feat: strategy trade snapshots, DCA detail, and hub trend layout
Persist ended trend pullback and roll group snapshots to a unified records page; show replenishment tiers on instance and hub cards with horizontal single-position layout. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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"""策略结束快照：趋势回调 / 顺势加仓（四所共用）。"""
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from __future__ import annotations
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import json
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from datetime import datetime, timezone
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from typing import Any, Callable, Optional
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STRATEGY_TREND = "trend_pullback"
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STRATEGY_ROLL = "roll"
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STRATEGY_SNAPSHOTS_SQL = """
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CREATE TABLE IF NOT EXISTS strategy_trade_snapshots (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_type TEXT NOT NULL,
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source_id INTEGER,
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symbol TEXT,
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exchange_symbol TEXT,
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direction TEXT,
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result_label TEXT,
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status_at_close TEXT,
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opened_at TEXT,
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closed_at TEXT,
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pnl_amount REAL,
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snapshot_json TEXT NOT NULL,
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created_at TEXT
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)
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"""
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def init_strategy_snapshot_table(conn) -> None:
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conn.execute(STRATEGY_SNAPSHOTS_SQL)
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conn.execute(
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"CREATE INDEX IF NOT EXISTS idx_strategy_snapshots_closed "
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"ON strategy_trade_snapshots(closed_at DESC)"
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)
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conn.execute(
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"CREATE INDEX IF NOT EXISTS idx_strategy_snapshots_type "
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"ON strategy_trade_snapshots(strategy_type, source_id)"
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)
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def _row_dict(row) -> dict:
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if row is None:
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return {}
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try:
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return dict(row)
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except Exception:
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return {}
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def _json_dumps(obj: Any) -> str:
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return json.dumps(obj, ensure_ascii=False, separators=(",", ":"))
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def build_trend_dca_levels(plan: dict) -> list[dict]:
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"""首仓 + 补仓档位列表（供策略页 / 中控）。"""
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out: list[dict] = []
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p = plan or {}
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try:
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legs_done = int(p.get("legs_done") or 0)
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except (TypeError, ValueError):
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legs_done = 0
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try:
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dca_legs = int(p.get("dca_legs") or 0)
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except (TypeError, ValueError):
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dca_legs = 0
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first_done = int(p.get("first_order_done") or 0) != 0
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try:
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grid = json.loads(p.get("grid_prices_json") or "[]")
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if not isinstance(grid, list):
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grid = []
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except Exception:
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grid = []
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try:
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leg_amounts = json.loads(p.get("leg_amounts_json") or "[]")
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if not isinstance(leg_amounts, list):
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leg_amounts = []
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except Exception:
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leg_amounts = []
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out.append(
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{
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"i": 0,
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"leg_key": "first",
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"label": "首仓",
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"price": None,
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"contracts": p.get("first_order_amount"),
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"status": "done" if first_done else "pending",
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"status_label": "已开仓" if first_done else "待开仓",
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}
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)
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n = max(len(grid), len(leg_amounts), dca_legs)
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for idx in range(n):
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leg_i = idx + 1
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price = grid[idx] if idx < len(grid) else None
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contracts = leg_amounts[idx] if idx < len(leg_amounts) else None
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done = leg_i <= legs_done
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out.append(
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{
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"i": leg_i,
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"leg_key": f"dca_{leg_i}",
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"label": f"补仓{leg_i}",
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"price": price,
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"contracts": contracts,
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"status": "done" if done else "pending",
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"status_label": "已补仓" if done else "待补仓",
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}
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)
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return out
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def attach_trend_dca_levels(plan: dict) -> dict:
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d = dict(plan or {})
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d["dca_levels"] = build_trend_dca_levels(d)
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return d
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def save_trend_plan_snapshot(
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cfg: dict,
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conn,
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plan_row: Any,
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*,
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result_label: str,
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exit_price: float | None = None,
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pnl_amount: float | None = None,
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) -> None:
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init_strategy_snapshot_table(conn)
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row = _row_dict(plan_row)
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plan_id = int(row.get("id") or 0)
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if plan_id <= 0:
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return
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m = cfg.get("app_module")
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closed_at = (
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m.app_now_str()
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if m is not None and hasattr(m, "app_now_str")
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else datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M:%S")
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)
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payload = attach_trend_dca_levels(row)
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payload["result_label"] = result_label
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payload["exit_price"] = exit_price
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payload["pnl_amount"] = pnl_amount
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payload["status_at_close"] = row.get("status")
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conn.execute(
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"""INSERT INTO strategy_trade_snapshots (
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strategy_type, source_id, symbol, exchange_symbol, direction,
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result_label, status_at_close, opened_at, closed_at, pnl_amount, snapshot_json, created_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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STRATEGY_TREND,
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plan_id,
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row.get("symbol"),
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row.get("exchange_symbol"),
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row.get("direction"),
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result_label,
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row.get("status"),
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row.get("opened_at"),
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closed_at,
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pnl_amount,
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_json_dumps(payload),
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closed_at,
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),
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)
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def save_roll_group_snapshot(
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cfg: dict,
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conn,
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group: dict,
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*,
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result_label: str = "结束",
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pnl_amount: float | None = None,
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) -> None:
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init_strategy_snapshot_table(conn)
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g = dict(group or {})
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gid = int(g.get("id") or 0)
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if gid <= 0:
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return
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legs = []
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for leg in conn.execute(
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"SELECT * FROM roll_legs WHERE roll_group_id=? ORDER BY leg_index ASC, id ASC",
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(gid,),
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).fetchall():
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ld = _row_dict(leg)
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try:
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from strategy_roll_monitor_lib import roll_leg_status_label
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ld["status_label"] = roll_leg_status_label(ld.get("status"))
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except Exception:
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ld["status_label"] = ld.get("status") or ""
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legs.append(ld)
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m = cfg.get("app_module")
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closed_at = (
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m.app_now_str()
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if m is not None and hasattr(m, "app_now_str")
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else datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M:%S")
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)
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payload = {
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"group": g,
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"legs": legs,
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"result_label": result_label,
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"pnl_amount": pnl_amount,
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}
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conn.execute(
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"""INSERT INTO strategy_trade_snapshots (
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strategy_type, source_id, symbol, exchange_symbol, direction,
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result_label, status_at_close, opened_at, closed_at, pnl_amount, snapshot_json, created_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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STRATEGY_ROLL,
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gid,
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g.get("symbol"),
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g.get("exchange_symbol"),
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g.get("direction"),
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result_label,
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g.get("status"),
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g.get("created_at"),
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closed_at,
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pnl_amount,
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_json_dumps(payload),
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closed_at,
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),
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)
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def list_strategy_snapshots(conn, *, limit: int = 200) -> list[dict]:
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init_strategy_snapshot_table(conn)
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rows = conn.execute(
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"SELECT * FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?",
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(max(1, min(int(limit), 500)),),
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).fetchall()
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out = []
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for r in rows:
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d = _row_dict(r)
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try:
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d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
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except Exception:
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d["snapshot"] = {}
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st = (d.get("strategy_type") or "").strip()
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d["strategy_label"] = "趋势回调" if st == STRATEGY_TREND else "顺势加仓"
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out.append(d)
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return out
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