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>
2026-07-02 16:23:09 +08:00
parent 4742a0bb9d
commit 5797d49d8a
190 changed files with 27946 additions and 27499 deletions
@@ -0,0 +1,159 @@
+"""策略交易写入 trade_records 时的类型与复盘开仓类型标注。"""
+from __future__ import annotations
+
+from typing import Optional
+
+MONITOR_TYPE_TREND_PULLBACK = "趋势回调"
+MONITOR_TYPE_ROLL = "顺势加仓"
+
+ENTRY_REASON_TREND_PULLBACK = "趋势回调"
+ENTRY_REASON_ROLL = "顺势加仓"
+
+STRATEGY_ENTRY_REASON_OPTIONS = (
+    ENTRY_REASON_TREND_PULLBACK,
+    ENTRY_REASON_ROLL,
+)
+
+# 趋势回调保本移交下单监控：order_monitors.key_signal_type / 平仓备注
+TREND_HANDOFF_KEY_SIGNAL = ENTRY_REASON_TREND_PULLBACK
+TREND_HANDOFF_TRADE_NOTE = "趋势回调计划"
+
+
+def handoff_trade_miss_reason(miss_reason, row) -> Optional[str]:
+    """趋势保本移交的监控单平仓：交易记录备注带来源。"""
+    if trend_plan_id_from_monitor_row(row) is None:
+        return miss_reason
+    base = (miss_reason or "").strip()
+    if TREND_HANDOFF_TRADE_NOTE in base:
+        return base or TREND_HANDOFF_TRADE_NOTE
+    if base:
+        return f"{TREND_HANDOFF_TRADE_NOTE}；{base}"
+    return TREND_HANDOFF_TRADE_NOTE
+
+
+def trend_plan_id_from_monitor_row(row) -> Optional[int]:
+    if row is None:
+        return None
+    try:
+        keys = row.keys() if hasattr(row, "keys") else []
+    except Exception:
+        keys = []
+    if "trend_plan_id" not in keys or row["trend_plan_id"] in (None, ""):
+        return None
+    try:
+        tid = int(row["trend_plan_id"])
+        return tid if tid > 0 else None
+    except (TypeError, ValueError):
+        return None
+
+
+def order_had_roll_fills(conn, order_monitor_id) -> bool:
+    try:
+        oid = int(order_monitor_id)
+    except (TypeError, ValueError):
+        return False
+    if oid <= 0:
+        return False
+    try:
+        row = conn.execute(
+            """SELECT 1 FROM roll_legs l
+               INNER JOIN roll_groups g ON g.id = l.roll_group_id
+               WHERE g.order_monitor_id=? AND l.status='filled'
+               LIMIT 1""",
+            (oid,),
+        ).fetchone()
+        return row is not None
+    except Exception:
+        return False
+
+
+def _row_monitor_type(row, default_manual: str) -> str:
+    if row is None:
+        return default_manual
+    try:
+        keys = row.keys() if hasattr(row, "keys") else []
+    except Exception:
+        keys = []
+    if "monitor_type" in keys:
+        mt = (row["monitor_type"] or "").strip()
+        if mt:
+            return mt
+    return default_manual
+
+
+def _row_key_signal_type(row) -> str:
+    if row is None:
+        return ""
+    try:
+        keys = row.keys() if hasattr(row, "keys") else []
+    except Exception:
+        keys = []
+    if "key_signal_type" not in keys:
+        return ""
+    return (row["key_signal_type"] or "").strip()
+
+
+def order_monitor_source_type(row, *, default_manual: str = "下单监控") -> str:
+    """展示/平仓记录：趋势保本移交单来源为「趋势回调」，非「下单监控」。"""
+    if trend_plan_id_from_monitor_row(row) is not None:
+        return MONITOR_TYPE_TREND_PULLBACK
+    mt = _row_monitor_type(row, default_manual)
+    if mt != default_manual:
+        return mt
+    kst = _row_key_signal_type(row)
+    if kst in (
+        MONITOR_TYPE_TREND_PULLBACK,
+        TREND_HANDOFF_KEY_SIGNAL,
+        TREND_HANDOFF_TRADE_NOTE,
+        ENTRY_REASON_TREND_PULLBACK,
+    ):
+        return MONITOR_TYPE_TREND_PULLBACK
+    return mt
+
+
+def apply_order_monitor_source_labels(item: dict, *, default_manual: str = "下单监控") -> dict:
+    """实例页 / 中控 API：统一修正 order_monitors 展示用 monitor_type。"""
+    out = dict(item or {})
+    out["monitor_type"] = order_monitor_source_type(out, default_manual=default_manual)
+    return out
+
+
+def trade_record_monitor_type(conn, order_row, *, default_manual: str = "下单监控") -> str:
+    """平仓写入 trade_records 时：曾顺势加仓则标「顺势加仓」，否则沿用监控单来源类型。"""
+    oid = None
+    try:
+        keys = order_row.keys() if hasattr(order_row, "keys") else []
+        if "id" in keys and order_row["id"] is not None:
+            oid = int(order_row["id"])
+    except Exception:
+        oid = None
+    if oid and order_had_roll_fills(conn, oid):
+        return MONITOR_TYPE_ROLL
+    return order_monitor_source_type(order_row, default_manual=default_manual)
+
+
+def entry_reason_for_monitor_type(monitor_type: str | None) -> str:
+    mt = (monitor_type or "").strip()
+    if mt == MONITOR_TYPE_TREND_PULLBACK:
+        return ENTRY_REASON_TREND_PULLBACK
+    if mt == MONITOR_TYPE_ROLL:
+        return ENTRY_REASON_ROLL
+    return ""
+
+
+def order_monitor_excluded_from_position_limit(conn, row) -> bool:
+    """趋势回调不计入 MAX_ACTIVE_POSITIONS；顺势加仓在已有持仓上操作，单独放行。"""
+    return order_monitor_source_type(row) == MONITOR_TYPE_TREND_PULLBACK
+
+
+def count_position_limit_active_monitors(conn) -> int:
+    """计入仓位上限冻结的活跃监控数（不含趋势回调、顺势加仓）。"""
+    try:
+        rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
+    except Exception:
+        return 0
+    n = 0
+    for row in rows:
+        if not order_monitor_excluded_from_position_limit(conn, row):
+            n += 1
+    return n