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refactor: 将共用代码迁入 lib/ 模块化目录

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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
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crypto_monitor_okx/app.py
+63 -62
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@@ -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__])