增加趋势回调

crypto_monitor_binance/app.py

@@ -2507,6 +2507,7 @@ def insert_trade_record(
     exchange_trade_id=None,
     key_signal_type=None,
     entry_reason=None,
+    trend_plan_id=None,
 ):
     hold_minutes = calc_hold_minutes(hold_seconds)
     open_ts = opened_at or app_now_str()
@@ -2517,12 +2518,13 @@ def insert_trade_record(
     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 ""
     cur = 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,entry_reason) 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,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
         (
             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, er or None
+            open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er or None,
+            trend_plan_id,
         )
     )
     return int(cur.lastrowid or 0)
@@ -3166,6 +3168,50 @@ def _binance_place_tp_sl_orders(exchange_symbol, direction, position_amount, sto
     raise RuntimeError(f"Binance 未接受止盈/止损触发单：{last_err}")
 
 
+def _binance_place_stop_loss_only(exchange_symbol, direction, stop_loss):
+    """趋势回调：仅挂止损触发单，止盈由程序监控。"""
+    ensure_markets_loaded()
+    pos_amt = get_live_position_contracts(exchange_symbol, direction)
+    if pos_amt is None or float(pos_amt) <= 0:
+        raise RuntimeError("交易所当前无持仓，无法挂止损")
+    cancel_binance_futures_open_orders(exchange_symbol)
+    market = exchange.market(exchange_symbol)
+    if not market.get("swap"):
+        raise RuntimeError("仅支持永续合约 symbol")
+    close_side = "sell" if direction == "long" else "buy"
+    amt = float(exchange.amount_to_precision(exchange_symbol, float(pos_amt)))
+    sl_px = exchange.price_to_precision(exchange_symbol, float(stop_loss))
+    common = dict(_binance_trigger_order_params())
+    if BINANCE_POSITION_MODE == "hedge":
+        common["positionSide"] = "LONG" if direction == "long" else "SHORT"
+    exchange.create_order(
+        exchange_symbol,
+        "STOP_MARKET",
+        close_side,
+        amt,
+        None,
+        dict(common, stopPrice=sl_px),
+    )
+
+
+def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
+    try:
+        e = float(entry_price)
+        pct = float(
+            offset_pct
+            if offset_pct is not None
+            else float(os.getenv("TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT", "0.3"))
+        )
+    except (TypeError, ValueError):
+        return None
+    if e <= 0:
+        return None
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        return e * (1.0 - pct / 100.0)
+    return e * (1.0 + pct / 100.0)
+
+
 def ensure_markets_loaded(force=False):
     global MARKETS_LOADED
     if force or not MARKETS_LOADED:
@@ -5453,6 +5499,11 @@ def background_task():
             check_fib_key_monitors()
             check_key_monitors()
             check_order_monitors()
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import check_trend_pullback_plans
+
+                check_trend_pullback_plans(cfg)
         except:
             pass
         time.sleep(MONITOR_POLL_SECONDS)
@@ -5689,6 +5740,12 @@ def render_main_page(page="trade"):
         strategy_extra = strategy_page_template_vars(
             conn, page, default_risk_percent=float(RISK_PERCENT)
         )
+        if page == "strategy_trend":
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import load_trend_page_context
+
+                strategy_extra.update(load_trend_page_context(conn, request, cfg))
     conn.close()
     return render_template(
         "index.html",
@@ -7695,8 +7752,10 @@ def strategy_roll_page():
 
 
 from strategy_register import install_strategy_trading
+from strategy_trend_register import install_strategy_trend
 
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
+install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
 
 # 启动

crypto_monitor_binance/templates/index.html

@@ -540,7 +540,7 @@
 
         </div>
         {% elif page == 'strategy_trend' %}
-        {% include 'strategy_trend_disabled_panel.html' %}
+        {% include 'strategy_trend_panel.html' %}
         {% elif page == 'strategy_roll' %}
         {% include 'strategy_roll_panel.html' %}
         {% endif %}

crypto_monitor_gate/app.py

@@ -2228,6 +2228,7 @@ def insert_trade_record(
     exchange_trade_id=None,
     key_signal_type=None,
     entry_reason=None,
+    trend_plan_id=None,
 ):
     hold_minutes = calc_hold_minutes(hold_seconds)
     open_ts = opened_at or app_now_str()
@@ -2238,12 +2239,13 @@ def insert_trade_record(
     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,entry_reason) 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,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
         (
             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, er or None
+            open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er or None,
+            trend_plan_id,
         )
     )
 
@@ -3000,6 +3002,76 @@ def _gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amount, stop_
     )
 
 
+def _gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss):
+    """Gate 永续：仅挂仓位类止损触发单（趋势回调用）。"""
+    ensure_markets_loaded()
+    market = exchange.market(exchange_symbol)
+    if not market.get("swap"):
+        raise RuntimeError("仅支持永续合约 symbol")
+    settle = market["settleId"]
+    contract = market["id"]
+    order_type = "close-long-position" if direction == "long" else "close-short-position"
+    close_side = "sell" if direction == "long" else "buy"
+    sl_rule = 2 if close_side == "sell" else 1
+    initial = {
+        "contract": contract,
+        "size": 0,
+        "price": "0",
+        "close": True,
+        "reduce_only": True,
+        "tif": "ioc",
+        "text": "api",
+    }
+    if GATE_POS_MODE == "hedge":
+        initial["auto_size"] = "close_long" if direction == "long" else "close_short"
+        initial["close"] = False
+    sl_s = exchange.price_to_precision(exchange_symbol, float(stop_loss))
+
+    def _payload(trigger_price, rule):
+        trig = {
+            "strategy_type": 0,
+            "price_type": GATE_TPSL_PRICE_TYPE,
+            "price": trigger_price,
+            "rule": rule,
+        }
+        if GATE_TPSL_TRIGGER_EXPIRATION > 0:
+            trig["expiration"] = GATE_TPSL_TRIGGER_EXPIRATION
+        return {
+            "settle": settle,
+            "initial": dict(initial),
+            "trigger": trig,
+            "order_type": order_type,
+        }
+
+    last_err = None
+    for attempt in range(8):
+        try:
+            exchange.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule))
+            return
+        except Exception as e:
+            last_err = e
+            time.sleep(0.2 * (attempt + 1))
+    raise RuntimeError(f"交易所未接受仅止损仓位触发单：{last_err}")
+
+
+def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
+    try:
+        e = float(entry_price)
+        pct = float(
+            offset_pct
+            if offset_pct is not None
+            else float(os.getenv("TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT", "0.3"))
+        )
+    except (TypeError, ValueError):
+        return None
+    if e <= 0:
+        return None
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        return e * (1.0 - pct / 100.0)
+    return e * (1.0 + pct / 100.0)
+
+
 def ensure_markets_loaded(force=False):
     global MARKETS_LOADED
     if force or not MARKETS_LOADED:
@@ -5290,6 +5362,11 @@ def background_task():
             check_fib_key_monitors()
             check_key_monitors()
             check_order_monitors()
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import check_trend_pullback_plans
+
+                check_trend_pullback_plans(cfg)
         except:
             pass
         time.sleep(MONITOR_POLL_SECONDS)
@@ -5668,6 +5745,12 @@ def render_main_page(page="trade"):
         strategy_extra = strategy_page_template_vars(
             conn, page, default_risk_percent=float(RISK_PERCENT)
         )
+        if page == "strategy_trend":
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import load_trend_page_context
+
+                strategy_extra.update(load_trend_page_context(conn, request, cfg))
     conn.close()
     return render_template(
         "index.html",
@@ -7756,8 +7839,10 @@ def strategy_roll_page():
 
 
 from strategy_register import install_strategy_trading
+from strategy_trend_register import install_strategy_trend
 
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
+install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
 
 # 启动

crypto_monitor_gate/templates/index.html

@@ -540,7 +540,7 @@
 
         </div>
         {% elif page == 'strategy_trend' %}
-        {% include 'strategy_trend_disabled_panel.html' %}
+        {% include 'strategy_trend_panel.html' %}
         {% elif page == 'strategy_roll' %}
         {% include 'strategy_roll_panel.html' %}
         {% endif %}

crypto_monitor_gate_bot/templates/index.html

@@ -371,188 +371,8 @@
         </div>
         </div>
         {% elif page == 'strategy_trend' %}
-        {% include 'strategy_subnav.html' %}
-        <div class="card trend-card">
-            <h2 style="margin-bottom:8px">趋势回调策略</h2>
-            <div class="rule-tip">
-                ① <strong>生成预览</strong>：读取合约 USDT <strong>可用余额快照</strong>并计算计划（不下单）。预览有效期 <strong>{{ trend_pullback_preview_ttl }} 秒</strong>。<br>
-                ② <strong>确认执行</strong>：市价首仓 50% + 挂交易所止损；首仓后可<strong>手动保本</strong>（默认均价+{{ trend_manual_breakeven_offset_pct }}%）；剩余 50% 在止损与补仓区间之间共 {{ trend_pullback_dca_legs }} 档（做多为<strong>上沿</strong>、做空为<strong>下沿</strong>；程序可能因最小张数自动减档）市价补仓；<strong>止盈由程序监控</strong>。<br>
-                确认执行时若当前可用余额与预览快照相对偏差 &gt; <strong>{{ trend_preview_max_drift_pct }}%</strong> 会拒绝并要求重新预览。
-            </div>
-            <form id="trend-pullback-form" action="{{ url_for('preview_trend_pullback') }}" method="post" class="form-row">
-                <input name="symbol" placeholder="BTC 或 ETH/USDT" required>
-                <select name="direction" id="trend-direction" required>
-                    <option value="">方向</option>
-                    <option value="long">做多</option>
-                    <option value="short">做空</option>
-                </select>
-                <input name="leverage" type="number" min="1" step="1" placeholder="杠杆(必填)" required>
-                <input name="risk_percent" type="number" min="0.1" step="0.1" value="5" placeholder="风险%相对可用快照" title="默认5：最坏亏损约≤可用余额×5%">
-                <input name="sl" step="any" placeholder="止损价" required>
-                <input name="add_upper" id="trend-add-upper" step="any" placeholder="补仓上沿价" required>
-                <input name="take_profit" step="any" placeholder="止盈价(固定)" required>
-                <button type="submit" {% if not can_trade %}disabled style="opacity:.5;cursor:not-allowed"{% endif %}>生成预览</button>
-            </form>
-            <script>
-            (function(){
-                const dirSel = document.getElementById("trend-direction");
-                const addInp = document.getElementById("trend-add-upper");
-                function syncAddUpperPlaceholder(){
-                    if(!addInp || !dirSel) return;
-                    const d = (dirSel.value || "long").toLowerCase();
-                    addInp.placeholder = d === "short" ? "补仓下沿价" : "补仓上沿价";
-                }
-                if(dirSel){
-                    dirSel.addEventListener("change", syncAddUpperPlaceholder);
-                    syncAddUpperPlaceholder();
-                }
-            })();
-            </script>
-
-            {% if trend_preview %}
-            <div style="margin-top:14px;padding:12px;background:#141a2e;border:1px solid #2a3150;border-radius:8px">
-                <div style="display:flex;flex-wrap:wrap;justify-content:space-between;gap:8px;margin-bottom:8px">
-                    <strong style="color:#dbe4ff">当前预览（剩余 <span id="trend-preview-ttl">{{ trend_pullback_preview_ttl }}</span>s）</strong>
-                    <span style="font-size:.8rem;color:#9aa" data-expires-ms="{{ preview_expires_ms }}">倒计时加载中…</span>
-                </div>
-                <div style="font-size:.82rem;color:#cfd3ef;line-height:1.55;margin-bottom:10px">
-                    {{ trend_preview.symbol }} {{ '做多' if trend_preview.direction == 'long' else '做空' }} {{ trend_preview.leverage }}x ｜
-                    预览可用快照 <strong>{{ money_fmt(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≈{{ money_fmt(trend_preview.plan_margin_capital) }} U ｜ 总张≈{{ amt_fmt(trend_preview.symbol, trend_preview.target_order_amount) }}（首仓 {{ amt_fmt(trend_preview.symbol, trend_preview.first_order_amount) }} + 补仓 {{ amt_fmt(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 }}%
-                </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>
-                        {% for row in trend_preview_levels %}
-                        <tr><td>{{ row.i }}</td><td>{{ price_fmt(trend_preview.symbol, row.price) }}</td><td>{{ amt_fmt(trend_preview.symbol, row.contracts) }}</td></tr>
-                        {% endfor %}
-                    </table>
-                </div>
-                <div class="form-row" style="gap:10px;align-items:center">
-                    <form action="{{ url_for('execute_trend_pullback') }}" method="post" style="display:inline">
-                        <input type="hidden" name="preview_id" value="{{ trend_preview.id }}">
-                        <button type="submit" onclick="return confirm('确认按预览参数实盘下单？')">确认执行（实盘）</button>
-                    </form>
-                    <form action="{{ url_for('cancel_trend_pullback_preview') }}" method="post" style="display:inline">
-                        <input type="hidden" name="preview_id" value="{{ trend_preview.id }}">
-                        <button type="submit" style="background:#2f2134;color:#ffb2b2">取消预览</button>
-                    </form>
-                </div>
-            </div>
-            <script>
-            (function(){
-                const el = document.querySelector("[data-expires-ms]");
-                if(!el) return;
-                const exp = parseInt(el.getAttribute("data-expires-ms")||"0",10);
-                function tick(){
-                    const left = Math.max(0, Math.floor((exp - Date.now()) / 1000));
-                    el.innerText = left > 0 ? ("剩余 " + left + " 秒") : "已过期，请重新生成预览";
-                    const span = document.getElementById("trend-preview-ttl");
-                    if(span) span.innerText = String(left);
-                    if(left <= 0) return;
-                    setTimeout(tick, 1000);
-                }
-                tick();
-            })();
-            </script>
-            {% elif trend_preview_expired %}
-            <div class="rule-tip" style="margin-top:12px;color:#ff8f8f">该预览已过期（超过 {{ trend_pullback_preview_ttl }} 秒），请重新点击「生成预览」。</div>
-            {% endif %}
-
-            <div class="trend-running-plans">
-            <h3 style="margin:0 0 10px;font-size:.95rem;color:#b8c4ff">运行中的计划</h3>
-            <div class="running-plans-stack">
-                {% for t in trend_plans %}
-                {% set sym = t.exchange_symbol or t.symbol %}
-                {% set calc = namespace(rr=None, pnlpct=None) %}
-                {% if t.avg_entry_price is not none and t.stop_loss is not none and t.take_profit is not none %}
-                    {% set e = t.avg_entry_price|float %}
-                    {% set sl = t.stop_loss|float %}
-                    {% set tp = t.take_profit|float %}
-                    {% if t.direction == 'long' %}
-                        {% set risk = e - sl %}
-                        {% set reward = tp - e %}
-                    {% else %}
-                        {% set risk = sl - e %}
-                        {% set reward = e - tp %}
-                    {% endif %}
-                    {% if risk > 0 %}
-                        {% set calc.rr = reward / risk %}
-                    {% endif %}
-                {% endif %}
-                {% if t.floating_pnl is not none and t.plan_margin_capital is not none and t.plan_margin_capital|float > 0 %}
-                    {% set calc.pnlpct = (t.floating_pnl|float) / (t.plan_margin_capital|float) * 100 %}
-                {% endif %}
-                <div class="plan-position-card">
-                    <div class="plan-card-head">
-                        <div class="plan-card-title">
-                            <span>#{{ t.id }} {{ sym }}</span>
-                            <span class="badge {{ 'direction-long' if t.direction == 'long' else 'direction-short' }}">{{ '做多' if t.direction == 'long' else '做空' }}</span>
-                        </div>
-                        <a href="/stop_trend_pullback/{{ t.id }}" class="btn-close-plan" onclick="return confirm('结束计划：市价平仓并撤掉该合约全部挂单，确定？')">结束计划</a>
-                    </div>
-                    <div class="plan-card-meta">
-                        来源: 趋势回调计划 ｜ 风险: {% if t.risk_percent is not none %}{{ t.risk_percent }}%{% else %}—{% endif %}
-                        ｜ <span class="accent">{{ trend_add_zone_label(t.direction) }} {{ price_fmt(sym, t.add_upper) }}</span>
-                        ｜ 已补仓 <strong>{{ t.legs_done }}/{{ t.dca_legs }}</strong>
-                    </div>
-                    <div class="plan-card-grid">
-                        <div class="plan-cell">
-                            <span class="lbl">均价</span>
-                            <span class="val">{% if t.avg_entry_price is not none %}{{ price_fmt(sym, t.avg_entry_price) }}{% else %}—{% endif %}</span>
-                        </div>
-                        <div class="plan-cell">
-                            <span class="lbl">止损</span>
-                            <span class="val">{{ price_fmt(sym, t.stop_loss) }}</span>
-                        </div>
-                        <div class="plan-cell">
-                            <span class="lbl">止盈</span>
-                            <span class="val">{{ price_fmt(sym, t.take_profit) }}</span>
-                        </div>
-                        <div class="plan-cell">
-                            <span class="lbl">盈亏比</span>
-                            <span class="val">{% if calc.rr is not none %}{{ '%.2f'|format(calc.rr) }}:1{% else %}—{% endif %}</span>
-                        </div>
-                        <div class="plan-cell">
-                            <span class="lbl">标记价</span>
-                            <span class="val">{% if t.floating_mark is not none %}{{ price_fmt(sym, t.floating_mark) }}{% else %}—{% endif %}</span>
-                        </div>
-                        <div class="plan-cell">
-                            <span class="lbl">浮盈亏</span>
-                            <span class="val {% if t.floating_pnl is not none %}{% if t.floating_pnl > 0 %}pnl-profit{% elif t.floating_pnl < 0 %}pnl-loss{% else %}pnl-neutral{% endif %}{% endif %}">
-                                {% if t.floating_pnl is not none %}
-                                    {{ money_fmt(t.floating_pnl) }}U{% if calc.pnlpct is not none %} ({{ '%+.2f'|format(calc.pnlpct) }}%){% endif %}
-                                {% else %}—{% endif %}
-                            </span>
-                        </div>
-                    </div>
-
-                    <div class="plan-card-meta" style="margin-top:8px">
-                        <form action="{{ url_for('trend_pullback_breakeven', pid=t.id) }}" method="post" class="form-row" style="margin:0;align-items:center" onsubmit="return confirm('将交易所止损移至持仓均价+偏移？仅当新止损优于当前止损时生效。');">
-                            <label style="font-size:.78rem;color:#cfd3ef;display:flex;align-items:center;gap:6px">
-                                手动保本 偏移%
-                                <input name="breakeven_offset_pct" type="number" min="0" step="0.01" value="{{ trend_manual_breakeven_offset_pct }}" style="width:72px;padding:4px 8px">
-                                （默认均价+{{ trend_manual_breakeven_offset_pct }}%）
-                            </label>
-                            <button type="submit" style="padding:6px 12px;background:#1f4a3a;color:#8fc8ff">应用保本止损</button>
-                            {% if t.breakeven_applied %}<span style="color:#6ab88a;font-size:.75rem">已保本 {{ (t.breakeven_applied_at or '')[:16] }}</span>{% endif %}
-                            {% if t.initial_stop_loss is not none and t.initial_stop_loss != t.stop_loss %}<span style="color:#8892b0;font-size:.75rem">原止损 {{ price_fmt(sym, t.initial_stop_loss) }}</span>{% endif %}
-                        </form>
-                    </div>
-                    <div class="plan-card-meta" style="margin-bottom:0">
-                        快照可用: {% if t.snapshot_available_usdt is not none %}{{ money_fmt(t.snapshot_available_usdt) }}U{% else %}—{% endif %}
-                        ｜ 计划保证金≈{% if t.plan_margin_capital is not none %}{{ money_fmt(t.plan_margin_capital) }}U{% else %}—{% endif %}
-                        ｜ 总张≈{{ amt_fmt(sym, t.target_order_amount) }}（首{{ amt_fmt(sym, t.first_order_amount) }} + 补{{ amt_fmt(sym, t.remainder_total) }}）
-                        ｜ 杠杆: {{ t.leverage }}x
-                    </div>
-                </div>
-                {% else %}
-                <div class="plan-position-card" style="color:#8892b0;text-align:center;padding:16px">暂无运行中的趋势回调计划</div>
-                {% endfor %}
-            </div>
-            </div>
-        </div>
+        {% set can_trade_trend = can_trade %}
+        {% include 'strategy_trend_panel.html' %}
         {% elif page == 'strategy_roll' %}
         {% include 'strategy_roll_panel.html' %}
         {% endif %}

crypto_monitor_okx/app.py

@@ -1954,6 +1954,7 @@ def insert_trade_record(
     exchange_trade_id=None,
     key_signal_type=None,
     entry_reason=None,
+    trend_plan_id=None,
 ):
     hold_minutes = calc_hold_minutes(hold_seconds)
     open_ts = opened_at or app_now_str()
@@ -1964,12 +1965,13 @@ def insert_trade_record(
     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,entry_reason) 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,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
         (
             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, er or None
+            open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er or None,
+            trend_plan_id,
         )
     )
 
@@ -2462,6 +2464,41 @@ def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
     _okx_place_tp_sl_orders(ex_sym, direction, float(pos_amt), float(stop_loss), float(take_profit))
 
 
+def _okx_place_stop_loss_only(exchange_symbol, direction, stop_loss):
+    """OKX 永续：仅挂止损（趋势回调），止盈由程序监控。"""
+    ensure_markets_loaded()
+    pos_amt = get_live_position_contracts(exchange_symbol, direction)
+    if pos_amt is None or float(pos_amt) <= 0:
+        raise RuntimeError("交易所当前无持仓，无法挂止损")
+    cancel_okx_swap_open_orders(exchange_symbol)
+    close_side = "sell" if direction == "long" else "buy"
+    amt = float(exchange.amount_to_precision(exchange_symbol, float(pos_amt)))
+    params = build_okx_order_params(direction, reduce_only=True)
+    params["stopLoss"] = {
+        "triggerPrice": _okx_algo_trigger_price_str(exchange_symbol, stop_loss),
+        "type": "market",
+    }
+    exchange.create_order(exchange_symbol, "market", close_side, amt, None, params)
+
+
+def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
+    try:
+        e = float(entry_price)
+        pct = float(
+            offset_pct
+            if offset_pct is not None
+            else float(os.getenv("TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT", "0.3"))
+        )
+    except (TypeError, ValueError):
+        return None
+    if e <= 0:
+        return None
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        return e * (1.0 - pct / 100.0)
+    return e * (1.0 + pct / 100.0)
+
+
 def extract_trade_price_from_order(order):
     if not order:
         return None
@@ -4069,6 +4106,11 @@ def background_task():
             check_fib_key_monitors()
             check_key_monitors()
             check_order_monitors()
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import check_trend_pullback_plans
+
+                check_trend_pullback_plans(cfg)
         except:
             pass
         time.sleep(MONITOR_POLL_SECONDS)
@@ -4199,6 +4241,12 @@ def render_main_page(page="trade"):
         strategy_extra = strategy_page_template_vars(
             conn, page, default_risk_percent=float(RISK_PERCENT)
         )
+        if page == "strategy_trend":
+            cfg = app.extensions.get("strategy_trend_cfg")
+            if cfg:
+                from strategy_trend_register import load_trend_page_context
+
+                strategy_extra.update(load_trend_page_context(conn, request, cfg))
     conn.close()
     return render_template(
         "index.html",
@@ -5971,8 +6019,10 @@ def strategy_roll_page():
 
 
 from strategy_register import install_strategy_trading
+from strategy_trend_register import install_strategy_trend
 
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
+install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
 
 # 启动

crypto_monitor_okx/templates/index.html

@@ -353,7 +353,7 @@
             </div>
         </div>
         {% elif page == 'strategy_trend' %}
-        {% include 'strategy_trend_disabled_panel.html' %}
+        {% include 'strategy_trend_panel.html' %}
         {% elif page == 'strategy_roll' %}
         {% include 'strategy_roll_panel.html' %}
         {% endif %}

strategy_db.py

@@ -37,7 +37,118 @@ CREATE TABLE IF NOT EXISTS roll_legs (
 )
 """
 
+TREND_PLANS_SQL = """
+CREATE TABLE IF NOT EXISTS trend_pullback_plans (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    status TEXT DEFAULT 'active',
+    symbol TEXT NOT NULL,
+    exchange_symbol TEXT,
+    direction TEXT NOT NULL DEFAULT 'long',
+    leverage INTEGER NOT NULL,
+    stop_loss REAL NOT NULL,
+    add_upper REAL NOT NULL,
+    take_profit REAL NOT NULL,
+    risk_percent REAL DEFAULT 5,
+    snapshot_available_usdt REAL,
+    snapshot_at TEXT,
+    plan_margin_capital REAL,
+    target_order_amount REAL,
+    first_order_amount REAL,
+    remainder_total REAL,
+    dca_legs INTEGER DEFAULT 5,
+    per_leg_amount REAL,
+    grid_prices_json TEXT,
+    leg_amounts_json TEXT,
+    legs_done INTEGER DEFAULT 0,
+    first_order_done INTEGER DEFAULT 0,
+    last_mark_price REAL,
+    avg_entry_price REAL,
+    order_amount_open REAL,
+    opened_at TEXT,
+    opened_at_ms INTEGER,
+    session_date TEXT,
+    message TEXT,
+    initial_stop_loss REAL,
+    breakeven_applied INTEGER DEFAULT 0,
+    breakeven_applied_at TEXT
+)
+"""
+
+TREND_PREVIEWS_SQL = """
+CREATE TABLE IF NOT EXISTS trend_pullback_previews (
+    id TEXT PRIMARY KEY,
+    symbol TEXT NOT NULL,
+    exchange_symbol TEXT NOT NULL,
+    direction TEXT NOT NULL,
+    leverage INTEGER NOT NULL,
+    stop_loss REAL NOT NULL,
+    add_upper REAL NOT NULL,
+    take_profit REAL NOT NULL,
+    risk_percent REAL NOT NULL,
+    snapshot_available_usdt REAL NOT NULL,
+    snapshot_at TEXT,
+    live_price_ref REAL,
+    plan_margin_capital REAL,
+    target_order_amount REAL,
+    first_order_amount REAL,
+    remainder_total REAL,
+    dca_legs INTEGER,
+    per_leg_amount REAL,
+    grid_prices_json TEXT,
+    leg_amounts_json TEXT,
+    expires_at_ms INTEGER NOT NULL,
+    created_at TEXT
+)
+"""
+
+TREND_PREVIEW_SNAPSHOTS_SQL = """
+CREATE TABLE IF NOT EXISTS trend_pullback_preview_snapshots (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    preview_id TEXT NOT NULL UNIQUE,
+    symbol TEXT NOT NULL,
+    exchange_symbol TEXT NOT NULL,
+    direction TEXT NOT NULL,
+    leverage INTEGER NOT NULL,
+    stop_loss REAL NOT NULL,
+    add_upper REAL NOT NULL,
+    take_profit REAL NOT NULL,
+    risk_percent REAL NOT NULL,
+    snapshot_available_usdt REAL NOT NULL,
+    snapshot_at TEXT,
+    live_price_ref REAL,
+    plan_margin_capital REAL,
+    target_order_amount REAL,
+    first_order_amount REAL,
+    remainder_total REAL,
+    dca_legs INTEGER,
+    per_leg_amount REAL,
+    grid_prices_json TEXT,
+    leg_amounts_json TEXT,
+    expires_at_ms INTEGER NOT NULL,
+    preview_created_at TEXT,
+    outcome TEXT DEFAULT 'open',
+    executed_plan_id INTEGER
+)
+"""
+
 
 def init_strategy_tables(conn) -> None:
     conn.execute(ROLL_GROUPS_SQL)
     conn.execute(ROLL_LEGS_SQL)
+    conn.execute(TREND_PLANS_SQL)
+    conn.execute(TREND_PREVIEWS_SQL)
+    conn.execute(TREND_PREVIEW_SNAPSHOTS_SQL)
+    for ddl in (
+        "ALTER TABLE trend_pullback_plans ADD COLUMN leg_amounts_json TEXT",
+        "ALTER TABLE trend_pullback_plans ADD COLUMN initial_stop_loss REAL",
+        "ALTER TABLE trend_pullback_plans ADD COLUMN breakeven_applied INTEGER DEFAULT 0",
+        "ALTER TABLE trend_pullback_plans ADD COLUMN breakeven_applied_at TEXT",
+        "ALTER TABLE trend_pullback_preview_snapshots ADD COLUMN preview_created_at TEXT",
+        "ALTER TABLE trend_pullback_preview_snapshots ADD COLUMN outcome TEXT DEFAULT 'open'",
+        "ALTER TABLE trend_pullback_preview_snapshots ADD COLUMN executed_plan_id INTEGER",
+        "ALTER TABLE trade_records ADD COLUMN trend_plan_id INTEGER",
+    ):
+        try:
+            conn.execute(ddl)
+        except Exception:
+            pass

strategy_templates/strategy_trend_panel.html

@@ -0,0 +1,180 @@
+{% set mf = money_fmt|default(funds_fmt) %}
+{% macro amt_disp(sym, val) %}{% if amt_fmt is defined %}{{ amt_fmt(sym, val) }}{% else %}{{ val }}{% endif %}{% endmacro %}
+{% include 'strategy_subnav.html' %}
+<div class="card trend-card" style="grid-column:1/-1">
+    <h2 style="margin-bottom:8px">趋势回调策略</h2>
+    <div class="rule-tip">
+        ① <strong>生成预览</strong>：读取合约 USDT <strong>可用余额快照</strong>并计算计划（不下单）。预览有效期 <strong>{{ trend_pullback_preview_ttl }} 秒</strong>。<br>
+        ② <strong>确认执行</strong>：市价首仓 50% + 挂交易所止损；首仓后可<strong>手动保本</strong>（默认均价+{{ trend_manual_breakeven_offset_pct }}%）；剩余 50% 在止损与补仓区间之间共 {{ trend_pullback_dca_legs }} 档（做多为<strong>上沿</strong>、做空为<strong>下沿</strong>；程序可能因最小张数自动减档）市价补仓；<strong>止盈由程序监控</strong>。<br>
+        确认执行时若当前可用余额与预览快照相对偏差 &gt; <strong>{{ trend_preview_max_drift_pct }}%</strong> 会拒绝并要求重新预览。
+    </div>
+    <form id="trend-pullback-form" action="{{ url_for('preview_trend_pullback') }}" method="post" class="form-row">
+        <input name="symbol" placeholder="BTC 或 ETH/USDT" required>
+        <select name="direction" id="trend-direction" required>
+            <option value="">方向</option>
+            <option value="long">做多</option>
+            <option value="short">做空</option>
+        </select>
+        <input name="leverage" type="number" min="1" step="1" placeholder="杠杆(必填)" required>
+        <input name="risk_percent" type="number" min="0.1" step="0.1" value="5" placeholder="风险%相对可用快照" title="默认5：最坏亏损约≤可用余额×5%">
+        <input name="sl" step="any" placeholder="止损价" required>
+        <input name="add_upper" id="trend-add-upper" step="any" placeholder="补仓上沿价" required>
+        <input name="take_profit" step="any" placeholder="止盈价(固定)" required>
+        <button type="submit" {% if can_trade_trend is defined %}{% if not can_trade_trend %}disabled style="opacity:.5;cursor:not-allowed"{% endif %}{% elif not can_trade %}disabled style="opacity:.5;cursor:not-allowed"{% endif %}>生成预览</button>
+    </form>
+    <script>
+    (function(){
+        const dirSel = document.getElementById("trend-direction");
+        const addInp = document.getElementById("trend-add-upper");
+        function syncAddUpperPlaceholder(){
+            if(!addInp || !dirSel) return;
+            const d = (dirSel.value || "long").toLowerCase();
+            addInp.placeholder = d === "short" ? "补仓下沿价" : "补仓上沿价";
+        }
+        if(dirSel){
+            dirSel.addEventListener("change", syncAddUpperPlaceholder);
+            syncAddUpperPlaceholder();
+        }
+    })();
+    </script>
+
+    {% if trend_preview %}
+    <div style="margin-top:14px;padding:12px;background:#141a2e;border:1px solid #2a3150;border-radius:8px">
+        <div style="display:flex;flex-wrap:wrap;justify-content:space-between;gap:8px;margin-bottom:8px">
+            <strong style="color:#dbe4ff">当前预览（剩余 <span id="trend-preview-ttl">{{ trend_pullback_preview_ttl }}</span>s）</strong>
+            <span style="font-size:.8rem;color:#9aa" data-expires-ms="{{ preview_expires_ms }}">倒计时加载中…</span>
+        </div>
+        <div style="font-size:.82rem;color:#cfd3ef;line-height:1.55;margin-bottom:10px">
+            {{ 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 }}%
+        </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>
+                {% 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>
+                {% endfor %}
+            </table>
+        </div>
+        <div class="form-row" style="gap:10px;align-items:center">
+            <form action="{{ url_for('execute_trend_pullback') }}" method="post" style="display:inline">
+                <input type="hidden" name="preview_id" value="{{ trend_preview.id }}">
+                <button type="submit" onclick="return confirm('确认按预览参数实盘下单？')">确认执行（实盘）</button>
+            </form>
+            <form action="{{ url_for('cancel_trend_pullback_preview') }}" method="post" style="display:inline">
+                <input type="hidden" name="preview_id" value="{{ trend_preview.id }}">
+                <button type="submit" style="background:#2f2134;color:#ffb2b2">取消预览</button>
+            </form>
+        </div>
+    </div>
+    <script>
+    (function(){
+        const el = document.querySelector("[data-expires-ms]");
+        if(!el) return;
+        const exp = parseInt(el.getAttribute("data-expires-ms")||"0",10);
+        function tick(){
+            const left = Math.max(0, Math.floor((exp - Date.now()) / 1000));
+            el.innerText = left > 0 ? ("剩余 " + left + " 秒") : "已过期，请重新生成预览";
+            const span = document.getElementById("trend-preview-ttl");
+            if(span) span.innerText = String(left);
+            if(left <= 0) return;
+            setTimeout(tick, 1000);
+        }
+        tick();
+    })();
+    </script>
+    {% elif trend_preview_expired %}
+    <div class="rule-tip" style="margin-top:12px;color:#ff8f8f">该预览已过期（超过 {{ trend_pullback_preview_ttl }} 秒），请重新点击「生成预览」。</div>
+    {% endif %}
+
+    <div class="trend-running-plans">
+    <h3 style="margin:0 0 10px;font-size:.95rem;color:#b8c4ff">运行中的计划</h3>
+    <div class="running-plans-stack">
+        {% for t in trend_plans %}
+        {% set sym = t.exchange_symbol or t.symbol %}
+        {% set calc = namespace(rr=None, pnlpct=None) %}
+        {% if t.avg_entry_price is not none and t.stop_loss is not none and t.take_profit is not none %}
+            {% set e = t.avg_entry_price|float %}
+            {% set sl = t.stop_loss|float %}
+            {% set tp = t.take_profit|float %}
+            {% if t.direction == 'long' %}
+                {% set risk = e - sl %}
+                {% set reward = tp - e %}
+            {% else %}
+                {% set risk = sl - e %}
+                {% set reward = e - tp %}
+            {% endif %}
+            {% if risk > 0 %}
+                {% set calc.rr = reward / risk %}
+            {% endif %}
+        {% endif %}
+        {% if t.floating_pnl is not none and t.plan_margin_capital is not none and t.plan_margin_capital|float > 0 %}
+            {% set calc.pnlpct = (t.floating_pnl|float) / (t.plan_margin_capital|float) * 100 %}
+        {% endif %}
+        <div class="plan-position-card">
+            <div class="plan-card-head">
+                <div class="plan-card-title">
+                    <span>#{{ t.id }} {{ sym }}</span>
+                    <span class="badge {{ 'direction-long' if t.direction == 'long' else 'direction-short' }}">{{ '做多' if t.direction == 'long' else '做空' }}</span>
+                </div>
+                <a href="/stop_trend_pullback/{{ t.id }}" class="btn-close-plan" onclick="return confirm('结束计划：市价平仓并撤掉该合约全部挂单，确定？')">结束计划</a>
+            </div>
+            <div class="plan-card-meta">
+                来源: 趋势回调计划 ｜ 风险: {% if t.risk_percent is not none %}{{ t.risk_percent }}%{% else %}—{% endif %}
+                ｜ <span class="accent">{{ trend_add_zone_label(t.direction) }} {{ price_fmt(sym, t.add_upper) }}</span>
+                ｜ 已补仓 <strong>{{ t.legs_done }}/{{ t.dca_legs }}</strong>
+            </div>
+            <div class="plan-card-grid">
+                <div class="plan-cell">
+                    <span class="lbl">均价</span>
+                    <span class="val">{% if t.avg_entry_price is not none %}{{ price_fmt(sym, t.avg_entry_price) }}{% else %}—{% endif %}</span>
+                </div>
+                <div class="plan-cell">
+                    <span class="lbl">止损</span>
+                    <span class="val">{{ price_fmt(sym, t.stop_loss) }}</span>
+                </div>
+                <div class="plan-cell">
+                    <span class="lbl">止盈</span>
+                    <span class="val">{{ price_fmt(sym, t.take_profit) }}</span>
+                </div>
+                <div class="plan-cell">
+                    <span class="lbl">盈亏比</span>
+                    <span class="val">{% if calc.rr is not none %}{{ '%.2f'|format(calc.rr) }}:1{% else %}—{% endif %}</span>
+                </div>
+                <div class="plan-cell">
+                    <span class="lbl">标记价</span>
+                    <span class="val">{% if t.floating_mark is not none %}{{ price_fmt(sym, t.floating_mark) }}{% else %}—{% endif %}</span>
+                </div>
+                <div class="plan-cell">
+                    <span class="lbl">浮盈亏</span>
+                    <span class="val {% if t.floating_pnl is not none %}{% if t.floating_pnl > 0 %}pnl-profit{% elif t.floating_pnl < 0 %}pnl-loss{% else %}pnl-neutral{% endif %}{% endif %}">
+                        {% if t.floating_pnl is not none %}
+                            {{ mf(t.floating_pnl) }}U{% if calc.pnlpct is not none %} ({{ '%+.2f'|format(calc.pnlpct) }}%){% endif %}
+                        {% else %}—{% endif %}
+                    </span>
+                </div>
+            </div>
+            <div class="plan-card-meta" style="margin-top:8px">
+                <form action="{{ url_for('trend_pullback_breakeven', pid=t.id) }}" method="post" class="form-row" style="margin:0;align-items:center" onsubmit="return confirm('将交易所止损移至持仓均价+偏移？仅当新止损优于当前止损时生效。');">
+                    <label style="font-size:.78rem;color:#cfd3ef;display:flex;align-items:center;gap:6px">
+                        手动保本 偏移%
+                        <input name="breakeven_offset_pct" type="number" min="0" step="0.01" value="{{ trend_manual_breakeven_offset_pct }}" style="width:72px;padding:4px 8px">
+                    </label>
+                    <button type="submit" style="padding:6px 12px;background:#1f4a3a;color:#8fc8ff">应用保本止损</button>
+                    {% if t.breakeven_applied %}<span style="color:#6ab88a;font-size:.75rem">已保本 {{ (t.breakeven_applied_at or '')[:16] }}</span>{% endif %}
+                </form>
+            </div>
+            <div class="plan-card-meta" style="margin-bottom:0">
+                快照可用: {% if t.snapshot_available_usdt is not none %}{{ mf(t.snapshot_available_usdt) }}U{% else %}—{% endif %}
+                ｜ 计划保证金≈{% if t.plan_margin_capital is not none %}{{ mf(t.plan_margin_capital) }}U{% else %}—{% endif %}
+                ｜ 杠杆: {{ t.leverage }}x
+            </div>
+        </div>
+        {% else %}
+        <div class="plan-position-card" style="color:#8892b0;text-align:center;padding:16px">暂无运行中的趋势回调计划</div>
+        {% endfor %}
+    </div>
+    </div>
+</div>

strategy_trend_exchange.py

@@ -0,0 +1,87 @@
+"""趋势回调：各交易所止损刷新、市价加/平仓（通过 app 模块能力探测）。"""
+from __future__ import annotations
+
+import time
+from typing import Any
+
+
+def _m(cfg: dict) -> Any:
+    return cfg["app_module"]
+
+
+def trend_refresh_stop_only(cfg: dict, exchange_symbol: str, direction: str, stop_loss: float) -> None:
+    m = _m(cfg)
+    if hasattr(m, "_gate_place_stop_loss_only_position"):
+        if hasattr(m, "cancel_gate_swap_trigger_orders"):
+            m.cancel_gate_swap_trigger_orders(exchange_symbol)
+        m._gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss)
+        return
+    if hasattr(m, "_binance_place_stop_loss_only"):
+        m._binance_place_stop_loss_only(exchange_symbol, direction, stop_loss)
+        return
+    if hasattr(m, "_okx_place_stop_loss_only"):
+        m._okx_place_stop_loss_only(exchange_symbol, direction, stop_loss)
+        return
+    raise RuntimeError("当前实例未配置趋势回调止损挂单能力")
+
+
+def trend_market_add(cfg: dict, exchange_symbol: str, direction: str, contracts: float, leverage: int):
+    m = _m(cfg)
+    ex = m.exchange
+    m.ensure_markets_loaded()
+    ex.set_leverage(int(leverage), exchange_symbol)
+    side = "buy" if direction == "long" else "sell"
+    if hasattr(m, "build_gate_order_params"):
+        params = m.build_gate_order_params(direction, reduce_only=False)
+    elif hasattr(m, "build_binance_order_params"):
+        params = m.build_binance_order_params(direction, reduce_only=False)
+    elif hasattr(m, "build_okx_order_params"):
+        params = m.build_okx_order_params(direction, reduce_only=False)
+    else:
+        params = {}
+    return ex.create_order(exchange_symbol, "market", side, float(contracts), None, params or None)
+
+
+def trend_market_close(cfg: dict, exchange_symbol: str, direction: str, pos_qty: float, leverage: int):
+    m = _m(cfg)
+    ex = m.exchange
+    m.ensure_markets_loaded()
+    ex.set_leverage(int(leverage), exchange_symbol)
+    side = "sell" if direction == "long" else "buy"
+    amt = float(ex.amount_to_precision(exchange_symbol, float(pos_qty)))
+    if hasattr(m, "close_exchange_order"):
+        row = {
+            "exchange_symbol": exchange_symbol,
+            "symbol": exchange_symbol,
+            "direction": direction,
+            "order_amount": amt,
+        }
+        return m.close_exchange_order(row)
+    if hasattr(m, "build_gate_order_params"):
+        params = m.build_gate_order_params(direction, reduce_only=True)
+        return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+    if hasattr(m, "build_binance_order_params"):
+        for params in m._binance_market_close_param_candidates(direction):
+            try:
+                return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+            except Exception as e:
+                if not m._is_binance_close_param_retryable(str(e)):
+                    raise
+        raise RuntimeError("平仓失败")
+    if hasattr(m, "build_okx_order_params"):
+        params = m.build_okx_order_params(direction, reduce_only=True)
+        return ex.create_order(exchange_symbol, "market", side, amt, None, params)
+    return ex.create_order(exchange_symbol, "market", side, amt, None, {"reduceOnly": True})
+
+
+def cancel_symbol_orders(cfg: dict, exchange_symbol: str) -> None:
+    m = _m(cfg)
+    if hasattr(m, "cancel_all_open_orders_for_symbol"):
+        m.cancel_all_open_orders_for_symbol(exchange_symbol)
+        return
+    if hasattr(m, "cancel_gate_swap_trigger_orders"):
+        m.cancel_gate_swap_trigger_orders(exchange_symbol)
+    if hasattr(m, "cancel_binance_futures_open_orders"):
+        m.cancel_binance_futures_open_orders(exchange_symbol)
+    if hasattr(m, "cancel_okx_swap_open_orders"):
+        m.cancel_okx_swap_open_orders(exchange_symbol)

strategy_trend_register.py

@@ -0,0 +1,833 @@
+"""趋势回调：路由、轮询、页面数据（四所共用，依赖各 app 模块交易所能力）。"""
+from __future__ import annotations
+
+import inspect
+import json
+import os
+import time
+import uuid
+from typing import Any, Optional
+
+from flask import Flask, flash, redirect, request, url_for
+from jinja2 import ChoiceLoader, FileSystemLoader
+
+from strategy_config import resolve_trading_app_module
+from strategy_db import init_strategy_tables
+from strategy_trend_exchange import (
+    cancel_symbol_orders,
+    trend_market_add,
+    trend_market_close,
+    trend_refresh_stop_only,
+)
+from strategy_trend_lib import (
+    build_grid_prices,
+    build_leg_amounts_json,
+    calc_risk_fraction,
+    validate_trend_bounds,
+)
+
+MONITOR_TYPE_TREND = "趋势回调"
+
+
+def trend_add_zone_label(direction: str) -> str:
+    return "补仓下沿" if (direction or "long").strip().lower() == "short" else "补仓上沿"
+
+
+def install_strategy_trend(app: Flask, repo_root: str, app_module: Any = None, **build_kw) -> dict:
+    from strategy_register import attach_strategy_templates
+
+    attach_strategy_templates(app, repo_root)
+    cfg = build_trend_config(app_module, **build_kw)
+    app.extensions["strategy_trend_cfg"] = cfg
+    register_trend_routes(app, cfg)
+
+    @app.context_processor
+    def _trend_ctx():
+        return {"trend_add_zone_label": trend_add_zone_label}
+
+    return cfg
+
+
+def build_trend_config(app_module: Any = None, **kw) -> dict[str, Any]:
+    m = resolve_trading_app_module(app_module)
+    dca = max(1, int(os.getenv("TREND_PULLBACK_DCA_LEGS", kw.get("dca_legs", "5"))))
+    preview_ttl = max(10, int(os.getenv("TREND_PULLBACK_PREVIEW_TTL_SECONDS", "120")))
+    drift = float(os.getenv("TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT", "5"))
+    be_pct = float(os.getenv("TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT", "0.3"))
+    buf = float(getattr(m, "FULL_MARGIN_BUFFER_RATIO", 0.95))
+
+    def amount_precise(ex_sym, amt):
+        fn = getattr(m, "_safe_amount_to_precision", None)
+        if callable(fn):
+            return fn(ex_sym, amt)
+        try:
+            m.ensure_markets_loaded()
+            return float(m.exchange.amount_to_precision(ex_sym, float(amt)))
+        except Exception:
+            return None
+
+    return {
+        "app_module": m,
+        "login_required": m.login_required,
+        "get_db": m.get_db,
+        "row_to_dict": m.row_to_dict,
+        "dca_legs": dca,
+        "preview_ttl": preview_ttl,
+        "drift_pct": drift,
+        "breakeven_offset_pct": be_pct,
+        "margin_buffer": buf,
+        "amount_precise": amount_precise,
+        "max_active_positions": int(getattr(m, "MAX_ACTIVE_POSITIONS", 1)),
+        "reset_hour": int(getattr(m, "TRADING_DAY_RESET_HOUR", 8)),
+        "monitor_type_trend": MONITOR_TYPE_TREND,
+    }
+
+
+def _m(cfg: dict):
+    return cfg["app_module"]
+
+
+def _row(cfg, row) -> dict:
+    return cfg["row_to_dict"](row)
+
+
+def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
+    m = _m(cfg)
+    now = m.app_now()
+    if not m.trading_day_reset_allows_new_open(now):
+        return False, f"北京时间 {cfg['reset_hour']}:00 前不允许持仓"
+    active = m.get_active_position_count(conn)
+    if active >= cfg["max_active_positions"]:
+        return (
+            False,
+            f"已达最大持仓数（{active}/{cfg['max_active_positions']}），"
+            "请先结束「实盘下单」中的持仓，再启动趋势回调",
+        )
+    trend_n = conn.execute(
+        "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
+    ).fetchone()[0]
+    if int(trend_n or 0) > 0:
+        return False, "已存在运行中的趋势回调计划"
+    return True, ""
+
+
+def _cleanup_stale_previews(conn) -> None:
+    ms = int(time.time() * 1000)
+    stale = conn.execute(
+        "SELECT id FROM trend_pullback_previews WHERE expires_at_ms < ?", (ms,)
+    ).fetchall()
+    for row in stale:
+        try:
+            conn.execute(
+                "UPDATE trend_pullback_preview_snapshots SET outcome='expired' "
+                "WHERE preview_id=? AND outcome='open'",
+                (row["id"],),
+            )
+        except Exception:
+            pass
+    conn.execute("DELETE FROM trend_pullback_previews WHERE expires_at_ms < ?", (ms,))
+
+
+def parse_trend_plan(cfg: dict, form_dict) -> tuple[Optional[dict], Optional[str]]:
+    m = _m(cfg)
+    d = form_dict or {}
+    symbol = m.normalize_symbol_input(d.get("symbol"))
+    if not symbol:
+        return None, "symbol 不能为空"
+    direction = (d.get("direction") or "long").strip().lower()
+    if direction not in ("long", "short"):
+        return None, "方向错误"
+    try:
+        stop_loss = float(d.get("sl"))
+        add_upper = float(d.get("add_upper"))
+        take_profit = float(d.get("take_profit"))
+        risk_percent = float(d.get("risk_percent") or "5")
+    except Exception:
+        return None, "价格或风险比例格式错误"
+    try:
+        lev_raw = m.parse_positive_float(d.get("leverage"))
+        leverage = int(lev_raw) if lev_raw is not None else m.infer_leverage(symbol)
+    except Exception:
+        return None, "杠杆格式错误"
+    if leverage <= 0 or risk_percent <= 0:
+        return None, "杠杆与风险比例必须大于0"
+    bound_err = validate_trend_bounds(direction, stop_loss, add_upper)
+    if bound_err:
+        return None, bound_err
+    snap = m.get_available_trading_usdt()
+    if snap is None or snap <= 0:
+        return None, "无法读取合约账户 USDT 可用余额，请检查 API 与账户类型"
+    live_price = m.get_price(symbol)
+    if live_price is None:
+        return None, "获取实时价格失败"
+    exchange_symbol = m.normalize_exchange_symbol(symbol)
+    rf = calc_risk_fraction(direction, add_upper, stop_loss)
+    if rf is None or rf <= 0:
+        return None, "止损与补仓区间边界组合无法计算风险比例"
+    risk_budget = float(snap) * (risk_percent / 100.0)
+    notional = risk_budget / rf
+    margin_plan = notional / float(leverage)
+    margin_plan = min(margin_plan, float(snap) * cfg["margin_buffer"])
+    if margin_plan <= 0:
+        return None, "计划保证金过小"
+    try:
+        target_amt, _ = m.prepare_order_amount(exchange_symbol, margin_plan, leverage, live_price)
+    except Exception as e:
+        return None, str(e)
+    ap = cfg["amount_precise"]
+    first_amt = ap(exchange_symbol, float(target_amt) * 0.5)
+    if first_amt is None or first_amt <= 0:
+        return None, "首仓张数过小（低于交易所最小张数），请提高风险比例或杠杆"
+    remainder_total = ap(exchange_symbol, max(0.0, float(target_amt) - float(first_amt)))
+    if remainder_total is None:
+        remainder_total = 0.0
+    m.ensure_markets_loaded()
+    market = m.exchange.market(exchange_symbol)
+    min_amt = float((market.get("limits", {}).get("amount", {}) or {}).get("min") or 0)
+    n_legs, leg_json, per_ref = build_leg_amounts_json(
+        exchange_symbol, remainder_total, cfg["dca_legs"], ap, min_amt
+    )
+    if n_legs <= 0:
+        return None, "剩余计划张数不足以拆出补仓档，请提高风险比例或放宽止损与补仓区间间距"
+    grid = build_grid_prices(direction, stop_loss, add_upper, n_legs)
+    if len(grid) != n_legs:
+        return None, "补仓网格生成失败"
+    opened_at = m.app_now_str()
+    try:
+        leg_list = json.loads(leg_json)
+    except Exception:
+        leg_list = []
+    return {
+        "symbol": symbol,
+        "exchange_symbol": exchange_symbol,
+        "direction": direction,
+        "leverage": leverage,
+        "stop_loss": stop_loss,
+        "add_upper": add_upper,
+        "take_profit": take_profit,
+        "risk_percent": risk_percent,
+        "snapshot_available_usdt": float(snap),
+        "snapshot_at": opened_at,
+        "live_price_ref": float(live_price),
+        "plan_margin_capital": float(margin_plan),
+        "target_order_amount": float(target_amt),
+        "first_order_amount": float(first_amt),
+        "remainder_total": float(remainder_total),
+        "dca_legs": int(n_legs),
+        "per_leg_amount": float(per_ref),
+        "grid_prices_json": json.dumps(grid),
+        "leg_amounts_json": leg_json,
+        "grid": grid,
+        "leg_amounts": leg_list,
+    }, None
+
+
+def _insert_preview_snapshot(conn, preview_id: str, created: str, exp_ms: int, pl: dict) -> None:
+    conn.execute(
+        """INSERT INTO trend_pullback_preview_snapshots (
+            preview_id,symbol,exchange_symbol,direction,leverage,stop_loss,add_upper,take_profit,risk_percent,
+            snapshot_available_usdt,snapshot_at,live_price_ref,plan_margin_capital,target_order_amount,first_order_amount,remainder_total,
+            dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,expires_at_ms,preview_created_at
+        ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+        (
+            preview_id,
+            pl["symbol"],
+            pl["exchange_symbol"],
+            pl["direction"],
+            pl["leverage"],
+            pl["stop_loss"],
+            pl["add_upper"],
+            pl["take_profit"],
+            pl["risk_percent"],
+            pl["snapshot_available_usdt"],
+            pl["snapshot_at"],
+            pl["live_price_ref"],
+            pl["plan_margin_capital"],
+            pl["target_order_amount"],
+            pl["first_order_amount"],
+            pl["remainder_total"],
+            pl["dca_legs"],
+            pl["per_leg_amount"],
+            pl["grid_prices_json"],
+            pl["leg_amounts_json"],
+            exp_ms,
+            created,
+        ),
+    )
+
+
+def enrich_trend_plan(cfg: dict, row) -> dict:
+    m = _m(cfg)
+    d = _row(cfg, row)
+    try:
+        d["breakeven_applied"] = int(d.get("breakeven_applied") or 0) != 0
+    except Exception:
+        d["breakeven_applied"] = False
+    ex_sym = d.get("exchange_symbol") or m.normalize_exchange_symbol(d.get("symbol") or "")
+    direction = (d.get("direction") or "long").lower()
+    metrics_fn = getattr(m, "get_live_position_exchange_metrics", None)
+    if callable(metrics_fn):
+        met = metrics_fn(ex_sym, direction)
+        if met and met.get("unrealized_pnl") is not None:
+            d["floating_pnl"] = float(met["unrealized_pnl"])
+        else:
+            d["floating_pnl"] = None
+        if met and met.get("mark_price") is not None:
+            d["floating_mark"] = float(met["mark_price"])
+        else:
+            d["floating_mark"] = None
+    else:
+        d["floating_pnl"] = d["floating_mark"] = None
+    return d
+
+
+def _weighted_avg(old_avg, old_amt, fill_px, add_amt):
+    try:
+        oa, aa = float(old_amt), float(add_amt)
+        if oa <= 0:
+            return float(fill_px)
+        return (float(old_avg) * oa + float(fill_px) * aa) / (oa + aa)
+    except Exception:
+        return float(fill_px or 0)
+
+
+def _finalize_plan(cfg: dict, conn, row, result_label: str, exit_price: float) -> None:
+    m = _m(cfg)
+    sym = row["symbol"]
+    direction = row["direction"] or "long"
+    ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(sym)
+    closed_at = m.app_now_str()
+    opened_at = row["opened_at"] or closed_at
+    hold_seconds = m.calc_hold_seconds(opened_at, m.parse_dt_for_trading_day(closed_at) or m.app_now())
+    margin_cap = float(row["plan_margin_capital"] or 0)
+    lev = int(row["leverage"] or 1)
+    avg_e = float(row["avg_entry_price"] or 0)
+    pnl_amount = m.calc_pnl(direction, avg_e, float(exit_price), margin_cap, lev)
+    res = m.normalize_result_with_pnl(result_label, pnl_amount)
+    risk_amt = m.calc_risk_amount_from_plan(
+        direction, float(row["add_upper"]), float(row["stop_loss"]), margin_cap, lev
+    )
+    planned_rr = m.calc_rr_ratio(direction, avg_e, float(row["stop_loss"]), float(row["take_profit"]))
+    session_date = row["session_date"] or m.get_trading_day()
+    session_capital = m.update_session_capital(conn, session_date, pnl_amount)
+    try:
+        cancel_symbol_orders(cfg, ex_sym)
+    except Exception:
+        pass
+    extra = getattr(m, "build_wechat_close_message", None)
+    send = getattr(m, "send_wechat_msg", None)
+    if callable(extra) and callable(send):
+        send(
+            extra(
+                symbol=sym,
+                direction=direction,
+                result=f"{res}（{MONITOR_TYPE_TREND}）",
+                pnl_amount=pnl_amount,
+                hold_seconds=hold_seconds,
+                trigger_price=avg_e,
+                current_price=float(exit_price),
+                stop_loss=float(row["stop_loss"]),
+                take_profit=float(row["take_profit"]),
+                close_order_id="-",
+                extra_note="计划本金口径：启动时合约可用余额快照；止盈由程序监控",
+                session_capital_fallback=session_capital,
+            )
+        )
+    kwargs = dict(
+        conn=conn,
+        symbol=sym,
+        monitor_type=MONITOR_TYPE_TREND,
+        direction=direction,
+        trigger_price=avg_e,
+        stop_loss=float(row["stop_loss"]),
+        initial_stop_loss=float(row.get("initial_stop_loss") or row["stop_loss"]),
+        take_profit=float(row["take_profit"]),
+        margin_capital=margin_cap,
+        leverage=lev,
+        pnl_amount=pnl_amount,
+        hold_seconds=hold_seconds,
+        trade_style="trend_pullback",
+        risk_amount=risk_amt,
+        planned_rr=planned_rr,
+        actual_rr=m.calc_actual_rr(pnl_amount, risk_amt),
+        result=res,
+        opened_at=opened_at,
+        closed_at=closed_at,
+    )
+    if "trend_plan_id" in inspect.signature(m.insert_trade_record).parameters:
+        m.insert_trade_record(**kwargs, trend_plan_id=int(row["id"]))
+    else:
+        m.insert_trade_record(**kwargs)
+    st = (
+        "stopped_tp"
+        if result_label == "止盈"
+        else ("stopped_sl" if result_label == "止损" else "stopped_manual")
+    )
+    conn.execute(
+        "UPDATE trend_pullback_plans SET status=?, message=? WHERE id=?",
+        (st, res, row["id"]),
+    )
+
+
+def check_trend_pullback_plans(cfg: dict) -> None:
+    m = _m(cfg)
+    ok_live, _ = m.ensure_exchange_live_ready()
+    if not ok_live:
+        return
+    conn = cfg["get_db"]()
+    rows = conn.execute(
+        "SELECT * FROM trend_pullback_plans WHERE status='active'"
+    ).fetchall()
+    for row in rows:
+        try:
+            sym = row["symbol"]
+            direction = (row["direction"] or "long").lower()
+            ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(sym)
+            sl = float(row["stop_loss"])
+            tp = float(row["take_profit"])
+            lev = int(row["leverage"] or 1)
+            p = m.get_price(sym)
+            if not p:
+                continue
+            pf = float(p)
+            last_p = row["last_mark_price"]
+            last_pf = float(last_p) if last_p is not None else pf
+            pos = m.get_live_position_contracts(ex_sym, direction)
+            if pos is None:
+                continue
+            legs_done = int(row["legs_done"] or 0)
+            try:
+                leg_amounts = [float(x) for x in json.loads(row["leg_amounts_json"] or "[]")]
+            except Exception:
+                leg_amounts = []
+            try:
+                grid = json.loads(row["grid_prices_json"] or "[]")
+            except Exception:
+                grid = []
+            hit_tp = (direction == "long" and pf >= tp) or (direction == "short" and pf <= tp)
+            if hit_tp and pos > 0:
+                try:
+                    close_resp = trend_market_close(cfg, ex_sym, direction, float(pos), lev)
+                    exit_p = m.extract_trade_price_from_order(close_resp) or pf
+                except Exception as e:
+                    if not m.is_no_position_error(str(e)):
+                        continue
+                    exit_p = pf
+                _finalize_plan(cfg, conn, row, "止盈", exit_p)
+                continue
+            if pos <= 0 and int(row["first_order_done"] or 0):
+                _finalize_plan(cfg, conn, row, "止损", pf)
+                continue
+            if int(row["first_order_done"] or 0) and legs_done < len(grid) and legs_done < len(leg_amounts):
+                level = float(grid[legs_done])
+                fired = False
+                if direction == "long":
+                    fired = last_pf > level and pf <= level
+                else:
+                    fired = last_pf < level and pf >= level
+                if fired:
+                    amt = float(m.exchange.amount_to_precision(ex_sym, leg_amounts[legs_done]))
+                    if amt > 0:
+                        add_resp = trend_market_add(cfg, ex_sym, direction, amt, lev)
+                        fill_px = m.extract_trade_price_from_order(add_resp) or pf
+                        old_avg = float(row["avg_entry_price"] or fill_px)
+                        old_open = float(row["order_amount_open"] or 0)
+                        new_avg = _weighted_avg(old_avg, old_open, fill_px, amt)
+                        conn.execute(
+                            "UPDATE trend_pullback_plans SET legs_done=?, avg_entry_price=?, "
+                            "order_amount_open=?, last_mark_price=? WHERE id=?",
+                            (legs_done + 1, new_avg, old_open + amt, pf, row["id"]),
+                        )
+                        row = conn.execute(
+                            "SELECT * FROM trend_pullback_plans WHERE id=?", (row["id"],)
+                        ).fetchone()
+                        try:
+                            trend_refresh_stop_only(cfg, ex_sym, direction, sl)
+                        except Exception:
+                            pass
+            conn.execute(
+                "UPDATE trend_pullback_plans SET last_mark_price=? WHERE id=?",
+                (pf, row["id"]),
+            )
+        except Exception:
+            continue
+    conn.commit()
+    conn.close()
+
+
+def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool, Optional[str]]:
+    m = _m(cfg)
+    if (row["status"] or "").strip() != "active":
+        return False, "计划已结束"
+    if not int(row["first_order_done"] or 0):
+        return False, "尚未完成首仓，无法保本"
+    avg_e = float(row["avg_entry_price"] or 0)
+    if avg_e <= 0:
+        return False, "缺少有效持仓均价"
+    direction = (row["direction"] or "long").lower()
+    ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(row["symbol"])
+    pos = m.get_live_position_contracts(ex_sym, direction)
+    if pos is None or float(pos) <= 0:
+        return False, "交易所当前无该方向持仓"
+    be_fn = getattr(m, "calc_trend_manual_breakeven_stop", None)
+    if not callable(be_fn):
+        pct = float(offset_pct if offset_pct is not None else cfg["breakeven_offset_pct"])
+        if direction == "short":
+            new_sl_raw = avg_e * (1.0 - pct / 100.0)
+        else:
+            new_sl_raw = avg_e * (1.0 + pct / 100.0)
+    else:
+        new_sl_raw = be_fn(direction, avg_e, offset_pct)
+    if new_sl_raw is None:
+        return False, "保本价计算失败"
+    new_sl = m.round_price_to_exchange(ex_sym, new_sl_raw)
+    if new_sl is None:
+        return False, "保本价经交易所精度舍入后无效"
+    new_sl = float(new_sl)
+    cur_sl = float(row["stop_loss"] or 0)
+    if direction == "long":
+        if new_sl <= cur_sl:
+            return False, f"新止损 {new_sl} 未高于当前止损 {cur_sl}（多仓需上移）"
+    else:
+        if new_sl >= cur_sl:
+            return False, f"新止损 {new_sl} 未低于当前止损 {cur_sl}（空仓需下移）"
+    try:
+        trend_refresh_stop_only(cfg, ex_sym, direction, new_sl)
+    except Exception as e:
+        fe = getattr(m, "friendly_exchange_error", None)
+        return False, fe(e) if callable(fe) else str(e)
+    conn.execute(
+        "UPDATE trend_pullback_plans SET stop_loss=?, breakeven_applied=1, breakeven_applied_at=? WHERE id=?",
+        (new_sl, m.app_now_str(), row["id"]),
+    )
+    return True, None
+
+
+def load_trend_page_context(conn, request_obj, cfg: dict) -> dict[str, Any]:
+    m = _m(cfg)
+    _cleanup_stale_previews(conn)
+    trend_active = int(
+        conn.execute(
+            "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
+        ).fetchone()[0]
+        or 0
+    )
+    trend_plans = []
+    for r in conn.execute(
+        "SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC"
+    ).fetchall():
+        try:
+            trend_plans.append(enrich_trend_plan(cfg, r))
+        except Exception:
+            trend_plans.append(_row(cfg, r))
+    now = m.app_now()
+    active_count = m.get_active_position_count(conn)
+    can_trade_trend = (
+        m.trading_day_reset_allows_new_open(now)
+        and active_count < cfg["max_active_positions"]
+        and trend_active == 0
+    )
+    trend_preview = None
+    trend_preview_levels = []
+    preview_expires_ms = None
+    trend_preview_expired = False
+    pid_arg = (request_obj.args.get("preview_id") or "").strip()
+    if pid_arg:
+        pr = conn.execute(
+            "SELECT * FROM trend_pullback_previews WHERE id=?", (pid_arg,)
+        ).fetchone()
+        now_ms = int(time.time() * 1000)
+        if pr and int(pr["expires_at_ms"] or 0) >= now_ms:
+            trend_preview = _row(cfg, pr)
+            preview_expires_ms = int(pr["expires_at_ms"])
+            try:
+                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 {
+        "trend_plans": trend_plans,
+        "trend_active": trend_active,
+        "can_trade_trend": can_trade_trend,
+        "trend_preview": trend_preview,
+        "trend_preview_levels": trend_preview_levels,
+        "preview_expires_ms": preview_expires_ms,
+        "trend_preview_expired": trend_preview_expired,
+        "trend_pullback_dca_legs": cfg["dca_legs"],
+        "trend_pullback_preview_ttl": cfg["preview_ttl"],
+        "trend_preview_max_drift_pct": cfg["drift_pct"],
+        "trend_manual_breakeven_offset_pct": cfg["breakeven_offset_pct"],
+    }
+
+
+def register_trend_routes(app: Flask, cfg: dict) -> None:
+    lr = cfg["login_required"]
+    get_db = cfg["get_db"]
+
+    def _redirect_trend(**kw):
+        return redirect(url_for("strategy_trend_page", **kw))
+
+    @app.route("/preview_trend_pullback", methods=["POST"])
+    @lr
+    def preview_trend_pullback():
+        conn = get_db()
+        init_strategy_tables(conn)
+        okp, msg = precheck_trend_start(cfg, conn)
+        if not okp:
+            conn.close()
+            flash(msg)
+            return _redirect_trend()
+        m = _m(cfg)
+        ok_live, reason = m.ensure_exchange_live_ready()
+        if not ok_live:
+            conn.close()
+            flash(reason)
+            return _redirect_trend()
+        payload, err = parse_trend_plan(cfg, request.form)
+        if err:
+            conn.close()
+            flash(err)
+            return _redirect_trend()
+        pid = str(uuid.uuid4())
+        exp_ms = int(time.time() * 1000) + cfg["preview_ttl"] * 1000
+        created = m.app_now_str()
+        conn.execute(
+            """INSERT INTO trend_pullback_previews (
+                id,symbol,exchange_symbol,direction,leverage,stop_loss,add_upper,take_profit,risk_percent,
+                snapshot_available_usdt,snapshot_at,live_price_ref,plan_margin_capital,target_order_amount,first_order_amount,remainder_total,
+                dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,expires_at_ms,created_at
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+            (
+                pid,
+                payload["symbol"],
+                payload["exchange_symbol"],
+                payload["direction"],
+                payload["leverage"],
+                payload["stop_loss"],
+                payload["add_upper"],
+                payload["take_profit"],
+                payload["risk_percent"],
+                payload["snapshot_available_usdt"],
+                payload["snapshot_at"],
+                payload["live_price_ref"],
+                payload["plan_margin_capital"],
+                payload["target_order_amount"],
+                payload["first_order_amount"],
+                payload["remainder_total"],
+                payload["dca_legs"],
+                payload["per_leg_amount"],
+                payload["grid_prices_json"],
+                payload["leg_amounts_json"],
+                exp_ms,
+                created,
+            ),
+        )
+        _insert_preview_snapshot(conn, pid, created, exp_ms, payload)
+        conn.commit()
+        conn.close()
+        flash(f"预览已生成，有效期 {cfg['preview_ttl']} 秒，请核对后点击「确认执行」。")
+        return _redirect_trend(preview_id=pid)
+
+    @app.route("/execute_trend_pullback", methods=["POST"])
+    @lr
+    def execute_trend_pullback():
+        pid = (request.form.get("preview_id") or "").strip()
+        if not pid:
+            flash("缺少预览 ID")
+            return _redirect_trend()
+        conn = get_db()
+        init_strategy_tables(conn)
+        _cleanup_stale_previews(conn)
+        pr = conn.execute(
+            "SELECT * FROM trend_pullback_previews WHERE id=?", (pid,)
+        ).fetchone()
+        now_ms = int(time.time() * 1000)
+        if not pr or int(pr["expires_at_ms"] or 0) < now_ms:
+            conn.close()
+            flash("预览已过期或不存在，请重新生成预览")
+            return _redirect_trend()
+        okp, msg = precheck_trend_start(cfg, conn)
+        if not okp:
+            conn.close()
+            flash(msg)
+            return _redirect_trend(preview_id=pid)
+        m = _m(cfg)
+        ok_live, reason = m.ensure_exchange_live_ready()
+        if not ok_live:
+            conn.close()
+            flash(reason)
+            return _redirect_trend(preview_id=pid)
+        snap_prev = float(pr["snapshot_available_usdt"] or 0)
+        snap_now = m.get_available_trading_usdt()
+        if snap_now is None or snap_now <= 0:
+            conn.close()
+            flash("无法读取当前合约可用余额，请稍后重试")
+            return _redirect_trend(preview_id=pid)
+        drift = abs(float(snap_now) - snap_prev) / max(snap_prev, 1e-9) * 100.0
+        if drift > cfg["drift_pct"]:
+            conn.close()
+            flash(
+                f"当前可用余额与预览快照偏差 {drift:.2f}%，超过允许 {cfg['drift_pct']}%，请重新生成预览"
+            )
+            return _redirect_trend(preview_id=pid)
+        symbol = pr["symbol"]
+        exchange_symbol = pr["exchange_symbol"]
+        direction = pr["direction"] or "long"
+        leverage = int(pr["leverage"] or 1)
+        stop_loss = float(pr["stop_loss"])
+        first_amt = float(pr["first_order_amount"] or 0)
+        live_price = m.get_price(symbol)
+        if live_price is None:
+            conn.close()
+            flash("获取实时价格失败")
+            return _redirect_trend(preview_id=pid)
+        try:
+            o1 = m.place_exchange_order(
+                exchange_symbol, direction, first_amt, leverage, stop_loss=None, take_profit=None
+            )
+            fill1 = m.resolve_order_entry_price(o1, exchange_symbol, live_price)
+            trend_refresh_stop_only(cfg, exchange_symbol, direction, stop_loss)
+        except Exception as e:
+            conn.close()
+            fe = getattr(m, "friendly_exchange_error", lambda x, **k: str(x))
+            flash(fe(e, available_usdt=snap_now))
+            return _redirect_trend(preview_id=pid)
+        trading_day = m.get_trading_day(m.app_now())
+        opened_at = m.app_now_str()
+        opened_ms = getattr(m, "_to_ms_with_fallback", lambda a, b: None)(None, opened_at)
+        cur = conn.execute(
+            """INSERT INTO trend_pullback_plans (
+                status,symbol,exchange_symbol,direction,leverage,stop_loss,initial_stop_loss,add_upper,take_profit,risk_percent,
+                snapshot_available_usdt,snapshot_at,plan_margin_capital,target_order_amount,first_order_amount,remainder_total,
+                dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,legs_done,first_order_done,last_mark_price,avg_entry_price,order_amount_open,opened_at,opened_at_ms,session_date,message
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+            (
+                "active",
+                symbol,
+                exchange_symbol,
+                direction,
+                leverage,
+                stop_loss,
+                stop_loss,
+                float(pr["add_upper"]),
+                float(pr["take_profit"]),
+                float(pr["risk_percent"] or 5),
+                float(snap_now),
+                opened_at,
+                float(pr["plan_margin_capital"] or 0),
+                float(pr["target_order_amount"] or 0),
+                first_amt,
+                float(pr["remainder_total"] or 0),
+                int(pr["dca_legs"] or 0),
+                float(pr["per_leg_amount"] or 0),
+                pr["grid_prices_json"] or "[]",
+                pr["leg_amounts_json"] or "[]",
+                0,
+                1,
+                float(live_price),
+                fill1,
+                first_amt,
+                opened_at,
+                opened_ms,
+                trading_day,
+                f"预览ID:{pid[:8]}…",
+            ),
+        )
+        new_id = int(cur.lastrowid)
+        conn.execute(
+            "UPDATE trend_pullback_preview_snapshots SET outcome='executed', executed_plan_id=? WHERE preview_id=?",
+            (new_id, pid),
+        )
+        conn.execute("DELETE FROM trend_pullback_previews WHERE id=?", (pid,))
+        conn.commit()
+        conn.close()
+        flash("趋势回调已执行：首仓已成交并挂交易所止损，止盈由程序监控。")
+        return _redirect_trend()
+
+    @app.route("/cancel_trend_pullback_preview", methods=["POST"])
+    @lr
+    def cancel_trend_pullback_preview():
+        pid = (request.form.get("preview_id") or "").strip()
+        conn = get_db()
+        if pid:
+            conn.execute(
+                "UPDATE trend_pullback_preview_snapshots SET outcome='cancelled' WHERE preview_id=? AND outcome='open'",
+                (pid,),
+            )
+            conn.execute("DELETE FROM trend_pullback_previews WHERE id=?", (pid,))
+            conn.commit()
+        conn.close()
+        flash("已取消预览")
+        return _redirect_trend()
+
+    @app.route("/trend_pullback_breakeven/<int:pid>", methods=["POST"])
+    @lr
+    def trend_pullback_breakeven(pid: int):
+        offset_pct = None
+        raw = (request.form.get("breakeven_offset_pct") or "").strip()
+        if raw:
+            try:
+                offset_pct = float(raw)
+                if offset_pct < 0:
+                    raise ValueError
+            except ValueError:
+                flash("保本偏移% 格式无效")
+                return _redirect_trend()
+        conn = get_db()
+        row = conn.execute(
+            "SELECT * FROM trend_pullback_plans WHERE id=? AND status='active'", (pid,)
+        ).fetchone()
+        if not row:
+            conn.close()
+            flash("未找到运行中的趋势回调计划")
+            return _redirect_trend()
+        ok, err = apply_manual_breakeven(cfg, conn, row, offset_pct=offset_pct)
+        conn.commit()
+        conn.close()
+        flash("已手动保本" if ok else (err or "手动保本失败"))
+        return _redirect_trend()
+
+    @app.route("/stop_trend_pullback/<int:pid>")
+    @lr
+    def stop_trend_pullback(pid: int):
+        conn = get_db()
+        row = conn.execute(
+            "SELECT * FROM trend_pullback_plans WHERE id=? AND status='active'", (pid,)
+        ).fetchone()
+        if not row:
+            conn.close()
+            flash("未找到运行中的趋势回调计划")
+            return redirect("/trade")
+        m = _m(cfg)
+        ex_sym = row["exchange_symbol"] or m.normalize_exchange_symbol(row["symbol"])
+        direction = row["direction"] or "long"
+        lev = int(row["leverage"] or 1)
+        px = m.get_price(row["symbol"])
+        exit_p = float(px) if px is not None else 0.0
+        ok_live, _ = m.ensure_exchange_live_ready()
+        if ok_live:
+            pos = m.get_live_position_contracts(ex_sym, direction)
+            if pos is not None and pos > 0:
+                try:
+                    close_resp = trend_market_close(cfg, ex_sym, direction, float(pos), lev)
+                    ep = m.extract_trade_price_from_order(close_resp)
+                    if ep:
+                        exit_p = float(ep)
+                except Exception as e:
+                    if not m.is_no_position_error(str(e)):
+                        conn.close()
+                        flash(f"平仓失败：{e}")
+                        return redirect("/trade")
+            try:
+                cancel_symbol_orders(cfg, ex_sym)
+            except Exception:
+                pass
+        _finalize_plan(cfg, conn, row, "手动平仓", exit_p)
+        conn.commit()
+        conn.close()
+        flash("已结束趋势回调计划")
+        return redirect("/trade")

策略交易说明.md

@@ -33,7 +33,7 @@ strategy_templates/          # 主站内嵌 panel（subnav、roll、trend 禁用
 
 | 路由 | 子 Tab | 说明 |
 |------|--------|------|
-| `/strategy/trend` | 趋势回调 | **完整功能仅在 `crypto_monitor_gate_bot`**；其它所在主站 `index.html` 内嵌说明（不再跳转独立 HTML） |
+| `/strategy/trend` | 趋势回调 | **币安 / Gate / OKX / gate_bot 四所均可**（预览、执行、自动补仓、程序止盈） |
 | `/strategy/roll` | 顺势加仓 | **四所均可用**（须已有同向持仓），与实盘页同一布局 |
 | `/trade` | 实盘下单 | 首仓、以损定仓、移动保本（不变） |
 
@@ -43,12 +43,12 @@ strategy_templates/          # 主站内嵌 panel（subnav、roll、trend 禁用
 
 ## 三、趋势回调（延续 Gate 趋势机器人逻辑）
 
-- **位置**：`crypto_monitor_gate_bot` → **策略交易 → 趋势回调**（与 Gate 主站同一顶栏风格，非独立站点）。
+- **位置**：各所顶栏 **策略交易 → 趋势回调**（共用 `strategy_trend_register.py` + 各所交易所 API）。
 - **行为**：与《[crypto_monitor_gate_bot/趋势回调策略说明.md](./crypto_monitor_gate_bot/趋势回调策略说明.md)》一致——预览 → 确认执行 → 首仓 50% + 交易所止损 + 多档 **自动** 市价补仓 + 程序监控止盈。
 - **共用代码**：`parse_and_compute_trend_pullback_plan` 中网格/拆档已改为调用 `strategy_trend_lib`。
 - **互斥**：与「机器人下单监控」持仓上限、运行中趋势计划互斥（逻辑未改）。
 
-其它三所打开 **策略交易 → 趋势回调** 会在主站内嵌说明：完整功能请使用 Gate 趋势机器人实例（常见 `:5002`）。
+逻辑与 gate_bot 一致；各所使用自己的 API 密钥与 `crypto.db`，互不影响。
 
 ---