dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

refactor: 将共用代码迁入 lib/ 模块化目录

Browse Source 
统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-02 16:23:09 +08:00
parent 4742a0bb9d
commit 5797d49d8a
190 changed files with 27946 additions and 27499 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+5 -2
View File
@@ -53,8 +53,11 @@ bash deploy/setup_env.sh --install-system-deps
| `crypto_monitor_gate_bot/` | Gate 机器人 / 趋势户 | [部署文档.md](./crypto_monitor_gate_bot/部署文档.md) |
| `crypto_monitor_okx/` | OKX 永续 | [部署文档.md](./crypto_monitor_okx/部署文档.md) |
| `manual_trading_hub/` | 中控 + 子代理 | [部署文档.md](./manual_trading_hub/部署文档.md) |
| 根目录 `strategy_*.py` | 策略共用库 | [策略交易说明.md](./策略交易说明.md) |
| 根目录 `key_*_lib.py` | 关键位 / 止盈止损共用库 | [关键位止盈止损与移动保本更新说明.md](./关键位止盈止损与移动保本更新说明.md) |
| `lib/` | **共用模块**（策略、关键位、交易、中控库、AI、静态与模板） | **[docs/lib-structure.md](./docs/lib-structure.md)** |
| `brand/` | 各所共用图标与 manifest | — |
| `docs/`、`deploy/`、`scripts/`、`tests/` | 文档、环境、脚本、单元测试 | — |
共用代码 import 示例：`from lib.strategy.strategy_db import init_strategy_tables`（各所启动时仍将仓库根加入 `PYTHONPATH`）。详见 **[docs/lib-structure.md](./docs/lib-structure.md)**。
---
crypto_monitor_binance/app.py
+61 -60
View File
@@ -34,14 +34,15 @@ import sys
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from ai_client import ai_generate, ai_review, ai_short_advice
from ai_review_lib import (
from lib.paths import common_static_dir
from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
from lib.ai.ai_review_lib import (
build_journal_ai_chart_path,
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from fib_key_monitor_lib import (
from lib.common.form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from lib.key_monitor.fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
backfill_missing_key_signal_types,
calc_fib_plan,
@@ -52,7 +53,7 @@ from fib_key_monitor_lib import (
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from false_breakout_key_monitor_lib import (
from lib.key_monitor.false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_MONITOR_TYPE,
FALSE_BREAKOUT_VALIDITY_HOURS,
calc_false_breakout_plan,
@@ -65,7 +66,7 @@ from false_breakout_key_monitor_lib import (
normalize_false_breakout_symbol,
storage_bounds_from_key_price,
)
from strategy_trade_labels import (
from lib.strategy.strategy_trade_labels import (
STRATEGY_ENTRY_REASON_OPTIONS,
apply_order_monitor_source_labels,
entry_reason_for_monitor_type,
@@ -74,7 +75,7 @@ from strategy_trade_labels import (
trade_record_monitor_type as resolve_trade_record_monitor_type,
trend_plan_id_from_monitor_row,
)
from journal_chart_lib import (
from lib.instance.journal_chart_lib import (
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
@@ -90,7 +91,7 @@ from journal_chart_lib import (
trade_review_fetch_window,
trim_rows_for_trade_review,
)
from key_sl_tp_lib import (
from lib.key_monitor.key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
@@ -99,7 +100,7 @@ from key_sl_tp_lib import (
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from time_close_lib import (
from lib.trade.time_close_lib import (
TIME_CLOSE_RESULT,
apply_time_close_to_payload,
ensure_time_close_schema,
@@ -110,13 +111,13 @@ from time_close_lib import (
time_close_label,
time_close_settings_from_row,
)
from manual_sltp_lib import (
from lib.trade.manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from key_monitor_schema_lib import ensure_key_monitor_schema
from trigger_entry_key_monitor_lib import (
from lib.key_monitor.key_monitor_schema_lib import ensure_key_monitor_schema
from lib.key_monitor.trigger_entry_key_monitor_lib import (
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
@@ -139,7 +140,7 @@ from trigger_entry_key_monitor_lib import (
validate_trigger_entry_geometry,
validate_trigger_entry_rr,
)
from position_sizing_lib import (
from lib.trade.position_sizing_lib import (
OPEN_SOURCE_KEY_AUTO,
OPEN_SOURCE_KEY_TRIGGER,
OPEN_SOURCE_MANUAL,
@@ -155,12 +156,12 @@ from position_sizing_lib import (
mode_label_zh,
risk_percent_for_storage,
)
from key_monitor_full_margin_lib import (
from lib.key_monitor.key_monitor_full_margin_lib import (
monitor_type_disallowed_in_full_margin,
purge_disallowed_key_monitors,
)
from auto_transfer_daily_lib import run_auto_transfer_once_per_day
from key_monitor_lib import (
from lib.common.auto_transfer_daily_lib import run_auto_transfer_once_per_day
from lib.key_monitor.key_monitor_lib import (
KEY_DIRECTION_WATCH,
KEY_MONITOR_ALERT_ONLY_TYPES,
KEY_MONITOR_AUTO_TYPES,
@@ -180,15 +181,15 @@ from key_monitor_lib import (
rs_break_from_direction,
run_rs_level_alert_tick,
)
from order_monitor_display_lib import (
from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
)
from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from hub_auth import request_allowed as hub_request_allowed
from hub_volume_rank_lib import resolve_daily_volume_rank
from history_window_lib import (
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
from lib.hub.hub_volume_rank_lib import resolve_daily_volume_rank
from lib.common.history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
@@ -201,8 +202,8 @@ from history_window_lib import (
utc_window_to_bj_sql_strings,
utc_window_to_utc_sql_strings,
)
from trade_result_lib import count_winning_trades, normalize_result_with_pnl
from trade_exchange_stats_lib import (
from lib.trade.trade_result_lib import count_winning_trades, normalize_result_with_pnl
from lib.trade.trade_exchange_stats_lib import (
attach_exchange_stats_to_trade,
filter_position_lifecycle_fills,
sum_binance_commission_income,
@@ -353,7 +354,7 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100"))
ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts"))
from daily_open_limit_lib import (
from lib.trade.daily_open_limit_lib import (
build_daily_open_alert_prompt,
can_trade_new_open,
check_daily_open_hard_limit,
@@ -1520,10 +1521,10 @@ def init_db():
close_reason TEXT, closed_at TEXT)"""
)
from strategy_db import init_strategy_tables
from lib.strategy.strategy_db import init_strategy_tables
init_strategy_tables(conn)
from account_risk_lib import ensure_account_risk_schema
from lib.trade.account_risk_lib import ensure_account_risk_schema
ensure_account_risk_schema(conn)
backfill_missing_key_signal_types(conn, monitor_type=ORDER_MONITOR_TYPE_KEY_AUTO)
@@ -1560,7 +1561,7 @@ def get_db():
def hub_account_risk_status(conn):
from account_risk_lib import (
from lib.trade.account_risk_lib import (
apply_position_limit_risk,
compute_account_risk_status,
enrich_risk_status_countdown,
@@ -1576,7 +1577,7 @@ def hub_account_risk_status(conn):
fmt_local_ms=ms_to_app_local_str,
)
st = enrich_risk_status_countdown(st, now=now, daily_reset_hour=TRADING_DAY_RESET_HOUR)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
return apply_position_limit_risk(
st,
@@ -1593,7 +1594,7 @@ def hub_user_initiated_close(
trade_record_id=None,
closed_at_ms=None,
):
from account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
src = (source or "").strip() or CLOSE_SOURCE_USER_HUB
on_user_initiated_close(
@@ -2120,7 +2121,7 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
def to_effective_trade_dict(row):
item = row_to_dict(row)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
item["display_open_stop_loss"] = open_stop
@@ -2661,7 +2662,7 @@ def insert_trade_record(
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
er = (
@@ -3193,7 +3194,7 @@ def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
def precheck_risk(conn, symbol, direction):
now = app_now()
from account_risk_lib import account_risk_blocks_trading
from lib.trade.account_risk_lib import account_risk_blocks_trading
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
@@ -3205,7 +3206,7 @@ def precheck_risk(conn, symbol, direction):
return False, risk_reason
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
from account_risk_lib import position_limit_reached
from lib.trade.account_risk_lib import position_limit_reached
reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
if reached:
@@ -3898,7 +3899,7 @@ def list_orphan_live_positions(conn):
ex = normalize_exchange_symbol(r["exchange_symbol"] or r["symbol"])
active_keys.add((ex, (r["direction"] or "long").strip().lower()))
from hub_position_metrics import parse_position_entry_price
from lib.hub.hub_position_metrics import parse_position_entry_price
orphans = []
for lp in live_rows:
@@ -4097,7 +4098,7 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
cs = float(get_contract_size(sym)) if sym else 1.0
except Exception:
cs = 1.0
from hub_position_metrics import enrich_ccxt_position_metrics_out
from lib.hub.hub_position_metrics import enrich_ccxt_position_metrics_out
enrich_ccxt_position_metrics_out(
p, out, contract_size=cs, funds_decimals=FUNDS_DECIMALS
@@ -6807,14 +6808,14 @@ def background_task():
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
if _roll_cfg:
from strategy_roll_monitor_lib import check_roll_monitors
from lib.strategy.strategy_roll_monitor_lib import check_roll_monitors
check_roll_monitors(_roll_cfg)
check_key_monitors()
check_order_monitors()
cfg = app.extensions.get("strategy_trend_cfg")
if cfg:
from strategy_trend_register import check_trend_pullback_plans
from lib.strategy.strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
@@ -7006,7 +7007,7 @@ def render_main_page(page="trade", embed_mode=None):
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
from instance_embed_context_lib import (
from lib.instance.instance_embed_context_lib import (
embed_render_plan,
minimal_stats_bundle,
trade_records_summary,
@@ -7070,7 +7071,7 @@ def render_main_page(page="trade", embed_mode=None):
records = []
total = miss_count = rate = occupied_miss_total = 0
active_count = len(order_list)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -7101,7 +7102,7 @@ def render_main_page(page="trade", embed_mode=None):
)
strategy_extra = {}
if plan.strategy:
from strategy_ui import strategy_render_extras
from lib.strategy.strategy_ui import strategy_render_extras
strategy_extra = strategy_render_extras(
conn,
@@ -7114,7 +7115,7 @@ def render_main_page(page="trade", embed_mode=None):
if plan.orphan_live and not order_list and exchange_private_api_configured():
orphan_live_positions = list_orphan_live_positions(conn)
conn.close()
from instance_embed_lib import embed_context_extras
from lib.instance.instance_embed_lib import embed_context_extras
template_ctx = dict(
page=page,
@@ -7236,7 +7237,7 @@ def api_account_snapshot():
funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
recommended_capital = get_recommended_capital(current_capital)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -7523,7 +7524,7 @@ def api_price_snapshot():
pass
conn.close()
from hub_position_metrics import build_position_marks_list
from lib.hub.hub_position_metrics import build_position_marks_list
position_marks = build_position_marks_list(
all_swap_positions,
@@ -7782,7 +7783,7 @@ def api_order_kline():
"volume": float(bar[5]),
})
from focus_chart_lib import (
from lib.instance.focus_chart_lib import (
build_order_kline_order_payload,
load_swap_positions_for_order_kline,
metrics_for_order_item,
@@ -7810,7 +7811,7 @@ def api_order_kline():
ex_metrics=ex_metrics,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -7927,7 +7928,7 @@ def api_key_kline():
"lower_pct": lower_pct,
}
from focus_chart_lib import enrich_key_kline_response
from lib.instance.focus_chart_lib import enrich_key_kline_response
price_display, key_info = enrich_key_kline_response(
symbol=symbol,
@@ -7936,7 +7937,7 @@ def api_key_kline():
format_price_fn=format_price_for_symbol,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -8859,7 +8860,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8873,7 +8874,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -8934,7 +8935,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8948,7 +8949,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -9109,7 +9110,7 @@ def add_journal():
d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename
)
)
from account_risk_lib import on_journal_saved
from lib.trade.account_risk_lib import on_journal_saved
on_journal_saved(
conn,
@@ -9197,7 +9198,7 @@ def api_reviews():
return jsonify([row_to_dict(r) for r in rows])
_REPO_STATIC_DIR = os.path.join(os.path.dirname(BASE_DIR), "static")
_REPO_STATIC_DIR = common_static_dir(os.path.dirname(BASE_DIR))
_AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
_FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
_MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
@@ -9422,7 +9423,7 @@ def api_trade_record_review_update():
tuple(base_params + [rec_id]),
)
if reviewed_result == "手动平仓" and reviewed_miss_reason:
from account_risk_lib import apply_manual_close_journal_cooloff
from lib.trade.account_risk_lib import apply_manual_close_journal_cooloff
apply_manual_close_journal_cooloff(
conn,
@@ -9571,7 +9572,7 @@ def _hub_account_bundle():
def _hub_fetch_market(base=""):
from hub_market_info_lib import fetch_usdt_swap_market_info
from lib.hub.hub_market_info_lib import fetch_usdt_swap_market_info
return fetch_usdt_swap_market_info(
base_or_symbol=base,
@@ -9584,7 +9585,7 @@ def _hub_fetch_market(base=""):
def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
from hub_ohlcv_lib import fetch_ohlcv_for_hub
from lib.hub.hub_ohlcv_lib import fetch_ohlcv_for_hub
return fetch_ohlcv_for_hub(
symbol=symbol,
@@ -9600,7 +9601,7 @@ def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
def _hub_fetch_volume_rank(top_n=20):
from hub_volume_rank_lib import fetch_usdt_swap_volume_rank
from lib.hub.hub_volume_rank_lib import fetch_usdt_swap_volume_rank
return fetch_usdt_swap_volume_rank(
exchange=exchange,
@@ -9617,7 +9618,7 @@ try:
_repo_root = Path(__file__).resolve().parent.parent
if str(_repo_root) not in sys.path:
sys.path.insert(0, str(_repo_root))
from hub_bridge import install_on_app
from lib.hub.hub_bridge import install_on_app
install_on_app(
app,
@@ -9660,8 +9661,8 @@ def strategy_roll_page():
return redirect("/strategy")
from strategy_register import install_strategy_trading
from strategy_trend_register import install_strategy_trend
from lib.strategy.strategy_register import install_strategy_trading
from lib.strategy.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__])
crypto_monitor_gate/app.py
+65 -64
View File
@@ -34,14 +34,15 @@ import sys
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from ai_client import ai_generate, ai_review, ai_short_advice
from ai_review_lib import (
from lib.paths import common_static_dir
from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
from lib.ai.ai_review_lib import (
build_journal_ai_chart_path,
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from fib_key_monitor_lib import (
from lib.common.form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from lib.key_monitor.fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
KEY_ENTRY_REASON_BY_SIGNAL,
backfill_missing_key_signal_types,
@@ -53,7 +54,7 @@ from fib_key_monitor_lib import (
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from false_breakout_key_monitor_lib import (
from lib.key_monitor.false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_MONITOR_TYPE,
FALSE_BREAKOUT_VALIDITY_HOURS,
calc_false_breakout_plan,
@@ -66,7 +67,7 @@ from false_breakout_key_monitor_lib import (
normalize_false_breakout_symbol,
storage_bounds_from_key_price,
)
from strategy_trade_labels import (
from lib.strategy.strategy_trade_labels import (
STRATEGY_ENTRY_REASON_OPTIONS,
apply_order_monitor_source_labels,
entry_reason_for_monitor_type,
@@ -75,7 +76,7 @@ from strategy_trade_labels import (
trade_record_monitor_type as resolve_trade_record_monitor_type,
trend_plan_id_from_monitor_row,
)
from journal_chart_lib import (
from lib.instance.journal_chart_lib import (
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
@@ -91,7 +92,7 @@ from journal_chart_lib import (
trade_review_fetch_window,
trim_rows_for_trade_review,
)
from key_sl_tp_lib import (
from lib.key_monitor.key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
@@ -100,7 +101,7 @@ from key_sl_tp_lib import (
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from time_close_lib import (
from lib.trade.time_close_lib import (
TIME_CLOSE_RESULT,
apply_time_close_to_payload,
ensure_time_close_schema,
@@ -111,13 +112,13 @@ from time_close_lib import (
time_close_label,
time_close_settings_from_row,
)
from manual_sltp_lib import (
from lib.trade.manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from key_monitor_schema_lib import ensure_key_monitor_schema
from trigger_entry_key_monitor_lib import (
from lib.key_monitor.key_monitor_schema_lib import ensure_key_monitor_schema
from lib.key_monitor.trigger_entry_key_monitor_lib import (
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
@@ -140,7 +141,7 @@ from trigger_entry_key_monitor_lib import (
validate_trigger_entry_geometry,
validate_trigger_entry_rr,
)
from position_sizing_lib import (
from lib.trade.position_sizing_lib import (
OPEN_SOURCE_KEY_AUTO,
OPEN_SOURCE_KEY_TRIGGER,
OPEN_SOURCE_MANUAL,
@@ -154,12 +155,12 @@ from position_sizing_lib import (
mode_label_zh,
risk_percent_for_storage,
)
from key_monitor_full_margin_lib import (
from lib.key_monitor.key_monitor_full_margin_lib import (
monitor_type_disallowed_in_full_margin,
purge_disallowed_key_monitors,
)
from auto_transfer_daily_lib import run_auto_transfer_once_per_day
from key_monitor_lib import (
from lib.common.auto_transfer_daily_lib import run_auto_transfer_once_per_day
from lib.key_monitor.key_monitor_lib import (
KEY_DIRECTION_WATCH,
KEY_MONITOR_ALERT_ONLY_TYPES,
KEY_MONITOR_AUTO_TYPES,
@@ -179,16 +180,16 @@ from key_monitor_lib import (
rs_break_from_direction,
run_rs_level_alert_tick,
)
from order_monitor_display_lib import (
from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
)
from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from hub_auth import request_allowed as hub_request_allowed
from instance_nav_lib import request_is_hub_soft_nav
from hub_volume_rank_lib import resolve_daily_volume_rank
from history_window_lib import (
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
from lib.instance.instance_nav_lib import request_is_hub_soft_nav
from lib.hub.hub_volume_rank_lib import resolve_daily_volume_rank
from lib.common.history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
@@ -201,8 +202,8 @@ from history_window_lib import (
utc_window_to_bj_sql_strings,
utc_window_to_utc_sql_strings,
)
from trade_result_lib import count_winning_trades, normalize_result_with_pnl
from trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
from lib.trade.trade_result_lib import count_winning_trades, normalize_result_with_pnl
from lib.trade.trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
def load_env_file(path):
@@ -343,7 +344,7 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100"))
ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts"))
from daily_open_limit_lib import (
from lib.trade.daily_open_limit_lib import (
build_daily_open_alert_prompt,
can_trade_new_open,
check_daily_open_hard_limit,
@@ -1506,10 +1507,10 @@ def init_db():
close_reason TEXT, closed_at TEXT)"""
)
from strategy_db import init_strategy_tables
from lib.strategy.strategy_db import init_strategy_tables
init_strategy_tables(conn)
from account_risk_lib import ensure_account_risk_schema
from lib.trade.account_risk_lib import ensure_account_risk_schema
ensure_account_risk_schema(conn)
backfill_missing_key_signal_types(conn, monitor_type=ORDER_MONITOR_TYPE_KEY_AUTO)
@@ -1546,7 +1547,7 @@ def get_db():
def hub_account_risk_status(conn):
from account_risk_lib import (
from lib.trade.account_risk_lib import (
apply_position_limit_risk,
compute_account_risk_status,
enrich_risk_status_countdown,
@@ -1562,7 +1563,7 @@ def hub_account_risk_status(conn):
fmt_local_ms=ms_to_app_local_str,
)
st = enrich_risk_status_countdown(st, now=now, daily_reset_hour=TRADING_DAY_RESET_HOUR)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
return apply_position_limit_risk(
st,
@@ -1579,7 +1580,7 @@ def hub_user_initiated_close(
trade_record_id=None,
closed_at_ms=None,
):
from account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
src = (source or "").strip() or CLOSE_SOURCE_USER_HUB
on_user_initiated_close(
@@ -2072,7 +2073,7 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
def to_effective_trade_dict(row):
item = row_to_dict(row)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
item["display_open_stop_loss"] = open_stop
@@ -2370,7 +2371,7 @@ def insert_trade_record(
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
er = (
@@ -2761,7 +2762,7 @@ def get_exchange_capitals(force=False):
def execute_transfer_usdt(amount, from_account, to_account):
from gate_transfer_lib import execute_transfer_usdt as _gate_execute_transfer_usdt
from lib.exchange.gate_transfer_lib import execute_transfer_usdt as _gate_execute_transfer_usdt
return _gate_execute_transfer_usdt(
exchange,
@@ -2794,7 +2795,7 @@ def get_account_usdt_total(account_type):
def _auto_transfer_active_count(conn):
from gate_transfer_lib import count_auto_transfer_blockers
from lib.exchange.gate_transfer_lib import count_auto_transfer_blockers
return count_auto_transfer_blockers(conn, count_order_monitors=get_active_position_count)
@@ -2878,7 +2879,7 @@ def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
def precheck_risk(conn, symbol, direction):
now = app_now()
from account_risk_lib import account_risk_blocks_trading
from lib.trade.account_risk_lib import account_risk_blocks_trading
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
@@ -2890,7 +2891,7 @@ def precheck_risk(conn, symbol, direction):
return False, risk_reason
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
from account_risk_lib import position_limit_reached
from lib.trade.account_risk_lib import position_limit_reached
reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
if reached:
@@ -3670,7 +3671,7 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
cs = float(get_contract_size(sym)) if sym else 1.0
except Exception:
cs = 1.0
from hub_position_metrics import enrich_ccxt_position_metrics_out
from lib.hub.hub_position_metrics import enrich_ccxt_position_metrics_out
enrich_ccxt_position_metrics_out(p, out, contract_size=cs, funds_decimals=2)
return out or None
@@ -3854,7 +3855,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
except Exception:
pass
try:
from gate_position_history_lib import pick_gate_position_close
from lib.exchange.gate_position_history_lib import pick_gate_position_close
pos = pick_gate_position_close(
fetch_gate_positions_close_history(),
@@ -4114,7 +4115,7 @@ def reconcile_hub_external_close(conn, symbol, direction):
"""中控市价全平后：立即同步匹配 order_monitor，并读 Gate 平仓历史。"""
if not exchange_private_api_configured():
return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
from gate_position_history_lib import unified_symbol_for_match
from lib.exchange.gate_position_history_lib import unified_symbol_for_match
sym_u = unified_symbol_for_match(symbol)
dir_l = (direction or "").strip().lower()
@@ -6513,14 +6514,14 @@ def background_task():
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
if _roll_cfg:
from strategy_roll_monitor_lib import check_roll_monitors
from lib.strategy.strategy_roll_monitor_lib import check_roll_monitors
check_roll_monitors(_roll_cfg)
check_key_monitors()
check_order_monitors()
cfg = app.extensions.get("strategy_trend_cfg")
if cfg:
from strategy_trend_register import check_trend_pullback_plans
from lib.strategy.strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
@@ -6848,7 +6849,7 @@ def render_main_page(page="trade", embed_mode=None):
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
from instance_embed_context_lib import (
from lib.instance.instance_embed_context_lib import (
embed_render_plan,
minimal_stats_bundle,
trade_records_summary,
@@ -6921,7 +6922,7 @@ def render_main_page(page="trade", embed_mode=None):
records = []
total = miss_count = rate = occupied_miss_total = 0
active_count = len(order_list)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -6952,7 +6953,7 @@ def render_main_page(page="trade", embed_mode=None):
)
strategy_extra = {}
if plan.strategy:
from strategy_ui import strategy_render_extras
from lib.strategy.strategy_ui import strategy_render_extras
strategy_extra = strategy_render_extras(
conn,
@@ -6962,7 +6963,7 @@ def render_main_page(page="trade", embed_mode=None):
trend_cfg=app.extensions.get("strategy_trend_cfg"),
)
conn.close()
from instance_embed_lib import embed_context_extras
from lib.instance.instance_embed_lib import embed_context_extras
template_ctx = dict(
page=page,
@@ -7104,7 +7105,7 @@ def api_account_snapshot():
funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -7414,7 +7415,7 @@ def api_price_snapshot():
pass
conn.close()
from hub_position_metrics import build_position_marks_list
from lib.hub.hub_position_metrics import build_position_marks_list
position_marks = build_position_marks_list(
all_swap_positions,
@@ -7647,7 +7648,7 @@ def api_order_kline():
"volume": float(bar[5]),
})
from focus_chart_lib import (
from lib.instance.focus_chart_lib import (
build_order_kline_order_payload,
load_swap_positions_for_order_kline,
metrics_for_order_item,
@@ -7675,7 +7676,7 @@ def api_order_kline():
ex_metrics=ex_metrics,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -7792,7 +7793,7 @@ def api_key_kline():
"lower_pct": lower_pct,
}
from focus_chart_lib import enrich_key_kline_response
from lib.instance.focus_chart_lib import enrich_key_kline_response
price_display, key_info = enrich_key_kline_response(
symbol=symbol,
@@ -7801,7 +7802,7 @@ def api_key_kline():
format_price_fn=format_price_for_symbol,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -8756,7 +8757,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8770,7 +8771,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -8832,7 +8833,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8846,7 +8847,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -9020,7 +9021,7 @@ def add_journal():
d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename
)
)
from account_risk_lib import on_journal_saved
from lib.trade.account_risk_lib import on_journal_saved
on_journal_saved(
conn,
@@ -9108,7 +9109,7 @@ def api_reviews():
return jsonify([row_to_dict(r) for r in rows])
_REPO_STATIC_DIR = os.path.join(os.path.dirname(BASE_DIR), "static")
_REPO_STATIC_DIR = common_static_dir(os.path.dirname(BASE_DIR))
_AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
_FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
_MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
@@ -9342,7 +9343,7 @@ def api_trade_record_review_update():
tuple(base_params + [rec_id]),
)
if reviewed_result == "手动平仓" and reviewed_miss_reason:
from account_risk_lib import apply_manual_close_journal_cooloff
from lib.trade.account_risk_lib import apply_manual_close_journal_cooloff
apply_manual_close_journal_cooloff(
conn,
@@ -9491,7 +9492,7 @@ def _hub_account_bundle():
def _hub_fetch_market(base=""):
from hub_market_info_lib import fetch_usdt_swap_market_info
from lib.hub.hub_market_info_lib import fetch_usdt_swap_market_info
return fetch_usdt_swap_market_info(
base_or_symbol=base,
@@ -9504,7 +9505,7 @@ def _hub_fetch_market(base=""):
def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
from hub_ohlcv_lib import fetch_ohlcv_for_hub
from lib.hub.hub_ohlcv_lib import fetch_ohlcv_for_hub
return fetch_ohlcv_for_hub(
symbol=symbol,
@@ -9520,7 +9521,7 @@ def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
def _hub_fetch_volume_rank(top_n=20):
from hub_volume_rank_lib import fetch_usdt_swap_volume_rank
from lib.hub.hub_volume_rank_lib import fetch_usdt_swap_volume_rank
return fetch_usdt_swap_volume_rank(
exchange=exchange,
@@ -9537,7 +9538,7 @@ try:
_repo_root = Path(__file__).resolve().parent.parent
if str(_repo_root) not in sys.path:
sys.path.insert(0, str(_repo_root))
from hub_bridge import install_on_app
from lib.hub.hub_bridge import install_on_app
install_on_app(
app,
@@ -9581,8 +9582,8 @@ def strategy_roll_page():
return redirect("/strategy")
from strategy_register import install_strategy_trading
from strategy_trend_register import install_strategy_trend
from lib.strategy.strategy_register import install_strategy_trading
from lib.strategy.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__])
crypto_monitor_gate_bot/app.py
+65 -64
View File
@@ -34,14 +34,15 @@ import sys
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from ai_client import ai_generate, ai_review, ai_short_advice
from ai_review_lib import (
from lib.paths import common_static_dir
from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
from lib.ai.ai_review_lib import (
build_journal_ai_chart_path,
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from fib_key_monitor_lib import (
from lib.common.form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from lib.key_monitor.fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
KEY_ENTRY_REASON_BY_SIGNAL,
backfill_missing_key_signal_types,
@@ -53,7 +54,7 @@ from fib_key_monitor_lib import (
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from false_breakout_key_monitor_lib import (
from lib.key_monitor.false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_MONITOR_TYPE,
FALSE_BREAKOUT_VALIDITY_HOURS,
calc_false_breakout_plan,
@@ -66,7 +67,7 @@ from false_breakout_key_monitor_lib import (
normalize_false_breakout_symbol,
storage_bounds_from_key_price,
)
from strategy_trade_labels import (
from lib.strategy.strategy_trade_labels import (
STRATEGY_ENTRY_REASON_OPTIONS,
apply_order_monitor_source_labels,
entry_reason_for_monitor_type,
@@ -75,7 +76,7 @@ from strategy_trade_labels import (
trade_record_monitor_type as resolve_trade_record_monitor_type,
trend_plan_id_from_monitor_row,
)
from journal_chart_lib import (
from lib.instance.journal_chart_lib import (
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
@@ -91,7 +92,7 @@ from journal_chart_lib import (
trade_review_fetch_window,
trim_rows_for_trade_review,
)
from key_sl_tp_lib import (
from lib.key_monitor.key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
@@ -100,7 +101,7 @@ from key_sl_tp_lib import (
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from time_close_lib import (
from lib.trade.time_close_lib import (
TIME_CLOSE_RESULT,
apply_time_close_to_payload,
ensure_time_close_schema,
@@ -111,13 +112,13 @@ from time_close_lib import (
time_close_label,
time_close_settings_from_row,
)
from manual_sltp_lib import (
from lib.trade.manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from key_monitor_schema_lib import ensure_key_monitor_schema
from trigger_entry_key_monitor_lib import (
from lib.key_monitor.key_monitor_schema_lib import ensure_key_monitor_schema
from lib.key_monitor.trigger_entry_key_monitor_lib import (
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
@@ -140,7 +141,7 @@ from trigger_entry_key_monitor_lib import (
validate_trigger_entry_geometry,
validate_trigger_entry_rr,
)
from position_sizing_lib import (
from lib.trade.position_sizing_lib import (
OPEN_SOURCE_KEY_AUTO,
OPEN_SOURCE_KEY_TRIGGER,
OPEN_SOURCE_MANUAL,
@@ -154,12 +155,12 @@ from position_sizing_lib import (
mode_label_zh,
risk_percent_for_storage,
)
from key_monitor_full_margin_lib import (
from lib.key_monitor.key_monitor_full_margin_lib import (
monitor_type_disallowed_in_full_margin,
purge_disallowed_key_monitors,
)
from auto_transfer_daily_lib import run_auto_transfer_once_per_day
from key_monitor_lib import (
from lib.common.auto_transfer_daily_lib import run_auto_transfer_once_per_day
from lib.key_monitor.key_monitor_lib import (
KEY_DIRECTION_WATCH,
KEY_MONITOR_ALERT_ONLY_TYPES,
KEY_MONITOR_AUTO_TYPES,
@@ -179,16 +180,16 @@ from key_monitor_lib import (
rs_break_from_direction,
run_rs_level_alert_tick,
)
from order_monitor_display_lib import (
from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
)
from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from hub_auth import request_allowed as hub_request_allowed
from instance_nav_lib import request_is_hub_soft_nav
from hub_volume_rank_lib import resolve_daily_volume_rank
from history_window_lib import (
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
from lib.instance.instance_nav_lib import request_is_hub_soft_nav
from lib.hub.hub_volume_rank_lib import resolve_daily_volume_rank
from lib.common.history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
@@ -201,8 +202,8 @@ from history_window_lib import (
utc_window_to_bj_sql_strings,
utc_window_to_utc_sql_strings,
)
from trade_result_lib import count_winning_trades, normalize_result_with_pnl
from trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
from lib.trade.trade_result_lib import count_winning_trades, normalize_result_with_pnl
from lib.trade.trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
def load_env_file(path):
@@ -343,7 +344,7 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100"))
ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts"))
from daily_open_limit_lib import (
from lib.trade.daily_open_limit_lib import (
build_daily_open_alert_prompt,
can_trade_new_open,
check_daily_open_hard_limit,
@@ -1506,10 +1507,10 @@ def init_db():
close_reason TEXT, closed_at TEXT)"""
)
from strategy_db import init_strategy_tables
from lib.strategy.strategy_db import init_strategy_tables
init_strategy_tables(conn)
from account_risk_lib import ensure_account_risk_schema
from lib.trade.account_risk_lib import ensure_account_risk_schema
ensure_account_risk_schema(conn)
backfill_missing_key_signal_types(conn, monitor_type=ORDER_MONITOR_TYPE_KEY_AUTO)
@@ -1546,7 +1547,7 @@ def get_db():
def hub_account_risk_status(conn):
from account_risk_lib import (
from lib.trade.account_risk_lib import (
apply_position_limit_risk,
compute_account_risk_status,
enrich_risk_status_countdown,
@@ -1562,7 +1563,7 @@ def hub_account_risk_status(conn):
fmt_local_ms=ms_to_app_local_str,
)
st = enrich_risk_status_countdown(st, now=now, daily_reset_hour=TRADING_DAY_RESET_HOUR)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
return apply_position_limit_risk(
st,
@@ -1579,7 +1580,7 @@ def hub_user_initiated_close(
trade_record_id=None,
closed_at_ms=None,
):
from account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
src = (source or "").strip() or CLOSE_SOURCE_USER_HUB
on_user_initiated_close(
@@ -2072,7 +2073,7 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
def to_effective_trade_dict(row):
item = row_to_dict(row)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
item["display_open_stop_loss"] = open_stop
@@ -2370,7 +2371,7 @@ def insert_trade_record(
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
er = (
@@ -2761,7 +2762,7 @@ def get_exchange_capitals(force=False):
def execute_transfer_usdt(amount, from_account, to_account):
from gate_transfer_lib import execute_transfer_usdt as _gate_execute_transfer_usdt
from lib.exchange.gate_transfer_lib import execute_transfer_usdt as _gate_execute_transfer_usdt
return _gate_execute_transfer_usdt(
exchange,
@@ -2794,7 +2795,7 @@ def get_account_usdt_total(account_type):
def _auto_transfer_active_count(conn):
from gate_transfer_lib import count_auto_transfer_blockers
from lib.exchange.gate_transfer_lib import count_auto_transfer_blockers
return count_auto_transfer_blockers(conn, count_order_monitors=get_active_position_count)
@@ -2878,7 +2879,7 @@ def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
def precheck_risk(conn, symbol, direction):
now = app_now()
from account_risk_lib import account_risk_blocks_trading
from lib.trade.account_risk_lib import account_risk_blocks_trading
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
@@ -2890,7 +2891,7 @@ def precheck_risk(conn, symbol, direction):
return False, risk_reason
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
from account_risk_lib import position_limit_reached
from lib.trade.account_risk_lib import position_limit_reached
reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
if reached:
@@ -3670,7 +3671,7 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
cs = float(get_contract_size(sym)) if sym else 1.0
except Exception:
cs = 1.0
from hub_position_metrics import enrich_ccxt_position_metrics_out
from lib.hub.hub_position_metrics import enrich_ccxt_position_metrics_out
enrich_ccxt_position_metrics_out(p, out, contract_size=cs, funds_decimals=2)
return out or None
@@ -3854,7 +3855,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
except Exception:
pass
try:
from gate_position_history_lib import pick_gate_position_close
from lib.exchange.gate_position_history_lib import pick_gate_position_close
pos = pick_gate_position_close(
fetch_gate_positions_close_history(),
@@ -4114,7 +4115,7 @@ def reconcile_hub_external_close(conn, symbol, direction):
"""中控市价全平后：立即同步匹配 order_monitor，并读 Gate 平仓历史。"""
if not exchange_private_api_configured():
return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
from gate_position_history_lib import unified_symbol_for_match
from lib.exchange.gate_position_history_lib import unified_symbol_for_match
sym_u = unified_symbol_for_match(symbol)
dir_l = (direction or "").strip().lower()
@@ -6513,14 +6514,14 @@ def background_task():
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
if _roll_cfg:
from strategy_roll_monitor_lib import check_roll_monitors
from lib.strategy.strategy_roll_monitor_lib import check_roll_monitors
check_roll_monitors(_roll_cfg)
check_key_monitors()
check_order_monitors()
cfg = app.extensions.get("strategy_trend_cfg")
if cfg:
from strategy_trend_register import check_trend_pullback_plans
from lib.strategy.strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
@@ -6848,7 +6849,7 @@ def render_main_page(page="trade", embed_mode=None):
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
from instance_embed_context_lib import (
from lib.instance.instance_embed_context_lib import (
embed_render_plan,
minimal_stats_bundle,
trade_records_summary,
@@ -6921,7 +6922,7 @@ def render_main_page(page="trade", embed_mode=None):
records = []
total = miss_count = rate = occupied_miss_total = 0
active_count = len(order_list)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -6952,7 +6953,7 @@ def render_main_page(page="trade", embed_mode=None):
)
strategy_extra = {}
if plan.strategy:
from strategy_ui import strategy_render_extras
from lib.strategy.strategy_ui import strategy_render_extras
strategy_extra = strategy_render_extras(
conn,
@@ -6962,7 +6963,7 @@ def render_main_page(page="trade", embed_mode=None):
trend_cfg=app.extensions.get("strategy_trend_cfg"),
)
conn.close()
from instance_embed_lib import embed_context_extras
from lib.instance.instance_embed_lib import embed_context_extras
template_ctx = dict(
page=page,
@@ -7100,7 +7101,7 @@ def api_account_snapshot():
funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
@@ -7410,7 +7411,7 @@ def api_price_snapshot():
pass
conn.close()
from hub_position_metrics import build_position_marks_list
from lib.hub.hub_position_metrics import build_position_marks_list
position_marks = build_position_marks_list(
all_swap_positions,
@@ -7643,7 +7644,7 @@ def api_order_kline():
"volume": float(bar[5]),
})
from focus_chart_lib import (
from lib.instance.focus_chart_lib import (
build_order_kline_order_payload,
load_swap_positions_for_order_kline,
metrics_for_order_item,
@@ -7671,7 +7672,7 @@ def api_order_kline():
ex_metrics=ex_metrics,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -7788,7 +7789,7 @@ def api_key_kline():
"lower_pct": lower_pct,
}
from focus_chart_lib import enrich_key_kline_response
from lib.instance.focus_chart_lib import enrich_key_kline_response
price_display, key_info = enrich_key_kline_response(
symbol=symbol,
@@ -7797,7 +7798,7 @@ def api_key_kline():
format_price_fn=format_price_for_symbol,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -8752,7 +8753,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8766,7 +8767,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -8828,7 +8829,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8842,7 +8843,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -9016,7 +9017,7 @@ def add_journal():
d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename
)
)
from account_risk_lib import on_journal_saved
from lib.trade.account_risk_lib import on_journal_saved
on_journal_saved(
conn,
@@ -9104,7 +9105,7 @@ def api_reviews():
return jsonify([row_to_dict(r) for r in rows])
_REPO_STATIC_DIR = os.path.join(os.path.dirname(BASE_DIR), "static")
_REPO_STATIC_DIR = common_static_dir(os.path.dirname(BASE_DIR))
_AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
_FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
_MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
@@ -9338,7 +9339,7 @@ def api_trade_record_review_update():
tuple(base_params + [rec_id]),
)
if reviewed_result == "手动平仓" and reviewed_miss_reason:
from account_risk_lib import apply_manual_close_journal_cooloff
from lib.trade.account_risk_lib import apply_manual_close_journal_cooloff
apply_manual_close_journal_cooloff(
conn,
@@ -9487,7 +9488,7 @@ def _hub_account_bundle():
def _hub_fetch_market(base=""):
from hub_market_info_lib import fetch_usdt_swap_market_info
from lib.hub.hub_market_info_lib import fetch_usdt_swap_market_info
return fetch_usdt_swap_market_info(
base_or_symbol=base,
@@ -9500,7 +9501,7 @@ def _hub_fetch_market(base=""):
def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
from hub_ohlcv_lib import fetch_ohlcv_for_hub
from lib.hub.hub_ohlcv_lib import fetch_ohlcv_for_hub
return fetch_ohlcv_for_hub(
symbol=symbol,
@@ -9516,7 +9517,7 @@ def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
def _hub_fetch_volume_rank(top_n=20):
from hub_volume_rank_lib import fetch_usdt_swap_volume_rank
from lib.hub.hub_volume_rank_lib import fetch_usdt_swap_volume_rank
return fetch_usdt_swap_volume_rank(
exchange=exchange,
@@ -9533,7 +9534,7 @@ try:
_repo_root = Path(__file__).resolve().parent.parent
if str(_repo_root) not in sys.path:
sys.path.insert(0, str(_repo_root))
from hub_bridge import install_on_app
from lib.hub.hub_bridge import install_on_app
install_on_app(
app,
@@ -9577,8 +9578,8 @@ def strategy_roll_page():
return redirect("/strategy")
from strategy_register import install_strategy_trading
from strategy_trend_register import install_strategy_trend
from lib.strategy.strategy_register import install_strategy_trading
from lib.strategy.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__])
crypto_monitor_okx/app.py
+63 -62
View File
@@ -34,14 +34,15 @@ import sys
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from ai_client import ai_generate, ai_review, ai_short_advice
from ai_review_lib import (
from lib.paths import common_static_dir
from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
from lib.ai.ai_review_lib import (
build_journal_ai_chart_path,
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from fib_key_monitor_lib import (
from lib.common.form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from lib.key_monitor.fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
backfill_missing_key_signal_types,
calc_fib_plan,
@@ -52,7 +53,7 @@ from fib_key_monitor_lib import (
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from false_breakout_key_monitor_lib import (
from lib.key_monitor.false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_MONITOR_TYPE,
FALSE_BREAKOUT_VALIDITY_HOURS,
calc_false_breakout_plan,
@@ -65,7 +66,7 @@ from false_breakout_key_monitor_lib import (
normalize_false_breakout_symbol,
storage_bounds_from_key_price,
)
from strategy_trade_labels import (
from lib.strategy.strategy_trade_labels import (
STRATEGY_ENTRY_REASON_OPTIONS,
apply_order_monitor_source_labels,
entry_reason_for_monitor_type,
@@ -74,8 +75,8 @@ from strategy_trade_labels import (
trade_record_monitor_type as resolve_trade_record_monitor_type,
trend_plan_id_from_monitor_row,
)
from okx_orders_lib import cancel_okx_all_open_orders, fetch_okx_all_open_orders
from journal_chart_lib import (
from lib.exchange.okx_orders_lib import cancel_okx_all_open_orders, fetch_okx_all_open_orders
from lib.instance.journal_chart_lib import (
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
@@ -91,7 +92,7 @@ from journal_chart_lib import (
trade_review_fetch_window,
trim_rows_for_trade_review,
)
from key_sl_tp_lib import (
from lib.key_monitor.key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
@@ -100,7 +101,7 @@ from key_sl_tp_lib import (
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from time_close_lib import (
from lib.trade.time_close_lib import (
TIME_CLOSE_RESULT,
apply_time_close_to_payload,
ensure_time_close_schema,
@@ -111,13 +112,13 @@ from time_close_lib import (
time_close_label,
time_close_settings_from_row,
)
from manual_sltp_lib import (
from lib.trade.manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from key_monitor_schema_lib import ensure_key_monitor_schema
from trigger_entry_key_monitor_lib import (
from lib.key_monitor.key_monitor_schema_lib import ensure_key_monitor_schema
from lib.key_monitor.trigger_entry_key_monitor_lib import (
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
@@ -140,7 +141,7 @@ from trigger_entry_key_monitor_lib import (
validate_trigger_entry_geometry,
validate_trigger_entry_rr,
)
from position_sizing_lib import (
from lib.trade.position_sizing_lib import (
OPEN_SOURCE_KEY_AUTO,
OPEN_SOURCE_MANUAL,
assert_open_source_allowed,
@@ -153,12 +154,12 @@ from position_sizing_lib import (
mode_label_zh,
risk_percent_for_storage,
)
from key_monitor_full_margin_lib import (
from lib.key_monitor.key_monitor_full_margin_lib import (
monitor_type_disallowed_in_full_margin,
purge_disallowed_key_monitors,
)
from auto_transfer_daily_lib import run_auto_transfer_once_per_day
from key_monitor_lib import (
from lib.common.auto_transfer_daily_lib import run_auto_transfer_once_per_day
from lib.key_monitor.key_monitor_lib import (
KEY_DIRECTION_WATCH,
KEY_MONITOR_ALERT_ONLY_TYPES,
KEY_MONITOR_AUTO_TYPES,
@@ -178,16 +179,16 @@ from key_monitor_lib import (
rs_break_from_direction,
run_rs_level_alert_tick,
)
from order_monitor_display_lib import (
from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
)
from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from hub_auth import request_allowed as hub_request_allowed
from instance_nav_lib import request_is_hub_soft_nav
from hub_volume_rank_lib import resolve_daily_volume_rank
from history_window_lib import (
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
from lib.instance.instance_nav_lib import request_is_hub_soft_nav
from lib.hub.hub_volume_rank_lib import resolve_daily_volume_rank
from lib.common.history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
@@ -200,8 +201,8 @@ from history_window_lib import (
utc_window_to_bj_sql_strings,
utc_window_to_utc_sql_strings,
)
from trade_result_lib import count_winning_trades, normalize_result_with_pnl
from trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
from lib.trade.trade_result_lib import count_winning_trades, normalize_result_with_pnl
from lib.trade.trade_exchange_stats_lib import attach_exchange_stats_to_trade, filter_position_lifecycle_fills
def load_env_file(path):
@@ -323,7 +324,7 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100"))
ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts"))
from daily_open_limit_lib import (
from lib.trade.daily_open_limit_lib import (
build_daily_open_alert_prompt,
can_trade_new_open,
check_daily_open_hard_limit,
@@ -1493,10 +1494,10 @@ def init_db():
close_reason TEXT, closed_at TEXT)"""
)
from strategy_db import init_strategy_tables
from lib.strategy.strategy_db import init_strategy_tables
init_strategy_tables(conn)
from account_risk_lib import ensure_account_risk_schema
from lib.trade.account_risk_lib import ensure_account_risk_schema
ensure_account_risk_schema(conn)
backfill_missing_key_signal_types(conn, monitor_type=ORDER_MONITOR_TYPE_KEY_AUTO)
@@ -1533,7 +1534,7 @@ def get_db():
def hub_account_risk_status(conn):
from account_risk_lib import (
from lib.trade.account_risk_lib import (
apply_position_limit_risk,
compute_account_risk_status,
enrich_risk_status_countdown,
@@ -1549,7 +1550,7 @@ def hub_account_risk_status(conn):
fmt_local_ms=ms_to_app_local_str,
)
st = enrich_risk_status_countdown(st, now=now, daily_reset_hour=TRADING_DAY_RESET_HOUR)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
return apply_position_limit_risk(
st,
@@ -1566,7 +1567,7 @@ def hub_user_initiated_close(
trade_record_id=None,
closed_at_ms=None,
):
from account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
src = (source or "").strip() or CLOSE_SOURCE_USER_HUB
on_user_initiated_close(
@@ -2021,7 +2022,7 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
def to_effective_trade_dict(row):
item = row_to_dict(row)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
item["display_open_stop_loss"] = open_stop
@@ -2266,7 +2267,7 @@ def insert_trade_record(
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
from order_monitor_display_lib import snapshot_stop_loss
from lib.trade.order_monitor_display_lib import snapshot_stop_loss
snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
er = (
@@ -2590,7 +2591,7 @@ def trading_day_reset_allows_new_open(now, conn=None):
def precheck_risk(conn, symbol, direction):
now = app_now()
from account_risk_lib import account_risk_blocks_trading
from lib.trade.account_risk_lib import account_risk_blocks_trading
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
@@ -2602,7 +2603,7 @@ def precheck_risk(conn, symbol, direction):
return False, risk_reason
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
from account_risk_lib import position_limit_reached
from lib.trade.account_risk_lib import position_limit_reached
reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
if reached:
@@ -2973,7 +2974,7 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
cs = float(get_contract_size(sym)) if sym else 1.0
except Exception:
cs = 1.0
from hub_position_metrics import enrich_ccxt_position_metrics_out
from lib.hub.hub_position_metrics import enrich_ccxt_position_metrics_out
enrich_ccxt_position_metrics_out(
p, out, contract_size=cs, funds_decimals=FUNDS_DECIMALS
@@ -6252,14 +6253,14 @@ def background_task():
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
if _roll_cfg:
from strategy_roll_monitor_lib import check_roll_monitors
from lib.strategy.strategy_roll_monitor_lib import check_roll_monitors
check_roll_monitors(_roll_cfg)
check_key_monitors()
check_order_monitors()
cfg = app.extensions.get("strategy_trend_cfg")
if cfg:
from strategy_trend_register import check_trend_pullback_plans
from lib.strategy.strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
@@ -6348,7 +6349,7 @@ def render_main_page(page="trade", embed_mode=None):
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
from instance_embed_context_lib import (
from lib.instance.instance_embed_context_lib import (
embed_render_plan,
minimal_stats_bundle,
trade_records_summary,
@@ -6420,7 +6421,7 @@ def render_main_page(page="trade", embed_mode=None):
records = []
total = miss_count = rate = occupied_miss_total = 0
active_count = len(order_list)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn)
@@ -6453,7 +6454,7 @@ def render_main_page(page="trade", embed_mode=None):
)
strategy_extra = {}
if plan.strategy:
from strategy_ui import strategy_render_extras
from lib.strategy.strategy_ui import strategy_render_extras
strategy_extra = strategy_render_extras(
conn,
@@ -6463,7 +6464,7 @@ def render_main_page(page="trade", embed_mode=None):
trend_cfg=app.extensions.get("strategy_trend_cfg"),
)
conn.close()
from instance_embed_lib import embed_context_extras
from lib.instance.instance_embed_lib import embed_context_extras
template_ctx = dict(
page=page,
@@ -6600,7 +6601,7 @@ def api_account_snapshot():
funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
recommended_capital = get_recommended_capital(current_capital)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn)
@@ -6651,7 +6652,7 @@ def api_settings_open_guard():
now = app_now()
conn = get_db()
trading_day = get_trading_day(now)
from strategy_trade_labels import count_position_limit_active_monitors
from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
guard_on = get_trading_day_reset_open_guard_enabled(conn)
@@ -6954,7 +6955,7 @@ def api_price_snapshot():
pass
conn.close()
from hub_position_metrics import build_position_marks_list
from lib.hub.hub_position_metrics import build_position_marks_list
position_marks = build_position_marks_list(
all_swap_positions,
@@ -7108,7 +7109,7 @@ def api_order_kline():
"volume": float(bar[5]),
})
from focus_chart_lib import (
from lib.instance.focus_chart_lib import (
build_order_kline_order_payload,
load_swap_positions_for_order_kline,
metrics_for_order_item,
@@ -7136,7 +7137,7 @@ def api_order_kline():
ex_metrics=ex_metrics,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -7252,7 +7253,7 @@ def api_key_kline():
"lower_pct": lower_pct,
}
from focus_chart_lib import enrich_key_kline_response
from lib.instance.focus_chart_lib import enrich_key_kline_response
price_display, key_info = enrich_key_kline_response(
symbol=symbol,
@@ -7261,7 +7262,7 @@ def api_key_kline():
format_price_fn=format_price_for_symbol,
)
from focus_chart_lib import kline_api_price_fields
from lib.instance.focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
@@ -8241,7 +8242,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8255,7 +8256,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -8314,7 +8315,7 @@ def del_order(id):
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
from lib.trade.account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
@@ -8328,7 +8329,7 @@ def del_order(id):
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
from lib.strategy.strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
@@ -8489,7 +8490,7 @@ def add_journal():
d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename
)
)
from account_risk_lib import on_journal_saved
from lib.trade.account_risk_lib import on_journal_saved
on_journal_saved(
conn,
@@ -8577,7 +8578,7 @@ def api_reviews():
return jsonify([row_to_dict(r) for r in rows])
_REPO_STATIC_DIR = os.path.join(os.path.dirname(BASE_DIR), "static")
_REPO_STATIC_DIR = common_static_dir(os.path.dirname(BASE_DIR))
_AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
_FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
_MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
@@ -8802,7 +8803,7 @@ def api_trade_record_review_update():
tuple(base_params + [rec_id]),
)
if reviewed_result == "手动平仓" and reviewed_miss_reason:
from account_risk_lib import apply_manual_close_journal_cooloff
from lib.trade.account_risk_lib import apply_manual_close_journal_cooloff
apply_manual_close_journal_cooloff(
conn,
@@ -8952,7 +8953,7 @@ def _hub_account_bundle():
def _hub_fetch_market(base=""):
from hub_market_info_lib import fetch_usdt_swap_market_info
from lib.hub.hub_market_info_lib import fetch_usdt_swap_market_info
return fetch_usdt_swap_market_info(
base_or_symbol=base,
@@ -8965,7 +8966,7 @@ def _hub_fetch_market(base=""):
def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
from hub_ohlcv_lib import fetch_ohlcv_for_hub
from lib.hub.hub_ohlcv_lib import fetch_ohlcv_for_hub
return fetch_ohlcv_for_hub(
symbol=symbol,
@@ -8981,7 +8982,7 @@ def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
def _hub_fetch_volume_rank(top_n=20):
from hub_volume_rank_lib import fetch_usdt_swap_volume_rank
from lib.hub.hub_volume_rank_lib import fetch_usdt_swap_volume_rank
return fetch_usdt_swap_volume_rank(
exchange=exchange,
@@ -8998,7 +8999,7 @@ try:
_repo_root = Path(__file__).resolve().parent.parent
if str(_repo_root) not in sys.path:
sys.path.insert(0, str(_repo_root))
from hub_bridge import install_on_app
from lib.hub.hub_bridge import install_on_app
install_on_app(
app,
@@ -9045,8 +9046,8 @@ def strategy_roll_page():
normalize_exchange_symbol = normalize_okx_symbol
ensure_exchange_live_ready = ensure_okx_live_ready
from strategy_register import install_strategy_trading
from strategy_trend_register import install_strategy_trend
from lib.strategy.strategy_register import install_strategy_trading
from lib.strategy.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__])
docs/lib-structure.md
+147
View File
@@ -0,0 +1,147 @@
# lib/ 共用模块结构
四所实例与中控共用的 Python 库、模板与静态资源统一放在仓库根目录的 **`lib/`** 下。部署单元（`crypto_monitor_*`、`manual_trading_hub`）仍保持独立目录与 PM2 配置不变。
**重构前快照 Git 标签**：`pre-lib-modularization`（可用 `git checkout pre-lib-modularization` 查看旧布局）。
---
## 顶层目录
```
crypto_monitor/
├── crypto_monitor_binance/ # 四所：各自 app + .env + PM2
├── crypto_monitor_gate/
├── crypto_monitor_gate_bot/
├── crypto_monitor_okx/
├── manual_trading_hub/ # 中控 + 子代理 agent
│
├── lib/ # 共用模块（本说明）
│ ├── strategy/
│ ├── key_monitor/
│ ├── trade/
│ ├── hub/
│ ├── ai/
│ ├── instance/
│ ├── exchange/
│ ├── common/
│ └── paths.py
│
├── brand/ # 各所共用图标
├── docs/
├── deploy/
├── scripts/
├── tests/
├── requirements.txt
└── README.md
```
---
## lib/ 子包说明
| 子包 | 职责 | 主要模块 |
|------|------|----------|
| **`lib/strategy/`** | 策略交易（顺势加仓、趋势回调、快照与记录） | `strategy_register.py`、`strategy_trend_register.py`、`strategy_db.py`、`strategy_roll_*`、`strategy_trend_*` |
| **`lib/strategy/templates/`** | 策略页 Jinja 模板（原 `strategy_templates/`） | `strategy_trading_page.html`、`strategy_roll_panel.html` 等 |
| **`lib/key_monitor/`** | 关键位监控、斐波、假突破、止盈止损方案 | `key_monitor_lib.py`、`fib_key_monitor_lib.py`、`key_sl_tp_lib.py` 等 |
| **`lib/trade/`** | 下单监控展示、计仓、账户风控、手动 SL/TP | `order_monitor_display_lib.py`、`position_sizing_lib.py`、`account_risk_lib.py` 等 |
| **`lib/hub/`** | 中控 API、K 线、归档、计仓器、SSO/Bridge | `hub_bridge.py`、`hub_kline_store.py`、`hub_trades_lib.py` 等 |
| **`lib/ai/`** | AI 复盘与文本生成 | `ai_client.py`、`ai_review_lib.py` |
| **`lib/instance/`** | 中控 iframe 嵌入、导航、复盘图表 | `instance_embed_lib.py`、`focus_chart_lib.py`、`journal_chart_lib.py` |
| **`lib/instance/templates/`** | 嵌入页片段（原 `embed_templates/`） | `embed_page_fragment.html` |
| **`lib/exchange/`** | 特定交易所工具 | `gate_transfer_lib.py`、`okx_orders_lib.py` 等 |
| **`lib/common/`** | 跨功能小工具 | `form_submit_lib.py`、`wechat_notify_lib.py` 等 |
| **`lib/common/static/`** | 四所与中控共用的 JS/CSS（原根目录 `static/`） | `instance_theme.js`、`strategy_roll.js` 等 |
> **说明**：`hub_*` 命名表示「中控侧能力或行情聚合」，但部分模块（如 `hub_volume_rank_lib`、`hub_market_info_lib`）四所 `app.py` 也会调用，并非中控独占。
---
## 路径辅助函数
`lib/paths.py` 集中维护资源目录，避免硬编码：
```python
from lib.paths import strategy_templates_dir, embed_templates_dir, common_static_dir
strategy_templates_dir() # .../lib/strategy/templates
embed_templates_dir() # .../lib/instance/templates
common_static_dir() # .../lib/common/static
```
可选传入 `repo_root`（字符串或 `Path`），默认使用 `lib/` 的上级目录即仓库根。
---
## Python 导入约定
各部署目录在启动时将 **仓库根** 加入 `sys.path`（与重构前相同）：
```python
_REPO_ROOT = os.path.dirname(BASE_DIR) # 或 Path(__file__).resolve().parent.parent
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
```
之后使用 **`lib.<子包>.<模块>`** 形式导入，例如：
```python
from lib.strategy.strategy_db import init_strategy_tables
from lib.key_monitor.key_monitor_lib import check_key_monitors
from lib.hub.hub_bridge import install_on_app
from lib.ai.ai_client import ai_review
```
策略注册仍在各所 `app.py` 末尾：
```python
from lib.strategy.strategy_register import install_strategy_trading
from lib.strategy.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__])
```
---
## 静态资源与 URL
- 四所页面仍通过 **`/static/...`** 访问共用脚本；`hub_bridge.install_instance_theme_static` 从 `lib/common/static/` 提供部分根级静态路由。
- 各所目录下 **`static/`**（图标、上传图片等）仍为实例私有，未迁入 `lib/`。
- 中控 `manual_trading_hub/hub.py` 通过 `_REPO_ROOT / "lib" / "common" / "static"` 挂载与四所共用的 badge、复盘 JS 等。
---
## 测试
在仓库根执行（需将根目录置于 Python 路径，或从根目录运行）：
```bash
cd /opt/crypto_monitor
python -m unittest discover -s tests -p "test_*.py"
```
测试文件内统一 `from lib.<子包>.<模块> import ...`。使用 `@patch` 时目标写完整模块路径，例如 `lib.hub.hub_calculator_lib._resolve_market`。
---
## 迁移脚本
一次性迁移由 `scripts/migrate_to_lib.py` 完成（移动文件 + 批量改写 import）。**不要在已迁移后的仓库上重复执行**。
---
## 后续可选整理
- 四所 `app.py` 体量接近，可逐步抽取公共 `exchange_app` 基座（改动面大，单独规划）。
- `manual_trading_hub/okx_orders_lib.py` 为 agent 本地副本，可与 `lib/exchange/okx_orders_lib.py` 合并去重。
- 可引入 `pyproject.toml` + `pip install -e .`，替代 `sys.path.insert`（长期维护更规范）。
---
## 相关文档
- [README.md](../README.md) — 总览与部署
- [策略交易说明.md](../策略交易说明.md)
- [manual_trading_hub/使用说明.md](../manual_trading_hub/使用说明.md)
lib/__init__.py
+1
View File
@@ -0,0 +1 @@
"""crypto_monitor shared libraries."""
lib/ai/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
ai_client.py → lib/ai/ai_client.py
View File
ai_review_lib.py → lib/ai/ai_review_lib.py
+180 -180
View File
@@ -1,180 +1,180 @@
"""AI 日复盘 / 周复盘：附图收集与 journal 文本格式化（四所共用）。"""
from __future__ import annotations
import os
import uuid
from typing import Any, Callable, List, Mapping, Optional, Sequence
from journal_chart_lib import (
JOURNAL_CHART_ANCHOR_CLOSE,
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
normalize_chart_timeframe,
)
def _journal_nz(v: Any, default: str = "无") -> str:
if v is None:
return default
s = str(v).strip()
return s if s else default
def _row_get(row: Any, key: str, default: Any = None) -> Any:
"""兼容 dict 与 sqlite3.Row（Row 无 .get 方法）。"""
if row is None:
return default
getter = getattr(row, "get", None)
if callable(getter):
return getter(key, default)
try:
keys = row.keys() if hasattr(row, "keys") else ()
if key in keys:
return row[key]
except Exception:
pass
try:
return row[key]
except (KeyError, TypeError, IndexError):
return default
def journal_row_lines_for_ai(
idx: int,
row: Any,
*,
include_hold_duration: bool = True,
) -> str:
"""把 journal 字段拼成给 AI 的文本；四所日复盘/周复盘共用。"""
lines = [
(
f"{idx}. {_journal_nz(_row_get(row, 'coin'))} {_journal_nz(_row_get(row, 'tf'))} "
f"| 盈亏:{_journal_nz(_row_get(row, 'pnl'))}U "
f"| 实际RR:{_journal_nz(_row_get(row, 'real_rr'))} "
f"| 预期RR:{_journal_nz(_row_get(row, 'expect_rr'))}"
),
f" 开仓逻辑：{_journal_nz(_row_get(row, 'entry_reason'))}",
f" 平仓/离场（交易员自述）：{_journal_nz(_row_get(row, 'exit_reason'))}",
]
if include_hold_duration:
lines.append(f" 持仓时长：{_journal_nz(_row_get(row, 'hold_duration'))}")
ee_bits = [
_journal_nz(_row_get(row, "early_exit")),
_journal_nz(_row_get(row, "early_exit_reason")),
_journal_nz(_row_get(row, "early_exit_trigger")),
_journal_nz(_row_get(row, "early_exit_note")),
]
if any(x != "无" for x in ee_bits):
lines.append(
" 提前离场记录："
f"{ee_bits[0]} | 原因:{ee_bits[1]} | 触发:{ee_bits[2]} | 备注:{ee_bits[3]}"
)
mood_bits = f"心态标签：{_journal_nz(_row_get(row, 'mood_issues'))}"
mood_score = _row_get(row, "mood_score")
if mood_score is not None:
mood_bits += f" | 自评心态分：{mood_score}"
lines.append(f" {mood_bits}")
if _journal_nz(_row_get(row, "post_breakeven_stare")) != "无":
lines.append(f" 保本后盯盘：{_journal_nz(_row_get(row, 'post_breakeven_stare'))}")
if _journal_nz(_row_get(row, "new_trade_while_occupied")) != "无":
lines.append(f" 占用时新开仓：{_journal_nz(_row_get(row, 'new_trade_while_occupied'))}")
if _journal_nz(_row_get(row, "note")) != "无":
lines.append(f" 备注：{_journal_nz(_row_get(row, 'note'))}")
return "\n".join(lines) + "\n"
def collect_images_for_ai_review(
rows: Sequence,
upload_folder: str,
*,
build_chart_if_missing: Optional[Callable] = None,
) -> List[str]:
"""
收集传给视觉模型的本地图片路径。
- 优先 journal_entries.image 已存附图；
- 若无附图且提供 build_chart_if_missing，则临时生成 K 线图。
"""
paths: List[str] = []
seen = set()
upload_folder = os.path.abspath(upload_folder or "")
for row in rows or []:
candidate = None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
img = row["image"] if "image" in keys else None
if img:
candidate = os.path.join(upload_folder, str(img).strip())
elif build_chart_if_missing:
try:
candidate = build_chart_if_missing(row)
except Exception:
candidate = None
if not candidate:
continue
candidate = os.path.abspath(candidate)
if os.path.isfile(candidate) and candidate not in seen:
seen.add(candidate)
paths.append(candidate)
return paths
def build_journal_ai_chart_path(
row,
upload_folder: str,
*,
order_chart_enabled: bool,
normalize_exchange_symbol_fn: Callable[[str], str],
generate_chart_fn: Callable,
local_datetime_to_ms_fn: Callable[[str], Optional[int]],
now_ts_ms_fn: Callable[[], int],
) -> Optional[str]:
"""无已存附图时，按复盘记录开平仓时间临时生成 K 线图路径。"""
if not order_chart_enabled:
return None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
return None
coin = (row["coin"] if "coin" in keys else "") or ""
coin = str(coin).strip()
if not coin:
return None
try:
symbol = normalize_exchange_symbol_fn(coin)
except Exception:
return None
open_dt = row["open_datetime"] if "open_datetime" in keys else ""
close_dt = row["close_datetime"] if "close_datetime" in keys else ""
entry_ms = local_datetime_to_ms_fn(open_dt)
exit_ms = local_datetime_to_ms_fn(close_dt)
if not entry_ms:
return None
row_tf = row["tf"] if "tf" in keys else ""
tf1 = normalize_chart_timeframe(row_tf) or JOURNAL_CHART_DEFAULT_TF1
tf2 = JOURNAL_CHART_DEFAULT_TF2 if tf1 != JOURNAL_CHART_DEFAULT_TF2 else "1h"
row_id = str(row["id"] if "id" in keys else "")[:8] or uuid.uuid4().hex[:8]
marker = {
"entry_ts_ms": entry_ms,
"exit_ts_ms": exit_ms,
"chart_anchor": JOURNAL_CHART_ANCHOR_CLOSE,
"now_ts_ms": int(now_ts_ms_fn()),
}
fname = f"ai_rev_{row_id}_{uuid.uuid4().hex[:6]}.png"
saved = generate_chart_fn(
symbol,
f"AI复盘 {coin}",
timeframes=[tf1, tf2],
limit=JOURNAL_CHART_DEFAULT_LIMIT,
out_dir=upload_folder,
filename=fname,
marker_payload=marker,
marker_timeframes={tf1, tf2},
layout="vertical",
)
if not saved:
return None
path = os.path.join(upload_folder, saved)
return path if os.path.isfile(path) else None
"""AI 日复盘 / 周复盘：附图收集与 journal 文本格式化（四所共用）。"""
from __future__ import annotations
import os
import uuid
from typing import Any, Callable, List, Mapping, Optional, Sequence
from lib.instance.journal_chart_lib import (
JOURNAL_CHART_ANCHOR_CLOSE,
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
normalize_chart_timeframe,
)
def _journal_nz(v: Any, default: str = "无") -> str:
if v is None:
return default
s = str(v).strip()
return s if s else default
def _row_get(row: Any, key: str, default: Any = None) -> Any:
"""兼容 dict 与 sqlite3.Row（Row 无 .get 方法）。"""
if row is None:
return default
getter = getattr(row, "get", None)
if callable(getter):
return getter(key, default)
try:
keys = row.keys() if hasattr(row, "keys") else ()
if key in keys:
return row[key]
except Exception:
pass
try:
return row[key]
except (KeyError, TypeError, IndexError):
return default
def journal_row_lines_for_ai(
idx: int,
row: Any,
*,
include_hold_duration: bool = True,
) -> str:
"""把 journal 字段拼成给 AI 的文本；四所日复盘/周复盘共用。"""
lines = [
(
f"{idx}. {_journal_nz(_row_get(row, 'coin'))} {_journal_nz(_row_get(row, 'tf'))} "
f"| 盈亏:{_journal_nz(_row_get(row, 'pnl'))}U "
f"| 实际RR:{_journal_nz(_row_get(row, 'real_rr'))} "
f"| 预期RR:{_journal_nz(_row_get(row, 'expect_rr'))}"
),
f" 开仓逻辑：{_journal_nz(_row_get(row, 'entry_reason'))}",
f" 平仓/离场（交易员自述）：{_journal_nz(_row_get(row, 'exit_reason'))}",
]
if include_hold_duration:
lines.append(f" 持仓时长：{_journal_nz(_row_get(row, 'hold_duration'))}")
ee_bits = [
_journal_nz(_row_get(row, "early_exit")),
_journal_nz(_row_get(row, "early_exit_reason")),
_journal_nz(_row_get(row, "early_exit_trigger")),
_journal_nz(_row_get(row, "early_exit_note")),
]
if any(x != "无" for x in ee_bits):
lines.append(
" 提前离场记录："
f"{ee_bits[0]} | 原因:{ee_bits[1]} | 触发:{ee_bits[2]} | 备注:{ee_bits[3]}"
)
mood_bits = f"心态标签：{_journal_nz(_row_get(row, 'mood_issues'))}"
mood_score = _row_get(row, "mood_score")
if mood_score is not None:
mood_bits += f" | 自评心态分：{mood_score}"
lines.append(f" {mood_bits}")
if _journal_nz(_row_get(row, "post_breakeven_stare")) != "无":
lines.append(f" 保本后盯盘：{_journal_nz(_row_get(row, 'post_breakeven_stare'))}")
if _journal_nz(_row_get(row, "new_trade_while_occupied")) != "无":
lines.append(f" 占用时新开仓：{_journal_nz(_row_get(row, 'new_trade_while_occupied'))}")
if _journal_nz(_row_get(row, "note")) != "无":
lines.append(f" 备注：{_journal_nz(_row_get(row, 'note'))}")
return "\n".join(lines) + "\n"
def collect_images_for_ai_review(
rows: Sequence,
upload_folder: str,
*,
build_chart_if_missing: Optional[Callable] = None,
) -> List[str]:
"""
收集传给视觉模型的本地图片路径。
- 优先 journal_entries.image 已存附图；
- 若无附图且提供 build_chart_if_missing，则临时生成 K 线图。
"""
paths: List[str] = []
seen = set()
upload_folder = os.path.abspath(upload_folder or "")
for row in rows or []:
candidate = None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
img = row["image"] if "image" in keys else None
if img:
candidate = os.path.join(upload_folder, str(img).strip())
elif build_chart_if_missing:
try:
candidate = build_chart_if_missing(row)
except Exception:
candidate = None
if not candidate:
continue
candidate = os.path.abspath(candidate)
if os.path.isfile(candidate) and candidate not in seen:
seen.add(candidate)
paths.append(candidate)
return paths
def build_journal_ai_chart_path(
row,
upload_folder: str,
*,
order_chart_enabled: bool,
normalize_exchange_symbol_fn: Callable[[str], str],
generate_chart_fn: Callable,
local_datetime_to_ms_fn: Callable[[str], Optional[int]],
now_ts_ms_fn: Callable[[], int],
) -> Optional[str]:
"""无已存附图时，按复盘记录开平仓时间临时生成 K 线图路径。"""
if not order_chart_enabled:
return None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
return None
coin = (row["coin"] if "coin" in keys else "") or ""
coin = str(coin).strip()
if not coin:
return None
try:
symbol = normalize_exchange_symbol_fn(coin)
except Exception:
return None
open_dt = row["open_datetime"] if "open_datetime" in keys else ""
close_dt = row["close_datetime"] if "close_datetime" in keys else ""
entry_ms = local_datetime_to_ms_fn(open_dt)
exit_ms = local_datetime_to_ms_fn(close_dt)
if not entry_ms:
return None
row_tf = row["tf"] if "tf" in keys else ""
tf1 = normalize_chart_timeframe(row_tf) or JOURNAL_CHART_DEFAULT_TF1
tf2 = JOURNAL_CHART_DEFAULT_TF2 if tf1 != JOURNAL_CHART_DEFAULT_TF2 else "1h"
row_id = str(row["id"] if "id" in keys else "")[:8] or uuid.uuid4().hex[:8]
marker = {
"entry_ts_ms": entry_ms,
"exit_ts_ms": exit_ms,
"chart_anchor": JOURNAL_CHART_ANCHOR_CLOSE,
"now_ts_ms": int(now_ts_ms_fn()),
}
fname = f"ai_rev_{row_id}_{uuid.uuid4().hex[:6]}.png"
saved = generate_chart_fn(
symbol,
f"AI复盘 {coin}",
timeframes=[tf1, tf2],
limit=JOURNAL_CHART_DEFAULT_LIMIT,
out_dir=upload_folder,
filename=fname,
marker_payload=marker,
marker_timeframes={tf1, tf2},
layout="vertical",
)
if not saved:
return None
path = os.path.join(upload_folder, saved)
return path if os.path.isfile(path) else None
lib/common/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
auto_transfer_daily_lib.py → lib/common/auto_transfer_daily_lib.py
View File
form_submit_lib.py → lib/common/form_submit_lib.py
View File
history_window_lib.py → lib/common/history_window_lib.py
View File
static/account_risk_badge.css → lib/common/static/account_risk_badge.css
View File
static/account_risk_badge.js → lib/common/static/account_risk_badge.js
View File
static/ai_review_render.js → lib/common/static/ai_review_render.js
View File
static/focus_chart_page.css → lib/common/static/focus_chart_page.css
View File
static/focus_chart_page.js → lib/common/static/focus_chart_page.js
View File
static/form_submit_guard.js → lib/common/static/form_submit_guard.js
View File
static/instance_embed.js → lib/common/static/instance_embed.js
View File
static/instance_page.css → lib/common/static/instance_page.css
View File
static/instance_records_mobile.js → lib/common/static/instance_records_mobile.js
View File
static/instance_theme.css → lib/common/static/instance_theme.css
View File
static/instance_theme.js → lib/common/static/instance_theme.js
View File
static/instance_theme_early.css → lib/common/static/instance_theme_early.css
View File
static/instance_ui.js → lib/common/static/instance_ui.js
View File
static/key_monitor_form.js → lib/common/static/key_monitor_form.js
View File
static/manual_order_rr_preview.js → lib/common/static/manual_order_rr_preview.js
View File
static/strategy_roll.js → lib/common/static/strategy_roll.js
View File
static/time_close_ui.js → lib/common/static/time_close_ui.js
View File
static/trade_stats_calendar.css → lib/common/static/trade_stats_calendar.css
View File
static/trade_stats_calendar.js → lib/common/static/trade_stats_calendar.js
View File
wechat_notify_lib.py → lib/common/wechat_notify_lib.py
View File
lib/exchange/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
gate_position_history_lib.py → lib/exchange/gate_position_history_lib.py
View File
gate_transfer_lib.py → lib/exchange/gate_transfer_lib.py
View File
okx_orders_lib.py → lib/exchange/okx_orders_lib.py
View File
lib/hub/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
hub_auth.py → lib/hub/hub_auth.py
+36 -36
View File
@@ -1,36 +1,36 @@
"""中控调用实例 API 时的鉴权（Flask request 头 X-Hub-Token）。SSO 见 hub_sso.py。"""
from __future__ import annotations
import os
from hub_sso import (
HUB_SSO_TTL_SEC,
hub_bridge_token,
mint_hub_sso_token,
safe_next_path,
verify_hub_sso_token,
)
__all__ = [
"HUB_SSO_TTL_SEC",
"hub_bridge_token",
"mint_hub_sso_token",
"safe_next_path",
"verify_hub_sso_token",
"request_allowed",
]
def request_allowed(session_logged_in: bool, auth_disabled: bool) -> bool:
if auth_disabled or session_logged_in:
return True
tok = hub_bridge_token()
if not tok:
return False
try:
from flask import request
except ImportError:
return False
if request.headers.get("X-Hub-Token") == tok:
return True
return False
"""中控调用实例 API 时的鉴权（Flask request 头 X-Hub-Token）。SSO 见 hub_sso.py。"""
from __future__ import annotations
import os
from lib.hub.hub_sso import (
HUB_SSO_TTL_SEC,
hub_bridge_token,
mint_hub_sso_token,
safe_next_path,
verify_hub_sso_token,
)
__all__ = [
"HUB_SSO_TTL_SEC",
"hub_bridge_token",
"mint_hub_sso_token",
"safe_next_path",
"verify_hub_sso_token",
"request_allowed",
]
def request_allowed(session_logged_in: bool, auth_disabled: bool) -> bool:
if auth_disabled or session_logged_in:
return True
tok = hub_bridge_token()
if not tok:
return False
try:
from flask import request
except ImportError:
return False
if request.headers.get("X-Hub-Token") == tok:
return True
return False
hub_bridge.py → lib/hub/hub_bridge.py
+1027 -1025
View File
File diff suppressed because it is too large Load Diff
hub_calculator_lib.py → lib/hub/hub_calculator_lib.py
+498 -498
View File
@@ -1,498 +1,498 @@
"""中控历史测算：趋势回调 / 滚仓，以损定仓（按交易所精度与张数规则）。"""
from __future__ import annotations
from typing import Any, Callable, Optional, Tuple
from strategy_roll_lib import max_roll_legs
from strategy_trend_lib import (
build_trend_preview_level_rows,
calc_risk_fraction,
compute_trend_plan_core,
validate_trend_bounds,
)
DEFAULT_DCA_LEGS = 5
MARGIN_BUFFER = 0.95
def _resolve_market(
exchange_id: str,
base: str,
) -> Tuple[Optional[dict[str, Any]], Optional[Callable[[float], Optional[float]]], Optional[str]]:
from hub_calculator_market_lib import get_calculator_market, make_amount_precise_fn_from_market
market, err = get_calculator_market(exchange_id, base)
if err or not market:
return None, None, err or "无法解析合约"
amount_precise = make_amount_precise_fn_from_market(market)
return market, amount_precise, None
def calc_trend_calculator(
*,
direction: str,
capital_usdt: float,
risk_percent: float,
leverage: int,
entry_price: float,
stop_loss: float,
add_upper: float,
take_profit: float,
dca_legs: int = DEFAULT_DCA_LEGS,
exchange_id: str = "0",
base: str = "ETH",
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
market, amount_precise, merr = _resolve_market(exchange_id, base)
if merr or not market or not amount_precise:
return None, merr or "无法解析合约"
contract_size = float(market.get("contract_size") or 1.0)
exchange_symbol = market["exchange_symbol"]
direction = (direction or "long").strip().lower()
if direction not in ("long", "short"):
return None, "方向须为 long 或 short"
try:
capital = float(capital_usdt)
rp = float(risk_percent)
lev = int(leverage)
entry = float(entry_price)
sl = float(stop_loss)
upper = float(add_upper)
tp = float(take_profit)
legs = max(1, int(dca_legs))
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if capital <= 0 or rp <= 0 or lev <= 0 or entry <= 0 or sl <= 0 or upper <= 0 or tp <= 0:
return None, "资金、风险、杠杆与价格须大于 0"
bound_err = validate_trend_bounds(direction, sl, upper)
if bound_err:
return None, bound_err
rf = calc_risk_fraction(direction, upper, sl)
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 = capital * (rp / 100.0)
notional = risk_budget / rf
margin_plan = min(notional / float(lev), capital * MARGIN_BUFFER)
if margin_plan <= 0:
return None, "计划保证金过小"
target_amt = _amount_from_margin(margin_plan, lev, entry, cs)
if target_amt is None or target_amt <= 0:
return None, "无法计算计划张数，请检查入场价与杠杆"
target_amt = amount_precise(target_amt)
if target_amt is None or target_amt <= 0:
return None, "计划张数低于交易所最小精度"
def _amount_precise(_symbol: str, amount: float) -> Optional[float]:
return amount_precise(amount)
payload, err = compute_trend_plan_core(
direction=direction,
stop_loss=sl,
add_upper=upper,
risk_percent=rp,
snapshot_usdt=capital,
leverage=lev,
live_price=entry,
target_order_amount=target_amt,
exchange_symbol=exchange_symbol,
dca_legs=legs,
amount_precise=_amount_precise,
min_amount=float(market.get("min_amount") or 0.0),
full_margin_buffer_ratio=MARGIN_BUFFER,
)
if err:
return None, err
payload["take_profit"] = tp
payload["leverage"] = lev
payload["contract_size"] = cs
preview, rows = build_trend_preview_level_rows(payload)
px_dec = int(market.get("price_decimals") or 4)
amt_dec = int(market.get("amount_decimals") or 4)
def _f(v: Any, nd: int | None = None) -> Any:
if v is None:
return None
try:
return round(float(v), nd if nd is not None else 8)
except (TypeError, ValueError):
return v
table = []
for row in rows:
table.append(
{
"label": row.get("label"),
"price": _f(row.get("price"), px_dec),
"contracts": _f(row.get("contracts"), amt_dec),
"avg_entry": _f(row.get("avg_entry"), px_dec),
"profit_u": _f(row.get("profit_u")),
"risk_u": _f(row.get("risk_u")),
"rr": _f(row.get("rr"), 4),
}
)
return {
"direction": direction,
"capital_usdt": _f(capital),
"risk_percent": _f(rp, 2),
"risk_budget_u": _f(preview.get("preview_risk_amount_u")),
"leverage": lev,
"entry_price": _f(entry, px_dec),
"stop_loss": _f(sl, px_dec),
"add_upper": _f(upper, px_dec),
"take_profit": _f(tp, px_dec),
"plan_margin_u": _f(preview.get("plan_margin_capital")),
"target_contracts": _f(preview.get("target_order_amount"), amt_dec),
"first_contracts": _f(preview.get("first_order_amount"), amt_dec),
"dca_legs": int(preview.get("dca_legs") or legs),
"first_profit_u": _f(preview.get("preview_first_profit_u")),
"first_rr": _f(preview.get("preview_target_rr"), 4),
"market": market,
"rows": table,
}, None
def _amount_from_margin(
margin_capital: float,
leverage: int,
price: float,
contract_size: float,
) -> Optional[float]:
try:
margin = float(margin_capital)
lev = int(leverage)
px = float(price)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None
if margin <= 0 or lev <= 0 or px <= 0 or cs <= 0:
return None
notional = margin * lev
return notional / (px * cs)
def _round(v: Any, nd: int = 4) -> Any:
if v is None:
return None
try:
return round(float(v), nd)
except (TypeError, ValueError):
return v
def _money_rr(profit_u: Optional[float], risk_u: Optional[float]) -> Optional[float]:
try:
if risk_u is None or float(risk_u) <= 0 or profit_u is None:
return None
return round(float(profit_u) / float(risk_u), 4)
except (TypeError, ValueError):
return None
def calc_initial_roll_qty(
direction: str,
entry_price: float,
stop_loss: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""首仓以损定仓：打到初始止损亏损 = 风险预算。"""
try:
entry = float(entry_price)
sl = float(stop_loss)
budget = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if entry <= 0 or sl <= 0 or budget <= 0 or cs <= 0:
return None, "入场价、止损与风险预算须大于 0"
direction = (direction or "long").strip().lower()
if direction == "short":
per_unit = (sl - entry) * cs
if per_unit <= 0:
return None, "做空：止损价须高于首仓入场价"
else:
per_unit = (entry - sl) * cs
if per_unit <= 0:
return None, "做多：止损价须低于首仓入场价"
return budget / per_unit, None
def solve_add_amount_for_total_risk(
direction: str,
qty_existing: float,
entry_existing: float,
add_price: float,
new_stop: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""合并持仓打到新止损总亏损 = 风险预算，反推本次加仓张数。"""
try:
q1 = float(qty_existing)
e1 = float(entry_existing)
e2 = float(add_price)
sl = float(new_stop)
b = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0 or cs <= 0:
return None, "持仓或风险预算无效"
direction = (direction or "long").strip().lower()
if direction == "short":
denom = sl - e2
numer = b / cs - q1 * (sl - e1)
if denom <= 0:
return None, "做空：新止损须高于限价加仓价"
else:
denom = e2 - sl
numer = b / cs - q1 * (e1 - sl)
if denom <= 0:
return None, "做多：新止损须低于限价/市价加仓价"
q2 = numer / denom
if q2 <= 0:
return None, "按当前新止损与总风险%，无需加仓或无法再加（已满足风险上限）"
return q2, None
def _roll_leg_preview(
*,
direction: str,
qty_existing: float,
entry_existing: float,
take_profit: float,
add_price: float,
new_stop_loss: float,
risk_budget: float,
contract_size: float,
amount_precise: Callable[[float], Optional[float]],
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
direction = (direction or "long").strip().lower()
try:
tp = float(take_profit)
sl = float(new_stop_loss)
entry_add = float(add_price)
e1 = float(entry_existing)
except (TypeError, ValueError):
return None, "止损/止盈格式错误"
if sl <= 0 or tp <= 0 or entry_add <= 0:
return None, "止损与首仓止盈须大于0"
if direction == "long":
if sl >= entry_add:
return None, "做多：新止损须低于加仓价"
if tp <= e1:
return None, "做多：首仓止盈须高于当前持仓均价参考"
else:
if sl <= entry_add:
return None, "做空：新止损须高于加仓价"
if tp >= e1:
return None, "做空：首仓止盈须低于当前持仓均价参考"
q2_raw, err = solve_add_amount_for_total_risk(
direction,
qty_existing,
entry_existing,
entry_add,
sl,
risk_budget,
contract_size,
)
if err:
return None, err
q2 = amount_precise(float(q2_raw))
if q2 is None or q2 <= 0:
return None, "加仓张数低于交易所最小精度"
new_qty = float(qty_existing) + float(q2)
new_avg = (float(qty_existing) * float(entry_existing) + float(q2) * entry_add) / new_qty
cs = float(contract_size) if contract_size else 1.0
if direction == "long":
loss_at_sl = (new_avg - sl) * new_qty * cs
reward_at_tp = (tp - new_avg) * new_qty * cs
else:
loss_at_sl = (sl - new_avg) * new_qty * cs
reward_at_tp = (new_avg - tp) * new_qty * cs
return {
"add_amount_raw": q2,
"qty_after": new_qty,
"avg_entry_after": new_avg,
"add_price": entry_add,
"new_stop_loss": sl,
"loss_at_sl_usdt": loss_at_sl,
"reward_at_tp_usdt": reward_at_tp,
}, None
def calc_roll_calculator(
*,
direction: str,
capital_usdt: float,
risk_percent: float,
entry_price: float,
stop_loss: float,
take_profit: float,
add_legs: list[dict[str, float]] | None = None,
legs_done: int = 0,
exchange_id: str = "0",
base: str = "ETH",
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
"""
滚仓历史测算：首仓自动以损定仓；止盈锁定首仓价；最多 3 次滚仓加仓。
add_legs: [{add_price, new_stop_loss}, ...]，按顺序链式计算。
legs_done: 已完成滚仓次数（仅标记，仍参与链式状态推进）。
"""
market, amount_precise, merr = _resolve_market(exchange_id, base)
if merr or not market or not amount_precise:
return None, merr or "无法解析合约"
contract_size = float(market.get("contract_size") or 1.0)
px_dec = int(market.get("price_decimals") or 4)
amt_dec = int(market.get("amount_decimals") or 4)
direction = (direction or "long").strip().lower()
if direction not in ("long", "short"):
return None, "方向须为 long 或 short"
try:
capital = float(capital_usdt)
rp = float(risk_percent)
entry = float(entry_price)
initial_sl = float(stop_loss)
tp = float(take_profit)
done = max(0, int(legs_done))
except (TypeError, ValueError):
return None, "参数格式错误"
if capital <= 0 or rp <= 0 or entry <= 0 or initial_sl <= 0 or tp <= 0:
return None, "资金、风险与价格须大于 0"
if done > max_roll_legs(direction):
return None, f"已完成滚仓次数不能超过 {max_roll_legs(direction)} 次"
legs_in: list[dict[str, float]] = []
for raw in add_legs or []:
if not isinstance(raw, dict):
continue
try:
ap = float(raw.get("add_price"))
nsl = float(raw.get("new_stop_loss"))
except (TypeError, ValueError):
return None, "加仓价与新止损须为有效数字"
if ap <= 0 or nsl <= 0:
return None, "加仓价与新止损须大于 0"
legs_in.append({"add_price": ap, "new_stop_loss": nsl})
if done + len(legs_in) > max_roll_legs(direction):
return None, f"已完成 {done} 次 + 待测算 {len(legs_in)} 次，合计不能超过 {max_roll_legs(direction)} 次滚仓"
if direction == "long":
if tp <= entry:
return None, "做多：止盈价须高于首仓入场价"
else:
if tp >= entry:
return None, "做空：止盈价须低于首仓入场价"
risk_budget = capital * (rp / 100.0)
qty, err = calc_initial_roll_qty(direction, entry, initial_sl, risk_budget, contract_size)
if err:
return None, err
if qty is None or qty <= 0:
return None, "无法计算首仓张数"
qty_p = amount_precise(float(qty))
if qty_p is None or qty_p <= 0:
return None, "首仓张数低于交易所最小精度"
qty_f = float(qty_p)
avg = entry
rows: list[dict[str, Any]] = []
cs = contract_size
if direction == "long":
first_loss = (avg - initial_sl) * qty_f * cs
first_profit = (tp - avg) * qty_f * cs
else:
first_loss = (initial_sl - avg) * qty_f * cs
first_profit = (avg - tp) * qty_f * cs
rows.append(
{
"label": "首仓",
"leg_index": 0,
"already_done": False,
"entry_or_add_price": _round(entry, px_dec),
"stop_loss": _round(initial_sl, px_dec),
"add_contracts": _round(qty_f, amt_dec),
"total_contracts": _round(qty_f, amt_dec),
"avg_entry": _round(avg, px_dec),
"take_profit": _round(tp, px_dec),
"loss_at_sl_u": _round(first_loss),
"profit_at_tp_u": _round(first_profit),
"rr": _money_rr(first_profit, first_loss),
}
)
current_qty = qty_f
current_avg = avg
for i, leg in enumerate(legs_in):
leg_no = i + 1
preview, err = _roll_leg_preview(
direction=direction,
qty_existing=current_qty,
entry_existing=current_avg,
take_profit=tp,
add_price=leg["add_price"],
new_stop_loss=leg["new_stop_loss"],
risk_budget=risk_budget,
contract_size=cs,
amount_precise=amount_precise,
)
if err:
return None, f"滚仓第 {leg_no} 次：{err}"
if not preview:
return None, f"滚仓第 {leg_no} 次计算失败"
current_qty = float(preview["qty_after"])
current_avg = float(preview["avg_entry_after"])
loss = preview.get("loss_at_sl_usdt")
reward = preview.get("reward_at_tp_usdt")
rows.append(
{
"label": f"滚仓{leg_no}",
"leg_index": leg_no,
"already_done": leg_no <= done,
"entry_or_add_price": _round(preview.get("add_price"), px_dec),
"stop_loss": _round(preview.get("new_stop_loss"), px_dec),
"add_contracts": _round(preview.get("add_amount_raw"), amt_dec),
"total_contracts": _round(current_qty, amt_dec),
"avg_entry": _round(current_avg, px_dec),
"take_profit": _round(tp, px_dec),
"loss_at_sl_u": _round(loss),
"profit_at_tp_u": _round(reward),
"rr": _money_rr(reward, loss),
}
)
last = rows[-1]
return {
"direction": direction,
"capital_usdt": _round(capital),
"risk_percent": _round(rp, 2),
"risk_budget_u": _round(risk_budget),
"entry_price": _round(entry, px_dec),
"stop_loss": _round(initial_sl, px_dec),
"take_profit": _round(tp, px_dec),
"legs_done": done,
"roll_legs_planned": len(legs_in),
"first_contracts": _round(qty_f, amt_dec),
"final_contracts": last.get("total_contracts"),
"final_avg_entry": last.get("avg_entry"),
"final_loss_at_sl_u": last.get("loss_at_sl_u"),
"final_profit_at_tp_u": last.get("profit_at_tp_u"),
"final_rr": last.get("rr"),
"market": market,
"rows": rows,
}, None
"""中控历史测算：趋势回调 / 滚仓，以损定仓（按交易所精度与张数规则）。"""
from __future__ import annotations
from typing import Any, Callable, Optional, Tuple
from lib.strategy.strategy_roll_lib import max_roll_legs
from lib.strategy.strategy_trend_lib import (
build_trend_preview_level_rows,
calc_risk_fraction,
compute_trend_plan_core,
validate_trend_bounds,
)
DEFAULT_DCA_LEGS = 5
MARGIN_BUFFER = 0.95
def _resolve_market(
exchange_id: str,
base: str,
) -> Tuple[Optional[dict[str, Any]], Optional[Callable[[float], Optional[float]]], Optional[str]]:
from lib.hub.hub_calculator_market_lib import get_calculator_market, make_amount_precise_fn_from_market
market, err = get_calculator_market(exchange_id, base)
if err or not market:
return None, None, err or "无法解析合约"
amount_precise = make_amount_precise_fn_from_market(market)
return market, amount_precise, None
def calc_trend_calculator(
*,
direction: str,
capital_usdt: float,
risk_percent: float,
leverage: int,
entry_price: float,
stop_loss: float,
add_upper: float,
take_profit: float,
dca_legs: int = DEFAULT_DCA_LEGS,
exchange_id: str = "0",
base: str = "ETH",
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
market, amount_precise, merr = _resolve_market(exchange_id, base)
if merr or not market or not amount_precise:
return None, merr or "无法解析合约"
contract_size = float(market.get("contract_size") or 1.0)
exchange_symbol = market["exchange_symbol"]
direction = (direction or "long").strip().lower()
if direction not in ("long", "short"):
return None, "方向须为 long 或 short"
try:
capital = float(capital_usdt)
rp = float(risk_percent)
lev = int(leverage)
entry = float(entry_price)
sl = float(stop_loss)
upper = float(add_upper)
tp = float(take_profit)
legs = max(1, int(dca_legs))
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if capital <= 0 or rp <= 0 or lev <= 0 or entry <= 0 or sl <= 0 or upper <= 0 or tp <= 0:
return None, "资金、风险、杠杆与价格须大于 0"
bound_err = validate_trend_bounds(direction, sl, upper)
if bound_err:
return None, bound_err
rf = calc_risk_fraction(direction, upper, sl)
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 = capital * (rp / 100.0)
notional = risk_budget / rf
margin_plan = min(notional / float(lev), capital * MARGIN_BUFFER)
if margin_plan <= 0:
return None, "计划保证金过小"
target_amt = _amount_from_margin(margin_plan, lev, entry, cs)
if target_amt is None or target_amt <= 0:
return None, "无法计算计划张数，请检查入场价与杠杆"
target_amt = amount_precise(target_amt)
if target_amt is None or target_amt <= 0:
return None, "计划张数低于交易所最小精度"
def _amount_precise(_symbol: str, amount: float) -> Optional[float]:
return amount_precise(amount)
payload, err = compute_trend_plan_core(
direction=direction,
stop_loss=sl,
add_upper=upper,
risk_percent=rp,
snapshot_usdt=capital,
leverage=lev,
live_price=entry,
target_order_amount=target_amt,
exchange_symbol=exchange_symbol,
dca_legs=legs,
amount_precise=_amount_precise,
min_amount=float(market.get("min_amount") or 0.0),
full_margin_buffer_ratio=MARGIN_BUFFER,
)
if err:
return None, err
payload["take_profit"] = tp
payload["leverage"] = lev
payload["contract_size"] = cs
preview, rows = build_trend_preview_level_rows(payload)
px_dec = int(market.get("price_decimals") or 4)
amt_dec = int(market.get("amount_decimals") or 4)
def _f(v: Any, nd: int | None = None) -> Any:
if v is None:
return None
try:
return round(float(v), nd if nd is not None else 8)
except (TypeError, ValueError):
return v
table = []
for row in rows:
table.append(
{
"label": row.get("label"),
"price": _f(row.get("price"), px_dec),
"contracts": _f(row.get("contracts"), amt_dec),
"avg_entry": _f(row.get("avg_entry"), px_dec),
"profit_u": _f(row.get("profit_u")),
"risk_u": _f(row.get("risk_u")),
"rr": _f(row.get("rr"), 4),
}
)
return {
"direction": direction,
"capital_usdt": _f(capital),
"risk_percent": _f(rp, 2),
"risk_budget_u": _f(preview.get("preview_risk_amount_u")),
"leverage": lev,
"entry_price": _f(entry, px_dec),
"stop_loss": _f(sl, px_dec),
"add_upper": _f(upper, px_dec),
"take_profit": _f(tp, px_dec),
"plan_margin_u": _f(preview.get("plan_margin_capital")),
"target_contracts": _f(preview.get("target_order_amount"), amt_dec),
"first_contracts": _f(preview.get("first_order_amount"), amt_dec),
"dca_legs": int(preview.get("dca_legs") or legs),
"first_profit_u": _f(preview.get("preview_first_profit_u")),
"first_rr": _f(preview.get("preview_target_rr"), 4),
"market": market,
"rows": table,
}, None
def _amount_from_margin(
margin_capital: float,
leverage: int,
price: float,
contract_size: float,
) -> Optional[float]:
try:
margin = float(margin_capital)
lev = int(leverage)
px = float(price)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None
if margin <= 0 or lev <= 0 or px <= 0 or cs <= 0:
return None
notional = margin * lev
return notional / (px * cs)
def _round(v: Any, nd: int = 4) -> Any:
if v is None:
return None
try:
return round(float(v), nd)
except (TypeError, ValueError):
return v
def _money_rr(profit_u: Optional[float], risk_u: Optional[float]) -> Optional[float]:
try:
if risk_u is None or float(risk_u) <= 0 or profit_u is None:
return None
return round(float(profit_u) / float(risk_u), 4)
except (TypeError, ValueError):
return None
def calc_initial_roll_qty(
direction: str,
entry_price: float,
stop_loss: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""首仓以损定仓：打到初始止损亏损 = 风险预算。"""
try:
entry = float(entry_price)
sl = float(stop_loss)
budget = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if entry <= 0 or sl <= 0 or budget <= 0 or cs <= 0:
return None, "入场价、止损与风险预算须大于 0"
direction = (direction or "long").strip().lower()
if direction == "short":
per_unit = (sl - entry) * cs
if per_unit <= 0:
return None, "做空：止损价须高于首仓入场价"
else:
per_unit = (entry - sl) * cs
if per_unit <= 0:
return None, "做多：止损价须低于首仓入场价"
return budget / per_unit, None
def solve_add_amount_for_total_risk(
direction: str,
qty_existing: float,
entry_existing: float,
add_price: float,
new_stop: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""合并持仓打到新止损总亏损 = 风险预算，反推本次加仓张数。"""
try:
q1 = float(qty_existing)
e1 = float(entry_existing)
e2 = float(add_price)
sl = float(new_stop)
b = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0 or cs <= 0:
return None, "持仓或风险预算无效"
direction = (direction or "long").strip().lower()
if direction == "short":
denom = sl - e2
numer = b / cs - q1 * (sl - e1)
if denom <= 0:
return None, "做空：新止损须高于限价加仓价"
else:
denom = e2 - sl
numer = b / cs - q1 * (e1 - sl)
if denom <= 0:
return None, "做多：新止损须低于限价/市价加仓价"
q2 = numer / denom
if q2 <= 0:
return None, "按当前新止损与总风险%，无需加仓或无法再加（已满足风险上限）"
return q2, None
def _roll_leg_preview(
*,
direction: str,
qty_existing: float,
entry_existing: float,
take_profit: float,
add_price: float,
new_stop_loss: float,
risk_budget: float,
contract_size: float,
amount_precise: Callable[[float], Optional[float]],
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
direction = (direction or "long").strip().lower()
try:
tp = float(take_profit)
sl = float(new_stop_loss)
entry_add = float(add_price)
e1 = float(entry_existing)
except (TypeError, ValueError):
return None, "止损/止盈格式错误"
if sl <= 0 or tp <= 0 or entry_add <= 0:
return None, "止损与首仓止盈须大于0"
if direction == "long":
if sl >= entry_add:
return None, "做多：新止损须低于加仓价"
if tp <= e1:
return None, "做多：首仓止盈须高于当前持仓均价参考"
else:
if sl <= entry_add:
return None, "做空：新止损须高于加仓价"
if tp >= e1:
return None, "做空：首仓止盈须低于当前持仓均价参考"
q2_raw, err = solve_add_amount_for_total_risk(
direction,
qty_existing,
entry_existing,
entry_add,
sl,
risk_budget,
contract_size,
)
if err:
return None, err
q2 = amount_precise(float(q2_raw))
if q2 is None or q2 <= 0:
return None, "加仓张数低于交易所最小精度"
new_qty = float(qty_existing) + float(q2)
new_avg = (float(qty_existing) * float(entry_existing) + float(q2) * entry_add) / new_qty
cs = float(contract_size) if contract_size else 1.0
if direction == "long":
loss_at_sl = (new_avg - sl) * new_qty * cs
reward_at_tp = (tp - new_avg) * new_qty * cs
else:
loss_at_sl = (sl - new_avg) * new_qty * cs
reward_at_tp = (new_avg - tp) * new_qty * cs
return {
"add_amount_raw": q2,
"qty_after": new_qty,
"avg_entry_after": new_avg,
"add_price": entry_add,
"new_stop_loss": sl,
"loss_at_sl_usdt": loss_at_sl,
"reward_at_tp_usdt": reward_at_tp,
}, None
def calc_roll_calculator(
*,
direction: str,
capital_usdt: float,
risk_percent: float,
entry_price: float,
stop_loss: float,
take_profit: float,
add_legs: list[dict[str, float]] | None = None,
legs_done: int = 0,
exchange_id: str = "0",
base: str = "ETH",
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
"""
滚仓历史测算：首仓自动以损定仓；止盈锁定首仓价；最多 3 次滚仓加仓。
add_legs: [{add_price, new_stop_loss}, ...]，按顺序链式计算。
legs_done: 已完成滚仓次数（仅标记，仍参与链式状态推进）。
"""
market, amount_precise, merr = _resolve_market(exchange_id, base)
if merr or not market or not amount_precise:
return None, merr or "无法解析合约"
contract_size = float(market.get("contract_size") or 1.0)
px_dec = int(market.get("price_decimals") or 4)
amt_dec = int(market.get("amount_decimals") or 4)
direction = (direction or "long").strip().lower()
if direction not in ("long", "short"):
return None, "方向须为 long 或 short"
try:
capital = float(capital_usdt)
rp = float(risk_percent)
entry = float(entry_price)
initial_sl = float(stop_loss)
tp = float(take_profit)
done = max(0, int(legs_done))
except (TypeError, ValueError):
return None, "参数格式错误"
if capital <= 0 or rp <= 0 or entry <= 0 or initial_sl <= 0 or tp <= 0:
return None, "资金、风险与价格须大于 0"
if done > max_roll_legs(direction):
return None, f"已完成滚仓次数不能超过 {max_roll_legs(direction)} 次"
legs_in: list[dict[str, float]] = []
for raw in add_legs or []:
if not isinstance(raw, dict):
continue
try:
ap = float(raw.get("add_price"))
nsl = float(raw.get("new_stop_loss"))
except (TypeError, ValueError):
return None, "加仓价与新止损须为有效数字"
if ap <= 0 or nsl <= 0:
return None, "加仓价与新止损须大于 0"
legs_in.append({"add_price": ap, "new_stop_loss": nsl})
if done + len(legs_in) > max_roll_legs(direction):
return None, f"已完成 {done} 次 + 待测算 {len(legs_in)} 次，合计不能超过 {max_roll_legs(direction)} 次滚仓"
if direction == "long":
if tp <= entry:
return None, "做多：止盈价须高于首仓入场价"
else:
if tp >= entry:
return None, "做空：止盈价须低于首仓入场价"
risk_budget = capital * (rp / 100.0)
qty, err = calc_initial_roll_qty(direction, entry, initial_sl, risk_budget, contract_size)
if err:
return None, err
if qty is None or qty <= 0:
return None, "无法计算首仓张数"
qty_p = amount_precise(float(qty))
if qty_p is None or qty_p <= 0:
return None, "首仓张数低于交易所最小精度"
qty_f = float(qty_p)
avg = entry
rows: list[dict[str, Any]] = []
cs = contract_size
if direction == "long":
first_loss = (avg - initial_sl) * qty_f * cs
first_profit = (tp - avg) * qty_f * cs
else:
first_loss = (initial_sl - avg) * qty_f * cs
first_profit = (avg - tp) * qty_f * cs
rows.append(
{
"label": "首仓",
"leg_index": 0,
"already_done": False,
"entry_or_add_price": _round(entry, px_dec),
"stop_loss": _round(initial_sl, px_dec),
"add_contracts": _round(qty_f, amt_dec),
"total_contracts": _round(qty_f, amt_dec),
"avg_entry": _round(avg, px_dec),
"take_profit": _round(tp, px_dec),
"loss_at_sl_u": _round(first_loss),
"profit_at_tp_u": _round(first_profit),
"rr": _money_rr(first_profit, first_loss),
}
)
current_qty = qty_f
current_avg = avg
for i, leg in enumerate(legs_in):
leg_no = i + 1
preview, err = _roll_leg_preview(
direction=direction,
qty_existing=current_qty,
entry_existing=current_avg,
take_profit=tp,
add_price=leg["add_price"],
new_stop_loss=leg["new_stop_loss"],
risk_budget=risk_budget,
contract_size=cs,
amount_precise=amount_precise,
)
if err:
return None, f"滚仓第 {leg_no} 次：{err}"
if not preview:
return None, f"滚仓第 {leg_no} 次计算失败"
current_qty = float(preview["qty_after"])
current_avg = float(preview["avg_entry_after"])
loss = preview.get("loss_at_sl_usdt")
reward = preview.get("reward_at_tp_usdt")
rows.append(
{
"label": f"滚仓{leg_no}",
"leg_index": leg_no,
"already_done": leg_no <= done,
"entry_or_add_price": _round(preview.get("add_price"), px_dec),
"stop_loss": _round(preview.get("new_stop_loss"), px_dec),
"add_contracts": _round(preview.get("add_amount_raw"), amt_dec),
"total_contracts": _round(current_qty, amt_dec),
"avg_entry": _round(current_avg, px_dec),
"take_profit": _round(tp, px_dec),
"loss_at_sl_u": _round(loss),
"profit_at_tp_u": _round(reward),
"rr": _money_rr(reward, loss),
}
)
last = rows[-1]
return {
"direction": direction,
"capital_usdt": _round(capital),
"risk_percent": _round(rp, 2),
"risk_budget_u": _round(risk_budget),
"entry_price": _round(entry, px_dec),
"stop_loss": _round(initial_sl, px_dec),
"take_profit": _round(tp, px_dec),
"legs_done": done,
"roll_legs_planned": len(legs_in),
"first_contracts": _round(qty_f, amt_dec),
"final_contracts": last.get("total_contracts"),
"final_avg_entry": last.get("avg_entry"),
"final_loss_at_sl_u": last.get("loss_at_sl_u"),
"final_profit_at_tp_u": last.get("profit_at_tp_u"),
"final_rr": last.get("rr"),
"market": market,
"rows": rows,
}, None
hub_calculator_market_lib.py → lib/hub/hub_calculator_market_lib.py
+257 -257
View File
@@ -1,257 +1,257 @@
"""计算器：从已配置交易实例读取 USDT 永续合约精度与张数规则。"""
from __future__ import annotations
import json
import threading
import time
import urllib.error
import urllib.request
from typing import Any, Callable, Optional, Tuple
from urllib.parse import urlencode
try:
from settings_store import enabled_exchanges, load_settings
except ImportError:
from manual_trading_hub.settings_store import enabled_exchanges, load_settings
MARKET_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
MARKET_LOCK = threading.Lock()
MARKET_TTL_SEC = 300.0
HUB_FLASK_TIMEOUT = float(__import__("os").getenv("HUB_FLASK_TIMEOUT", "20"))
def normalize_base_symbol(text: str) -> str:
s = str(text or "").upper().strip()
for suf in ("USDT:USDT", "/USDT:USDT", "/USDT", "USDT", "-USDT-SWAP"):
if s.endswith(suf) and len(s) > len(suf):
s = s[: -len(suf)].strip("-/")
break
if "/" in s:
s = s.split("/", 1)[0].strip()
if ":" in s:
s = s.split(":", 1)[0].strip()
return s
def resolve_usdt_perp_symbol(exchange: Any, base: str) -> Tuple[Optional[str], Optional[str]]:
base_u = normalize_base_symbol(base)
if not base_u:
return None, "请输入币种，如 ETH"
candidates = [f"{base_u}/USDT:USDT", f"{base_u}/USDT"]
markets = getattr(exchange, "markets", None) or {}
for sym in candidates:
m = markets.get(sym)
if not m:
continue
if m.get("active") is False:
continue
if m.get("swap") or m.get("linear") or m.get("contract"):
return sym, None
for sym, m in markets.items():
if m.get("active") is False:
continue
if not (m.get("swap") or m.get("linear")):
continue
if (m.get("quote") or "").upper() != "USDT":
continue
if (m.get("base") or "").upper() == base_u:
return sym, None
return None, f"未找到 {base_u}/USDT 永续合约"
def _decimals_from_precision_value(value: Any) -> Optional[int]:
if value in (None, ""):
return None
try:
p = float(value)
except (TypeError, ValueError):
return None
if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
return int(round(p))
if 0 < p < 1:
s = f"{p:.12f}".rstrip("0")
if "." in s:
return min(12, len(s.split(".", 1)[1]))
return None
def _decimals_from_ccxt_str(text: str) -> int:
s = str(text or "").strip()
if not s or "." not in s:
return 0
frac = s.split(".", 1)[1]
if not frac:
return 0
return min(12, len(frac.rstrip("0") or frac))
def amount_decimals_from_exchange(exchange: Any, exchange_symbol: str) -> int:
try:
return _decimals_from_ccxt_str(exchange.amount_to_precision(exchange_symbol, 1.23456789))
except Exception:
market = exchange.market(exchange_symbol)
prec = (market.get("precision") or {}).get("amount")
d = _decimals_from_precision_value(prec)
return d if d is not None else 4
def price_decimals_from_exchange(
exchange: Any, exchange_symbol: str, price_tick: Optional[float]
) -> int:
from hub_ohlcv_lib import normalize_price_tick
tick = normalize_price_tick(price_tick)
if tick and tick > 0:
if tick >= 1:
return 0
s = f"{tick:.12f}".rstrip("0")
if "." in s:
return min(12, len(s.split(".", 1)[1]))
try:
return _decimals_from_ccxt_str(exchange.price_to_precision(exchange_symbol, 12345.678901234))
except Exception:
market = exchange.market(exchange_symbol)
prec = (market.get("precision") or {}).get("price")
d = _decimals_from_precision_value(prec)
return d if d is not None else 4
def make_amount_precise_fn_from_market(market: dict[str, Any]) -> Callable[[float], Optional[float]]:
dec = max(0, int(market.get("amount_decimals") or 4))
min_amt = market.get("min_amount")
def _fn(amount: float) -> Optional[float]:
try:
v = float(amount)
except (TypeError, ValueError):
return None
if v <= 0:
return None
factor = 10**dec
v = int(v * factor + 1e-12) / factor
if min_amt is not None:
try:
if v < float(min_amt):
return None
except (TypeError, ValueError):
pass
if v <= 0:
return None
return v
return _fn
def find_exchange(exchange_id: str) -> dict | None:
needle = str(exchange_id or "").strip()
if not needle:
return None
for ex in load_settings().get("exchanges") or []:
if str(ex.get("id") or "").strip() == needle:
return ex
if str(ex.get("key") or "").strip().lower() == needle.lower():
return ex
return None
def list_calculator_exchanges() -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
for ex in enabled_exchanges():
rows.append(
{
"id": str(ex.get("id") or ""),
"key": str(ex.get("key") or ""),
"name": str(ex.get("name") or ex.get("key") or ""),
"enabled": bool(ex.get("enabled")),
}
)
return rows
def _hub_headers() -> dict[str, str]:
import os
token = (os.getenv("HUB_BRIDGE_TOKEN") or os.getenv("CONTROL_TOKEN") or "").strip()
if token:
return {"X-Hub-Token": token}
return {}
def fetch_instance_market_sync(ex: dict, *, base: str) -> dict[str, Any]:
base_url = (ex.get("flask_url") or "").rstrip("/")
if not base_url:
return {"ok": False, "msg": "未配置 flask_url"}
params = urlencode({"base": normalize_base_symbol(base) or base})
url = f"{base_url}/api/hub/market?{params}"
req = urllib.request.Request(url, headers=_hub_headers(), method="GET")
try:
with urllib.request.urlopen(req, timeout=HUB_FLASK_TIMEOUT) as resp:
status = int(getattr(resp, "status", 200) or 200)
raw = resp.read().decode("utf-8", errors="replace")
data = json.loads(raw) if raw else {}
if not isinstance(data, dict):
return {"ok": False, "msg": "无效 JSON"}
if status >= 400:
data.setdefault("ok", False)
return data
except urllib.error.HTTPError as exc:
try:
raw = exc.read().decode("utf-8", errors="replace")
body = json.loads(raw) if raw else {}
except Exception:
body = {"ok": False, "msg": raw if "raw" in locals() else str(exc)}
if isinstance(body, dict):
body.setdefault("ok", False)
return body
return {"ok": False, "msg": f"HTTP {exc.code}"}
except Exception as exc:
return {"ok": False, "msg": str(exc)}
def _enrich_market_from_settings(ex: dict, payload: dict[str, Any]) -> dict[str, Any]:
out = dict(payload)
out["exchange_id"] = str(ex.get("id") or "")
out["exchange_key"] = str(ex.get("key") or "")
out["exchange_name"] = str(ex.get("name") or ex.get("key") or "")
out["exchange_label"] = out["exchange_name"]
return out
def get_calculator_market(
exchange_id: str,
base: str,
*,
ex: dict | None = None,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
"""从系统设置中的交易实例拉取合约精度（与实盘一致）。"""
row = ex or find_exchange(exchange_id)
if not row:
return None, "未找到该交易所配置"
if not row.get("enabled"):
return None, f"{row.get('name') or exchange_id} 未启用"
base_u = normalize_base_symbol(base)
if not base_u:
return None, "请输入币种，如 ETH"
cache_key = f"{row.get('id')}:{base_u}"
now = time.time()
with MARKET_LOCK:
cached = MARKET_CACHE.get(cache_key)
if cached and now - cached[0] < MARKET_TTL_SEC:
return dict(cached[1]), None
remote = fetch_instance_market_sync(row, base=base_u)
if not remote.get("ok"):
return None, str(remote.get("msg") or "实例返回失败")
data = _enrich_market_from_settings(row, remote)
with MARKET_LOCK:
MARKET_CACHE[cache_key] = (now, data)
return data, None
def clear_market_cache() -> None:
with MARKET_LOCK:
MARKET_CACHE.clear()
"""计算器：从已配置交易实例读取 USDT 永续合约精度与张数规则。"""
from __future__ import annotations
import json
import threading
import time
import urllib.error
import urllib.request
from typing import Any, Callable, Optional, Tuple
from urllib.parse import urlencode
try:
from settings_store import enabled_exchanges, load_settings
except ImportError:
from manual_trading_hub.settings_store import enabled_exchanges, load_settings
MARKET_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
MARKET_LOCK = threading.Lock()
MARKET_TTL_SEC = 300.0
HUB_FLASK_TIMEOUT = float(__import__("os").getenv("HUB_FLASK_TIMEOUT", "20"))
def normalize_base_symbol(text: str) -> str:
s = str(text or "").upper().strip()
for suf in ("USDT:USDT", "/USDT:USDT", "/USDT", "USDT", "-USDT-SWAP"):
if s.endswith(suf) and len(s) > len(suf):
s = s[: -len(suf)].strip("-/")
break
if "/" in s:
s = s.split("/", 1)[0].strip()
if ":" in s:
s = s.split(":", 1)[0].strip()
return s
def resolve_usdt_perp_symbol(exchange: Any, base: str) -> Tuple[Optional[str], Optional[str]]:
base_u = normalize_base_symbol(base)
if not base_u:
return None, "请输入币种，如 ETH"
candidates = [f"{base_u}/USDT:USDT", f"{base_u}/USDT"]
markets = getattr(exchange, "markets", None) or {}
for sym in candidates:
m = markets.get(sym)
if not m:
continue
if m.get("active") is False:
continue
if m.get("swap") or m.get("linear") or m.get("contract"):
return sym, None
for sym, m in markets.items():
if m.get("active") is False:
continue
if not (m.get("swap") or m.get("linear")):
continue
if (m.get("quote") or "").upper() != "USDT":
continue
if (m.get("base") or "").upper() == base_u:
return sym, None
return None, f"未找到 {base_u}/USDT 永续合约"
def _decimals_from_precision_value(value: Any) -> Optional[int]:
if value in (None, ""):
return None
try:
p = float(value)
except (TypeError, ValueError):
return None
if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
return int(round(p))
if 0 < p < 1:
s = f"{p:.12f}".rstrip("0")
if "." in s:
return min(12, len(s.split(".", 1)[1]))
return None
def _decimals_from_ccxt_str(text: str) -> int:
s = str(text or "").strip()
if not s or "." not in s:
return 0
frac = s.split(".", 1)[1]
if not frac:
return 0
return min(12, len(frac.rstrip("0") or frac))
def amount_decimals_from_exchange(exchange: Any, exchange_symbol: str) -> int:
try:
return _decimals_from_ccxt_str(exchange.amount_to_precision(exchange_symbol, 1.23456789))
except Exception:
market = exchange.market(exchange_symbol)
prec = (market.get("precision") or {}).get("amount")
d = _decimals_from_precision_value(prec)
return d if d is not None else 4
def price_decimals_from_exchange(
exchange: Any, exchange_symbol: str, price_tick: Optional[float]
) -> int:
from lib.hub.hub_ohlcv_lib import normalize_price_tick
tick = normalize_price_tick(price_tick)
if tick and tick > 0:
if tick >= 1:
return 0
s = f"{tick:.12f}".rstrip("0")
if "." in s:
return min(12, len(s.split(".", 1)[1]))
try:
return _decimals_from_ccxt_str(exchange.price_to_precision(exchange_symbol, 12345.678901234))
except Exception:
market = exchange.market(exchange_symbol)
prec = (market.get("precision") or {}).get("price")
d = _decimals_from_precision_value(prec)
return d if d is not None else 4
def make_amount_precise_fn_from_market(market: dict[str, Any]) -> Callable[[float], Optional[float]]:
dec = max(0, int(market.get("amount_decimals") or 4))
min_amt = market.get("min_amount")
def _fn(amount: float) -> Optional[float]:
try:
v = float(amount)
except (TypeError, ValueError):
return None
if v <= 0:
return None
factor = 10**dec
v = int(v * factor + 1e-12) / factor
if min_amt is not None:
try:
if v < float(min_amt):
return None
except (TypeError, ValueError):
pass
if v <= 0:
return None
return v
return _fn
def find_exchange(exchange_id: str) -> dict | None:
needle = str(exchange_id or "").strip()
if not needle:
return None
for ex in load_settings().get("exchanges") or []:
if str(ex.get("id") or "").strip() == needle:
return ex
if str(ex.get("key") or "").strip().lower() == needle.lower():
return ex
return None
def list_calculator_exchanges() -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
for ex in enabled_exchanges():
rows.append(
{
"id": str(ex.get("id") or ""),
"key": str(ex.get("key") or ""),
"name": str(ex.get("name") or ex.get("key") or ""),
"enabled": bool(ex.get("enabled")),
}
)
return rows
def _hub_headers() -> dict[str, str]:
import os
token = (os.getenv("HUB_BRIDGE_TOKEN") or os.getenv("CONTROL_TOKEN") or "").strip()
if token:
return {"X-Hub-Token": token}
return {}
def fetch_instance_market_sync(ex: dict, *, base: str) -> dict[str, Any]:
base_url = (ex.get("flask_url") or "").rstrip("/")
if not base_url:
return {"ok": False, "msg": "未配置 flask_url"}
params = urlencode({"base": normalize_base_symbol(base) or base})
url = f"{base_url}/api/hub/market?{params}"
req = urllib.request.Request(url, headers=_hub_headers(), method="GET")
try:
with urllib.request.urlopen(req, timeout=HUB_FLASK_TIMEOUT) as resp:
status = int(getattr(resp, "status", 200) or 200)
raw = resp.read().decode("utf-8", errors="replace")
data = json.loads(raw) if raw else {}
if not isinstance(data, dict):
return {"ok": False, "msg": "无效 JSON"}
if status >= 400:
data.setdefault("ok", False)
return data
except urllib.error.HTTPError as exc:
try:
raw = exc.read().decode("utf-8", errors="replace")
body = json.loads(raw) if raw else {}
except Exception:
body = {"ok": False, "msg": raw if "raw" in locals() else str(exc)}
if isinstance(body, dict):
body.setdefault("ok", False)
return body
return {"ok": False, "msg": f"HTTP {exc.code}"}
except Exception as exc:
return {"ok": False, "msg": str(exc)}
def _enrich_market_from_settings(ex: dict, payload: dict[str, Any]) -> dict[str, Any]:
out = dict(payload)
out["exchange_id"] = str(ex.get("id") or "")
out["exchange_key"] = str(ex.get("key") or "")
out["exchange_name"] = str(ex.get("name") or ex.get("key") or "")
out["exchange_label"] = out["exchange_name"]
return out
def get_calculator_market(
exchange_id: str,
base: str,
*,
ex: dict | None = None,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
"""从系统设置中的交易实例拉取合约精度（与实盘一致）。"""
row = ex or find_exchange(exchange_id)
if not row:
return None, "未找到该交易所配置"
if not row.get("enabled"):
return None, f"{row.get('name') or exchange_id} 未启用"
base_u = normalize_base_symbol(base)
if not base_u:
return None, "请输入币种，如 ETH"
cache_key = f"{row.get('id')}:{base_u}"
now = time.time()
with MARKET_LOCK:
cached = MARKET_CACHE.get(cache_key)
if cached and now - cached[0] < MARKET_TTL_SEC:
return dict(cached[1]), None
remote = fetch_instance_market_sync(row, base=base_u)
if not remote.get("ok"):
return None, str(remote.get("msg") or "实例返回失败")
data = _enrich_market_from_settings(row, remote)
with MARKET_LOCK:
MARKET_CACHE[cache_key] = (now, data)
return data, None
def clear_market_cache() -> None:
with MARKET_LOCK:
MARKET_CACHE.clear()
hub_entry_plan_lib.py → lib/hub/hub_entry_plan_lib.py
View File
hub_fund_history_lib.py → lib/hub/hub_fund_history_lib.py
+407 -407
View File
@@ -1,407 +1,407 @@
"""中控资金概况：分户日快照（180 交易日）、总资金曲线与回撤。"""
from __future__ import annotations
import json
import os
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Optional
from hub_trades_lib import current_trading_day
HUB_DIR = Path(__file__).resolve().parent / "manual_trading_hub"
FUND_HISTORY_PATH = HUB_DIR / "hub_fund_history.json"
LEGACY_FUND_HISTORY_PATH = HUB_DIR / "hub_ai_fund_history.json"
try:
FUND_HISTORY_DAYS = max(30, int(os.getenv("HUB_FUND_HISTORY_DAYS", "180") or "180"))
except ValueError:
FUND_HISTORY_DAYS = 180
FUND_HISTORY_START_DAY = (os.getenv("HUB_FUND_HISTORY_START_DAY") or "2026-06-09").strip()[:10]
def fund_history_start_day() -> str:
return FUND_HISTORY_START_DAY or "2026-06-09"
def _now_str() -> str:
return datetime.now().strftime("%Y-%m-%d %H:%M:%S")
def _safe_float(value: Any) -> Optional[float]:
try:
v = float(value)
return v if v >= 0 else None
except (TypeError, ValueError):
return None
def account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
"""资金户 + 交易户；任一侧缺失则不计入（返回 None）。"""
fu = _safe_float(funding)
tu = _safe_float(trading)
if fu is None or tu is None:
return None
return round(fu + tu, 4)
def compute_drawdown(values: list[float]) -> dict[str, Any]:
"""基于资金权益序列计算峰值回撤（U 与 %）。"""
peak = 0.0
max_dd_u = 0.0
peak_at_end = 0.0
for v in values:
if not isinstance(v, (int, float)):
continue
fv = float(v)
if fv > peak:
peak = fv
dd = peak - fv
if dd > max_dd_u:
max_dd_u = dd
peak_at_end = peak
max_dd_u = round(max_dd_u, 4)
peak_at_end = round(peak_at_end, 4)
max_dd_pct = round((max_dd_u / peak_at_end) * 100, 2) if peak_at_end > 0 else None
return {
"peak_usdt": peak_at_end,
"max_drawdown_u": max_dd_u,
"max_drawdown_pct": max_dd_pct,
}
def _atomic_write(path: Path, data: dict) -> None:
path.parent.mkdir(parents=True, exist_ok=True)
tmp = path.with_suffix(path.suffix + ".tmp")
tmp.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
os.replace(tmp, path)
def _prune_days(
days: dict,
*,
keep_days: int,
anchor_day: str,
start_day: Optional[str] = None,
) -> dict:
try:
anchor = datetime.strptime(anchor_day[:10], "%Y-%m-%d")
except ValueError:
anchor = datetime.now()
rolling_cutoff = (anchor - timedelta(days=max(1, keep_days) - 1)).strftime("%Y-%m-%d")
start = (start_day or fund_history_start_day()).strip()[:10]
cutoff = max(rolling_cutoff, start) if start else rolling_cutoff
return {k: v for k, v in (days or {}).items() if str(k) >= cutoff}
def _migrate_legacy_store(days: dict) -> dict:
if not LEGACY_FUND_HISTORY_PATH.is_file():
return days
try:
loaded = json.loads(LEGACY_FUND_HISTORY_PATH.read_text(encoding="utf-8"))
legacy_days = loaded.get("days") if isinstance(loaded, dict) else {}
if not isinstance(legacy_days, dict):
return days
merged = dict(days)
for day, block in legacy_days.items():
if day in merged:
continue
if isinstance(block, dict) and block.get("accounts"):
merged[day] = block
return merged
except Exception:
return days
def _load_store() -> dict:
if not FUND_HISTORY_PATH.is_file():
store = {"version": 1, "days": _migrate_legacy_store({})}
if store["days"]:
_atomic_write(FUND_HISTORY_PATH, store)
return store
try:
loaded = json.loads(FUND_HISTORY_PATH.read_text(encoding="utf-8"))
if isinstance(loaded, dict):
loaded.setdefault("version", 1)
days = dict(loaded.get("days") or {})
loaded["days"] = _migrate_legacy_store(days)
return loaded
except Exception:
pass
return {"version": 1, "days": {}}
def record_fund_snapshot(
trading_day: str,
accounts: list[dict],
*,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
) -> dict[str, Any]:
"""写入当日各户资金账户/交易账户余额，并裁剪历史。"""
day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
start = fund_history_start_day()
if start and day < start:
return _load_store().get("days") or {}
store = _load_store()
days = dict(store.get("days") or {})
row_accounts: dict[str, dict] = {}
for ac in accounts or []:
key = str(ac.get("key") or ac.get("id") or "").strip()
if not key:
continue
if not ac.get("monitored"):
continue
fu = _safe_float(ac.get("funding_usdt"))
tu = _safe_float(ac.get("trading_usdt"))
total = account_total_usdt(fu, tu)
if total is None:
continue
row_accounts[key] = {
"name": ac.get("name"),
"funding_usdt": fu,
"trading_usdt": tu,
"total_usdt": total,
"recorded_at": _now_str(),
}
if row_accounts:
days[day] = {"accounts": row_accounts, "updated_at": _now_str()}
days = _prune_days(
days, keep_days=keep_days, anchor_day=day, start_day=fund_history_start_day()
)
_atomic_write(FUND_HISTORY_PATH, {"version": 1, "days": days})
return days
def record_fund_snapshot_from_board(
rows: list[dict],
*,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
) -> dict[str, Any]:
"""监控板行写入当日快照（仅 account_ok 且资金/交易户齐全）。"""
day = current_trading_day(reset_hour=reset_hour)
accounts = []
for row in rows or []:
if not isinstance(row, dict):
continue
if not row.get("account_ok"):
continue
accounts.append(
{
"key": row.get("key") or row.get("id"),
"name": row.get("name"),
"funding_usdt": row.get("funding_usdt"),
"trading_usdt": row.get("trading_usdt"),
"monitored": True,
}
)
return record_fund_snapshot(day, accounts, keep_days=keep_days, reset_hour=reset_hour)
def get_fund_history(*, anchor_day: str, keep_days: int = FUND_HISTORY_DAYS) -> dict[str, dict]:
store = _load_store()
return _prune_days(
dict(store.get("days") or {}),
keep_days=keep_days,
anchor_day=anchor_day,
start_day=fund_history_start_day(),
)
def _exchange_monitored(ex: dict) -> bool:
return bool(ex.get("enabled")) and not bool(ex.get("env_disabled"))
def _live_row_for_exchange(ex: dict, rows_by_key: dict[str, dict]) -> Optional[dict]:
key = str(ex.get("key") or "").strip()
if not key:
return None
return rows_by_key.get(key)
def _series_from_history(
history: dict[str, dict],
account_keys: list[str],
) -> list[dict[str, Any]]:
out: list[dict[str, Any]] = []
for day in sorted(history.keys()):
block = history.get(day) or {}
ac_map = block.get("accounts") or {}
total = 0.0
n = 0
for key in account_keys:
ac = ac_map.get(key) or {}
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
if t is None:
continue
total += t
n += 1
if n > 0:
out.append({"day": day, "total_usdt": round(total, 4)})
return out
def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
out: list[dict[str, Any]] = []
for day in sorted(history.keys()):
ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
if t is None:
continue
out.append(
{
"day": day,
"total_usdt": t,
"funding_usdt": _safe_float(ac.get("funding_usdt")),
"trading_usdt": _safe_float(ac.get("trading_usdt")),
}
)
return out
def build_fund_overview(
exchanges: list[dict],
*,
board_rows: Optional[list[dict]] = None,
trading_day: Optional[str] = None,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
updated_at: Optional[str] = None,
) -> dict[str, Any]:
day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
history = get_fund_history(anchor_day=day, keep_days=keep_days)
rows_by_key: dict[str, dict] = {}
for row in board_rows or []:
if isinstance(row, dict):
k = str(row.get("key") or "").strip()
if k:
rows_by_key[k] = row
monitored_keys: list[str] = []
accounts_out: list[dict[str, Any]] = []
live_total = 0.0
live_known = 0
for ex in exchanges or []:
if not _exchange_monitored(ex):
continue
key = str(ex.get("key") or "").strip()
monitored = True
row = _live_row_for_exchange(ex, rows_by_key)
fu = tu = total = None
data_ok = False
if row and row.get("account_ok"):
fu = _safe_float(row.get("funding_usdt"))
tu = _safe_float(row.get("trading_usdt"))
total = account_total_usdt(fu, tu)
data_ok = total is not None
if data_ok:
live_total += total
live_known += 1
series = _account_series(history, key) if key else []
dd = compute_drawdown([p["total_usdt"] for p in series]) if series else {
"peak_usdt": None,
"max_drawdown_u": None,
"max_drawdown_pct": None,
}
day_delta = None
if series:
if len(series) >= 2:
day_delta = round(series[-1]["total_usdt"] - series[-2]["total_usdt"], 4)
elif data_ok and total is not None:
day_delta = round(total - series[-1]["total_usdt"], 4)
accounts_out.append(
{
"id": ex.get("id"),
"key": key,
"name": ex.get("name") or key,
"monitored": monitored,
"data_ok": data_ok,
"funding_usdt": fu,
"trading_usdt": tu,
"total_usdt": total,
"series": series,
"drawdown": dd,
"day_delta_usdt": day_delta,
}
)
if key:
monitored_keys.append(key)
total_series = _series_from_history(history, monitored_keys)
if live_known > 0:
last_day = total_series[-1]["day"] if total_series else None
live_point = round(live_total, 4)
if last_day == day and total_series:
total_series[-1]["total_usdt"] = live_point
total_series[-1]["live"] = True
else:
total_series.append({"day": day, "total_usdt": live_point, "live": True})
total_dd = compute_drawdown([p["total_usdt"] for p in total_series]) if total_series else {
"peak_usdt": None,
"max_drawdown_u": None,
"max_drawdown_pct": None,
}
total_day_delta = None
if total_series:
if len(total_series) >= 2:
total_day_delta = round(
total_series[-1]["total_usdt"] - total_series[-2]["total_usdt"], 4
)
return {
"ok": True,
"trading_day": day,
"reset_hour": reset_hour,
"keep_days": keep_days,
"history_start_day": fund_history_start_day(),
"updated_at": updated_at,
"totals": {
"monitored_count": len(monitored_keys),
"live_known_count": live_known,
"total_usdt": round(live_total, 4) if live_known > 0 else None,
"day_delta_usdt": total_day_delta,
"series": total_series,
"drawdown": total_dd,
},
"accounts": accounts_out,
}
def format_fund_history_text(
history: dict[str, dict],
*,
account_names: Optional[dict[str, str]] = None,
) -> str:
if not history:
return "（暂无资金历史快照）"
names = account_names or {}
lines = ["【资金快照（资金账户 + 交易账户 USDT）】"]
for day in sorted(history.keys()):
block = history.get(day) or {}
ac_map = block.get("accounts") or {}
if not ac_map:
continue
parts = []
for key, ac in ac_map.items():
label = names.get(key) or ac.get("name") or key
fu = ac.get("funding_usdt")
tu = ac.get("trading_usdt")
tot = ac.get("total_usdt")
if tot is None:
tot = account_total_usdt(fu, tu)
fu_txt = f"{fu}U" if fu is not None else "未知"
tu_txt = f"{tu}U" if tu is not None else "未知"
tot_txt = f"{tot}U" if tot is not None else "未知"
parts.append(f"{label}: 合计{tot_txt}（资金{fu_txt}/交易{tu_txt}）")
lines.append(f"- {day}: " + "；".join(parts))
return "\n".join(lines) if len(lines) > 1 else "（暂无资金历史快照）"
"""中控资金概况：分户日快照（180 交易日）、总资金曲线与回撤。"""
from __future__ import annotations
import json
import os
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Optional
from lib.hub.hub_trades_lib import current_trading_day
HUB_DIR = Path(__file__).resolve().parent / "manual_trading_hub"
FUND_HISTORY_PATH = HUB_DIR / "hub_fund_history.json"
LEGACY_FUND_HISTORY_PATH = HUB_DIR / "hub_ai_fund_history.json"
try:
FUND_HISTORY_DAYS = max(30, int(os.getenv("HUB_FUND_HISTORY_DAYS", "180") or "180"))
except ValueError:
FUND_HISTORY_DAYS = 180
FUND_HISTORY_START_DAY = (os.getenv("HUB_FUND_HISTORY_START_DAY") or "2026-06-09").strip()[:10]
def fund_history_start_day() -> str:
return FUND_HISTORY_START_DAY or "2026-06-09"
def _now_str() -> str:
return datetime.now().strftime("%Y-%m-%d %H:%M:%S")
def _safe_float(value: Any) -> Optional[float]:
try:
v = float(value)
return v if v >= 0 else None
except (TypeError, ValueError):
return None
def account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
"""资金户 + 交易户；任一侧缺失则不计入（返回 None）。"""
fu = _safe_float(funding)
tu = _safe_float(trading)
if fu is None or tu is None:
return None
return round(fu + tu, 4)
def compute_drawdown(values: list[float]) -> dict[str, Any]:
"""基于资金权益序列计算峰值回撤（U 与 %）。"""
peak = 0.0
max_dd_u = 0.0
peak_at_end = 0.0
for v in values:
if not isinstance(v, (int, float)):
continue
fv = float(v)
if fv > peak:
peak = fv
dd = peak - fv
if dd > max_dd_u:
max_dd_u = dd
peak_at_end = peak
max_dd_u = round(max_dd_u, 4)
peak_at_end = round(peak_at_end, 4)
max_dd_pct = round((max_dd_u / peak_at_end) * 100, 2) if peak_at_end > 0 else None
return {
"peak_usdt": peak_at_end,
"max_drawdown_u": max_dd_u,
"max_drawdown_pct": max_dd_pct,
}
def _atomic_write(path: Path, data: dict) -> None:
path.parent.mkdir(parents=True, exist_ok=True)
tmp = path.with_suffix(path.suffix + ".tmp")
tmp.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
os.replace(tmp, path)
def _prune_days(
days: dict,
*,
keep_days: int,
anchor_day: str,
start_day: Optional[str] = None,
) -> dict:
try:
anchor = datetime.strptime(anchor_day[:10], "%Y-%m-%d")
except ValueError:
anchor = datetime.now()
rolling_cutoff = (anchor - timedelta(days=max(1, keep_days) - 1)).strftime("%Y-%m-%d")
start = (start_day or fund_history_start_day()).strip()[:10]
cutoff = max(rolling_cutoff, start) if start else rolling_cutoff
return {k: v for k, v in (days or {}).items() if str(k) >= cutoff}
def _migrate_legacy_store(days: dict) -> dict:
if not LEGACY_FUND_HISTORY_PATH.is_file():
return days
try:
loaded = json.loads(LEGACY_FUND_HISTORY_PATH.read_text(encoding="utf-8"))
legacy_days = loaded.get("days") if isinstance(loaded, dict) else {}
if not isinstance(legacy_days, dict):
return days
merged = dict(days)
for day, block in legacy_days.items():
if day in merged:
continue
if isinstance(block, dict) and block.get("accounts"):
merged[day] = block
return merged
except Exception:
return days
def _load_store() -> dict:
if not FUND_HISTORY_PATH.is_file():
store = {"version": 1, "days": _migrate_legacy_store({})}
if store["days"]:
_atomic_write(FUND_HISTORY_PATH, store)
return store
try:
loaded = json.loads(FUND_HISTORY_PATH.read_text(encoding="utf-8"))
if isinstance(loaded, dict):
loaded.setdefault("version", 1)
days = dict(loaded.get("days") or {})
loaded["days"] = _migrate_legacy_store(days)
return loaded
except Exception:
pass
return {"version": 1, "days": {}}
def record_fund_snapshot(
trading_day: str,
accounts: list[dict],
*,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
) -> dict[str, Any]:
"""写入当日各户资金账户/交易账户余额，并裁剪历史。"""
day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
start = fund_history_start_day()
if start and day < start:
return _load_store().get("days") or {}
store = _load_store()
days = dict(store.get("days") or {})
row_accounts: dict[str, dict] = {}
for ac in accounts or []:
key = str(ac.get("key") or ac.get("id") or "").strip()
if not key:
continue
if not ac.get("monitored"):
continue
fu = _safe_float(ac.get("funding_usdt"))
tu = _safe_float(ac.get("trading_usdt"))
total = account_total_usdt(fu, tu)
if total is None:
continue
row_accounts[key] = {
"name": ac.get("name"),
"funding_usdt": fu,
"trading_usdt": tu,
"total_usdt": total,
"recorded_at": _now_str(),
}
if row_accounts:
days[day] = {"accounts": row_accounts, "updated_at": _now_str()}
days = _prune_days(
days, keep_days=keep_days, anchor_day=day, start_day=fund_history_start_day()
)
_atomic_write(FUND_HISTORY_PATH, {"version": 1, "days": days})
return days
def record_fund_snapshot_from_board(
rows: list[dict],
*,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
) -> dict[str, Any]:
"""监控板行写入当日快照（仅 account_ok 且资金/交易户齐全）。"""
day = current_trading_day(reset_hour=reset_hour)
accounts = []
for row in rows or []:
if not isinstance(row, dict):
continue
if not row.get("account_ok"):
continue
accounts.append(
{
"key": row.get("key") or row.get("id"),
"name": row.get("name"),
"funding_usdt": row.get("funding_usdt"),
"trading_usdt": row.get("trading_usdt"),
"monitored": True,
}
)
return record_fund_snapshot(day, accounts, keep_days=keep_days, reset_hour=reset_hour)
def get_fund_history(*, anchor_day: str, keep_days: int = FUND_HISTORY_DAYS) -> dict[str, dict]:
store = _load_store()
return _prune_days(
dict(store.get("days") or {}),
keep_days=keep_days,
anchor_day=anchor_day,
start_day=fund_history_start_day(),
)
def _exchange_monitored(ex: dict) -> bool:
return bool(ex.get("enabled")) and not bool(ex.get("env_disabled"))
def _live_row_for_exchange(ex: dict, rows_by_key: dict[str, dict]) -> Optional[dict]:
key = str(ex.get("key") or "").strip()
if not key:
return None
return rows_by_key.get(key)
def _series_from_history(
history: dict[str, dict],
account_keys: list[str],
) -> list[dict[str, Any]]:
out: list[dict[str, Any]] = []
for day in sorted(history.keys()):
block = history.get(day) or {}
ac_map = block.get("accounts") or {}
total = 0.0
n = 0
for key in account_keys:
ac = ac_map.get(key) or {}
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
if t is None:
continue
total += t
n += 1
if n > 0:
out.append({"day": day, "total_usdt": round(total, 4)})
return out
def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
out: list[dict[str, Any]] = []
for day in sorted(history.keys()):
ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
if t is None:
continue
out.append(
{
"day": day,
"total_usdt": t,
"funding_usdt": _safe_float(ac.get("funding_usdt")),
"trading_usdt": _safe_float(ac.get("trading_usdt")),
}
)
return out
def build_fund_overview(
exchanges: list[dict],
*,
board_rows: Optional[list[dict]] = None,
trading_day: Optional[str] = None,
keep_days: int = FUND_HISTORY_DAYS,
reset_hour: int = 8,
updated_at: Optional[str] = None,
) -> dict[str, Any]:
day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
history = get_fund_history(anchor_day=day, keep_days=keep_days)
rows_by_key: dict[str, dict] = {}
for row in board_rows or []:
if isinstance(row, dict):
k = str(row.get("key") or "").strip()
if k:
rows_by_key[k] = row
monitored_keys: list[str] = []
accounts_out: list[dict[str, Any]] = []
live_total = 0.0
live_known = 0
for ex in exchanges or []:
if not _exchange_monitored(ex):
continue
key = str(ex.get("key") or "").strip()
monitored = True
row = _live_row_for_exchange(ex, rows_by_key)
fu = tu = total = None
data_ok = False
if row and row.get("account_ok"):
fu = _safe_float(row.get("funding_usdt"))
tu = _safe_float(row.get("trading_usdt"))
total = account_total_usdt(fu, tu)
data_ok = total is not None
if data_ok:
live_total += total
live_known += 1
series = _account_series(history, key) if key else []
dd = compute_drawdown([p["total_usdt"] for p in series]) if series else {
"peak_usdt": None,
"max_drawdown_u": None,
"max_drawdown_pct": None,
}
day_delta = None
if series:
if len(series) >= 2:
day_delta = round(series[-1]["total_usdt"] - series[-2]["total_usdt"], 4)
elif data_ok and total is not None:
day_delta = round(total - series[-1]["total_usdt"], 4)
accounts_out.append(
{
"id": ex.get("id"),
"key": key,
"name": ex.get("name") or key,
"monitored": monitored,
"data_ok": data_ok,
"funding_usdt": fu,
"trading_usdt": tu,
"total_usdt": total,
"series": series,
"drawdown": dd,
"day_delta_usdt": day_delta,
}
)
if key:
monitored_keys.append(key)
total_series = _series_from_history(history, monitored_keys)
if live_known > 0:
last_day = total_series[-1]["day"] if total_series else None
live_point = round(live_total, 4)
if last_day == day and total_series:
total_series[-1]["total_usdt"] = live_point
total_series[-1]["live"] = True
else:
total_series.append({"day": day, "total_usdt": live_point, "live": True})
total_dd = compute_drawdown([p["total_usdt"] for p in total_series]) if total_series else {
"peak_usdt": None,
"max_drawdown_u": None,
"max_drawdown_pct": None,
}
total_day_delta = None
if total_series:
if len(total_series) >= 2:
total_day_delta = round(
total_series[-1]["total_usdt"] - total_series[-2]["total_usdt"], 4
)
return {
"ok": True,
"trading_day": day,
"reset_hour": reset_hour,
"keep_days": keep_days,
"history_start_day": fund_history_start_day(),
"updated_at": updated_at,
"totals": {
"monitored_count": len(monitored_keys),
"live_known_count": live_known,
"total_usdt": round(live_total, 4) if live_known > 0 else None,
"day_delta_usdt": total_day_delta,
"series": total_series,
"drawdown": total_dd,
},
"accounts": accounts_out,
}
def format_fund_history_text(
history: dict[str, dict],
*,
account_names: Optional[dict[str, str]] = None,
) -> str:
if not history:
return "（暂无资金历史快照）"
names = account_names or {}
lines = ["【资金快照（资金账户 + 交易账户 USDT）】"]
for day in sorted(history.keys()):
block = history.get(day) or {}
ac_map = block.get("accounts") or {}
if not ac_map:
continue
parts = []
for key, ac in ac_map.items():
label = names.get(key) or ac.get("name") or key
fu = ac.get("funding_usdt")
tu = ac.get("trading_usdt")
tot = ac.get("total_usdt")
if tot is None:
tot = account_total_usdt(fu, tu)
fu_txt = f"{fu}U" if fu is not None else "未知"
tu_txt = f"{tu}U" if tu is not None else "未知"
tot_txt = f"{tot}U" if tot is not None else "未知"
parts.append(f"{label}: 合计{tot_txt}（资金{fu_txt}/交易{tu_txt}）")
lines.append(f"- {day}: " + "；".join(parts))
return "\n".join(lines) if len(lines) > 1 else "（暂无资金历史快照）"
hub_host_status_lib.py → lib/hub/hub_host_status_lib.py
View File
hub_kline_store.py → lib/hub/hub_kline_store.py
+881 -881
View File
File diff suppressed because it is too large Load Diff
hub_macro_calendar_lib.py → lib/hub/hub_macro_calendar_lib.py
+311 -311
View File
@@ -1,311 +1,311 @@
"""中控宏观关键数据日历：手动录入 FOMC / CPI / 非农档发布时间，±1h 风控前置窗口。"""
from __future__ import annotations
import os
import sqlite3
import time
from datetime import datetime
from pathlib import Path
from typing import Any
from zoneinfo import ZoneInfo
from hub_symbol_archive_lib import parse_wall_clock_ms
DISPLAY_TZ = ZoneInfo(os.getenv("APP_TIMEZONE", "Asia/Shanghai"))
MACRO_EVENT_TYPES = ("fomc", "cpi", "employment")
MACRO_EVENT_LABELS: dict[str, str] = {
"fomc": "FOMC 联邦基金利率",
"cpi": "美国 CPI 通胀",
"employment": "就业与劳工数据",
}
WINDOW_BEFORE_MS = int(os.getenv("HUB_MACRO_WINDOW_BEFORE_SEC", str(3600))) * 1000
WINDOW_AFTER_MS = int(os.getenv("HUB_MACRO_WINDOW_AFTER_SEC", str(3600))) * 1000
IMMINENT_BEFORE_MS = int(os.getenv("HUB_MACRO_IMMINENT_BEFORE_SEC", str(1800))) * 1000
LIST_FUTURE_DAYS = int(os.getenv("HUB_MACRO_LIST_FUTURE_DAYS", "60"))
def default_db_path() -> Path:
raw = (os.getenv("HUB_MACRO_CALENDAR_DB_PATH") or "").strip()
if raw:
return Path(raw)
hub_dir = Path(__file__).resolve().parent / "manual_trading_hub" / "data"
hub_dir.mkdir(parents=True, exist_ok=True)
return hub_dir / "hub_macro_calendar.db"
def _connect(db_path: Path | None = None) -> sqlite3.Connection:
path = db_path or default_db_path()
path.parent.mkdir(parents=True, exist_ok=True)
conn = sqlite3.connect(str(path), timeout=30, isolation_level=None)
conn.row_factory = sqlite3.Row
conn.execute("PRAGMA journal_mode=WAL")
conn.execute("PRAGMA synchronous=NORMAL")
return conn
def init_db(db_path: Path | None = None) -> None:
conn = _connect(db_path)
try:
conn.execute(
"""
CREATE TABLE IF NOT EXISTS macro_events (
id INTEGER PRIMARY KEY AUTOINCREMENT,
event_type TEXT NOT NULL,
event_at_ms INTEGER NOT NULL,
note TEXT NOT NULL DEFAULT '',
created_at_ms INTEGER NOT NULL,
updated_at_ms INTEGER NOT NULL
)
"""
)
conn.execute(
"CREATE INDEX IF NOT EXISTS idx_macro_events_at ON macro_events(event_at_ms)"
)
finally:
conn.close()
def normalize_event_type(raw: str) -> str:
key = (raw or "").strip().lower()
if key not in MACRO_EVENT_TYPES:
raise ValueError(f"事件类型须为: {', '.join(MACRO_EVENT_LABELS.values())}")
return key
def parse_event_at_ms(raw: Any) -> int:
ms = parse_wall_clock_ms(raw, tz=DISPLAY_TZ)
if ms is None:
raise ValueError("发布时间格式错误，请使用 YYYY-MM-DD HH:MM 或 YYYY-MM-DDTHH:MM")
return int(ms)
def format_event_at(ms: int) -> str:
dt = datetime.fromtimestamp(ms / 1000, tz=DISPLAY_TZ)
return dt.strftime("%Y-%m-%d %H:%M")
def _row_to_dict(row: sqlite3.Row) -> dict[str, Any]:
ms = int(row["event_at_ms"])
et = str(row["event_type"])
return {
"id": int(row["id"]),
"event_type": et,
"event_type_label": MACRO_EVENT_LABELS.get(et, et),
"event_at_ms": ms,
"event_at": format_event_at(ms),
"note": str(row["note"] or ""),
"created_at_ms": int(row["created_at_ms"]),
"updated_at_ms": int(row["updated_at_ms"]),
}
def _window_bounds(event_at_ms: int) -> tuple[int, int]:
start = int(event_at_ms) - WINDOW_BEFORE_MS
end = int(event_at_ms) + WINDOW_AFTER_MS
return start, end
def enrich_alert(row: dict[str, Any], now_ms: int | None = None) -> dict[str, Any] | None:
now = int(now_ms if now_ms is not None else time.time() * 1000)
event_at_ms = int(row["event_at_ms"])
window_start, window_end = _window_bounds(event_at_ms)
if now < window_start or now > window_end:
return None
imminent = now >= (event_at_ms - IMMINENT_BEFORE_MS) and now <= window_end
mins_to_event = max(0, int((event_at_ms - now) / 60000))
mins_from_event = max(0, int((now - event_at_ms) / 60000))
return {
**row,
"window_start_ms": window_start,
"window_end_ms": window_end,
"window_start": format_event_at(window_start),
"window_end": format_event_at(window_end),
"phase": "imminent" if imminent else "window",
"phase_label": "即将发布" if imminent and now < event_at_ms else "高波动窗口",
"minutes_to_event": mins_to_event if now < event_at_ms else 0,
"minutes_from_event": mins_from_event if now >= event_at_ms else 0,
}
def list_events(
*,
now_ms: int | None = None,
include_expired_hours: int = 24,
db_path: Path | None = None,
) -> list[dict[str, Any]]:
init_db(db_path)
now = int(now_ms if now_ms is not None else time.time() * 1000)
horizon = now + LIST_FUTURE_DAYS * 86400 * 1000
expired_cutoff = now - max(0, int(include_expired_hours)) * 3600 * 1000 - WINDOW_AFTER_MS
conn = _connect(db_path)
try:
rows = conn.execute(
"""
SELECT * FROM macro_events
WHERE event_at_ms >= ? AND event_at_ms <= ?
ORDER BY event_at_ms ASC, id ASC
""",
(expired_cutoff, horizon),
).fetchall()
return [_row_to_dict(r) for r in rows]
finally:
conn.close()
def get_event(event_id: int, db_path: Path | None = None) -> dict[str, Any] | None:
init_db(db_path)
conn = _connect(db_path)
try:
row = conn.execute("SELECT * FROM macro_events WHERE id=?", (int(event_id),)).fetchone()
return _row_to_dict(row) if row else None
finally:
conn.close()
def _assert_no_duplicate(
conn: sqlite3.Connection,
event_type: str,
event_at_ms: int,
*,
exclude_id: int | None = None,
) -> None:
if exclude_id is None:
row = conn.execute(
"SELECT id FROM macro_events WHERE event_type=? AND event_at_ms=? LIMIT 1",
(event_type, int(event_at_ms)),
).fetchone()
else:
row = conn.execute(
"""
SELECT id FROM macro_events
WHERE event_type=? AND event_at_ms=? AND id<>?
LIMIT 1
""",
(event_type, int(event_at_ms), int(exclude_id)),
).fetchone()
if row:
raise ValueError("同类型、同发布时间的记录已存在")
def create_event(
event_type: str,
event_at: Any,
*,
note: str = "",
db_path: Path | None = None,
) -> dict[str, Any]:
init_db(db_path)
et = normalize_event_type(event_type)
event_at_ms = parse_event_at_ms(event_at)
note_s = str(note or "").strip()[:500]
now_ms = int(time.time() * 1000)
conn = _connect(db_path)
try:
_assert_no_duplicate(conn, et, event_at_ms)
cur = conn.execute(
"""
INSERT INTO macro_events (event_type, event_at_ms, note, created_at_ms, updated_at_ms)
VALUES (?, ?, ?, ?, ?)
""",
(et, event_at_ms, note_s, now_ms, now_ms),
)
eid = int(cur.lastrowid)
finally:
conn.close()
row = get_event(eid, db_path=db_path)
assert row is not None
return row
def update_event(
event_id: int,
*,
event_type: str | None = None,
event_at: Any | None = None,
note: str | None = None,
db_path: Path | None = None,
) -> dict[str, Any] | None:
init_db(db_path)
existing = get_event(event_id, db_path=db_path)
if not existing:
return None
et = normalize_event_type(event_type if event_type is not None else existing["event_type"])
event_at_ms = (
parse_event_at_ms(event_at) if event_at is not None else int(existing["event_at_ms"])
)
note_s = existing["note"] if note is None else str(note or "").strip()[:500]
now_ms = int(time.time() * 1000)
conn = _connect(db_path)
try:
_assert_no_duplicate(conn, et, event_at_ms, exclude_id=int(event_id))
conn.execute(
"""
UPDATE macro_events
SET event_type=?, event_at_ms=?, note=?, updated_at_ms=?
WHERE id=?
""",
(et, event_at_ms, note_s, now_ms, int(event_id)),
)
finally:
conn.close()
return get_event(event_id, db_path=db_path)
def delete_event(event_id: int, db_path: Path | None = None) -> bool:
init_db(db_path)
conn = _connect(db_path)
try:
cur = conn.execute("DELETE FROM macro_events WHERE id=?", (int(event_id),))
return cur.rowcount > 0
finally:
conn.close()
def list_active_alerts(
now_ms: int | None = None,
db_path: Path | None = None,
) -> list[dict[str, Any]]:
now = int(now_ms if now_ms is not None else time.time() * 1000)
lookback = now - WINDOW_BEFORE_MS - IMMINENT_BEFORE_MS
lookahead = now + WINDOW_AFTER_MS
init_db(db_path)
conn = _connect(db_path)
try:
rows = conn.execute(
"""
SELECT * FROM macro_events
WHERE event_at_ms >= ? AND event_at_ms <= ?
ORDER BY event_at_ms ASC, id ASC
""",
(lookback, lookahead),
).fetchall()
finally:
conn.close()
alerts: list[dict[str, Any]] = []
for row in rows:
item = enrich_alert(_row_to_dict(row), now_ms=now)
if item:
alerts.append(item)
return alerts
def build_banner_message(alert: dict[str, Any], *, has_positions: bool) -> str:
label = alert.get("event_type_label") or alert.get("event_type") or "宏观数据"
phase = alert.get("phase") or "window"
if has_positions:
if phase == "imminent" and int(alert.get("minutes_to_event") or 0) > 0:
return (
f"「{label}」即将发布（约 {alert['minutes_to_event']} 分钟），"
"注意仓位风险：勿加仓，检查止损/减仓"
)
return f"「{label}」高波动窗口（±1h），注意仓位风险：勿加仓，检查止损/减仓"
if phase == "imminent" and int(alert.get("minutes_to_event") or 0) > 0:
return (
f"「{label}」即将发布（约 {alert['minutes_to_event']} 分钟），"
"建议等待，避免新开仓"
)
return f"「{label}」高波动窗口（±1h），建议等待，避免新开仓"
"""中控宏观关键数据日历：手动录入 FOMC / CPI / 非农档发布时间，±1h 风控前置窗口。"""
from __future__ import annotations
import os
import sqlite3
import time
from datetime import datetime
from pathlib import Path
from typing import Any
from zoneinfo import ZoneInfo
from lib.hub.hub_symbol_archive_lib import parse_wall_clock_ms
DISPLAY_TZ = ZoneInfo(os.getenv("APP_TIMEZONE", "Asia/Shanghai"))
MACRO_EVENT_TYPES = ("fomc", "cpi", "employment")
MACRO_EVENT_LABELS: dict[str, str] = {
"fomc": "FOMC 联邦基金利率",
"cpi": "美国 CPI 通胀",
"employment": "就业与劳工数据",
}
WINDOW_BEFORE_MS = int(os.getenv("HUB_MACRO_WINDOW_BEFORE_SEC", str(3600))) * 1000
WINDOW_AFTER_MS = int(os.getenv("HUB_MACRO_WINDOW_AFTER_SEC", str(3600))) * 1000
IMMINENT_BEFORE_MS = int(os.getenv("HUB_MACRO_IMMINENT_BEFORE_SEC", str(1800))) * 1000
LIST_FUTURE_DAYS = int(os.getenv("HUB_MACRO_LIST_FUTURE_DAYS", "60"))
def default_db_path() -> Path:
raw = (os.getenv("HUB_MACRO_CALENDAR_DB_PATH") or "").strip()
if raw:
return Path(raw)
hub_dir = Path(__file__).resolve().parent / "manual_trading_hub" / "data"
hub_dir.mkdir(parents=True, exist_ok=True)
return hub_dir / "hub_macro_calendar.db"
def _connect(db_path: Path | None = None) -> sqlite3.Connection:
path = db_path or default_db_path()
path.parent.mkdir(parents=True, exist_ok=True)
conn = sqlite3.connect(str(path), timeout=30, isolation_level=None)
conn.row_factory = sqlite3.Row
conn.execute("PRAGMA journal_mode=WAL")
conn.execute("PRAGMA synchronous=NORMAL")
return conn
def init_db(db_path: Path | None = None) -> None:
conn = _connect(db_path)
try:
conn.execute(
"""
CREATE TABLE IF NOT EXISTS macro_events (
id INTEGER PRIMARY KEY AUTOINCREMENT,
event_type TEXT NOT NULL,
event_at_ms INTEGER NOT NULL,
note TEXT NOT NULL DEFAULT '',
created_at_ms INTEGER NOT NULL,
updated_at_ms INTEGER NOT NULL
)
"""
)
conn.execute(
"CREATE INDEX IF NOT EXISTS idx_macro_events_at ON macro_events(event_at_ms)"
)
finally:
conn.close()
def normalize_event_type(raw: str) -> str:
key = (raw or "").strip().lower()
if key not in MACRO_EVENT_TYPES:
raise ValueError(f"事件类型须为: {', '.join(MACRO_EVENT_LABELS.values())}")
return key
def parse_event_at_ms(raw: Any) -> int:
ms = parse_wall_clock_ms(raw, tz=DISPLAY_TZ)
if ms is None:
raise ValueError("发布时间格式错误，请使用 YYYY-MM-DD HH:MM 或 YYYY-MM-DDTHH:MM")
return int(ms)
def format_event_at(ms: int) -> str:
dt = datetime.fromtimestamp(ms / 1000, tz=DISPLAY_TZ)
return dt.strftime("%Y-%m-%d %H:%M")
def _row_to_dict(row: sqlite3.Row) -> dict[str, Any]:
ms = int(row["event_at_ms"])
et = str(row["event_type"])
return {
"id": int(row["id"]),
"event_type": et,
"event_type_label": MACRO_EVENT_LABELS.get(et, et),
"event_at_ms": ms,
"event_at": format_event_at(ms),
"note": str(row["note"] or ""),
"created_at_ms": int(row["created_at_ms"]),
"updated_at_ms": int(row["updated_at_ms"]),
}
def _window_bounds(event_at_ms: int) -> tuple[int, int]:
start = int(event_at_ms) - WINDOW_BEFORE_MS
end = int(event_at_ms) + WINDOW_AFTER_MS
return start, end
def enrich_alert(row: dict[str, Any], now_ms: int | None = None) -> dict[str, Any] | None:
now = int(now_ms if now_ms is not None else time.time() * 1000)
event_at_ms = int(row["event_at_ms"])
window_start, window_end = _window_bounds(event_at_ms)
if now < window_start or now > window_end:
return None
imminent = now >= (event_at_ms - IMMINENT_BEFORE_MS) and now <= window_end
mins_to_event = max(0, int((event_at_ms - now) / 60000))
mins_from_event = max(0, int((now - event_at_ms) / 60000))
return {
**row,
"window_start_ms": window_start,
"window_end_ms": window_end,
"window_start": format_event_at(window_start),
"window_end": format_event_at(window_end),
"phase": "imminent" if imminent else "window",
"phase_label": "即将发布" if imminent and now < event_at_ms else "高波动窗口",
"minutes_to_event": mins_to_event if now < event_at_ms else 0,
"minutes_from_event": mins_from_event if now >= event_at_ms else 0,
}
def list_events(
*,
now_ms: int | None = None,
include_expired_hours: int = 24,
db_path: Path | None = None,
) -> list[dict[str, Any]]:
init_db(db_path)
now = int(now_ms if now_ms is not None else time.time() * 1000)
horizon = now + LIST_FUTURE_DAYS * 86400 * 1000
expired_cutoff = now - max(0, int(include_expired_hours)) * 3600 * 1000 - WINDOW_AFTER_MS
conn = _connect(db_path)
try:
rows = conn.execute(
"""
SELECT * FROM macro_events
WHERE event_at_ms >= ? AND event_at_ms <= ?
ORDER BY event_at_ms ASC, id ASC
""",
(expired_cutoff, horizon),
).fetchall()
return [_row_to_dict(r) for r in rows]
finally:
conn.close()
def get_event(event_id: int, db_path: Path | None = None) -> dict[str, Any] | None:
init_db(db_path)
conn = _connect(db_path)
try:
row = conn.execute("SELECT * FROM macro_events WHERE id=?", (int(event_id),)).fetchone()
return _row_to_dict(row) if row else None
finally:
conn.close()
def _assert_no_duplicate(
conn: sqlite3.Connection,
event_type: str,
event_at_ms: int,
*,
exclude_id: int | None = None,
) -> None:
if exclude_id is None:
row = conn.execute(
"SELECT id FROM macro_events WHERE event_type=? AND event_at_ms=? LIMIT 1",
(event_type, int(event_at_ms)),
).fetchone()
else:
row = conn.execute(
"""
SELECT id FROM macro_events
WHERE event_type=? AND event_at_ms=? AND id<>?
LIMIT 1
""",
(event_type, int(event_at_ms), int(exclude_id)),
).fetchone()
if row:
raise ValueError("同类型、同发布时间的记录已存在")
def create_event(
event_type: str,
event_at: Any,
*,
note: str = "",
db_path: Path | None = None,
) -> dict[str, Any]:
init_db(db_path)
et = normalize_event_type(event_type)
event_at_ms = parse_event_at_ms(event_at)
note_s = str(note or "").strip()[:500]
now_ms = int(time.time() * 1000)
conn = _connect(db_path)
try:
_assert_no_duplicate(conn, et, event_at_ms)
cur = conn.execute(
"""
INSERT INTO macro_events (event_type, event_at_ms, note, created_at_ms, updated_at_ms)
VALUES (?, ?, ?, ?, ?)
""",
(et, event_at_ms, note_s, now_ms, now_ms),
)
eid = int(cur.lastrowid)
finally:
conn.close()
row = get_event(eid, db_path=db_path)
assert row is not None
return row
def update_event(
event_id: int,
*,
event_type: str | None = None,
event_at: Any | None = None,
note: str | None = None,
db_path: Path | None = None,
) -> dict[str, Any] | None:
init_db(db_path)
existing = get_event(event_id, db_path=db_path)
if not existing:
return None
et = normalize_event_type(event_type if event_type is not None else existing["event_type"])
event_at_ms = (
parse_event_at_ms(event_at) if event_at is not None else int(existing["event_at_ms"])
)
note_s = existing["note"] if note is None else str(note or "").strip()[:500]
now_ms = int(time.time() * 1000)
conn = _connect(db_path)
try:
_assert_no_duplicate(conn, et, event_at_ms, exclude_id=int(event_id))
conn.execute(
"""
UPDATE macro_events
SET event_type=?, event_at_ms=?, note=?, updated_at_ms=?
WHERE id=?
""",
(et, event_at_ms, note_s, now_ms, int(event_id)),
)
finally:
conn.close()
return get_event(event_id, db_path=db_path)
def delete_event(event_id: int, db_path: Path | None = None) -> bool:
init_db(db_path)
conn = _connect(db_path)
try:
cur = conn.execute("DELETE FROM macro_events WHERE id=?", (int(event_id),))
return cur.rowcount > 0
finally:
conn.close()
def list_active_alerts(
now_ms: int | None = None,
db_path: Path | None = None,
) -> list[dict[str, Any]]:
now = int(now_ms if now_ms is not None else time.time() * 1000)
lookback = now - WINDOW_BEFORE_MS - IMMINENT_BEFORE_MS
lookahead = now + WINDOW_AFTER_MS
init_db(db_path)
conn = _connect(db_path)
try:
rows = conn.execute(
"""
SELECT * FROM macro_events
WHERE event_at_ms >= ? AND event_at_ms <= ?
ORDER BY event_at_ms ASC, id ASC
""",
(lookback, lookahead),
).fetchall()
finally:
conn.close()
alerts: list[dict[str, Any]] = []
for row in rows:
item = enrich_alert(_row_to_dict(row), now_ms=now)
if item:
alerts.append(item)
return alerts
def build_banner_message(alert: dict[str, Any], *, has_positions: bool) -> str:
label = alert.get("event_type_label") or alert.get("event_type") or "宏观数据"
phase = alert.get("phase") or "window"
if has_positions:
if phase == "imminent" and int(alert.get("minutes_to_event") or 0) > 0:
return (
f"「{label}」即将发布（约 {alert['minutes_to_event']} 分钟），"
"注意仓位风险：勿加仓，检查止损/减仓"
)
return f"「{label}」高波动窗口（±1h），注意仓位风险：勿加仓，检查止损/减仓"
if phase == "imminent" and int(alert.get("minutes_to_event") or 0) > 0:
return (
f"「{label}」即将发布（约 {alert['minutes_to_event']} 分钟），"
"建议等待，避免新开仓"
)
return f"「{label}」高波动窗口（±1h），建议等待，避免新开仓"
hub_market_info_lib.py → lib/hub/hub_market_info_lib.py
+81 -81
View File
@@ -1,81 +1,81 @@
"""实例 USDT 永续合约信息（与实盘 ccxt 精度一致）。"""
from __future__ import annotations
from typing import Any, Callable, Optional, Tuple
from hub_calculator_market_lib import (
amount_decimals_from_exchange,
normalize_base_symbol,
price_decimals_from_exchange,
resolve_usdt_perp_symbol,
)
from hub_ohlcv_lib import normalize_price_tick, price_tick_from_market
def fetch_usdt_swap_market_info(
*,
base_or_symbol: str,
normalize_symbol_input: Callable[[str], str],
normalize_exchange_symbol: Callable[[str], str],
ensure_markets_loaded: Callable[[], None],
exchange: Any,
exchange_id: str = "",
) -> dict[str, Any]:
"""供各实例 /api/hub/market 调用。"""
raw = str(base_or_symbol or "").strip()
if not raw:
return {"ok": False, "msg": "请输入币种，如 ETH"}
try:
ensure_markets_loaded()
except Exception as exc:
return {"ok": False, "msg": f"加载市场失败: {exc}"}
base_u = normalize_base_symbol(raw)
hub_sym = normalize_symbol_input(raw if base_u else raw)
try:
ex_sym = normalize_exchange_symbol(hub_sym)
except Exception:
ex_sym = hub_sym
sym, err = resolve_usdt_perp_symbol(exchange, base_u or hub_sym)
if err and ex_sym:
markets = getattr(exchange, "markets", None) or {}
if ex_sym in markets:
sym = ex_sym
err = None
if err or not sym:
return {"ok": False, "msg": err or f"未找到 {base_u or raw}/USDT 永续合约"}
market = exchange.market(sym)
try:
contract_size = float(market.get("contractSize") or 1.0)
except (TypeError, ValueError):
contract_size = 1.0
if contract_size <= 0:
contract_size = 1.0
price_tick = normalize_price_tick(price_tick_from_market(exchange, sym))
amt_dec = amount_decimals_from_exchange(exchange, sym)
px_dec = price_decimals_from_exchange(exchange, sym, price_tick)
min_amount = None
try:
min_amount = float((market.get("limits") or {}).get("amount", {}).get("min"))
except (TypeError, ValueError):
min_amount = None
base_out = (market.get("base") or base_u or "").upper() or base_u
return {
"ok": True,
"exchange": (exchange_id or "").strip().lower(),
"base": base_out,
"exchange_symbol": sym,
"display_symbol": f"{base_out}/USDT" if base_out else sym,
"contract_size": contract_size,
"price_tick": price_tick,
"price_decimals": px_dec,
"amount_decimals": amt_dec,
"min_amount": min_amount,
}
"""实例 USDT 永续合约信息（与实盘 ccxt 精度一致）。"""
from __future__ import annotations
from typing import Any, Callable, Optional, Tuple
from lib.hub.hub_calculator_market_lib import (
amount_decimals_from_exchange,
normalize_base_symbol,
price_decimals_from_exchange,
resolve_usdt_perp_symbol,
)
from lib.hub.hub_ohlcv_lib import normalize_price_tick, price_tick_from_market
def fetch_usdt_swap_market_info(
*,
base_or_symbol: str,
normalize_symbol_input: Callable[[str], str],
normalize_exchange_symbol: Callable[[str], str],
ensure_markets_loaded: Callable[[], None],
exchange: Any,
exchange_id: str = "",
) -> dict[str, Any]:
"""供各实例 /api/hub/market 调用。"""
raw = str(base_or_symbol or "").strip()
if not raw:
return {"ok": False, "msg": "请输入币种，如 ETH"}
try:
ensure_markets_loaded()
except Exception as exc:
return {"ok": False, "msg": f"加载市场失败: {exc}"}
base_u = normalize_base_symbol(raw)
hub_sym = normalize_symbol_input(raw if base_u else raw)
try:
ex_sym = normalize_exchange_symbol(hub_sym)
except Exception:
ex_sym = hub_sym
sym, err = resolve_usdt_perp_symbol(exchange, base_u or hub_sym)
if err and ex_sym:
markets = getattr(exchange, "markets", None) or {}
if ex_sym in markets:
sym = ex_sym
err = None
if err or not sym:
return {"ok": False, "msg": err or f"未找到 {base_u or raw}/USDT 永续合约"}
market = exchange.market(sym)
try:
contract_size = float(market.get("contractSize") or 1.0)
except (TypeError, ValueError):
contract_size = 1.0
if contract_size <= 0:
contract_size = 1.0
price_tick = normalize_price_tick(price_tick_from_market(exchange, sym))
amt_dec = amount_decimals_from_exchange(exchange, sym)
px_dec = price_decimals_from_exchange(exchange, sym, price_tick)
min_amount = None
try:
min_amount = float((market.get("limits") or {}).get("amount", {}).get("min"))
except (TypeError, ValueError):
min_amount = None
base_out = (market.get("base") or base_u or "").upper() or base_u
return {
"ok": True,
"exchange": (exchange_id or "").strip().lower(),
"base": base_out,
"exchange_symbol": sym,
"display_symbol": f"{base_out}/USDT" if base_out else sym,
"contract_size": contract_size,
"price_tick": price_tick,
"price_decimals": px_dec,
"amount_decimals": amt_dec,
"min_amount": min_amount,
}
hub_ohlcv_lib.py → lib/hub/hub_ohlcv_lib.py
View File
hub_position_metrics.py → lib/hub/hub_position_metrics.py
View File
hub_sso.py → lib/hub/hub_sso.py
View File
hub_symbol_archive_lib.py → lib/hub/hub_symbol_archive_lib.py
+1676 -1676
View File
File diff suppressed because it is too large Load Diff
hub_trades_lib.py → lib/hub/hub_trades_lib.py
+638 -638
View File
File diff suppressed because it is too large Load Diff
hub_volume_rank_lib.py → lib/hub/hub_volume_rank_lib.py
+595 -595
View File
File diff suppressed because it is too large Load Diff
lib/instance/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
focus_chart_lib.py → lib/instance/focus_chart_lib.py
+187 -187
View File
@@ -1,187 +1,187 @@
"""实盘/关键位放大 K 线：订单元数据与交易所浮盈、价格展示精度。"""
from __future__ import annotations
from typing import Any, Callable, Optional
from hub_ohlcv_lib import (
normalize_price_tick,
price_tick_from_market,
round_ohlcv_bars_to_tick,
)
from order_monitor_display_lib import (
apply_order_live_price_display,
apply_order_price_display_fields,
)
def resolve_kline_price_tick(
exchange: Any,
exchange_symbol: str,
*,
ensure_markets_fn: Callable[[], None],
) -> Optional[float]:
"""交易所最小价格变动单位，供 lightweight-charts 右侧刻度与标记线对齐。"""
if not exchange_symbol:
return None
try:
ensure_markets_fn()
return normalize_price_tick(price_tick_from_market(exchange, exchange_symbol))
except Exception:
return None
def align_candles_to_price_tick(
candles: list[dict[str, Any]],
price_tick: Optional[float],
) -> None:
if price_tick is not None and candles:
round_ohlcv_bars_to_tick(candles, price_tick)
def kline_api_price_fields(
exchange: Any,
exchange_symbol: str,
candles: list[dict[str, Any]],
*,
ensure_markets_fn: Callable[[], None],
) -> dict[str, Any]:
tick = resolve_kline_price_tick(
exchange, exchange_symbol, ensure_markets_fn=ensure_markets_fn
)
align_candles_to_price_tick(candles, tick)
return {"price_tick": tick}
def load_swap_positions_for_order_kline(
exchange: Any,
*,
private_configured: bool,
ensure_markets_fn: Callable[[], None],
settle: str = "usdt",
) -> list:
if not private_configured:
return []
try:
ensure_markets_fn()
try:
return exchange.fetch_positions(None, {"settle": settle}) or []
except Exception:
return exchange.fetch_positions() or []
except Exception:
return []
def metrics_for_order_item(
order_item: dict[str, Any],
positions: list,
*,
resolve_ex_sym_fn: Callable[[Any], str],
select_live_fn: Callable[[list, str, str], Any],
parse_metrics_fn: Callable[..., Optional[dict]],
) -> Optional[dict]:
if not positions:
return None
ex_sym = resolve_ex_sym_fn(order_item)
direction = order_item.get("direction") or "long"
prow = select_live_fn(positions, ex_sym, direction)
if not prow:
return None
lev = order_item.get("leverage")
return parse_metrics_fn(prow, order_leverage=lev)
def build_order_kline_order_payload(
order_item: dict[str, Any],
*,
ticker_price: Any,
format_price_fn: Callable[[Any, Any], str],
calc_pnl_fn: Callable[..., float],
calc_rr_ratio_fn: Callable[..., Optional[float]],
ex_metrics: Optional[dict] = None,
) -> dict[str, Any]:
sym = order_item.get("symbol") or ""
direction = order_item.get("direction") or "long"
margin = float(order_item.get("margin_capital") or 0)
leverage = float(order_item.get("leverage") or 0)
entry = float(order_item.get("trigger_price") or 0)
float_pnl = 0.0
float_pct = 0.0
if ticker_price and entry > 0:
float_pnl = float(
calc_pnl_fn(direction, entry, ticker_price, margin, leverage)
)
float_pct = round((float_pnl / margin * 100), 4) if margin > 0 else 0.0
px_for_fmt = ticker_price
mark_raw = None
if ex_metrics and ex_metrics.get("mark_price") is not None:
mark_raw = ex_metrics["mark_price"]
try:
px_for_fmt = float(mark_raw)
except (TypeError, ValueError):
pass
if ex_metrics and ex_metrics.get("unrealized_pnl") is not None:
float_pnl = round(float(ex_metrics["unrealized_pnl"]), 2)
denom = ex_metrics.get("initial_margin") or margin
float_pct = (
round((float_pnl / float(denom)) * 100, 4)
if denom and float(denom) > 0
else float_pct
)
payload: dict[str, Any] = {
"id": order_item["id"],
"symbol": sym,
"direction": direction,
"trigger_price": order_item.get("trigger_price"),
"stop_loss": order_item.get("stop_loss"),
"take_profit": order_item.get("take_profit"),
"trigger_price_display": format_price_fn(sym, order_item.get("trigger_price")),
"stop_loss_display": format_price_fn(sym, order_item.get("stop_loss")),
"take_profit_display": format_price_fn(sym, order_item.get("take_profit")),
"margin_capital": order_item.get("margin_capital"),
"leverage": order_item.get("leverage"),
"position_ratio": order_item.get("position_ratio"),
"breakeven_enabled": bool(int(order_item.get("breakeven_enabled") or 0)),
"current_price": round(float(px_for_fmt), 8) if px_for_fmt is not None else None,
"float_pnl": round(float(float_pnl), 2),
"float_pct": float_pct,
}
apply_order_price_display_fields(
payload,
direction=direction,
entry_price=order_item.get("trigger_price"),
initial_stop_loss=order_item.get("initial_stop_loss"),
stop_loss=order_item.get("stop_loss"),
take_profit=order_item.get("take_profit"),
calc_rr_ratio_fn=calc_rr_ratio_fn,
)
apply_order_live_price_display(
payload,
sym,
ticker_price,
mark_raw,
format_price_fn,
)
payload["current_price_display"] = payload.get("price_display") or (
format_price_fn(sym, px_for_fmt) if px_for_fmt is not None else None
)
return payload
def enrich_key_kline_response(
*,
symbol: str,
current_price: Any,
key_info: Optional[dict[str, Any]],
format_price_fn: Callable[[Any, Any], str],
) -> tuple[Any, Optional[dict[str, Any]]]:
price_display = format_price_fn(symbol, current_price) if current_price is not None else None
if key_info is None:
return price_display, None
enriched = dict(key_info)
enriched["upper_display"] = format_price_fn(symbol, key_info.get("upper"))
enriched["lower_display"] = format_price_fn(symbol, key_info.get("lower"))
return price_display, enriched
"""实盘/关键位放大 K 线：订单元数据与交易所浮盈、价格展示精度。"""
from __future__ import annotations
from typing import Any, Callable, Optional
from lib.hub.hub_ohlcv_lib import (
normalize_price_tick,
price_tick_from_market,
round_ohlcv_bars_to_tick,
)
from lib.trade.order_monitor_display_lib import (
apply_order_live_price_display,
apply_order_price_display_fields,
)
def resolve_kline_price_tick(
exchange: Any,
exchange_symbol: str,
*,
ensure_markets_fn: Callable[[], None],
) -> Optional[float]:
"""交易所最小价格变动单位，供 lightweight-charts 右侧刻度与标记线对齐。"""
if not exchange_symbol:
return None
try:
ensure_markets_fn()
return normalize_price_tick(price_tick_from_market(exchange, exchange_symbol))
except Exception:
return None
def align_candles_to_price_tick(
candles: list[dict[str, Any]],
price_tick: Optional[float],
) -> None:
if price_tick is not None and candles:
round_ohlcv_bars_to_tick(candles, price_tick)
def kline_api_price_fields(
exchange: Any,
exchange_symbol: str,
candles: list[dict[str, Any]],
*,
ensure_markets_fn: Callable[[], None],
) -> dict[str, Any]:
tick = resolve_kline_price_tick(
exchange, exchange_symbol, ensure_markets_fn=ensure_markets_fn
)
align_candles_to_price_tick(candles, tick)
return {"price_tick": tick}
def load_swap_positions_for_order_kline(
exchange: Any,
*,
private_configured: bool,
ensure_markets_fn: Callable[[], None],
settle: str = "usdt",
) -> list:
if not private_configured:
return []
try:
ensure_markets_fn()
try:
return exchange.fetch_positions(None, {"settle": settle}) or []
except Exception:
return exchange.fetch_positions() or []
except Exception:
return []
def metrics_for_order_item(
order_item: dict[str, Any],
positions: list,
*,
resolve_ex_sym_fn: Callable[[Any], str],
select_live_fn: Callable[[list, str, str], Any],
parse_metrics_fn: Callable[..., Optional[dict]],
) -> Optional[dict]:
if not positions:
return None
ex_sym = resolve_ex_sym_fn(order_item)
direction = order_item.get("direction") or "long"
prow = select_live_fn(positions, ex_sym, direction)
if not prow:
return None
lev = order_item.get("leverage")
return parse_metrics_fn(prow, order_leverage=lev)
def build_order_kline_order_payload(
order_item: dict[str, Any],
*,
ticker_price: Any,
format_price_fn: Callable[[Any, Any], str],
calc_pnl_fn: Callable[..., float],
calc_rr_ratio_fn: Callable[..., Optional[float]],
ex_metrics: Optional[dict] = None,
) -> dict[str, Any]:
sym = order_item.get("symbol") or ""
direction = order_item.get("direction") or "long"
margin = float(order_item.get("margin_capital") or 0)
leverage = float(order_item.get("leverage") or 0)
entry = float(order_item.get("trigger_price") or 0)
float_pnl = 0.0
float_pct = 0.0
if ticker_price and entry > 0:
float_pnl = float(
calc_pnl_fn(direction, entry, ticker_price, margin, leverage)
)
float_pct = round((float_pnl / margin * 100), 4) if margin > 0 else 0.0
px_for_fmt = ticker_price
mark_raw = None
if ex_metrics and ex_metrics.get("mark_price") is not None:
mark_raw = ex_metrics["mark_price"]
try:
px_for_fmt = float(mark_raw)
except (TypeError, ValueError):
pass
if ex_metrics and ex_metrics.get("unrealized_pnl") is not None:
float_pnl = round(float(ex_metrics["unrealized_pnl"]), 2)
denom = ex_metrics.get("initial_margin") or margin
float_pct = (
round((float_pnl / float(denom)) * 100, 4)
if denom and float(denom) > 0
else float_pct
)
payload: dict[str, Any] = {
"id": order_item["id"],
"symbol": sym,
"direction": direction,
"trigger_price": order_item.get("trigger_price"),
"stop_loss": order_item.get("stop_loss"),
"take_profit": order_item.get("take_profit"),
"trigger_price_display": format_price_fn(sym, order_item.get("trigger_price")),
"stop_loss_display": format_price_fn(sym, order_item.get("stop_loss")),
"take_profit_display": format_price_fn(sym, order_item.get("take_profit")),
"margin_capital": order_item.get("margin_capital"),
"leverage": order_item.get("leverage"),
"position_ratio": order_item.get("position_ratio"),
"breakeven_enabled": bool(int(order_item.get("breakeven_enabled") or 0)),
"current_price": round(float(px_for_fmt), 8) if px_for_fmt is not None else None,
"float_pnl": round(float(float_pnl), 2),
"float_pct": float_pct,
}
apply_order_price_display_fields(
payload,
direction=direction,
entry_price=order_item.get("trigger_price"),
initial_stop_loss=order_item.get("initial_stop_loss"),
stop_loss=order_item.get("stop_loss"),
take_profit=order_item.get("take_profit"),
calc_rr_ratio_fn=calc_rr_ratio_fn,
)
apply_order_live_price_display(
payload,
sym,
ticker_price,
mark_raw,
format_price_fn,
)
payload["current_price_display"] = payload.get("price_display") or (
format_price_fn(sym, px_for_fmt) if px_for_fmt is not None else None
)
return payload
def enrich_key_kline_response(
*,
symbol: str,
current_price: Any,
key_info: Optional[dict[str, Any]],
format_price_fn: Callable[[Any, Any], str],
) -> tuple[Any, Optional[dict[str, Any]]]:
price_display = format_price_fn(symbol, current_price) if current_price is not None else None
if key_info is None:
return price_display, None
enriched = dict(key_info)
enriched["upper_display"] = format_price_fn(symbol, key_info.get("upper"))
enriched["lower_display"] = format_price_fn(symbol, key_info.get("lower"))
return price_display, enriched
instance_embed_context_lib.py → lib/instance/instance_embed_context_lib.py
+84 -84
View File
@@ -1,84 +1,84 @@
"""embed 壳/片段：按 tab 裁剪 render_main_page 的数据加载，降内存与 API 压力。"""
from __future__ import annotations
from dataclasses import dataclass
from typing import Any
EMBED_STRATEGY_PAGES = frozenset({"strategy", "strategy_trend", "strategy_roll", "strategy_records"})
@dataclass(frozen=True)
class EmbedRenderPlan:
exchange_capitals: bool
records_rows: bool
records_summary: bool
key_history: bool
key_list: bool
orders: bool
stats_bundle: bool
strategy: bool
orphan_live: bool
def embed_render_plan(page: str, embed_mode: str | None) -> EmbedRenderPlan:
if embed_mode not in ("fragment", "shell"):
return EmbedRenderPlan(
exchange_capitals=True,
records_rows=True,
records_summary=False,
key_history=True,
key_list=True,
orders=True,
stats_bundle=True,
strategy=True,
orphan_live=True,
)
is_shell = embed_mode == "shell"
is_strategy = page in EMBED_STRATEGY_PAGES
return EmbedRenderPlan(
exchange_capitals=is_shell,
records_rows=page == "records",
records_summary=is_shell and page != "records",
key_history=page == "key_monitor",
key_list=page in ("key_monitor", "trade") or is_strategy,
orders=page == "trade" or is_strategy,
stats_bundle=page == "stats",
strategy=is_strategy,
orphan_live=page == "trade" and is_shell,
)
def trade_records_summary(conn, start_bj: str, end_bj: str, tr_ts: str) -> dict[str, Any]:
"""顶栏统计用 COUNT，避免 embed 壳拉 1000 行交易记录。"""
from trade_result_lib import sql_effective_pnl_expr
pnl_sql = sql_effective_pnl_expr()
row = conn.execute(
f"""
SELECT
COUNT(*) AS total,
SUM(CASE WHEN result = '错过' THEN 1 ELSE 0 END) AS miss_count,
SUM(CASE WHEN {pnl_sql} > 0 THEN 1 ELSE 0 END) AS wins,
SUM(CASE WHEN result = '错过' AND COALESCE(miss_reason,'') LIKE '%持仓占用%' THEN 1 ELSE 0 END) AS occupied_miss
FROM trade_records
WHERE {tr_ts} >= ? AND {tr_ts} <= ?
""",
(start_bj, end_bj),
).fetchone()
total = int(row["total"] or 0) if row else 0
miss_count = int(row["miss_count"] or 0) if row else 0
wins = int(row["wins"] or 0) if row else 0
occupied_miss_total = int(row["occupied_miss"] or 0) if row else 0
rate = round(wins / total * 100, 2) if total else 0
return {
"records": [],
"total": total,
"miss_count": miss_count,
"rate": rate,
"occupied_miss_total": occupied_miss_total,
}
def minimal_stats_bundle(reset_hour: int) -> dict[str, Any]:
return {"stats_reset_hour": reset_hour, "segments": []}
"""embed 壳/片段：按 tab 裁剪 render_main_page 的数据加载，降内存与 API 压力。"""
from __future__ import annotations
from dataclasses import dataclass
from typing import Any
EMBED_STRATEGY_PAGES = frozenset({"strategy", "strategy_trend", "strategy_roll", "strategy_records"})
@dataclass(frozen=True)
class EmbedRenderPlan:
exchange_capitals: bool
records_rows: bool
records_summary: bool
key_history: bool
key_list: bool
orders: bool
stats_bundle: bool
strategy: bool
orphan_live: bool
def embed_render_plan(page: str, embed_mode: str | None) -> EmbedRenderPlan:
if embed_mode not in ("fragment", "shell"):
return EmbedRenderPlan(
exchange_capitals=True,
records_rows=True,
records_summary=False,
key_history=True,
key_list=True,
orders=True,
stats_bundle=True,
strategy=True,
orphan_live=True,
)
is_shell = embed_mode == "shell"
is_strategy = page in EMBED_STRATEGY_PAGES
return EmbedRenderPlan(
exchange_capitals=is_shell,
records_rows=page == "records",
records_summary=is_shell and page != "records",
key_history=page == "key_monitor",
key_list=page in ("key_monitor", "trade") or is_strategy,
orders=page == "trade" or is_strategy,
stats_bundle=page == "stats",
strategy=is_strategy,
orphan_live=page == "trade" and is_shell,
)
def trade_records_summary(conn, start_bj: str, end_bj: str, tr_ts: str) -> dict[str, Any]:
"""顶栏统计用 COUNT，避免 embed 壳拉 1000 行交易记录。"""
from lib.trade.trade_result_lib import sql_effective_pnl_expr
pnl_sql = sql_effective_pnl_expr()
row = conn.execute(
f"""
SELECT
COUNT(*) AS total,
SUM(CASE WHEN result = '错过' THEN 1 ELSE 0 END) AS miss_count,
SUM(CASE WHEN {pnl_sql} > 0 THEN 1 ELSE 0 END) AS wins,
SUM(CASE WHEN result = '错过' AND COALESCE(miss_reason,'') LIKE '%持仓占用%' THEN 1 ELSE 0 END) AS occupied_miss
FROM trade_records
WHERE {tr_ts} >= ? AND {tr_ts} <= ?
""",
(start_bj, end_bj),
).fetchone()
total = int(row["total"] or 0) if row else 0
miss_count = int(row["miss_count"] or 0) if row else 0
wins = int(row["wins"] or 0) if row else 0
occupied_miss_total = int(row["occupied_miss"] or 0) if row else 0
rate = round(wins / total * 100, 2) if total else 0
return {
"records": [],
"total": total,
"miss_count": miss_count,
"rate": rate,
"occupied_miss_total": occupied_miss_total,
}
def minimal_stats_bundle(reset_hour: int) -> dict[str, Any]:
return {"stats_reset_hour": reset_hour, "segments": []}
instance_embed_lib.py → lib/instance/instance_embed_lib.py
+148 -147
View File
@@ -1,147 +1,148 @@
"""中控 iframe：壳常驻 + tab 内容 API（/embed、/api/embed/page/<tab>）。"""
from __future__ import annotations
import os
from typing import Callable
from urllib.parse import parse_qsl, urlencode, urlsplit
from flask import Flask, Response, jsonify, redirect, request, session
from jinja2 import ChoiceLoader, FileSystemLoader
EMBED_TABS: tuple[str, ...] = (
"key_monitor",
"trade",
"strategy",
"strategy_records",
"records",
"stats",
)
PATH_TO_EMBED_TAB: dict[str, str] = {
"/": "trade",
"/trade": "trade",
"/key_monitor": "key_monitor",
"/strategy": "strategy",
"/strategy/trend": "strategy",
"/strategy/roll": "strategy",
"/strategy/records": "strategy_records",
"/records": "records",
"/stats": "stats",
}
ORDER_RULE_TIPS_BY_EXCHANGE: dict[str, str] = {
"gate": "order_monitor_rule_tips_gate.html",
"gate_bot": "order_monitor_rule_tips_gate.html",
"binance": "order_monitor_rule_tips_binance.html",
"okx": "order_monitor_rule_tips_okx.html",
}
def order_rule_tips_template(exchange_key: str) -> str:
ex = (exchange_key or "").strip().lower()
return ORDER_RULE_TIPS_BY_EXCHANGE.get(ex, "order_monitor_rule_tips_gate.html")
def include_transfer_block(exchange_key: str) -> bool:
return (exchange_key or "").strip().lower() in ("gate", "gate_bot")
def path_to_embed_tab(path: str) -> str | None:
p = (path or "/").strip()
if not p.startswith("/"):
p = "/" + p
base = urlsplit(p).path.rstrip("/") or "/"
return PATH_TO_EMBED_TAB.get(base)
def embed_shell_enabled() -> bool:
return (os.getenv("HUB_EMBED_SHELL") or "1").strip().lower() in ("1", "true", "yes", "on")
def rewrite_embed_dest(path: str, hub_theme: str | None = None) -> str:
"""embed=1 打开时：/trade → /embed?tab=trade&embed=1"""
if not embed_shell_enabled():
split = urlsplit(path or "/")
q = dict(parse_qsl(split.query, keep_blank_values=True))
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
dest = split.path or "/"
if q:
return f"{dest}?{urlencode(q)}"
return dest + "?embed=1"
split = urlsplit(path or "/")
tab = path_to_embed_tab(split.path)
q = dict(parse_qsl(split.query, keep_blank_values=True))
if tab:
q["tab"] = tab
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
return f"/embed?{urlencode(q)}"
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
dest = split.path or "/"
if split.query:
dest += "?" + split.query
if "embed=1" not in dest:
sep = "&" if "?" in dest else "?"
dest += f"{sep}embed=1"
if ht in ("light", "dark") and "hub_theme=" not in dest:
sep = "&" if "?" in dest else "?"
dest += f"{sep}hub_theme={ht}"
return dest
def attach_embed_templates(app: Flask, repo_root: str) -> None:
embed_dir = os.path.join(repo_root, "embed_templates")
if not os.path.isdir(embed_dir):
return
existing = app.jinja_loader
loaders = [FileSystemLoader(embed_dir)]
if existing is not None:
if isinstance(existing, ChoiceLoader):
loaders = list(existing.loaders) + loaders
else:
loaders.insert(0, existing)
app.jinja_loader = ChoiceLoader(loaders)
def register_embed_routes(
app: Flask,
login_required: Callable,
render_main_page_fn: Callable,
) -> None:
app.config["RENDER_MAIN_PAGE_FN"] = render_main_page_fn
@login_required
@app.route("/embed")
def embed_shell_page():
tab = (request.args.get("tab") or "trade").strip()
if tab not in EMBED_TABS:
tab = "trade"
session["hub_embed_shell"] = True
return render_main_page_fn(tab, embed_mode="shell")
@login_required
@app.route("/api/embed/page/<tab>")
def api_embed_page(tab: str):
tab = (tab or "").strip()
if tab not in EMBED_TABS:
return jsonify({"ok": False, "msg": "unknown tab"}), 404
html = render_main_page_fn(tab, embed_mode="fragment")
if isinstance(html, Response):
html = html.get_data(as_text=True)
return jsonify({"ok": True, "page": tab, "html": html})
def embed_context_extras(exchange_key: str) -> dict:
return {
"order_rule_tips_tpl": order_rule_tips_template(exchange_key),
"include_transfer_block": include_transfer_block(exchange_key),
}
"""中控 iframe：壳常驻 + tab 内容 API（/embed、/api/embed/page/<tab>）。"""
from __future__ import annotations
from lib.paths import embed_templates_dir
import os
from typing import Callable
from urllib.parse import parse_qsl, urlencode, urlsplit
from flask import Flask, Response, jsonify, redirect, request, session
from jinja2 import ChoiceLoader, FileSystemLoader
EMBED_TABS: tuple[str, ...] = (
"key_monitor",
"trade",
"strategy",
"strategy_records",
"records",
"stats",
)
PATH_TO_EMBED_TAB: dict[str, str] = {
"/": "trade",
"/trade": "trade",
"/key_monitor": "key_monitor",
"/strategy": "strategy",
"/strategy/trend": "strategy",
"/strategy/roll": "strategy",
"/strategy/records": "strategy_records",
"/records": "records",
"/stats": "stats",
}
ORDER_RULE_TIPS_BY_EXCHANGE: dict[str, str] = {
"gate": "order_monitor_rule_tips_gate.html",
"gate_bot": "order_monitor_rule_tips_gate.html",
"binance": "order_monitor_rule_tips_binance.html",
"okx": "order_monitor_rule_tips_okx.html",
}
def order_rule_tips_template(exchange_key: str) -> str:
ex = (exchange_key or "").strip().lower()
return ORDER_RULE_TIPS_BY_EXCHANGE.get(ex, "order_monitor_rule_tips_gate.html")
def include_transfer_block(exchange_key: str) -> bool:
return (exchange_key or "").strip().lower() in ("gate", "gate_bot")
def path_to_embed_tab(path: str) -> str | None:
p = (path or "/").strip()
if not p.startswith("/"):
p = "/" + p
base = urlsplit(p).path.rstrip("/") or "/"
return PATH_TO_EMBED_TAB.get(base)
def embed_shell_enabled() -> bool:
return (os.getenv("HUB_EMBED_SHELL") or "1").strip().lower() in ("1", "true", "yes", "on")
def rewrite_embed_dest(path: str, hub_theme: str | None = None) -> str:
"""embed=1 打开时：/trade → /embed?tab=trade&embed=1"""
if not embed_shell_enabled():
split = urlsplit(path or "/")
q = dict(parse_qsl(split.query, keep_blank_values=True))
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
dest = split.path or "/"
if q:
return f"{dest}?{urlencode(q)}"
return dest + "?embed=1"
split = urlsplit(path or "/")
tab = path_to_embed_tab(split.path)
q = dict(parse_qsl(split.query, keep_blank_values=True))
if tab:
q["tab"] = tab
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
return f"/embed?{urlencode(q)}"
q["embed"] = "1"
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
if ht in ("light", "dark"):
q["hub_theme"] = ht
dest = split.path or "/"
if split.query:
dest += "?" + split.query
if "embed=1" not in dest:
sep = "&" if "?" in dest else "?"
dest += f"{sep}embed=1"
if ht in ("light", "dark") and "hub_theme=" not in dest:
sep = "&" if "?" in dest else "?"
dest += f"{sep}hub_theme={ht}"
return dest
def attach_embed_templates(app: Flask, repo_root: str) -> None:
embed_dir = embed_templates_dir(repo_root)
if not os.path.isdir(embed_dir):
return
existing = app.jinja_loader
loaders = [FileSystemLoader(embed_dir)]
if existing is not None:
if isinstance(existing, ChoiceLoader):
loaders = list(existing.loaders) + loaders
else:
loaders.insert(0, existing)
app.jinja_loader = ChoiceLoader(loaders)
def register_embed_routes(
app: Flask,
login_required: Callable,
render_main_page_fn: Callable,
) -> None:
app.config["RENDER_MAIN_PAGE_FN"] = render_main_page_fn
@login_required
@app.route("/embed")
def embed_shell_page():
tab = (request.args.get("tab") or "trade").strip()
if tab not in EMBED_TABS:
tab = "trade"
session["hub_embed_shell"] = True
return render_main_page_fn(tab, embed_mode="shell")
@login_required
@app.route("/api/embed/page/<tab>")
def api_embed_page(tab: str):
tab = (tab or "").strip()
if tab not in EMBED_TABS:
return jsonify({"ok": False, "msg": "unknown tab"}), 404
html = render_main_page_fn(tab, embed_mode="fragment")
if isinstance(html, Response):
html = html.get_data(as_text=True)
return jsonify({"ok": True, "page": tab, "html": html})
def embed_context_extras(exchange_key: str) -> dict:
return {
"order_rule_tips_tpl": order_rule_tips_template(exchange_key),
"include_transfer_block": include_transfer_block(exchange_key),
}
instance_nav_lib.py → lib/instance/instance_nav_lib.py
View File
journal_chart_lib.py → lib/instance/journal_chart_lib.py
View File
embed_templates/embed_boot_scripts.html → lib/instance/templates/embed_boot_scripts.html
View File
embed_templates/embed_page_fragment.html → lib/instance/templates/embed_page_fragment.html
View File
embed_templates/embed_shell.html → lib/instance/templates/embed_shell.html
View File
lib/key_monitor/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
false_breakout_key_monitor_lib.py → lib/key_monitor/false_breakout_key_monitor_lib.py
+145 -145
View File
@@ -1,145 +1,145 @@
"""假突破关键位监控：BTC/ETH 限价挂单（共享计算与校验）。"""
from __future__ import annotations
from datetime import datetime, timedelta
from typing import Any, Optional
FALSE_BREAKOUT_MONITOR_TYPE = "假突破"
FALSE_BREAKOUT_SYMBOLS = frozenset({"BTC/USDT", "ETH/USDT"})
FALSE_BREAKOUT_OFFSET_PCT = 0.1
FALSE_BREAKOUT_SL_PCT = 0.5
FALSE_BREAKOUT_RR = 1.5
FALSE_BREAKOUT_VALIDITY_HOURS = 24
def is_false_breakout_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() == FALSE_BREAKOUT_MONITOR_TYPE
def is_limit_key_monitor_type(monitor_type: Optional[str]) -> bool:
from fib_key_monitor_lib import is_fib_key_monitor_type
return is_fib_key_monitor_type(monitor_type) or is_false_breakout_key_monitor_type(monitor_type)
def normalize_false_breakout_symbol(symbol: Optional[str]) -> Optional[str]:
s = (symbol or "").strip().upper()
if not s:
return None
if "/" not in s:
s = f"{s}/USDT"
return s if s in FALSE_BREAKOUT_SYMBOLS else None
def storage_bounds_from_key_price(direction: str, key_price: float) -> tuple[float, float]:
k = float(key_price)
if k <= 0:
raise ValueError("关键价位须为正数")
d = (direction or "long").strip().lower()
if d == "short":
return k, k * 0.9999
if d == "long":
return k * 1.0001, k
raise ValueError("方向须为 long 或 short")
def key_price_from_row(direction: str, upper: Any, lower: Any) -> Optional[float]:
d = (direction or "long").strip().lower()
try:
if d == "short":
v = float(upper)
else:
v = float(lower)
except (TypeError, ValueError):
return None
return v if v > 0 else None
def calc_false_breakout_plan(direction: str, key_price: float) -> Optional[tuple[float, float, float]]:
try:
k = float(key_price)
except (TypeError, ValueError):
return None
if k <= 0:
return None
d = (direction or "long").strip().lower()
off = FALSE_BREAKOUT_OFFSET_PCT / 100.0
sl_pct = FALSE_BREAKOUT_SL_PCT / 100.0
rr = float(FALSE_BREAKOUT_RR)
if d == "short":
entry = k * (1 + off)
sl = entry * (1 + sl_pct)
risk = sl - entry
if risk <= 0:
return None
tp = entry - risk * rr
return entry, sl, tp
if d == "long":
entry = k * (1 - off)
sl = entry * (1 - sl_pct)
risk = entry - sl
if risk <= 0:
return None
tp = entry + risk * rr
return entry, sl, tp
return None
def _parse_created_at(raw: Any) -> Optional[datetime]:
s = str(raw or "").strip()
if not s:
return None
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%S.%f", "%Y-%m-%dT%H:%M:%S"):
try:
return datetime.strptime(s[:26], fmt)
except ValueError:
continue
try:
return datetime.fromisoformat(s.replace("Z", "+00:00")[:32])
except ValueError:
return None
def is_false_breakout_expired(
created_at: Any,
now: datetime,
*,
hours: int = FALSE_BREAKOUT_VALIDITY_HOURS,
) -> bool:
dt = _parse_created_at(created_at)
if dt is None:
return False
return now >= dt + timedelta(hours=hours)
def expires_at_text(created_at: Any, *, hours: int = FALSE_BREAKOUT_VALIDITY_HOURS) -> str:
dt = _parse_created_at(created_at)
if dt is None:
return "—"
return (dt + timedelta(hours=hours)).strftime("%Y-%m-%d %H:%M:%S")
def false_breakout_gate_preview(
*,
entry_display: str,
limit_order_id: Any = None,
created_at: Any = None,
now: Optional[datetime] = None,
hours: int = FALSE_BREAKOUT_VALIDITY_HOURS,
) -> dict[str, Any]:
"""假突破门控预览：限价挂单状态，不使用箱体/收敛的量破幅二确门控。"""
now_dt = now or datetime.now()
expired = is_false_breakout_expired(created_at, now_dt, hours=hours)
exp_txt = expires_at_text(created_at, hours=hours)
status = "已过期" if expired else "等待成交"
metrics_parts: list[str] = []
oid = str(limit_order_id or "").strip()
if oid:
metrics_parts.append(f"限价单:{oid}")
if exp_txt != "—":
metrics_parts.append(f"截至:{exp_txt}")
return {
"summary": f"假突破 挂E={entry_display} {status}",
"metrics": " ".join(metrics_parts),
"gate_ok": not expired,
}
"""假突破关键位监控：BTC/ETH 限价挂单（共享计算与校验）。"""
from __future__ import annotations
from datetime import datetime, timedelta
from typing import Any, Optional
FALSE_BREAKOUT_MONITOR_TYPE = "假突破"
FALSE_BREAKOUT_SYMBOLS = frozenset({"BTC/USDT", "ETH/USDT"})
FALSE_BREAKOUT_OFFSET_PCT = 0.1
FALSE_BREAKOUT_SL_PCT = 0.5
FALSE_BREAKOUT_RR = 1.5
FALSE_BREAKOUT_VALIDITY_HOURS = 24
def is_false_breakout_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() == FALSE_BREAKOUT_MONITOR_TYPE
def is_limit_key_monitor_type(monitor_type: Optional[str]) -> bool:
from lib.key_monitor.fib_key_monitor_lib import is_fib_key_monitor_type
return is_fib_key_monitor_type(monitor_type) or is_false_breakout_key_monitor_type(monitor_type)
def normalize_false_breakout_symbol(symbol: Optional[str]) -> Optional[str]:
s = (symbol or "").strip().upper()
if not s:
return None
if "/" not in s:
s = f"{s}/USDT"
return s if s in FALSE_BREAKOUT_SYMBOLS else None
def storage_bounds_from_key_price(direction: str, key_price: float) -> tuple[float, float]:
k = float(key_price)
if k <= 0:
raise ValueError("关键价位须为正数")
d = (direction or "long").strip().lower()
if d == "short":
return k, k * 0.9999
if d == "long":
return k * 1.0001, k
raise ValueError("方向须为 long 或 short")
def key_price_from_row(direction: str, upper: Any, lower: Any) -> Optional[float]:
d = (direction or "long").strip().lower()
try:
if d == "short":
v = float(upper)
else:
v = float(lower)
except (TypeError, ValueError):
return None
return v if v > 0 else None
def calc_false_breakout_plan(direction: str, key_price: float) -> Optional[tuple[float, float, float]]:
try:
k = float(key_price)
except (TypeError, ValueError):
return None
if k <= 0:
return None
d = (direction or "long").strip().lower()
off = FALSE_BREAKOUT_OFFSET_PCT / 100.0
sl_pct = FALSE_BREAKOUT_SL_PCT / 100.0
rr = float(FALSE_BREAKOUT_RR)
if d == "short":
entry = k * (1 + off)
sl = entry * (1 + sl_pct)
risk = sl - entry
if risk <= 0:
return None
tp = entry - risk * rr
return entry, sl, tp
if d == "long":
entry = k * (1 - off)
sl = entry * (1 - sl_pct)
risk = entry - sl
if risk <= 0:
return None
tp = entry + risk * rr
return entry, sl, tp
return None
def _parse_created_at(raw: Any) -> Optional[datetime]:
s = str(raw or "").strip()
if not s:
return None
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%S.%f", "%Y-%m-%dT%H:%M:%S"):
try:
return datetime.strptime(s[:26], fmt)
except ValueError:
continue
try:
return datetime.fromisoformat(s.replace("Z", "+00:00")[:32])
except ValueError:
return None
def is_false_breakout_expired(
created_at: Any,
now: datetime,
*,
hours: int = FALSE_BREAKOUT_VALIDITY_HOURS,
) -> bool:
dt = _parse_created_at(created_at)
if dt is None:
return False
return now >= dt + timedelta(hours=hours)
def expires_at_text(created_at: Any, *, hours: int = FALSE_BREAKOUT_VALIDITY_HOURS) -> str:
dt = _parse_created_at(created_at)
if dt is None:
return "—"
return (dt + timedelta(hours=hours)).strftime("%Y-%m-%d %H:%M:%S")
def false_breakout_gate_preview(
*,
entry_display: str,
limit_order_id: Any = None,
created_at: Any = None,
now: Optional[datetime] = None,
hours: int = FALSE_BREAKOUT_VALIDITY_HOURS,
) -> dict[str, Any]:
"""假突破门控预览：限价挂单状态，不使用箱体/收敛的量破幅二确门控。"""
now_dt = now or datetime.now()
expired = is_false_breakout_expired(created_at, now_dt, hours=hours)
exp_txt = expires_at_text(created_at, hours=hours)
status = "已过期" if expired else "等待成交"
metrics_parts: list[str] = []
oid = str(limit_order_id or "").strip()
if oid:
metrics_parts.append(f"限价单:{oid}")
if exp_txt != "—":
metrics_parts.append(f"截至:{exp_txt}")
return {
"summary": f"假突破 挂E={entry_display} {status}",
"metrics": " ".join(metrics_parts),
"gate_ok": not expired,
}
fib_key_monitor_lib.py → lib/key_monitor/fib_key_monitor_lib.py
+140 -140
View File
@@ -1,140 +1,140 @@
"""斐波关键位监控：纯计算与类型判断（Gate / Binance 主站共用）。"""
from key_monitor_lib import KEY_MONITOR_AUTO_TYPES
FIB_KEY_MONITOR_TYPES = frozenset({"斐波回调0.618", "斐波回调0.786"})
KEY_MONITOR_TRADE_TYPE = "关键位监控"
FIB_RATIO_BY_TYPE = {
"斐波回调0.618": 0.618,
"斐波回调0.786": 0.786,
}
def is_fib_key_monitor_type(monitor_type):
return (monitor_type or "").strip() in FIB_KEY_MONITOR_TYPES
def fib_ratio_from_type(monitor_type):
return FIB_RATIO_BY_TYPE.get((monitor_type or "").strip())
def calc_fib_plan(direction, upper, lower, ratio):
"""
上沿 H、下沿 L（H > L）。
做多：自 H 向下回撤 ratio，E = H - ratio*(H-L)；SL=L，TP=H。
做空：自 L 向上反弹 ratio，E = L + ratio*(H-L)；SL=H，TP=L。
返回 (entry, stop_loss, take_profit) 或 None。
"""
try:
h = float(upper)
l = float(lower)
r = float(ratio)
except (TypeError, ValueError):
return None
if h <= l or r <= 0 or r >= 1:
return None
span = h - l
direction = (direction or "long").strip().lower()
if direction == "short":
entry = l + r * span
return entry, h, l
entry = h - r * span
return entry, l, h
def stored_key_signal_type(monitor_type):
"""写入 order_monitors / trade_records 的 key_signal_type（箱体/收敛/斐波/假突破/触价开仓）。"""
mt = (monitor_type or "").strip()
if mt in FIB_KEY_MONITOR_TYPES:
return mt
if mt in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
return mt if mt != "触价开仓" else "回调触价开仓"
if mt in KEY_MONITOR_AUTO_TYPES:
return mt
return None
KEY_ENTRY_REASON_BY_SIGNAL = {
"箱体突破": "关键位箱体突破",
"收敛突破": "关键位收敛突破",
"斐波回调0.618": "关键位斐波0.618",
"斐波回调0.786": "关键位斐波0.786",
"假突破": "关键位假突破",
"回调触价开仓": "关键位回调触价开仓",
"突破触价开仓": "关键位突破触价开仓",
"触价开仓": "关键位触价开仓",
"趋势回调": "趋势回调",
}
def entry_reason_from_key_signal(key_signal_type):
return KEY_ENTRY_REASON_BY_SIGNAL.get((key_signal_type or "").strip())
def key_signal_type_for_trade_record(key_signal_type, box_auto_types):
"""平仓写入 trade_records 时保留箱体/收敛/斐波/假突破来源。"""
kst = (key_signal_type or "").strip()
if kst in FIB_KEY_MONITOR_TYPES:
return kst
if kst in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
return kst if kst != "触价开仓" else "回调触价开仓"
if box_auto_types and kst in box_auto_types:
return kst
return None
def backfill_missing_key_signal_types(conn, *, monitor_type: str = KEY_MONITOR_TRADE_TYPE) -> int:
"""补全历史 trade_records / order_monitors 中缺失的箱体/收敛 key_signal_type。"""
mt = (monitor_type or KEY_MONITOR_TRADE_TYPE).strip()
updated = 0
for signal in KEY_MONITOR_AUTO_TYPES:
entry_reason = KEY_ENTRY_REASON_BY_SIGNAL.get(signal)
if entry_reason:
cur = conn.execute(
"""UPDATE trade_records SET key_signal_type=?
WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')
AND TRIM(COALESCE(entry_reason, ''))=?""",
(signal, mt, entry_reason),
)
updated += int(cur.rowcount or 0)
rows = conn.execute(
"""SELECT id, symbol, opened_at FROM trade_records
WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')""",
(mt,),
).fetchall()
for row in rows:
# init_db 连接未设 row_factory，结果为 tuple
rid, sym, opened_at = row[0], row[1], row[2]
opened = (opened_at or "").strip()
for signal in KEY_MONITOR_AUTO_TYPES:
hist = conn.execute(
"""SELECT monitor_type FROM key_monitor_history
WHERE symbol=? AND monitor_type=? AND close_reason='auto_opened'
AND (?='' OR closed_at <= ?)
ORDER BY closed_at DESC LIMIT 1""",
(sym, signal, opened, opened),
).fetchone()
if not hist:
continue
conn.execute(
"UPDATE trade_records SET key_signal_type=? WHERE id=?",
(signal, rid),
)
updated += 1
break
return updated
def fib_invalidate_by_mark(direction, mark_price, upper, lower):
"""先触达止盈侧（标记价）则失效。多：mark>=H；空：mark<=L。"""
try:
m = float(mark_price)
h = float(upper)
l = float(lower)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "short":
return m <= l
return m >= h
"""斐波关键位监控：纯计算与类型判断（Gate / Binance 主站共用）。"""
from lib.key_monitor.key_monitor_lib import KEY_MONITOR_AUTO_TYPES
FIB_KEY_MONITOR_TYPES = frozenset({"斐波回调0.618", "斐波回调0.786"})
KEY_MONITOR_TRADE_TYPE = "关键位监控"
FIB_RATIO_BY_TYPE = {
"斐波回调0.618": 0.618,
"斐波回调0.786": 0.786,
}
def is_fib_key_monitor_type(monitor_type):
return (monitor_type or "").strip() in FIB_KEY_MONITOR_TYPES
def fib_ratio_from_type(monitor_type):
return FIB_RATIO_BY_TYPE.get((monitor_type or "").strip())
def calc_fib_plan(direction, upper, lower, ratio):
"""
上沿 H、下沿 L（H > L）。
做多：自 H 向下回撤 ratio，E = H - ratio*(H-L)；SL=L，TP=H。
做空：自 L 向上反弹 ratio，E = L + ratio*(H-L)；SL=H，TP=L。
返回 (entry, stop_loss, take_profit) 或 None。
"""
try:
h = float(upper)
l = float(lower)
r = float(ratio)
except (TypeError, ValueError):
return None
if h <= l or r <= 0 or r >= 1:
return None
span = h - l
direction = (direction or "long").strip().lower()
if direction == "short":
entry = l + r * span
return entry, h, l
entry = h - r * span
return entry, l, h
def stored_key_signal_type(monitor_type):
"""写入 order_monitors / trade_records 的 key_signal_type（箱体/收敛/斐波/假突破/触价开仓）。"""
mt = (monitor_type or "").strip()
if mt in FIB_KEY_MONITOR_TYPES:
return mt
if mt in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
return mt if mt != "触价开仓" else "回调触价开仓"
if mt in KEY_MONITOR_AUTO_TYPES:
return mt
return None
KEY_ENTRY_REASON_BY_SIGNAL = {
"箱体突破": "关键位箱体突破",
"收敛突破": "关键位收敛突破",
"斐波回调0.618": "关键位斐波0.618",
"斐波回调0.786": "关键位斐波0.786",
"假突破": "关键位假突破",
"回调触价开仓": "关键位回调触价开仓",
"突破触价开仓": "关键位突破触价开仓",
"触价开仓": "关键位触价开仓",
"趋势回调": "趋势回调",
}
def entry_reason_from_key_signal(key_signal_type):
return KEY_ENTRY_REASON_BY_SIGNAL.get((key_signal_type or "").strip())
def key_signal_type_for_trade_record(key_signal_type, box_auto_types):
"""平仓写入 trade_records 时保留箱体/收敛/斐波/假突破来源。"""
kst = (key_signal_type or "").strip()
if kst in FIB_KEY_MONITOR_TYPES:
return kst
if kst in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
return kst if kst != "触价开仓" else "回调触价开仓"
if box_auto_types and kst in box_auto_types:
return kst
return None
def backfill_missing_key_signal_types(conn, *, monitor_type: str = KEY_MONITOR_TRADE_TYPE) -> int:
"""补全历史 trade_records / order_monitors 中缺失的箱体/收敛 key_signal_type。"""
mt = (monitor_type or KEY_MONITOR_TRADE_TYPE).strip()
updated = 0
for signal in KEY_MONITOR_AUTO_TYPES:
entry_reason = KEY_ENTRY_REASON_BY_SIGNAL.get(signal)
if entry_reason:
cur = conn.execute(
"""UPDATE trade_records SET key_signal_type=?
WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')
AND TRIM(COALESCE(entry_reason, ''))=?""",
(signal, mt, entry_reason),
)
updated += int(cur.rowcount or 0)
rows = conn.execute(
"""SELECT id, symbol, opened_at FROM trade_records
WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')""",
(mt,),
).fetchall()
for row in rows:
# init_db 连接未设 row_factory，结果为 tuple
rid, sym, opened_at = row[0], row[1], row[2]
opened = (opened_at or "").strip()
for signal in KEY_MONITOR_AUTO_TYPES:
hist = conn.execute(
"""SELECT monitor_type FROM key_monitor_history
WHERE symbol=? AND monitor_type=? AND close_reason='auto_opened'
AND (?='' OR closed_at <= ?)
ORDER BY closed_at DESC LIMIT 1""",
(sym, signal, opened, opened),
).fetchone()
if not hist:
continue
conn.execute(
"UPDATE trade_records SET key_signal_type=? WHERE id=?",
(signal, rid),
)
updated += 1
break
return updated
def fib_invalidate_by_mark(direction, mark_price, upper, lower):
"""先触达止盈侧（标记价）则失效。多：mark>=H；空：mark<=L。"""
try:
m = float(mark_price)
h = float(upper)
l = float(lower)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "short":
return m <= l
return m >= h
key_monitor_full_margin_lib.py → lib/key_monitor/key_monitor_full_margin_lib.py
+61 -61
View File
@@ -1,61 +1,61 @@
"""
全仓杠杆模式下：撤销已添加的箱体/收敛/斐波关键位监控并微信说明。
"""
from __future__ import annotations
from typing import Any, Callable, Iterable, Optional
from fib_key_monitor_lib import FIB_KEY_MONITOR_TYPES, is_fib_key_monitor_type
from false_breakout_key_monitor_lib import is_false_breakout_key_monitor_type
from key_monitor_lib import KEY_MONITOR_AUTO_TYPES
from position_sizing_lib import is_full_margin_mode, mode_label_zh
def monitor_type_disallowed_in_full_margin(monitor_type: str) -> bool:
mt = (monitor_type or "").strip()
if mt in KEY_MONITOR_AUTO_TYPES:
return True
if is_fib_key_monitor_type(mt):
return True
return is_false_breakout_key_monitor_type(mt)
def purge_disallowed_key_monitors(
conn: Any,
*,
sizing_mode: str,
select_rows: Callable[[Any], Iterable[Any]],
cancel_fib_limit: Callable[[Any], None],
delete_monitor: Callable[[Any, int], None],
send_wechat: Callable[[str], None],
row_symbol: Callable[[Any], str] = lambda r: str(r["symbol"] or ""),
row_monitor_type: Callable[[Any], str] = lambda r: str(r["monitor_type"] or ""),
row_id: Callable[[Any], int] = lambda r: int(r["id"]),
) -> int:
if not is_full_margin_mode(sizing_mode):
return 0
removed = []
for row in select_rows(conn):
mt = row_monitor_type(row)
if not monitor_type_disallowed_in_full_margin(mt):
continue
sym = row_symbol(row)
kid = row_id(row)
if is_fib_key_monitor_type(mt) or is_false_breakout_key_monitor_type(mt):
try:
cancel_fib_limit(row)
except Exception:
pass
delete_monitor(conn, kid)
removed.append((sym, mt, kid))
if removed:
lines = [f"· {s} {t} (#{i})" for s, t, i in removed[:12]]
if len(removed) > 12:
lines.append(f"… 共 {len(removed)} 条")
send_wechat(
"# ⚠️ 全仓杠杆模式：已自动撤销关键位监控\n"
f"计仓模式：{mode_label_zh(sizing_mode)}（仅 env 可切换，须无仓）\n"
"已撤销：箱体突破 / 收敛突破 / 斐波回调 / 假突破监控（不可与全仓杠杆并存）\n"
+ "\n".join(lines)
)
return len(removed)
"""
全仓杠杆模式下：撤销已添加的箱体/收敛/斐波关键位监控并微信说明。
"""
from __future__ import annotations
from typing import Any, Callable, Iterable, Optional
from lib.key_monitor.fib_key_monitor_lib import FIB_KEY_MONITOR_TYPES, is_fib_key_monitor_type
from lib.key_monitor.false_breakout_key_monitor_lib import is_false_breakout_key_monitor_type
from lib.key_monitor.key_monitor_lib import KEY_MONITOR_AUTO_TYPES
from lib.trade.position_sizing_lib import is_full_margin_mode, mode_label_zh
def monitor_type_disallowed_in_full_margin(monitor_type: str) -> bool:
mt = (monitor_type or "").strip()
if mt in KEY_MONITOR_AUTO_TYPES:
return True
if is_fib_key_monitor_type(mt):
return True
return is_false_breakout_key_monitor_type(mt)
def purge_disallowed_key_monitors(
conn: Any,
*,
sizing_mode: str,
select_rows: Callable[[Any], Iterable[Any]],
cancel_fib_limit: Callable[[Any], None],
delete_monitor: Callable[[Any, int], None],
send_wechat: Callable[[str], None],
row_symbol: Callable[[Any], str] = lambda r: str(r["symbol"] or ""),
row_monitor_type: Callable[[Any], str] = lambda r: str(r["monitor_type"] or ""),
row_id: Callable[[Any], int] = lambda r: int(r["id"]),
) -> int:
if not is_full_margin_mode(sizing_mode):
return 0
removed = []
for row in select_rows(conn):
mt = row_monitor_type(row)
if not monitor_type_disallowed_in_full_margin(mt):
continue
sym = row_symbol(row)
kid = row_id(row)
if is_fib_key_monitor_type(mt) or is_false_breakout_key_monitor_type(mt):
try:
cancel_fib_limit(row)
except Exception:
pass
delete_monitor(conn, kid)
removed.append((sym, mt, kid))
if removed:
lines = [f"· {s} {t} (#{i})" for s, t, i in removed[:12]]
if len(removed) > 12:
lines.append(f"… 共 {len(removed)} 条")
send_wechat(
"# ⚠️ 全仓杠杆模式：已自动撤销关键位监控\n"
f"计仓模式：{mode_label_zh(sizing_mode)}（仅 env 可切换，须无仓）\n"
"已撤销：箱体突破 / 收敛突破 / 斐波回调 / 假突破监控（不可与全仓杠杆并存）\n"
+ "\n".join(lines)
)
return len(removed)
key_monitor_lib.py → lib/key_monitor/key_monitor_lib.py
+390 -390
View File
@@ -1,390 +1,390 @@
"""
关键位监控：阻力/支撑双向提醒与箱体/收敛自动门控的共享逻辑。
"""
from __future__ import annotations
from datetime import datetime
from typing import Any, Optional
KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
KEY_MONITOR_RS_TYPE = "关键支撑阻力"
KEY_MONITOR_RS_LEGACY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
KEY_MONITOR_RS_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_DIRECTION_WATCH = "watch"
def is_rs_key_monitor_type(monitor_type: str) -> bool:
return (monitor_type or "").strip() in KEY_MONITOR_RS_TYPES
def rs_monitor_type_label(monitor_type: str) -> str:
"""展示用：旧库里的阻力/支撑合并为「关键支撑阻力」。"""
if is_rs_key_monitor_type(monitor_type):
return KEY_MONITOR_RS_TYPE
return (monitor_type or "").strip()
def rs_monitor_type_for_storage(monitor_type: str) -> str:
if is_rs_key_monitor_type(monitor_type):
return KEY_MONITOR_RS_TYPE
return (monitor_type or "").strip()
def calc_breakout_breach_pct(direction: str, close: float, upper: float, lower: float) -> float:
"""突破 K 收盘相对关键位的越过幅度（%）。未越过对应边界时返回 0。"""
direction = (direction or "long").strip().lower()
c = float(close)
if direction == "long":
u = float(upper)
if u <= 0 or c <= u:
return 0.0
return (c - u) / u * 100.0
lo = float(lower)
if lo <= 0 or c >= lo:
return 0.0
return (lo - c) / lo * 100.0
def auto_amp_ok(
direction: str,
close_b: float,
upper: float,
lower: float,
min_pct: float,
) -> tuple[bool, float]:
breach = calc_breakout_breach_pct(direction, close_b, upper, lower)
return breach > float(min_pct), breach
def auto_confirm_ok(direction: str, cfm_close: float, upper: float, lower: float) -> bool:
"""确认 K 收盘须在箱体外（不得回到 [lower, upper] 内）。"""
direction = (direction or "long").strip().lower()
c = float(cfm_close)
if direction == "long":
return c > float(upper)
return c < float(lower)
BOX_BREAKOUT_CLOSE_OPPOSITE = "box_opposite_break"
def box_breakout_invalidate_by_mark(
direction: str, mark_price: float, upper: float, lower: float
) -> bool:
"""箱体/收敛：标记价先突破反向边界则失效。多：mark<=L；空：mark>=H。"""
try:
m = float(mark_price)
h = float(upper)
lo = float(lower)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "short":
return m >= h
return m <= lo
def box_breakout_invalidate_edge_label(direction: str) -> str:
direction = (direction or "long").strip().lower()
return "下沿" if direction == "long" else "上沿"
def detect_rs_box_break(close: float, upper: float, lower: float) -> Optional[dict[str, Any]]:
"""
阻力/支撑人工盯盘：最近 5m 收盘突破上沿或下沿（严格 > / <）。
上沿优先：同一根 K 不可能同时满足两者。
"""
u, lo, c = float(upper), float(lower), float(close)
if c > u:
return {
"break_side": "upper",
"direction": "long",
"edge_price": u,
"key_price": u,
"break_label": "向上突破上沿",
}
if c < lo:
return {
"break_side": "lower",
"direction": "short",
"edge_price": lo,
"key_price": lo,
"break_label": "向下突破下沿",
}
return None
def rs_break_from_direction(direction: str, upper: float, lower: float) -> Optional[dict[str, Any]]:
"""已触发后根据入库方向还原突破边（long=上沿，short=下沿）。"""
d = (direction or "").strip().lower()
if d == "long":
return {
"break_side": "upper",
"direction": "long",
"edge_price": float(upper),
"key_price": float(upper),
"break_label": "向上突破上沿",
}
if d == "short":
return {
"break_side": "lower",
"direction": "short",
"edge_price": float(lower),
"key_price": float(lower),
"break_label": "向下突破下沿",
}
return None
def rs_break_infer_from_close(close: float, upper: float, lower: float) -> dict[str, Any]:
"""
续发提醒时价格已回到箱体内：按收盘价相对箱体中线推断首次突破边，
保证第 2/3 次企业微信提醒仍能发出。
"""
mid = (float(upper) + float(lower)) / 2.0
if float(close) >= mid:
br = rs_break_from_direction("long", upper, lower)
else:
br = rs_break_from_direction("short", upper, lower)
if br:
return br
return {
"break_side": "upper",
"direction": "long",
"edge_price": float(upper),
"key_price": float(upper),
"break_label": "向上突破上沿",
}
def _parse_notify_datetime(raw: Optional[str]) -> Optional[datetime]:
s = str(raw or "").strip()
if not s:
return None
try:
dt = datetime.fromisoformat(s.replace("Z", "+00:00"))
if dt.tzinfo is not None:
dt = dt.replace(tzinfo=None)
return dt
except Exception:
pass
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S"):
try:
return datetime.strptime(s[:19], fmt)
except Exception:
continue
return None
def claim_rs_level_notify(
conn: Any,
monitor_id: int,
notify_index: int,
direction: str,
notified_at: str,
bar_ts: Optional[int],
*,
prior_count: Optional[int] = None,
) -> bool:
"""
原子占位：仅在 notification_count 仍为 prior_count 时推进到 notify_index。
须在发送企业微信之前调用并 commit，避免 (2/3) 重复刷屏。
"""
prior = int(prior_count if prior_count is not None else notify_index - 1)
if prior < 0 or notify_index != prior + 1:
return False
bar_val: Optional[int] = None
if bar_ts is not None:
try:
bar_val = int(bar_ts)
except (TypeError, ValueError):
bar_val = None
cur = conn.execute(
"UPDATE key_monitors SET notification_count=?, direction=?, last_notified_at=?, last_rs_bar_ts=? "
"WHERE id=? AND COALESCE(notification_count,0)=?",
(notify_index, direction, notified_at, bar_val, int(monitor_id), prior),
)
return int(cur.rowcount or 0) > 0
def parse_last_rs_bar_ts(row: Any) -> Optional[int]:
if row is None:
return None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
raw = row["last_rs_bar_ts"] if "last_rs_bar_ts" in keys else None
if raw is None:
return None
try:
return int(raw)
except (TypeError, ValueError):
return None
def run_rs_level_alert_tick(
row: Any,
close: float,
bar_ts: Optional[int],
now_dt: datetime,
*,
default_max_notify: int,
default_interval_min: int,
) -> Optional[dict[str, Any]]:
"""
判定本轮回合是否应推送阻力/支撑提醒。
首条：仅在新闭合 K 越线时触发；发送前须 claim_rs_level_notify 占位防轮询/多进程重复。
"""
up, lo = float(row["upper"]), float(row["lower"])
if up <= lo:
return None
count = int(row["notification_count"] or 0)
max_n = max(1, int(row["max_notify"] or default_max_notify))
interval = max(1, int(row["notify_interval_min"] or default_interval_min))
if count >= max_n:
return None
bar_ts_i: Optional[int] = None
if bar_ts is not None:
try:
bar_ts_i = int(bar_ts)
except (TypeError, ValueError):
bar_ts_i = None
last_bar_i = parse_last_rs_bar_ts(row)
if count == 0:
br = detect_rs_box_break(close, up, lo)
if not br:
return None
if bar_ts_i is not None and last_bar_i is not None and bar_ts_i == last_bar_i:
return None
return {
"break_info": br,
"notify_index": 1,
"prior_count": 0,
"notify_max": max_n,
"interval_min": interval,
"bar_ts": bar_ts_i,
}
if not notify_interval_elapsed(row["last_notified_at"], interval, now_dt):
return None
br = resolve_rs_break_for_alert(count, row["direction"], close, up, lo)
if not br:
return None
return {
"break_info": br,
"notify_index": count + 1,
"prior_count": count,
"notify_max": max_n,
"interval_min": interval,
"bar_ts": bar_ts_i,
}
def resolve_rs_break_for_alert(
notification_count: int,
direction: Optional[str],
close: float,
upper: float,
lower: float,
) -> Optional[dict[str, Any]]:
"""
阻力/支撑提醒：首次用 5m 收盘越线判定；后续用已存方向，兼容 direction=watch。
"""
count = int(notification_count or 0)
up, lo, c = float(upper), float(lower), float(close)
if count <= 0:
return detect_rs_box_break(c, up, lo)
br = rs_break_from_direction(direction, up, lo)
if br:
return br
d = (direction or "").strip().lower()
if d not in ("", KEY_DIRECTION_WATCH):
return None
br = detect_rs_box_break(c, up, lo)
if br:
return br
return rs_break_infer_from_close(c, up, lo)
def notify_interval_elapsed(
last_notified_at: Optional[str],
interval_min: int,
now_dt: datetime,
) -> bool:
if not last_notified_at:
return False
last_dt = _parse_notify_datetime(last_notified_at)
if last_dt is None:
return False
return (now_dt - last_dt).total_seconds() >= max(1, int(interval_min)) * 60
def format_auto_amp_line(amp_ok: bool, amp_pct: float, min_pct: float) -> str:
return (
f"突破越过幅度：{'通过' if amp_ok else '不通过'}"
f"（{round(float(amp_pct), 4)}%，要求 > {min_pct}%）"
)
def format_auto_confirm_line(confirm_ok: bool, cfm_close, edge_price, direction: str) -> str:
side = "箱外上方" if (direction or "").lower() == "long" else "箱外下方"
return (
f"第二根确认：{'通过' if confirm_ok else '不通过'}"
f"（确认收盘 {cfm_close}，须收于{side}，关键位 {edge_price}）"
)
def key_monitor_rule_template_context(
*,
kline_timeframe: str,
key_breakout_amp_min_pct: float,
key_volume_ma_bars: int,
key_volume_ratio_min: float,
key_auto_min_planned_rr: float,
key_daily_volume_rank_max: int,
key_confirm_breakout_bar: int,
key_confirm_bar: int,
key_alert_max_times: int,
key_alert_interval_minutes: int,
key_stop_outside_breakout_pct: float,
key_trend_stop_outside_pct: float,
false_breakout_validity_hours: int,
trigger_entry_validity_hours: int | None = None,
) -> dict[str, Any]:
"""关键位监控页规则说明表格（Jinja key_rule_ctx）。"""
from false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_OFFSET_PCT,
FALSE_BREAKOUT_RR,
FALSE_BREAKOUT_SL_PCT,
)
from trigger_entry_key_monitor_lib import TRIGGER_ENTRY_VALIDITY_HOURS
te_hours = (
int(trigger_entry_validity_hours)
if trigger_entry_validity_hours is not None
else TRIGGER_ENTRY_VALIDITY_HOURS
)
return {
"tf": (kline_timeframe or "5m").strip(),
"amp_min_pct": key_breakout_amp_min_pct,
"vol_ma_bars": key_volume_ma_bars,
"vol_ratio_min": key_volume_ratio_min,
"min_rr": key_auto_min_planned_rr,
"vol_rank_max": key_daily_volume_rank_max,
"breakout_bar": key_confirm_breakout_bar,
"confirm_bar": key_confirm_bar,
"alert_max": key_alert_max_times,
"alert_interval_min": key_alert_interval_minutes,
"stop_outside_pct": key_stop_outside_breakout_pct,
"trend_stop_outside_pct": key_trend_stop_outside_pct,
"fb_offset_pct": FALSE_BREAKOUT_OFFSET_PCT,
"fb_sl_pct": FALSE_BREAKOUT_SL_PCT,
"fb_rr": FALSE_BREAKOUT_RR,
"fb_valid_hours": false_breakout_validity_hours,
"trigger_entry_validity_hours": te_hours,
}
"""
关键位监控：阻力/支撑双向提醒与箱体/收敛自动门控的共享逻辑。
"""
from __future__ import annotations
from datetime import datetime
from typing import Any, Optional
KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
KEY_MONITOR_RS_TYPE = "关键支撑阻力"
KEY_MONITOR_RS_LEGACY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
KEY_MONITOR_RS_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_DIRECTION_WATCH = "watch"
def is_rs_key_monitor_type(monitor_type: str) -> bool:
return (monitor_type or "").strip() in KEY_MONITOR_RS_TYPES
def rs_monitor_type_label(monitor_type: str) -> str:
"""展示用：旧库里的阻力/支撑合并为「关键支撑阻力」。"""
if is_rs_key_monitor_type(monitor_type):
return KEY_MONITOR_RS_TYPE
return (monitor_type or "").strip()
def rs_monitor_type_for_storage(monitor_type: str) -> str:
if is_rs_key_monitor_type(monitor_type):
return KEY_MONITOR_RS_TYPE
return (monitor_type or "").strip()
def calc_breakout_breach_pct(direction: str, close: float, upper: float, lower: float) -> float:
"""突破 K 收盘相对关键位的越过幅度（%）。未越过对应边界时返回 0。"""
direction = (direction or "long").strip().lower()
c = float(close)
if direction == "long":
u = float(upper)
if u <= 0 or c <= u:
return 0.0
return (c - u) / u * 100.0
lo = float(lower)
if lo <= 0 or c >= lo:
return 0.0
return (lo - c) / lo * 100.0
def auto_amp_ok(
direction: str,
close_b: float,
upper: float,
lower: float,
min_pct: float,
) -> tuple[bool, float]:
breach = calc_breakout_breach_pct(direction, close_b, upper, lower)
return breach > float(min_pct), breach
def auto_confirm_ok(direction: str, cfm_close: float, upper: float, lower: float) -> bool:
"""确认 K 收盘须在箱体外（不得回到 [lower, upper] 内）。"""
direction = (direction or "long").strip().lower()
c = float(cfm_close)
if direction == "long":
return c > float(upper)
return c < float(lower)
BOX_BREAKOUT_CLOSE_OPPOSITE = "box_opposite_break"
def box_breakout_invalidate_by_mark(
direction: str, mark_price: float, upper: float, lower: float
) -> bool:
"""箱体/收敛：标记价先突破反向边界则失效。多：mark<=L；空：mark>=H。"""
try:
m = float(mark_price)
h = float(upper)
lo = float(lower)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "short":
return m >= h
return m <= lo
def box_breakout_invalidate_edge_label(direction: str) -> str:
direction = (direction or "long").strip().lower()
return "下沿" if direction == "long" else "上沿"
def detect_rs_box_break(close: float, upper: float, lower: float) -> Optional[dict[str, Any]]:
"""
阻力/支撑人工盯盘：最近 5m 收盘突破上沿或下沿（严格 > / <）。
上沿优先：同一根 K 不可能同时满足两者。
"""
u, lo, c = float(upper), float(lower), float(close)
if c > u:
return {
"break_side": "upper",
"direction": "long",
"edge_price": u,
"key_price": u,
"break_label": "向上突破上沿",
}
if c < lo:
return {
"break_side": "lower",
"direction": "short",
"edge_price": lo,
"key_price": lo,
"break_label": "向下突破下沿",
}
return None
def rs_break_from_direction(direction: str, upper: float, lower: float) -> Optional[dict[str, Any]]:
"""已触发后根据入库方向还原突破边（long=上沿，short=下沿）。"""
d = (direction or "").strip().lower()
if d == "long":
return {
"break_side": "upper",
"direction": "long",
"edge_price": float(upper),
"key_price": float(upper),
"break_label": "向上突破上沿",
}
if d == "short":
return {
"break_side": "lower",
"direction": "short",
"edge_price": float(lower),
"key_price": float(lower),
"break_label": "向下突破下沿",
}
return None
def rs_break_infer_from_close(close: float, upper: float, lower: float) -> dict[str, Any]:
"""
续发提醒时价格已回到箱体内：按收盘价相对箱体中线推断首次突破边，
保证第 2/3 次企业微信提醒仍能发出。
"""
mid = (float(upper) + float(lower)) / 2.0
if float(close) >= mid:
br = rs_break_from_direction("long", upper, lower)
else:
br = rs_break_from_direction("short", upper, lower)
if br:
return br
return {
"break_side": "upper",
"direction": "long",
"edge_price": float(upper),
"key_price": float(upper),
"break_label": "向上突破上沿",
}
def _parse_notify_datetime(raw: Optional[str]) -> Optional[datetime]:
s = str(raw or "").strip()
if not s:
return None
try:
dt = datetime.fromisoformat(s.replace("Z", "+00:00"))
if dt.tzinfo is not None:
dt = dt.replace(tzinfo=None)
return dt
except Exception:
pass
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S"):
try:
return datetime.strptime(s[:19], fmt)
except Exception:
continue
return None
def claim_rs_level_notify(
conn: Any,
monitor_id: int,
notify_index: int,
direction: str,
notified_at: str,
bar_ts: Optional[int],
*,
prior_count: Optional[int] = None,
) -> bool:
"""
原子占位：仅在 notification_count 仍为 prior_count 时推进到 notify_index。
须在发送企业微信之前调用并 commit，避免 (2/3) 重复刷屏。
"""
prior = int(prior_count if prior_count is not None else notify_index - 1)
if prior < 0 or notify_index != prior + 1:
return False
bar_val: Optional[int] = None
if bar_ts is not None:
try:
bar_val = int(bar_ts)
except (TypeError, ValueError):
bar_val = None
cur = conn.execute(
"UPDATE key_monitors SET notification_count=?, direction=?, last_notified_at=?, last_rs_bar_ts=? "
"WHERE id=? AND COALESCE(notification_count,0)=?",
(notify_index, direction, notified_at, bar_val, int(monitor_id), prior),
)
return int(cur.rowcount or 0) > 0
def parse_last_rs_bar_ts(row: Any) -> Optional[int]:
if row is None:
return None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
raw = row["last_rs_bar_ts"] if "last_rs_bar_ts" in keys else None
if raw is None:
return None
try:
return int(raw)
except (TypeError, ValueError):
return None
def run_rs_level_alert_tick(
row: Any,
close: float,
bar_ts: Optional[int],
now_dt: datetime,
*,
default_max_notify: int,
default_interval_min: int,
) -> Optional[dict[str, Any]]:
"""
判定本轮回合是否应推送阻力/支撑提醒。
首条：仅在新闭合 K 越线时触发；发送前须 claim_rs_level_notify 占位防轮询/多进程重复。
"""
up, lo = float(row["upper"]), float(row["lower"])
if up <= lo:
return None
count = int(row["notification_count"] or 0)
max_n = max(1, int(row["max_notify"] or default_max_notify))
interval = max(1, int(row["notify_interval_min"] or default_interval_min))
if count >= max_n:
return None
bar_ts_i: Optional[int] = None
if bar_ts is not None:
try:
bar_ts_i = int(bar_ts)
except (TypeError, ValueError):
bar_ts_i = None
last_bar_i = parse_last_rs_bar_ts(row)
if count == 0:
br = detect_rs_box_break(close, up, lo)
if not br:
return None
if bar_ts_i is not None and last_bar_i is not None and bar_ts_i == last_bar_i:
return None
return {
"break_info": br,
"notify_index": 1,
"prior_count": 0,
"notify_max": max_n,
"interval_min": interval,
"bar_ts": bar_ts_i,
}
if not notify_interval_elapsed(row["last_notified_at"], interval, now_dt):
return None
br = resolve_rs_break_for_alert(count, row["direction"], close, up, lo)
if not br:
return None
return {
"break_info": br,
"notify_index": count + 1,
"prior_count": count,
"notify_max": max_n,
"interval_min": interval,
"bar_ts": bar_ts_i,
}
def resolve_rs_break_for_alert(
notification_count: int,
direction: Optional[str],
close: float,
upper: float,
lower: float,
) -> Optional[dict[str, Any]]:
"""
阻力/支撑提醒：首次用 5m 收盘越线判定；后续用已存方向，兼容 direction=watch。
"""
count = int(notification_count or 0)
up, lo, c = float(upper), float(lower), float(close)
if count <= 0:
return detect_rs_box_break(c, up, lo)
br = rs_break_from_direction(direction, up, lo)
if br:
return br
d = (direction or "").strip().lower()
if d not in ("", KEY_DIRECTION_WATCH):
return None
br = detect_rs_box_break(c, up, lo)
if br:
return br
return rs_break_infer_from_close(c, up, lo)
def notify_interval_elapsed(
last_notified_at: Optional[str],
interval_min: int,
now_dt: datetime,
) -> bool:
if not last_notified_at:
return False
last_dt = _parse_notify_datetime(last_notified_at)
if last_dt is None:
return False
return (now_dt - last_dt).total_seconds() >= max(1, int(interval_min)) * 60
def format_auto_amp_line(amp_ok: bool, amp_pct: float, min_pct: float) -> str:
return (
f"突破越过幅度：{'通过' if amp_ok else '不通过'}"
f"（{round(float(amp_pct), 4)}%，要求 > {min_pct}%）"
)
def format_auto_confirm_line(confirm_ok: bool, cfm_close, edge_price, direction: str) -> str:
side = "箱外上方" if (direction or "").lower() == "long" else "箱外下方"
return (
f"第二根确认：{'通过' if confirm_ok else '不通过'}"
f"（确认收盘 {cfm_close}，须收于{side}，关键位 {edge_price}）"
)
def key_monitor_rule_template_context(
*,
kline_timeframe: str,
key_breakout_amp_min_pct: float,
key_volume_ma_bars: int,
key_volume_ratio_min: float,
key_auto_min_planned_rr: float,
key_daily_volume_rank_max: int,
key_confirm_breakout_bar: int,
key_confirm_bar: int,
key_alert_max_times: int,
key_alert_interval_minutes: int,
key_stop_outside_breakout_pct: float,
key_trend_stop_outside_pct: float,
false_breakout_validity_hours: int,
trigger_entry_validity_hours: int | None = None,
) -> dict[str, Any]:
"""关键位监控页规则说明表格（Jinja key_rule_ctx）。"""
from lib.key_monitor.false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_OFFSET_PCT,
FALSE_BREAKOUT_RR,
FALSE_BREAKOUT_SL_PCT,
)
from lib.key_monitor.trigger_entry_key_monitor_lib import TRIGGER_ENTRY_VALIDITY_HOURS
te_hours = (
int(trigger_entry_validity_hours)
if trigger_entry_validity_hours is not None
else TRIGGER_ENTRY_VALIDITY_HOURS
)
return {
"tf": (kline_timeframe or "5m").strip(),
"amp_min_pct": key_breakout_amp_min_pct,
"vol_ma_bars": key_volume_ma_bars,
"vol_ratio_min": key_volume_ratio_min,
"min_rr": key_auto_min_planned_rr,
"vol_rank_max": key_daily_volume_rank_max,
"breakout_bar": key_confirm_breakout_bar,
"confirm_bar": key_confirm_bar,
"alert_max": key_alert_max_times,
"alert_interval_min": key_alert_interval_minutes,
"stop_outside_pct": key_stop_outside_breakout_pct,
"trend_stop_outside_pct": key_trend_stop_outside_pct,
"fb_offset_pct": FALSE_BREAKOUT_OFFSET_PCT,
"fb_sl_pct": FALSE_BREAKOUT_SL_PCT,
"fb_rr": FALSE_BREAKOUT_RR,
"fb_valid_hours": false_breakout_validity_hours,
"trigger_entry_validity_hours": te_hours,
}
key_monitor_schema_lib.py → lib/key_monitor/key_monitor_schema_lib.py
View File
key_sl_tp_lib.py → lib/key_monitor/key_sl_tp_lib.py
View File
trigger_entry_key_monitor_lib.py → lib/key_monitor/trigger_entry_key_monitor_lib.py
+296 -296
View File
@@ -1,296 +1,296 @@
"""回调/突破触价开仓关键位监控：程序盯价、触达计划入场后市价成交（四所共用逻辑）。"""
from __future__ import annotations
from datetime import datetime
from typing import Any, Callable, Optional
from false_breakout_key_monitor_lib import (
_parse_created_at,
expires_at_text,
is_false_breakout_expired,
)
from strategy_trend_lib import trend_dca_level_reached
# 回调触价（原「触价开仓」）
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE = "回调触价开仓"
LEGACY_TRIGGER_ENTRY_MONITOR_TYPE = "触价开仓"
# 突破触价：标记价穿越 E 后立即市价开仓
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE = "突破触价开仓"
TRIGGER_ENTRY_MONITOR_TYPES = frozenset(
{
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
LEGACY_TRIGGER_ENTRY_MONITOR_TYPE,
}
)
TRIGGER_ENTRY_VALIDITY_HOURS = 24
TRIGGER_ENTRY_CLOSE_FILLED = "trigger_entry_filled"
TRIGGER_ENTRY_CLOSE_TP_INVALIDATE = "trigger_tp_invalidate"
TRIGGER_ENTRY_CLOSE_SL_INVALIDATE = "trigger_sl_invalidate"
TRIGGER_ENTRY_CLOSE_EXPIRED = "trigger_entry_expired"
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED = "trigger_exchange_failed"
KEY_ENTRY_REASON_CALLBACK = "关键位回调触价开仓"
KEY_ENTRY_REASON_BREAKOUT = "关键位突破触价开仓"
KEY_ENTRY_REASON_TRIGGER_LEGACY = "关键位触价开仓"
def normalize_trigger_entry_monitor_type(monitor_type: Optional[str]) -> str:
mt = (monitor_type or "").strip()
if mt == LEGACY_TRIGGER_ENTRY_MONITOR_TYPE:
return CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
return mt
def is_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() in TRIGGER_ENTRY_MONITOR_TYPES
def is_callback_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
mt = normalize_trigger_entry_monitor_type(monitor_type)
return mt == CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
def is_breakout_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE
def key_entry_reason_for_monitor_type(monitor_type: Optional[str]) -> str:
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
return KEY_ENTRY_REASON_BREAKOUT
if is_trigger_entry_key_monitor_type(monitor_type):
return KEY_ENTRY_REASON_CALLBACK
return KEY_ENTRY_REASON_TRIGGER_LEGACY
def trigger_entry_reached(direction: str, mark_price: float, entry: float) -> bool:
"""回调触价：多=价跌至 E；空=价涨至 E。"""
return trend_dca_level_reached(direction, mark_price, entry)
def breakout_trigger_entry_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
entry: float,
) -> bool:
"""突破触价：多=向上穿越 E；空=向下穿越 E。"""
try:
m = float(mark)
e = float(entry)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m > e
return pm <= e and m > e
if pm is None:
return m < e
return pm >= e and m < e
def trigger_should_fire(
monitor_type: Optional[str],
direction: str,
mark: float,
entry: float,
prev_mark: Optional[float] = None,
) -> bool:
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
return breakout_trigger_entry_crossed(direction, prev_mark, mark, entry)
return trigger_entry_reached(direction, mark, entry)
def trigger_entry_invalidate_by_tp(direction: str, mark_price: float, take_profit: float) -> bool:
"""未开仓前标记价先触达止盈侧则失效。"""
try:
m = float(mark_price)
tp = float(take_profit)
except (TypeError, ValueError):
return False
d = (direction or "long").strip().lower()
if d == "short":
return m <= tp
return m >= tp
def trigger_entry_invalidate_by_sl(direction: str, mark_price: float, stop_loss: float) -> bool:
"""突破触价：未到 E 先触达止损侧则失效。"""
try:
m = float(mark_price)
sl = float(stop_loss)
except (TypeError, ValueError):
return False
d = (direction or "long").strip().lower()
if d == "long":
return m <= sl
return m >= sl
def trigger_entry_invalidate(
monitor_type: Optional[str],
direction: str,
mark: float,
stop_loss: float,
take_profit: float,
) -> Optional[str]:
if trigger_entry_invalidate_by_tp(direction, mark, take_profit):
return "tp"
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
if trigger_entry_invalidate_by_sl(direction, mark, stop_loss):
return "sl"
return None
def validate_trigger_entry_geometry(
direction: str,
entry: float,
stop_loss: float,
take_profit: float,
mark_at_add: Optional[float] = None,
*,
monitor_type: Optional[str] = None,
) -> Optional[str]:
"""返回错误文案；合法则 None。"""
try:
e = float(entry)
sl = float(stop_loss)
tp = float(take_profit)
except (TypeError, ValueError):
return "入场价、止损、止盈须为有效数字"
if e <= 0 or sl <= 0 or tp <= 0:
return "入场价、止损、止盈须大于 0"
d = (direction or "long").strip().lower()
mt = normalize_trigger_entry_monitor_type(monitor_type)
label = "突破触价开仓" if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE else "回调触价开仓"
if d == "long":
if not (sl < e < tp):
return "做多：须满足 止损 < 入场价 < 止盈"
if mark_at_add is not None:
m = float(mark_at_add)
if m >= tp:
return f"做多：当前价已不低于止盈，无法添加{label}"
if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE and m >= e:
return "做多：当前价须低于入场价（等待向上突破）"
elif d == "short":
if not (tp < e < sl):
return "做空：须满足 止盈 < 入场价 < 止损"
if mark_at_add is not None:
m = float(mark_at_add)
if m <= tp:
return f"做空：当前价已不高于止盈，无法添加{label}"
if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE and m <= e:
return "做空：当前价须高于入场价（等待向下跌破）"
else:
return "方向须为 long 或 short"
return None
def validate_trigger_entry_rr(
direction: str,
entry: float,
stop_loss: float,
take_profit: float,
min_rr: float,
calc_rr_ratio: Callable[..., Optional[float]],
) -> Optional[str]:
rr = calc_rr_ratio(direction, entry, stop_loss, take_profit)
if rr is None or rr <= float(min_rr):
fmt = f"{rr:.4f}" if rr is not None else "无法计算"
return f"计划盈亏比 {fmt}:1 未达要求（>{float(min_rr)}:1）"
return None
def is_trigger_entry_expired(
created_at: Any,
now: datetime,
*,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> bool:
return is_false_breakout_expired(created_at, now, hours=hours)
def trigger_entry_expires_at_text(
created_at: Any,
*,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> str:
return expires_at_text(created_at, hours=hours)
def count_pending_trigger_entries(conn: Any, trading_day: str) -> int:
td = (trading_day or "").strip()
if not td:
return 0
placeholders = ",".join("?" * len(TRIGGER_ENTRY_MONITOR_TYPES))
row = conn.execute(
f"SELECT COUNT(*) FROM key_monitors WHERE monitor_type IN ({placeholders}) AND session_date=?",
(*TRIGGER_ENTRY_MONITOR_TYPES, td),
).fetchone()
return int(row[0] if row else 0)
def check_trigger_entry_intent_limit(
conn: Any,
trading_day: str,
opens_today: int,
hard_limit: int,
) -> tuple[bool, str]:
"""当日开仓意图：已成交次数 + 待触发触价条数。"""
if int(hard_limit) <= 0:
return True, ""
pending = count_pending_trigger_entries(conn, trading_day)
total = int(opens_today) + pending
if total >= int(hard_limit):
return (
False,
f"本交易日开仓意图已达上限（已开 {int(opens_today)} + 待触发 {pending} / 硬上限 {int(hard_limit)}）",
)
return True, ""
def trigger_entry_gate_preview(
*,
monitor_type: Optional[str] = None,
entry_display: str,
take_profit_display: str,
created_at: Any = None,
now: Optional[datetime] = None,
expired: bool = False,
tp_invalidated: bool = False,
sl_invalidated: bool = False,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> dict[str, Any]:
now_dt = now or datetime.now()
is_exp = expired or is_trigger_entry_expired(created_at, now_dt, hours=hours)
exp_txt = trigger_entry_expires_at_text(created_at, hours=hours)
mt = normalize_trigger_entry_monitor_type(monitor_type)
if tp_invalidated:
status = "止盈侧失效"
elif sl_invalidated:
status = "止损侧失效"
elif is_exp:
status = "已过期"
elif mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE:
status = "突破待触发"
else:
status = "回调待触发"
mode = "突破" if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE else "回调"
metrics_parts: list[str] = [f"TP:{take_profit_display}"]
if exp_txt != "—":
metrics_parts.append(f"截至:{exp_txt}")
return {
"summary": f"{mode}触价 E={entry_display} {status}",
"metrics": " ".join(metrics_parts),
"gate_ok": not is_exp and not tp_invalidated and not sl_invalidated,
}
# 兼容旧 import
TRIGGER_ENTRY_MONITOR_TYPE = CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
KEY_ENTRY_REASON_TRIGGER = KEY_ENTRY_REASON_CALLBACK
"""回调/突破触价开仓关键位监控：程序盯价、触达计划入场后市价成交（四所共用逻辑）。"""
from __future__ import annotations
from datetime import datetime
from typing import Any, Callable, Optional
from lib.key_monitor.false_breakout_key_monitor_lib import (
_parse_created_at,
expires_at_text,
is_false_breakout_expired,
)
from lib.strategy.strategy_trend_lib import trend_dca_level_reached
# 回调触价（原「触价开仓」）
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE = "回调触价开仓"
LEGACY_TRIGGER_ENTRY_MONITOR_TYPE = "触价开仓"
# 突破触价：标记价穿越 E 后立即市价开仓
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE = "突破触价开仓"
TRIGGER_ENTRY_MONITOR_TYPES = frozenset(
{
CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE,
BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE,
LEGACY_TRIGGER_ENTRY_MONITOR_TYPE,
}
)
TRIGGER_ENTRY_VALIDITY_HOURS = 24
TRIGGER_ENTRY_CLOSE_FILLED = "trigger_entry_filled"
TRIGGER_ENTRY_CLOSE_TP_INVALIDATE = "trigger_tp_invalidate"
TRIGGER_ENTRY_CLOSE_SL_INVALIDATE = "trigger_sl_invalidate"
TRIGGER_ENTRY_CLOSE_EXPIRED = "trigger_entry_expired"
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED = "trigger_exchange_failed"
KEY_ENTRY_REASON_CALLBACK = "关键位回调触价开仓"
KEY_ENTRY_REASON_BREAKOUT = "关键位突破触价开仓"
KEY_ENTRY_REASON_TRIGGER_LEGACY = "关键位触价开仓"
def normalize_trigger_entry_monitor_type(monitor_type: Optional[str]) -> str:
mt = (monitor_type or "").strip()
if mt == LEGACY_TRIGGER_ENTRY_MONITOR_TYPE:
return CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
return mt
def is_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() in TRIGGER_ENTRY_MONITOR_TYPES
def is_callback_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
mt = normalize_trigger_entry_monitor_type(monitor_type)
return mt == CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
def is_breakout_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
return (monitor_type or "").strip() == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE
def key_entry_reason_for_monitor_type(monitor_type: Optional[str]) -> str:
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
return KEY_ENTRY_REASON_BREAKOUT
if is_trigger_entry_key_monitor_type(monitor_type):
return KEY_ENTRY_REASON_CALLBACK
return KEY_ENTRY_REASON_TRIGGER_LEGACY
def trigger_entry_reached(direction: str, mark_price: float, entry: float) -> bool:
"""回调触价：多=价跌至 E；空=价涨至 E。"""
return trend_dca_level_reached(direction, mark_price, entry)
def breakout_trigger_entry_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
entry: float,
) -> bool:
"""突破触价：多=向上穿越 E；空=向下穿越 E。"""
try:
m = float(mark)
e = float(entry)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m > e
return pm <= e and m > e
if pm is None:
return m < e
return pm >= e and m < e
def trigger_should_fire(
monitor_type: Optional[str],
direction: str,
mark: float,
entry: float,
prev_mark: Optional[float] = None,
) -> bool:
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
return breakout_trigger_entry_crossed(direction, prev_mark, mark, entry)
return trigger_entry_reached(direction, mark, entry)
def trigger_entry_invalidate_by_tp(direction: str, mark_price: float, take_profit: float) -> bool:
"""未开仓前标记价先触达止盈侧则失效。"""
try:
m = float(mark_price)
tp = float(take_profit)
except (TypeError, ValueError):
return False
d = (direction or "long").strip().lower()
if d == "short":
return m <= tp
return m >= tp
def trigger_entry_invalidate_by_sl(direction: str, mark_price: float, stop_loss: float) -> bool:
"""突破触价：未到 E 先触达止损侧则失效。"""
try:
m = float(mark_price)
sl = float(stop_loss)
except (TypeError, ValueError):
return False
d = (direction or "long").strip().lower()
if d == "long":
return m <= sl
return m >= sl
def trigger_entry_invalidate(
monitor_type: Optional[str],
direction: str,
mark: float,
stop_loss: float,
take_profit: float,
) -> Optional[str]:
if trigger_entry_invalidate_by_tp(direction, mark, take_profit):
return "tp"
if is_breakout_trigger_entry_key_monitor_type(monitor_type):
if trigger_entry_invalidate_by_sl(direction, mark, stop_loss):
return "sl"
return None
def validate_trigger_entry_geometry(
direction: str,
entry: float,
stop_loss: float,
take_profit: float,
mark_at_add: Optional[float] = None,
*,
monitor_type: Optional[str] = None,
) -> Optional[str]:
"""返回错误文案；合法则 None。"""
try:
e = float(entry)
sl = float(stop_loss)
tp = float(take_profit)
except (TypeError, ValueError):
return "入场价、止损、止盈须为有效数字"
if e <= 0 or sl <= 0 or tp <= 0:
return "入场价、止损、止盈须大于 0"
d = (direction or "long").strip().lower()
mt = normalize_trigger_entry_monitor_type(monitor_type)
label = "突破触价开仓" if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE else "回调触价开仓"
if d == "long":
if not (sl < e < tp):
return "做多：须满足 止损 < 入场价 < 止盈"
if mark_at_add is not None:
m = float(mark_at_add)
if m >= tp:
return f"做多：当前价已不低于止盈，无法添加{label}"
if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE and m >= e:
return "做多：当前价须低于入场价（等待向上突破）"
elif d == "short":
if not (tp < e < sl):
return "做空：须满足 止盈 < 入场价 < 止损"
if mark_at_add is not None:
m = float(mark_at_add)
if m <= tp:
return f"做空：当前价已不高于止盈，无法添加{label}"
if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE and m <= e:
return "做空：当前价须高于入场价（等待向下跌破）"
else:
return "方向须为 long 或 short"
return None
def validate_trigger_entry_rr(
direction: str,
entry: float,
stop_loss: float,
take_profit: float,
min_rr: float,
calc_rr_ratio: Callable[..., Optional[float]],
) -> Optional[str]:
rr = calc_rr_ratio(direction, entry, stop_loss, take_profit)
if rr is None or rr <= float(min_rr):
fmt = f"{rr:.4f}" if rr is not None else "无法计算"
return f"计划盈亏比 {fmt}:1 未达要求（>{float(min_rr)}:1）"
return None
def is_trigger_entry_expired(
created_at: Any,
now: datetime,
*,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> bool:
return is_false_breakout_expired(created_at, now, hours=hours)
def trigger_entry_expires_at_text(
created_at: Any,
*,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> str:
return expires_at_text(created_at, hours=hours)
def count_pending_trigger_entries(conn: Any, trading_day: str) -> int:
td = (trading_day or "").strip()
if not td:
return 0
placeholders = ",".join("?" * len(TRIGGER_ENTRY_MONITOR_TYPES))
row = conn.execute(
f"SELECT COUNT(*) FROM key_monitors WHERE monitor_type IN ({placeholders}) AND session_date=?",
(*TRIGGER_ENTRY_MONITOR_TYPES, td),
).fetchone()
return int(row[0] if row else 0)
def check_trigger_entry_intent_limit(
conn: Any,
trading_day: str,
opens_today: int,
hard_limit: int,
) -> tuple[bool, str]:
"""当日开仓意图：已成交次数 + 待触发触价条数。"""
if int(hard_limit) <= 0:
return True, ""
pending = count_pending_trigger_entries(conn, trading_day)
total = int(opens_today) + pending
if total >= int(hard_limit):
return (
False,
f"本交易日开仓意图已达上限（已开 {int(opens_today)} + 待触发 {pending} / 硬上限 {int(hard_limit)}）",
)
return True, ""
def trigger_entry_gate_preview(
*,
monitor_type: Optional[str] = None,
entry_display: str,
take_profit_display: str,
created_at: Any = None,
now: Optional[datetime] = None,
expired: bool = False,
tp_invalidated: bool = False,
sl_invalidated: bool = False,
hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
) -> dict[str, Any]:
now_dt = now or datetime.now()
is_exp = expired or is_trigger_entry_expired(created_at, now_dt, hours=hours)
exp_txt = trigger_entry_expires_at_text(created_at, hours=hours)
mt = normalize_trigger_entry_monitor_type(monitor_type)
if tp_invalidated:
status = "止盈侧失效"
elif sl_invalidated:
status = "止损侧失效"
elif is_exp:
status = "已过期"
elif mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE:
status = "突破待触发"
else:
status = "回调待触发"
mode = "突破" if mt == BREAKOUT_TRIGGER_ENTRY_MONITOR_TYPE else "回调"
metrics_parts: list[str] = [f"TP:{take_profit_display}"]
if exp_txt != "—":
metrics_parts.append(f"截至:{exp_txt}")
return {
"summary": f"{mode}触价 E={entry_display} {status}",
"metrics": " ".join(metrics_parts),
"gate_ok": not is_exp and not tp_invalidated and not sl_invalidated,
}
# 兼容旧 import
TRIGGER_ENTRY_MONITOR_TYPE = CALLBACK_TRIGGER_ENTRY_MONITOR_TYPE
KEY_ENTRY_REASON_TRIGGER = KEY_ENTRY_REASON_CALLBACK
lib/paths.py
+22
View File
@@ -0,0 +1,22 @@
"""Repository path helpers for lib/ assets."""
from __future__ import annotations
from pathlib import Path
LIB_DIR = Path(__file__).resolve().parent
REPO_ROOT = LIB_DIR.parent
def strategy_templates_dir(repo_root: str | Path | None = None) -> str:
root = Path(repo_root) if repo_root is not None else REPO_ROOT
return str(root / "lib" / "strategy" / "templates")
def embed_templates_dir(repo_root: str | Path | None = None) -> str:
root = Path(repo_root) if repo_root is not None else REPO_ROOT
return str(root / "lib" / "instance" / "templates")
def common_static_dir(repo_root: str | Path | None = None) -> str:
root = Path(repo_root) if repo_root is not None else REPO_ROOT
return str(root / "lib" / "common" / "static")
lib/strategy/__init__.py
+1
View File
@@ -0,0 +1 @@
"""Shared library package."""
strategy_config.py → lib/strategy/strategy_config.py
View File
strategy_db.py → lib/strategy/strategy_db.py
+164 -164
View File
@@ -1,164 +1,164 @@
"""策略交易相关表结构（各所 crypto.db 共用 schema）。"""
ROLL_GROUPS_SQL = """
CREATE TABLE IF NOT EXISTS roll_groups (
id INTEGER PRIMARY KEY AUTOINCREMENT,
order_monitor_id INTEGER,
symbol TEXT NOT NULL,
exchange_symbol TEXT,
direction TEXT NOT NULL,
initial_take_profit REAL,
initial_stop_loss REAL,
current_stop_loss REAL,
risk_percent REAL DEFAULT 2,
leg_count INTEGER DEFAULT 0,
status TEXT DEFAULT 'active',
created_at TEXT,
updated_at TEXT
)
"""
ROLL_LEGS_SQL = """
CREATE TABLE IF NOT EXISTS roll_legs (
id INTEGER PRIMARY KEY AUTOINCREMENT,
roll_group_id INTEGER NOT NULL,
leg_index INTEGER NOT NULL,
add_mode TEXT NOT NULL,
fib_upper REAL,
fib_lower REAL,
limit_price REAL,
fill_price REAL,
amount REAL,
new_stop_loss REAL,
exchange_order_id TEXT,
status TEXT DEFAULT 'filled',
created_at TEXT,
FOREIGN KEY (roll_group_id) REFERENCES roll_groups(id)
)
"""
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:
from strategy_snapshot_lib import init_strategy_snapshot_table
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)
init_strategy_snapshot_table(conn)
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",
"ALTER TABLE order_monitors ADD COLUMN trend_plan_id INTEGER",
"ALTER TABLE order_monitors ADD COLUMN monitor_type TEXT",
"ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT",
"ALTER TABLE trend_pullback_plans ADD COLUMN leg_fill_prices_json TEXT",
"ALTER TABLE roll_legs ADD COLUMN stop_offset_pct REAL",
"ALTER TABLE roll_legs ADD COLUMN breakthrough_price REAL",
"ALTER TABLE roll_legs ADD COLUMN last_mark_price REAL",
):
try:
conn.execute(ddl)
except Exception:
pass
"""策略交易相关表结构（各所 crypto.db 共用 schema）。"""
ROLL_GROUPS_SQL = """
CREATE TABLE IF NOT EXISTS roll_groups (
id INTEGER PRIMARY KEY AUTOINCREMENT,
order_monitor_id INTEGER,
symbol TEXT NOT NULL,
exchange_symbol TEXT,
direction TEXT NOT NULL,
initial_take_profit REAL,
initial_stop_loss REAL,
current_stop_loss REAL,
risk_percent REAL DEFAULT 2,
leg_count INTEGER DEFAULT 0,
status TEXT DEFAULT 'active',
created_at TEXT,
updated_at TEXT
)
"""
ROLL_LEGS_SQL = """
CREATE TABLE IF NOT EXISTS roll_legs (
id INTEGER PRIMARY KEY AUTOINCREMENT,
roll_group_id INTEGER NOT NULL,
leg_index INTEGER NOT NULL,
add_mode TEXT NOT NULL,
fib_upper REAL,
fib_lower REAL,
limit_price REAL,
fill_price REAL,
amount REAL,
new_stop_loss REAL,
exchange_order_id TEXT,
status TEXT DEFAULT 'filled',
created_at TEXT,
FOREIGN KEY (roll_group_id) REFERENCES roll_groups(id)
)
"""
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:
from lib.strategy.strategy_snapshot_lib import init_strategy_snapshot_table
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)
init_strategy_snapshot_table(conn)
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",
"ALTER TABLE order_monitors ADD COLUMN trend_plan_id INTEGER",
"ALTER TABLE order_monitors ADD COLUMN monitor_type TEXT",
"ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT",
"ALTER TABLE trend_pullback_plans ADD COLUMN leg_fill_prices_json TEXT",
"ALTER TABLE roll_legs ADD COLUMN stop_offset_pct REAL",
"ALTER TABLE roll_legs ADD COLUMN breakthrough_price REAL",
"ALTER TABLE roll_legs ADD COLUMN last_mark_price REAL",
):
try:
conn.execute(ddl)
except Exception:
pass
strategy_exchange_base.py → lib/strategy/strategy_exchange_base.py
View File
strategy_exchange_binance.py → lib/strategy/strategy_exchange_binance.py
+4 -4
View File
@@ -1,4 +1,4 @@
"""Binance USDT-M 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
from strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
"""Binance USDT-M 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
from lib.strategy.strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
strategy_exchange_gate.py → lib/strategy/strategy_exchange_gate.py
+9 -9
View File
@@ -1,9 +1,9 @@
"""
Gate.io USDT 永续 — 策略交易交易所侧能力。
实现方式：各 Gate 实例 app 通过 strategy_config.build_strategy_config(app_module) 注入
ccxt 下单、精度、换 TP/SL；本文件为文档与类型锚点，避免在四个 app 重复实现滚仓公式。
"""
from strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
"""
Gate.io USDT 永续 — 策略交易交易所侧能力。
实现方式：各 Gate 实例 app 通过 strategy_config.build_strategy_config(app_module) 注入
ccxt 下单、精度、换 TP/SL；本文件为文档与类型锚点，避免在四个 app 重复实现滚仓公式。
"""
from lib.strategy.strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
strategy_exchange_okx.py → lib/strategy/strategy_exchange_okx.py
+4 -4
View File
@@ -1,4 +1,4 @@
"""OKX 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
from strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
"""OKX 永续 — 策略交易交易所适配（见 strategy_config.build_strategy_config）。"""
from lib.strategy.strategy_exchange_base import StrategyExchangeAdapter
__all__ = ["StrategyExchangeAdapter"]
strategy_records_register.py → lib/strategy/strategy_records_register.py
+72 -72
View File
@@ -1,72 +1,72 @@
"""策略交易记录页：已结束趋势 / 顺势加仓快照（四所统一）。"""
from __future__ import annotations
import json
from typing import Any
from flask import flash, redirect, url_for
from strategy_snapshot_lib import (
STRATEGY_SNAPSHOTS_MAX_ROWS,
dedupe_strategy_snapshots,
list_strategy_snapshots_split,
)
def load_strategy_records_page(
conn, *, limit: int = STRATEGY_SNAPSHOTS_MAX_ROWS
) -> dict[str, Any]:
try:
if dedupe_strategy_snapshots(conn):
conn.commit()
except Exception:
pass
trend, roll, symbols = list_strategy_snapshots_split(conn, limit=limit)
return {
"strategy_trend_records": trend,
"strategy_roll_records": roll,
"strategy_record_symbols": symbols,
"strategy_records_limit": limit,
"strategy_snapshots": trend + roll,
}
def register_strategy_records(app, cfg: dict[str, Any]) -> None:
login_required = cfg["login_required"]
get_db = cfg["get_db"]
def _lr(f):
return login_required(f)
@_lr
@app.route("/strategy/records")
def strategy_records_page():
m = cfg.get("app_module")
fn = getattr(m, "render_main_page", None)
if not callable(fn):
flash("render_main_page 未配置")
return redirect(url_for("strategy_trading_page"))
return fn("strategy_records")
@_lr
@app.route("/strategy/records/<int:snap_id>")
def strategy_records_detail(snap_id: int):
conn = get_db()
row = conn.execute(
"SELECT * FROM strategy_trade_snapshots WHERE id=?",
(int(snap_id),),
).fetchone()
conn.close()
if not row:
flash("未找到该策略快照")
return redirect(url_for("strategy_records_page"))
try:
snap = json.loads(row["snapshot_json"] or "{}")
except Exception:
snap = {}
dca = snap.get("dca_levels") or []
flash(
f"快照 #{snap_id} {row['strategy_type']} {row['symbol']} "
f"{row['result_label']} · 补仓档 {len(dca)} 项（详情见列表页）"
)
return redirect(url_for("strategy_records_page"))
"""策略交易记录页：已结束趋势 / 顺势加仓快照（四所统一）。"""
from __future__ import annotations
import json
from typing import Any
from flask import flash, redirect, url_for
from lib.strategy.strategy_snapshot_lib import (
STRATEGY_SNAPSHOTS_MAX_ROWS,
dedupe_strategy_snapshots,
list_strategy_snapshots_split,
)
def load_strategy_records_page(
conn, *, limit: int = STRATEGY_SNAPSHOTS_MAX_ROWS
) -> dict[str, Any]:
try:
if dedupe_strategy_snapshots(conn):
conn.commit()
except Exception:
pass
trend, roll, symbols = list_strategy_snapshots_split(conn, limit=limit)
return {
"strategy_trend_records": trend,
"strategy_roll_records": roll,
"strategy_record_symbols": symbols,
"strategy_records_limit": limit,
"strategy_snapshots": trend + roll,
}
def register_strategy_records(app, cfg: dict[str, Any]) -> None:
login_required = cfg["login_required"]
get_db = cfg["get_db"]
def _lr(f):
return login_required(f)
@_lr
@app.route("/strategy/records")
def strategy_records_page():
m = cfg.get("app_module")
fn = getattr(m, "render_main_page", None)
if not callable(fn):
flash("render_main_page 未配置")
return redirect(url_for("strategy_trading_page"))
return fn("strategy_records")
@_lr
@app.route("/strategy/records/<int:snap_id>")
def strategy_records_detail(snap_id: int):
conn = get_db()
row = conn.execute(
"SELECT * FROM strategy_trade_snapshots WHERE id=?",
(int(snap_id),),
).fetchone()
conn.close()
if not row:
flash("未找到该策略快照")
return redirect(url_for("strategy_records_page"))
try:
snap = json.loads(row["snapshot_json"] or "{}")
except Exception:
snap = {}
dca = snap.get("dca_levels") or []
flash(
f"快照 #{snap_id} {row['strategy_type']} {row['symbol']} "
f"{row['result_label']} · 补仓档 {len(dca)} 项（详情见列表页）"
)
return redirect(url_for("strategy_records_page"))
strategy_register.py → lib/strategy/strategy_register.py
+621 -619
View File
File diff suppressed because it is too large Load Diff
strategy_roll_lib.py → lib/strategy/strategy_roll_lib.py
+385 -385
View File
@@ -1,385 +1,385 @@
"""顺势加仓（滚仓）：纯计算。人工触发；止盈锁定首仓；程序监控触价市价成交。"""
from __future__ import annotations
from typing import Any, Optional, Tuple
from fib_key_monitor_lib import calc_fib_plan, fib_invalidate_by_mark
ROLL_MAX_LEGS_LONG = 3
ROLL_MAX_LEGS_SHORT = 3
MARKET_MODE = "market"
FIB_MODES = frozenset({"fib_618", "fib_786"})
BREAKOUT_MODE = "breakout"
MODE_LABELS = {
MARKET_MODE: "市价加仓",
"fib_618": "斐波0.618",
"fib_786": "斐波0.786",
BREAKOUT_MODE: "突破加仓",
}
def fib_ratio_from_mode(mode: str) -> Optional[float]:
m = (mode or "").strip().lower()
if m in ("fib_618", "618", "0.618"):
return 0.618
if m in ("fib_786", "786", "0.786"):
return 0.786
return None
def mode_label(mode: str) -> str:
m = (mode or MARKET_MODE).strip().lower()
return MODE_LABELS.get(m, m)
def fib_limit_entry(direction: str, upper: float, lower: float, mode: str) -> Tuple[Optional[float], Optional[str]]:
"""H/L 仅用于计算限价加仓价；多：下沿=止损侧；空：上沿=止损侧。"""
ratio = fib_ratio_from_mode(mode)
if ratio is None:
return None, "斐波档位无效"
h, l = float(upper), float(lower)
if h <= l:
return None, "上沿须大于下沿"
direction = (direction or "long").strip().lower()
if direction == "short":
plan = calc_fib_plan("short", h, l, ratio)
else:
plan = calc_fib_plan("long", h, l, ratio)
if not plan:
return None, "无法计算斐波限价"
entry, _sl, _tp = plan
return float(entry), None
def max_roll_legs(direction: str) -> int:
return ROLL_MAX_LEGS_LONG if (direction or "long").strip().lower() == "long" else ROLL_MAX_LEGS_SHORT
def avg_entry_after_add(
qty_existing: float,
entry_existing: float,
add_qty: float,
add_price: float,
) -> float:
q1 = float(qty_existing)
e1 = float(entry_existing)
q2 = float(add_qty)
e2 = float(add_price)
total = q1 + q2
if total <= 0:
return 0.0
return (q1 * e1 + q2 * e2) / total
def calc_risk_budget_usdt(capital_base_usdt: float, risk_percent: float) -> float:
return float(capital_base_usdt) * (float(risk_percent) / 100.0)
def solve_add_amount_for_total_risk(
direction: str,
qty_existing: float,
entry_existing: float,
add_price: float,
new_stop: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""
合并持仓打到 new_stop 时总亏损 ≈ risk_budget（方案 C）。
long: (avg - SL) * (Q1+Q2) * cs = B => Q2 = (B/cs - Q1*(E1-SL)) / (E2-SL)
short: (SL - avg) * (Q1+Q2) * cs = B => Q2 = (B/cs - Q1*(SL-E1)) / (SL-E2)
"""
try:
q1 = float(qty_existing)
e1 = float(entry_existing)
e2 = float(add_price)
sl = float(new_stop)
b = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0 or cs <= 0:
return None, "持仓或风险预算无效"
direction = (direction or "long").strip().lower()
if direction == "short":
denom = sl - e2
numer = b / cs - q1 * (sl - e1)
if denom <= 0:
return None, "做空：新止损须高于加仓价"
else:
denom = e2 - sl
numer = b / cs - q1 * (e1 - sl)
if denom <= 0:
return None, "做多：新止损须低于加仓价"
q2 = numer / denom
if q2 <= 0:
return None, "按当前新止损与风险预算，无需加仓或无法再加（已满足风险上限）"
return q2, None
def loss_at_stop_usdt(
direction: str,
avg: float,
qty: float,
stop: float,
contract_size: float = 1.0,
) -> float:
cs = float(contract_size or 1.0)
direction = (direction or "long").strip().lower()
if direction == "short":
return (float(stop) - float(avg)) * float(qty) * cs
return (float(avg) - float(stop)) * float(qty) * cs
def reward_at_tp_usdt(
direction: str,
avg: float,
take_profit: float,
qty: float,
contract_size: float = 1.0,
) -> float:
cs = float(contract_size or 1.0)
direction = (direction or "long").strip().lower()
if direction == "short":
return (float(avg) - float(take_profit)) * float(qty) * cs
return (float(take_profit) - float(avg)) * float(qty) * cs
def roll_fib_trigger_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
limit_price: float,
) -> bool:
"""斐波：多=向下穿越限价；空=向上穿越限价。"""
try:
m = float(mark)
lv = float(limit_price)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m <= lv
return pm > lv and m <= lv
if pm is None:
return m >= lv
return pm < lv and m >= lv
def roll_breakout_trigger_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
breakthrough_price: float,
) -> bool:
"""突破：多=向上穿越突破价；空=向下穿越突破价。"""
try:
m = float(mark)
bp = float(breakthrough_price)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m > bp
return pm <= bp and m > bp
if pm is None:
return m < bp
return pm >= bp and m < bp
def roll_fib_invalidate(direction: str, mark: float, upper: float, lower: float) -> bool:
"""斐波 pending 失效：止盈侧突破（多 mark>=H；空 mark<=L）。"""
return fib_invalidate_by_mark(direction, mark, upper, lower)
def roll_breakout_invalidate(direction: str, mark: float, stop_loss: float) -> bool:
"""突破 pending 失效：未到突破价先触达止损侧（多 mark<=S；空 mark>=S）。"""
try:
m = float(mark)
sl = float(stop_loss)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
return m <= sl
return m >= sl
def validate_roll_geometry(
direction: str,
add_mode: str,
*,
new_stop_loss: float,
add_price: Optional[float] = None,
fib_upper: Optional[float] = None,
fib_lower: Optional[float] = None,
breakthrough_price: Optional[float] = None,
entry_existing: float = 0.0,
initial_take_profit: float = 0.0,
mark_price: Optional[float] = None,
) -> Optional[str]:
direction = (direction or "long").strip().lower()
mode = (add_mode or MARKET_MODE).strip().lower()
try:
sl = float(new_stop_loss)
tp = float(initial_take_profit)
e1 = float(entry_existing or 0)
except (TypeError, ValueError):
return "止损/止盈格式错误"
if sl <= 0 or tp <= 0:
return "止损与首仓止盈须大于0"
if direction == "long":
if e1 > 0 and tp <= e1:
return "做多：首仓止盈须高于当前持仓均价"
else:
if e1 > 0 and tp >= e1:
return "做空：首仓止盈须低于当前持仓均价"
if mode == MARKET_MODE:
if add_price is None or float(add_price) <= 0:
return "市价加仓需要有效参考价"
entry_add = float(add_price)
elif mode in FIB_MODES:
if fib_upper is None or fib_lower is None:
return "斐波须填写上沿 H 与下沿 L"
entry_add, err = fib_limit_entry(direction, float(fib_upper), float(fib_lower), mode)
if err:
return err
if entry_add is None or entry_add <= 0:
return "无法计算斐波限价"
elif mode == BREAKOUT_MODE:
if breakthrough_price is None:
return "突破加仓须填写突破价"
try:
bp = float(breakthrough_price)
except (TypeError, ValueError):
return "突破价格式错误"
if bp <= 0:
return "突破价须大于0"
entry_add = bp
if direction == "long":
if sl >= bp:
return "做多：止损须低于突破价"
if mark_price is not None and float(mark_price) >= bp:
return "做多：当前价须低于突破价（等待向上突破）"
else:
if sl <= bp:
return "做空：止损须高于突破价"
if mark_price is not None and float(mark_price) <= bp:
return "做空：当前价须高于突破价（等待向下跌破）"
else:
return "加仓方式无效"
if mode != BREAKOUT_MODE:
entry_add = float(entry_add) # type: ignore[arg-type]
if direction == "long":
if sl >= entry_add:
return "做多：新止损须低于加仓价"
else:
if sl <= entry_add:
return "做空：新止损须高于加仓价"
return None
def preview_roll(
*,
direction: str,
symbol: str,
qty_existing: float,
entry_existing: float,
initial_take_profit: float,
add_mode: str,
new_stop_loss: Optional[float] = None,
risk_percent: float,
capital_base_usdt: float,
add_price: Optional[float] = None,
fib_upper: Optional[float] = None,
fib_lower: Optional[float] = None,
breakthrough_price: Optional[float] = None,
legs_done: int = 0,
contract_size: float = 1.0,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
direction = (direction or "long").strip().lower()
if legs_done >= max_roll_legs(direction):
return None, f"{'做多' if direction == 'long' else '做空'}滚仓已达 {max_roll_legs(direction)} 次上限"
mode = (add_mode or MARKET_MODE).strip().lower()
if new_stop_loss is None:
return None, "请填写新止损价"
try:
sl = float(new_stop_loss)
except (TypeError, ValueError):
return None, "止损价格式错误"
if sl <= 0:
return None, "止损须大于0"
geom_err = validate_roll_geometry(
direction,
mode,
new_stop_loss=sl,
add_price=add_price,
fib_upper=fib_upper,
fib_lower=fib_lower,
breakthrough_price=breakthrough_price,
entry_existing=entry_existing,
initial_take_profit=initial_take_profit,
mark_price=add_price if mode == BREAKOUT_MODE else add_price,
)
if geom_err:
return None, geom_err
if mode == MARKET_MODE:
entry_add = float(add_price) # validated
elif mode in FIB_MODES:
entry_add, _ = fib_limit_entry(direction, float(fib_upper), float(fib_lower), mode)
entry_add = float(entry_add or 0)
else:
entry_add = float(breakthrough_price or 0)
risk_budget = calc_risk_budget_usdt(capital_base_usdt, risk_percent)
q2_raw, err = solve_add_amount_for_total_risk(
direction,
qty_existing,
entry_existing,
entry_add,
sl,
risk_budget,
contract_size,
)
if err:
return None, err
q2 = float(q2_raw)
new_qty = qty_existing + q2
new_avg = avg_entry_after_add(qty_existing, entry_existing, q2, entry_add)
cs = float(contract_size or 1.0)
loss_sl = loss_at_stop_usdt(direction, new_avg, new_qty, sl, cs)
reward_tp = reward_at_tp_usdt(direction, new_avg, initial_take_profit, new_qty, cs)
return {
"symbol": symbol,
"direction": direction,
"add_mode": mode,
"add_mode_label": mode_label(mode),
"add_price": round(entry_add, 10),
"new_stop_loss": round(sl, 10),
"breakthrough_price": float(breakthrough_price) if breakthrough_price not in (None, "") else None,
"initial_take_profit": float(initial_take_profit),
"risk_percent": float(risk_percent),
"risk_budget_usdt": round(risk_budget, 4),
"add_amount_raw": q2,
"qty_existing": float(qty_existing),
"entry_existing": float(entry_existing),
"qty_after": new_qty,
"avg_entry_after": round(new_avg, 10),
"loss_at_sl_usdt": round(loss_sl, 4),
"reward_at_tp_usdt": round(reward_tp, 4),
"legs_done": int(legs_done),
"leg_index_next": int(legs_done) + 1,
"fib_upper": fib_upper,
"fib_lower": fib_lower,
"contract_size": cs,
}, None
"""顺势加仓（滚仓）：纯计算。人工触发；止盈锁定首仓；程序监控触价市价成交。"""
from __future__ import annotations
from typing import Any, Optional, Tuple
from lib.key_monitor.fib_key_monitor_lib import calc_fib_plan, fib_invalidate_by_mark
ROLL_MAX_LEGS_LONG = 3
ROLL_MAX_LEGS_SHORT = 3
MARKET_MODE = "market"
FIB_MODES = frozenset({"fib_618", "fib_786"})
BREAKOUT_MODE = "breakout"
MODE_LABELS = {
MARKET_MODE: "市价加仓",
"fib_618": "斐波0.618",
"fib_786": "斐波0.786",
BREAKOUT_MODE: "突破加仓",
}
def fib_ratio_from_mode(mode: str) -> Optional[float]:
m = (mode or "").strip().lower()
if m in ("fib_618", "618", "0.618"):
return 0.618
if m in ("fib_786", "786", "0.786"):
return 0.786
return None
def mode_label(mode: str) -> str:
m = (mode or MARKET_MODE).strip().lower()
return MODE_LABELS.get(m, m)
def fib_limit_entry(direction: str, upper: float, lower: float, mode: str) -> Tuple[Optional[float], Optional[str]]:
"""H/L 仅用于计算限价加仓价；多：下沿=止损侧；空：上沿=止损侧。"""
ratio = fib_ratio_from_mode(mode)
if ratio is None:
return None, "斐波档位无效"
h, l = float(upper), float(lower)
if h <= l:
return None, "上沿须大于下沿"
direction = (direction or "long").strip().lower()
if direction == "short":
plan = calc_fib_plan("short", h, l, ratio)
else:
plan = calc_fib_plan("long", h, l, ratio)
if not plan:
return None, "无法计算斐波限价"
entry, _sl, _tp = plan
return float(entry), None
def max_roll_legs(direction: str) -> int:
return ROLL_MAX_LEGS_LONG if (direction or "long").strip().lower() == "long" else ROLL_MAX_LEGS_SHORT
def avg_entry_after_add(
qty_existing: float,
entry_existing: float,
add_qty: float,
add_price: float,
) -> float:
q1 = float(qty_existing)
e1 = float(entry_existing)
q2 = float(add_qty)
e2 = float(add_price)
total = q1 + q2
if total <= 0:
return 0.0
return (q1 * e1 + q2 * e2) / total
def calc_risk_budget_usdt(capital_base_usdt: float, risk_percent: float) -> float:
return float(capital_base_usdt) * (float(risk_percent) / 100.0)
def solve_add_amount_for_total_risk(
direction: str,
qty_existing: float,
entry_existing: float,
add_price: float,
new_stop: float,
risk_budget_usdt: float,
contract_size: float = 1.0,
) -> Tuple[Optional[float], Optional[str]]:
"""
合并持仓打到 new_stop 时总亏损 ≈ risk_budget（方案 C）。
long: (avg - SL) * (Q1+Q2) * cs = B => Q2 = (B/cs - Q1*(E1-SL)) / (E2-SL)
short: (SL - avg) * (Q1+Q2) * cs = B => Q2 = (B/cs - Q1*(SL-E1)) / (SL-E2)
"""
try:
q1 = float(qty_existing)
e1 = float(entry_existing)
e2 = float(add_price)
sl = float(new_stop)
b = float(risk_budget_usdt)
cs = float(contract_size) if contract_size else 1.0
except (TypeError, ValueError):
return None, "参数格式错误"
if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0 or cs <= 0:
return None, "持仓或风险预算无效"
direction = (direction or "long").strip().lower()
if direction == "short":
denom = sl - e2
numer = b / cs - q1 * (sl - e1)
if denom <= 0:
return None, "做空：新止损须高于加仓价"
else:
denom = e2 - sl
numer = b / cs - q1 * (e1 - sl)
if denom <= 0:
return None, "做多：新止损须低于加仓价"
q2 = numer / denom
if q2 <= 0:
return None, "按当前新止损与风险预算，无需加仓或无法再加（已满足风险上限）"
return q2, None
def loss_at_stop_usdt(
direction: str,
avg: float,
qty: float,
stop: float,
contract_size: float = 1.0,
) -> float:
cs = float(contract_size or 1.0)
direction = (direction or "long").strip().lower()
if direction == "short":
return (float(stop) - float(avg)) * float(qty) * cs
return (float(avg) - float(stop)) * float(qty) * cs
def reward_at_tp_usdt(
direction: str,
avg: float,
take_profit: float,
qty: float,
contract_size: float = 1.0,
) -> float:
cs = float(contract_size or 1.0)
direction = (direction or "long").strip().lower()
if direction == "short":
return (float(avg) - float(take_profit)) * float(qty) * cs
return (float(take_profit) - float(avg)) * float(qty) * cs
def roll_fib_trigger_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
limit_price: float,
) -> bool:
"""斐波：多=向下穿越限价；空=向上穿越限价。"""
try:
m = float(mark)
lv = float(limit_price)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m <= lv
return pm > lv and m <= lv
if pm is None:
return m >= lv
return pm < lv and m >= lv
def roll_breakout_trigger_crossed(
direction: str,
prev_mark: Optional[float],
mark: float,
breakthrough_price: float,
) -> bool:
"""突破：多=向上穿越突破价；空=向下穿越突破价。"""
try:
m = float(mark)
bp = float(breakthrough_price)
pm = float(prev_mark) if prev_mark is not None else None
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
if pm is None:
return m > bp
return pm <= bp and m > bp
if pm is None:
return m < bp
return pm >= bp and m < bp
def roll_fib_invalidate(direction: str, mark: float, upper: float, lower: float) -> bool:
"""斐波 pending 失效：止盈侧突破（多 mark>=H；空 mark<=L）。"""
return fib_invalidate_by_mark(direction, mark, upper, lower)
def roll_breakout_invalidate(direction: str, mark: float, stop_loss: float) -> bool:
"""突破 pending 失效：未到突破价先触达止损侧（多 mark<=S；空 mark>=S）。"""
try:
m = float(mark)
sl = float(stop_loss)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "long":
return m <= sl
return m >= sl
def validate_roll_geometry(
direction: str,
add_mode: str,
*,
new_stop_loss: float,
add_price: Optional[float] = None,
fib_upper: Optional[float] = None,
fib_lower: Optional[float] = None,
breakthrough_price: Optional[float] = None,
entry_existing: float = 0.0,
initial_take_profit: float = 0.0,
mark_price: Optional[float] = None,
) -> Optional[str]:
direction = (direction or "long").strip().lower()
mode = (add_mode or MARKET_MODE).strip().lower()
try:
sl = float(new_stop_loss)
tp = float(initial_take_profit)
e1 = float(entry_existing or 0)
except (TypeError, ValueError):
return "止损/止盈格式错误"
if sl <= 0 or tp <= 0:
return "止损与首仓止盈须大于0"
if direction == "long":
if e1 > 0 and tp <= e1:
return "做多：首仓止盈须高于当前持仓均价"
else:
if e1 > 0 and tp >= e1:
return "做空：首仓止盈须低于当前持仓均价"
if mode == MARKET_MODE:
if add_price is None or float(add_price) <= 0:
return "市价加仓需要有效参考价"
entry_add = float(add_price)
elif mode in FIB_MODES:
if fib_upper is None or fib_lower is None:
return "斐波须填写上沿 H 与下沿 L"
entry_add, err = fib_limit_entry(direction, float(fib_upper), float(fib_lower), mode)
if err:
return err
if entry_add is None or entry_add <= 0:
return "无法计算斐波限价"
elif mode == BREAKOUT_MODE:
if breakthrough_price is None:
return "突破加仓须填写突破价"
try:
bp = float(breakthrough_price)
except (TypeError, ValueError):
return "突破价格式错误"
if bp <= 0:
return "突破价须大于0"
entry_add = bp
if direction == "long":
if sl >= bp:
return "做多：止损须低于突破价"
if mark_price is not None and float(mark_price) >= bp:
return "做多：当前价须低于突破价（等待向上突破）"
else:
if sl <= bp:
return "做空：止损须高于突破价"
if mark_price is not None and float(mark_price) <= bp:
return "做空：当前价须高于突破价（等待向下跌破）"
else:
return "加仓方式无效"
if mode != BREAKOUT_MODE:
entry_add = float(entry_add) # type: ignore[arg-type]
if direction == "long":
if sl >= entry_add:
return "做多：新止损须低于加仓价"
else:
if sl <= entry_add:
return "做空：新止损须高于加仓价"
return None
def preview_roll(
*,
direction: str,
symbol: str,
qty_existing: float,
entry_existing: float,
initial_take_profit: float,
add_mode: str,
new_stop_loss: Optional[float] = None,
risk_percent: float,
capital_base_usdt: float,
add_price: Optional[float] = None,
fib_upper: Optional[float] = None,
fib_lower: Optional[float] = None,
breakthrough_price: Optional[float] = None,
legs_done: int = 0,
contract_size: float = 1.0,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
direction = (direction or "long").strip().lower()
if legs_done >= max_roll_legs(direction):
return None, f"{'做多' if direction == 'long' else '做空'}滚仓已达 {max_roll_legs(direction)} 次上限"
mode = (add_mode or MARKET_MODE).strip().lower()
if new_stop_loss is None:
return None, "请填写新止损价"
try:
sl = float(new_stop_loss)
except (TypeError, ValueError):
return None, "止损价格式错误"
if sl <= 0:
return None, "止损须大于0"
geom_err = validate_roll_geometry(
direction,
mode,
new_stop_loss=sl,
add_price=add_price,
fib_upper=fib_upper,
fib_lower=fib_lower,
breakthrough_price=breakthrough_price,
entry_existing=entry_existing,
initial_take_profit=initial_take_profit,
mark_price=add_price if mode == BREAKOUT_MODE else add_price,
)
if geom_err:
return None, geom_err
if mode == MARKET_MODE:
entry_add = float(add_price) # validated
elif mode in FIB_MODES:
entry_add, _ = fib_limit_entry(direction, float(fib_upper), float(fib_lower), mode)
entry_add = float(entry_add or 0)
else:
entry_add = float(breakthrough_price or 0)
risk_budget = calc_risk_budget_usdt(capital_base_usdt, risk_percent)
q2_raw, err = solve_add_amount_for_total_risk(
direction,
qty_existing,
entry_existing,
entry_add,
sl,
risk_budget,
contract_size,
)
if err:
return None, err
q2 = float(q2_raw)
new_qty = qty_existing + q2
new_avg = avg_entry_after_add(qty_existing, entry_existing, q2, entry_add)
cs = float(contract_size or 1.0)
loss_sl = loss_at_stop_usdt(direction, new_avg, new_qty, sl, cs)
reward_tp = reward_at_tp_usdt(direction, new_avg, initial_take_profit, new_qty, cs)
return {
"symbol": symbol,
"direction": direction,
"add_mode": mode,
"add_mode_label": mode_label(mode),
"add_price": round(entry_add, 10),
"new_stop_loss": round(sl, 10),
"breakthrough_price": float(breakthrough_price) if breakthrough_price not in (None, "") else None,
"initial_take_profit": float(initial_take_profit),
"risk_percent": float(risk_percent),
"risk_budget_usdt": round(risk_budget, 4),
"add_amount_raw": q2,
"qty_existing": float(qty_existing),
"entry_existing": float(entry_existing),
"qty_after": new_qty,
"avg_entry_after": round(new_avg, 10),
"loss_at_sl_usdt": round(loss_sl, 4),
"reward_at_tp_usdt": round(reward_tp, 4),
"legs_done": int(legs_done),
"leg_index_next": int(legs_done) + 1,
"fib_upper": fib_upper,
"fib_lower": fib_lower,
"contract_size": cs,
}, None
strategy_roll_monitor_lib.py → lib/strategy/strategy_roll_monitor_lib.py
+520 -520
View File
File diff suppressed because it is too large Load Diff
strategy_roll_ui_lib.py → lib/strategy/strategy_roll_ui_lib.py
View File
strategy_snapshot_lib.py → lib/strategy/strategy_snapshot_lib.py
+529 -529
View File
File diff suppressed because it is too large Load Diff
strategy_trade_labels.py → lib/strategy/strategy_trade_labels.py
View File
strategy_trend_exchange.py → lib/strategy/strategy_trend_exchange.py
View File
strategy_trend_lib.py → lib/strategy/strategy_trend_lib.py
+695 -695
View File
File diff suppressed because it is too large Load Diff
strategy_trend_register.py → lib/strategy/strategy_trend_register.py
+1914 -1914
View File
File diff suppressed because it is too large Load Diff
strategy_ui.py → lib/strategy/strategy_ui.py
+144 -144
View File
@@ -1,144 +1,144 @@
"""策略交易页：主站 index.html 所需数据（顺势加仓等）。"""
from __future__ import annotations
from typing import Any, Callable, Optional
from strategy_db import init_strategy_tables
from strategy_roll_monitor_lib import roll_leg_status_label
def _row_to_dict(row) -> dict:
if row is None:
return {}
try:
return dict(row)
except Exception:
return {}
def count_active_trend_plans(conn, count_fn: Optional[Callable] = None) -> int:
if callable(count_fn):
return int(count_fn(conn) or 0)
try:
return int(
conn.execute(
"SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
).fetchone()[0]
)
except Exception:
return 0
def fetch_roll_page_data(
conn,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
roll_cfg: dict | None = None,
) -> dict[str, Any]:
init_strategy_tables(conn)
monitors = []
for row in conn.execute(
"SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
).fetchall():
monitors.append(_row_to_dict(row))
roll_groups = []
for row in conn.execute(
"""SELECT g.* FROM roll_groups g
INNER JOIN order_monitors m ON m.id = g.order_monitor_id AND m.status='active'
WHERE g.status='active'
ORDER BY g.id DESC"""
).fetchall():
roll_groups.append(_row_to_dict(row))
active_gids = {int(g["id"]) for g in roll_groups if g.get("id") is not None}
roll_legs = []
for row in conn.execute(
"SELECT * FROM roll_legs ORDER BY id DESC LIMIT 80"
).fetchall():
leg = _row_to_dict(row)
gid = leg.get("roll_group_id")
if gid is not None and int(gid) not in active_gids:
continue
leg["status_label"] = roll_leg_status_label(leg.get("status"))
roll_legs.append(leg)
roll_legs = roll_legs[:50]
out = {
"roll_monitors": monitors,
"roll_groups": roll_groups,
"roll_legs": roll_legs,
"roll_trend_active": count_active_trend_plans(conn, count_active_trends),
"default_risk_percent": default_risk_percent,
}
if roll_cfg:
from strategy_roll_ui_lib import enrich_roll_page_data
enrich_roll_page_data(conn, out, roll_cfg)
return out
DEFAULT_TREND_DISABLED_NOTE = (
"趋势回调（预览、自动补仓、程序止盈）仅在 Gate 趋势机器人实例 "
"（crypto_monitor_gate_bot，常见端口 5002）中启用。"
"币安 / Gate 主站 / OKX 可使用本页「顺势加仓」；完整趋势回调请打开该实例。"
)
def strategy_render_extras(
conn,
page: str,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
trend_disabled_note: str = "",
request_obj=None,
trend_cfg: Optional[dict] = None,
) -> dict[str, Any]:
"""render_main_page 策略相关页变量（含策略交易记录）。"""
if page == "strategy_records":
from strategy_records_register import load_strategy_records_page
return load_strategy_records_page(conn)
return strategy_page_template_vars(
conn,
page,
default_risk_percent=default_risk_percent,
count_active_trends=count_active_trends,
trend_disabled_note=trend_disabled_note,
request_obj=request_obj,
trend_cfg=trend_cfg,
)
def strategy_page_template_vars(
conn,
page: str,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
trend_disabled_note: str = "",
request_obj=None,
trend_cfg: Optional[dict] = None,
) -> dict[str, Any]:
"""render_main_page 在 conn.close() 前合并进 render_template 的变量。"""
if page not in ("strategy", "strategy_trend", "strategy_roll"):
return {}
roll_cfg = None
try:
from flask import current_app
roll_cfg = (current_app.extensions or {}).get("strategy_roll_cfg")
except Exception:
roll_cfg = None
out = fetch_roll_page_data(
conn,
default_risk_percent=default_risk_percent,
count_active_trends=count_active_trends,
roll_cfg=roll_cfg if isinstance(roll_cfg, dict) else None,
)
if trend_cfg and request_obj is not None:
from strategy_trend_register import load_trend_page_context
out.update(load_trend_page_context(conn, request_obj, trend_cfg))
elif page == "strategy_trend":
out["trend_disabled_note"] = trend_disabled_note or DEFAULT_TREND_DISABLED_NOTE
return out
"""策略交易页：主站 index.html 所需数据（顺势加仓等）。"""
from __future__ import annotations
from typing import Any, Callable, Optional
from lib.strategy.strategy_db import init_strategy_tables
from lib.strategy.strategy_roll_monitor_lib import roll_leg_status_label
def _row_to_dict(row) -> dict:
if row is None:
return {}
try:
return dict(row)
except Exception:
return {}
def count_active_trend_plans(conn, count_fn: Optional[Callable] = None) -> int:
if callable(count_fn):
return int(count_fn(conn) or 0)
try:
return int(
conn.execute(
"SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
).fetchone()[0]
)
except Exception:
return 0
def fetch_roll_page_data(
conn,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
roll_cfg: dict | None = None,
) -> dict[str, Any]:
init_strategy_tables(conn)
monitors = []
for row in conn.execute(
"SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
).fetchall():
monitors.append(_row_to_dict(row))
roll_groups = []
for row in conn.execute(
"""SELECT g.* FROM roll_groups g
INNER JOIN order_monitors m ON m.id = g.order_monitor_id AND m.status='active'
WHERE g.status='active'
ORDER BY g.id DESC"""
).fetchall():
roll_groups.append(_row_to_dict(row))
active_gids = {int(g["id"]) for g in roll_groups if g.get("id") is not None}
roll_legs = []
for row in conn.execute(
"SELECT * FROM roll_legs ORDER BY id DESC LIMIT 80"
).fetchall():
leg = _row_to_dict(row)
gid = leg.get("roll_group_id")
if gid is not None and int(gid) not in active_gids:
continue
leg["status_label"] = roll_leg_status_label(leg.get("status"))
roll_legs.append(leg)
roll_legs = roll_legs[:50]
out = {
"roll_monitors": monitors,
"roll_groups": roll_groups,
"roll_legs": roll_legs,
"roll_trend_active": count_active_trend_plans(conn, count_active_trends),
"default_risk_percent": default_risk_percent,
}
if roll_cfg:
from lib.strategy.strategy_roll_ui_lib import enrich_roll_page_data
enrich_roll_page_data(conn, out, roll_cfg)
return out
DEFAULT_TREND_DISABLED_NOTE = (
"趋势回调（预览、自动补仓、程序止盈）仅在 Gate 趋势机器人实例 "
"（crypto_monitor_gate_bot，常见端口 5002）中启用。"
"币安 / Gate 主站 / OKX 可使用本页「顺势加仓」；完整趋势回调请打开该实例。"
)
def strategy_render_extras(
conn,
page: str,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
trend_disabled_note: str = "",
request_obj=None,
trend_cfg: Optional[dict] = None,
) -> dict[str, Any]:
"""render_main_page 策略相关页变量（含策略交易记录）。"""
if page == "strategy_records":
from lib.strategy.strategy_records_register import load_strategy_records_page
return load_strategy_records_page(conn)
return strategy_page_template_vars(
conn,
page,
default_risk_percent=default_risk_percent,
count_active_trends=count_active_trends,
trend_disabled_note=trend_disabled_note,
request_obj=request_obj,
trend_cfg=trend_cfg,
)
def strategy_page_template_vars(
conn,
page: str,
*,
default_risk_percent: float = 2.0,
count_active_trends: Optional[Callable] = None,
trend_disabled_note: str = "",
request_obj=None,
trend_cfg: Optional[dict] = None,
) -> dict[str, Any]:
"""render_main_page 在 conn.close() 前合并进 render_template 的变量。"""
if page not in ("strategy", "strategy_trend", "strategy_roll"):
return {}
roll_cfg = None
try:
from flask import current_app
roll_cfg = (current_app.extensions or {}).get("strategy_roll_cfg")
except Exception:
roll_cfg = None
out = fetch_roll_page_data(
conn,
default_risk_percent=default_risk_percent,
count_active_trends=count_active_trends,
roll_cfg=roll_cfg if isinstance(roll_cfg, dict) else None,
)
if trend_cfg and request_obj is not None:
from lib.strategy.strategy_trend_register import load_trend_page_context
out.update(load_trend_page_context(conn, request_obj, trend_cfg))
elif page == "strategy_trend":
out["trend_disabled_note"] = trend_disabled_note or DEFAULT_TREND_DISABLED_NOTE
return out
strategy_wechat_notify.py → lib/strategy/strategy_wechat_notify.py
+192 -192
View File
@@ -1,192 +1,192 @@
"""策略计划（趋势回调 / 滚仓）开始与结束 — 企业微信推送（四所共用）。"""
from __future__ import annotations
from typing import Any, Optional
from wechat_notify_lib import wechat_direction_label
def _send(cfg: dict[str, Any], content: str) -> None:
fn = cfg.get("send_wechat")
if callable(fn):
try:
fn(content)
return
except Exception:
pass
m = cfg.get("app_module")
if m is not None:
sw = getattr(m, "send_wechat_msg", None)
if callable(sw):
try:
sw(content)
except Exception:
pass
def _account(cfg: dict[str, Any]) -> str:
fn = cfg.get("wechat_account_label")
if callable(fn):
try:
return str(fn()).strip() or _exchange(cfg)
except Exception:
pass
return _exchange(cfg)
def _exchange(cfg: dict[str, Any]) -> str:
return str(cfg.get("exchange_display") or "").strip() or "交易账户"
def _dir_text(cfg: dict[str, Any], direction: str) -> str:
fn = cfg.get("wechat_direction_text")
if callable(fn):
try:
return str(fn(direction))
except Exception:
pass
return wechat_direction_label(direction)
def _fmt_price(cfg: dict[str, Any], symbol: str, price: Any) -> str:
if price is None or price == "":
return "—"
fn = cfg.get("format_price") or cfg.get("price_fmt")
if callable(fn):
try:
return str(fn(symbol, price))
except Exception:
pass
m = cfg.get("app_module")
pf = getattr(m, "format_price_for_symbol", None) if m else None
if callable(pf):
try:
return str(pf(symbol, price))
except Exception:
pass
try:
return str(round(float(price), 8))
except (TypeError, ValueError):
return str(price)
def _fmt_pnl(pnl: Any) -> str:
if pnl is None:
return "—"
try:
v = float(pnl)
return f"{'+' if v > 0 else ''}{round(v, 2)} U"
except (TypeError, ValueError):
return str(pnl)
def notify_trend_plan_started(
cfg: dict[str, Any],
*,
plan_id: int,
symbol: str,
direction: str,
leverage: int,
stop_loss: float,
take_profit: float,
add_upper: float,
risk_percent: float,
dca_legs: int,
first_order_amount: float,
avg_entry: Optional[float] = None,
snapshot_usdt: Optional[float] = None,
) -> None:
sym = symbol or "—"
lines = [
f"# 🚀 {sym} 趋势回调计划已开始",
f"**账户：{_account(cfg)}**",
f"- 计划 ID：**{plan_id}**",
f"- 方向：{_dir_text(cfg, direction)}｜杠杆 **{int(leverage or 1)}x**",
f"- 止损：{_fmt_price(cfg, sym, stop_loss)}｜止盈：{_fmt_price(cfg, sym, take_profit)}",
f"- 补仓区：{_fmt_price(cfg, sym, add_upper)}｜补仓档 **{int(dca_legs or 0)}** 档",
f"- 风险：**{risk_percent}%**｜首仓张数：**{first_order_amount}**",
]
if avg_entry is not None:
lines.append(f"- 首仓成交价：{_fmt_price(cfg, sym, avg_entry)}")
if snapshot_usdt is not None:
try:
lines.append(f"- 启动时合约可用：**{round(float(snapshot_usdt), 2)} U**")
except (TypeError, ValueError):
pass
lines.append("- 说明：交易所已挂止损；止盈由程序监控；结束/保本将另行推送")
_send(cfg, "\n".join(lines))
def notify_trend_plan_ended(
cfg: dict[str, Any],
*,
plan_id: int,
symbol: str,
direction: str,
end_type: str,
result_label: Optional[str] = None,
exit_price: Optional[float] = None,
pnl_amount: Optional[float] = None,
extra: Optional[str] = None,
) -> None:
sym = symbol or "—"
res = (result_label or end_type or "—").strip()
lines = [
f"# 🏁 {sym} 趋势回调计划已结束",
f"**账户：{_account(cfg)}**",
f"- 计划 ID：**{plan_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 结束方式：**{end_type}**",
f"- 结果：**{res}**",
]
if exit_price is not None:
lines.append(f"- 离场参考价：{_fmt_price(cfg, sym, exit_price)}")
if pnl_amount is not None:
lines.append(f"- 本单盈亏：**{_fmt_pnl(pnl_amount)}**")
if extra:
lines.append(f"- {extra}")
_send(cfg, "\n".join(lines))
def notify_roll_group_started(
cfg: dict[str, Any],
*,
group_id: int,
symbol: str,
direction: str,
order_monitor_id: int,
initial_take_profit: Optional[float] = None,
initial_stop_loss: Optional[float] = None,
) -> None:
sym = symbol or "—"
lines = [
f"# 🚀 {sym} 滚仓计划已开始",
f"**账户：{_account(cfg)}**",
f"- 滚仓组 ID：**{group_id}**｜绑定下单监控 **#{order_monitor_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 首仓止盈（锁定）：{_fmt_price(cfg, sym, initial_take_profit)}",
f"- 当前止损：{_fmt_price(cfg, sym, initial_stop_loss)}",
"- 说明：顺势加仓为人工触发；组结束（无持仓/监控结案）将另行推送",
]
_send(cfg, "\n".join(lines))
def notify_roll_group_ended(
cfg: dict[str, Any],
*,
group_id: int,
symbol: str,
direction: str,
reason: str,
leg_count: int = 0,
) -> None:
sym = symbol or "—"
lines = [
f"# 🏁 {sym} 滚仓计划已结束",
f"**账户：{_account(cfg)}**",
f"- 滚仓组 ID：**{group_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 结束原因：**{reason}**",
f"- 已完成滚仓腿数：**{int(leg_count or 0)}**",
]
_send(cfg, "\n".join(lines))
"""策略计划（趋势回调 / 滚仓）开始与结束 — 企业微信推送（四所共用）。"""
from __future__ import annotations
from typing import Any, Optional
from lib.common.wechat_notify_lib import wechat_direction_label
def _send(cfg: dict[str, Any], content: str) -> None:
fn = cfg.get("send_wechat")
if callable(fn):
try:
fn(content)
return
except Exception:
pass
m = cfg.get("app_module")
if m is not None:
sw = getattr(m, "send_wechat_msg", None)
if callable(sw):
try:
sw(content)
except Exception:
pass
def _account(cfg: dict[str, Any]) -> str:
fn = cfg.get("wechat_account_label")
if callable(fn):
try:
return str(fn()).strip() or _exchange(cfg)
except Exception:
pass
return _exchange(cfg)
def _exchange(cfg: dict[str, Any]) -> str:
return str(cfg.get("exchange_display") or "").strip() or "交易账户"
def _dir_text(cfg: dict[str, Any], direction: str) -> str:
fn = cfg.get("wechat_direction_text")
if callable(fn):
try:
return str(fn(direction))
except Exception:
pass
return wechat_direction_label(direction)
def _fmt_price(cfg: dict[str, Any], symbol: str, price: Any) -> str:
if price is None or price == "":
return "—"
fn = cfg.get("format_price") or cfg.get("price_fmt")
if callable(fn):
try:
return str(fn(symbol, price))
except Exception:
pass
m = cfg.get("app_module")
pf = getattr(m, "format_price_for_symbol", None) if m else None
if callable(pf):
try:
return str(pf(symbol, price))
except Exception:
pass
try:
return str(round(float(price), 8))
except (TypeError, ValueError):
return str(price)
def _fmt_pnl(pnl: Any) -> str:
if pnl is None:
return "—"
try:
v = float(pnl)
return f"{'+' if v > 0 else ''}{round(v, 2)} U"
except (TypeError, ValueError):
return str(pnl)
def notify_trend_plan_started(
cfg: dict[str, Any],
*,
plan_id: int,
symbol: str,
direction: str,
leverage: int,
stop_loss: float,
take_profit: float,
add_upper: float,
risk_percent: float,
dca_legs: int,
first_order_amount: float,
avg_entry: Optional[float] = None,
snapshot_usdt: Optional[float] = None,
) -> None:
sym = symbol or "—"
lines = [
f"# 🚀 {sym} 趋势回调计划已开始",
f"**账户：{_account(cfg)}**",
f"- 计划 ID：**{plan_id}**",
f"- 方向：{_dir_text(cfg, direction)}｜杠杆 **{int(leverage or 1)}x**",
f"- 止损：{_fmt_price(cfg, sym, stop_loss)}｜止盈：{_fmt_price(cfg, sym, take_profit)}",
f"- 补仓区：{_fmt_price(cfg, sym, add_upper)}｜补仓档 **{int(dca_legs or 0)}** 档",
f"- 风险：**{risk_percent}%**｜首仓张数：**{first_order_amount}**",
]
if avg_entry is not None:
lines.append(f"- 首仓成交价：{_fmt_price(cfg, sym, avg_entry)}")
if snapshot_usdt is not None:
try:
lines.append(f"- 启动时合约可用：**{round(float(snapshot_usdt), 2)} U**")
except (TypeError, ValueError):
pass
lines.append("- 说明：交易所已挂止损；止盈由程序监控；结束/保本将另行推送")
_send(cfg, "\n".join(lines))
def notify_trend_plan_ended(
cfg: dict[str, Any],
*,
plan_id: int,
symbol: str,
direction: str,
end_type: str,
result_label: Optional[str] = None,
exit_price: Optional[float] = None,
pnl_amount: Optional[float] = None,
extra: Optional[str] = None,
) -> None:
sym = symbol or "—"
res = (result_label or end_type or "—").strip()
lines = [
f"# 🏁 {sym} 趋势回调计划已结束",
f"**账户：{_account(cfg)}**",
f"- 计划 ID：**{plan_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 结束方式：**{end_type}**",
f"- 结果：**{res}**",
]
if exit_price is not None:
lines.append(f"- 离场参考价：{_fmt_price(cfg, sym, exit_price)}")
if pnl_amount is not None:
lines.append(f"- 本单盈亏：**{_fmt_pnl(pnl_amount)}**")
if extra:
lines.append(f"- {extra}")
_send(cfg, "\n".join(lines))
def notify_roll_group_started(
cfg: dict[str, Any],
*,
group_id: int,
symbol: str,
direction: str,
order_monitor_id: int,
initial_take_profit: Optional[float] = None,
initial_stop_loss: Optional[float] = None,
) -> None:
sym = symbol or "—"
lines = [
f"# 🚀 {sym} 滚仓计划已开始",
f"**账户：{_account(cfg)}**",
f"- 滚仓组 ID：**{group_id}**｜绑定下单监控 **#{order_monitor_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 首仓止盈（锁定）：{_fmt_price(cfg, sym, initial_take_profit)}",
f"- 当前止损：{_fmt_price(cfg, sym, initial_stop_loss)}",
"- 说明：顺势加仓为人工触发；组结束（无持仓/监控结案）将另行推送",
]
_send(cfg, "\n".join(lines))
def notify_roll_group_ended(
cfg: dict[str, Any],
*,
group_id: int,
symbol: str,
direction: str,
reason: str,
leg_count: int = 0,
) -> None:
sym = symbol or "—"
lines = [
f"# 🏁 {sym} 滚仓计划已结束",
f"**账户：{_account(cfg)}**",
f"- 滚仓组 ID：**{group_id}**",
f"- 方向：{_dir_text(cfg, direction)}",
f"- 结束原因：**{reason}**",
f"- 已完成滚仓腿数：**{int(leg_count or 0)}**",
]
_send(cfg, "\n".join(lines))
strategy_templates/gate_transfer_block.html → lib/strategy/templates/gate_transfer_block.html
View File
strategy_templates/key_focus_v2.html → lib/strategy/templates/key_focus_v2.html
View File
strategy_templates/key_monitor_panel.html → lib/strategy/templates/key_monitor_panel.html
View File
strategy_templates/key_monitor_rule_tips.html → lib/strategy/templates/key_monitor_rule_tips.html
View File
strategy_templates/order_focus_v2.html → lib/strategy/templates/order_focus_v2.html
View File
strategy_templates/order_monitor_rule_tips_binance.html → lib/strategy/templates/order_monitor_rule_tips_binance.html
View File
strategy_templates/order_monitor_rule_tips_gate.html → lib/strategy/templates/order_monitor_rule_tips_gate.html
View File
strategy_templates/order_monitor_rule_tips_gate_bot.html → lib/strategy/templates/order_monitor_rule_tips_gate_bot.html
View File

Some files were not shown because too many files have changed in this diff Show More