refactor: 将共用代码迁入 lib/ 模块化目录
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
@@ -0,0 +1,621 @@
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"""策略交易：Flask 路由注册（顺势加仓 + 趋势回调页）。逻辑在 strategy_*_lib。"""
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from __future__ import annotations
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from lib.paths import strategy_templates_dir
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import html as html_module
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import os
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import re
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from typing import Any, Optional
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from flask import Flask, flash, jsonify, redirect, render_template, request, url_for
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from jinja2 import ChoiceLoader, FileSystemLoader
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from lib.strategy.strategy_db import init_strategy_tables
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from lib.strategy.strategy_roll_lib import BREAKOUT_MODE, FIB_MODES, MARKET_MODE, preview_roll
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from lib.strategy.strategy_roll_monitor_lib import (
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cancel_roll_pending_leg,
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count_filled_roll_legs,
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count_pending_roll_legs,
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sync_roll_after_external_close,
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)
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def _dedupe_strategy_snapshots_on_startup(cfg: dict[str, Any]) -> None:
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"""启动时清理历史重复快照（同计划同结果仅保留最新一条）。"""
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get_db = cfg.get("get_db")
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if not callable(get_db):
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return
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try:
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from lib.strategy.strategy_snapshot_lib import dedupe_strategy_snapshots
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conn = get_db()
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try:
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removed = dedupe_strategy_snapshots(conn)
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if removed:
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conn.commit()
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print(
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f"[strategy] deduped {removed} duplicate strategy_trade_snapshots",
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flush=True,
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)
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finally:
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conn.close()
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except Exception as e:
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print(f"[strategy] snapshot dedupe skipped: {e}", flush=True)
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def install_strategy_trading(app: Flask, repo_root: str, app_module: Any = None, **build_kw) -> None:
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"""在 app.py 末尾调用（login_required 已定义后）。仅注册 POST API；页面由各 app 的 render_main_page 渲染。"""
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from lib.strategy.strategy_config import build_strategy_config
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build_kw.pop("render_trend_page", None)
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attach_strategy_templates(app, repo_root)
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cfg = build_strategy_config(app_module, **build_kw)
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register_strategy_trading(app, cfg)
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from lib.strategy.strategy_records_register import register_strategy_records
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register_strategy_records(app, cfg)
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app.extensions["strategy_roll_cfg"] = cfg
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_dedupe_strategy_snapshots_on_startup(cfg)
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def attach_strategy_templates(app: Flask, repo_root: str) -> None:
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strat_dir = strategy_templates_dir(repo_root)
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if not os.path.isdir(strat_dir):
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return
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existing = app.jinja_loader
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loaders = [FileSystemLoader(strat_dir)]
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if existing is not None:
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if isinstance(existing, ChoiceLoader):
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loaders = list(existing.loaders) + loaders
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else:
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loaders.insert(0, existing)
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app.jinja_loader = ChoiceLoader(loaders)
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def register_strategy_trading(app: Flask, cfg: dict[str, Any]) -> None:
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"""cfg 由各市面 app 注入回调（仅 API / DB 差异）。"""
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login_required = cfg["login_required"]
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def _lr(f):
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return login_required(f)
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@_lr
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@app.route("/strategy/roll/preview", methods=["POST"])
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def strategy_roll_preview():
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data = request.get_json(silent=True) or request.form
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err = _roll_preview_response(cfg, data, json_mode=request.is_json)
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if request.is_json:
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return jsonify(err)
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if err.get("ok"):
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p = err["preview"]
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flash(
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f"预览：约 {p.get('add_amount_display', '-')} 张，"
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f"合并均价 {p.get('avg_entry_after', '-')}，"
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f"打到止损约 {p.get('loss_at_sl_usdt', '-')}U"
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)
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else:
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flash(err.get("msg") or "预览失败")
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return redirect(url_for("strategy_trading_page"))
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@_lr
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@app.route("/strategy/roll/execute", methods=["POST"])
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def strategy_roll_execute():
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data = request.form
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try:
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ok, msg = _roll_execute(cfg, data)
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except Exception as e:
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fe = cfg.get("friendly_error")
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msg = fe(e) if callable(fe) else str(e)
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ok = False
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flash(msg)
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return redirect(url_for("strategy_trading_page"))
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@_lr
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@app.route("/strategy/roll/cancel/<int:leg_id>", methods=["POST"])
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def strategy_roll_cancel_leg(leg_id: int):
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conn = cfg["get_db"]()
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try:
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init_strategy_tables(conn)
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ok, msg = cancel_roll_pending_leg(cfg, conn, leg_id)
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finally:
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conn.close()
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if request.is_json:
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return jsonify({"ok": ok, "msg": msg})
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flash(msg)
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return redirect(url_for("strategy_trading_page"))
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@_lr
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@app.route("/strategy/roll/docs")
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def strategy_roll_docs():
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path = os.path.join(os.path.dirname(os.path.abspath(__file__)), "顺势加仓滚仓说明.md")
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if not os.path.isfile(path):
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flash("滚仓说明文档不存在")
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return redirect(url_for("strategy_trading_page"))
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with open(path, encoding="utf-8") as f:
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raw = f.read()
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return render_template(
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"strategy_roll_docs.html",
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doc_html=_roll_doc_markdown_to_html(raw),
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exchange_display=cfg.get("exchange_display") or "",
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)
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def _roll_doc_markdown_to_html(text: str) -> str:
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"""轻量 Markdown → HTML（仅供滚仓说明页）。"""
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lines = text.splitlines()
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out: list[str] = []
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i = 0
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in_code = False
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code_buf: list[str] = []
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def flush_code() -> None:
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nonlocal code_buf
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if code_buf:
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out.append(
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"<pre><code>"
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+ html_module.escape("\n".join(code_buf))
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+ "</code></pre>"
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)
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code_buf = []
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def inline_md(s: str) -> str:
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s = html_module.escape(s)
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s = re.sub(r"`([^`]+)`", r"<code>\1</code>", s)
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s = re.sub(r"\*\*([^*]+)\*\*", r"<strong>\1</strong>", s)
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return s
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while i < len(lines):
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line = lines[i]
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if line.strip().startswith("```"):
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if in_code:
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in_code = False
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flush_code()
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else:
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in_code = True
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i += 1
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continue
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if in_code:
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code_buf.append(line)
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i += 1
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continue
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if line.startswith("# "):
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out.append(f"<h1>{inline_md(line[2:].strip())}</h1>")
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elif line.startswith("## "):
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out.append(f"<h2>{inline_md(line[3:].strip())}</h2>")
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elif line.startswith("### "):
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out.append(f"<h3>{inline_md(line[4:].strip())}</h3>")
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elif line.strip() == "---":
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out.append("<hr>")
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elif line.startswith("|") and "|" in line[1:]:
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rows: list[str] = []
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while i < len(lines) and lines[i].startswith("|"):
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rows.append(lines[i])
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i += 1
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if len(rows) >= 2 and re.match(r"^\|[\s\-:|]+\|$", rows[1].strip()):
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out.append("<table>")
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hdr = [c.strip() for c in rows[0].strip("|").split("|")]
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out.append("<tr>" + "".join(f"<th>{inline_md(c)}</th>" for c in hdr) + "</tr>")
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for row in rows[2:]:
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cells = [c.strip() for c in row.strip("|").split("|")]
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out.append("<tr>" + "".join(f"<td>{inline_md(c)}</td>" for c in cells) + "</tr>")
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out.append("</table>")
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continue
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elif re.match(r"^[-*]\s+", line):
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out.append("<ul>")
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while i < len(lines) and re.match(r"^[-*]\s+", lines[i]):
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item = re.sub(r"^[-*]\s+", "", lines[i])
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out.append(f"<li>{inline_md(item)}</li>")
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i += 1
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out.append("</ul>")
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continue
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elif line.strip():
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out.append(f"<p>{inline_md(line.strip())}</p>")
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i += 1
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flush_code()
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return "\n".join(out)
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def _row_to_dict(row) -> dict:
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if row is None:
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return {}
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try:
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return dict(row)
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except Exception:
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return {}
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def _count_active_trends(conn, cfg: dict) -> int:
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fn = cfg.get("count_active_trend_plans")
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if callable(fn):
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return int(fn(conn) or 0)
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try:
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return int(
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conn.execute(
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"SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
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).fetchone()[0]
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)
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except Exception:
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return 0
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def _risk_from_monitor(mon: dict, cfg: dict) -> tuple[Optional[float], Optional[str]]:
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try:
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rp = float(mon.get("risk_percent") or cfg.get("default_risk_percent", 2))
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except (TypeError, ValueError):
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return None, "监控单风险%无效"
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if rp <= 0:
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return None, "监控单风险%须大于0"
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return rp, None
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def _contract_size(cfg: dict, ex_sym: str) -> float:
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get_cs = cfg.get("get_contract_size")
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if callable(get_cs):
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try:
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return float(get_cs(ex_sym) or 1.0)
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except Exception:
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pass
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return 1.0
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def _roll_context(cfg: dict, data: dict) -> tuple[Optional[dict], Optional[str]]:
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m = cfg.get("app_module")
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if m is not None:
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try:
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from lib.trade.position_sizing_lib import OPEN_SOURCE_ROLL, assert_open_source_allowed
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mode = getattr(m, "POSITION_SIZING_MODE", None) or "risk"
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ok_src, src_msg = assert_open_source_allowed(mode, OPEN_SOURCE_ROLL)
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if not ok_src:
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return None, src_msg
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except Exception:
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pass
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get_db = cfg["get_db"]
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symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
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if not symbol:
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return None, "请选择或填写币种"
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direction = (data.get("direction") or "long").strip().lower()
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ex_sym = cfg["normalize_exchange_symbol"](symbol)
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conn = get_db()
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init_strategy_tables(conn)
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if _count_active_trends(conn, cfg) > 0:
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conn.close()
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return None, "存在运行中的趋势回调计划，请先结束后再滚仓"
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mon = _get_active_monitor(conn, cfg, symbol, direction)
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if not mon:
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conn.close()
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return None, "未找到该币种同向的下单监控持仓，请先在「实盘下单」开仓"
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rg, legs_done, pending, roll_is_new = _get_or_create_roll_group_meta(conn, mon)
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if pending > 0:
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conn.close()
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return None, "已有监控中的滚仓腿，请等待成交/失效或先删除后再提交"
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conn_cap = get_db()
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try:
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capital = float(cfg["get_trading_capital_usdt"](conn_cap))
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finally:
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conn_cap.close()
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risk_pct, risk_err = _risk_from_monitor(mon, cfg)
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if risk_err:
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conn.close()
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return None, risk_err
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pos = cfg["get_position"](ex_sym, direction)
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qty = float(pos.get("contracts") or 0)
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if qty <= 0:
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conn.close()
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return None, "交易所无该方向持仓，无法滚仓"
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entry = float(pos.get("entry_price") or mon.get("trigger_price") or 0)
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if entry <= 0:
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conn.close()
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return None, "无法获取持仓均价"
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mark_fn = cfg.get("get_mark_price") or cfg.get("get_price")
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mark = mark_fn(symbol) if callable(mark_fn) else cfg["get_price"](symbol)
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ctx = {
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"conn": conn,
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"mon": mon,
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"rg": rg,
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"legs_done": legs_done,
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"symbol": symbol,
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"direction": direction,
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"ex_sym": ex_sym,
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"qty": qty,
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"entry": entry,
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"mark": float(mark) if mark else None,
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"capital": capital,
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"risk_pct": float(risk_pct),
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"tp0": float(mon.get("take_profit") or rg.get("initial_take_profit") or 0),
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"contract_size": _contract_size(cfg, ex_sym),
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}
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return ctx, None
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def _parse_roll_form(data: dict, ctx: dict) -> tuple[Optional[dict], Optional[str]]:
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add_mode = (data.get("add_mode") or MARKET_MODE).strip().lower()
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raw_sl = data.get("new_stop_loss") or data.get("sl")
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if raw_sl in (None, ""):
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return None, "请填写新止损价"
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try:
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new_sl = float(raw_sl)
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except (TypeError, ValueError):
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return None, "止损价格式错误"
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if new_sl <= 0:
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return None, "止损价须大于0"
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fib_u = fib_l = bp = None
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try:
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if data.get("fib_upper") not in (None, ""):
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fib_u = float(data.get("fib_upper"))
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if data.get("fib_lower") not in (None, ""):
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fib_l = float(data.get("fib_lower"))
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if data.get("breakthrough_price") not in (None, ""):
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bp = float(data.get("breakthrough_price"))
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except (TypeError, ValueError):
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return None, "价格参数格式错误"
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add_price = ctx.get("mark")
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if add_mode == MARKET_MODE:
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if add_price is None or add_price <= 0:
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return None, "无法获取市价快照"
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elif add_mode in FIB_MODES:
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if fib_u is None or fib_l is None:
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return None, "斐波须填写上沿 H 与下沿 L"
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elif add_mode == BREAKOUT_MODE:
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if bp is None:
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return None, "突破加仓须填写突破价"
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add_price = ctx.get("mark")
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else:
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return None, "加仓方式无效"
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return {
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"add_mode": add_mode,
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"new_stop_loss": new_sl,
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"fib_upper": fib_u,
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"fib_lower": fib_l,
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"breakthrough_price": bp,
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"add_price": add_price,
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}, None
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def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> dict:
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ctx, err = _roll_context(cfg, data)
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if err:
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return {"ok": False, "msg": err}
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parsed, perr = _parse_roll_form(data, ctx)
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if perr:
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ctx["conn"].close()
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return {"ok": False, "msg": perr}
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conn = ctx["conn"]
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try:
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preview, perr2 = preview_roll(
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direction=ctx["direction"],
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symbol=ctx["symbol"],
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qty_existing=ctx["qty"],
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entry_existing=ctx["entry"],
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initial_take_profit=ctx["tp0"],
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add_mode=parsed["add_mode"],
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new_stop_loss=parsed["new_stop_loss"],
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risk_percent=ctx["risk_pct"],
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capital_base_usdt=ctx["capital"],
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add_price=parsed["add_price"],
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fib_upper=parsed["fib_upper"],
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fib_lower=parsed["fib_lower"],
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breakthrough_price=parsed["breakthrough_price"],
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legs_done=ctx["legs_done"],
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contract_size=ctx["contract_size"],
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)
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finally:
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conn.close()
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if perr2:
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return {"ok": False, "msg": perr2}
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amt_raw = float(preview["add_amount_raw"])
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amt_p = cfg["amount_to_precision"](ctx["ex_sym"], amt_raw)
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preview["add_amount_display"] = amt_p if amt_p is not None else amt_raw
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preview["risk_display"] = f"{ctx['risk_pct']:g}%≈{ctx['capital'] * ctx['risk_pct'] / 100:.2f}U"
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price_fmt = cfg.get("price_fmt")
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if callable(price_fmt):
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preview["add_price_display"] = price_fmt(ctx["symbol"], preview["add_price"])
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preview["new_sl_display"] = price_fmt(ctx["symbol"], preview["new_stop_loss"])
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preview["tp_display"] = price_fmt(ctx["symbol"], preview["initial_take_profit"])
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return {"ok": True, "preview": preview}
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|
||||
|
||||
def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
|
||||
get_db = cfg["get_db"]
|
||||
conn = None
|
||||
try:
|
||||
ok_live, reason = cfg["ensure_live_ready"]()
|
||||
if not ok_live:
|
||||
return False, reason or "实盘未就绪"
|
||||
prev = _roll_preview_response(cfg, data)
|
||||
if not prev.get("ok"):
|
||||
return False, prev.get("msg") or "预览失败"
|
||||
preview = prev["preview"]
|
||||
symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
|
||||
direction = preview["direction"]
|
||||
ex_sym = cfg["normalize_exchange_symbol"](symbol)
|
||||
add_mode = preview["add_mode"]
|
||||
new_sl = float(preview["new_stop_loss"])
|
||||
tp0 = float(preview["initial_take_profit"])
|
||||
lev_fn = cfg.get("default_leverage")
|
||||
if not callable(lev_fn):
|
||||
lev_fn = lambda _s: 5
|
||||
leverage = int(data.get("leverage") or 0) or int(lev_fn(symbol))
|
||||
conn = get_db()
|
||||
init_strategy_tables(conn)
|
||||
mon = _get_active_monitor(conn, cfg, symbol, direction)
|
||||
if not mon:
|
||||
return False, "监控单已不存在"
|
||||
rg, legs_done, pending, roll_is_new = _get_or_create_roll_group_meta(conn, mon)
|
||||
if pending > 0:
|
||||
return False, "已有监控中的滚仓腿，请先删除或等待结束"
|
||||
if add_mode == MARKET_MODE:
|
||||
amount = cfg["amount_to_precision"](ex_sym, float(preview["add_amount_raw"]))
|
||||
if amount is None or amount <= 0:
|
||||
return False, "加仓张数低于交易所最小精度"
|
||||
order = cfg["market_add"](ex_sym, direction, amount, leverage)
|
||||
fill = float(
|
||||
cfg.get("resolve_fill_price", lambda o, s, p: p)(
|
||||
order, ex_sym, preview["add_price"]
|
||||
)
|
||||
or preview["add_price"]
|
||||
)
|
||||
oid = str(order.get("id") or "") if isinstance(order, dict) else ""
|
||||
cfg["replace_tpsl"](ex_sym, direction, new_sl, tp0, mon)
|
||||
conn.execute(
|
||||
"""INSERT INTO roll_legs (
|
||||
roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
|
||||
breakthrough_price, fill_price, amount, new_stop_loss, exchange_order_id,
|
||||
status, created_at
|
||||
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""",
|
||||
(
|
||||
rg["id"],
|
||||
legs_done + 1,
|
||||
preview["add_mode_label"],
|
||||
preview.get("fib_upper"),
|
||||
preview.get("fib_lower"),
|
||||
None,
|
||||
preview.get("breakthrough_price"),
|
||||
fill,
|
||||
amount,
|
||||
new_sl,
|
||||
oid,
|
||||
"filled",
|
||||
cfg["app_now_str"](),
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
|
||||
(legs_done + 1, new_sl, cfg["app_now_str"](), rg["id"]),
|
||||
)
|
||||
conn.execute(
|
||||
"UPDATE order_monitors SET stop_loss=? WHERE id=?",
|
||||
(new_sl, mon["id"]),
|
||||
)
|
||||
conn.commit()
|
||||
_maybe_notify_roll_started(cfg, rg, mon, symbol, direction, tp0, new_sl, roll_is_new=roll_is_new)
|
||||
return True, f"市价加仓第 {legs_done + 1} 腿已成交，止损已更新，止盈仍为首仓"
|
||||
# 程序监控：斐波 / 突破
|
||||
limit_px = None
|
||||
if add_mode in FIB_MODES:
|
||||
px_fn = cfg.get("price_to_precision")
|
||||
limit_px = float(preview["add_price"])
|
||||
if callable(px_fn):
|
||||
limit_px = float(px_fn(ex_sym, limit_px) or limit_px)
|
||||
mark_fn = cfg.get("get_mark_price") or cfg.get("get_price")
|
||||
last_mark = mark_fn(symbol) if callable(mark_fn) else preview["add_price"]
|
||||
conn.execute(
|
||||
"""INSERT INTO roll_legs (
|
||||
roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
|
||||
breakthrough_price, new_stop_loss, last_mark_price, status, created_at
|
||||
) VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
|
||||
(
|
||||
rg["id"],
|
||||
legs_done + 1,
|
||||
preview["add_mode_label"],
|
||||
preview.get("fib_upper"),
|
||||
preview.get("fib_lower"),
|
||||
limit_px,
|
||||
preview.get("breakthrough_price"),
|
||||
new_sl,
|
||||
last_mark,
|
||||
"pending",
|
||||
cfg["app_now_str"](),
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
_maybe_notify_roll_started(cfg, rg, mon, symbol, direction, tp0, new_sl, roll_is_new=roll_is_new)
|
||||
return True, f"已提交{preview['add_mode_label']}监控，触价后将市价加仓并更新止损"
|
||||
except Exception as e:
|
||||
fe = cfg.get("friendly_error")
|
||||
return False, fe(e) if callable(fe) else str(e)
|
||||
finally:
|
||||
if conn is not None:
|
||||
try:
|
||||
conn.close()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _maybe_notify_roll_started(cfg, rg, mon, symbol, direction, tp0, new_sl, *, roll_is_new: bool) -> None:
|
||||
if not roll_is_new:
|
||||
return
|
||||
try:
|
||||
from lib.strategy.strategy_wechat_notify import notify_roll_group_started
|
||||
|
||||
notify_roll_group_started(
|
||||
cfg,
|
||||
group_id=int(rg["id"]),
|
||||
symbol=symbol,
|
||||
direction=direction,
|
||||
order_monitor_id=int(mon["id"]),
|
||||
initial_take_profit=tp0,
|
||||
initial_stop_loss=float(mon.get("stop_loss") or new_sl),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _get_active_monitor(conn, cfg: dict, symbol: str, direction: str) -> Optional[dict]:
|
||||
row = conn.execute(
|
||||
"SELECT * FROM order_monitors WHERE status='active' AND symbol=? AND direction=? ORDER BY id DESC LIMIT 1",
|
||||
(symbol, direction),
|
||||
).fetchone()
|
||||
return _row_to_dict(row) if row else None
|
||||
|
||||
|
||||
def _get_or_create_roll_group_meta(conn, mon: dict) -> tuple[dict, int, int, bool]:
|
||||
"""返回 (roll_group, filled_legs, pending_legs, is_new_group)。"""
|
||||
row = conn.execute(
|
||||
"SELECT * FROM roll_groups WHERE order_monitor_id=? AND status='active' ORDER BY id DESC LIMIT 1",
|
||||
(mon["id"],),
|
||||
).fetchone()
|
||||
if row:
|
||||
d = _row_to_dict(row)
|
||||
gid = int(d["id"])
|
||||
filled = count_filled_roll_legs(conn, gid)
|
||||
pending = count_pending_roll_legs(conn, gid)
|
||||
return d, filled, pending, False
|
||||
now = mon.get("created_at") or ""
|
||||
cur = conn.execute(
|
||||
"""INSERT INTO roll_groups (
|
||||
order_monitor_id, symbol, exchange_symbol, direction,
|
||||
initial_take_profit, initial_stop_loss, current_stop_loss,
|
||||
risk_percent, leg_count, status, created_at, updated_at
|
||||
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
|
||||
(
|
||||
mon["id"],
|
||||
mon["symbol"],
|
||||
mon.get("exchange_symbol"),
|
||||
mon["direction"],
|
||||
mon.get("take_profit"),
|
||||
mon.get("stop_loss"),
|
||||
mon.get("stop_loss"),
|
||||
mon.get("risk_percent") or 2,
|
||||
0,
|
||||
"active",
|
||||
now,
|
||||
now,
|
||||
),
|
||||
)
|
||||
gid = int(cur.lastrowid)
|
||||
return (
|
||||
{
|
||||
"id": gid,
|
||||
"leg_count": 0,
|
||||
"initial_take_profit": mon.get("take_profit"),
|
||||
"initial_stop_loss": mon.get("stop_loss"),
|
||||
"symbol": mon.get("symbol"),
|
||||
"direction": mon.get("direction"),
|
||||
},
|
||||
0,
|
||||
0,
|
||||
True,
|
||||
)
|
||||
|
||||
|
||||
def roll_sync_after_external_close(cfg: dict, conn, symbol: str, direction: str) -> dict:
|
||||
"""供 hub / del_order 调用的滚仓同步入口。"""
|
||||
return sync_roll_after_external_close(
|
||||
cfg, conn, symbol, direction, reason="手动平仓，滚仓监控已结束"
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user