"""
+    if not levels:
+        return levels
+    p = plan or {}
+    direction = (p.get("direction") or "long").strip().lower()
+    try:
+        sl = float(p.get("stop_loss"))
+        user_tp = float(p.get("take_profit"))
+        first_amt = float(p.get("first_order_amount"))
+    except (TypeError, ValueError):
+        return levels
+
+    ref_raw = p.get("live_price_ref")
+    if ref_raw in (None, ""):
+        ref_raw = p.get("avg_entry_price")
+    try:
+        ref = float(ref_raw)
+    except (TypeError, ValueError):
+        return levels
+
+    rr = calc_planned_reward_risk_ratio(direction, ref, sl, user_tp)
+    if rr is None:
+        return levels
+
+    out: list[dict] = []
+    accumulated: list[tuple[float, float]] = []
+    for lv in levels:
+        row = dict(lv)
+        is_first = row.get("leg_key") == "first" or row.get("label") == "首仓" or row.get("i") == 0
+        if is_first:
+            amt = row.get("contracts")
+            try:
+                amt_f = float(amt if amt is not None else first_amt)
+            except (TypeError, ValueError):
+                amt_f = first_amt
+            accumulated = [(ref, amt_f)]
+            row["avg_entry"] = ref
+            row["take_profit"] = calc_take_profit_for_rr(direction, ref, sl, rr)
+            row["stop_loss"] = sl
+        else:
+            price = row.get("price")
+            contracts = row.get("contracts")
+            if price is not None and contracts is not None:
+                try:
+                    accumulated.append((float(price), float(contracts)))
+                    avg = weighted_avg_entry(accumulated)
+                    if avg is not None:
+                        row["avg_entry"] = avg
+                        row["take_profit"] = calc_take_profit_for_rr(direction, avg, sl, rr)
+                    row["stop_loss"] = sl
+                except (TypeError, ValueError):
+                    pass
+        out.append(row)
+    return out

strategy_trend_register.py

@@ -1093,15 +1093,11 @@ def load_trend_page_context(conn, request_obj, cfg: dict) -> dict[str, Any]:
         ).fetchone()
         now_ms = int(time.time() * 1000)
         if pr and int(pr["expires_at_ms"] or 0) >= now_ms:
+            from strategy_trend_lib import build_trend_preview_level_rows
+
             trend_preview = _row(cfg, pr)
             preview_expires_ms = int(pr["expires_at_ms"])
-            try:
+            trend_preview, trend_preview_levels = build_trend_preview_level_rows(trend_preview)
-                grid = json.loads(trend_preview.get("grid_prices_json") or "[]")
-                legs = json.loads(trend_preview.get("leg_amounts_json") or "[]")
-            except Exception:
-                grid, legs = [], []
-            for i, pair in enumerate(zip(grid, legs), 1):
-                trend_preview_levels.append({"i": i, "price": pair[0], "contracts": pair[1]})
         elif pr:
             trend_preview_expired = True
     return {

tests/test_trend_preview_tp.py

@@ -0,0 +1,52 @@
+"""趋势回调预览：参考价首仓止盈与补仓后止盈。"""
+from __future__ import annotations
+
+import json
+import sys
+import unittest
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+
+from strategy_trend_lib import (  # noqa: E402
+    build_trend_preview_level_rows,
+    calc_planned_reward_risk_ratio,
+    calc_take_profit_for_rr,
+)
+
+
+class TestTrendPreviewTp(unittest.TestCase):
+    def test_short_ref_price_first_tp_matches_form_tp(self):
+        ref, sl, tp = 72.6, 75.5, 65.0
+        rr = calc_planned_reward_risk_ratio("short", ref, sl, tp)
+        self.assertIsNotNone(rr)
+        first_tp = calc_take_profit_for_rr("short", ref, sl, rr)
+        self.assertAlmostEqual(first_tp, tp, places=2)
+
+    def test_preview_levels_include_first_and_dca_tp(self):
+        preview = {
+            "direction": "short",
+            "live_price_ref": 72.6,
+            "stop_loss": 75.5,
+            "take_profit": 65.0,
+            "first_order_amount": 1113,
+            "grid_prices_json": json.dumps([73.42, 73.83]),
+            "leg_amounts_json": json.dumps([222, 222]),
+        }
+        enriched, rows = build_trend_preview_level_rows(preview)
+        self.assertEqual(enriched["preview_unified_stop_loss"], 75.5)
+        self.assertAlmostEqual(enriched["preview_first_take_profit"], 65.0, places=1)
+        self.assertEqual(len(rows), 3)
+        self.assertEqual(rows[0]["label"], "首仓")
+        self.assertAlmostEqual(rows[0]["take_profit"], 65.0, places=1)
+        self.assertEqual(rows[0]["stop_loss"], 75.5)
+        self.assertIsNotNone(rows[1]["avg_entry"])
+        self.assertIsNotNone(rows[1]["take_profit"])
+        self.assertEqual(rows[1]["stop_loss"], 75.5)
+        # 做空：补仓价上移 → 均价上移 → 同等 RR 下止盈价上移
+        self.assertGreater(rows[2]["take_profit"], rows[1]["take_profit"])
+
+
+if __name__ == "__main__":
+    unittest.main()