增加趋势回调

2026-05-23 11:33:01 +08:00
parent fc8f9b70da
commit 4439bedcb7
12 changed files with 1419 additions and 194 deletions
@@ -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