diff --git a/crypto_monitor_binance/.env b/crypto_monitor_binance/.env new file mode 100644 index 0000000..5b080ae --- /dev/null +++ b/crypto_monitor_binance/.env @@ -0,0 +1,121 @@ +APP_ENV=production +# 服务监听地址（云服务器通常用 0.0.0.0） +APP_HOST=0.0.0.0 +# 服务端口 +APP_PORT=5001 +# 是否开启调试模式（生产建议 false） +APP_DEBUG=false + +# 登录账号 +APP_USERNAME=dekun +# 登录密码（请改成你自己的强密码） +APP_PASSWORD=ChangeMe123! +# 是否关闭登录校验（局域网可设 true；公网务必 false） +APP_AUTH_DISABLED=true +# Flask 会话密钥（必须替换为长随机字符串） +FLASK_SECRET_KEY=CHANGE_TO_LONG_RANDOM_SECRET + +# 企业微信机器人 Webhook（用于行情/风控推送） +WECHAT_WEBHOOK=https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=REPLACE_WITH_REAL_KEY + +# 数据库文件路径（相对路径会自动按项目目录解析） +DB_PATH=crypto.db +# 交易截图上传目录 +UPLOAD_DIR=static/images + +# 已废弃：资金账户仅显示交易所 funding 余额，不再读取此变量 +# TOTAL_CAPITAL=100 +# 每天起始基数（U） +DAILY_START_CAPITAL=30 +# 日内回撤后基数（U） +DAILY_LOSS_CAPITAL=20 +# 日内盈利后基数（U） +DAILY_PROFIT_CAPITAL=50 +# BTC 默认杠杆倍数 +BTC_LEVERAGE=10 +# 山寨币默认杠杆倍数 +ALT_LEVERAGE=5 +# 交易日重置小时（北京时间） +TRADING_DAY_RESET_HOUR=8 +# 整点前禁止新开仓：true=启用（默认），false=关闭（仍可保留 8 点作为交易日划分） +TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true + +# 是否开启 Binance 实盘下单（false=只做本地流程，true=真实下单） +LIVE_TRADING_ENABLED=true +# Binance API Key（需开通合约、万向划转等权限） +BINANCE_API_KEY=REPLACE_WITH_BINANCE_API_KEY +# Binance API Secret +BINANCE_API_SECRET=REPLACE_WITH_BINANCE_API_SECRET +# 保证金模式：cross=全仓，isolated=逐仓 +BINANCE_MARGIN_MODE=cross +# 持仓模式：hedge=双向（需账户开启双向持仓，下单带 positionSide）；oneway=单向 +BINANCE_POSITION_MODE=hedge +# 条件单触发参考价：CONTRACT_PRICE=最新成交价 MARK_PRICE=标记价（更易触发时用标记价） +BINANCE_TRIGGER_WORKING_TYPE=CONTRACT_PRICE +# 页面与浏览器标签展示的交易所名称（多环境区分时可改成例如 Binance·测试网） +# EXCHANGE_DISPLAY_NAME=Binance +# 企业微信推送里展示的账户备注 +# BINANCE_ACCOUNT_LABEL=binance实盘账户 + +# 关键位监控：5m收线突破过滤参数 +KLINE_TIMEFRAME=5m +KEY_BREAKOUT_LIMIT_PCT=1.5 +KEY_ALERT_MAX_TIMES=3 +KEY_ALERT_INTERVAL_MINUTES=5 + +# 资金与仓位刷新周期（秒） +BALANCE_REFRESH_SECONDS=60 +# 后台监控轮询周期（秒） +MONITOR_POLL_SECONDS=3 +# 使用可用资金时的缓冲比例（如0.98代表用98%） +FULL_MARGIN_BUFFER_RATIO=0.98 + +# 自动划转：将目标账户补足到 AUTO_TRANSFER_AMOUNT（ccxt：funding↔swap 等） +AUTO_TRANSFER_ENABLED=false +AUTO_TRANSFER_AMOUNT=30 +AUTO_TRANSFER_FROM=funding +AUTO_TRANSFER_TO=swap +TRANSFER_CCY=USDT +# 强制清仓整点（北京时间，默认 0=凌晨00点） +FORCE_CLOSE_BJ_HOUR=0 +# 是否启用强制清仓（默认关闭，true 才会在整点执行） +FORCE_CLOSE_ENABLED=false + +# 推送与AI超时（秒） +WECHAT_TIMEOUT_SECONDS=10 +AI_TIMEOUT_SECONDS=120 + +# AI 复盘服务地址（本机 Ollama 默认地址） +OLLAMA_API=http://127.0.0.1:11434/api/generate +# AI 模型名称 +AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest + +# Binance 代理（可选）：本机网络不稳定时通过 SSH 动态转发 SOCKS5 出口 +# 1) 先在本机建立隧道（示例）： +# ssh -N -D 127.0.0.1:1080 user@vps -o ServerAliveInterval=30 -o ExitOnForwardFailure=yes +# 2) 再启用下面这一行（推荐 socks5h，让远端解析域名）： +# BINANCE_SOCKS_PROXY=socks5h://127.0.0.1:1080 +# +# 如你更偏向 HTTP 代理（VPS 上跑 tinyproxy 之类），可用： +# BINANCE_HTTP_PROXY=http://127.0.0.1:3128 +# BINANCE_HTTPS_PROXY=http://127.0.0.1:3128 + +# 开仓多周期K线图（可选） +# ORDER_CHART_ENABLED=true +# ORDER_CHART_TFS=4h,1h,15m,5m +# ORDER_CHART_LIMIT=100 +# ORDER_CHART_DIR=static/images/order_charts +# DAILY_OPEN_ALERT_THRESHOLD=5 +# 以损定仓（按交易账户资金的百分比） +# RISK_PERCENT=2 +# 移动保本触发（达到多少R触发）与偏移（百分比） +# BREAKEVEN_RR_TRIGGER=1.0 +# 移动保本阶梯（每多少R继续上移一次，默认1R） +# BREAKEVEN_STEP_R=1.0 +# BREAKEVEN_OFFSET_PCT=0.02 +# 开单风格默认值：trend / swing +# DEFAULT_TRADE_STYLE=trend + +APP_TIMEZONE=Asia/Shanghai +AUTO_TRANSFER_BJ_HOUR=8 +# TRADING_DAY_RESET_HOUR 现在表示「北京时间」整点，默认 8 点起算新交易日；开仓整点限制见 TRADING_DAY_RESET_OPEN_GUARD_ENABLED diff --git a/crypto_monitor_binance/README.md b/crypto_monitor_binance/README.md new file mode 100644 index 0000000..844d44a --- /dev/null +++ b/crypto_monitor_binance/README.md @@ -0,0 +1,79 @@ +# crypto_monitor_binance + +基于 **Flask** 的加密货币 **下单监控 / 关键位监控 / 交易复盘** 小系统，行情与实盘接口统一走 **Binance（USDT-M 永续）**，通过 **ccxt** 访问。 + +## 功能概要 + +- **关键位监控**：价格与硬条件校验、企业微信推送（可选） +- **下单监控**：本地风控（含移动保本逻辑）、触达止盈/止损后尝试市价平仓并记账 +- **实盘（可选）**：`LIVE_TRADING_ENABLED=true` 且配置 `BINANCE_API_KEY` / `BINANCE_API_SECRET` 时，支持合约开仓、平仓、余额读取与内部划转（依赖 API 权限） +- **止盈止损（Binance）**：市价成交后挂 **`STOP_MARKET`**（止损）、**`TAKE_PROFIT_MARKET`**（止盈）；双向持仓带 `positionSide`；不显式传 `reduceOnly`（避免 API `-1106`）。触发参考价由 `BINANCE_TRIGGER_WORKING_TYPE` 控制（最新价 / 标记价） + +## 环境要求 + +- Python 3.10+（建议） +- 依赖：`flask`、`requests`、`ccxt`、`werkzeug`、`Pillow`（K 线图可选）；经 SOCKS 代理时需 **`PySocks`** + +安装示例： + +```bash +python -m venv .venv +source .venv/bin/activate # Windows: .venv\Scripts\activate +pip install flask requests ccxt werkzeug PySocks Pillow +``` + +页面上的 **「当日资金(交易账户)」** 与 **「可开仓」可用 U** 仅统计 **Binance U 本位永续合约账户**（`fetch_balance` 的 `swap` / FAPI `assets` 中的 USDT），**不会**再用现货余额顶替。 + +## 配置说明（`.env`） + +项目启动时会加载**项目根目录**下的 `.env`。与 Binance 相关的常用变量： + +| 变量 | 说明 | +|------|------| +| `BINANCE_API_KEY` / `BINANCE_API_SECRET` | 币安 API（需合约等权限） | +| `LIVE_TRADING_ENABLED` | `true` 时允许真实下单；`false` 仅本地逻辑 | +| `BINANCE_MARGIN_MODE` | `cross` 全仓 / `isolated` 逐仓 | +| `BINANCE_POSITION_MODE` | `hedge` 双向（需账户开启双向持仓）/ `oneway` 单向 | +| `BINANCE_TRIGGER_WORKING_TYPE` | `CONTRACT_PRICE` 或 `MARK_PRICE`（条件单触发参考） | +| `BINANCE_SOCKS_PROXY` / `BINANCE_HTTP_PROXY` | 可选代理（与部署文档一致） | +| `EXCHANGE_DISPLAY_NAME` | 页面展示的交易所名称，默认 `Binance` | +| `BINANCE_ACCOUNT_LABEL` | 推送文案中的账户备注 | + +其余变量（登录、企业微信、风控参数、数据库路径等）见仓库内 **`.env` 示例注释** 或 `app.py` 顶部默认值。 + +## 本地运行 + +**Windows（UTF-8 控制台）** 可使用： + +```powershell +.\start_utf8.ps1 +``` + +或直接： + +```powershell +python .\app.py +``` + +默认监听端口由 `.env` 的 `APP_PORT` 决定（未设置时多为 `5000`）。 + +## 部署（Linux / PM2 / SSH SOCKS） + +详见 **[部署文档.md](./部署文档.md)**（Ubuntu + PM2 + 可选 SOCKS 访问 Binance）。 + +## 自检脚本 + +```bash +python scripts/verify_binance_funding.py +``` + +用于核对 Key 前缀（不含 Secret）并尝试读取资金钱包 / 合约钱包 USDT（需网络与 API 权限）。 + +## 数据与脚本 + +- 默认 SQLite：`crypto.db`（路径由 `DB_PATH` 指定） +- `scripts/fix_breakeven_labels.py`：批量修正「止损」但盈亏为正的记录标签（见部署文档附录） + +## 风险与合规 + +实盘交易有亏损风险。请自行确认 API 权限、IP 白名单、杠杆与保证金模式与币安账户设置一致，并遵守当地法律法规与 Binance 用户协议。 diff --git a/crypto_monitor_binance/app.py b/crypto_monitor_binance/app.py new file mode 100644 index 0000000..616077f --- /dev/null +++ b/crypto_monitor_binance/app.py @@ -0,0 +1,5488 @@ +from flask import Flask, render_template, request, redirect, url_for, flash, session, jsonify, Response +import sqlite3 +import csv +from io import StringIO +import time +import threading +import requests +import os +import re +import base64 +import json +import math +from datetime import datetime, timedelta, timezone + +try: + from zoneinfo import ZoneInfo +except ImportError: + ZoneInfo = None # type: ignore +from functools import wraps +import uuid +import ccxt +from werkzeug.utils import secure_filename + +try: + from PIL import Image, ImageDraw, ImageFont +except ImportError: + Image = None # type: ignore + ImageDraw = None # type: ignore + ImageFont = None # type: ignore + +BASE_DIR = os.path.dirname(os.path.abspath(__file__)) + + +def load_env_file(path): + if not os.path.exists(path): + return + raw_bytes = open(path, "rb").read() + text = "" + for enc in ("utf-8-sig", "utf-16", "utf-16-le", "utf-16-be"): + try: + text = raw_bytes.decode(enc) + break + except Exception: + continue + if not text: + text = raw_bytes.decode("utf-8", errors="ignore") + text = text.replace("\x00", "") + for line in text.splitlines(): + raw = line.strip() + if not raw or raw.startswith("#") or "=" not in raw: + continue + key, value = raw.split("=", 1) + clean_key = key.strip().lstrip("\ufeff") + if not clean_key.replace("_", "").isalnum(): + continue + clean_value = value.strip().strip('"').strip("'") + os.environ[clean_key] = clean_value + +load_env_file(os.path.join(BASE_DIR, ".env")) + + +def resolve_path(path_value): + if os.path.isabs(path_value): + return path_value + return os.path.join(BASE_DIR, path_value) + +app = Flask(__name__) +app.secret_key = os.getenv("FLASK_SECRET_KEY", "crypto_monitor_2026_secret_key") + +# ====================== 登录配置 ====================== +USERNAME = os.getenv("APP_USERNAME", "dekun") +PASSWORD = os.getenv("APP_PASSWORD", "Woaini88@") +AUTH_DISABLED = os.getenv("APP_AUTH_DISABLED", "false").lower() in ("1", "true", "yes", "on") + +# 企业微信机器人Webhook +WECHAT_WEBHOOK = os.getenv("WECHAT_WEBHOOK", "https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=replace-me") +SYSTEM_TYPE = "CRYPTO" +HOST = os.getenv("APP_HOST", "0.0.0.0") +PORT = int(os.getenv("APP_PORT", "5000")) +DEBUG = os.getenv("APP_DEBUG", "false").lower() == "true" +DB_PATH = resolve_path(os.getenv("DB_PATH", "crypto.db")) + +# 训练参数（可由 .env 覆盖） +DAILY_START_CAPITAL = float(os.getenv("DAILY_START_CAPITAL", "30")) +DAILY_LOSS_CAPITAL = float(os.getenv("DAILY_LOSS_CAPITAL", "20")) +DAILY_PROFIT_CAPITAL = float(os.getenv("DAILY_PROFIT_CAPITAL", "50")) +BTC_LEVERAGE = int(os.getenv("BTC_LEVERAGE", "10")) +ALT_LEVERAGE = int(os.getenv("ALT_LEVERAGE", "5")) +# 交易日滚动与「可开仓」整点：按应用本地时区 wall clock（默认北京时间 UTC+8） +TRADING_DAY_RESET_HOUR = int(os.getenv("TRADING_DAY_RESET_HOUR", "8")) +# false 时关闭「整点前禁止新开仓」守卫（交易日划分仍用 TRADING_DAY_RESET_HOUR） +TRADING_DAY_RESET_OPEN_GUARD_ENABLED = os.getenv( + "TRADING_DAY_RESET_OPEN_GUARD_ENABLED", "true" +).lower() in ("1", "true", "yes", "on") +APP_TIMEZONE = os.getenv("APP_TIMEZONE", "Asia/Shanghai") + + +def _resolve_app_tz(): + if ZoneInfo is not None: + try: + return ZoneInfo((APP_TIMEZONE or "Asia/Shanghai").strip()) + except Exception: + pass + return timezone(timedelta(hours=8)) + + +APP_TZ = _resolve_app_tz() +LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true" +BINANCE_API_KEY = (os.getenv("BINANCE_API_KEY") or "").strip() +BINANCE_API_SECRET = (os.getenv("BINANCE_API_SECRET") or "").strip() +BINANCE_MARGIN_MODE = (os.getenv("BINANCE_MARGIN_MODE") or "cross").strip().lower() +# hedge=双向持仓（需 positionSide）；oneway / single=单向持仓 +_raw_binance_pos = (os.getenv("BINANCE_POSITION_MODE") or "hedge").strip().lower() +BINANCE_POSITION_MODE = "hedge" if _raw_binance_pos in ("hedge", "dual", "double", "hedged") else "oneway" +# 条件单触发参考：CONTRACT_PRICE=最新成交价 MARK_PRICE=标记价 +BINANCE_TRIGGER_WORKING_TYPE = (os.getenv("BINANCE_TRIGGER_WORKING_TYPE") or "CONTRACT_PRICE").strip().upper() +if BINANCE_TRIGGER_WORKING_TYPE not in ("CONTRACT_PRICE", "MARK_PRICE"): + BINANCE_TRIGGER_WORKING_TYPE = "CONTRACT_PRICE" +# 页面展示的交易所名称（多实例/多环境时可按需区分） +EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "Binance").strip() or "Binance" +_BINANCE_DEFAULT_MARGIN_MODE = "cross" if BINANCE_MARGIN_MODE in ("cross", "cross_margin") else "isolated" +BALANCE_REFRESH_SECONDS = int(os.getenv("BALANCE_REFRESH_SECONDS", "60")) +PRICE_REFRESH_SECONDS = int(os.getenv("PRICE_REFRESH_SECONDS", "5")) +KEY_ALERT_MAX_TIMES = int(os.getenv("KEY_ALERT_MAX_TIMES", "3")) +KEY_ALERT_INTERVAL_MINUTES = int(os.getenv("KEY_ALERT_INTERVAL_MINUTES", "5")) +KEY_BREAKOUT_LIMIT_PCT = float(os.getenv("KEY_BREAKOUT_LIMIT_PCT", "1.5")) +AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true" +AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30")) +AUTO_TRANSFER_FROM = os.getenv("AUTO_TRANSFER_FROM", "funding") +AUTO_TRANSFER_TO = os.getenv("AUTO_TRANSFER_TO", "swap") +FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true" +FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0")) +# 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账 +AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8")) +WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10")) +AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120")) +MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3")) +KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m") +FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98")) +TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT") +UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images")) +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")) +DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) +BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) +BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02")) +BREAKEVEN_STEP_R = float(os.getenv("BREAKEVEN_STEP_R", "1.0")) +DEFAULT_TRADE_STYLE = (os.getenv("DEFAULT_TRADE_STYLE", "trend") or "trend").strip().lower() +OLLAMA_API = os.getenv("OLLAMA_API", "http://127.0.0.1:11434/api/generate") +AI_MODEL = os.getenv("AI_MODEL", "huihui_ai/deepseek-r1-abliterated:latest") + +BINANCE_SOCKS_PROXY = (os.getenv("BINANCE_SOCKS_PROXY") or "").strip() +BINANCE_HTTP_PROXY = (os.getenv("BINANCE_HTTP_PROXY") or "").strip() +BINANCE_HTTPS_PROXY = (os.getenv("BINANCE_HTTPS_PROXY") or "").strip() + + +def build_binance_ccxt_proxies(): + """ + 为 ccxt 配置代理（常用于本机网络不稳定时通过 SSH 动态转发 SOCKS5 出口）。 + + 推荐： + - 本机：ssh -N -D 127.0.0.1:1080 user@vps + - .env：BINANCE_SOCKS_PROXY=socks5h://127.0.0.1:1080 + + 说明： + - socks5h 让代理端解析域名（避免本机 DNS/策略差异）；若你明确要本机解析可用 socks5:// + """ + socks = BINANCE_SOCKS_PROXY.strip() + http = BINANCE_HTTP_PROXY.strip() + https = BINANCE_HTTPS_PROXY.strip() or http + if socks: + return {"http": socks, "https": socks} + if http or https: + return {"http": http, "https": https} + return None + + +BINANCE_CCXT_PROXIES = build_binance_ccxt_proxies() + +os.makedirs(UPLOAD_FOLDER, exist_ok=True) +os.makedirs(ORDER_CHART_DIR, exist_ok=True) +app.config["UPLOAD_FOLDER"] = UPLOAD_FOLDER + +# Binance USDT 本位永续（ccxt unified: defaultType=swap） +exchange = ccxt.binance({ + "enableRateLimit": True, + "options": { + "defaultType": "swap", + "defaultMarginMode": _BINANCE_DEFAULT_MARGIN_MODE, + "adjustForTimeDifference": True, + }, +}) +if BINANCE_CCXT_PROXIES: + exchange.proxies = BINANCE_CCXT_PROXIES +if BINANCE_API_KEY and BINANCE_API_SECRET: + exchange.apiKey = BINANCE_API_KEY + exchange.secret = BINANCE_API_SECRET +MARKETS_LOADED = False +ACCOUNT_BALANCE_CACHE = { + "updated_at": 0.0, + "funding_usdt": None, + "trading_usdt": None +} +LIQUIDITY_RANK_CACHE = { + "updated_at": 0.0, + "ranks": {}, + "total": 0, +} + +# 企业微信推送 +def send_wechat_msg(content): + prefix = "【加密货币】" + full_msg = f"{prefix}\n{content}" + data = { + "msgtype": "text", + "text": {"content": full_msg} + } + try: + requests.post(WECHAT_WEBHOOK, json=data, timeout=WECHAT_TIMEOUT_SECONDS) + except: + pass + + +def _wechat_account_label(): + return (os.getenv("BINANCE_ACCOUNT_LABEL") or "binance实盘账户").strip() + + +def _wechat_direction_text(direction): + d = (direction or "").lower() + return "多头（long）" if d == "long" else "空头（short）" + + +def _wechat_trading_capital_text(fallback=None): + try: + _, trading_capital = get_exchange_capitals(force=True) + except Exception: + trading_capital = None + if trading_capital is not None: + return f"{round(float(trading_capital), 4)}U" + if fallback is not None: + try: + return f"{round(float(fallback), 4)}U" + except Exception: + pass + return "-" + + +def build_wechat_close_message( + symbol, + direction, + result, + pnl_amount, + hold_seconds=None, + trigger_price=None, + current_price=None, + stop_loss=None, + take_profit=None, + close_order_id=None, + extra_note=None, + session_capital_fallback=None, +): + hold_txt = format_hold_minutes(calc_hold_minutes(hold_seconds)) if hold_seconds is not None else "-" + ep = format_price_for_symbol(symbol, trigger_price) + cp = format_price_for_symbol(symbol, current_price) + tp = format_price_for_symbol(symbol, take_profit) + sl = format_price_for_symbol(symbol, stop_loss) + cap_txt = _wechat_trading_capital_text(session_capital_fallback) + try: + if pnl_amount is not None: + pv = float(pnl_amount) + pnl_disp = f"{'+' if pv > 0 else ''}{round(pv, 4)} U" + else: + pnl_disp = "-" + except (TypeError, ValueError): + pnl_disp = "-" + + lines = [ + f"📉 {symbol} 平仓完成", + f"💼 账户：{_wechat_account_label()}", + "", + "🧾 平仓概要", + f"🔖 平仓单号：{close_order_id or '-'}", + f"📌 方向：{_wechat_direction_text(direction)}", + f"📌 平仓结果：{result or '-'}", + f"💰 本单盈亏：{pnl_disp}", + f"⏱ 持仓时长：{hold_txt}", + f"💵 交易账户资金：{cap_txt}", + "", + "🎯 价位（计划）", + f"开仓成交价：{ep}", + f"离场参考价：{cp}", + f"止盈价位：{tp}", + f"止损价位：{sl}", + ] + if extra_note: + lines.extend(["", "📎 备注", extra_note]) + return "\n".join(lines) + + +def build_wechat_breakeven_message(symbol, direction, arm_txt, now_rr, locked_r, new_sl): + sl_fmt = format_price_for_symbol(symbol, new_sl) + return "\n".join( + [ + f"# 🛡️ {symbol} 保护位更新", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 移动保本/止盈", + f"- 方向：**{_wechat_direction_text(direction)}**", + f"- 类型：**{arm_txt}**", + f"- 当前RR：`{round(float(now_rr), 2)}R`", + f"- 锁定RR：`{round(float(locked_r), 2)}R`", + f"- 新保护位：`{sl_fmt}`", + ] + ) + + +def build_wechat_monitor_error_message(symbol, direction, scene, error_text): + return "\n".join( + [ + f"# ⚠️ {symbol} 下单监控异常", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 异常信息", + f"- 方向：**{_wechat_direction_text(direction)}**", + f"- 场景：{scene}", + f"- 错误：{str(error_text)}", + ] + ) + + +def build_wechat_key_monitor_message( + symbol, + direction, + monitor_type, + trigger_time, + key_price, + confirm_close, + hard_lines, + btc8h_status, + coin4h_status, + swing4h_pct, + op_lines, + risk_tip=None, +): + lines = [ + f"# 🎯 {symbol} 关键位确认推送", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 交易对 / 触发时间", + f"- 交易对：**{symbol}**", + f"- 触发时间：`{trigger_time}`", + "", + "### 方向与确认K", + f"- 方向：**{_wechat_direction_text(direction)}**", + "- 确认K：第二根5m收盘完成", + "", + "### 关键价位", + f"- 类型：**{monitor_type}**", + f"- 箱体关键位：`{key_price}`", + f"- 第二根确认收盘价：`{confirm_close}`", + "", + "### 硬条件校验结果", + ] + lines.extend([f"- {x}" for x in hard_lines]) + lines.extend( + [ + "", + "### 市场状态说明", + f"- BTC 8h 状态：**{btc8h_status}**", + f"- 本币 4h(EMA55) 状态：**{coin4h_status}**", + f"- 4h震荡幅度（5m近48根）：`{round(float(swing4h_pct), 3)}%`", + "", + "### 操作提示", + ] + ) + lines.extend([f"- {x}" for x in op_lines]) + if risk_tip: + lines.extend(["", f"### 逆势风险提醒", f"- {risk_tip}"]) + return "\n".join(lines) + + +def _read_image_base64(image_path): + try: + with open(image_path, "rb") as f: + return base64.b64encode(f.read()).decode("utf-8") + except Exception: + return None + + +def _extract_json_object(text): + if not text: + return None + clean = text.strip() + if clean.startswith("```"): + clean = clean.replace("```json", "").replace("```", "").strip() + try: + return json.loads(clean) + except Exception: + pass + match = re.search(r"\{[\s\S]*\}", clean) + if not match: + return None + try: + return json.loads(match.group(0)) + except Exception: + return None + + +def _journal_row_lines_for_ai(idx, row, *, include_hold_duration=True): + """把 journal 字段拼成给 AI 的文本；字段之外的事实不要指望模型自己猜。""" + def nz(v, default="无"): + if v is None: + return default + s = str(v).strip() + return s if s else default + + lines = [ + f"{idx}. {nz(row['coin'])} {nz(row['tf'])} | 盈亏:{nz(row['pnl'])}U | 实际RR:{nz(row['real_rr'])} | 预期RR:{nz(row['expect_rr'])}", + f" 开仓逻辑：{nz(row['entry_reason'])}", + f" 平仓/离场（交易员自述）：{nz(row['exit_reason'])}", + ] + if include_hold_duration: + lines.append(f" 持仓时长：{nz(row['hold_duration'])}") + ee_bits = [ + nz(row["early_exit"]), + nz(row["early_exit_reason"]), + nz(row["early_exit_trigger"]), + nz(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：{nz(row['mood_issues'])}" + if row["mood_score"] is not None: + mood_bits += f" | 自评心态分：{row['mood_score']}" + lines.append(f" {mood_bits}") + if nz(row["post_breakeven_stare"]) != "无": + lines.append(f" 保本后盯盘：{nz(row['post_breakeven_stare'])}") + if nz(row["new_trade_while_occupied"]) != "无": + lines.append(f" 占用时新开仓：{nz(row['new_trade_while_occupied'])}") + if nz(row["note"]) != "无": + lines.append(f" 备注：{nz(row['note'])}") + return "\n".join(lines) + "\n" + + +def ai_review(trades_text, period_title, image_paths=None): + prompt = f""" +你是一位专业交易教练。下面是用户的{period_title}交易记录，请做简洁、可执行的复盘（中文）。 + +【硬性规则 — 必须遵守】 +- 你只能根据「交易记录」里**明确出现的字段**陈述事实；禁止编造：是否触发止损、是否扛单、亏损是否扩大、图上具体结构/进出场点位等记录里**没有**的信息。 +- 「平仓/离场」只是交易员自述摘要，不是客观成交明细；若记录未写明代币是否打到止损价、是否软件平仓等，不要断言执行路径，可用「在记录有限前提下，一种可能是……」或简短写「执行路径记录不足，无法判断」。 +- 「提前离场」类结论必须优先依据记录中的「提前离场记录」字段；若该段全为「无」或未出现有效内容，不得写道「明显扛单」「拒不止损」「未执行硬止损」等。 +- 实际RR为负只说明结果相对于预期RR不利，不等同于「风控失灵」或「止损纪律崩溃」，除非记录里另有依据。 +- 禁止用语：人身攻击、夸张定性（如「致命伤」「灾难」）；语气克制、对事不对人。 +- 若有截图且你能辨认，再结合图讨论；看不清或无明确定位则明确说「无法从图确认」，不得虚构 K 线故事。 + +【输出结构】 +1. 总体盈亏结构（紧扣笔数、盈亏数字与 RR，少形容词） +2. 心态与执行（每笔 1–10 分 + 一句依据；依据必须对应记录字段） +3. 行为标签（提前离场 / 乱开仓 / 扛单等）：仅在有字段或自述支撑时点名；否则写「记录未勾选或未描述，不作强加」 +4. 改进建议（最多 3 条，每条具体可执行） +5. 图表（若有且可读）：结合价格行为简述；否则一两句说明无法看图分析 + +交易记录： +{trades_text} +""".strip() + payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.2}} + images = [] + for p in image_paths or []: + b64 = _read_image_base64(p) + if b64: + images.append(b64) + if images: + payload["images"] = images + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + return r.json().get("response", "AI 生成失败") + except Exception as e: + return f"AI 调用失败：{str(e)}" + + +def ai_short_advice(prompt_text): + prompt = f""" +你是交易风控助理。请用中文给出**最多 3 条**提醒，要求： +- 每条不超过 25 个字 +- 语气克制、具体、可执行 +- 不要输出 Markdown，不要编号前缀以外的废话 + +场景： +{prompt_text} +""".strip() + payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.2}} + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + return (r.json().get("response") or "").strip() + except Exception: + return "" + + +def _load_font(size): + if not ImageFont: + return None + candidates = [ + "/usr/share/fonts/truetype/dejavu/DejaVuSans.ttf", + "/usr/share/fonts/truetype/noto/NotoSansCJK-Regular.ttc", + "C:\\Windows\\Fonts\\msyh.ttc", + "C:\\Windows\\Fonts\\arial.ttf", + ] + for path in candidates: + if path and os.path.exists(path): + try: + return ImageFont.truetype(path, size) + except Exception: + continue + try: + return ImageFont.load_default() + except Exception: + return None + + +def _ohlcv_to_rows(ohlcv): + rows = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + try: + rows.append( + { + "ts": int(bar[0]), + "o": float(bar[1]), + "h": float(bar[2]), + "l": float(bar[3]), + "c": float(bar[4]), + "v": float(bar[5]), + } + ) + except Exception: + continue + return rows + + +def _local_input_datetime_to_ms(dt_text): + raw = str(dt_text or "").strip() + if not raw: + return None + raw = raw.replace("T", " ") + for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M"): + try: + dt = datetime.strptime(raw, fmt) + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + continue + return None + + +def _pick_marker_point(rows, target_ts_ms, target_price=None): + if not rows or target_ts_ms is None: + return None, None + idx = min(range(len(rows)), key=lambda i: abs(int(rows[i]["ts"]) - int(target_ts_ms))) + if target_price is not None: + try: + p = float(target_price) + if p > 0: + return idx, p + except Exception: + pass + return idx, float(rows[idx]["c"]) + + +def _render_candles_subplot(rows, title, width, height, bg_rgb=(255, 255, 255), marker_points=None): + if not Image or not ImageDraw: + raise RuntimeError("缺少依赖：Pillow（pip install Pillow）") + img = Image.new("RGB", (width, height), bg_rgb) + draw = ImageDraw.Draw(img) + font = _load_font(14) + small = _load_font(12) + + pad_l, pad_r, pad_t, pad_b = 46, 12, 26, 28 + plot_w = max(10, width - pad_l - pad_r) + plot_h = max(10, height - pad_t - pad_b) + + header_bg = (245, 247, 250) + draw.rectangle((0, 0, width, pad_t), fill=header_bg) + if font: + draw.text((10, 6), title, fill=(25, 35, 60), font=font) + else: + draw.text((10, 6), title, fill=(25, 35, 60)) + + if not rows: + if small: + draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120), font=small) + else: + draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120)) + return img + + lo = min(r["l"] for r in rows) + hi = max(r["h"] for r in rows) + if hi <= lo: + hi = lo + 1e-12 + + n = len(rows) + marker_by_idx = {} + for mp in marker_points or []: + try: + idx = int(mp.get("idx")) + except Exception: + continue + if idx < 0 or idx >= n: + continue + marker_by_idx[idx] = mp + + x0 = pad_l + for i, r in enumerate(rows): + x1 = pad_l + int((i + 1) * plot_w / n) + x_mid = (x0 + x1) // 2 + wick_x = x_mid + y_high = pad_t + int((hi - r["h"]) / (hi - lo) * plot_h) + y_low = pad_t + int((hi - r["l"]) / (hi - lo) * plot_h) + y_open = pad_t + int((hi - r["o"]) / (hi - lo) * plot_h) + y_close = pad_t + int((hi - r["c"]) / (hi - lo) * plot_h) + top = min(y_open, y_close) + bot = max(y_open, y_close) + up = r["c"] >= r["o"] + wick_color = (120, 120, 120) + edge_color = (20, 20, 20) + draw.line((wick_x, y_high, wick_x, y_low), fill=wick_color) + body_w = max(1, (x1 - x0) - 2) + left = x0 + 1 + if bot - top < 2: + mid = (top + bot) // 2 + draw.rectangle((left, mid, left + body_w, mid + 1), fill=edge_color) + else: + if up: + draw.rectangle((left, top, left + body_w, bot), fill=(255, 255, 255), outline=edge_color, width=1) + else: + draw.rectangle((left, top, left + body_w, bot), fill=edge_color, outline=edge_color, width=1) + if i in marker_by_idx: + mp = marker_by_idx[i] + tag = str(mp.get("tag") or "") + m_price = float(mp.get("price") or r["c"]) + y_m = pad_t + int((hi - m_price) / (hi - lo) * plot_h) + y_m = max(pad_t + 4, min(pad_t + plot_h - 4, y_m)) + if tag == "ENTRY": + m_color = (0, 195, 95) + tri = [(x_mid, y_m - 20), (x_mid - 9, y_m - 4), (x_mid + 9, y_m - 4)] + text_y = y_m - 36 + else: + m_color = (235, 65, 65) + tri = [(x_mid, y_m + 20), (x_mid - 9, y_m + 4), (x_mid + 9, y_m + 4)] + text_y = y_m + 12 + draw.ellipse((x_mid - 5, y_m - 5, x_mid + 5, y_m + 5), fill=m_color, outline=(255, 255, 255), width=1) + draw.polygon(tri, fill=m_color) + draw.line((x_mid, y_m, x_mid, y_m - 16 if tag == "ENTRY" else y_m + 16), fill=m_color, width=3) + if font: + draw.text((x_mid + 8, text_y), tag, fill=m_color, font=font) + else: + draw.text((x_mid + 8, text_y), tag, fill=m_color) + x0 = x1 + + if len(marker_points or []) >= 2: + try: + entry = next((m for m in marker_points if m.get("tag") == "ENTRY"), None) + exitp = next((m for m in marker_points if m.get("tag") == "EXIT"), None) + if entry is not None and exitp is not None: + ex_i, ex_p = int(entry["idx"]), float(entry["price"]) + xx_i, xx_p = int(exitp["idx"]), float(exitp["price"]) + x_ex = pad_l + int((ex_i + 0.5) * plot_w / n) + x_xx = pad_l + int((xx_i + 0.5) * plot_w / n) + y_ex = pad_t + int((hi - ex_p) / (hi - lo) * plot_h) + y_xx = pad_t + int((hi - xx_p) / (hi - lo) * plot_h) + draw.line((x_ex, y_ex, x_xx, y_xx), fill=(35, 135, 255), width=3) + except Exception: + pass + + # 极简风格：不画网格与坐标轴，仅保留右下角轻量区间信息 + if small: + draw.text((width - 210, height - 22), f"L={lo:.6g} H={hi:.6g}", fill=(120, 125, 135), font=small) + return img + + +def generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=None, + limit=None, + out_dir=None, + filename=None, + filename_prefix="chart", + marker_payload=None, + marker_timeframes=None, +): + if not ORDER_CHART_ENABLED: + return None + if not Image: + return None + requested = timeframes or ORDER_CHART_TFS + limit = limit or ORDER_CHART_LIMIT + preferred_layout = ["5m", "15m", "1h", "4h"] + requested_set = set(requested or []) + ordered = [tf for tf in preferred_layout if tf in requested_set] + for tf in requested: + if tf not in ordered: + ordered.append(tf) + timeframes = ordered[:4] if ordered else preferred_layout + + ensure_markets_loaded() + panels = [] + cell_w, cell_h = 980, 520 + for tf in timeframes: + try: + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit) + except Exception: + ohlcv = [] + rows = _ohlcv_to_rows(ohlcv)[-limit:] + title = f"{title_prefix} | {tf} x{len(rows)}" + points = [] + tf_key = str(tf).strip().lower() + marker_tfs = {str(x).strip().lower() for x in (marker_timeframes or []) if str(x).strip()} + if marker_payload and tf_key in marker_tfs: + entry_idx, entry_price = _pick_marker_point(rows, marker_payload.get("entry_ts_ms"), marker_payload.get("entry_price")) + exit_idx, exit_price = _pick_marker_point(rows, marker_payload.get("exit_ts_ms"), marker_payload.get("exit_price")) + if entry_idx is not None and entry_price is not None: + points.append({"idx": entry_idx, "price": entry_price, "tag": "ENTRY"}) + if exit_idx is not None and exit_price is not None: + points.append({"idx": exit_idx, "price": exit_price, "tag": "EXIT"}) + panels.append( + _render_candles_subplot( + rows, + title, + width=cell_w, + height=cell_h, + bg_rgb=(255, 255, 255), + marker_points=points, + ) + ) + + if not panels: + return None + + gap = 10 + cols = 2 + rows_n = int(math.ceil(len(panels) / cols)) + w = cols * cell_w + (cols - 1) * gap + h = rows_n * cell_h + (rows_n - 1) * gap + out = Image.new("RGB", (w, h), (255, 255, 255)) + idx = 0 + for r in range(rows_n): + for c in range(cols): + if idx >= len(panels): + break + x = c * (cell_w + gap) + y = r * (cell_h + gap) + out.paste(panels[idx], (x, y)) + idx += 1 + + # 四宫格间隔线（仅在拼图间隙处画线，不进入单张子图） + if ImageDraw and rows_n >= 1: + draw_out = ImageDraw.Draw(out) + line_col = (220, 225, 232) + x_mid = cell_w + gap // 2 + if w > x_mid >= 0: + draw_out.line((x_mid, 0, x_mid, h), fill=line_col, width=2) + for rr in range(1, rows_n): + y_mid = rr * cell_h + (rr - 1) * gap + gap // 2 + if 0 <= y_mid <= h: + draw_out.line((0, y_mid, w, y_mid), fill=line_col, width=2) + + target_dir = out_dir or ORDER_CHART_DIR + os.makedirs(target_dir, exist_ok=True) + fname = filename or f"{filename_prefix}_{uuid.uuid4().hex}.png" + out_path = os.path.join(target_dir, fname) + out.save(out_path, format="PNG") + return fname + + +def generate_order_open_chart(exchange_symbol, title_prefix, timeframes=None, limit=None): + return generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=timeframes, + limit=limit, + out_dir=ORDER_CHART_DIR, + filename=None, + filename_prefix="order", + ) + + +def journal_coin_from_symbol(symbol): + sym = (symbol or "").strip().upper() + if not sym: + return "" + if "/" in sym: + return sym.split("/")[0].strip() + if "-" in sym: + return sym.split("-")[0].strip() + if sym.endswith("USDT"): + return sym[:-4].strip() + return sym + + +EARLY_EXIT_TRIGGERS = ( + "", + "保本止盈", + "移动止盈", + "手动平仓", + "止损", + "其他", +) + +# 与用户约定的固定开仓类型（仅做这几类单子） +ENTRY_REASON_OPTIONS = ( + "趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低", + "趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高", + "趋势多头：小分歧低吸入场（左侧），确认条件：二次探底", + "趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶", + "波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20", +) +# 复盘表单「其他」选项的 value（非入库值；自定义文本走 entry_reason_custom） +ENTRY_REASON_OTHER = "__OTHER__" + + +def normalize_entry_reason(raw, custom_text=None): + v = str(raw or "").strip() + if v == ENTRY_REASON_OTHER: + c = str(custom_text or "").strip() + return c[:2000] if c else "" + return v if v in ENTRY_REASON_OPTIONS else "" + + +def entry_reason_valid_for_storage(s): + """允许五种固定整句、或自定义短文本（不含未解析的 __OTHER__ 占位）。""" + t = str(s or "").strip() + if not t: + return True + if t == ENTRY_REASON_OTHER: + return False + if t in ENTRY_REASON_OPTIONS: + return True + return 1 <= len(t) <= 2000 + + +def normalize_early_exit_trigger(raw): + v = str(raw or "").strip() + return v if v in EARLY_EXIT_TRIGGERS else "" + + +def compose_early_exit_reason_saved(trigger, note): + """Readable single-line string stored in early_exit_reason for legacy consumers.""" + t = normalize_early_exit_trigger(trigger) + n = str(note or "").strip() + if t and n: + return f"{t}｜{n}" + return t or n + + +def journal_exit_reason_stored(trigger, note): + """exit_reason 列与表单「一处」对齐：非手工=触发类型；手工=离场说明全文。""" + t = normalize_early_exit_trigger(trigger) + n = str(note or "").strip() + if t == "手动平仓": + return n + return t + + +def ai_extract_journal_from_image(image_b64): + prompt = """ +你是交易复盘信息提取助手。请从截图中提取可识别字段，并只输出 JSON（不要 markdown，不要解释）。 +要求： +1) 仅输出一个 JSON 对象。 +2) 时间输出为 YYYY-MM-DDTHH:MM（用于 HTML datetime-local），无法识别填空字符串。 +3) 不要猜测主观原因；early_exit_note（仅手工平仓）、note 默认留空，除非图中明确写出。 +4) 允许字段为空。 +5) entry_reason：优先从下列完整字符串中选一个（一字不差）；若无法归类则可将简述写入 entry_reason（保存时也可选表单「其他」手写）： + - 趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低 + - 趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高 + - 趋势多头：小分歧低吸入场（左侧），确认条件：二次探底 + - 趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶 + - 波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20 +6) early_exit_trigger 只能从下列取值中选一个（无法识别则填空字符串）：保本止盈、移动止盈、手动平仓、止损、其他。 +7) 若触发为「手动平仓」，early_exit_note 必须写出图中可见的补充说明；其他触发类型 early_exit_note 留空。 +8) 若图中有无法归类的离场说明原文，可放进 early_exit_note，early_exit_trigger 填「其他」或留空。 + +JSON 字段： +{ + "open_datetime": "", + "close_datetime": "", + "coin": "", + "tf": "", + "pnl": "", + "expect_rr": "", + "real_rr": "", + "entry_reason": "", + "early_exit_trigger": "", + "early_exit_note": "", + "early_exit_reason": "", + "note": "" +} +""".strip() + payload = { + "model": AI_MODEL, + "prompt": prompt, + "images": [image_b64], + "stream": False, + "options": {"temperature": 0.1}, + } + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + raw = r.json().get("response", "") + data = _extract_json_object(raw) or {} + if not isinstance(data, dict): + data = {} + trig_in = data.get("early_exit_trigger") + note_in = data.get("early_exit_note") + legacy_reason = str(data.get("early_exit_reason") or "").strip() + out = { + "open_datetime": str(data.get("open_datetime") or "").strip(), + "close_datetime": str(data.get("close_datetime") or "").strip(), + "coin": str(data.get("coin") or "").strip(), + "tf": str(data.get("tf") or "").strip(), + "pnl": str(data.get("pnl") or "").strip(), + "expect_rr": str(data.get("expect_rr") or "").strip(), + "real_rr": str(data.get("real_rr") or "").strip(), + "entry_reason": normalize_entry_reason(data.get("entry_reason")), + "early_exit_trigger": normalize_early_exit_trigger(trig_in), + "early_exit_note": str(note_in or "").strip(), + "early_exit_reason": legacy_reason, + "note": str(data.get("note") or "").strip(), + } + if not out["early_exit_trigger"] and not out["early_exit_note"] and legacy_reason: + out["early_exit_note"] = legacy_reason + if out["early_exit_trigger"] == "手动平仓" and not out["early_exit_note"] and legacy_reason: + out["early_exit_note"] = legacy_reason + if out["early_exit_trigger"] != "手动平仓": + out["early_exit_note"] = "" + out["exit_reason"] = journal_exit_reason_stored(out["early_exit_trigger"], out["early_exit_note"]) + return out + except Exception: + return None + +# 初始化数据库（支持多空方向） +def init_db(): + conn = sqlite3.connect(DB_PATH) + c = conn.cursor() + + # 关键位监控 + c.execute('''CREATE TABLE IF NOT EXISTS key_monitors + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, + direction TEXT DEFAULT "long", upper REAL, lower REAL, + notification_count INTEGER DEFAULT 0, last_notified_at TEXT, + max_notify INTEGER DEFAULT 3, notify_interval_min INTEGER DEFAULT 5, + breakout_limit_pct REAL DEFAULT 1.5, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + # 订单监控（核心：加 direction 方向字段） + c.execute('''CREATE TABLE IF NOT EXISTS order_monitors + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, direction TEXT DEFAULT "long", + exchange_symbol TEXT, + trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL, + margin_capital REAL DEFAULT 30, leverage INTEGER DEFAULT 5, + trade_style TEXT DEFAULT "trend", + risk_percent REAL, risk_amount REAL, + breakeven_rr_trigger REAL, breakeven_offset_pct REAL, breakeven_step_r REAL, + breakeven_armed INTEGER DEFAULT 0, breakeven_price REAL, + notional_value REAL, position_ratio REAL, base_amount REAL, + order_amount REAL, exchange_order_id TEXT, exchange_close_order_id TEXT, + opened_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP, opened_at_ms INTEGER, session_date TEXT, + status TEXT DEFAULT "active")''') + + # 交易记录（必须存多空） + c.execute('''CREATE TABLE IF NOT EXISTS trade_records + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, + direction TEXT DEFAULT "long", trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL, + margin_capital REAL, leverage INTEGER, pnl_amount REAL DEFAULT 0, hold_seconds INTEGER DEFAULT 0, + trade_style TEXT DEFAULT "trend", risk_amount REAL, planned_rr REAL, actual_rr REAL, + hold_minutes INTEGER DEFAULT 0, opened_at TEXT, opened_at_ms INTEGER, closed_at TEXT, closed_at_ms INTEGER, + result TEXT, miss_reason TEXT, exchange_trade_id TEXT, + reviewed_opened_at TEXT, reviewed_closed_at TEXT, reviewed_stop_loss REAL, reviewed_take_profit REAL, reviewed_pnl_amount REAL, + reviewed_result TEXT, reviewed_miss_reason TEXT, reviewed_hold_seconds INTEGER, reviewed_hold_minutes INTEGER, + reviewed_at TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS trading_sessions + (session_date TEXT PRIMARY KEY, start_capital REAL, current_capital REAL, + updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS journal_entries + (id TEXT PRIMARY KEY, open_datetime TEXT, close_datetime TEXT, hold_duration TEXT, + coin TEXT, tf TEXT, pnl TEXT, entry_reason TEXT, exit_reason TEXT, + expect_rr TEXT, real_rr TEXT, early_exit TEXT, early_exit_reason TEXT, + early_exit_trigger TEXT, early_exit_note TEXT, + mood_score INTEGER, mood_ai_score INTEGER, mood_ai_comment TEXT, mood_issues TEXT, post_breakeven_stare TEXT, + new_trade_while_occupied TEXT, note TEXT, image TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS ai_reviews + (id TEXT PRIMARY KEY, review_type TEXT, target_date TEXT, content TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS transfer_logs + (id INTEGER PRIMARY KEY AUTOINCREMENT, transfer_type TEXT, transfer_day TEXT, + amount REAL, from_account TEXT, to_account TEXT, status TEXT, message TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + c.execute('''DROP INDEX IF EXISTS idx_transfer_logs_unique_day''') + c.execute('''CREATE UNIQUE INDEX IF NOT EXISTS idx_transfer_logs_auto_daily_unique + ON transfer_logs(transfer_type, transfer_day) + WHERE transfer_type = 'auto_daily' ''') + + # 给旧表加 direction 字段（兼容老数据，不报错） + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_symbol TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN margin_capital REAL DEFAULT 30") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN leverage INTEGER DEFAULT 5") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN trade_style TEXT DEFAULT 'trend'") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN risk_percent REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN risk_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_rr_trigger REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_offset_pct REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_step_r REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_armed INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_price REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN initial_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN notional_value REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN position_ratio REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN base_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN order_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_order_id TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_close_order_id TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN session_date TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_enabled INTEGER DEFAULT 1") + except Exception: + pass + try: + c.execute("UPDATE order_monitors SET opened_at = datetime('now') WHERE opened_at IS NULL OR opened_at = ''") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN margin_capital REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN leverage INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN pnl_amount REAL DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN hold_seconds INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN hold_minutes INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN trade_style TEXT DEFAULT 'trend'") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN risk_amount REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN planned_rr REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN actual_rr REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN initial_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN exchange_trade_id TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN opened_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN closed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN closed_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_closed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_take_profit REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_pnl_amount REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_result TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_miss_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_seconds INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_minutes INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN entry_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_entry_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_score INTEGER") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_comment TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_trigger TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_note TEXT") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN notification_count INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN last_notified_at TEXT") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN max_notify INTEGER DEFAULT 3") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN notify_interval_min INTEGER DEFAULT 5") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN breakout_limit_pct REAL DEFAULT 1.5") + except: pass + + c.execute( + """CREATE TABLE IF NOT EXISTS key_monitor_history + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, direction TEXT, + upper REAL, lower REAL, notification_count INTEGER, last_alert_message TEXT, + close_reason TEXT, closed_at TEXT)""" + ) + + conn.commit() + conn.close() + +init_db() + +def get_db(): + conn = sqlite3.connect(DB_PATH) + conn.row_factory = sqlite3.Row + return conn + + +def app_now(): + """应用本地时区当前墙钟时间（无时区的 datetime，便于与库中字符串直接比较）。""" + return datetime.now(APP_TZ).replace(tzinfo=None) + + +def app_now_str(): + return app_now().strftime("%Y-%m-%d %H:%M:%S") + + +def utc_now_dt(): + """当前时刻（UTC，aware）。""" + return datetime.now(timezone.utc) + + +def utc_calendar_date_str(): + """UTC 自然日 YYYY-MM-DD（用于自动划转去重等与交易所日界对齐的计算）。""" + return utc_now_dt().strftime("%Y-%m-%d") + + +def get_trading_day(now=None): + """交易日字符串：本地时钟下若小时 < TRADING_DAY_RESET_HOUR 则归属「上一日历日」。""" + now = now or app_now() + if getattr(now, "tzinfo", None): + now = now.astimezone(APP_TZ).replace(tzinfo=None) + if now.hour < TRADING_DAY_RESET_HOUR: + return (now - timedelta(days=1)).strftime("%Y-%m-%d") + return now.strftime("%Y-%m-%d") + + +TRADE_COMPLETED_RESULTS = ( + "止盈", + "止损", + "保本止盈", + "移动止盈", + "手动平仓", + "强制清仓", + "外部平仓", +) + +REVIEW_RESULT_OPTIONS = ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓") + + +def parse_dt_for_trading_day(s): + if not s: + return None + s = str(s).strip().replace("Z", "").replace("T", " ") + if not s: + return None + for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16), ("%Y-%m-%d", 10)): + try: + return datetime.strptime(s[:ln], fmt) + except ValueError: + continue + return None + + +def insert_key_monitor_history(conn, row, notification_count, last_msg, close_reason): + conn.execute( + """INSERT INTO key_monitor_history + (symbol, monitor_type, direction, upper, lower, notification_count, last_alert_message, close_reason, closed_at) + VALUES (?,?,?,?,?,?,?,?,?)""", + ( + row["symbol"], + row["monitor_type"], + row["direction"] or "long", + row["upper"], + row["lower"], + int(notification_count or 0), + (last_msg or "")[:800] if last_msg else None, + close_reason, + app_now_str(), + ), + ) + + +def _session_week_bounds(trading_day_str): + end = datetime.strptime(trading_day_str, "%Y-%m-%d").date() + start = end - timedelta(days=6) + return start.strftime("%Y-%m-%d"), trading_day_str + + +def _calendar_month_bounds(local_dt): + y, m = local_dt.year, local_dt.month + start = f"{y:04d}-{m:02d}-01" + if m == 12: + end_d = datetime(y, 12, 31).date() + else: + end_d = (datetime(y, m + 1, 1) - timedelta(days=1)).date() + return start, end_d.strftime("%Y-%m-%d") + + +def _count_opens_between(conn, start_td, end_td): + return conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ?", + (start_td, end_td), + ).fetchone()[0] + + +def _load_completed_live_pnls(conn): + q = """SELECT pnl_amount, reviewed_pnl_amount, closed_at, reviewed_closed_at, created_at, + result, reviewed_result + FROM trade_records + WHERE monitor_type = '下单监控' + ORDER BY COALESCE(closed_at, created_at, opened_at) ASC, id ASC""" + rows = conn.execute(q).fetchall() + out = [] + for r in rows: + effective_result = (r["reviewed_result"] or r["result"] or "").strip() + if effective_result not in TRADE_COMPLETED_RESULTS: + continue + try: + p = float(r["reviewed_pnl_amount"] if r["reviewed_pnl_amount"] is not None else (r["pnl_amount"] or 0)) + except (TypeError, ValueError): + p = 0.0 + t = parse_dt_for_trading_day(r["reviewed_closed_at"]) or parse_dt_for_trading_day(r["closed_at"]) or parse_dt_for_trading_day(r["created_at"]) + td = get_trading_day(t) if t else None + out.append((p, t, td)) + return out + + +def _compute_period_metrics(trades): + """trades: list of (pnl, close_dt, close_trading_day)""" + trades = [(p, t, td) for p, t, td in trades if t is not None] + trades.sort(key=lambda x: x[1]) + closed = len(trades) + wins = sum(1 for p, _, _ in trades if p > 0) + losses = sum(1 for p, _, _ in trades if p < 0) + net = round(sum(p for p, _, _ in trades), 4) + loss_sum_raw = sum(p for p, _, _ in trades if p < 0) + loss_sum_u = round(abs(loss_sum_raw), 4) if loss_sum_raw < 0 else 0.0 + neg_pnls = [p for p, _, _ in trades if p < 0] + pos_pnls = [p for p, _, _ in trades if p > 0] + max_single_loss = round(min(neg_pnls), 4) if neg_pnls else None + max_single_profit = round(max(pos_pnls), 4) if pos_pnls else None + cum = peak = max_dd = 0.0 + for p, _, _ in trades: + cum += p + peak = max(peak, cum) + max_dd = max(max_dd, peak - cum) + max_dd = round(max_dd, 4) + streak = 0 + for p, _, _ in reversed(trades): + if p < 0: + streak += 1 + else: + break + daily = {} + for p, _, td in trades: + if td: + daily[td] = daily.get(td, 0.0) + p + max_loss_streak_days = 0 + worst_day = None + worst_day_pnl = None + if daily: + sorted_days = sorted(daily.keys()) + run = 0 + for d in sorted_days: + if daily[d] < 0: + run += 1 + max_loss_streak_days = max(max_loss_streak_days, run) + else: + run = 0 + worst_day = min(daily.keys(), key=lambda x: daily[x]) + worst_day_pnl = round(daily[worst_day], 4) + win_rate_pct = round(wins / (wins + losses) * 100, 2) if (wins + losses) else None + return { + "closed_count": closed, + "win_count": wins, + "loss_count": losses, + "win_rate_pct": win_rate_pct, + "net_pnl_u": net, + "loss_sum_u": loss_sum_u, + "max_single_loss": max_single_loss, + "max_single_profit": max_single_profit, + "max_drawdown_u": max_dd, + "consecutive_losses": streak, + "max_loss_streak_days": max_loss_streak_days, + "worst_day": worst_day, + "worst_day_pnl": worst_day_pnl, + "opens_count": 0, + "range_label": "", + } + + +def compute_stats_bundle(conn, trading_day, now_dt=None): + """日 / 周 / 月 统计：平仓按平仓时间所在交易日计入。""" + now_dt = now_dt or app_now() + pnls = _load_completed_live_pnls(conn) + total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0] + w_start, w_end = _session_week_bounds(trading_day) + m_start, m_end = _calendar_month_bounds(now_dt) + + def in_week(tr): + _p, _t, td = tr + return td and w_start <= td <= w_end + + def in_month(tr): + _p, _t, td = tr + return td and m_start <= td <= m_end + + day_trades = [tr for tr in pnls if tr[2] == trading_day] + week_trades = [tr for tr in pnls if in_week(tr)] + month_trades = [tr for tr in pnls if in_month(tr)] + + dm = _compute_period_metrics(day_trades) + wm = _compute_period_metrics(week_trades) + mm = _compute_period_metrics(month_trades) + dm["opens_count"] = _count_opens_between(conn, trading_day, trading_day) + wm["opens_count"] = _count_opens_between(conn, w_start, w_end) + mm["opens_count"] = _count_opens_between(conn, m_start, m_end) + dm["range_label"] = f"北京时间交易日 {trading_day}" + wm["range_label"] = f"{w_start} ~ {w_end}（北京日期，近7天窗口）" + mm["range_label"] = f"{m_start} ~ {m_end}（北京时间自然月）" + + return { + "trading_day": trading_day, + "total_opens_all": total_opens_all, + "day": dm, + "week": wm, + "month": mm, + } + + +def infer_leverage(symbol): + sym = (symbol or "").strip().upper() + if sym.startswith("BTC") or sym.startswith("ETH"): + return BTC_LEVERAGE + return ALT_LEVERAGE + + +def normalize_exchange_symbol(symbol): + sym = symbol.strip().upper() + if ":" in sym: + return sym + if "/" in sym: + base, quote = sym.split("/", 1) + quote_clean = quote.split(":")[0] + return f"{base}/{quote_clean}:{quote_clean}" + return sym + + +def resolve_monitor_exchange_symbol(row): + """将监控行上的 symbol / exchange_symbol 统一到 ccxt 永续合约 symbol，便于与 fetch_positions 结果比对。""" + raw = "" + try: + if row["exchange_symbol"]: + raw = str(row["exchange_symbol"]).strip() + except (KeyError, IndexError, TypeError): + raw = "" + if not raw: + try: + raw = str(row["symbol"] or "").strip() + except (KeyError, IndexError, TypeError): + raw = "" + return normalize_exchange_symbol(raw) if raw else "" + + +def _position_contract_symbol_match(position_symbol, wanted_exchange_symbol): + if not position_symbol or not wanted_exchange_symbol: + return False + a = normalize_exchange_symbol(str(position_symbol).strip()) + b = normalize_exchange_symbol(str(wanted_exchange_symbol).strip()) + return a == b + + +def _row_matches_monitor_direction(direction, position_dict): + """ + 判断持仓行是否属于当前监控方向。 + 币安双向持仓为 LONG/SHORT；单向持仓常为 BOTH，此时不能用 side!=direction 过滤， + 否则会把整行跳过（live 恒为 0），平仓数量错误甚至误判「无仓」。 + """ + if not position_dict: + return False + direction = (direction or "").strip().lower() + info = position_dict.get("info", {}) or {} + ps = str( + info.get("positionSide") + or position_dict.get("side") + or info.get("posSide") + or "" + ).strip().lower() + signed_amt = None + for key in ("positionAmt", "pos", "size"): + v = info.get(key) + if v is None or v == "": + continue + try: + signed_amt = float(v) + break + except (TypeError, ValueError): + continue + if BINANCE_POSITION_MODE != "hedge": + return True + if ps in ("long", "short"): + return ps == direction + if ps in ("both", "net") or ps == "": + if signed_amt is None: + return True + if direction == "long": + return signed_amt > 0 + if direction == "short": + return signed_amt < 0 + return False + if ps and ps != direction: + return False + return True + + +def _position_matches_wanted_contract(wanted_unified_sym, position_dict): + """统一 symbol 比对；不一致时用交易所原始合约代码与 ccxt market.id 对齐（兼容命名差异）。""" + if not wanted_unified_sym or not position_dict: + return False + ps = position_dict.get("symbol") + if _position_contract_symbol_match(ps, wanted_unified_sym): + return True + try: + ensure_markets_loaded() + mid = (exchange.market(wanted_unified_sym).get("id") or "").strip().upper() + info = position_dict.get("info") or {} + c_raw = str(info.get("contract") or info.get("symbol") or info.get("pair") or "").strip().upper() + if mid and c_raw and mid == c_raw: + return True + except Exception: + pass + return False + + +def _position_row_effective_contracts(p): + """持仓数量：优先 ccxt contracts，否则用交易所原始 positionAmt/size/pos（避免统一层为 0 时被误判空仓）。""" + if not p: + return 0.0 + info = p.get("info") or {} + for val in (p.get("contracts"), info.get("positionAmt"), info.get("size"), info.get("pos")): + if val is None or val == "": + continue + try: + x = abs(float(val)) + if x > 0: + return x + except (TypeError, ValueError): + continue + return 0.0 + + +def normalize_symbol_input(symbol): + sym = (symbol or "").strip().upper() + if not sym: + return "" + if "/" in sym: + return sym + if ":" in sym: + sym = sym.split(":")[0] + return f"{sym}/USDT" + + +def normalize_kline_limit(limit_raw, default=200): + try: + n = int(limit_raw) + except Exception: + return default + return 200 if n >= 200 else 100 + + +def get_recommended_capital(current_capital): + if current_capital <= DAILY_LOSS_CAPITAL: + return DAILY_LOSS_CAPITAL + if current_capital >= DAILY_PROFIT_CAPITAL: + return DAILY_PROFIT_CAPITAL + return DAILY_START_CAPITAL + + +def ensure_session(conn, session_date): + row = conn.execute( + "SELECT * FROM trading_sessions WHERE session_date = ?", + (session_date,) + ).fetchone() + if row: + return row + conn.execute( + "INSERT INTO trading_sessions (session_date, start_capital, current_capital) VALUES (?,?,?)", + (session_date, DAILY_START_CAPITAL, DAILY_START_CAPITAL) + ) + conn.commit() + return conn.execute( + "SELECT * FROM trading_sessions WHERE session_date = ?", + (session_date,) + ).fetchone() + + +def update_session_capital(conn, session_date, pnl_amount): + session_row = ensure_session(conn, session_date) + new_capital = float(session_row["current_capital"]) + float(pnl_amount) + conn.execute( + "UPDATE trading_sessions SET current_capital = ?, updated_at = CURRENT_TIMESTAMP WHERE session_date = ?", + (round(new_capital, 4), session_date) + ) + conn.commit() + return round(new_capital, 4) + + +def calc_hold_seconds(opened_at_str, closed_at_dt): + try: + opened_at = datetime.strptime(opened_at_str, "%Y-%m-%d %H:%M:%S") + return int((closed_at_dt - opened_at).total_seconds()) + except Exception: + return 0 + + +def calc_hold_minutes(seconds): + if not seconds or seconds <= 0: + return 0 + return max(1, int(seconds // 60)) + + +def get_opened_at_value(row): + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "opened_at" in keys: + value = row["opened_at"] + if value: + return value + return app_now_str() + + +def get_effective_trade_field(row, reviewed_key, base_key, default=None): + try: + keys = row.keys() if hasattr(row, "keys") else row.keys() + except Exception: + keys = [] + if reviewed_key in keys: + v = row[reviewed_key] + if v is not None and str(v).strip() != "": + return v + if base_key in keys: + v = row[base_key] + if v is not None and str(v).strip() != "": + return v + return default + + +def to_effective_trade_dict(row): + item = row_to_dict(row) + base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss") + item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at")) + item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at")) + item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", base_stop) + item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit")) + item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result")) + item["effective_miss_reason"] = get_effective_trade_field(row, "reviewed_miss_reason", "miss_reason", item.get("miss_reason")) + item["effective_pnl_amount"] = get_effective_trade_field(row, "reviewed_pnl_amount", "pnl_amount", item.get("pnl_amount")) + item["effective_hold_minutes"] = get_effective_trade_field(row, "reviewed_hold_minutes", "hold_minutes", item.get("hold_minutes")) + item["effective_hold_seconds"] = get_effective_trade_field(row, "reviewed_hold_seconds", "hold_seconds", item.get("hold_seconds")) + er_eff = get_effective_trade_field(row, "reviewed_entry_reason", "entry_reason", item.get("entry_reason")) + item["effective_entry_reason"] = (str(er_eff).strip() if er_eff is not None else "") or "" + return item + + +def format_price_for_symbol(symbol, value): + if value in (None, ""): + return "-" + try: + v = float(value) + except Exception: + return str(value) + if v == 0: + return "0" + av = abs(v) + # 根据币价量级动态精度：低价币保留更多小数，高价币减少噪音位数 + if av >= 10000: + d = 2 + elif av >= 100: + d = 3 + elif av >= 1: + d = 4 + elif av >= 0.01: + d = 6 + elif av >= 0.0001: + d = 8 + else: + d = 10 + text = f"{v:.{d}f}" + return text.rstrip("0").rstrip(".") if "." in text else text + + +def format_hold_minutes(minutes): + if not minutes: + return "0分钟" + total = int(minutes) + hours = total // 60 + mins = total % 60 + if hours: + return f"{hours}小时{mins}分钟" + return f"{mins}分钟" + + +def calc_pnl(direction, trigger_price, exit_price, margin_capital, leverage): + try: + trigger = float(trigger_price) + exit_p = float(exit_price) + margin = float(margin_capital) + lev = float(leverage) + if trigger <= 0: + return 0.0 + if direction == "short": + pnl_ratio = (trigger - exit_p) / trigger + else: + pnl_ratio = (exit_p - trigger) / trigger + return round(margin * lev * pnl_ratio, 4) + except Exception: + return 0.0 + + +def calc_rr_ratio(direction, entry_price, stop_loss, take_profit): + try: + entry = float(entry_price) + sl = float(stop_loss) + tp = float(take_profit) + if entry <= 0 or sl <= 0 or tp <= 0: + return None + if direction == "short": + risk = sl - entry + reward = entry - tp + else: + risk = entry - sl + reward = tp - entry + if risk <= 0 or reward <= 0: + return None + return round(reward / risk, 4) + except Exception: + return None + + +def calc_risk_fraction(direction, entry_price, stop_loss): + try: + entry = float(entry_price) + sl = float(stop_loss) + if entry <= 0 or sl <= 0: + return None + if direction == "short": + risk = sl - entry + else: + risk = entry - sl + if risk <= 0: + return None + return risk / entry + except Exception: + return None + + +def calc_risk_amount_from_plan(direction, entry_price, stop_loss, margin_capital, leverage): + rf = calc_risk_fraction(direction, entry_price, stop_loss) + if rf is None: + return None + try: + notional = float(margin_capital) * float(leverage) + if notional <= 0: + return None + return round(notional * rf, 6) + except Exception: + return None + + +def calc_actual_rr(pnl_amount, risk_amount): + try: + r = float(risk_amount or 0) + if r <= 0: + return None + return round(float(pnl_amount or 0) / r, 4) + except Exception: + return None + + +def normalize_result_with_pnl(result, pnl_amount): + """ + 触发“止损”但实际已盈利时，归类为保本止盈，避免语义混淆。 + """ + if result == "止损": + try: + if float(pnl_amount or 0) > 0: + return "保本止盈" + except Exception: + pass + return result + + +def calc_breakeven_stop(direction, entry_price, risk_fraction, locked_r, offset_pct): + """ + 按“已锁定R”计算目标止损位： + - long: entry + locked_r * (entry*risk_fraction) + offset + - short: entry - locked_r * (entry*risk_fraction) - offset + """ + try: + entry = float(entry_price) + rf = float(risk_fraction) + lr = float(locked_r) + off = float(offset_pct) / 100.0 + if entry <= 0 or rf <= 0 or lr < 0: + return None + base_move = entry * rf * lr + offset_move = entry * off + if direction == "short": + return round(entry - base_move - offset_move, 8) + return round(entry + base_move + offset_move, 8) + except Exception: + return None + + +def insert_trade_record( + conn, + symbol, + monitor_type, + direction, + trigger_price, + stop_loss, + initial_stop_loss=None, + take_profit=None, + margin_capital=None, + leverage=None, + pnl_amount=0, + hold_seconds=0, + trade_style=None, + risk_amount=None, + planned_rr=None, + actual_rr=None, + result="", + miss_reason=None, + opened_at=None, + opened_at_ms=None, + closed_at=None, + closed_at_ms=None, + exchange_trade_id=None, +): + hold_minutes = calc_hold_minutes(hold_seconds) + open_ts = opened_at or app_now_str() + close_ts = closed_at or app_now_str() + open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts) + close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts) + conn.execute( + "INSERT INTO trade_records (symbol,monitor_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + ( + symbol, monitor_type, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, + margin_capital, leverage, pnl_amount, hold_seconds, + trade_style, risk_amount, planned_rr, actual_rr, hold_minutes, + open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id + ) + ) + + +def calc_duration_text(open_str, close_str): + try: + fmt = "%Y-%m-%dT%H:%M" + o = datetime.strptime(open_str, fmt) + c = datetime.strptime(close_str, fmt) + delta = c - o + seconds = int(delta.total_seconds()) + if seconds <= 0: + return "0分钟" + d = seconds // 86400 + h = (seconds % 86400) // 3600 + m = (seconds % 3600) // 60 + parts = [] + if d: + parts.append(f"{d}天") + if h: + parts.append(f"{h}小时") + if m or not parts: + parts.append(f"{m}分钟") + return " ".join(parts) + except Exception: + return "计算失败" + + +def row_to_dict(row): + return {k: row[k] for k in row.keys()} + + +def enrich_order_item(raw_item, current_capital): + item = dict(raw_item or {}) + margin = float(item.get("margin_capital") or 0) + lev = float(item.get("leverage") or 0) + notional = item.get("notional_value") + ratio = item.get("position_ratio") + if notional is None: + notional = round(margin * lev, 4) if margin and lev else 0 + if ratio is None: + ratio = round(margin / current_capital * 100, 2) if current_capital else 0 + item["notional_value"] = notional + item["position_ratio"] = ratio + item["rr_ratio"] = calc_rr_ratio( + item.get("direction") or "long", + item.get("trigger_price"), + item.get("initial_stop_loss") or item.get("stop_loss"), + item.get("take_profit"), + ) + try: + be = item.get("breakeven_enabled") + item["breakeven_enabled"] = 0 if be is not None and int(be) == 0 else 1 + except Exception: + item["breakeven_enabled"] = 1 + return item + + +def ensure_exchange_live_ready(): + if not LIVE_TRADING_ENABLED: + return False, "未开启实盘下单（LIVE_TRADING_ENABLED=false）" + if not (BINANCE_API_KEY and BINANCE_API_SECRET): + return False, "缺少 Binance API 密钥配置（BINANCE_API_KEY / BINANCE_API_SECRET）" + return True, "" + + +def exchange_private_api_configured(): + """仅表示已配置密钥；与是否允许下单（LIVE_TRADING_ENABLED）无关，用于只读拉仓等。""" + return bool(BINANCE_API_KEY and BINANCE_API_SECRET) + + +def _extract_usdt_total(balance): + usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {} + total_map = balance.get("total", {}) if isinstance(balance, dict) else {} + free_map = balance.get("free", {}) if isinstance(balance, dict) else {} + total = usdt_info.get("total") + if total is None: + total = usdt_info.get("equity") + if total is None: + total = total_map.get("USDT") + if total is None: + total = usdt_info.get("free") + if total is None: + total = free_map.get("USDT") + try: + return float(total) if total is not None else None + except Exception: + return None + + +def _extract_usdt_free(balance): + usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {} + free_map = balance.get("free", {}) if isinstance(balance, dict) else {} + free = usdt_info.get("free") + if free is None: + free = free_map.get("USDT") + try: + return float(free) if free is not None else None + except Exception: + return None + + +def _binance_futures_usdt_asset_row(balance): + """从 U 本位合约 fetch_balance 的 info.assets 中取 USDT 一行（与币安后台口径一致）。""" + if not isinstance(balance, dict): + return None + info = balance.get("info") + if not isinstance(info, dict): + return None + assets = info.get("assets") + if not isinstance(assets, list): + return None + for a in assets: + if isinstance(a, dict) and str(a.get("asset") or "").upper() == "USDT": + return a + return None + + +def _fetch_binance_swap_usdt_total(): + """仅 U 本位永续合约账户 USDT（总额口径：优先 marginBalance / walletBalance，不回退现货）。""" + try: + ensure_markets_loaded() + bal = exchange.fetch_balance(params={"type": "swap"}) + row = _binance_futures_usdt_asset_row(bal) + if row: + for k in ("marginBalance", "walletBalance", "crossWalletBalance", "balance"): + x = row.get(k) + if x is not None and str(x).strip() != "": + try: + fv = float(x) + if fv >= 0: + return fv + except (TypeError, ValueError): + pass + v = _extract_usdt_total(bal) + return float(v) if v is not None else None + except Exception: + return None + + +def _fetch_binance_swap_usdt_free(): + """U 本位合约账户 USDT 可用（开仓可用保证金口径，不回退现货）。""" + try: + ensure_markets_loaded() + bal = exchange.fetch_balance(params={"type": "swap"}) + row = _binance_futures_usdt_asset_row(bal) + if row: + for k in ("availableBalance", "maxWithdrawAmount"): + x = row.get(k) + if x is not None and str(x).strip() != "": + try: + fv = float(x) + if fv >= 0: + return fv + except (TypeError, ValueError): + pass + return _extract_usdt_free(bal) + except Exception: + return None + + +def _fetch_binance_funding_usdt(): + """Binance 资金账户（Funding Wallet）USDT 总额。""" + try: + ensure_markets_loaded() + bal = exchange.fetch_balance(params={"type": "funding"}) + val = _extract_usdt_total(bal) + if val is not None: + return float(val) + except Exception: + pass + return None + + +def get_available_trading_usdt(): + ok_live, _ = ensure_exchange_live_ready() + if not ok_live: + return None + return _fetch_binance_swap_usdt_free() + + +def get_synced_leverage(exchange_symbol, direction): + ensure_markets_loaded() + try: + positions = exchange.fetch_positions([exchange_symbol]) + for p in positions: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + if not _row_matches_monitor_direction(direction, p): + continue + info = p.get("info", {}) or {} + if lev is None or lev == 0 or str(lev) == "0": + lev = info.get("cross_leverage_limit") or info.get("leverage") + if lev: + try: + return int(float(lev)) + except Exception: + pass + except Exception: + pass + return None + + +def friendly_exchange_error(err, available_usdt=None): + msg = str(err) + low = msg.lower() + if ( + "51008" in msg + or "insufficient" in low + or "margin" in low and ("not enough" in low or "不足" in msg) + or "balance" in low and "insufficient" in low + ): + tail = f"（当前交易账户可用约 {round(available_usdt, 4)}U）" if available_usdt is not None else "" + return f"交易所下单失败：保证金不足 {tail}。请降低保证金/杠杆，或先划转USDT到合约账户。" + clean = re.sub(r"\s+", " ", msg).strip() + return f"交易所下单失败：{clean}" + + +def get_exchange_capitals(force=False): + ok_live, _ = ensure_exchange_live_ready() + if not ok_live: + return None, None + now_ts = time.time() + if (not force) and ACCOUNT_BALANCE_CACHE["updated_at"] and now_ts - ACCOUNT_BALANCE_CACHE["updated_at"] < BALANCE_REFRESH_SECONDS: + return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"] + try: + ACCOUNT_BALANCE_CACHE["funding_usdt"] = _fetch_binance_funding_usdt() + except Exception: + ACCOUNT_BALANCE_CACHE["funding_usdt"] = None + try: + ACCOUNT_BALANCE_CACHE["trading_usdt"] = _fetch_binance_swap_usdt_total() + except Exception: + # 勿保留上一次成功请求的旧值：鉴权失败时否则会误以为「合约余额仍能读」 + ACCOUNT_BALANCE_CACHE["trading_usdt"] = None + ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts + return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"] + + +def execute_transfer_usdt(amount, from_account, to_account): + if amount <= 0: + return False, "划转金额必须大于0", None + ok_live, reason = ensure_exchange_live_ready() + if not ok_live: + return False, reason, None + try: + resp = exchange.transfer(TRANSFER_CCY, float(amount), from_account, to_account) + return True, "划转成功", resp + except Exception as e: + msg = str(e) + if "INVALID_KEY" in msg or "Invalid key" in msg or "-2015" in msg: + msg += ( + "。常见原因：① BINANCE_API_SECRET 错误或 .env 里多了空格/换行；② IP 白名单未包含当前服务器出口 IP；" + "③ API Key 未勾选「允许合约」「允许万向划转」等所需权限；④ Key 已重置或权限变更。" + ) + return False, msg, None + + +def get_account_usdt_total(account_type): + """读取各账户 USDT。funding 走资金钱包；swap 仅合约账户；spot 仅现货。""" + raw = (account_type or "").strip().lower() + if raw == "funding": + return _fetch_binance_funding_usdt() + if raw == "swap": + return _fetch_binance_swap_usdt_total() + try: + ensure_markets_loaded() + bal = exchange.fetch_balance(params={"type": raw}) + val = _extract_usdt_total(bal) + if val is not None: + return val + return 0.0 if raw == "spot" else None + except Exception: + return None + + +def auto_transfer_once_per_day(): + if not AUTO_TRANSFER_ENABLED: + return + utc_dt = utc_now_dt() + bj = utc_dt.astimezone(APP_TZ) + if bj.hour != AUTO_TRANSFER_BJ_HOUR: + return + transfer_day = utc_calendar_date_str() + conn = get_db() + exists = conn.execute( + "SELECT id FROM transfer_logs WHERE transfer_type=? AND transfer_day=?", + ("auto_daily", transfer_day) + ).fetchone() + if exists: + conn.close() + return + target_amount = AUTO_TRANSFER_AMOUNT + to_balance = get_account_usdt_total(AUTO_TRANSFER_TO) + from_balance = get_account_usdt_total(AUTO_TRANSFER_FROM) + if to_balance is None: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, 0, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "failed", f"读取{AUTO_TRANSFER_TO}账户USDT失败") + ) + conn.commit() + conn.close() + return + needed = round(max(target_amount - float(to_balance), 0), 4) + if needed <= 0: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, 0, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "skipped", f"{AUTO_TRANSFER_TO}账户已达到目标{target_amount}U") + ) + conn.commit() + conn.close() + return + if from_balance is not None and from_balance < needed: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "failed", f"{AUTO_TRANSFER_FROM}账户USDT不足，需{needed}U，当前{round(from_balance,4)}U") + ) + conn.commit() + conn.close() + send_wechat_msg( + f"自动划转失败：{AUTO_TRANSFER_FROM}余额不足，需{needed}U，当前{round(from_balance,4)}U\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + return + + ok, msg, _ = execute_transfer_usdt(needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO) + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "success" if ok else "failed", msg[:500]) + ) + conn.commit() + conn.close() + if ok: + send_wechat_msg( + f"自动划转成功：补足到{target_amount}U，实际划转{needed}U " + f"{AUTO_TRANSFER_FROM}->{AUTO_TRANSFER_TO}\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + else: + send_wechat_msg( + f"自动划转失败：计划补足到{target_amount}U，需划转{needed}U\n原因：{msg}\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + + +def trading_day_reset_allows_new_open(now): + """是否允许在满足其它风控的前提下于当前时刻新开仓（仅「整点前禁开」守卫）。""" + if not TRADING_DAY_RESET_OPEN_GUARD_ENABLED: + return True + return now.hour >= TRADING_DAY_RESET_HOUR + + +def precheck_risk(conn, symbol, direction): + now = app_now() + 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" + active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0] + if active_count > 0: + return False, "一次只能持有一个仓位" + if direction not in ("long", "short"): + return False, "方向必须为 long 或 short" + if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"): + expected = BTC_LEVERAGE + else: + expected = ALT_LEVERAGE + if expected <= 0: + return False, "杠杆配置异常" + return True, "" + + +def prepare_order_amount(exchange_symbol, margin_capital, leverage, fallback_price): + ensure_markets_loaded() + notional = float(margin_capital) * float(leverage) + ticker = exchange.fetch_ticker(exchange_symbol) + price = float(ticker.get("last") or fallback_price) + if price <= 0: + raise ValueError("触发价必须大于 0") + market = exchange.market(exchange_symbol) + contract_size = float(market.get("contractSize") or 1) + if market.get("contract"): + # 合约 amount 按张数/合约乘数解析；ccxt 会再做精度与符号处理 + amount = notional / (price * contract_size) + else: + amount = notional / price + min_amount = (market.get("limits", {}).get("amount", {}) or {}).get("min") + if min_amount and amount < float(min_amount): + raise ValueError(f"下单数量过小，最小数量为 {min_amount}") + amount_precise = float(exchange.amount_to_precision(exchange_symbol, amount)) + if amount_precise <= 0: + raise ValueError("下单数量精度后为 0，请提高基数或降低价格") + return amount_precise, price + + +def _to_positive_float(value): + try: + n = float(value) + return n if n > 0 else None + except Exception: + return None + + +def _extract_order_price_value(order_obj): + if not isinstance(order_obj, dict): + return None + for key in ("average", "price"): + v = _to_positive_float(order_obj.get(key)) + if v is not None: + return v + cost = _to_positive_float(order_obj.get("cost")) + filled = _to_positive_float(order_obj.get("filled")) + if cost is not None and filled is not None and filled > 0: + return cost / filled + info = order_obj.get("info") if isinstance(order_obj.get("info"), dict) else {} + for key in ("avgPx", "fillPx", "avgPrice", "fillPrice", "px"): + v = _to_positive_float(info.get(key)) + if v is not None: + return v + return None + + +def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price): + price = _extract_order_price_value(order_resp) + if price is not None: + return round(price, 8) + order_id = (order_resp or {}).get("id") + if order_id: + try: + fetched = exchange.fetch_order(order_id, exchange_symbol) + fetched_price = _extract_order_price_value(fetched) + if fetched_price is not None: + return round(fetched_price, 8) + except Exception: + pass + fallback = _to_positive_float(fallback_price) + return round(fallback, 8) if fallback is not None else 0.0 + + +def get_contract_size(exchange_symbol): + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + return float(market.get("contractSize") or 1) + + +def parse_positive_float(value): + if value is None: + return None + raw = str(value).strip() + if not raw: + return None + num = float(raw) + if num <= 0: + raise ValueError("数值必须大于0") + return num + + +def build_binance_order_params(direction, reduce_only=False): + params = {} + if BINANCE_POSITION_MODE == "hedge": + params["positionSide"] = "LONG" if direction == "long" else "SHORT" + if reduce_only: + params["reduceOnly"] = True + return params + + +def _binance_market_close_param_candidates(direction): + """ + 平仓市价单参数组合（按顺序尝试）。 + 部分币安 U 本位账户对市价减仓报 -1106「reduceOnly sent when not required」， + 与条件单一致，需再试不带 reduceOnly 的写法；另保留双向/单向 positionSide 切换。 + """ + ps = "LONG" if direction == "long" else "SHORT" + hedge_ro = {"positionSide": ps, "reduceOnly": True} + hedge_plain = {"positionSide": ps} + oneway_ro = {"reduceOnly": True} + oneway_plain = {} + if BINANCE_POSITION_MODE == "hedge": + return [hedge_ro, hedge_plain, oneway_ro, oneway_plain] + return [oneway_ro, oneway_plain, hedge_ro, hedge_plain] + + +def _is_binance_close_param_retryable(err_msg): + s = (err_msg or "").lower() + if "-4061" in s: + return True + if "-1106" in s and ("reduceonly" in s or "reduce only" in s): + return True + if "position side" in s or "positionside" in s: + return True + if "dual side" in s or "position mode" in s: + return True + return False + + +def _filled_amount_for_tpsl(order, fallback_amount): + for key in ("filled", "amount"): + v = order.get(key) + try: + fv = float(v) + if fv > 0: + return fv + except Exception: + pass + return float(fallback_amount) + + +def _binance_trigger_order_params(): + p = {} + if BINANCE_TRIGGER_WORKING_TYPE: + p["workingType"] = BINANCE_TRIGGER_WORKING_TYPE + return p + + +def _binance_place_tp_sl_orders(exchange_symbol, direction, position_amount, stop_loss, take_profit): + """ + Binance USDT-M 永续：市价开仓成交后，挂 STOP_MARKET（止损）与 TAKE_PROFIT_MARKET（止盈）。 + 双向持仓时带 positionSide。不显式传 reduceOnly（否则会报 -1106 Parameter 'reduceOnly' sent when not required）。 + """ + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + if not market.get("swap"): + raise RuntimeError("仅支持永续合约 symbol") + close_side = "sell" if direction == "long" else "buy" + amt = float(exchange.amount_to_precision(exchange_symbol, float(position_amount))) + if amt <= 0: + raise RuntimeError("止盈止损：可平数量经精度舍入后为 0") + sl_px = exchange.price_to_precision(exchange_symbol, float(stop_loss)) + tp_px = exchange.price_to_precision(exchange_symbol, float(take_profit)) + common = dict(_binance_trigger_order_params()) + if BINANCE_POSITION_MODE == "hedge": + common["positionSide"] = "LONG" if direction == "long" else "SHORT" + last_err = None + for attempt in range(8): + try: + exchange.create_order( + exchange_symbol, + "STOP_MARKET", + close_side, + amt, + None, + dict(common, stopPrice=sl_px), + ) + time.sleep(0.05) + exchange.create_order( + exchange_symbol, + "TAKE_PROFIT_MARKET", + close_side, + amt, + None, + dict(common, stopPrice=tp_px), + ) + return + except Exception as e: + last_err = e + try: + cancel_binance_futures_open_orders(exchange_symbol) + except Exception: + pass + time.sleep(0.2 * (attempt + 1)) + raise RuntimeError(f"Binance 未接受止盈/止损触发单：{last_err}") + + +def ensure_markets_loaded(force=False): + global MARKETS_LOADED + if force or not MARKETS_LOADED: + exchange.load_markets(reload=force) + MARKETS_LOADED = True + + +def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None): + ensure_markets_loaded() + mm = "cross" if BINANCE_MARGIN_MODE in ("cross", "cross_margin") else "isolated" + try: + exchange.set_margin_mode(mm, exchange_symbol) + except Exception: + pass + exchange.set_leverage(leverage, exchange_symbol) + side = "buy" if direction == "long" else "sell" + params = build_binance_order_params(direction, reduce_only=False) + order = exchange.create_order(exchange_symbol, "market", side, amount, None, params) + order.setdefault("tpsl_attached", False) + if stop_loss and take_profit: + try: + pos_amt = _filled_amount_for_tpsl(order, amount) + _binance_place_tp_sl_orders(exchange_symbol, direction, pos_amt, stop_loss, take_profit) + order["tpsl_attached"] = True + except RuntimeError: + raise + except Exception as e: + raise RuntimeError(f"交易所未接受条件止盈/止损委托，已拒绝开仓：{str(e)}") from e + return order + + +def close_exchange_order(order_row): + """ + 市价全平。数量优先取交易所当前持仓张数，避免仅用入库的 order_amount + 导致「只平一部分 → 撤单后委托没了但仓位还在」（加仓、精度或成交与计划不一致时常见）。 + """ + ensure_markets_loaded() + exchange_symbol = order_row["exchange_symbol"] or normalize_exchange_symbol(order_row["symbol"]) + direction = order_row["direction"] + db_amt = float(order_row["order_amount"] or 0) + side = "sell" if direction == "long" else "buy" + last_resp = None + for _ in range(3): + live = get_live_position_contracts(exchange_symbol, direction) + if live is not None and live > 0: + raw_amt = live + else: + raw_amt = db_amt + if raw_amt <= 0: + if last_resp is not None: + return last_resp + raise ValueError("平仓失败：缺少有效下单数量") + try: + amount = float(exchange.amount_to_precision(exchange_symbol, raw_amt)) + except Exception: + amount = float(raw_amt) + if amount <= 0: + if last_resp is not None: + return last_resp + raise ValueError("平仓失败：数量经精度舍入后为 0") + order_resp = None + last_close_err = None + for params in _binance_market_close_param_candidates(direction): + try: + order_resp = exchange.create_order(exchange_symbol, "market", side, amount, None, params) + last_close_err = None + break + except Exception as e: + last_close_err = e + if _is_binance_close_param_retryable(str(e)): + continue + raise + if order_resp is None: + raise last_close_err if last_close_err else RuntimeError("平仓失败：交易所未返回结果") + last_resp = order_resp + live_after = get_live_position_contracts(exchange_symbol, direction) + if live_after is None or live_after <= 0: + return last_resp + return last_resp + + +def cancel_binance_futures_open_orders(exchange_symbol): + """ + 平仓后撤销该合约下剩余挂单，避免孤儿单残留。 + Binance U 本位：普通挂单走 cancel_all_orders（DELETE allOpenOrders）； + 止盈/止损等条件单在「Algo」通道，需再调 DELETE algoOpenOrders，否则手动平仓后仍会留在「当前委托」。 + """ + ok, _ = ensure_exchange_live_ready() + if not ok or not exchange_symbol: + return + ensure_markets_loaded() + sym = exchange_symbol + try: + exchange.cancel_all_orders(sym, params={}) + except Exception: + pass + try: + market = exchange.market(sym) + contract_id = market.get("id") + if contract_id and hasattr(exchange, "fapiPrivateDeleteAlgoOpenOrders"): + exchange.fapiPrivateDeleteAlgoOpenOrders({"symbol": contract_id}) + except Exception: + pass + try: + pending = exchange.fetch_open_orders(sym) + except Exception: + return + for o in pending or []: + oid = o.get("id") + if oid is None: + continue + try: + exchange.cancel_order(str(oid), sym) + except Exception: + pass + + +def extract_trade_price_from_order(order): + if not order: + return None + for k in ("average", "avgPrice", "price"): + try: + v = float(order.get(k) or 0) + if v > 0: + return v + except Exception: + pass + try: + info = order.get("info") or {} + if isinstance(info, dict): + for k in ("fillPx", "avgPx", "fill_price"): + v = float(info.get(k) or 0) + if v > 0: + return v + except Exception: + pass + return None + + +def is_no_position_error(err_msg): + msg = (err_msg or "").lower() + # 禁止匹配笼统的 reduceonly / -4061：会与参数错误、单向/双向模式不匹配混淆， + # 误判后走「已无仓」同步结束，交易所仓位却仍在。 + keywords = [ + "no position", + "position does not exist", + "position not exist", + "nothing to close", + "pos size is 0", + "position amount is 0", + ] + return any(k in msg for k in keywords) + + +def get_live_position_contracts(exchange_symbol, direction): + ensure_markets_loaded() + try: + rows = exchange.fetch_positions([exchange_symbol]) + except Exception: + return None + total = 0.0 + for p in rows: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + if not _row_matches_monitor_direction(direction, p): + continue + contracts = _position_row_effective_contracts(p) + if contracts <= 0: + continue + total += contracts + return total + + +def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False): + """在 fetch_positions 结果中取与当前监控方向一致、张数最大的一条（与 get_live_position_contracts 过滤规则一致）。""" + if not rows: + return None + candidates = [] + for p in rows: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + contracts = _position_row_effective_contracts(p) + if contracts <= 0: + continue + if (not relax_hedge) and not _row_matches_monitor_direction(direction, p): + continue + candidates.append((contracts, p)) + if not candidates and (not relax_hedge) and BINANCE_POSITION_MODE == "hedge": + return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True) + if not candidates: + return None + candidates.sort(key=lambda x: x[0], reverse=True) + return candidates[0][1] + + +def _coerce_float(*values): + for v in values: + if v is None or v == "": + continue + try: + return float(v) + except (TypeError, ValueError): + continue + return None + + +def parse_ccxt_position_metrics(position, order_leverage=None): + """ + 从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏。 + 「所保证金」对齐币安合约页的初始/持仓保证金：优先 initialMargin / positionInitialMargin。 + Binance 全仓下 ccxt 的 collateral 常来自 crossMargin，口径易与「名义」混淆，故不全仓优先用 collateral。 + """ + if not position: + return None + p = position + info = p.get("info", {}) or {} + margin_mode = str(p.get("marginMode") or info.get("marginType") or "").lower() + isolated = margin_mode.startswith("isolated") or str(info.get("isolated", "")).lower() == "true" + + initial = _coerce_float( + p.get("initialMargin"), + info.get("positionInitialMargin"), + info.get("initialMargin"), + ) + if (initial is None or initial <= 0) and isolated: + initial = _coerce_float(p.get("collateral"), info.get("isolatedWallet")) + if initial is None or initial <= 0: + initial = _coerce_float(p.get("margin")) + if initial is None or initial <= 0: + initial = _coerce_float( + info.get("initial_margin"), + info.get("position_margin"), + info.get("iso_margin"), + ) + notional = _coerce_float(p.get("notional"), p.get("notionalValue")) + if notional is None or notional <= 0: + notional = _coerce_float(info.get("value")) + if notional is not None: + notional = abs(notional) + # 全仓且 API margin 为 0 时：用名义/杠杆粗算展示（与交易所「约占用」接近） + if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage: + try: + lev = float(order_leverage) + if lev > 0: + approx = notional / lev + if approx > 0: + initial = approx + except (TypeError, ValueError): + pass + unrealized = _coerce_float( + p.get("unrealizedPnl"), + info.get("unrealised_pnl"), + info.get("unrealized_pnl"), + ) + mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice")) + out = {} + if initial is not None and initial > 0: + out["initial_margin"] = round(initial, 4) + if notional is not None and notional > 0: + out["notional"] = round(notional, 4) + if unrealized is not None: + out["unrealized_pnl"] = round(unrealized, 6) + if mark is not None and mark > 0: + out["mark_price"] = round(mark, 8) + return out or None + + +def get_live_position_exchange_metrics(exchange_symbol, direction): + ensure_markets_loaded() + if not exchange_private_api_configured() or not exchange_symbol: + return None + try: + rows = exchange.fetch_positions() or [] + except Exception: + try: + rows = exchange.fetch_positions([exchange_symbol]) or [] + except Exception: + return None + p = _select_live_position_row(rows, exchange_symbol, direction) + return parse_ccxt_position_metrics(p) + + +def opened_at_str_to_ms(opened_at_str): + if not opened_at_str: + return None + try: + dt = datetime.strptime(str(opened_at_str).strip()[:19], "%Y-%m-%d %H:%M:%S") + except ValueError: + return None + try: + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + return None + + +def _to_ms_with_fallback(ms_value, dt_str): + try: + if ms_value is not None and str(ms_value).strip() != "": + v = int(float(ms_value)) + if v > 0: + return v + except Exception: + pass + return opened_at_str_to_ms(dt_str) + + +def ms_to_app_local_str(ms): + if ms is None: + return app_now_str() + try: + dt = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc).astimezone(APP_TZ) + return dt.replace(tzinfo=None).strftime("%Y-%m-%d %H:%M:%S") + except Exception: + return app_now_str() + + +def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price): + """根据成交价相对止盈/止损位归类；无法可靠归类时返回 None。""" + try: + tp = float(take_profit) + sl = float(stop_loss) + ex = float(exit_price) + trig = float(trigger_price) + except (TypeError, ValueError): + return None + band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12) + if direction == "long": + if ex >= tp - band: + return "止盈" + if ex <= sl + band: + return "止损" + else: + if ex <= tp + band: + return "止盈" + if ex >= sl - band: + return "止损" + return None + + +def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None): + """取开仓以来最近一笔减仓成交（与方向一致）；失败返回 None。""" + if not (BINANCE_API_KEY and BINANCE_API_SECRET): + return None + ensure_markets_loaded() + since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str) + close_side = "sell" if direction == "long" else "buy" + + def pick_from_trades(trades): + if not trades: + return None + candidates = [] + for t in trades: + if (t.get("side") or "").lower() != close_side: + continue + info = t.get("info") or {} + if not isinstance(info, dict): + info = {} + pos_side = (info.get("posSide") or t.get("posSide") or "").lower() + if BINANCE_POSITION_MODE == "hedge": + if pos_side in ("long", "short") and pos_side != direction: + continue + ts = t.get("timestamp") + if ts is None: + continue + candidates.append(t) + if not candidates: + return None + return max(candidates, key=lambda x: x.get("timestamp") or 0) + + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=100) + hit = pick_from_trades(trades) + if hit is None and since_ms: + trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100) + hit = pick_from_trades(trades) + return hit + except Exception: + return None + + +def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, closed_at_str=None, opened_at_ms=None, closed_at_ms=None): + """ + 拉取某条历史记录对应的减仓成交（用于按 id 回填）。 + 返回按时间排序的成交列表。 + """ + if not (BINANCE_API_KEY and BINANCE_API_SECRET): + return [] + ensure_markets_loaded() + since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str) + close_side = "sell" if direction == "long" else "buy" + closed_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str) if (closed_at_str or closed_at_ms is not None) else None + # 历史记录回填给一点缓冲，兼容成交落在记录时间附近的情况 + if closed_ms is not None: + closed_ms += 6 * 60 * 60 * 1000 + candidates = [] + all_side_candidates = [] + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200) + except Exception: + trades = [] + if not trades and since_ms: + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=200) + except Exception: + trades = [] + for t in trades or []: + if (t.get("side") or "").lower() != close_side: + continue + ts = t.get("timestamp") + if ts is None: + continue + try: + ts = int(ts) + except Exception: + continue + if since_ms and ts < since_ms: + continue + if closed_ms and ts > closed_ms: + continue + info = t.get("info") or {} + if not isinstance(info, dict): + info = {} + pos_side = (info.get("posSide") or t.get("posSide") or "").lower() + if BINANCE_POSITION_MODE == "hedge": + if pos_side in ("long", "short") and pos_side != direction: + continue + all_side_candidates.append(t) + if since_ms and ts < since_ms: + continue + if closed_ms and ts > closed_ms: + continue + candidates.append(t) + candidates.sort(key=lambda x: x.get("timestamp") or 0) + if candidates: + return candidates + + # 严格窗口为空时，降级为“按平仓时间就近匹配”，降低时区/时间误差导致的回填失败。 + all_side_candidates.sort(key=lambda x: x.get("timestamp") or 0) + if not all_side_candidates: + return [] + if not closed_ms: + return all_side_candidates[-20:] + near = [] + for t in all_side_candidates: + ts = t.get("timestamp") + if ts is None: + continue + try: + delta = abs(int(ts) - int(closed_ms)) + except Exception: + continue + # 放宽到前后 7 天 + if delta <= 7 * 24 * 60 * 60 * 1000: + near.append((delta, t)) + if near: + near.sort(key=lambda x: x[0]) + picked = [x[1] for x in near[:20]] + picked.sort(key=lambda x: x.get("timestamp") or 0) + return picked + return all_side_candidates[-20:] + + +def calc_weighted_exit_price(trades): + if not trades: + return None + total_amount = 0.0 + weighted_sum = 0.0 + for t in trades: + try: + price = float(t.get("price") or 0) + amount = float(t.get("amount") or 0) + except Exception: + continue + if price <= 0: + continue + if amount <= 0: + amount = 1.0 + weighted_sum += price * amount + total_amount += amount + if total_amount <= 0: + return None + return weighted_sum / total_amount + + +def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None): + """ + 交易所已无仓、本地仍为 active 时，推断平仓类型/时间/盈亏。 + 返回 (result, pnl_amount, closed_at_str, miss_reason)。 + """ + direction = row["direction"] + sym = row["symbol"] + trigger_price = row["trigger_price"] + stop_loss = row["stop_loss"] + take_profit = row["take_profit"] + margin_capital = row["margin_capital"] or DAILY_START_CAPITAL + leverage = row["leverage"] or infer_leverage(sym) + exchange_symbol = row["exchange_symbol"] or normalize_exchange_symbol(sym) + + trade = fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=opened_at_ms) + exit_px = None + closed_at_str = app_now_str() + if trade: + try: + exit_px = float(trade.get("price") or 0) or None + except (TypeError, ValueError): + exit_px = None + ts = trade.get("timestamp") + if ts: + closed_at_str = ms_to_app_local_str(int(ts)) + + if exit_px is None or exit_px <= 0: + p = get_price(sym) + if p: + guessed = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, p) + if guessed: + pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + return ( + guessed, + pnl, + closed_at_str, + "未能拉取成交明细，按当前市价与止盈/止损位近似归类（建议核对交易所账单）", + ) + return ( + "外部平仓", + 0.0, + closed_at_str, + "检测到交易所仓位已关闭，且无法从成交记录还原平仓价", + ) + + result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px) + pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage) + if result: + return ( + result, + pnl, + closed_at_str, + "按交易所成交记录同步为止盈/止损平仓", + ) + return ( + "外部平仓", + pnl, + closed_at_str, + "交易所已平仓，成交价不在计划止盈/止损带内（可能为手动或其他类型平仓）", + ) + + +def reconcile_external_closes(conn, days=None): + synced_count = 0 + cutoff_ms = None + if days is not None: + try: + d = int(days) + if d > 0: + cutoff_ms = int((app_now() - timedelta(days=d)).timestamp() * 1000) + except Exception: + cutoff_ms = None + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + if cutoff_ms is not None: + opened_at_v = get_opened_at_value(r) + opened_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at_v) + # 手动同步按最近 N 天过滤，避免把更早历史单误同步进来 + if opened_ms is None or opened_ms < cutoff_ms: + continue + exchange_symbol = r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"]) + live_contracts = get_live_position_contracts(exchange_symbol, r["direction"]) + if live_contracts is None: + continue + if live_contracts > 0: + continue + cancel_binance_futures_open_orders(exchange_symbol) + opened_at = get_opened_at_value(r) + opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at) + result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(r, opened_at, opened_at_ms=opened_at_ms) + closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now() + hold_seconds = calc_hold_seconds(opened_at, closed_at_dt) + session_date = r["session_date"] or get_trading_day(closed_at_dt) + update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=r["symbol"], + monitor_type="下单监控", + direction=r["direction"], + trigger_price=r["trigger_price"], + stop_loss=r["stop_loss"], + initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"], + take_profit=r["take_profit"], + margin_capital=r["margin_capital"], + leverage=r["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=result, + miss_reason=miss_reason, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],)) + if result in ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓", "强制清仓"): + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=r["direction"], + result=f"{result}（自动同步）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=r["trigger_price"], + current_price="-", + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id="-", + extra_note=miss_reason, + ) + ) + else: + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=r["direction"], + result="外部平仓（自动同步）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=r["trigger_price"], + current_price="-", + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id="-", + extra_note=miss_reason, + ) + ) + synced_count += 1 + return synced_count + +# 获取实时价格 +def get_price(symbol): + try: + ensure_markets_loaded() + return exchange.fetch_ticker(normalize_exchange_symbol(symbol))["last"] + except: + return None + +# 获取5分钟K线收盘价 +def get_5m_close(symbol): + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), KLINE_TIMEFRAME, limit=1) + return ohlcv[-1][4] if ohlcv else None + except: + return None + + +def _safe_float(v): + try: + return float(v) + except Exception: + return None + + +def _compute_ema(values, period=55): + arr = [float(x) for x in values if x is not None] + if len(arr) < period: + return None + k = 2.0 / (period + 1.0) + ema = arr[0] + for val in arr[1:]: + ema = val * k + ema * (1 - k) + return ema + + +def _status_by_ema55(symbol, timeframe): + try: + bars = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), timeframe=timeframe, limit=80) + if not bars or len(bars) < 56: + return "横盘", None, None + closes = [float(x[4]) for x in bars if x and len(x) >= 5] + ema55 = _compute_ema(closes, 55) + last_close = closes[-1] + if ema55 is None or last_close <= 0: + return "横盘", last_close, ema55 + diff_pct = (last_close - ema55) / ema55 * 100.0 + if abs(diff_pct) < 0.1: + return "横盘", last_close, ema55 + return ("多头" if diff_pct > 0 else "空头"), last_close, ema55 + except Exception: + return "横盘", None, None + + +def _daily_volume_rank(symbol): + """ + 返回(symbol_rank, total_count)，按 quoteVolume 降序，缺失时 fallback 到 baseVolume*last。 + """ + sym_norm = normalize_symbol_input(symbol) + target_base = journal_coin_from_symbol(sym_norm) + + def _ticker_base(sym_text): + s = str(sym_text or "").upper().strip() + if ":" in s: + s = s.split(":", 1)[0] + if "/" in s: + return s.split("/", 1)[0].strip() + if "-" in s: + return s.split("-", 1)[0].strip() + if s.endswith("USDT"): + return s[:-4].strip() + return s + now_ts = time.time() + cached_ok = ( + LIQUIDITY_RANK_CACHE["updated_at"] + and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS) + ) + if not cached_ok: + try: + ensure_markets_loaded() + tickers = exchange.fetch_tickers() + scored = [] + for s, t in (tickers or {}).items(): + try: + mk = exchange.markets.get(s) + if not mk or not mk.get("swap"): + continue + su = str(s).upper() + if "USDT" not in su: + continue + qv = _safe_float((t or {}).get("quoteVolume")) + if qv is None: + info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {} + qv = _safe_float(info.get("volCcy24h") or info.get("vol24h")) + if qv is None: + bv = _safe_float((t or {}).get("baseVolume")) + lp = _safe_float((t or {}).get("last")) + if bv is not None and lp is not None: + qv = bv * lp + if qv is None or qv <= 0: + continue + scored.append((_ticker_base(s), float(qv))) + except Exception: + continue + scored.sort(key=lambda x: x[1], reverse=True) + ranks = {} + for idx, (base, _) in enumerate(scored, 1): + if base and base not in ranks: + ranks[base] = idx + LIQUIDITY_RANK_CACHE["ranks"] = ranks + LIQUIDITY_RANK_CACHE["total"] = len(scored) + LIQUIDITY_RANK_CACHE["updated_at"] = now_ts + except Exception: + pass + ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {} + total = int(LIQUIDITY_RANK_CACHE.get("total") or 0) + return ranks.get(target_base), total + + +def _key_hard_checks(symbol, direction, upper, lower, monitor_type): + """ + 关键位门控：量能、突破幅度、第二根确认、日成交量前30。 + 使用最近闭合K：breakout=倒数第2根，confirm=倒数第1根。 + """ + out = {"ok": False} + ex_sym = normalize_exchange_symbol(symbol) + bars = exchange.fetch_ohlcv(ex_sym, timeframe=KLINE_TIMEFRAME, limit=80) or [] + if len(bars) < 24: + out["reason"] = "5m K线数量不足" + return out + closed = bars[:-1] if len(bars) >= 3 else bars + if len(closed) < 23: + out["reason"] = "闭合K线不足" + return out + breakout = closed[-2] + confirm = closed[-1] + prev20 = closed[-22:-2] + avg20 = sum(float(x[5]) for x in prev20) / max(len(prev20), 1) + vol_break = float(breakout[5]) + vol_ok = vol_break > avg20 * 1.3 if avg20 > 0 else False + open_b = float(breakout[1]) + close_b = float(breakout[4]) + high_b = float(breakout[2]) + low_b = float(breakout[3]) + amp_pct = abs(close_b - open_b) / open_b * 100 if open_b > 0 else 0 + amp_ok = (amp_pct > 0.03) and (amp_pct < 0.5) + cfm_close = float(confirm[4]) + # 区间极值点严格以前端录入 upper/lower 为准：做多看上沿，做空看下沿 + edge = float(upper) if direction == "long" else float(lower) + breakout_ok = (close_b > float(upper)) if direction == "long" else (close_b < float(lower)) + confirm_ok_raw = (cfm_close > edge) if direction == "long" else (cfm_close < edge) + # 口径收紧：未发生有效突破时，不标记幅度/二确通过，避免出现“还没到位却显示Y” + amp_ok = amp_ok and breakout_ok + confirm_ok = confirm_ok_raw and breakout_ok + rank, total = _daily_volume_rank(symbol) + rank_ok = (rank is not None) and (rank <= 30) + swing4h_pct = 0.0 + try: + seg48 = closed[-48:] if len(closed) >= 48 else closed + hh = max(float(x[2]) for x in seg48) + ll = min(float(x[3]) for x in seg48) + swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0 + except Exception: + swing4h_pct = 0.0 + out.update( + { + "ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]), + "vol_ok": vol_ok, + "avg20": avg20, + "vol_break": vol_break, + "amp_ok": amp_ok, + "amp_pct": amp_pct, + "breakout_ok": breakout_ok, + "breakout_close": close_b, + "confirm_ok": confirm_ok, + "confirm_close": cfm_close, + "edge_price": edge, + "rank": rank, + "rank_total": total, + "rank_ok": rank_ok, + "breakout_high": high_b, + "breakout_low": low_b, + "breakout_ts": breakout[0], + "confirm_ts": confirm[0], + "swing4h_pct": swing4h_pct, + "monitor_type": monitor_type, + "direction": direction, + } + ) + return out + + +def calc_price_diff_pct(current_price, target_price): + try: + if target_price is None: + return None, None + t = float(target_price) + if t == 0: + return None, None + c = float(current_price) + diff = c - t + pct = diff / t * 100 + return round(diff, 6), round(pct, 4) + except Exception: + return None, None + + +def can_notify_key_monitor(row, now_dt): + max_notify = int(row["max_notify"] or KEY_ALERT_MAX_TIMES) + if int(row["notification_count"] or 0) >= max_notify: + return False + last_at = row["last_notified_at"] + if not last_at: + return True + try: + last_dt = datetime.strptime(last_at, "%Y-%m-%d %H:%M:%S") + except Exception: + return True + interval_min = int(row["notify_interval_min"] or KEY_ALERT_INTERVAL_MINUTES) + return (now_dt - last_dt).total_seconds() >= interval_min * 60 + + +def breakout_too_far(p, edge_price, limit_pct): + try: + if edge_price is None or float(edge_price) <= 0: + return False + diff_pct = abs(float(p) - float(edge_price)) / float(edge_price) * 100 + return diff_pct > float(limit_pct) + except Exception: + return False + + +# 关键位监控 +def check_key_monitors(): + conn = get_db() + rows = conn.execute("SELECT * FROM key_monitors").fetchall() + for r in rows: + sym, typ, up, low = r["symbol"], r["monitor_type"], r["upper"], r["lower"] + direction = (r["direction"] or "long").lower() + now_dt = app_now() + if not can_notify_key_monitor(r, now_dt): + continue + try: + checks = _key_hard_checks(sym, direction, up, low, typ) + except Exception: + checks = {"ok": False} + if not checks.get("ok"): + continue + btc8h_status, _, _ = _status_by_ema55("BTC/USDT", "8h") + coin4h_status, _, _ = _status_by_ema55(sym, "4h") + risk_tip = None + if (direction == "long" and coin4h_status == "空头") or (direction == "short" and coin4h_status == "多头"): + risk_tip = "当前信号与本币4h(EMA55)主趋势逆势，建议降低仓位并严格执行止损。" + box_h = abs(float(up) - float(low)) if up is not None and low is not None else 0.0 + c_close = float(checks.get("confirm_close") or 0) + b_high = float(checks.get("breakout_high") or 0) + b_low = float(checks.get("breakout_low") or 0) + key_price = float(low) if direction == "long" else float(up) + if direction == "long": + tp1 = c_close + box_h + tp2 = c_close + box_h * 1.5 + sl1 = b_low * (1 - 0.002) if b_low > 0 else None + sl2 = key_price * (1 - 0.002) if key_price > 0 else None + else: + tp1 = c_close - box_h + tp2 = c_close - box_h * 1.5 + sl1 = b_high * (1 + 0.002) if b_high > 0 else None + sl2 = key_price * (1 + 0.002) if key_price > 0 else None + hard_lines = [ + f"量能：{'通过' if checks['vol_ok'] else '不通过'}（突破K量 {round(checks['vol_break'], 4)} / 前20均量 {round(checks['avg20'], 4)}，阈值1.3x）", + f"突破价位：{'通过' if checks['breakout_ok'] else '不通过'}（突破K收盘 {round(float(checks['breakout_close']), 8)}，关键位 {checks['edge_price']}）", + f"突破K幅度：{'通过' if checks['amp_ok'] else '不通过'}（{round(checks['amp_pct'], 4)}%，要求0.03%~0.5%）", + f"第二根确认：{'通过' if checks['confirm_ok'] else '不通过'}（确认收盘 {checks['confirm_close']}，关键位 {checks['edge_price']}）", + f"日成交量排名：{'通过' if checks['rank_ok'] else '不通过'}（{checks['rank']}/{checks['rank_total']}，要求前30）", + ] + op_lines = [ + f"方案A：止盈=箱体1.0倍（{round(tp1, 8) if tp1 else '-' }），止损=突破K极值外0.2%（{round(sl1, 8) if sl1 else '-' }）", + f"方案B：止盈=箱体1.5倍（{round(tp2, 8) if tp2 else '-' }），止损=箱体关键位外0.2%（{round(sl2, 8) if sl2 else '-' }）", + ] + trigger_time = ms_to_app_local_str(int(checks["confirm_ts"])) if checks.get("confirm_ts") else app_now_str() + msg = build_wechat_key_monitor_message( + symbol=sym, + direction=direction, + monitor_type=typ, + trigger_time=trigger_time, + key_price=key_price, + confirm_close=checks["confirm_close"], + hard_lines=hard_lines, + btc8h_status=btc8h_status, + coin4h_status=coin4h_status, + swing4h_pct=checks.get("swing4h_pct") or 0.0, + op_lines=op_lines, + risk_tip=risk_tip, + ) + send_wechat_msg(msg) + new_count = int(r["notification_count"] or 0) + 1 + max_n = int(r["max_notify"] or KEY_ALERT_MAX_TIMES) + conn.execute( + "UPDATE key_monitors SET notification_count = ?, last_notified_at = ? WHERE id = ?", + (new_count, app_now_str(), r["id"]), + ) + if new_count >= max_n: + insert_key_monitor_history(conn, r, new_count, msg, "alerts_complete") + conn.execute("DELETE FROM key_monitors WHERE id = ?", (r["id"],)) + send_wechat_msg( + "\n".join( + [ + f"# 🧾 {r['symbol']} 关键位监控结束", + "", + f"- 原因：已满 {max_n} 次提醒", + "- 状态：已自动结束并记入历史", + ] + ) + ) + conn.commit() + conn.close() + +# 止盈止损监控（已修复：严格区分多空，无默认做多） +def check_order_monitors(): + conn = get_db() + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + pid, sym, direction, trigger_price, stop_loss, take_profit = r["id"], r["symbol"], r["direction"], r["trigger_price"], r["stop_loss"], r["take_profit"] + margin_capital = r["margin_capital"] or DAILY_START_CAPITAL + leverage = r["leverage"] or infer_leverage(sym) + session_date = r["session_date"] or get_trading_day() + p = get_price(sym) + if not p: continue + + # 到达设定 R 倍后，按阶梯持续上移止损（本地风控层） + risk_amount = float(r["risk_amount"] or 0) + breakeven_armed = int(r["breakeven_armed"] or 0) + trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER) + step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0) + step_r = 1.0 if step_r <= 0 else step_r + breakeven_enabled = True + try: + if "breakeven_enabled" in r.keys(): + breakeven_enabled = int(r["breakeven_enabled"] or 0) != 0 + except Exception: + breakeven_enabled = True + if breakeven_enabled and risk_amount > 0 and trigger_rr > 0: + now_pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + now_rr = now_pnl / risk_amount + if now_rr >= trigger_rr: + steps = int((now_rr - trigger_rr) // step_r) + locked_r = max(0.0, steps * step_r) + notional = float(margin_capital or 0) * float(leverage or 0) + risk_frac = (risk_amount / notional) if notional > 0 else None + if risk_frac and risk_frac > 0: + new_sl = calc_breakeven_stop( + direction, + trigger_price, + risk_frac, + locked_r=locked_r, + offset_pct=float(r["breakeven_offset_pct"] or BREAKEVEN_OFFSET_PCT), + ) + if new_sl is not None: + should_move = (direction == "short" and new_sl < float(stop_loss)) or ( + direction == "long" and new_sl > float(stop_loss) + ) + if should_move: + conn.execute( + "UPDATE order_monitors SET stop_loss=?, breakeven_armed=1, breakeven_price=? WHERE id=?", + (new_sl, new_sl, pid), + ) + stop_loss = new_sl + arm_txt = "保本止盈" if not breakeven_armed else "移动止盈" + send_wechat_msg( + build_wechat_breakeven_message( + sym, + direction, + arm_txt, + now_rr, + locked_r, + new_sl, + ) + ) + + res = None + # 做多 + if direction == "long": + if p >= take_profit: res = "止盈" + elif p <= stop_loss: res = "止损" + # 做空 + elif direction == "short": + if p <= take_profit: res = "止盈" + elif p >= stop_loss: res = "止损" + + if res: + now = app_now() + opened_at = get_opened_at_value(r) + opened_at_ms = (r["opened_at_ms"] if "opened_at_ms" in r.keys() else None) + closed_at = now.strftime("%Y-%m-%d %H:%M:%S") + hold_seconds = calc_hold_seconds(opened_at, now) + pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + if res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(res, pnl_amount) + close_order_id = "" + try: + close_resp = close_exchange_order(r) + close_order_id = close_resp.get("id", "") + # 平仓入库优先使用交易所返回成交价；拿不到再回退拉成交明细。 + exit_p = extract_trade_price_from_order(close_resp) + if exit_p and exit_p > 0: + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + else: + ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym) + tr = fetch_latest_closing_fill( + ex_sym, + direction, + opened_at, + opened_at_ms=opened_at_ms, + ) + if tr and tr.get("price"): + try: + exit_p = float(tr["price"]) + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + if guessed_res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + except (TypeError, ValueError): + pass + ts = tr.get("timestamp") + if ts: + closed_at = ms_to_app_local_str(int(ts)) + hold_seconds = calc_hold_seconds( + opened_at, parse_dt_for_trading_day(closed_at) or now + ) + except Exception as e: + if is_no_position_error(str(e)): + ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym) + cancel_binance_futures_open_orders(ex_sym) + tr = fetch_latest_closing_fill( + ex_sym, + direction, + opened_at, + opened_at_ms=opened_at_ms, + ) + if tr and tr.get("price"): + try: + exit_p = float(tr["price"]) + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + # 交易所已返回真实成交价时，以真实成交结果为准，避免本地轮询竞态导致误判。 + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + if guessed_res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + except (TypeError, ValueError): + pass + ts = tr.get("timestamp") + if ts: + closed_at = ms_to_app_local_str(int(ts)) + hold_seconds = calc_hold_seconds( + opened_at, parse_dt_for_trading_day(closed_at) or now + ) + insert_trade_record( + conn, + symbol=sym, + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=stop_loss, + initial_stop_loss=r["initial_stop_loss"] or stop_loss, + take_profit=take_profit, + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=res, + miss_reason="触发价已触达，仓位已由交易所止盈/止损或其他方式平掉（本地补记）", + opened_at=opened_at, + closed_at=closed_at, + ) + session_capital = update_session_capital(conn, session_date, pnl_amount) + send_wechat_msg( + build_wechat_close_message( + symbol=sym, + direction=direction, + result=f"{res}（交易所已先行平仓）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=stop_loss, + take_profit=take_profit, + close_order_id="-", + extra_note="本地补记：仓位由交易所止盈/止损或其他方式先行平掉", + session_capital_fallback=session_capital, + ) + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (pid,)) + conn.commit() + continue + conn.execute("UPDATE order_monitors SET status='error' WHERE id=?", (pid,)) + conn.commit() + send_wechat_msg( + build_wechat_monitor_error_message( + symbol=sym, + direction=direction, + scene=f"触发{res}后交易所平仓失败", + error_text=str(e), + ) + ) + continue + cancel_binance_futures_open_orders(r["exchange_symbol"] or normalize_exchange_symbol(sym)) + session_capital = update_session_capital(conn, session_date, pnl_amount) + send_wechat_msg( + build_wechat_close_message( + symbol=sym, + direction=direction, + result=res, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=stop_loss, + take_profit=take_profit, + close_order_id=close_order_id or "-", + session_capital_fallback=session_capital, + ) + ) + insert_trade_record( + conn, + symbol=sym, + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=stop_loss, + initial_stop_loss=r["initial_stop_loss"] or stop_loss, + take_profit=take_profit, + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=res, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, pid)) + conn.commit() + conn.close() + + +def force_close_before_reset(): + if not FORCE_CLOSE_ENABLED: + return + now = app_now() + # 每天北京时间指定整点小时内执行一次性兜底清仓（默认 00:xx） + if now.hour != FORCE_CLOSE_BJ_HOUR: + return + conn = get_db() + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + p = get_price(r["symbol"]) + if not p: + continue + direction = r["direction"] + trigger_price = r["trigger_price"] + margin_capital = r["margin_capital"] or DAILY_START_CAPITAL + leverage = r["leverage"] or infer_leverage(r["symbol"]) + session_date = r["session_date"] or get_trading_day(now) + opened_at = get_opened_at_value(r) + closed_at = now.strftime("%Y-%m-%d %H:%M:%S") + hold_seconds = calc_hold_seconds(opened_at, now) + pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + try: + close_resp = close_exchange_order(r) + close_order_id = close_resp.get("id", "") + cancel_binance_futures_open_orders(r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"])) + except Exception as e: + conn.execute("UPDATE order_monitors SET status='error' WHERE id=?", (r["id"],)) + conn.commit() + send_wechat_msg( + build_wechat_monitor_error_message( + symbol=r["symbol"], + direction=direction, + scene="强制清仓失败", + error_text=str(e), + ) + ) + continue + session_capital = update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=r["symbol"], + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=r["stop_loss"], + initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"], + take_profit=r["take_profit"], + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result="强制清仓", + miss_reason=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓", + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, r["id"])) + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=direction, + result="强制清仓", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id=close_order_id or "-", + extra_note=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓", + session_capital_fallback=session_capital, + ) + ) + conn.commit() + conn.close() + +# 后台线程 +def background_task(): + while True: + try: + auto_transfer_once_per_day() + conn = get_db() + reconcile_external_closes(conn) + conn.commit() + conn.close() + force_close_before_reset() + check_key_monitors() + check_order_monitors() + except: + pass + time.sleep(MONITOR_POLL_SECONDS) + + +# ====================== 登录路由 ====================== +@app.route("/login", methods=["GET", "POST"]) +def login(): + if AUTH_DISABLED: + session["logged_in"] = True + return redirect("/") + if request.method == "POST": + username = request.form.get("username") + password = request.form.get("password") + if username == USERNAME and password == PASSWORD: + session["logged_in"] = True + return redirect("/") + else: + flash("账号或密码错误") + return render_template("login.html", exchange_display=EXCHANGE_DISPLAY_NAME) + +@app.route("/logout") +def logout(): + session.clear() + return redirect("/" if AUTH_DISABLED else "/login") + +# 登录校验装饰器 +def login_required(f): + @wraps(f) + def decorated(*args, **kwargs): + if AUTH_DISABLED: + return f(*args, **kwargs) + if not session.get("logged_in"): + return redirect("/login") + return f(*args, **kwargs) + return decorated + + +@app.route("/sync_positions") +@login_required +def sync_positions(): + days_raw = (request.args.get("days") or "").strip() + sync_days = None + if days_raw: + try: + sync_days = max(1, min(365, int(days_raw))) + except Exception: + sync_days = None + conn = get_db() + synced = reconcile_external_closes(conn, days=sync_days) + conn.commit() + conn.close() + if sync_days is not None: + flash(f"同步完成：最近 {sync_days} 天内 {synced} 笔持仓已按交易所状态更新") + else: + flash(f"同步完成：{synced} 笔持仓已按交易所状态更新") + return redirect("/") + + +@app.route("/api/sync_positions", methods=["POST"]) +@login_required +def api_sync_positions(): + payload = request.get_json(silent=True) or {} + days_raw = str(payload.get("days", "")).strip() + if not days_raw: + return jsonify({"ok": False, "msg": "请填写天数"}), 400 + try: + days = int(days_raw) + except Exception: + return jsonify({"ok": False, "msg": "天数必须是整数"}), 400 + if days < 1 or days > 365: + return jsonify({"ok": False, "msg": "天数范围 1-365"}), 400 + conn = get_db() + synced = reconcile_external_closes(conn, days=days) + conn.commit() + conn.close() + return jsonify({"ok": True, "days": days, "synced": int(synced)}) + + +# ====================== 主页面 ====================== +def render_main_page(page="trade"): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + funding_capital, trading_capital = get_exchange_capitals() + # 资金账户：仅展示交易所读取结果（含 0）。不可用 TOTAL_CAPITAL 兜底，否则会与实盘不符。 + funding_usdt = round(funding_capital, 4) if funding_capital is not None else None + current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4) + recommended_capital = get_recommended_capital(current_capital) + key_list = conn.execute("SELECT * FROM key_monitors").fetchall() + key_history = conn.execute("SELECT * FROM key_monitor_history ORDER BY id DESC LIMIT 80").fetchall() + stats_bundle = compute_stats_bundle(conn, trading_day, now) + raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + order_list = [] + for o in raw_order_list: + order_list.append(enrich_order_item(row_to_dict(o), current_capital)) + raw_records = conn.execute("SELECT * FROM trade_records ORDER BY id DESC").fetchall() + records = [to_effective_trade_dict(r) for r in raw_records] + total = len(records) + miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过") + win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")) + occupied_miss_total = sum( + 1 + for r in records + if (r.get("effective_result") or "") == "错过" + and ("持仓占用" in str(r.get("effective_miss_reason") or "")) + ) + rate = round(win/total*100,2) if total else 0 + active_count = len(order_list) + can_trade = trading_day_reset_allows_new_open(now) and active_count == 0 + conn.close() + return render_template( + "index.html", + page=page, + key=key_list, + key_history=key_history, + stats_bundle=stats_bundle, + order=order_list, + record=records, + total=total, + miss_count=miss_count, + rate=rate, + trading_day=trading_day, + funding_usdt=funding_usdt, + daily_start_capital=DAILY_START_CAPITAL, + current_capital=current_capital, + recommended_capital=recommended_capital, + btc_leverage=BTC_LEVERAGE, + alt_leverage=ALT_LEVERAGE, + reset_hour=TRADING_DAY_RESET_HOUR, + balance_refresh_seconds=BALANCE_REFRESH_SECONDS, + auto_transfer_enabled=AUTO_TRANSFER_ENABLED, + auto_transfer_amount=AUTO_TRANSFER_AMOUNT, + auto_transfer_from=AUTO_TRANSFER_FROM, + auto_transfer_to=AUTO_TRANSFER_TO, + auto_transfer_bj_hour=AUTO_TRANSFER_BJ_HOUR, + full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + active_count=active_count, + can_trade=can_trade, + focus_key_id=(key_list[0]["id"] if key_list else None), + focus_order_id=(order_list[0]["id"] if order_list else None), + data_export_version=2, + key_alert_max_times=KEY_ALERT_MAX_TIMES, + risk_percent=RISK_PERCENT, + breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER, + breakeven_offset_pct=BREAKEVEN_OFFSET_PCT, + occupied_miss_total=occupied_miss_total, + price_fmt=format_price_for_symbol, + entry_reason_options=list(ENTRY_REASON_OPTIONS), + entry_reason_other_value=ENTRY_REASON_OTHER, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/") +@login_required +def index(): + return redirect("/trade") + + +@app.route("/trade") +@login_required +def trade_page(): + return render_main_page("trade") + + +@app.route("/records") +@login_required +def records_page(): + return render_main_page("records") + + +@app.route("/stats") +@login_required +def stats_page(): + return render_main_page("stats") + + +@app.route("/api/account_snapshot") +@login_required +def api_account_snapshot(): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + funding_capital, trading_capital = get_exchange_capitals(force=True) + funding_usdt = round(funding_capital, 4) if funding_capital is not None else None + current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4) + recommended_capital = get_recommended_capital(current_capital) + active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0] + conn.close() + can_trade = trading_day_reset_allows_new_open(now) and active_count == 0 + available_trading_usdt = get_available_trading_usdt() + return jsonify({ + "funding_usdt": funding_usdt, + "current_capital": current_capital, + "available_trading_usdt": round(available_trading_usdt, 4) if available_trading_usdt is not None else None, + "recommended_capital": recommended_capital, + "active_count": active_count, + "can_trade": can_trade, + "trading_day": trading_day + }) + + +@app.route("/api/price_snapshot") +@login_required +def api_price_snapshot(): + conn = get_db() + key_rows = conn.execute("SELECT id,symbol,monitor_type,direction,upper,lower FROM key_monitors").fetchall() + order_rows = conn.execute( + "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'" + ).fetchall() + conn.close() + + symbol_set = set() + for r in key_rows: + symbol_set.add(r["symbol"]) + for r in order_rows: + symbol_set.add(r["symbol"]) + + prices = {} + for s in symbol_set: + p = get_price(s) + if p is not None: + prices[s] = float(p) + + all_swap_positions = [] + if exchange_private_api_configured(): + try: + ensure_markets_loaded() + all_swap_positions = exchange.fetch_positions() or [] + except Exception: + all_swap_positions = [] + + key_prices = [] + for r in key_rows: + price = prices.get(r["symbol"]) + if price is None: + continue + upper_diff, upper_pct = calc_price_diff_pct(price, r["upper"]) + lower_diff, lower_pct = calc_price_diff_pct(price, r["lower"]) + gate = None + try: + gate = _key_hard_checks(r["symbol"], (r["direction"] or "long").lower(), r["upper"], r["lower"], r["monitor_type"]) + except Exception: + gate = None + gate_summary = "-" + gate_metrics = "" + if gate: + rank_seg = "ERR" if int(gate.get("rank_total") or 0) <= 0 else f"{gate.get('rank')}/{gate.get('rank_total')}" + gate_summary = ( + f"量:{'Y' if gate.get('vol_ok') else 'N'} " + f"破:{'Y' if gate.get('breakout_ok') else 'N'} " + f"幅:{'Y' if gate.get('amp_ok') else 'N'} " + f"二确:{'Y' if gate.get('confirm_ok') else 'N'} " + f"排:{'Y' if gate.get('rank_ok') else 'N'}({rank_seg})" + ) + if gate.get("breakout_ok"): + try: + vol_now = round(float(gate.get("vol_break") or 0), 4) + vol_avg = round(float(gate.get("avg20") or 0), 4) + amp_pct = round(float(gate.get("amp_pct") or 0), 4) + cfm_close = round(float(gate.get("confirm_close") or 0), 8) + edge = round(float(gate.get("edge_price") or 0), 8) + gate_metrics = ( + f"量值:{vol_now}/{vol_avg} " + f"幅值:{amp_pct}% " + f"二确值:{cfm_close}@{edge}" + ) + except Exception: + gate_metrics = "" + key_prices.append({ + "id": r["id"], + "symbol": r["symbol"], + "price": round(price, 6), + "upper_diff": upper_diff, + "upper_pct": upper_pct, + "lower_diff": lower_diff, + "lower_pct": lower_pct, + "gate_summary": gate_summary, + "gate_ok": bool(gate and gate.get("ok")), + "gate_metrics": gate_metrics, + }) + + order_prices = [] + for r in order_rows: + price = prices.get(r["symbol"]) + if price is None: + continue + margin = float(r["margin_capital"] or 0) + leverage = float(r["leverage"] or 0) + entry = float(r["trigger_price"] or 0) + pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0 + pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0 + rr_ratio = calc_rr_ratio(r["direction"], entry, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]) + ex_sym = resolve_monitor_exchange_symbol(r) + prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"]) + lev_row = r["leverage"] if "leverage" in r.keys() else None + ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None + payload = { + "id": r["id"], + "symbol": r["symbol"], + "price": round(price, 6), + "float_pnl": round(pnl, 6), + "float_pct": pnl_pct, + "rr_ratio": rr_ratio, + "plan_margin": round(margin, 4) if margin else None, + "exchange_initial_margin": None, + "exchange_notional": None, + "exchange_mark_price": None, + "pnl_source": "plan", + } + if ex_metrics: + if ex_metrics.get("initial_margin") is not None: + payload["exchange_initial_margin"] = ex_metrics["initial_margin"] + if ex_metrics.get("notional") is not None: + payload["exchange_notional"] = ex_metrics["notional"] + if ex_metrics.get("mark_price") is not None: + payload["exchange_mark_price"] = ex_metrics["mark_price"] + if ex_metrics.get("unrealized_pnl") is not None: + payload["float_pnl"] = round(float(ex_metrics["unrealized_pnl"]), 6) + payload["pnl_source"] = "exchange" + denom = ex_metrics.get("initial_margin") or margin + payload["float_pct"] = ( + round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct + ) + order_prices.append(payload) + + return jsonify({ + "updated_at": app_now_str(), + "key_prices": key_prices, + "order_prices": order_prices, + "positions_raw_count": len(all_swap_positions), + }) + + +@app.route("/api/symbol_liquidity_rank") +@login_required +def api_symbol_liquidity_rank(): + symbol = normalize_symbol_input(request.args.get("symbol")) + if not symbol: + return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400 + rank, total = _daily_volume_rank(symbol) + if total <= 0: + return jsonify({"ok": False, "msg": "日成交量排名读取失败"}), 502 + if rank is None: + return jsonify({"ok": True, "symbol": symbol, "rank": None, "total": int(total), "in_top30": False}) + return jsonify( + { + "ok": True, + "symbol": symbol, + "rank": int(rank), + "total": int(total), + "in_top30": bool(rank <= 30), + } + ) + + +@app.route("/api/order_defaults") +@login_required +def api_order_defaults(): + symbol = normalize_symbol_input(request.args.get("symbol")) + direction = (request.args.get("direction") or "long").strip().lower() + if not symbol: + return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400 + if direction not in ("long", "short"): + direction = "long" + exchange_symbol = normalize_exchange_symbol(symbol) + leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol) + available = get_available_trading_usdt() + return jsonify({ + "ok": True, + "symbol": symbol, + "exchange_symbol": exchange_symbol, + "direction": direction, + "leverage": leverage, + "available_trading_usdt": round(available, 4) if available is not None else None + }) + + +@app.route("/order_focus") +@login_required +def order_focus(): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + _, trading_capital_live = get_exchange_capitals() + current_capital = round(trading_capital_live, 4) if trading_capital_live is not None else round(local_current_capital, 4) + raw_orders = conn.execute("SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC").fetchall() + conn.close() + orders = [enrich_order_item(row_to_dict(r), current_capital) for r in raw_orders] + picked_id = request.args.get("order_id", "").strip() + selected = None + if picked_id.isdigit(): + selected = next((o for o in orders if int(o["id"]) == int(picked_id)), None) + if selected is None and orders: + selected = orders[0] + return render_template( + "order_focus_v2.html", + orders=orders, + selected_order=selected, + default_timeframe=KLINE_TIMEFRAME, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/api/order_kline") +@login_required +def api_order_kline(): + order_id_raw = (request.args.get("order_id") or "").strip() + if not order_id_raw.isdigit(): + return jsonify({"ok": False, "msg": "order_id 无效"}), 400 + order_id = int(order_id_raw) + timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip() + allowed_tfs = {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"} + if timeframe not in allowed_tfs: + timeframe = KLINE_TIMEFRAME + limit = 100 + + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + _, trading_capital_live = get_exchange_capitals() + current_capital = round(trading_capital_live, 4) if trading_capital_live is not None else round(local_current_capital, 4) + row = conn.execute("SELECT * FROM order_monitors WHERE id=? AND status='active'", (order_id,)).fetchone() + conn.close() + if not row: + return jsonify({"ok": False, "msg": "订单不存在或已结束"}), 404 + + order_item = enrich_order_item(row_to_dict(row), current_capital) + exchange_symbol = order_item.get("exchange_symbol") or normalize_exchange_symbol(order_item["symbol"]) + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit) + except Exception as e: + return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500 + + candles = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + ts = int(bar[0] // 1000) + candles.append({ + "time": ts, + "open": float(bar[1]), + "high": float(bar[2]), + "low": float(bar[3]), + "close": float(bar[4]), + "volume": float(bar[5]), + }) + + current_price = get_price(order_item["symbol"]) + 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 = calc_pnl(order_item.get("direction") or "long", entry, current_price, margin, leverage) if current_price else 0 + float_pct = round((float_pnl / margin * 100), 4) if margin > 0 else 0 + + return jsonify({ + "ok": True, + "timeframe": timeframe, + "limit": limit, + "order": { + "id": order_item["id"], + "symbol": order_item["symbol"], + "direction": order_item.get("direction") or "long", + "trigger_price": order_item.get("trigger_price"), + "stop_loss": order_item.get("stop_loss"), + "take_profit": order_item.get("take_profit"), + "margin_capital": order_item.get("margin_capital"), + "leverage": order_item.get("leverage"), + "position_ratio": order_item.get("position_ratio"), + "rr_ratio": order_item.get("rr_ratio"), + "breakeven_enabled": bool(int(order_item.get("breakeven_enabled") or 0)), + "current_price": round(float(current_price), 8) if current_price else None, + "float_pnl": round(float(float_pnl), 6), + "float_pct": float_pct, + }, + "candles": candles, + "updated_at": app_now_str(), + }) + + +@app.route("/key_focus") +@login_required +def key_focus(): + conn = get_db() + key_rows = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall() + conn.close() + key_list = [row_to_dict(r) for r in key_rows] + + key_id_raw = (request.args.get("key_id") or "").strip() + symbol_query = normalize_symbol_input(request.args.get("symbol")) + selected_key = None + if key_id_raw.isdigit(): + selected_key = next((k for k in key_list if int(k["id"]) == int(key_id_raw)), None) + if selected_key is None and symbol_query: + selected_key = next((k for k in key_list if (k.get("symbol") or "").upper() == symbol_query), None) + if selected_key is None and key_list: + selected_key = key_list[0] + default_symbol = symbol_query or ((selected_key or {}).get("symbol")) or "BTC/USDT" + return render_template( + "key_focus_v2.html", + key_list=key_list, + selected_key=selected_key, + default_symbol=default_symbol, + default_timeframe=KLINE_TIMEFRAME, + default_kline_limit=200, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/api/key_kline") +@login_required +def api_key_kline(): + key_id_raw = (request.args.get("key_id") or "").strip() + symbol_input = normalize_symbol_input(request.args.get("symbol")) + timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip() + if timeframe not in {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"}: + timeframe = KLINE_TIMEFRAME + limit = normalize_kline_limit(request.args.get("limit"), default=200) + + conn = get_db() + key_row = None + if key_id_raw.isdigit(): + key_row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (int(key_id_raw),)).fetchone() + if key_row is None and symbol_input: + key_row = conn.execute( + "SELECT * FROM key_monitors WHERE upper(symbol)=? ORDER BY id DESC LIMIT 1", + (symbol_input,), + ).fetchone() + if key_row is not None: + symbol = (key_row["symbol"] or "").upper() + else: + symbol = symbol_input + conn.close() + if not symbol: + return jsonify({"ok": False, "msg": "请先输入币种或选择关键位"}), 400 + + exchange_symbol = normalize_exchange_symbol(symbol) + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit) + except Exception as e: + return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500 + + candles = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + candles.append({ + "time": int(bar[0] // 1000), + "open": float(bar[1]), + "high": float(bar[2]), + "low": float(bar[3]), + "close": float(bar[4]), + "volume": float(bar[5]), + }) + + current_price = get_price(symbol) + key_info = None + if key_row is not None: + upper = float(key_row["upper"]) if key_row["upper"] is not None else None + lower = float(key_row["lower"]) if key_row["lower"] is not None else None + upper_diff, upper_pct = calc_price_diff_pct(current_price, upper) if current_price else (None, None) + lower_diff, lower_pct = calc_price_diff_pct(current_price, lower) if current_price else (None, None) + key_info = { + "id": key_row["id"], + "monitor_type": key_row["monitor_type"], + "direction": key_row["direction"] or "long", + "upper": upper, + "lower": lower, + "notification_count": int(key_row["notification_count"] or 0), + "upper_diff": upper_diff, + "upper_pct": upper_pct, + "lower_diff": lower_diff, + "lower_pct": lower_pct, + } + + return jsonify({ + "ok": True, + "symbol": symbol, + "timeframe": timeframe, + "limit": limit, + "current_price": round(float(current_price), 8) if current_price is not None else None, + "key_monitor": key_info, + "candles": candles, + "updated_at": app_now_str(), + }) + + +@app.route("/add_key", methods=["POST"]) +@login_required +def add_key(): + d = request.form + symbol = normalize_symbol_input(d.get("symbol")) + if not symbol: + flash("symbol 不能为空") + return redirect("/") + rank, total = _daily_volume_rank(symbol) + if rank is None: + flash("日成交量排名读取失败，请稍后重试") + return redirect("/") + if rank > 30: + flash(f"{symbol} 当前日成交量排名为 {rank}/{total}，不在前30，已拒绝添加关键位") + return redirect("/") + conn = get_db() + conn.execute("INSERT INTO key_monitors (symbol,monitor_type,direction,upper,lower) VALUES (?,?,?,?,?)", + (symbol, d["type"], d.get("direction", "long"), d["upper"], d["lower"])) + conn.commit() + conn.close() + flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）") + return redirect("/") + +@app.route("/add_order", methods=["POST"]) +@login_required +def add_order(): + d = request.form + now = app_now() + conn = get_db() + direction = d.get("direction", "long") + symbol = normalize_symbol_input(d.get("symbol")) + if not symbol: + conn.close() + flash("symbol 不能为空") + return redirect("/") + ok, reason = precheck_risk(conn, symbol, direction) + if not ok: + if "一次只能持有一个仓位" in reason: + try: + tp_raw = parse_positive_float(d.get("tp")) + sl_raw = parse_positive_float(d.get("sl")) + tgt_raw = parse_positive_float(d.get("tgt")) + except Exception: + tp_raw = sl_raw = tgt_raw = None + insert_trade_record( + conn, + symbol=symbol, + monitor_type="下单监控", + direction=direction if direction in ("long", "short") else "long", + trigger_price=tp_raw or 0, + stop_loss=sl_raw or 0, + take_profit=tgt_raw or 0, + result="错过", + miss_reason="持仓占用：一次只能持有一个仓位", + opened_at=app_now_str(), + closed_at=app_now_str(), + ) + conn.commit() + conn.close() + flash(f"风控拒绝下单：{reason}") + return redirect("/") + ok_live, reason_live = ensure_exchange_live_ready() + if not ok_live: + conn.close() + flash(f"风控拒绝下单：{reason_live}") + return redirect("/") + exchange_symbol = normalize_exchange_symbol(symbol) + default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol) + try: + leverage_input = parse_positive_float(d.get("leverage")) + leverage = int(leverage_input) if leverage_input is not None else default_leverage + except Exception: + conn.close() + flash("杠杆参数格式错误") + return redirect("/") + if leverage <= 0: + conn.close() + flash("杠杆必须大于0") + return redirect("/") + + trading_day = get_trading_day(now) + opens_today_before = conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date=?", + (trading_day,), + ).fetchone()[0] + session_row = ensure_session(conn, trading_day) + _, trading_capital_live = get_exchange_capitals(force=True) + capital_base = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"]) + trade_style = (d.get("trade_style") or DEFAULT_TRADE_STYLE or "trend").strip().lower() + if trade_style not in ("trend", "swing"): + trade_style = "trend" + available_usdt = get_available_trading_usdt() + live_price = get_price(symbol) + if live_price is None: + conn.close() + flash("获取交易所实时价格失败，请稍后重试") + return redirect("/") + sltp_mode = (d.get("sltp_mode") or "price").strip().lower() + if sltp_mode not in ("price", "pct"): + sltp_mode = "price" + if sltp_mode == "pct": + try: + sl_pct = float(d.get("sl_pct") or 0) + tp_pct = float(d.get("tp_pct") or 0) + if sl_pct <= 0 or tp_pct <= 0: + raise ValueError("pct") + sl_ratio = sl_pct / 100.0 + tp_ratio = tp_pct / 100.0 + if direction == "short": + stop_loss = float(live_price) * (1 + sl_ratio) + take_profit = float(live_price) * (1 - tp_ratio) + else: + stop_loss = float(live_price) * (1 - sl_ratio) + take_profit = float(live_price) * (1 + tp_ratio) + except Exception: + conn.close() + flash("百分比止盈止损参数错误，请填写正数百分比") + return redirect("/") + else: + try: + stop_loss = float(d["sl"]) + take_profit = float(d["tgt"]) + except Exception: + conn.close() + flash("价格参数格式错误") + return redirect("/") + if stop_loss <= 0 or take_profit <= 0: + conn.close() + flash("价格参数必须大于0") + return redirect("/") + risk_fraction = calc_risk_fraction(direction, live_price, stop_loss) + if risk_fraction is None: + conn.close() + flash("止损方向不合法：请检查入场方向与止损价格关系") + return redirect("/") + risk_percent = max(0.01, float(RISK_PERCENT)) + risk_amount = round(capital_base * risk_percent / 100.0, 4) + notional_value = round(risk_amount / risk_fraction, 4) + margin_capital = round(notional_value / leverage, 4) + if capital_base and margin_capital > capital_base: + conn.close() + flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例") + return redirect("/") + if available_usdt is not None: + max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4) + if margin_capital > max_margin: + conn.close() + flash(f"保证金不足：交易账户可用约 {round(available_usdt,4)}U，当前最多建议 {max_margin}U") + return redirect("/") + position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0 + try: + amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price) + contract_size = get_contract_size(exchange_symbol) + base_amount = round(float(amount) * contract_size, 8) + order_resp = place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=stop_loss, take_profit=take_profit) + open_order_id = order_resp.get("id", "") + tpsl_attached = bool(order_resp.get("tpsl_attached")) + trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price) + except Exception as e: + conn.close() + flash(friendly_exchange_error(e, available_usdt=available_usdt)) + return redirect("/") + + make_order_chart = d.get("order_chart", "").lower() in ("1", "true", "on", "yes") + opened_at_bj = app_now_str() + opened_at_ms = _to_ms_with_fallback(None, opened_at_bj) + planned_rr = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit) + breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER) + breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT) + breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0 + risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage) or risk_amount + if direction == "short": + breakeven_price = round(float(trigger_price) * (1 - breakeven_offset_pct / 100.0), 8) + else: + breakeven_price = round(float(trigger_price) * (1 + breakeven_offset_pct / 100.0), 8) + breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0 + conn.execute( + "INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + ( + symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit, + margin_capital, leverage, trade_style, risk_percent, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price, + breakeven_enabled, + notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day + ) + ) + conn.commit() + new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0]) + opens_today_after = conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date=?", + (trading_day,), + ).fetchone()[0] + conn.close() + + chart_name = None + chart_url = None + if make_order_chart and ORDER_CHART_ENABLED: + try: + title_prefix = f"{symbol} {direction} #{new_order_id}" + chart_name = generate_order_open_chart(exchange_symbol, title_prefix) + if chart_name: + chart_url = f"/static/images/order_charts/{chart_name}" + except Exception: + chart_name = None + chart_url = None + + if chart_name: + try: + journal_id = f"order_{new_order_id}" + coin = journal_coin_from_symbol(symbol) + open_local = (opened_at_bj or "")[:16].replace(" ", "T") + if len(open_local) < 16: + open_local = app_now().strftime("%Y-%m-%dT%H:%M") + close_local = open_local + hold_duration = calc_duration_text(open_local, close_local) + note = ( + f"auto_from_open_order id={new_order_id} oid={open_order_id} " + f"chart={chart_name} tfs={','.join(ORDER_CHART_TFS)} limit={ORDER_CHART_LIMIT}" + ) + conn = get_db() + conn.execute( + """INSERT OR REPLACE INTO journal_entries + (id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason, + expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note, + mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare, + new_trade_while_occupied, note, image) + VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + journal_id, + open_local, + close_local, + hold_duration, + coin, + "multi", + "0", + "auto:open", + "待平仓", + "", + "", + "否", + "", + "", + "", + None, + None, + None, + "", + "否", + "否", + note, + chart_name, + ), + ) + conn.commit() + conn.close() + except Exception: + try: + conn.close() + except Exception: + pass + + _, trading_capital_after = get_exchange_capitals(force=True) + account_base_display = ( + round(float(trading_capital_after), 4) + if trading_capital_after is not None + else round(float(capital_base), 4) + ) + account_name = (os.getenv("BINANCE_ACCOUNT_LABEL") or "binance实盘账户").strip() + dir_text = "多头（long）" if direction == "long" else "空头（short）" + order_state_text = ( + "已在交易所挂条件委托（止盈、止损各一张触发单）" + if tpsl_attached + else "条件委托未挂上（已拦截）" + ) + rr_show = planned_rr if planned_rr is not None else "-" + try: + rr_show_fmt = round(float(planned_rr), 4) if planned_rr is not None else None + except (TypeError, ValueError): + rr_show_fmt = None + rr_line = f"RR {rr_show_fmt} : 1" if rr_show_fmt is not None else f"RR {rr_show} : 1" + ep_wx = format_price_for_symbol(symbol, trigger_price) + sl_wx = format_price_for_symbol(symbol, stop_loss) + tp_wx = format_price_for_symbol(symbol, take_profit) + be_wx = format_price_for_symbol(symbol, breakeven_price) + style_zh = "Swing 波段" if trade_style == "swing" else "Trend 趋势" + wx_lines = [ + f"📈 {symbol} 开仓成功", + f"💼 交易类型：{dir_text}", + "🧾 订单基础信息", + f"🔖 交易所订单 ID：{open_order_id}", + f"📈 交易风格：{style_zh}", + f"⚠️ 单笔风控风险：{risk_percent}% ≈ {round(float(risk_amount_final), 4)} U", + "📊 仓位配置详情", + f"账户基数：{account_base_display} USDT", + f"合约杠杆：{leverage} 倍", + f"名义仓位：{notional_value} USDT", + f"仓位占比：{position_ratio}%", + f"合约数量：{amount}", + f"折算标的：{base_amount} {journal_coin_from_symbol(symbol)}", + "🎯 价位 & 盈亏比", + f"开仓成交价：{ep_wx}", + f"止损价位：{sl_wx}", + f"止盈价位：{tp_wx}", + f"计划盈亏比：{rr_line}", + f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", + "📌 状态统计", + f"✅ 条件委托：{order_state_text}", + f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + ] + if chart_url: + wx_lines.append(f"多周期K线图：{chart_url}") + send_wechat_msg("\n".join(wx_lines)) + + flash_lines = [ + f"实盘开单成功：风格 {trade_style}；风险 {risk_percent}%≈{risk_amount_final}U；基数 {margin_capital}U，杠杆 {leverage}x，名义仓位 {notional_value}U，仓位占比 {position_ratio}%，合约数量 {amount}（折算标的 {base_amount}），" + f"计划RR {planned_rr if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", + f"本交易日累计开仓：{opens_today_after}", + ] + if chart_url: + flash_lines.append(f"已生成多周期K线图：{chart_url}") + flash(" ".join(flash_lines)) + + if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + advice = ai_short_advice( + f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" + f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。" + f"用户自述“上头了”。请给克制提醒。" + ) + if advice: + send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") + flash(f"【AI提醒】今日开仓次数已达 {opens_today_after}：{advice[:300]}") + return redirect("/") + +@app.route("/delete_key_monitor/", methods=["POST"]) +@login_required +def delete_key_monitor(kid): + conn = get_db() + row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (kid,)).fetchone() + if not row: + conn.close() + return jsonify({"ok": False, "error": "not_found"}) + insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual") + cur = conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0}) + + +@app.route("/delete_key_history/", methods=["POST"]) +@login_required +def delete_key_history(hid): + conn = get_db() + cur = conn.execute("DELETE FROM key_monitor_history WHERE id=?", (hid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0}) + + +@app.route("/del_key/") +@login_required +def del_key(id): + conn = get_db() + row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (id,)).fetchone() + if row: + insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual") + conn.execute("DELETE FROM key_monitors WHERE id=?", (id,)) + conn.commit() + conn.close() + resp = redirect("/") + resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0" + resp.headers["Pragma"] = "no-cache" + return resp + + +def _csv_response(filename, rows, header): + buf = StringIO() + w = csv.writer(buf) + w.writerow(header) + for row in rows: + w.writerow(row) + out = "\ufeff" + buf.getvalue() + return Response( + out, + mimetype="text/csv; charset=utf-8", + headers={ + "Content-Disposition": f'attachment; filename="{filename}"', + "Cache-Control": "no-store", + }, + ) + + +def _md_response(filename, content): + return Response( + content, + mimetype="text/markdown; charset=utf-8", + headers={ + "Content-Disposition": f'attachment; filename="{filename}"', + "Cache-Control": "no-store", + }, + ) + + +@app.route("/export/trade_records") +@login_required +def export_trade_records(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,trigger_price,stop_loss,take_profit,margin_capital,leverage," + "pnl_amount,hold_seconds,hold_minutes,opened_at,closed_at,result,miss_reason," + "entry_reason,reviewed_entry_reason,created_at FROM trade_records ORDER BY id ASC" + ).fetchall() + conn.close() + head_base = [ + "id", + "symbol", + "monitor_type", + "direction", + "trigger_price", + "stop_loss", + "take_profit", + "margin_capital", + "leverage", + "pnl_amount", + "hold_seconds", + "hold_minutes", + "opened_at", + "closed_at", + "result", + "miss_reason", + "entry_reason", + "reviewed_entry_reason", + "created_at", + ] + head = head_base + ["开仓类型"] + data = [] + for r in rows: + er0 = (r["entry_reason"] or "").strip() if r["entry_reason"] else "" + er1 = (r["reviewed_entry_reason"] or "").strip() if r["reviewed_entry_reason"] else "" + eff = er1 or er0 + data.append(tuple(r[h] for h in head_base) + (eff,)) + day = app_now().strftime("%Y%m%d") + return _csv_response(f"trade_records_v2_{day}.csv", data, head) + + +@app.route("/export/journal_entries") +@login_required +def export_journal_entries(): + conn = get_db() + rows = conn.execute( + "SELECT id,open_datetime,close_datetime,hold_duration,coin,tf,pnl,entry_reason,exit_reason," + "expect_rr,real_rr,early_exit,early_exit_trigger,early_exit_note,early_exit_reason,mood_issues," + "post_breakeven_stare,new_trade_while_occupied,note,image,created_at FROM journal_entries ORDER BY created_at ASC" + ).fetchall() + conn.close() + head = [ + "id", + "open_datetime", + "close_datetime", + "hold_duration", + "coin", + "tf", + "pnl", + "entry_reason", + "exit_reason", + "expect_rr", + "real_rr", + "early_exit", + "early_exit_trigger", + "early_exit_note", + "early_exit_reason", + "mood_issues", + "post_breakeven_stare", + "new_trade_while_occupied", + "note", + "image", + "created_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"journal_entries_v1_{day}.csv", data, head) + + +@app.route("/export/key_monitors") +@login_required +def export_key_monitors(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_notified_at,max_notify," + "notify_interval_min,breakout_limit_pct,created_at FROM key_monitors ORDER BY id ASC" + ).fetchall() + conn.close() + head = [ + "id", + "symbol", + "monitor_type", + "direction", + "upper", + "lower", + "notification_count", + "last_notified_at", + "max_notify", + "notify_interval_min", + "breakout_limit_pct", + "created_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"key_monitors_active_v1_{day}.csv", data, head) + + +@app.route("/export/key_monitor_history") +@login_required +def export_key_monitor_history(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_alert_message,close_reason,closed_at " + "FROM key_monitor_history ORDER BY id ASC" + ).fetchall() + conn.close() + head = [ + "id", + "symbol", + "monitor_type", + "direction", + "upper", + "lower", + "notification_count", + "last_alert_message", + "close_reason", + "closed_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"key_monitor_history_v1_{day}.csv", data, head) + +@app.route("/del_order/") +@login_required +def del_order(id): + conn = get_db() + row = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone() + if not row: + conn.close() + flash("订单不存在") + return redirect("/") + if row["status"] == "active": + try: + p = get_price(row["symbol"]) or float(row["trigger_price"]) + opened_at = get_opened_at_value(row) + closed_at = app_now_str() + hold_seconds = calc_hold_seconds(opened_at, app_now()) + pnl_amount = calc_pnl( + row["direction"], + row["trigger_price"], + p, + row["margin_capital"] or DAILY_START_CAPITAL, + row["leverage"] or infer_leverage(row["symbol"]) + ) + close_resp = close_exchange_order(row) + close_order_id = close_resp.get("id", "") + cancel_binance_futures_open_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"])) + session_date = row["session_date"] or get_trading_day() + session_capital = update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=row["symbol"], + monitor_type="下单监控", + direction=row["direction"], + trigger_price=row["trigger_price"], + stop_loss=row["stop_loss"], + initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"], + take_profit=row["take_profit"], + margin_capital=row["margin_capital"], + leverage=row["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=row["trade_style"], + risk_amount=row["risk_amount"], + planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]), + result="手动平仓", + miss_reason="用户手动删除订单触发平仓", + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, id)) + conn.commit() + conn.close() + send_wechat_msg( + build_wechat_close_message( + symbol=row["symbol"], + direction=row["direction"], + result="手动平仓", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=row["trigger_price"], + current_price=p, + stop_loss=row["stop_loss"], + take_profit=row["take_profit"], + close_order_id=close_order_id or "-", + extra_note="用户在页面手动平仓", + session_capital_fallback=session_capital, + ) + ) + flash("已按实盘流程手动平仓") + return redirect("/") + except Exception as e: + if is_no_position_error(str(e)): + cancel_binance_futures_open_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"])) + opened_at = get_opened_at_value(row) + opened_at_ms = _to_ms_with_fallback(row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at) + result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(row, opened_at, opened_at_ms=opened_at_ms) + miss_reason = f"手动删除时无持仓：{miss_reason}" + closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now() + hold_seconds = calc_hold_seconds(opened_at, closed_at_dt) + session_date = row["session_date"] or get_trading_day(closed_at_dt) + update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=row["symbol"], + monitor_type="下单监控", + direction=row["direction"], + trigger_price=row["trigger_price"], + stop_loss=row["stop_loss"], + initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"], + take_profit=row["take_profit"], + margin_capital=row["margin_capital"], + leverage=row["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=row["trade_style"], + risk_amount=row["risk_amount"], + planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]), + result=result, + miss_reason=miss_reason, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (id,)) + conn.commit() + conn.close() + flash("该仓位在交易所已不存在，已按成交记录同步结束并记账") + return redirect("/") + conn.close() + flash(f"手动平仓失败：{str(e)}") + return redirect("/") + conn.execute("DELETE FROM order_monitors WHERE id=?",(id,)) + conn.commit() + conn.close() + return redirect("/") + +@app.route("/add_miss", methods=["POST"]) +@login_required +def add_miss(): + d = request.form + direction = d.get("direction", "long") + conn = get_db() + insert_trade_record( + conn, + symbol=d["symbol"], + monitor_type=d["type"], + direction=direction, + trigger_price=d["tp"], + stop_loss=d["sl"], + take_profit=d["tgt"], + result="错过", + miss_reason=d["reason"], + opened_at=app_now_str(), + closed_at=app_now_str(), + ) + conn.commit() + conn.close() + flash("已记录错过机会") + return redirect("/records") + + +@app.route("/add_journal", methods=["POST"]) +@login_required +def add_journal(): + d = request.form + entry_reason_norm = normalize_entry_reason(d.get("entry_reason"), d.get("entry_reason_custom")) + if not entry_reason_norm: + flash("请选择开仓类型；若选「其他」请在下方填写自定义说明") + return redirect("/records") + early_exit_trigger = normalize_early_exit_trigger(d.get("early_exit_trigger")) + early_exit_note = str(d.get("early_exit_note") or "").strip() + if not early_exit_trigger: + flash("请选择离场触发") + return redirect("/records") + if early_exit_trigger == "手动平仓" and not early_exit_note: + flash("手工平仓必须填写补充说明") + return redirect("/records") + if early_exit_trigger != "手动平仓": + early_exit_note = "" + # 兼容字段：仅「手工平仓」记为「主观提前」语义下的「是」 + early_exit_raw = "是" if early_exit_trigger == "手动平仓" else "否" + early_exit_reason_saved = compose_early_exit_reason_saved(early_exit_trigger, early_exit_note) + exit_reason_stored = journal_exit_reason_stored(early_exit_trigger, early_exit_note) + image_filename = None + uploaded_tmp = None + entry_id = uuid.uuid4().hex + file = request.files.get("screenshot") + if file and file.filename: + ext = os.path.splitext(file.filename)[1] + image_filename = f"{uuid.uuid4().hex}{ext}" + save_path = os.path.join(app.config["UPLOAD_FOLDER"], secure_filename(image_filename)) + file.save(save_path) + uploaded_tmp = image_filename + + mood_issues = ",".join(request.form.getlist("mood_issues")) + hold_duration = calc_duration_text(d.get("open_datetime", ""), d.get("close_datetime", "")) + real_rr_text = (d.get("real_rr") or "").strip() + try: + risk_amount_hint = float(d.get("risk_amount_hint") or 0) + pnl_hint = float(d.get("pnl") or 0) + # 口径统一：实际RR = 实际盈亏 / 以损定仓对应的初始风险金额 + if risk_amount_hint > 0: + real_rr_text = f"{(pnl_hint / risk_amount_hint):.4f}" + except Exception: + pass + + want_exchange_chart = d.get("journal_exchange_chart", "").lower() in ("1", "true", "on", "yes") + chart_msg = None + if want_exchange_chart and ORDER_CHART_ENABLED: + coin = (d.get("coin") or "").strip().upper() + symbol_guess = normalize_symbol_input(coin) or coin + exchange_symbol = normalize_exchange_symbol(symbol_guess) + title_prefix = f"{symbol_guess} journal {entry_id[:8]}" + marker_payload = { + "entry_ts_ms": _local_input_datetime_to_ms(d.get("open_datetime")), + "exit_ts_ms": _local_input_datetime_to_ms(d.get("close_datetime")), + "entry_price": d.get("entry_price_hint"), + "exit_price": None, + } + try: + chart_fname = f"journal_{entry_id}.png" + saved = generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=ORDER_CHART_TFS, + limit=ORDER_CHART_LIMIT, + out_dir=app.config["UPLOAD_FOLDER"], + filename=chart_fname, + filename_prefix="journal", + marker_payload=marker_payload, + marker_timeframes=( + {x.strip().lower() for x in ORDER_CHART_TFS if x and str(x).strip()} + if ORDER_CHART_TFS + else {"5m", "15m", "1h", "4h"} + ), + ) + if saved: + image_filename = saved + chart_msg = f"已生成多周期K线图：/static/images/{saved}" + if uploaded_tmp: + try: + old_path = os.path.join(app.config["UPLOAD_FOLDER"], uploaded_tmp) + if os.path.exists(old_path): + os.remove(old_path) + except Exception: + pass + else: + chart_msg = "已勾选自动生成K线图，但生成失败（返回空）。请检查 Pillow 是否安装、Binance 网络/代理是否正常。" + except Exception as e: + image_filename = uploaded_tmp + chart_msg = f"自动生成K线图失败：{str(e)}" + + conn = get_db() + conn.execute( + """INSERT INTO journal_entries + (id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason, + expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note, + mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare, + new_trade_while_occupied, note, image) + VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + entry_id, d.get("open_datetime"), d.get("close_datetime"), hold_duration, d.get("coin"), d.get("tf"), + d.get("pnl"), entry_reason_norm, exit_reason_stored, d.get("expect_rr"), real_rr_text, + early_exit_raw, early_exit_reason_saved, early_exit_trigger, early_exit_note, + None, None, None, mood_issues, + d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename + ) + ) + conn.commit() + conn.close() + if chart_msg: + flash(f"交易复盘记录已保存。{chart_msg}") + else: + flash("交易复盘记录已保存") + return redirect("/records") + + +@app.route("/api/journals") +@login_required +def api_journals(): + conn = get_db() + rows = conn.execute("SELECT * FROM journal_entries ORDER BY created_at DESC").fetchall() + conn.close() + result = [] + for r in rows: + item = row_to_dict(r) + item["mood_issues"] = [x for x in (item.get("mood_issues") or "").split(",") if x] + result.append(item) + return jsonify(result) + + +@app.route("/api/journal_prefill", methods=["POST"]) +@login_required +def api_journal_prefill(): + file = request.files.get("screenshot") + if not file or not file.filename: + return jsonify({"ok": False, "msg": "请先选择截图文件"}), 400 + try: + raw = file.read() + if not raw: + return jsonify({"ok": False, "msg": "截图为空"}), 400 + image_b64 = base64.b64encode(raw).decode("utf-8") + except Exception as e: + return jsonify({"ok": False, "msg": f"读取截图失败：{str(e)}"}), 400 + + parsed = ai_extract_journal_from_image(image_b64) + if parsed is None: + return jsonify({"ok": False, "msg": "AI 识别失败，请稍后重试"}), 500 + return jsonify({"ok": True, "data": parsed}) + + +@app.route("/delete_journal/", methods=["POST"]) +@login_required +def delete_journal(jid): + conn = get_db() + row = conn.execute("SELECT image FROM journal_entries WHERE id=?", (jid,)).fetchone() + if row and row["image"]: + img_path = os.path.join(app.config["UPLOAD_FOLDER"], row["image"]) + if os.path.exists(img_path): + os.remove(img_path) + conn.execute("DELETE FROM journal_entries WHERE id=?", (jid,)) + conn.commit() + conn.close() + return jsonify({"ok": True}) + + +@app.route("/api/reviews") +@login_required +def api_reviews(): + conn = get_db() + rows = conn.execute("SELECT * FROM ai_reviews ORDER BY created_at DESC").fetchall() + conn.close() + return jsonify([row_to_dict(r) for r in rows]) + + +@app.route("/export/review_md/") +@login_required +def export_review_md(rid): + conn = get_db() + row = conn.execute("SELECT * FROM ai_reviews WHERE id=?", (rid,)).fetchone() + conn.close() + if not row: + return Response("review not found", status=404, mimetype="text/plain; charset=utf-8") + + review_type = "日复盘" if row["review_type"] == "daily" else "周复盘" + target_date = row["target_date"] or "-" + created_at = row["created_at"] or app_now_str() + content = (row["content"] or "").strip() + if not content: + content = "（无内容）" + + md = ( + f"# {review_type}报告\n\n" + f"- 目标日期: {target_date}\n" + f"- 生成时间: {created_at}\n" + f"- 报告ID: {row['id']}\n\n" + f"---\n\n" + f"{content}\n" + ) + + safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date" + safe_type = "daily" if row["review_type"] == "daily" else "weekly" + filename = f"ai_review_{safe_type}_{safe_target}_{row['id'][:8]}.md" + return _md_response(filename, md) + + +@app.route("/export/reviews_md_bundle") +@login_required +def export_reviews_md_bundle(): + review_type = (request.args.get("review_type") or "").strip().lower() + target_date = (request.args.get("target_date") or "").strip() + if review_type not in ("daily", "weekly"): + return Response("invalid review_type", status=400, mimetype="text/plain; charset=utf-8") + if not target_date: + return Response("target_date required", status=400, mimetype="text/plain; charset=utf-8") + + conn = get_db() + rows = conn.execute( + "SELECT * FROM ai_reviews WHERE review_type=? AND target_date=? ORDER BY created_at ASC, id ASC", + (review_type, target_date), + ).fetchall() + conn.close() + if not rows: + return Response("no reviews found", status=404, mimetype="text/plain; charset=utf-8") + + title = "日复盘" if review_type == "daily" else "周复盘" + lines = [ + f"# {title}汇总报告", + "", + f"- 目标日期: {target_date}", + f"- 条目数量: {len(rows)}", + f"- 导出时间: {app_now_str()}", + "", + "---", + "", + ] + for idx, row in enumerate(rows, 1): + created_at = row["created_at"] or "-" + content = (row["content"] or "").strip() or "（无内容）" + lines.extend( + [ + f"## 第{idx}条", + "", + f"- 报告ID: {row['id']}", + f"- 生成时间: {created_at}", + "", + content, + "", + "---", + "", + ] + ) + md = "\n".join(lines) + safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date" + filename = f"ai_reviews_{review_type}_bundle_{safe_target}.md" + return _md_response(filename, md) + + +@app.route("/delete_review/", methods=["POST"]) +@login_required +def delete_review(rid): + conn = get_db() + conn.execute("DELETE FROM ai_reviews WHERE id=?", (rid,)) + conn.commit() + conn.close() + return jsonify({"ok": True}) + + +@app.route("/delete_trade_record/", methods=["POST"]) +@login_required +def delete_trade_record(rid): + conn = get_db() + cur = conn.execute("DELETE FROM trade_records WHERE id=?", (rid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0, "deleted": cur.rowcount}) + + +@app.route("/api/trade_record_review_update", methods=["POST"]) +@login_required +def api_trade_record_review_update(): + payload = request.get_json(silent=True) or {} + rec_id = payload.get("id") + try: + rec_id = int(rec_id) + except Exception: + return jsonify({"ok": False, "msg": "记录ID无效"}), 400 + + reviewed_opened_at = str(payload.get("reviewed_opened_at") or "").strip() + reviewed_closed_at = str(payload.get("reviewed_closed_at") or "").strip() + reviewed_stop_loss_raw = payload.get("reviewed_stop_loss") + reviewed_take_profit_raw = payload.get("reviewed_take_profit") + reviewed_result = str(payload.get("reviewed_result") or "").strip() + reviewed_miss_reason = str(payload.get("reviewed_miss_reason") or "").strip() + reviewed_pnl_raw = payload.get("reviewed_pnl_amount") + + if reviewed_result and reviewed_result not in REVIEW_RESULT_OPTIONS: + return jsonify({"ok": False, "msg": "结果仅允许：止盈/止损/保本止盈/移动止盈/手动平仓"}), 400 + + try: + reviewed_open_dt = datetime.strptime(reviewed_opened_at[:19], "%Y-%m-%d %H:%M:%S") + reviewed_close_dt = datetime.strptime(reviewed_closed_at[:19], "%Y-%m-%d %H:%M:%S") + except Exception: + return jsonify({"ok": False, "msg": "开仓/平仓时间格式错误，需为 YYYY-MM-DD HH:MM:SS"}), 400 + if reviewed_close_dt < reviewed_open_dt: + return jsonify({"ok": False, "msg": "平仓时间不能早于开仓时间"}), 400 + hold_seconds = int((reviewed_close_dt - reviewed_open_dt).total_seconds()) + hold_minutes = calc_hold_minutes(hold_seconds) + + try: + reviewed_pnl_amount = float(reviewed_pnl_raw) + except Exception: + return jsonify({"ok": False, "msg": "盈亏必须为数字"}), 400 + reviewed_stop_loss = None + if reviewed_stop_loss_raw not in (None, ""): + try: + reviewed_stop_loss = float(reviewed_stop_loss_raw) + except Exception: + return jsonify({"ok": False, "msg": "止损必须为数字"}), 400 + reviewed_take_profit = None + if reviewed_take_profit_raw not in (None, ""): + try: + reviewed_take_profit = float(reviewed_take_profit_raw) + except Exception: + return jsonify({"ok": False, "msg": "止盈必须为数字"}), 400 + + _MISSING_ER = object() + reviewed_entry_reason_update = _MISSING_ER + if "reviewed_entry_reason" in payload: + s = str(payload.get("reviewed_entry_reason") or "").strip() + if s and not entry_reason_valid_for_storage(s): + return jsonify({"ok": False, "msg": "开仓类型须为五种固定整句之一、自定义说明（2000字内）或留空"}), 400 + reviewed_entry_reason_update = s or None + + conn = get_db() + row = conn.execute("SELECT risk_amount FROM trade_records WHERE id=?", (rec_id,)).fetchone() + if not row: + conn.close() + return jsonify({"ok": False, "msg": "记录不存在"}), 404 + risk_amount = row["risk_amount"] + actual_rr = calc_actual_rr(reviewed_pnl_amount, risk_amount) + base_params = [ + reviewed_opened_at, + reviewed_closed_at, + reviewed_stop_loss, + reviewed_take_profit, + round(reviewed_pnl_amount, 4), + reviewed_result or None, + reviewed_miss_reason or None, + hold_seconds, + hold_minutes, + app_now_str(), + actual_rr, + ] + if reviewed_entry_reason_update is not _MISSING_ER: + conn.execute( + """UPDATE trade_records + SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?, + reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?, + reviewed_at=?, actual_rr=COALESCE(?, actual_rr), reviewed_entry_reason=? + WHERE id=?""", + tuple(base_params + [reviewed_entry_reason_update, rec_id]), + ) + else: + conn.execute( + """UPDATE trade_records + SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?, + reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?, + reviewed_at=?, actual_rr=COALESCE(?, actual_rr) + WHERE id=?""", + tuple(base_params + [rec_id]), + ) + conn.commit() + conn.close() + return jsonify({"ok": True, "id": rec_id, "actual_rr": actual_rr, "hold_minutes": hold_minutes}) + + +@app.route("/manual_transfer", methods=["POST"]) +@login_required +def manual_transfer(): + try: + amount = float(request.form.get("amount", "0")) + except Exception: + flash("划转金额格式错误") + return redirect("/") + from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip() + to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip() + ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account) + conn = get_db() + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("manual", get_trading_day(), amount, from_account, to_account, "success" if ok else "failed", msg[:500]) + ) + conn.commit() + conn.close() + if ok: + flash(f"手动划转成功：{amount}U {from_account}->{to_account}") + else: + flash(f"手动划转失败：{msg}") + return redirect("/") + + +@app.route("/ai_daily_review", methods=["POST"]) +@login_required +def ai_daily_review(): + date = request.form.get("date", "") + conn = get_db() + rows = conn.execute( + "SELECT * FROM journal_entries WHERE substr(open_datetime, 1, 10)=? ORDER BY open_datetime ASC", + (date,) + ).fetchall() + conn.close() + if not rows: + return jsonify({"result": "该日无交易记录"}) + + text = f"【每日交易记录】{date}\n总笔数：{len(rows)}\n\n" + for idx, row in enumerate(rows, 1): + text += _journal_row_lines_for_ai(idx, row) + text += "\n" + + image_paths = [] + for row in rows: + img = row["image"] + if not img: + continue + img_path = os.path.join(app.config["UPLOAD_FOLDER"], img) + if os.path.exists(img_path): + image_paths.append(img_path) + ai_result = ai_review(text, "每日", image_paths=image_paths) + full = f"【AI日复盘 {date}】\n{ai_result}\n\n原始记录：\n{text}" + conn = get_db() + conn.execute( + "INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)", + (uuid.uuid4().hex, "daily", date, full) + ) + conn.commit() + conn.close() + return jsonify({"result": full}) + + +@app.route("/ai_weekly_review", methods=["POST"]) +@login_required +def ai_weekly_review(): + start_date = request.form.get("start_date", "") + end_date = request.form.get("end_date", "") + conn = get_db() + rows = conn.execute( + "SELECT * FROM journal_entries WHERE substr(open_datetime,1,10) >= ? AND substr(open_datetime,1,10) <= ? ORDER BY open_datetime ASC", + (start_date, end_date) + ).fetchall() + conn.close() + if not rows: + return jsonify({"result": "该时间段无交易记录"}) + + text = f"【周交易记录】{start_date}~{end_date}\n总笔数：{len(rows)}\n\n" + for idx, row in enumerate(rows, 1): + text += _journal_row_lines_for_ai(idx, row) + text += "\n" + + image_paths = [] + for row in rows: + img = row["image"] + if not img: + continue + img_path = os.path.join(app.config["UPLOAD_FOLDER"], img) + if os.path.exists(img_path): + image_paths.append(img_path) + ai_result = ai_review(text, "周度", image_paths=image_paths) + full = f"【AI周复盘 {start_date}~{end_date}】\n{ai_result}\n\n原始记录：\n{text}" + conn = get_db() + conn.execute( + "INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)", + (uuid.uuid4().hex, "weekly", f"{start_date}~{end_date}", full) + ) + conn.commit() + conn.close() + return jsonify({"result": full}) + +# 启动 +if __name__ == "__main__": + threading.Thread(target=background_task, daemon=True).start() + app.run(host=HOST, port=PORT, debug=DEBUG) diff --git a/crypto_monitor_binance/crypto.db b/crypto_monitor_binance/crypto.db new file mode 100644 index 0000000..9f3360b Binary files /dev/null and b/crypto_monitor_binance/crypto.db differ diff --git a/crypto_monitor_binance/ecosystem.config.cjs b/crypto_monitor_binance/ecosystem.config.cjs new file mode 100644 index 0000000..65c1ffe --- /dev/null +++ b/crypto_monitor_binance/ecosystem.config.cjs @@ -0,0 +1,33 @@ +/** + * PM2 进程定义（Ubuntu / Linux）。 + * + * 仅托管 Flask 应用。**SSH SOCKS 隧道请在本机用 screen/tmux/systemd 等方式单独常驻**， + * 与 `.env` 里 `BINANCE_SOCKS_PROXY` 端口一致即可；不必交给 PM2。 + * + * 使用前：项目根目录存在 `.venv`，且已安装依赖（走 SOCKS 时需 PySocks）。 + * + * 启动： + * pm2 start ecosystem.config.cjs + * 保存开机列表： + * pm2 save && pm2 startup + */ +const path = require("path"); + +const ROOT = __dirname; +const PY = path.join(ROOT, ".venv", "bin", "python"); + +module.exports = { + apps: [ + { + name: "crypto_binance", + cwd: ROOT, + script: path.join(ROOT, "app.py"), + interpreter: PY, + instances: 1, + autorestart: true, + watch: false, + max_memory_restart: "800M", + // app.py 会从项目根目录加载 .env，此处无需重复 env_file + }, + ], +}; diff --git a/crypto_monitor_binance/scripts/fix_breakeven_labels.py b/crypto_monitor_binance/scripts/fix_breakeven_labels.py new file mode 100644 index 0000000..80b7d04 --- /dev/null +++ b/crypto_monitor_binance/scripts/fix_breakeven_labels.py @@ -0,0 +1,108 @@ +#!/usr/bin/env python3 +""" +一次性修复历史交易记录标签： +将 trade_records 里“止损但实际盈利”的记录改为“保本止盈”。 + +默认条件（可通过参数修改）： +- monitor_type = 下单监控 +- result = 止损 +- pnl_amount > 0 + +用法示例： +1) 仅预览（不落库）： + python scripts/fix_breakeven_labels.py --db ./crypto.db --dry-run + +2) 执行修复： + python scripts/fix_breakeven_labels.py --db ./crypto.db --apply +""" + +from __future__ import annotations + +import argparse +import sqlite3 +import sys +from pathlib import Path + + +def parse_args() -> argparse.Namespace: + parser = argparse.ArgumentParser(description="Fix historical stop-loss records with positive pnl.") + parser.add_argument("--db", required=True, help="Path to sqlite db file, e.g. ./crypto.db") + parser.add_argument("--monitor-type", default="下单监控", help="Filter by monitor_type (default: 下单监控)") + parser.add_argument("--from-result", default="止损", help="Source result label (default: 止损)") + parser.add_argument("--to-result", default="保本止盈", help="Target result label (default: 保本止盈)") + parser.add_argument("--dry-run", action="store_true", help="Preview only, no write") + parser.add_argument("--apply", action="store_true", help="Execute update") + return parser.parse_args() + + +def main() -> int: + args = parse_args() + db_path = Path(args.db).expanduser().resolve() + if not db_path.exists(): + print(f"[ERR] DB not found: {db_path}") + return 1 + + if args.dry_run and args.apply: + print("[ERR] --dry-run and --apply are mutually exclusive.") + return 1 + if not args.dry_run and not args.apply: + print("[INFO] No mode provided, defaulting to --dry-run.") + args.dry_run = True + + conn = sqlite3.connect(str(db_path)) + conn.row_factory = sqlite3.Row + cur = conn.cursor() + + where_sql = """ + monitor_type = ? + AND result = ? + AND CAST(COALESCE(pnl_amount, 0) AS REAL) > 0 + """ + params = (args.monitor_type, args.from_result) + + cur.execute(f"SELECT COUNT(*) AS c FROM trade_records WHERE {where_sql}", params) + will_change = int(cur.fetchone()["c"]) + print(f"[INFO] Candidate rows: {will_change}") + + if will_change == 0: + print("[INFO] Nothing to update.") + conn.close() + return 0 + + cur.execute( + f""" + SELECT id, symbol, result, pnl_amount, closed_at + FROM trade_records + WHERE {where_sql} + ORDER BY id DESC + LIMIT 10 + """, + params, + ) + sample = cur.fetchall() + print("[INFO] Sample (latest 10):") + for r in sample: + print( + f" id={r['id']} symbol={r['symbol']} result={r['result']} " + f"pnl={r['pnl_amount']} closed_at={r['closed_at']}" + ) + + if args.dry_run: + print("[DRY-RUN] No write executed.") + conn.close() + return 0 + + cur.execute( + f"UPDATE trade_records SET result=? WHERE {where_sql}", + (args.to_result, *params), + ) + changed = int(cur.rowcount) + conn.commit() + conn.close() + print(f"[DONE] Updated rows: {changed}") + return 0 + + +if __name__ == "__main__": + sys.exit(main()) + diff --git a/crypto_monitor_binance/scripts/verify_binance_funding.py b/crypto_monitor_binance/scripts/verify_binance_funding.py new file mode 100644 index 0000000..bbe7908 --- /dev/null +++ b/crypto_monitor_binance/scripts/verify_binance_funding.py @@ -0,0 +1,52 @@ +#!/usr/bin/env python3 +""" + python scripts/verify_binance_funding.py + +打印 BINANCE_API_KEY 前 8 位便于与 Binance 控制台核对（不含 Secret）。用于服务器自检。 +""" +import os +import sys + +BASE = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) +sys.path.insert(0, BASE) + + +def load_env(path): + if not os.path.exists(path): + return + for line in open(path, "r", encoding="utf-8", errors="ignore"): + line = line.strip() + if not line or line.startswith("#") or "=" not in line: + continue + k, v = line.split("=", 1) + k = k.strip().lstrip("\ufeff") + if k.replace("_", "").isalnum(): + os.environ[k] = v.strip().strip('"').strip("'") + + +def main(): + load_env(os.path.join(BASE, ".env")) + k = (os.getenv("BINANCE_API_KEY") or "").strip() + s = (os.getenv("BINANCE_API_SECRET") or "").strip() + if not k or "REPLACE" in k.upper(): + print("WARN: BINANCE_API_KEY 为空或仍像占位符，请核对 .env") + if not s or "REPLACE" in s.upper(): + print("WARN: BINANCE_API_SECRET 为空或仍像占位符，请核对 .env") + print("BINANCE_API_KEY prefix (8 chars):", (k[:8] + "…") if len(k) > 8 else "(short)") + + import app as mod # noqa: E402 + + mod.ensure_markets_loaded() + fu = mod._fetch_binance_funding_usdt() + print(">>> _fetch_binance_funding_usdt() =", fu) + try: + sw = mod._fetch_binance_swap_usdt_total() + print(">>> _fetch_binance_swap_usdt_total() (合约账户) =", sw) + sf = mod._fetch_binance_swap_usdt_free() + print(">>> _fetch_binance_swap_usdt_free() (合约可用) =", sf) + except Exception as e: + print(">>> swap balance fetch error:", e) + + +if __name__ == "__main__": + main() diff --git a/crypto_monitor_binance/start_utf8.ps1 b/crypto_monitor_binance/start_utf8.ps1 new file mode 100644 index 0000000..4a8fd0c Binary files /dev/null and b/crypto_monitor_binance/start_utf8.ps1 differ diff --git a/crypto_monitor_binance/templates/index.html b/crypto_monitor_binance/templates/index.html new file mode 100644 index 0000000..7d59cb9 --- /dev/null +++ b/crypto_monitor_binance/templates/index.html @@ -0,0 +1,1283 @@ + + + + + {{ exchange_display }} · 加密货币 | 交易监控复盘系统 + + + +{% macro period_stats(title, s) %} +
+

{{ title }}

+
{{ s.range_label }}
+
+
开单次数
{{ s.opens_count }}
+
平仓笔数
{{ s.closed_count }}
+
胜率
{% if s.win_rate_pct is not none %}{{ s.win_rate_pct }}%{% else %}-{% endif %}
+
净盈亏(U)
{{ s.net_pnl_u }}
+
亏损额合计(U)
{{ s.loss_sum_u }}
+
单笔最大亏损(U)
{% if s.max_single_loss is not none %}{{ s.max_single_loss }}{% else %}-{% endif %}
+
单笔最大盈利(U)
{% if s.max_single_profit is not none %}{{ s.max_single_profit }}{% else %}-{% endif %}
+
最大回撤(U)
{{ s.max_drawdown_u }}
+
当前连续亏损笔数
{{ s.consecutive_losses }}
+
最长连续亏损(交易日)
{{ s.max_loss_streak_days }} 天
+
期内最大亏损日
{% if s.worst_day %}{{ s.worst_day }}（{{ s.worst_day_pnl }}U）{% else %}-{% endif %}
+
+
+{% endmacro %} +
+
+

加密货币｜交易监控 + AI复盘一体化

+
{{ exchange_display }}
+
+
+ 交易执行 + 交易记录与复盘 + 统计分析 +
+ {% with msg=get_flashed_messages() %}{% if msg %}
{{ msg[0] }}
{% endif %}{% endwith %} + +
+ 数据导出（v{{ data_export_version }} CSV，UTF-8；交易记录含开仓类型列，复盘单独导出）： + 交易记录 + 复盘记录 + 关键位(当前) + 关键位历史 +
+
+
交易所
{{ exchange_display }}
+
总交易
{{ total }}
+
错过次数
{{ miss_count }}
+
胜率
{{ rate }}%
+
资金账户(USDT)
{% if funding_usdt is not none %}{{ funding_usdt }}U{% else %}—{% endif %}
+
交易日
{{ trading_day }}
+
当日资金(交易账户)
{{ current_capital }}U
+
+
实时价格更新时间：--（北京时间 UTC+8）
+ +
+ {% if page == 'trade' %} +
+
+

关键位监控（5m）

+ {% if focus_key_id %} + 放大查看K线(默认200根) + {% else %} + 输入币种查看K线 + {% endif %} +
+
+ + + + + + +
+
+ {% for k in key %} +
+
{{ k.symbol }} | {{ k.monitor_type }} | {{ '做多' if k.direction == 'long' else '做空' }}
+
+ 上:{{ k.upper }} 下:{{ k.lower }} + | 已提醒:{{ k.notification_count or 0 }}/{{ k.max_notify or 3 }} + | 现价:- + | 距上沿:- + | 距下沿:- + | 门控:- + +
+ +
+ {% endfor %} +
+
+

关键位历史（满次提醒或手动删除）

+
满 {{ key_alert_max_times }} 次企业微信提醒后自动移入此处；手动删除也会归档。
+
+ {% for h in key_history %} +
+
+ {{ h.symbol }} | {{ h.monitor_type }} | {{ '做多' if h.direction == 'long' else '做空' }} | {{ h.close_reason }} + +
+
上:{{ h.upper }} 下:{{ h.lower }} | 提醒次数:{{ h.notification_count }} | {{ (h.closed_at or '-')[:16] }}
+ {% if h.last_alert_message %}
{{ h.last_alert_message[:200] }}{% if h.last_alert_message|length > 200 %}…{% endif %}
{% endif %} +
+ {% else %} +
暂无历史
+ {% endfor %} +
+
+
+ +
+
+

实盘下单监控

+ {% if focus_order_id %} + 放大查看K线(100根) + {% else %} + 暂无持仓可放大 + {% endif %} +
+
+ 规则：单仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； + {% if can_trade %}可开仓{% else %}不可开仓（有持仓或未到北京时间 {{ reset_hour }}:00）{% endif %}； + 按风险比例自动计算仓位 +
+
+ 以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}% +
+
+ 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天北京时间 {{ auto_transfer_bj_hour }}:00起该整点小时内尝试；账簿按 UTC 自然日去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ auto_transfer_amount }}U，来自 {{ auto_transfer_from }}） +
+
+ + + + +
+
+ + + + + + + + 成交价自动取交易所实时+成交回报 + + + + + +
+
+ {% for o in order %} +
+
{{ o.symbol }} | {{ '做多' if o.direction == 'long' else '做空' }}
+
+ 风格:{{ o.trade_style or 'trend' }} | 风险:{{ o.risk_percent or '-' }}%≈{{ o.risk_amount or '-' }}U + | {% if o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ o.breakeven_price or '-' }}{% else %}移动保本:关{% endif %} +
+ 成交:{{ o.trigger_price }} 止损:{{ o.stop_loss }} 止盈:{{ o.take_profit }} + | 盈亏比:{% if o.rr_ratio is not none %}1:{{ '%.2f'|format(o.rr_ratio) }}{% else %}-{% endif %} + | 现价:- + | 浮盈亏:- + | 计划基数:{{ o.margin_capital }}U | 所保证金:- + | 杠杆:{{ o.leverage }}x | 仓位占比:{{ o.position_ratio }}% +
+ 平仓 +
+ {% endfor %} +
+
+ {% endif %} + + {% if page == 'records' %} +
+

交易记录 & 错过机会

+
+ +
+
+ + + {% for r in record %} + + {% set pnl_val = (r.pnl_amount or 0)|float %} + + + + + {% set stop_show = r.effective_stop_loss or r.initial_stop_loss or r.stop_loss %} + {% set tp_show = r.effective_take_profit or r.take_profit %} + + + + + + + + {% set pnl_val = (r.effective_pnl_amount or 0)|float %} + + + + + {% endfor %} +
品种类型方向成交止损止盈基数杠杆持仓分钟开仓时间(北京)平仓时间(北京)盈亏U结果操作
{{ r.symbol }}{{ r.monitor_type }}{{ '做多' if r.direction == 'long' else '做空' }}{{ r.trigger_price }}{{ price_fmt(r.symbol, stop_show) }}{{ price_fmt(r.symbol, tp_show) }}{{ r.margin_capital or '-' }}{{ r.leverage or '-' }}{{ r.effective_hold_minutes or 0 }}{{ (r.effective_opened_at or '-')[:16] }}{{ (r.effective_closed_at or r.created_at or '-')[:16] }}{{ r.effective_pnl_amount or 0 }} + {% set effective_result = r.effective_result %} + {% if effective_result in ["止盈","保本止盈","移动止盈"] %}{{ effective_result }} + {% elif effective_result in ["止损","强制清仓","手动平仓"] %}{{ effective_result }} + {% else %}{{ effective_result }}{% endif %} + + + + +
+
+
+ +
+

记录错过机会

+
+ + + + + + + + +
+
+ +
+

交易复盘记录上传（含截图）

+
+ + + + +
+ + + + + + + + + + + + + + +
+
+ +
+
+ +
+
+ + + + + + +
+ + +
+
+ +
+

AI复盘（按交易记录）

+
+ + + + + + + +
+ + +
+
+ 交易复盘记录 +
+
+
+ AI历史复盘 +
+
+
+
+ {% endif %} +
+ + {% if page == 'stats' %} +
+
+

数据统计

+ +
+
+
+
持仓占用导致错过(累计)
{{ occupied_miss_total }}
+
+
+ 已平仓「下单监控」按平仓时间归入北京时间下的交易日；胜率按盈笔数/(盈+亏)。历史总开仓（累计）： + {{ stats_bundle.total_opens_all }} 次 +
+ {{ period_stats("日统计", stats_bundle.day) }} + {{ period_stats("周统计", stats_bundle.week) }} + {{ period_stats("月统计", stats_bundle.month) }} +
+
+ {% endif %} +
+ + +
+
+
+
详情
+ +
+
+ +
+
+ + + + \ No newline at end of file diff --git a/crypto_monitor_binance/templates/key_focus.html b/crypto_monitor_binance/templates/key_focus.html new file mode 100644 index 0000000..41a633a --- /dev/null +++ b/crypto_monitor_binance/templates/key_focus.html @@ -0,0 +1 @@ +ok2 \ No newline at end of file diff --git a/crypto_monitor_binance/templates/key_focus_v2.html b/crypto_monitor_binance/templates/key_focus_v2.html new file mode 100644 index 0000000..d4b3492 --- /dev/null +++ b/crypto_monitor_binance/templates/key_focus_v2.html @@ -0,0 +1,261 @@ + + + + + {{ exchange_display }} | 关键位放大 + + + +
+
+
+
+ 返回首页 + 关键位放大（可输入币种）{{ exchange_display }} +
+
最近刷新：--
+
+ +
+ + + + + + + + + + + + + + +
+
+ +
+
+
交易对
-
+
监控类型
-
+
方向
-
+
上沿/阻力
-
+
下沿/支撑
-
+
现价
-
+
距上沿
-
+
距下沿
-
+
+
+ +
+
+ + + + + \ No newline at end of file diff --git a/crypto_monitor_binance/templates/login.html b/crypto_monitor_binance/templates/login.html new file mode 100644 index 0000000..cfcc816 --- /dev/null +++ b/crypto_monitor_binance/templates/login.html @@ -0,0 +1,118 @@ + + + + + 登录 · {{ exchange_display }} + + + + + + diff --git a/crypto_monitor_binance/templates/order_focus.html b/crypto_monitor_binance/templates/order_focus.html new file mode 100644 index 0000000..0811e93 --- /dev/null +++ b/crypto_monitor_binance/templates/order_focus.html @@ -0,0 +1,194 @@ + + + + + 实盘下单放大 | 100根K线 + + + +
+
+
+
+ 返回首页 + 实盘下单放大（100根K线） +
+
最近刷新：--
+
+ {% if orders %} +
+ + + + + + +
+ {% else %} +
当前没有激活订单，无法展示放大K线。
+ {% endif %} +
+ + {% if orders %} +
+
+
交易对
-
+
方向
-
+
成交价
-
+
止损
-
+
止盈
-
+
盈亏比
-
+
现价
-
+
浮盈亏
-
+
+
+ +
+
+
+ {% endif %} +
+ +{% if orders %} + + +{% endif %} + + diff --git a/crypto_monitor_binance/templates/order_focus_v2.html b/crypto_monitor_binance/templates/order_focus_v2.html new file mode 100644 index 0000000..9c9add3 --- /dev/null +++ b/crypto_monitor_binance/templates/order_focus_v2.html @@ -0,0 +1,214 @@ + + + + + {{ exchange_display }} | 实盘下单放大 + + + +
+
+
+
+ 返回首页 + 实盘下单放大（100根K线）{{ exchange_display }} +
+
最近刷新：--
+
+ {% if orders %} +
+ + + + + + +
+ {% else %} +
当前没有激活订单，无法展示放大K线。
+ {% endif %} +
+ + {% if orders %} +
+
+
交易对
-
+
方向
-
+
成交价
-
+
止损
-
+
止盈
-
+
盈亏比
-
+
移动保本
-
+
现价
-
+
浮盈亏
-
+
+
+ +
+
+
+ {% endif %} +
+ +{% if orders %} + + +{% endif %} + + + diff --git a/crypto_monitor_binance/部署文档.md b/crypto_monitor_binance/部署文档.md new file mode 100644 index 0000000..8aec281 --- /dev/null +++ b/crypto_monitor_binance/部署文档.md @@ -0,0 +1,286 @@ +# `crypto_monitor_binance` 部署指南：SSH SOCKS + Binance + PM2（Ubuntu） + +项目功能、环境变量总览与本地运行说明见 **[README.md](./README.md)**。 + +本文面向：**在本机或 VPS 上运行本项目**，但 **直连 Binance API 不稳定、超时或被网络策略拦截** 的场景。思路是： + +- 本机用 `ssh -D` 做动态转发，把 **SOCKS5 出口**放到能稳定访问 Binance 的机器（常见为一台境外 VPS） +- 项目在 `.env` 中设置 **`BINANCE_SOCKS_PROXY=socks5h://127.0.0.1:1080`**（或你实际端口），`ccxt` 经 SOCKS 访问交易所 +- **SSH 隧道**：用 `ssh -D` 在本机常驻即可（screen / tmux / systemd 等），**不必交给 PM2** +- 使用 **PM2** 仅托管 **Flask 应用**；仓库根目录 **`ecosystem.config.cjs`** 默认进程名为 **`crypto-monitor-binance`** + +> 安全提醒：不要把 `.env`、私钥 `.pem`、Binance API Key / Secret 提交到 Git；下文只用占位符。 + +--- + +## 0. 你需要准备的东西 + +- 一台 **Ubuntu**（或同类 Linux）运行项目的机器（下文称「本机」） +- 一台可 SSH 登录、且 **能正常访问 Binance API** 的 VPS（示例：`HostName` 填你的服务器 IP，用户如 `root`） +- SSH：**私钥登录**（推荐，便于隧道脚本无人值守） +- 本机已安装：`python3`、`python3-venv`、`pip`、`curl`、`ssh`、`git`（可选）、`node` + `npm`（安装 PM2） +- Binance 账户：已开通 **USDT-M 永续合约**；API Key 勾选 **合约**、**万向划转**（若使用资金↔合约划转）等所需权限，并配置 **IP 白名单**（若启用） + +--- + +## 1. 获取代码与目录 + +将包含 `app.py` 的项目放到固定目录，例如： + +```bash +mkdir -p ~/apps +cd ~/apps +# git clone ... 或解压同步的包 +cd crypto_monitor_binance +``` + +下文用 **`/root/crypto_monitor_binance`** 仅为示例，请换成你的实际绝对路径。 + +--- + +## 2. 配置 SSH 私钥与 `~/.ssh/config` + +```bash +mkdir -p ~/.ssh +chmod 700 ~/.ssh +# 私钥示例：~/.ssh/vps1.pem +chmod 600 ~/.ssh/vps1.pem +``` + +编辑 `~/.ssh/config`（示例别名 **`bn-vps`**，与你手工启动 `ssh -D ... bn-vps` 一致即可）： + +```sshconfig +Host bn-vps + HostName 你的_VPS_IP + User root + IdentityFile ~/.ssh/vps1.pem + IdentitiesOnly yes + ServerAliveInterval 30 + ServerAliveCountMax 3 + ExitOnForwardFailure yes + BatchMode yes +``` + +测试： + +```bash +ssh bn-vps true +``` + +> 若尚未完全改为密钥登录，可暂时注释 `BatchMode yes`，调试完成后再打开。 + +--- + +## 3. 手工验证：SSH SOCKS + Binance API + +### 3.1 本地 SOCKS（示例端口 1080） + +```bash +ssh -N -D 127.0.0.1:1080 bn-vps +``` + +保持运行，另开终端继续。 + +### 3.2 验证经 SOCKS 可访问 Binance（公开接口） + +```bash +curl -4 -sS --max-time 15 --proxy socks5h://127.0.0.1:1080 https://api.binance.com/api/v3/time +``` + +应返回 JSON（含 `serverTime` 字段）。若此处失败，**不要先启动应用**：先修隧道或 VPS 出站。 + +--- + +## 4. Python 虚拟环境 + +```bash +cd /root/crypto_monitor_binance + +python3 -m venv .venv +source .venv/bin/activate +python -m pip install -U pip +pip install flask requests ccxt werkzeug PySocks Pillow +``` + +走 SOCKS 时 **必须** 安装 **`PySocks`**，否则易出现代理相关报错。 + +可选： + +```bash +export PYTHONDONTWRITEBYTECODE=1 +``` + +--- + +## 5. 配置 `.env`（关键：Binance + 代理） + +项目通过 `app.py` 启动时 **自动加载项目根目录的 `.env`**。与交易所相关的变量使用 **`BINANCE_`** 前缀（与代码一致）。 + +至少确认： + +```env +APP_HOST=127.0.0.1 +APP_PORT=5000 + +# 实盘（按需） +LIVE_TRADING_ENABLED=false +BINANCE_API_KEY=你的_Key +BINANCE_API_SECRET=你的_Secret + +# 保证金：cross=全仓 isolated=逐仓（与币安账户/习惯一致） +BINANCE_MARGIN_MODE=cross + +# 持仓模式：hedge=双向（需在币安开启双向持仓）；oneway=单向 +BINANCE_POSITION_MODE=hedge + +# 条件单触发参考：CONTRACT_PRICE=最新成交价 MARK_PRICE=标记价 +BINANCE_TRIGGER_WORKING_TYPE=CONTRACT_PRICE + +# 经本机 SSH 动态转发访问 Binance（端口与隧道一致） +BINANCE_SOCKS_PROXY=socks5h://127.0.0.1:1080 + +# 若不用 SOCKS，可改用 HTTP 代理（一般二选一） +# BINANCE_HTTP_PROXY=http://127.0.0.1:7890 +# BINANCE_HTTPS_PROXY=http://127.0.0.1:7890 +``` + +说明：**推荐 `socks5h://`**，由 SOCKS 端解析域名，与 `curl --proxy socks5h://...` 行为一致。 + +**止盈止损说明（应用逻辑）**：实盘开仓后，程序会在 Binance USDT-M 永续上挂 **`STOP_MARKET`（止损）** 与 **`TAKE_PROFIT_MARKET`（止盈）**；`BINANCE_POSITION_MODE=hedge` 时会自动带 **`positionSide`**，须与币安合约「双向持仓」开关一致。不显式传 **`reduceOnly`**（否则易触发 API **`-1106`**：`Parameter 'reduceOnly' sent when not required`）。 + +--- + +## 6. 自检脚本（可选） + +在已配置 `.env` 且网络可达的前提下： + +```bash +cd /root/crypto_monitor_binance +source .venv/bin/activate +python scripts/verify_binance_funding.py +``` + +用于粗测资金钱包与合约钱包 USDT 读取（需有效 API 与权限）。 + +--- + +## 7. 手工启动 Flask（验证） + +1. SOCKS 已监听 `127.0.0.1:1080`（若使用代理） +2. 已 `source .venv/bin/activate` +3. `.env` 已按需配置 `BINANCE_SOCKS_PROXY` 等 + +```bash +cd /root/crypto_monitor_binance +source .venv/bin/activate +python app.py +``` + +浏览器访问：`http://127.0.0.1:5000`（或你在 `.env` 中的端口）。 + +--- + +## 8. 安装 PM2 + +```bash +sudo npm i -g pm2 +pm2 -v +``` + +--- + +## 9. PM2：使用仓库内 `ecosystem.config.cjs`（推荐） + +在项目根目录： + +```bash +cd /root/crypto_monitor_binance +pm2 start ecosystem.config.cjs +pm2 status +pm2 logs --lines 200 +``` + +默认只启动 **`crypto-monitor-binance`**（`.venv/bin/python app.py`）。 + +### 本机已可直连 Binance、不需要隧道时 + +`.env` 里应 **去掉或留空** `BINANCE_SOCKS_PROXY`（除非仍要走别的代理），再 `pm2 start ecosystem.config.cjs`。 + +### 开机自启 + +```bash +pm2 save +pm2 startup +# 按屏幕提示执行一条 sudo 命令 +``` + +--- + +## 10. 等价手工命令（不使用 ecosystem 文件时） + +### 10.1 SSH SOCKS（自行后台常驻，不推荐用 PM2） + +示例（前台；实际可用 `screen`/`tmux`/`-f` 后台化或 systemd）： + +```bash +ssh -N -D 127.0.0.1:1080 bn-vps \ + -o ServerAliveInterval=30 -o ServerAliveCountMax=3 \ + -o ExitOnForwardFailure=yes +``` + +### 10.2 Flask + +```bash +cd /root/crypto_monitor_binance +pm2 start /root/crypto_monitor_binance/.venv/bin/python --name crypto-monitor-binance -- \ + /root/crypto_monitor_binance/app.py +``` + +--- + +## 11. 交易所「连接不上」排查清单 + +1. **`.env` 是否为 Binance 变量**：`BINANCE_SOCKS_PROXY` / `BINANCE_HTTP_PROXY` / `BINANCE_API_KEY` / `BINANCE_API_SECRET` 等前缀需与代码一致。 +2. **隧道是否在本机端口监听**（若配置了 `BINANCE_SOCKS_PROXY`）： + ```bash + ss -lntp | grep 1080 || true + ``` +3. **curl 复测 Binance**（与第 3.2 节相同）；curl 不通则应用也不会通。 +4. **PySocks**：`pip show PySocks`，缺失则 `pip install PySocks`。 +5. **SSH 隧道连不上**：检查私钥权限、`~/.ssh/config`、VPS 出站与端口是否与 `.env` 一致。 +6. **API 权限与 IP 白名单**：Secret 错误、权限不足、未放行当前出口 IP 时，私有接口会失败。 +7. **启动顺序**：若走代理，先保证 SOCKS 已监听，再 `pm2 start` 应用（或重启应用）。 + +--- + +## 12. 推荐启动顺序（习惯） + +1. 若走代理：先启动并确认 SSH SOCKS 已监听，再 `curl --proxy socks5h://127.0.0.1:1080 https://api.binance.com/api/v3/time` 成功 +2. `pm2 start ecosystem.config.cjs` +3. 再确认页面与余额等接口正常 + +--- + +## 13. 免责声明 + +交易所有合规与地区政策要求。请确保使用方式符合当地法律法规与交易所条款。本文仅描述网络与工程部署路径。 + +--- + +## 附录：数据库标签修复脚本 `scripts/fix_breakeven_labels.py` + +在 Ubuntu 上： + +1）预览（不写库）： + +```bash +python scripts/fix_breakeven_labels.py --db ./crypto.db --dry-run +``` + +2）确认后执行： + +```bash +python scripts/fix_breakeven_labels.py --db ./crypto.db --apply +``` + +默认修复条件：`monitor_type='下单监控'` 且 `result='止损'` 且 `pnl_amount > 0` → 改为 `result='保本止盈'`。 diff --git a/crypto_monitor_gate/__pycache__/app.cpython-310.pyc b/crypto_monitor_gate/__pycache__/app.cpython-310.pyc deleted file mode 100644 index eeb66ab..0000000 Binary files a/crypto_monitor_gate/__pycache__/app.cpython-310.pyc and /dev/null differ diff --git a/crypto_monitor_gate/ecosystem.config.cjs b/crypto_monitor_gate/ecosystem.config.cjs index b8efe66..3169e63 100644 --- a/crypto_monitor_gate/ecosystem.config.cjs +++ b/crypto_monitor_gate/ecosystem.config.cjs @@ -19,7 +19,7 @@ const PY = path.join(ROOT, ".venv", "bin", "python"); module.exports = { apps: [ { - name: "crypto-monitor-gate", + name: "crypto_gate", cwd: ROOT, script: path.join(ROOT, "app.py"), interpreter: PY, diff --git a/crypto_monitor_gate_bot/.env b/crypto_monitor_gate_bot/.env new file mode 100644 index 0000000..797589c --- /dev/null +++ b/crypto_monitor_gate_bot/.env @@ -0,0 +1,123 @@ +APP_ENV=production +# 服务监听地址（云服务器通常用 0.0.0.0） +APP_HOST=0.0.0.0 +# 服务端口 +APP_PORT=5002 +# 是否开启调试模式（生产建议 false） +APP_DEBUG=false + +# 登录账号 +APP_USERNAME=dekun +# 登录密码（请改成你自己的强密码） +APP_PASSWORD=ChangeMe123! +# 是否关闭登录校验（局域网可设 true；公网务必 false） +APP_AUTH_DISABLED=true +# Flask 会话密钥（必须替换为长随机字符串） +FLASK_SECRET_KEY=CHANGE_TO_LONG_RANDOM_SECRET + +# 企业微信机器人 Webhook（用于行情/风控推送） +WECHAT_WEBHOOK=https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=REPLACE_WITH_REAL_KEY + +# 数据库文件路径（相对路径会自动按项目目录解析） +DB_PATH=crypto.db +# 交易截图上传目录 +UPLOAD_DIR=static/images + +# 已废弃：资金账户仅显示交易所 funding 余额，不再读取此变量 +# TOTAL_CAPITAL=100 +# 每天起始基数（U） +DAILY_START_CAPITAL=30 +# 日内回撤后基数（U） +DAILY_LOSS_CAPITAL=20 +# 日内盈利后基数（U） +DAILY_PROFIT_CAPITAL=50 +# BTC 默认杠杆倍数 +BTC_LEVERAGE=10 +# 山寨币默认杠杆倍数 +ALT_LEVERAGE=5 +# 交易日重置小时（北京时间） +TRADING_DAY_RESET_HOUR=8 +# 整点前禁止新开仓：true=启用（默认），false=关闭（仍可保留 8 点作为交易日划分） +TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true + +# 是否开启 Gate 实盘下单（false=只做本地流程，true=真实下单） +LIVE_TRADING_ENABLED=true +# Gate API Key（实盘） +GATE_API_KEY=REPLACE_WITH_GATE_API_KEY +# Gate API Secret（实盘） +GATE_API_SECRET=REPLACE_WITH_GATE_API_SECRET +# 保证金模式：cross=全仓，isolated=逐仓 +GATE_TD_MODE=cross +# 持仓筛选：hedge=双向持仓下按多空腿过滤；其它值（如 single）不按腿过滤 +GATE_POS_MODE=hedge +# 永续止盈止损：是否优先用官方仓位类触发单（POST price_orders，close-*-position）；false=仅用旧版两张 ccxt 条件单 +GATE_TPSL_USE_POSITION_ORDER=true +# 触发单超时（秒），默认 604800=7 天；设为 0 或负数则不向 API 传 expiration +GATE_TPSL_TRIGGER_EXPIRATION=604800 +# 触发参考价：0=最新成交 1=标记价 2=指数价（非法值按 0） +GATE_TPSL_PRICE_TYPE=0 +# 页面与浏览器标签展示的交易所名称（多环境区分时可改成例如 Gate·模拟） +# EXCHANGE_DISPLAY_NAME=Gate.io + +# 关键位监控：5m收线突破过滤参数 +KLINE_TIMEFRAME=5m +KEY_BREAKOUT_LIMIT_PCT=1.5 +KEY_ALERT_MAX_TIMES=3 +KEY_ALERT_INTERVAL_MINUTES=5 + +# 资金与仓位刷新周期（秒） +BALANCE_REFRESH_SECONDS=60 +# 后台监控轮询周期（秒） +MONITOR_POLL_SECONDS=3 +# 使用可用资金时的缓冲比例（如0.98代表用98%） +FULL_MARGIN_BUFFER_RATIO=0.98 + +# 自动划转：将目标账户补足到 AUTO_TRANSFER_AMOUNT +AUTO_TRANSFER_ENABLED=false +AUTO_TRANSFER_AMOUNT=30 +AUTO_TRANSFER_FROM=funding +AUTO_TRANSFER_TO=swap +TRANSFER_CCY=USDT +# 强制清仓整点（北京时间，默认 0=凌晨00点） +FORCE_CLOSE_BJ_HOUR=0 +# 是否启用强制清仓（默认关闭，true 才会在整点执行） +FORCE_CLOSE_ENABLED=false + +# 推送与AI超时（秒） +WECHAT_TIMEOUT_SECONDS=10 +AI_TIMEOUT_SECONDS=120 + +# AI 复盘服务地址（本机 Ollama 默认地址） +OLLAMA_API=http://127.0.0.1:11434/api/generate +# AI 模型名称 +AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest + +# Gate 代理（可选）：本机网络不稳定时通过 SSH 动态转发 SOCKS5 出口 +# 1) 先在本机建立隧道（示例）： +# ssh -N -D 127.0.0.1:1080 root@你的VPS_IP -o ServerAliveInterval=30 -o ExitOnForwardFailure=yes +# 2) 再启用下面这一行（推荐 socks5h，让远端解析域名）： +# GATE_SOCKS_PROXY=socks5h://127.0.0.1:1080 +# +# 如你更偏向 HTTP 代理（VPS 上跑 tinyproxy 之类），可用： +# GATE_HTTP_PROXY=http://127.0.0.1:3128 +# GATE_HTTPS_PROXY=http://127.0.0.1:3128 + +# 开仓多周期K线图（可选） +# ORDER_CHART_ENABLED=true +# ORDER_CHART_TFS=4h,1h,15m,5m +# ORDER_CHART_LIMIT=100 +# ORDER_CHART_DIR=static/images/order_charts +# DAILY_OPEN_ALERT_THRESHOLD=5 +# 以损定仓（按交易账户资金的百分比） +# RISK_PERCENT=2 +# 移动保本触发（达到多少R触发）与偏移（百分比） +# BREAKEVEN_RR_TRIGGER=1.0 +# 移动保本阶梯（每多少R继续上移一次，默认1R） +# BREAKEVEN_STEP_R=1.0 +# BREAKEVEN_OFFSET_PCT=0.02 +# 开单风格默认值：trend / swing +# DEFAULT_TRADE_STYLE=trend + +APP_TIMEZONE=Asia/Shanghai +AUTO_TRANSFER_BJ_HOUR=8 +# TRADING_DAY_RESET_HOUR 现在表示「北京时间」整点，默认 8 点起算新交易日；开仓整点限制见 TRADING_DAY_RESET_OPEN_GUARD_ENABLED diff --git a/crypto_monitor_gate_bot/app.py b/crypto_monitor_gate_bot/app.py new file mode 100644 index 0000000..6e9c81e --- /dev/null +++ b/crypto_monitor_gate_bot/app.py @@ -0,0 +1,6372 @@ +from flask import Flask, render_template, request, redirect, url_for, flash, session, jsonify, Response +import sqlite3 +import csv +from io import StringIO +import time +import threading +import requests +import os +import re +import base64 +import json +import math +from datetime import datetime, timedelta, timezone + +try: + from zoneinfo import ZoneInfo +except ImportError: + ZoneInfo = None # type: ignore +from functools import wraps +import uuid +import ccxt +from werkzeug.utils import secure_filename + +try: + from PIL import Image, ImageDraw, ImageFont +except ImportError: + Image = None # type: ignore + ImageDraw = None # type: ignore + ImageFont = None # type: ignore + +BASE_DIR = os.path.dirname(os.path.abspath(__file__)) + + +def load_env_file(path): + if not os.path.exists(path): + return + raw_bytes = open(path, "rb").read() + text = "" + for enc in ("utf-8-sig", "utf-16", "utf-16-le", "utf-16-be"): + try: + text = raw_bytes.decode(enc) + break + except Exception: + continue + if not text: + text = raw_bytes.decode("utf-8", errors="ignore") + text = text.replace("\x00", "") + for line in text.splitlines(): + raw = line.strip() + if not raw or raw.startswith("#") or "=" not in raw: + continue + key, value = raw.split("=", 1) + clean_key = key.strip().lstrip("\ufeff") + if not clean_key.replace("_", "").isalnum(): + continue + clean_value = value.strip().strip('"').strip("'") + os.environ[clean_key] = clean_value + +load_env_file(os.path.join(BASE_DIR, ".env")) + + +def resolve_path(path_value): + if os.path.isabs(path_value): + return path_value + return os.path.join(BASE_DIR, path_value) + +app = Flask(__name__) +app.secret_key = os.getenv("FLASK_SECRET_KEY", "crypto_monitor_2026_secret_key") + +# ====================== 登录配置 ====================== +USERNAME = os.getenv("APP_USERNAME", "dekun") +PASSWORD = os.getenv("APP_PASSWORD", "Woaini88@") +AUTH_DISABLED = os.getenv("APP_AUTH_DISABLED", "false").lower() in ("1", "true", "yes", "on") + +# 企业微信机器人Webhook +WECHAT_WEBHOOK = os.getenv("WECHAT_WEBHOOK", "https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=replace-me") +SYSTEM_TYPE = "CRYPTO" +HOST = os.getenv("APP_HOST", "0.0.0.0") +PORT = int(os.getenv("APP_PORT", "5000")) +DEBUG = os.getenv("APP_DEBUG", "false").lower() == "true" +DB_PATH = resolve_path(os.getenv("DB_PATH", "crypto.db")) + +# 训练参数（可由 .env 覆盖） +DAILY_START_CAPITAL = float(os.getenv("DAILY_START_CAPITAL", "30")) +DAILY_LOSS_CAPITAL = float(os.getenv("DAILY_LOSS_CAPITAL", "20")) +DAILY_PROFIT_CAPITAL = float(os.getenv("DAILY_PROFIT_CAPITAL", "50")) +BTC_LEVERAGE = int(os.getenv("BTC_LEVERAGE", "10")) +ALT_LEVERAGE = int(os.getenv("ALT_LEVERAGE", "5")) +# 交易日滚动与「可开仓」整点：按应用本地时区 wall clock（默认北京时间 UTC+8） +TRADING_DAY_RESET_HOUR = int(os.getenv("TRADING_DAY_RESET_HOUR", "8")) +# false 时关闭「整点前禁止新开仓」守卫（交易日划分仍用 TRADING_DAY_RESET_HOUR） +TRADING_DAY_RESET_OPEN_GUARD_ENABLED = os.getenv( + "TRADING_DAY_RESET_OPEN_GUARD_ENABLED", "true" +).lower() in ("1", "true", "yes", "on") +APP_TIMEZONE = os.getenv("APP_TIMEZONE", "Asia/Shanghai") + + +def _resolve_app_tz(): + if ZoneInfo is not None: + try: + return ZoneInfo((APP_TIMEZONE or "Asia/Shanghai").strip()) + except Exception: + pass + return timezone(timedelta(hours=8)) + + +APP_TZ = _resolve_app_tz() +LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true" +GATE_API_KEY = (os.getenv("GATE_API_KEY") or "").strip() +GATE_API_SECRET = (os.getenv("GATE_API_SECRET") or "").strip() +GATE_TD_MODE = (os.getenv("GATE_TD_MODE") or "cross").strip().lower() +GATE_POS_MODE = (os.getenv("GATE_POS_MODE") or "hedge").strip().lower() +# 永续仓位止盈止损触发单：POST /futures/{settle}/price_orders，order_type=close-*-position（全平） +GATE_TPSL_TRIGGER_EXPIRATION = int(os.getenv("GATE_TPSL_TRIGGER_EXPIRATION", str(7 * 86400))) +GATE_TPSL_PRICE_TYPE = int(os.getenv("GATE_TPSL_PRICE_TYPE", "0")) +if GATE_TPSL_PRICE_TYPE < 0 or GATE_TPSL_PRICE_TYPE > 2: + GATE_TPSL_PRICE_TYPE = 0 +GATE_TPSL_USE_POSITION_ORDER = os.getenv("GATE_TPSL_USE_POSITION_ORDER", "true").lower() in ("1", "true", "yes") +# 页面展示的交易所名称（多实例/多环境时可按需区分） +EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "Gate.io").strip() or "Gate.io" +_GATE_DEFAULT_MARGIN_MODE = "cross" if GATE_TD_MODE in ("cross", "cross_margin") else "isolated" +BALANCE_REFRESH_SECONDS = int(os.getenv("BALANCE_REFRESH_SECONDS", "60")) +PRICE_REFRESH_SECONDS = int(os.getenv("PRICE_REFRESH_SECONDS", "5")) +KEY_ALERT_MAX_TIMES = int(os.getenv("KEY_ALERT_MAX_TIMES", "3")) +KEY_ALERT_INTERVAL_MINUTES = int(os.getenv("KEY_ALERT_INTERVAL_MINUTES", "5")) +KEY_BREAKOUT_LIMIT_PCT = float(os.getenv("KEY_BREAKOUT_LIMIT_PCT", "1.5")) +AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true" +AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30")) +AUTO_TRANSFER_FROM = os.getenv("AUTO_TRANSFER_FROM", "funding") +AUTO_TRANSFER_TO = os.getenv("AUTO_TRANSFER_TO", "swap") +FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true" +FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0")) +# 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账 +AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8")) +WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10")) +AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120")) +MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3")) +# 趋势回调：补仓触发档位数（平分剩余 50% 计划仓位） +TREND_PULLBACK_DCA_LEGS = max(1, int(os.getenv("TREND_PULLBACK_DCA_LEGS", "5"))) +# 预览有效期（秒）；超时须重新「生成预览」 +TREND_PULLBACK_PREVIEW_TTL_SECONDS = max(10, int(os.getenv("TREND_PULLBACK_PREVIEW_TTL_SECONDS", "120"))) +# 确认执行时：当前可用余额与预览快照相对偏差超过该百分比则拒绝（避免余额被划走后仍按旧计划满仓） +TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT = float(os.getenv("TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT", "5")) +MONITOR_TYPE_TREND = "趋势回调" +KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m") +FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98")) +TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT") +UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images")) +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")) +DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) +BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) +BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02")) +BREAKEVEN_STEP_R = float(os.getenv("BREAKEVEN_STEP_R", "1.0")) +DEFAULT_TRADE_STYLE = (os.getenv("DEFAULT_TRADE_STYLE", "trend") or "trend").strip().lower() +OLLAMA_API = os.getenv("OLLAMA_API", "http://127.0.0.1:11434/api/generate") +AI_MODEL = os.getenv("AI_MODEL", "huihui_ai/deepseek-r1-abliterated:latest") + +GATE_SOCKS_PROXY = (os.getenv("GATE_SOCKS_PROXY") or "").strip() +GATE_HTTP_PROXY = (os.getenv("GATE_HTTP_PROXY") or "").strip() +GATE_HTTPS_PROXY = (os.getenv("GATE_HTTPS_PROXY") or "").strip() + + +def build_gate_ccxt_proxies(): + """ + 为 ccxt 配置代理（常用于本机网络不稳定时通过 SSH 动态转发 SOCKS5 出口）。 + + 推荐： + - 本机：ssh -N -D 127.0.0.1:1080 user@vps + - .env：GATE_SOCKS_PROXY=socks5h://127.0.0.1:1080 + + 说明： + - socks5h 让代理端解析域名（避免本机 DNS/策略差异）；若你明确要本机解析可用 socks5:// + """ + socks = GATE_SOCKS_PROXY.strip() + http = GATE_HTTP_PROXY.strip() + https = GATE_HTTPS_PROXY.strip() or http + if socks: + return {"http": socks, "https": socks} + if http or https: + return {"http": http, "https": https} + return None + + +GATE_CCXT_PROXIES = build_gate_ccxt_proxies() + +os.makedirs(UPLOAD_FOLDER, exist_ok=True) +os.makedirs(ORDER_CHART_DIR, exist_ok=True) +app.config["UPLOAD_FOLDER"] = UPLOAD_FOLDER + +# Gate.io USDT 永续（swap） +exchange = ccxt.gateio({ + "enableRateLimit": True, + "options": { + "defaultType": "swap", + "defaultMarginMode": _GATE_DEFAULT_MARGIN_MODE, + }, +}) +if GATE_CCXT_PROXIES: + exchange.proxies = GATE_CCXT_PROXIES +if GATE_API_KEY and GATE_API_SECRET: + exchange.apiKey = GATE_API_KEY + exchange.secret = GATE_API_SECRET +MARKETS_LOADED = False +ACCOUNT_BALANCE_CACHE = { + "updated_at": 0.0, + "funding_usdt": None, + "trading_usdt": None +} +LIQUIDITY_RANK_CACHE = { + "updated_at": 0.0, + "ranks": {}, + "total": 0, +} + +# 企业微信推送 +def send_wechat_msg(content): + prefix = "【加密货币】" + full_msg = f"{prefix}\n{content}" + data = { + "msgtype": "text", + "text": {"content": full_msg} + } + try: + requests.post(WECHAT_WEBHOOK, json=data, timeout=WECHAT_TIMEOUT_SECONDS) + except: + pass + + +def _wechat_account_label(): + return (os.getenv("GATE_ACCOUNT_LABEL") or "gate实盘账户").strip() + + +def _wechat_direction_text(direction): + d = (direction or "").lower() + return "多头（long）" if d == "long" else "空头（short）" + + +def _wechat_trading_capital_text(fallback=None): + try: + _, trading_capital = get_exchange_capitals(force=True) + except Exception: + trading_capital = None + if trading_capital is not None: + return f"{round(float(trading_capital), 4)}U" + if fallback is not None: + try: + return f"{round(float(fallback), 4)}U" + except Exception: + pass + return "-" + + +def build_wechat_close_message( + symbol, + direction, + result, + pnl_amount, + hold_seconds=None, + trigger_price=None, + current_price=None, + stop_loss=None, + take_profit=None, + close_order_id=None, + extra_note=None, + session_capital_fallback=None, +): + hold_txt = format_hold_minutes(calc_hold_minutes(hold_seconds)) if hold_seconds is not None else "-" + ep = format_price_for_symbol(symbol, trigger_price) + cp = format_price_for_symbol(symbol, current_price) + tp = format_price_for_symbol(symbol, take_profit) + sl = format_price_for_symbol(symbol, stop_loss) + cap_txt = _wechat_trading_capital_text(session_capital_fallback) + try: + if pnl_amount is not None: + pv = float(pnl_amount) + pnl_disp = f"{'+' if pv > 0 else ''}{round(pv, 4)} U" + else: + pnl_disp = "-" + except (TypeError, ValueError): + pnl_disp = "-" + + lines = [ + f"📉 {symbol} 平仓完成", + f"💼 账户：{_wechat_account_label()}", + "", + "🧾 平仓概要", + f"🔖 平仓单号：{close_order_id or '-'}", + f"📌 方向：{_wechat_direction_text(direction)}", + f"📌 平仓结果：{result or '-'}", + f"💰 本单盈亏：{pnl_disp}", + f"⏱ 持仓时长：{hold_txt}", + f"💵 交易账户资金：{cap_txt}", + "", + "🎯 价位（计划）", + f"开仓成交价：{ep}", + f"离场参考价：{cp}", + f"止盈价位：{tp}", + f"止损价位：{sl}", + ] + if extra_note: + lines.extend(["", "📎 备注", extra_note]) + return "\n".join(lines) + + +def build_wechat_breakeven_message(symbol, direction, arm_txt, now_rr, locked_r, new_sl): + sl_fmt = format_price_for_symbol(symbol, new_sl) + return "\n".join( + [ + f"# 🛡️ {symbol} 保护位更新", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 移动保本/止盈", + f"- 方向：**{_wechat_direction_text(direction)}**", + f"- 类型：**{arm_txt}**", + f"- 当前RR：`{round(float(now_rr), 2)}R`", + f"- 锁定RR：`{round(float(locked_r), 2)}R`", + f"- 新保护位：`{sl_fmt}`", + ] + ) + + +def build_wechat_monitor_error_message(symbol, direction, scene, error_text): + return "\n".join( + [ + f"# ⚠️ {symbol} 下单监控异常", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 异常信息", + f"- 方向：**{_wechat_direction_text(direction)}**", + f"- 场景：{scene}", + f"- 错误：{str(error_text)}", + ] + ) + + +def build_wechat_key_monitor_message( + symbol, + direction, + monitor_type, + trigger_time, + key_price, + confirm_close, + hard_lines, + btc8h_status, + coin4h_status, + swing4h_pct, + op_lines, + risk_tip=None, +): + lines = [ + f"# 🎯 {symbol} 关键位确认推送", + f"**账户：{_wechat_account_label()}**", + "", + "---", + "", + "### 交易对 / 触发时间", + f"- 交易对：**{symbol}**", + f"- 触发时间：`{trigger_time}`", + "", + "### 方向与确认K", + f"- 方向：**{_wechat_direction_text(direction)}**", + "- 确认K：第二根5m收盘完成", + "", + "### 关键价位", + f"- 类型：**{monitor_type}**", + f"- 箱体关键位：`{key_price}`", + f"- 第二根确认收盘价：`{confirm_close}`", + "", + "### 硬条件校验结果", + ] + lines.extend([f"- {x}" for x in hard_lines]) + lines.extend( + [ + "", + "### 市场状态说明", + f"- BTC 8h 状态：**{btc8h_status}**", + f"- 本币 4h(EMA55) 状态：**{coin4h_status}**", + f"- 4h震荡幅度（5m近48根）：`{round(float(swing4h_pct), 3)}%`", + "", + "### 操作提示", + ] + ) + lines.extend([f"- {x}" for x in op_lines]) + if risk_tip: + lines.extend(["", f"### 逆势风险提醒", f"- {risk_tip}"]) + return "\n".join(lines) + + +def _read_image_base64(image_path): + try: + with open(image_path, "rb") as f: + return base64.b64encode(f.read()).decode("utf-8") + except Exception: + return None + + +def _extract_json_object(text): + if not text: + return None + clean = text.strip() + if clean.startswith("```"): + clean = clean.replace("```json", "").replace("```", "").strip() + try: + return json.loads(clean) + except Exception: + pass + match = re.search(r"\{[\s\S]*\}", clean) + if not match: + return None + try: + return json.loads(match.group(0)) + except Exception: + return None + + +def _journal_row_lines_for_ai(idx, row, *, include_hold_duration=True): + """把 journal 字段拼成给 AI 的文本；字段之外的事实不要指望模型自己猜。""" + def nz(v, default="无"): + if v is None: + return default + s = str(v).strip() + return s if s else default + + lines = [ + f"{idx}. {nz(row['coin'])} {nz(row['tf'])} | 盈亏:{nz(row['pnl'])}U | 实际RR:{nz(row['real_rr'])} | 预期RR:{nz(row['expect_rr'])}", + f" 开仓逻辑：{nz(row['entry_reason'])}", + f" 平仓/离场（交易员自述）：{nz(row['exit_reason'])}", + ] + if include_hold_duration: + lines.append(f" 持仓时长：{nz(row['hold_duration'])}") + ee_bits = [ + nz(row["early_exit"]), + nz(row["early_exit_reason"]), + nz(row["early_exit_trigger"]), + nz(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：{nz(row['mood_issues'])}" + if row["mood_score"] is not None: + mood_bits += f" | 自评心态分：{row['mood_score']}" + lines.append(f" {mood_bits}") + if nz(row["post_breakeven_stare"]) != "无": + lines.append(f" 保本后盯盘：{nz(row['post_breakeven_stare'])}") + if nz(row["new_trade_while_occupied"]) != "无": + lines.append(f" 占用时新开仓：{nz(row['new_trade_while_occupied'])}") + if nz(row["note"]) != "无": + lines.append(f" 备注：{nz(row['note'])}") + return "\n".join(lines) + "\n" + + +def ai_review(trades_text, period_title, image_paths=None): + prompt = f""" +你是一位专业交易教练。下面是用户的{period_title}交易记录，请做简洁、可执行的复盘（中文）。 + +【硬性规则 — 必须遵守】 +- 你只能根据「交易记录」里**明确出现的字段**陈述事实；禁止编造：是否触发止损、是否扛单、亏损是否扩大、图上具体结构/进出场点位等记录里**没有**的信息。 +- 「平仓/离场」只是交易员自述摘要，不是客观成交明细；若记录未写明代币是否打到止损价、是否软件平仓等，不要断言执行路径，可用「在记录有限前提下，一种可能是……」或简短写「执行路径记录不足，无法判断」。 +- 「提前离场」类结论必须优先依据记录中的「提前离场记录」字段；若该段全为「无」或未出现有效内容，不得写道「明显扛单」「拒不止损」「未执行硬止损」等。 +- 实际RR为负只说明结果相对于预期RR不利，不等同于「风控失灵」或「止损纪律崩溃」，除非记录里另有依据。 +- 禁止用语：人身攻击、夸张定性（如「致命伤」「灾难」）；语气克制、对事不对人。 +- 若有截图且你能辨认，再结合图讨论；看不清或无明确定位则明确说「无法从图确认」，不得虚构 K 线故事。 + +【输出结构】 +1. 总体盈亏结构（紧扣笔数、盈亏数字与 RR，少形容词） +2. 心态与执行（每笔 1–10 分 + 一句依据；依据必须对应记录字段） +3. 行为标签（提前离场 / 乱开仓 / 扛单等）：仅在有字段或自述支撑时点名；否则写「记录未勾选或未描述，不作强加」 +4. 改进建议（最多 3 条，每条具体可执行） +5. 图表（若有且可读）：结合价格行为简述；否则一两句说明无法看图分析 + +交易记录： +{trades_text} +""".strip() + payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.2}} + images = [] + for p in image_paths or []: + b64 = _read_image_base64(p) + if b64: + images.append(b64) + if images: + payload["images"] = images + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + return r.json().get("response", "AI 生成失败") + except Exception as e: + return f"AI 调用失败：{str(e)}" + + +def ai_short_advice(prompt_text): + prompt = f""" +你是交易风控助理。请用中文给出**最多 3 条**提醒，要求： +- 每条不超过 25 个字 +- 语气克制、具体、可执行 +- 不要输出 Markdown，不要编号前缀以外的废话 + +场景： +{prompt_text} +""".strip() + payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.2}} + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + return (r.json().get("response") or "").strip() + except Exception: + return "" + + +def _load_font(size): + if not ImageFont: + return None + candidates = [ + "/usr/share/fonts/truetype/dejavu/DejaVuSans.ttf", + "/usr/share/fonts/truetype/noto/NotoSansCJK-Regular.ttc", + "C:\\Windows\\Fonts\\msyh.ttc", + "C:\\Windows\\Fonts\\arial.ttf", + ] + for path in candidates: + if path and os.path.exists(path): + try: + return ImageFont.truetype(path, size) + except Exception: + continue + try: + return ImageFont.load_default() + except Exception: + return None + + +def _ohlcv_to_rows(ohlcv): + rows = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + try: + rows.append( + { + "ts": int(bar[0]), + "o": float(bar[1]), + "h": float(bar[2]), + "l": float(bar[3]), + "c": float(bar[4]), + "v": float(bar[5]), + } + ) + except Exception: + continue + return rows + + +def _local_input_datetime_to_ms(dt_text): + raw = str(dt_text or "").strip() + if not raw: + return None + raw = raw.replace("T", " ") + for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M"): + try: + dt = datetime.strptime(raw, fmt) + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + continue + return None + + +def _pick_marker_point(rows, target_ts_ms, target_price=None): + if not rows or target_ts_ms is None: + return None, None + idx = min(range(len(rows)), key=lambda i: abs(int(rows[i]["ts"]) - int(target_ts_ms))) + if target_price is not None: + try: + p = float(target_price) + if p > 0: + return idx, p + except Exception: + pass + return idx, float(rows[idx]["c"]) + + +def _render_candles_subplot(rows, title, width, height, bg_rgb=(255, 255, 255), marker_points=None): + if not Image or not ImageDraw: + raise RuntimeError("缺少依赖：Pillow（pip install Pillow）") + img = Image.new("RGB", (width, height), bg_rgb) + draw = ImageDraw.Draw(img) + font = _load_font(14) + small = _load_font(12) + + pad_l, pad_r, pad_t, pad_b = 46, 12, 26, 28 + plot_w = max(10, width - pad_l - pad_r) + plot_h = max(10, height - pad_t - pad_b) + + header_bg = (245, 247, 250) + draw.rectangle((0, 0, width, pad_t), fill=header_bg) + if font: + draw.text((10, 6), title, fill=(25, 35, 60), font=font) + else: + draw.text((10, 6), title, fill=(25, 35, 60)) + + if not rows: + if small: + draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120), font=small) + else: + draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120)) + return img + + lo = min(r["l"] for r in rows) + hi = max(r["h"] for r in rows) + if hi <= lo: + hi = lo + 1e-12 + + n = len(rows) + marker_by_idx = {} + for mp in marker_points or []: + try: + idx = int(mp.get("idx")) + except Exception: + continue + if idx < 0 or idx >= n: + continue + marker_by_idx[idx] = mp + + x0 = pad_l + for i, r in enumerate(rows): + x1 = pad_l + int((i + 1) * plot_w / n) + x_mid = (x0 + x1) // 2 + wick_x = x_mid + y_high = pad_t + int((hi - r["h"]) / (hi - lo) * plot_h) + y_low = pad_t + int((hi - r["l"]) / (hi - lo) * plot_h) + y_open = pad_t + int((hi - r["o"]) / (hi - lo) * plot_h) + y_close = pad_t + int((hi - r["c"]) / (hi - lo) * plot_h) + top = min(y_open, y_close) + bot = max(y_open, y_close) + up = r["c"] >= r["o"] + wick_color = (120, 120, 120) + edge_color = (20, 20, 20) + draw.line((wick_x, y_high, wick_x, y_low), fill=wick_color) + body_w = max(1, (x1 - x0) - 2) + left = x0 + 1 + if bot - top < 2: + mid = (top + bot) // 2 + draw.rectangle((left, mid, left + body_w, mid + 1), fill=edge_color) + else: + if up: + draw.rectangle((left, top, left + body_w, bot), fill=(255, 255, 255), outline=edge_color, width=1) + else: + draw.rectangle((left, top, left + body_w, bot), fill=edge_color, outline=edge_color, width=1) + if i in marker_by_idx: + mp = marker_by_idx[i] + tag = str(mp.get("tag") or "") + m_price = float(mp.get("price") or r["c"]) + y_m = pad_t + int((hi - m_price) / (hi - lo) * plot_h) + y_m = max(pad_t + 4, min(pad_t + plot_h - 4, y_m)) + if tag == "ENTRY": + m_color = (0, 195, 95) + tri = [(x_mid, y_m - 20), (x_mid - 9, y_m - 4), (x_mid + 9, y_m - 4)] + text_y = y_m - 36 + else: + m_color = (235, 65, 65) + tri = [(x_mid, y_m + 20), (x_mid - 9, y_m + 4), (x_mid + 9, y_m + 4)] + text_y = y_m + 12 + draw.ellipse((x_mid - 5, y_m - 5, x_mid + 5, y_m + 5), fill=m_color, outline=(255, 255, 255), width=1) + draw.polygon(tri, fill=m_color) + draw.line((x_mid, y_m, x_mid, y_m - 16 if tag == "ENTRY" else y_m + 16), fill=m_color, width=3) + if font: + draw.text((x_mid + 8, text_y), tag, fill=m_color, font=font) + else: + draw.text((x_mid + 8, text_y), tag, fill=m_color) + x0 = x1 + + if len(marker_points or []) >= 2: + try: + entry = next((m for m in marker_points if m.get("tag") == "ENTRY"), None) + exitp = next((m for m in marker_points if m.get("tag") == "EXIT"), None) + if entry is not None and exitp is not None: + ex_i, ex_p = int(entry["idx"]), float(entry["price"]) + xx_i, xx_p = int(exitp["idx"]), float(exitp["price"]) + x_ex = pad_l + int((ex_i + 0.5) * plot_w / n) + x_xx = pad_l + int((xx_i + 0.5) * plot_w / n) + y_ex = pad_t + int((hi - ex_p) / (hi - lo) * plot_h) + y_xx = pad_t + int((hi - xx_p) / (hi - lo) * plot_h) + draw.line((x_ex, y_ex, x_xx, y_xx), fill=(35, 135, 255), width=3) + except Exception: + pass + + # 极简风格：不画网格与坐标轴，仅保留右下角轻量区间信息 + if small: + draw.text((width - 210, height - 22), f"L={lo:.6g} H={hi:.6g}", fill=(120, 125, 135), font=small) + return img + + +def generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=None, + limit=None, + out_dir=None, + filename=None, + filename_prefix="chart", + marker_payload=None, + marker_timeframes=None, +): + if not ORDER_CHART_ENABLED: + return None + if not Image: + return None + requested = timeframes or ORDER_CHART_TFS + limit = limit or ORDER_CHART_LIMIT + preferred_layout = ["5m", "15m", "1h", "4h"] + requested_set = set(requested or []) + ordered = [tf for tf in preferred_layout if tf in requested_set] + for tf in requested: + if tf not in ordered: + ordered.append(tf) + timeframes = ordered[:4] if ordered else preferred_layout + + ensure_markets_loaded() + panels = [] + cell_w, cell_h = 980, 520 + for tf in timeframes: + try: + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit) + except Exception: + ohlcv = [] + rows = _ohlcv_to_rows(ohlcv)[-limit:] + title = f"{title_prefix} | {tf} x{len(rows)}" + points = [] + tf_key = str(tf).strip().lower() + marker_tfs = {str(x).strip().lower() for x in (marker_timeframes or []) if str(x).strip()} + if marker_payload and tf_key in marker_tfs: + entry_idx, entry_price = _pick_marker_point(rows, marker_payload.get("entry_ts_ms"), marker_payload.get("entry_price")) + exit_idx, exit_price = _pick_marker_point(rows, marker_payload.get("exit_ts_ms"), marker_payload.get("exit_price")) + if entry_idx is not None and entry_price is not None: + points.append({"idx": entry_idx, "price": entry_price, "tag": "ENTRY"}) + if exit_idx is not None and exit_price is not None: + points.append({"idx": exit_idx, "price": exit_price, "tag": "EXIT"}) + panels.append( + _render_candles_subplot( + rows, + title, + width=cell_w, + height=cell_h, + bg_rgb=(255, 255, 255), + marker_points=points, + ) + ) + + if not panels: + return None + + gap = 10 + cols = 2 + rows_n = int(math.ceil(len(panels) / cols)) + w = cols * cell_w + (cols - 1) * gap + h = rows_n * cell_h + (rows_n - 1) * gap + out = Image.new("RGB", (w, h), (255, 255, 255)) + idx = 0 + for r in range(rows_n): + for c in range(cols): + if idx >= len(panels): + break + x = c * (cell_w + gap) + y = r * (cell_h + gap) + out.paste(panels[idx], (x, y)) + idx += 1 + + # 四宫格间隔线（仅在拼图间隙处画线，不进入单张子图） + if ImageDraw and rows_n >= 1: + draw_out = ImageDraw.Draw(out) + line_col = (220, 225, 232) + x_mid = cell_w + gap // 2 + if w > x_mid >= 0: + draw_out.line((x_mid, 0, x_mid, h), fill=line_col, width=2) + for rr in range(1, rows_n): + y_mid = rr * cell_h + (rr - 1) * gap + gap // 2 + if 0 <= y_mid <= h: + draw_out.line((0, y_mid, w, y_mid), fill=line_col, width=2) + + target_dir = out_dir or ORDER_CHART_DIR + os.makedirs(target_dir, exist_ok=True) + fname = filename or f"{filename_prefix}_{uuid.uuid4().hex}.png" + out_path = os.path.join(target_dir, fname) + out.save(out_path, format="PNG") + return fname + + +def generate_order_open_chart(exchange_symbol, title_prefix, timeframes=None, limit=None): + return generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=timeframes, + limit=limit, + out_dir=ORDER_CHART_DIR, + filename=None, + filename_prefix="order", + ) + + +def journal_coin_from_symbol(symbol): + sym = (symbol or "").strip().upper() + if not sym: + return "" + if "/" in sym: + return sym.split("/")[0].strip() + if "-" in sym: + return sym.split("-")[0].strip() + if sym.endswith("USDT"): + return sym[:-4].strip() + return sym + + +EARLY_EXIT_TRIGGERS = ( + "", + "保本止盈", + "移动止盈", + "手动平仓", + "止损", + "其他", +) + +# 与用户约定的固定开仓类型（仅做这几类单子） +ENTRY_REASON_OPTIONS = ( + "趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低", + "趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高", + "趋势多头：小分歧低吸入场（左侧），确认条件：二次探底", + "趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶", + "波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20", +) +# 复盘表单「其他」选项的 value（非入库值；自定义文本走 entry_reason_custom） +ENTRY_REASON_OTHER = "__OTHER__" + + +def normalize_entry_reason(raw, custom_text=None): + v = str(raw or "").strip() + if v == ENTRY_REASON_OTHER: + c = str(custom_text or "").strip() + return c[:2000] if c else "" + return v if v in ENTRY_REASON_OPTIONS else "" + + +def entry_reason_valid_for_storage(s): + """允许五种固定整句、或自定义短文本（不含未解析的 __OTHER__ 占位）。""" + t = str(s or "").strip() + if not t: + return True + if t == ENTRY_REASON_OTHER: + return False + if t in ENTRY_REASON_OPTIONS: + return True + return 1 <= len(t) <= 2000 + + +def normalize_early_exit_trigger(raw): + v = str(raw or "").strip() + return v if v in EARLY_EXIT_TRIGGERS else "" + + +def compose_early_exit_reason_saved(trigger, note): + """Readable single-line string stored in early_exit_reason for legacy consumers.""" + t = normalize_early_exit_trigger(trigger) + n = str(note or "").strip() + if t and n: + return f"{t}｜{n}" + return t or n + + +def journal_exit_reason_stored(trigger, note): + """exit_reason 列与表单「一处」对齐：非手工=触发类型；手工=离场说明全文。""" + t = normalize_early_exit_trigger(trigger) + n = str(note or "").strip() + if t == "手动平仓": + return n + return t + + +def ai_extract_journal_from_image(image_b64): + prompt = """ +你是交易复盘信息提取助手。请从截图中提取可识别字段，并只输出 JSON（不要 markdown，不要解释）。 +要求： +1) 仅输出一个 JSON 对象。 +2) 时间输出为 YYYY-MM-DDTHH:MM（用于 HTML datetime-local），无法识别填空字符串。 +3) 不要猜测主观原因；early_exit_note（仅手工平仓）、note 默认留空，除非图中明确写出。 +4) 允许字段为空。 +5) entry_reason：优先从下列完整字符串中选一个（一字不差）；若无法归类则可将简述写入 entry_reason（保存时也可选表单「其他」手写）： + - 趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低 + - 趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高 + - 趋势多头：小分歧低吸入场（左侧），确认条件：二次探底 + - 趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶 + - 波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20 +6) early_exit_trigger 只能从下列取值中选一个（无法识别则填空字符串）：保本止盈、移动止盈、手动平仓、止损、其他。 +7) 若触发为「手动平仓」，early_exit_note 必须写出图中可见的补充说明；其他触发类型 early_exit_note 留空。 +8) 若图中有无法归类的离场说明原文，可放进 early_exit_note，early_exit_trigger 填「其他」或留空。 + +JSON 字段： +{ + "open_datetime": "", + "close_datetime": "", + "coin": "", + "tf": "", + "pnl": "", + "expect_rr": "", + "real_rr": "", + "entry_reason": "", + "early_exit_trigger": "", + "early_exit_note": "", + "early_exit_reason": "", + "note": "" +} +""".strip() + payload = { + "model": AI_MODEL, + "prompt": prompt, + "images": [image_b64], + "stream": False, + "options": {"temperature": 0.1}, + } + try: + r = requests.post(OLLAMA_API, json=payload, timeout=AI_TIMEOUT_SECONDS) + raw = r.json().get("response", "") + data = _extract_json_object(raw) or {} + if not isinstance(data, dict): + data = {} + trig_in = data.get("early_exit_trigger") + note_in = data.get("early_exit_note") + legacy_reason = str(data.get("early_exit_reason") or "").strip() + out = { + "open_datetime": str(data.get("open_datetime") or "").strip(), + "close_datetime": str(data.get("close_datetime") or "").strip(), + "coin": str(data.get("coin") or "").strip(), + "tf": str(data.get("tf") or "").strip(), + "pnl": str(data.get("pnl") or "").strip(), + "expect_rr": str(data.get("expect_rr") or "").strip(), + "real_rr": str(data.get("real_rr") or "").strip(), + "entry_reason": normalize_entry_reason(data.get("entry_reason")), + "early_exit_trigger": normalize_early_exit_trigger(trig_in), + "early_exit_note": str(note_in or "").strip(), + "early_exit_reason": legacy_reason, + "note": str(data.get("note") or "").strip(), + } + if not out["early_exit_trigger"] and not out["early_exit_note"] and legacy_reason: + out["early_exit_note"] = legacy_reason + if out["early_exit_trigger"] == "手动平仓" and not out["early_exit_note"] and legacy_reason: + out["early_exit_note"] = legacy_reason + if out["early_exit_trigger"] != "手动平仓": + out["early_exit_note"] = "" + out["exit_reason"] = journal_exit_reason_stored(out["early_exit_trigger"], out["early_exit_note"]) + return out + except Exception: + return None + +# 初始化数据库（支持多空方向） +def init_db(): + conn = sqlite3.connect(DB_PATH) + c = conn.cursor() + + # 关键位监控 + c.execute('''CREATE TABLE IF NOT EXISTS key_monitors + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, + direction TEXT DEFAULT "long", upper REAL, lower REAL, + notification_count INTEGER DEFAULT 0, last_notified_at TEXT, + max_notify INTEGER DEFAULT 3, notify_interval_min INTEGER DEFAULT 5, + breakout_limit_pct REAL DEFAULT 1.5, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + # 订单监控（核心：加 direction 方向字段） + c.execute('''CREATE TABLE IF NOT EXISTS order_monitors + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, direction TEXT DEFAULT "long", + exchange_symbol TEXT, + trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL, + margin_capital REAL DEFAULT 30, leverage INTEGER DEFAULT 5, + trade_style TEXT DEFAULT "trend", + risk_percent REAL, risk_amount REAL, + breakeven_rr_trigger REAL, breakeven_offset_pct REAL, breakeven_step_r REAL, + breakeven_armed INTEGER DEFAULT 0, breakeven_price REAL, + notional_value REAL, position_ratio REAL, base_amount REAL, + order_amount REAL, exchange_order_id TEXT, exchange_close_order_id TEXT, + opened_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP, opened_at_ms INTEGER, session_date TEXT, + status TEXT DEFAULT "active")''') + + # 交易记录（必须存多空） + c.execute('''CREATE TABLE IF NOT EXISTS trade_records + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, + direction TEXT DEFAULT "long", trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL, + margin_capital REAL, leverage INTEGER, pnl_amount REAL DEFAULT 0, hold_seconds INTEGER DEFAULT 0, + trade_style TEXT DEFAULT "trend", risk_amount REAL, planned_rr REAL, actual_rr REAL, + hold_minutes INTEGER DEFAULT 0, opened_at TEXT, opened_at_ms INTEGER, closed_at TEXT, closed_at_ms INTEGER, + result TEXT, miss_reason TEXT, exchange_trade_id TEXT, + reviewed_opened_at TEXT, reviewed_closed_at TEXT, reviewed_stop_loss REAL, reviewed_take_profit REAL, reviewed_pnl_amount REAL, + reviewed_result TEXT, reviewed_miss_reason TEXT, reviewed_hold_seconds INTEGER, reviewed_hold_minutes INTEGER, + reviewed_at TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS trading_sessions + (session_date TEXT PRIMARY KEY, start_capital REAL, current_capital REAL, + updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS journal_entries + (id TEXT PRIMARY KEY, open_datetime TEXT, close_datetime TEXT, hold_duration TEXT, + coin TEXT, tf TEXT, pnl TEXT, entry_reason TEXT, exit_reason TEXT, + expect_rr TEXT, real_rr TEXT, early_exit TEXT, early_exit_reason TEXT, + early_exit_trigger TEXT, early_exit_note TEXT, + mood_score INTEGER, mood_ai_score INTEGER, mood_ai_comment TEXT, mood_issues TEXT, post_breakeven_stare TEXT, + new_trade_while_occupied TEXT, note TEXT, image TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS ai_reviews + (id TEXT PRIMARY KEY, review_type TEXT, target_date TEXT, content TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + + c.execute('''CREATE TABLE IF NOT EXISTS transfer_logs + (id INTEGER PRIMARY KEY AUTOINCREMENT, transfer_type TEXT, transfer_day TEXT, + amount REAL, from_account TEXT, to_account TEXT, status TEXT, message TEXT, + created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''') + c.execute('''DROP INDEX IF EXISTS idx_transfer_logs_unique_day''') + c.execute('''CREATE UNIQUE INDEX IF NOT EXISTS idx_transfer_logs_auto_daily_unique + ON transfer_logs(transfer_type, transfer_day) + WHERE transfer_type = 'auto_daily' ''') + + # 给旧表加 direction 字段（兼容老数据，不报错） + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_symbol TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN margin_capital REAL DEFAULT 30") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN leverage INTEGER DEFAULT 5") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN trade_style TEXT DEFAULT 'trend'") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN risk_percent REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN risk_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_rr_trigger REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_offset_pct REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_step_r REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_armed INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_price REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN initial_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN notional_value REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN position_ratio REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN base_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN order_amount REAL") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_order_id TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_close_order_id TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN session_date TEXT") + except: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_enabled INTEGER DEFAULT 1") + except Exception: + pass + try: + c.execute("UPDATE order_monitors SET opened_at = datetime('now') WHERE opened_at IS NULL OR opened_at = ''") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN margin_capital REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN leverage INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN pnl_amount REAL DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN hold_seconds INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN hold_minutes INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN trade_style TEXT DEFAULT 'trend'") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN risk_amount REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN planned_rr REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN actual_rr REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN initial_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN exchange_trade_id TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN opened_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN closed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN closed_at_ms INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_opened_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_closed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_stop_loss REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_take_profit REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_pnl_amount REAL") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_result TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_miss_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_seconds INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_minutes INTEGER") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_at TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN entry_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_entry_reason TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_score INTEGER") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_comment TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_trigger TEXT") + except: pass + try: + c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_note TEXT") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN direction TEXT DEFAULT 'long'") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN notification_count INTEGER DEFAULT 0") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN last_notified_at TEXT") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN max_notify INTEGER DEFAULT 3") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN notify_interval_min INTEGER DEFAULT 5") + except: pass + try: + c.execute("ALTER TABLE key_monitors ADD COLUMN breakout_limit_pct REAL DEFAULT 1.5") + except: pass + + c.execute( + """CREATE TABLE IF NOT EXISTS key_monitor_history + (id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, direction TEXT, + upper REAL, lower REAL, notification_count INTEGER, last_alert_message TEXT, + close_reason TEXT, closed_at TEXT)""" + ) + + c.execute( + """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 + )""" + ) + + try: + c.execute("ALTER TABLE trend_pullback_plans ADD COLUMN leg_amounts_json TEXT") + except Exception: + pass + + c.execute( + """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 + )""" + ) + + conn.commit() + conn.close() + +init_db() + +def get_db(): + conn = sqlite3.connect(DB_PATH) + conn.row_factory = sqlite3.Row + return conn + + +def app_now(): + """应用本地时区当前墙钟时间（无时区的 datetime，便于与库中字符串直接比较）。""" + return datetime.now(APP_TZ).replace(tzinfo=None) + + +def app_now_str(): + return app_now().strftime("%Y-%m-%d %H:%M:%S") + + +def utc_now_dt(): + """当前时刻（UTC，aware）。""" + return datetime.now(timezone.utc) + + +def utc_calendar_date_str(): + """UTC 自然日 YYYY-MM-DD（用于自动划转去重等与交易所日界对齐的计算）。""" + return utc_now_dt().strftime("%Y-%m-%d") + + +def get_trading_day(now=None): + """交易日字符串：本地时钟下若小时 < TRADING_DAY_RESET_HOUR 则归属「上一日历日」。""" + now = now or app_now() + if getattr(now, "tzinfo", None): + now = now.astimezone(APP_TZ).replace(tzinfo=None) + if now.hour < TRADING_DAY_RESET_HOUR: + return (now - timedelta(days=1)).strftime("%Y-%m-%d") + return now.strftime("%Y-%m-%d") + + +TRADE_COMPLETED_RESULTS = ( + "止盈", + "止损", + "保本止盈", + "移动止盈", + "手动平仓", + "强制清仓", + "外部平仓", +) + +REVIEW_RESULT_OPTIONS = ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓") + + +def parse_dt_for_trading_day(s): + if not s: + return None + s = str(s).strip().replace("Z", "").replace("T", " ") + if not s: + return None + for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16), ("%Y-%m-%d", 10)): + try: + return datetime.strptime(s[:ln], fmt) + except ValueError: + continue + return None + + +def insert_key_monitor_history(conn, row, notification_count, last_msg, close_reason): + conn.execute( + """INSERT INTO key_monitor_history + (symbol, monitor_type, direction, upper, lower, notification_count, last_alert_message, close_reason, closed_at) + VALUES (?,?,?,?,?,?,?,?,?)""", + ( + row["symbol"], + row["monitor_type"], + row["direction"] or "long", + row["upper"], + row["lower"], + int(notification_count or 0), + (last_msg or "")[:800] if last_msg else None, + close_reason, + app_now_str(), + ), + ) + + +def _session_week_bounds(trading_day_str): + end = datetime.strptime(trading_day_str, "%Y-%m-%d").date() + start = end - timedelta(days=6) + return start.strftime("%Y-%m-%d"), trading_day_str + + +def _calendar_month_bounds(local_dt): + y, m = local_dt.year, local_dt.month + start = f"{y:04d}-{m:02d}-01" + if m == 12: + end_d = datetime(y, 12, 31).date() + else: + end_d = (datetime(y, m + 1, 1) - timedelta(days=1)).date() + return start, end_d.strftime("%Y-%m-%d") + + +def _count_opens_between(conn, start_td, end_td): + return conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ?", + (start_td, end_td), + ).fetchone()[0] + + +def _load_completed_live_pnls(conn): + q = """SELECT pnl_amount, reviewed_pnl_amount, closed_at, reviewed_closed_at, created_at, + result, reviewed_result + FROM trade_records + WHERE monitor_type = '下单监控' + ORDER BY COALESCE(closed_at, created_at, opened_at) ASC, id ASC""" + rows = conn.execute(q).fetchall() + out = [] + for r in rows: + effective_result = (r["reviewed_result"] or r["result"] or "").strip() + if effective_result not in TRADE_COMPLETED_RESULTS: + continue + try: + p = float(r["reviewed_pnl_amount"] if r["reviewed_pnl_amount"] is not None else (r["pnl_amount"] or 0)) + except (TypeError, ValueError): + p = 0.0 + t = parse_dt_for_trading_day(r["reviewed_closed_at"]) or parse_dt_for_trading_day(r["closed_at"]) or parse_dt_for_trading_day(r["created_at"]) + td = get_trading_day(t) if t else None + out.append((p, t, td)) + return out + + +def _compute_period_metrics(trades): + """trades: list of (pnl, close_dt, close_trading_day)""" + trades = [(p, t, td) for p, t, td in trades if t is not None] + trades.sort(key=lambda x: x[1]) + closed = len(trades) + wins = sum(1 for p, _, _ in trades if p > 0) + losses = sum(1 for p, _, _ in trades if p < 0) + net = round(sum(p for p, _, _ in trades), 4) + loss_sum_raw = sum(p for p, _, _ in trades if p < 0) + loss_sum_u = round(abs(loss_sum_raw), 4) if loss_sum_raw < 0 else 0.0 + neg_pnls = [p for p, _, _ in trades if p < 0] + pos_pnls = [p for p, _, _ in trades if p > 0] + max_single_loss = round(min(neg_pnls), 4) if neg_pnls else None + max_single_profit = round(max(pos_pnls), 4) if pos_pnls else None + cum = peak = max_dd = 0.0 + for p, _, _ in trades: + cum += p + peak = max(peak, cum) + max_dd = max(max_dd, peak - cum) + max_dd = round(max_dd, 4) + streak = 0 + for p, _, _ in reversed(trades): + if p < 0: + streak += 1 + else: + break + daily = {} + for p, _, td in trades: + if td: + daily[td] = daily.get(td, 0.0) + p + max_loss_streak_days = 0 + worst_day = None + worst_day_pnl = None + if daily: + sorted_days = sorted(daily.keys()) + run = 0 + for d in sorted_days: + if daily[d] < 0: + run += 1 + max_loss_streak_days = max(max_loss_streak_days, run) + else: + run = 0 + worst_day = min(daily.keys(), key=lambda x: daily[x]) + worst_day_pnl = round(daily[worst_day], 4) + win_rate_pct = round(wins / (wins + losses) * 100, 2) if (wins + losses) else None + return { + "closed_count": closed, + "win_count": wins, + "loss_count": losses, + "win_rate_pct": win_rate_pct, + "net_pnl_u": net, + "loss_sum_u": loss_sum_u, + "max_single_loss": max_single_loss, + "max_single_profit": max_single_profit, + "max_drawdown_u": max_dd, + "consecutive_losses": streak, + "max_loss_streak_days": max_loss_streak_days, + "worst_day": worst_day, + "worst_day_pnl": worst_day_pnl, + "opens_count": 0, + "range_label": "", + } + + +def compute_stats_bundle(conn, trading_day, now_dt=None): + """日 / 周 / 月 统计：平仓按平仓时间所在交易日计入。""" + now_dt = now_dt or app_now() + pnls = _load_completed_live_pnls(conn) + total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0] + w_start, w_end = _session_week_bounds(trading_day) + m_start, m_end = _calendar_month_bounds(now_dt) + + def in_week(tr): + _p, _t, td = tr + return td and w_start <= td <= w_end + + def in_month(tr): + _p, _t, td = tr + return td and m_start <= td <= m_end + + day_trades = [tr for tr in pnls if tr[2] == trading_day] + week_trades = [tr for tr in pnls if in_week(tr)] + month_trades = [tr for tr in pnls if in_month(tr)] + + dm = _compute_period_metrics(day_trades) + wm = _compute_period_metrics(week_trades) + mm = _compute_period_metrics(month_trades) + dm["opens_count"] = _count_opens_between(conn, trading_day, trading_day) + wm["opens_count"] = _count_opens_between(conn, w_start, w_end) + mm["opens_count"] = _count_opens_between(conn, m_start, m_end) + dm["range_label"] = f"北京时间交易日 {trading_day}" + wm["range_label"] = f"{w_start} ~ {w_end}（北京日期，近7天窗口）" + mm["range_label"] = f"{m_start} ~ {m_end}（北京时间自然月）" + + return { + "trading_day": trading_day, + "total_opens_all": total_opens_all, + "day": dm, + "week": wm, + "month": mm, + } + + +def infer_leverage(symbol): + sym = (symbol or "").strip().upper() + if sym.startswith("BTC") or sym.startswith("ETH"): + return BTC_LEVERAGE + return ALT_LEVERAGE + + +def normalize_exchange_symbol(symbol): + sym = symbol.strip().upper() + if ":" in sym: + return sym + if "/" in sym: + base, quote = sym.split("/", 1) + quote_clean = quote.split(":")[0] + return f"{base}/{quote_clean}:{quote_clean}" + return sym + + +def resolve_monitor_exchange_symbol(row): + """将监控行上的 symbol / exchange_symbol 统一到 ccxt 永续合约 symbol，便于与 fetch_positions 结果比对。""" + raw = "" + try: + if row["exchange_symbol"]: + raw = str(row["exchange_symbol"]).strip() + except (KeyError, IndexError, TypeError): + raw = "" + if not raw: + try: + raw = str(row["symbol"] or "").strip() + except (KeyError, IndexError, TypeError): + raw = "" + return normalize_exchange_symbol(raw) if raw else "" + + +def _position_contract_symbol_match(position_symbol, wanted_exchange_symbol): + if not position_symbol or not wanted_exchange_symbol: + return False + a = normalize_exchange_symbol(str(position_symbol).strip()) + b = normalize_exchange_symbol(str(wanted_exchange_symbol).strip()) + return a == b + + +def _position_matches_wanted_contract(wanted_unified_sym, position_dict): + """统一 symbol 比对；不一致时用 Gate 原始 contract 与 ccxt market.id 对齐（兼容 1000PEPE 等命名差异）。""" + if not wanted_unified_sym or not position_dict: + return False + ps = position_dict.get("symbol") + if _position_contract_symbol_match(ps, wanted_unified_sym): + return True + try: + ensure_markets_loaded() + mid = (exchange.market(wanted_unified_sym).get("id") or "").strip().upper() + info = position_dict.get("info") or {} + c_raw = str(info.get("contract") or "").strip().upper() + if mid and c_raw and mid == c_raw: + return True + except Exception: + pass + return False + + +def _position_row_effective_contracts(p): + """张数：优先 ccxt contracts，否则用 Gate 原始 size/pos（避免统一层为 0 时被误判空仓）。""" + if not p: + return 0.0 + info = p.get("info") or {} + for val in (p.get("contracts"), info.get("size"), info.get("pos")): + if val is None or val == "": + continue + try: + x = abs(float(val)) + if x > 0: + return x + except (TypeError, ValueError): + continue + return 0.0 + + +def normalize_symbol_input(symbol): + sym = (symbol or "").strip().upper() + if not sym: + return "" + if "/" in sym: + return sym + if ":" in sym: + sym = sym.split(":")[0] + return f"{sym}/USDT" + + +def normalize_kline_limit(limit_raw, default=200): + try: + n = int(limit_raw) + except Exception: + return default + return 200 if n >= 200 else 100 + + +def get_recommended_capital(current_capital): + if current_capital <= DAILY_LOSS_CAPITAL: + return DAILY_LOSS_CAPITAL + if current_capital >= DAILY_PROFIT_CAPITAL: + return DAILY_PROFIT_CAPITAL + return DAILY_START_CAPITAL + + +def ensure_session(conn, session_date): + row = conn.execute( + "SELECT * FROM trading_sessions WHERE session_date = ?", + (session_date,) + ).fetchone() + if row: + return row + conn.execute( + "INSERT INTO trading_sessions (session_date, start_capital, current_capital) VALUES (?,?,?)", + (session_date, DAILY_START_CAPITAL, DAILY_START_CAPITAL) + ) + conn.commit() + return conn.execute( + "SELECT * FROM trading_sessions WHERE session_date = ?", + (session_date,) + ).fetchone() + + +def update_session_capital(conn, session_date, pnl_amount): + session_row = ensure_session(conn, session_date) + new_capital = float(session_row["current_capital"]) + float(pnl_amount) + conn.execute( + "UPDATE trading_sessions SET current_capital = ?, updated_at = CURRENT_TIMESTAMP WHERE session_date = ?", + (round(new_capital, 4), session_date) + ) + conn.commit() + return round(new_capital, 4) + + +def calc_hold_seconds(opened_at_str, closed_at_dt): + try: + opened_at = datetime.strptime(opened_at_str, "%Y-%m-%d %H:%M:%S") + return int((closed_at_dt - opened_at).total_seconds()) + except Exception: + return 0 + + +def calc_hold_minutes(seconds): + if not seconds or seconds <= 0: + return 0 + return max(1, int(seconds // 60)) + + +def get_opened_at_value(row): + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "opened_at" in keys: + value = row["opened_at"] + if value: + return value + return app_now_str() + + +def get_effective_trade_field(row, reviewed_key, base_key, default=None): + try: + keys = row.keys() if hasattr(row, "keys") else row.keys() + except Exception: + keys = [] + if reviewed_key in keys: + v = row[reviewed_key] + if v is not None and str(v).strip() != "": + return v + if base_key in keys: + v = row[base_key] + if v is not None and str(v).strip() != "": + return v + return default + + +def to_effective_trade_dict(row): + item = row_to_dict(row) + base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss") + item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at")) + item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at")) + item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", base_stop) + item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit")) + item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result")) + item["effective_miss_reason"] = get_effective_trade_field(row, "reviewed_miss_reason", "miss_reason", item.get("miss_reason")) + item["effective_pnl_amount"] = get_effective_trade_field(row, "reviewed_pnl_amount", "pnl_amount", item.get("pnl_amount")) + item["effective_hold_minutes"] = get_effective_trade_field(row, "reviewed_hold_minutes", "hold_minutes", item.get("hold_minutes")) + item["effective_hold_seconds"] = get_effective_trade_field(row, "reviewed_hold_seconds", "hold_seconds", item.get("hold_seconds")) + er_eff = get_effective_trade_field(row, "reviewed_entry_reason", "entry_reason", item.get("entry_reason")) + item["effective_entry_reason"] = (str(er_eff).strip() if er_eff is not None else "") or "" + return item + + +def format_price_for_symbol(symbol, value): + if value in (None, ""): + return "-" + try: + v = float(value) + except Exception: + return str(value) + if v == 0: + return "0" + av = abs(v) + # 根据币价量级动态精度：低价币保留更多小数，高价币减少噪音位数 + if av >= 10000: + d = 2 + elif av >= 100: + d = 3 + elif av >= 1: + d = 4 + elif av >= 0.01: + d = 6 + elif av >= 0.0001: + d = 8 + else: + d = 10 + text = f"{v:.{d}f}" + return text.rstrip("0").rstrip(".") if "." in text else text + + +def format_hold_minutes(minutes): + if not minutes: + return "0分钟" + total = int(minutes) + hours = total // 60 + mins = total % 60 + if hours: + return f"{hours}小时{mins}分钟" + return f"{mins}分钟" + + +def calc_pnl(direction, trigger_price, exit_price, margin_capital, leverage): + try: + trigger = float(trigger_price) + exit_p = float(exit_price) + margin = float(margin_capital) + lev = float(leverage) + if trigger <= 0: + return 0.0 + if direction == "short": + pnl_ratio = (trigger - exit_p) / trigger + else: + pnl_ratio = (exit_p - trigger) / trigger + return round(margin * lev * pnl_ratio, 4) + except Exception: + return 0.0 + + +def calc_rr_ratio(direction, entry_price, stop_loss, take_profit): + try: + entry = float(entry_price) + sl = float(stop_loss) + tp = float(take_profit) + if entry <= 0 or sl <= 0 or tp <= 0: + return None + if direction == "short": + risk = sl - entry + reward = entry - tp + else: + risk = entry - sl + reward = tp - entry + if risk <= 0 or reward <= 0: + return None + return round(reward / risk, 4) + except Exception: + return None + + +def calc_risk_fraction(direction, entry_price, stop_loss): + try: + entry = float(entry_price) + sl = float(stop_loss) + if entry <= 0 or sl <= 0: + return None + if direction == "short": + risk = sl - entry + else: + risk = entry - sl + if risk <= 0: + return None + return risk / entry + except Exception: + return None + + +def calc_risk_amount_from_plan(direction, entry_price, stop_loss, margin_capital, leverage): + rf = calc_risk_fraction(direction, entry_price, stop_loss) + if rf is None: + return None + try: + notional = float(margin_capital) * float(leverage) + if notional <= 0: + return None + return round(notional * rf, 6) + except Exception: + return None + + +def calc_actual_rr(pnl_amount, risk_amount): + try: + r = float(risk_amount or 0) + if r <= 0: + return None + return round(float(pnl_amount or 0) / r, 4) + except Exception: + return None + + +def normalize_result_with_pnl(result, pnl_amount): + """ + 触发“止损”但实际已盈利时，归类为保本止盈，避免语义混淆。 + """ + if result == "止损": + try: + if float(pnl_amount or 0) > 0: + return "保本止盈" + except Exception: + pass + return result + + +def calc_breakeven_stop(direction, entry_price, risk_fraction, locked_r, offset_pct): + """ + 按“已锁定R”计算目标止损位： + - long: entry + locked_r * (entry*risk_fraction) + offset + - short: entry - locked_r * (entry*risk_fraction) - offset + """ + try: + entry = float(entry_price) + rf = float(risk_fraction) + lr = float(locked_r) + off = float(offset_pct) / 100.0 + if entry <= 0 or rf <= 0 or lr < 0: + return None + base_move = entry * rf * lr + offset_move = entry * off + if direction == "short": + return round(entry - base_move - offset_move, 8) + return round(entry + base_move + offset_move, 8) + except Exception: + return None + + +def insert_trade_record( + conn, + symbol, + monitor_type, + direction, + trigger_price, + stop_loss, + initial_stop_loss=None, + take_profit=None, + margin_capital=None, + leverage=None, + pnl_amount=0, + hold_seconds=0, + trade_style=None, + risk_amount=None, + planned_rr=None, + actual_rr=None, + result="", + miss_reason=None, + opened_at=None, + opened_at_ms=None, + closed_at=None, + closed_at_ms=None, + exchange_trade_id=None, +): + hold_minutes = calc_hold_minutes(hold_seconds) + open_ts = opened_at or app_now_str() + close_ts = closed_at or app_now_str() + open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts) + close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts) + conn.execute( + "INSERT INTO trade_records (symbol,monitor_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + ( + symbol, monitor_type, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, + margin_capital, leverage, pnl_amount, hold_seconds, + trade_style, risk_amount, planned_rr, actual_rr, hold_minutes, + open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id + ) + ) + + +def calc_duration_text(open_str, close_str): + try: + fmt = "%Y-%m-%dT%H:%M" + o = datetime.strptime(open_str, fmt) + c = datetime.strptime(close_str, fmt) + delta = c - o + seconds = int(delta.total_seconds()) + if seconds <= 0: + return "0分钟" + d = seconds // 86400 + h = (seconds % 86400) // 3600 + m = (seconds % 3600) // 60 + parts = [] + if d: + parts.append(f"{d}天") + if h: + parts.append(f"{h}小时") + if m or not parts: + parts.append(f"{m}分钟") + return " ".join(parts) + except Exception: + return "计算失败" + + +def row_to_dict(row): + return {k: row[k] for k in row.keys()} + + +def enrich_order_item(raw_item, current_capital): + item = dict(raw_item or {}) + margin = float(item.get("margin_capital") or 0) + lev = float(item.get("leverage") or 0) + notional = item.get("notional_value") + ratio = item.get("position_ratio") + if notional is None: + notional = round(margin * lev, 4) if margin and lev else 0 + if ratio is None: + ratio = round(margin / current_capital * 100, 2) if current_capital else 0 + item["notional_value"] = notional + item["position_ratio"] = ratio + item["rr_ratio"] = calc_rr_ratio( + item.get("direction") or "long", + item.get("trigger_price"), + item.get("initial_stop_loss") or item.get("stop_loss"), + item.get("take_profit"), + ) + try: + be = item.get("breakeven_enabled") + item["breakeven_enabled"] = 0 if be is not None and int(be) == 0 else 1 + except Exception: + item["breakeven_enabled"] = 1 + return item + + +def ensure_exchange_live_ready(): + if not LIVE_TRADING_ENABLED: + return False, "未开启实盘下单（LIVE_TRADING_ENABLED=false）" + if not (GATE_API_KEY and GATE_API_SECRET): + return False, "缺少 Gate API 密钥配置（GATE_API_KEY / GATE_API_SECRET）" + return True, "" + + +def exchange_private_api_configured(): + """仅表示已配置密钥；与是否允许下单（LIVE_TRADING_ENABLED）无关，用于只读拉仓等。""" + return bool(GATE_API_KEY and GATE_API_SECRET) + + +def _extract_usdt_total(balance): + usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {} + total_map = balance.get("total", {}) if isinstance(balance, dict) else {} + free_map = balance.get("free", {}) if isinstance(balance, dict) else {} + total = usdt_info.get("total") + if total is None: + total = usdt_info.get("equity") + if total is None: + total = total_map.get("USDT") + if total is None: + total = usdt_info.get("free") + if total is None: + total = free_map.get("USDT") + try: + return float(total) if total is not None else None + except Exception: + return None + + +def _extract_usdt_free(balance): + usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {} + free_map = balance.get("free", {}) if isinstance(balance, dict) else {} + free = usdt_info.get("free") + if free is None: + free = free_map.get("USDT") + try: + return float(free) if free is not None else None + except Exception: + return None + + +def _parse_usdt_from_gate_unified_accounts_body(data): + """ + 解析 Gate GET /unified/accounts 响应体中的 USDT（dict 或 list 形态的 balances 均支持）。 + ccxt fetch_balance(unifiedAccount) 在 balances 为数组时会访问 .keys() 崩溃，故资金兜底走此解析。 + """ + if not isinstance(data, dict): + return None + raw_fd = data.get("funding") + if isinstance(raw_fd, (int, float)): + return float(raw_fd) + if isinstance(raw_fd, str) and raw_fd.strip(): + try: + return float(raw_fd) + except Exception: + pass + if isinstance(raw_fd, dict): + u = raw_fd.get("USDT") or raw_fd.get("usdt") + if isinstance(u, dict): + for k in ("equity", "available", "total", "amount"): + v = u.get(k) + if v is not None: + try: + return float(v) + except Exception: + pass + + balances = data.get("balances") + if isinstance(balances, list): + for row in balances: + if not isinstance(row, dict): + continue + sym = str(row.get("currency") or row.get("asset") or row.get("name") or "").upper() + if sym != "USDT": + continue + for k in ("equity", "balance", "available", "total", "amount"): + v = row.get(k) + if v is not None: + try: + return float(v) + except Exception: + pass + elif isinstance(balances, dict): + u = balances.get("USDT") or balances.get("usdt") + if isinstance(u, dict): + for k in ("equity", "available", "total", "amount"): + v = u.get(k) + if v is not None: + try: + return float(v) + except Exception: + pass + + tb = data.get("total_balance") + if isinstance(tb, dict): + u = tb.get("USDT") or tb.get("usdt") + if isinstance(u, (int, float, str)): + try: + return float(u) + except Exception: + pass + if isinstance(u, dict): + for k in ("equity", "available", "amount", "total"): + val = u.get(k) + if val is not None: + try: + return float(val) + except Exception: + pass + return None + + +def _parse_gate_spot_accounts_response_usdt(response): + """解析 GET /spot/accounts 列表中的 USDT（与 fetch_balance spot 同源，ccxt 解析失败时可兜底）。""" + rows = None + if isinstance(response, list): + rows = response + elif isinstance(response, dict): + inner = response.get("result") + if isinstance(inner, list): + rows = inner + elif isinstance(inner, dict) and isinstance(inner.get("list"), list): + rows = inner["list"] + if not rows: + return None + for row in rows: + if not isinstance(row, dict): + continue + if str(row.get("currency") or "").upper() != "USDT": + continue + ts = row.get("total") + if ts is not None and str(ts).strip() != "": + try: + return float(ts) + except Exception: + pass + try: + return float(row.get("available") or 0) + float(row.get("locked") or 0) + except Exception: + pass + return None + + +def _fetch_usdt_by_types(type_candidates): + """统一只用 ccxt.fetch_balance；spot 必须带 marginMode=spot，否则会随 defaultMarginMode 误走 cross_margin。""" + for t in type_candidates: + try: + params = {"type": t} + if t == "spot": + params["marginMode"] = "spot" + bal = exchange.fetch_balance(params=params) + val = _extract_usdt_total(bal) + if val is not None: + return val + except Exception: + continue + return None + + +def _fetch_gate_funding_usdt(): + """ + Gate「资金账户」： + 1) fetch_balance(type=spot, marginMode=spot) — 避免 defaultMarginMode=cross 误走 cross_margin； + 2) privateSpotGetAccounts — 与 1 同源，ccxt 聚合异常或解析不到 USDT 时再试原始列表； + 3) privateUnifiedGetAccounts + 自解析 — 统一账户 balances 常为数组，ccxt unified fetch_balance 会崩。 + """ + spot_seen_ok = False + try: + ensure_markets_loaded() + bal = exchange.fetch_balance(params={"type": "spot", "marginMode": "spot"}) + spot_seen_ok = True + val = _extract_usdt_total(bal) + if val is not None: + return float(val) + except Exception: + pass + + try: + resp = exchange.privateSpotGetAccounts({}) + v = _parse_gate_spot_accounts_response_usdt(resp) + if v is not None: + return float(v) + except Exception: + pass + + try: + raw = exchange.privateUnifiedGetAccounts({}) + body = raw + if isinstance(body, dict) and isinstance(body.get("result"), dict): + body = body["result"] + v = _parse_usdt_from_gate_unified_accounts_body(body) if isinstance(body, dict) else None + if v is not None: + return float(v) + except Exception: + pass + + if spot_seen_ok: + return 0.0 + return None + + +def get_available_trading_usdt(): + ok_live, _ = ensure_exchange_live_ready() + if not ok_live: + return None + for t in ["swap", "spot"]: + try: + params = {"type": t} + if t == "spot": + params["marginMode"] = "spot" + bal = exchange.fetch_balance(params=params) + free_val = _extract_usdt_free(bal) + if free_val is not None: + return free_val + except Exception: + continue + return None + + +def get_synced_leverage(exchange_symbol, direction): + ensure_markets_loaded() + try: + positions = exchange.fetch_positions([exchange_symbol]) + for p in positions: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + info = p.get("info", {}) or {} + side = (p.get("side") or info.get("posSide") or "").lower() + if GATE_POS_MODE == "hedge" and side and side != direction: + continue + lev = p.get("leverage") + if lev is None or lev == 0 or str(lev) == "0": + lev = info.get("cross_leverage_limit") or info.get("leverage") + if lev: + try: + return int(float(lev)) + except Exception: + pass + except Exception: + pass + return None + + +def friendly_exchange_error(err, available_usdt=None): + msg = str(err) + low = msg.lower() + if ( + "51008" in msg + or "insufficient" in low + or "margin" in low and ("not enough" in low or "不足" in msg) + or "balance" in low and "insufficient" in low + ): + tail = f"（当前交易账户可用约 {round(available_usdt, 4)}U）" if available_usdt is not None else "" + return f"交易所下单失败：保证金不足 {tail}。请降低保证金/杠杆，或先划转USDT到合约账户。" + clean = re.sub(r"\s+", " ", msg).strip() + return f"交易所下单失败：{clean}" + + +def get_exchange_capitals(force=False): + ok_live, _ = ensure_exchange_live_ready() + if not ok_live: + return None, None + now_ts = time.time() + if (not force) and ACCOUNT_BALANCE_CACHE["updated_at"] and now_ts - ACCOUNT_BALANCE_CACHE["updated_at"] < BALANCE_REFRESH_SECONDS: + return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"] + try: + ACCOUNT_BALANCE_CACHE["funding_usdt"] = _fetch_gate_funding_usdt() + except Exception: + ACCOUNT_BALANCE_CACHE["funding_usdt"] = None + try: + ACCOUNT_BALANCE_CACHE["trading_usdt"] = _fetch_usdt_by_types(["swap", "spot"]) + except Exception: + # 勿保留上一次成功请求的旧值：鉴权失败时否则会误以为「合约余额仍能读」 + ACCOUNT_BALANCE_CACHE["trading_usdt"] = None + ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts + return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"] + + +def execute_transfer_usdt(amount, from_account, to_account): + if amount <= 0: + return False, "划转金额必须大于0", None + ok_live, reason = ensure_exchange_live_ready() + if not ok_live: + return False, reason, None + try: + resp = exchange.transfer(TRANSFER_CCY, float(amount), from_account, to_account) + return True, "划转成功", resp + except Exception as e: + msg = str(e) + if "INVALID_KEY" in msg or "Invalid key" in msg: + msg += ( + "。常见原因：① GATE_API_SECRET 错误或 .env 里多了空格/换行；② IP 白名单未包含当前服务器出口 IP；" + "③ Gate「交易账户」类 API Key 若不支持钱包接口则无法走账户内划转 POST /wallet/transfers（需在官网确认该 Key 类型是否开放划转）；" + "④ Key 已重置或权限变更。你已勾选现货/统一账户仍报错时，优先核对 Secret 与白名单。" + ) + return False, msg, None + + +def get_account_usdt_total(account_type): + """读取各账户 USDT。funding 走 _fetch_gate_funding_usdt；spot 同样 marginMode=spot，一律 ccxt。""" + raw = (account_type or "").strip().lower() + if raw == "funding": + return _fetch_gate_funding_usdt() + at = raw + try: + params = {"type": at} + if at == "spot": + params["marginMode"] = "spot" + bal = exchange.fetch_balance(params=params) + val = _extract_usdt_total(bal) + if val is not None: + return val + return 0.0 if at == "spot" else None + except Exception: + return None + + +def auto_transfer_once_per_day(): + if not AUTO_TRANSFER_ENABLED: + return + utc_dt = utc_now_dt() + bj = utc_dt.astimezone(APP_TZ) + if bj.hour != AUTO_TRANSFER_BJ_HOUR: + return + transfer_day = utc_calendar_date_str() + conn = get_db() + exists = conn.execute( + "SELECT id FROM transfer_logs WHERE transfer_type=? AND transfer_day=?", + ("auto_daily", transfer_day) + ).fetchone() + if exists: + conn.close() + return + target_amount = AUTO_TRANSFER_AMOUNT + to_balance = get_account_usdt_total(AUTO_TRANSFER_TO) + from_balance = get_account_usdt_total(AUTO_TRANSFER_FROM) + if to_balance is None: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, 0, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "failed", f"读取{AUTO_TRANSFER_TO}账户USDT失败") + ) + conn.commit() + conn.close() + return + needed = round(max(target_amount - float(to_balance), 0), 4) + if needed <= 0: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, 0, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "skipped", f"{AUTO_TRANSFER_TO}账户已达到目标{target_amount}U") + ) + conn.commit() + conn.close() + return + if from_balance is not None and from_balance < needed: + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "failed", f"{AUTO_TRANSFER_FROM}账户USDT不足，需{needed}U，当前{round(from_balance,4)}U") + ) + conn.commit() + conn.close() + send_wechat_msg( + f"自动划转失败：{AUTO_TRANSFER_FROM}余额不足，需{needed}U，当前{round(from_balance,4)}U\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + return + + ok, msg, _ = execute_transfer_usdt(needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO) + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("auto_daily", transfer_day, needed, AUTO_TRANSFER_FROM, AUTO_TRANSFER_TO, "success" if ok else "failed", msg[:500]) + ) + conn.commit() + conn.close() + if ok: + send_wechat_msg( + f"自动划转成功：补足到{target_amount}U，实际划转{needed}U " + f"{AUTO_TRANSFER_FROM}->{AUTO_TRANSFER_TO}\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + else: + send_wechat_msg( + f"自动划转失败：计划补足到{target_amount}U，需划转{needed}U\n原因：{msg}\n" + f"账簿日(UTC)：{transfer_day}｜触发时刻(北京)：{app_now_str()}" + ) + + +def trading_day_reset_allows_new_open(now): + """是否允许在满足其它风控的前提下于当前时刻新开仓（仅「整点前禁开」守卫）。""" + if not TRADING_DAY_RESET_OPEN_GUARD_ENABLED: + return True + return now.hour >= TRADING_DAY_RESET_HOUR + + +def precheck_risk(conn, symbol, direction): + now = app_now() + 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" + active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0] + if active_count > 0: + return False, "一次只能持有一个仓位" + trend_n = conn.execute( + "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'" + ).fetchone()[0] + if trend_n > 0: + return False, "已存在运行中的趋势回调计划，请先结束该计划" + if direction not in ("long", "short"): + return False, "方向必须为 long 或 short" + if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"): + expected = BTC_LEVERAGE + else: + expected = ALT_LEVERAGE + if expected <= 0: + return False, "杠杆配置异常" + return True, "" + + +def precheck_trend_pullback_start(conn): + """趋势回调启动前：不与机器人单仓监控并存。""" + now = app_now() + 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" + active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0] + if active_count > 0: + return False, "请先结束「机器人下单监控」中的持仓，再启动趋势回调" + trend_n = conn.execute( + "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'" + ).fetchone()[0] + if trend_n > 0: + return False, "已存在运行中的趋势回调计划" + return True, "" + + +def _trend_cleanup_stale_previews(conn): + ms = int(time.time() * 1000) + conn.execute("DELETE FROM trend_pullback_previews WHERE expires_at_ms < ?", (ms,)) + + +def parse_and_compute_trend_pullback_plan(form_dict): + """ + 解析表单并计算趋势回调预览参数（不写库、不下单）。 + 成功返回 (payload, None)；失败返回 (None, 错误文案)。 + """ + d = form_dict or {} + symbol = normalize_symbol_input(d.get("symbol")) + if not symbol: + return None, "symbol 不能为空" + direction = (d.get("direction") or "long").strip().lower() + if direction not in ("long", "short"): + return None, "方向错误" + try: + stop_loss = float(d.get("sl")) + add_upper = float(d.get("add_upper")) + take_profit = float(d.get("take_profit")) + risk_percent = float(d.get("risk_percent") or "5") + except Exception: + return None, "价格或风险比例格式错误" + try: + lev_raw = parse_positive_float(d.get("leverage")) + leverage = int(lev_raw) if lev_raw is not None else infer_leverage(symbol) + except Exception: + return None, "杠杆格式错误" + if leverage <= 0 or risk_percent <= 0: + return None, "杠杆与风险比例必须大于0" + if direction == "long": + if not (stop_loss < add_upper): + return None, "做多：止损价须低于补仓上沿" + else: + if not (stop_loss > add_upper): + return None, "做空：止损价须高于补仓上沿" + snap = get_available_trading_usdt() + if snap is None or snap <= 0: + return None, "无法读取合约账户 USDT 可用余额，请检查 API 与账户类型" + live_price = get_price(symbol) + if live_price is None: + return None, "获取实时价格失败" + exchange_symbol = normalize_exchange_symbol(symbol) + rf = calc_risk_fraction(direction, add_upper, stop_loss) + if rf is None or rf <= 0: + return None, "止损与补仓上沿组合无法计算风险比例" + risk_budget = float(snap) * (risk_percent / 100.0) + notional = risk_budget / rf + margin_plan = notional / float(leverage) + margin_plan = min(margin_plan, float(snap) * FULL_MARGIN_BUFFER_RATIO) + if margin_plan <= 0: + return None, "计划保证金过小" + try: + target_amt, _ = prepare_order_amount(exchange_symbol, margin_plan, leverage, live_price) + except Exception as e: + return None, str(e) + first_amt = _safe_amount_to_precision(exchange_symbol, target_amt * 0.5) + if first_amt is None or first_amt <= 0: + return None, "首仓张数过小（低于交易所最小张数），请提高风险比例或杠杆" + remainder_total = _safe_amount_to_precision( + exchange_symbol, max(0.0, float(target_amt) - float(first_amt)) + ) + if remainder_total is None: + remainder_total = 0.0 + n_legs, leg_json, per_ref = _trend_build_leg_amounts_json(exchange_symbol, remainder_total, TREND_PULLBACK_DCA_LEGS) + if n_legs <= 0: + return None, "剩余计划张数不足以拆出补仓档（低于交易所最小张数），请提高风险比例、放宽止损与补仓上沿间距，或减少补仓档数" + grid = _trend_build_grid_prices(direction, stop_loss, add_upper, n_legs) + if len(grid) != n_legs: + return None, "补仓网格生成失败" + opened_at = app_now_str() + try: + leg_list = json.loads(leg_json) + except Exception: + leg_list = [] + payload = { + "symbol": symbol, + "exchange_symbol": exchange_symbol, + "direction": direction, + "leverage": leverage, + "stop_loss": stop_loss, + "add_upper": add_upper, + "take_profit": take_profit, + "risk_percent": risk_percent, + "snapshot_available_usdt": float(snap), + "snapshot_at": opened_at, + "live_price_ref": float(live_price), + "plan_margin_capital": float(margin_plan), + "target_order_amount": float(target_amt), + "first_order_amount": float(first_amt), + "remainder_total": float(remainder_total), + "dca_legs": int(n_legs), + "per_leg_amount": float(per_ref), + "grid_prices_json": json.dumps(grid), + "leg_amounts_json": leg_json, + "grid": grid, + "leg_amounts": leg_list, + } + return payload, None + + +def prepare_order_amount(exchange_symbol, margin_capital, leverage, fallback_price): + ensure_markets_loaded() + notional = float(margin_capital) * float(leverage) + ticker = exchange.fetch_ticker(exchange_symbol) + price = float(ticker.get("last") or fallback_price) + if price <= 0: + raise ValueError("触发价必须大于 0") + market = exchange.market(exchange_symbol) + contract_size = float(market.get("contractSize") or 1) + if market.get("contract"): + # 合约 amount 按张数/合约乘数解析；ccxt 会再做精度与符号处理 + amount = notional / (price * contract_size) + else: + amount = notional / price + min_amount = (market.get("limits", {}).get("amount", {}) or {}).get("min") + if min_amount and amount < float(min_amount): + raise ValueError(f"下单数量过小，最小数量为 {min_amount}") + amount_precise = float(exchange.amount_to_precision(exchange_symbol, amount)) + if amount_precise <= 0: + raise ValueError("下单数量精度后为 0，请提高基数或降低价格") + return amount_precise, price + + +def _to_positive_float(value): + try: + n = float(value) + return n if n > 0 else None + except Exception: + return None + + +def _extract_order_price_value(order_obj): + if not isinstance(order_obj, dict): + return None + for key in ("average", "price"): + v = _to_positive_float(order_obj.get(key)) + if v is not None: + return v + cost = _to_positive_float(order_obj.get("cost")) + filled = _to_positive_float(order_obj.get("filled")) + if cost is not None and filled is not None and filled > 0: + return cost / filled + info = order_obj.get("info") if isinstance(order_obj.get("info"), dict) else {} + for key in ("avgPx", "fillPx", "avgPrice", "fillPrice", "px"): + v = _to_positive_float(info.get(key)) + if v is not None: + return v + return None + + +def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price): + price = _extract_order_price_value(order_resp) + if price is not None: + return round(price, 8) + order_id = (order_resp or {}).get("id") + if order_id: + try: + fetched = exchange.fetch_order(order_id, exchange_symbol) + fetched_price = _extract_order_price_value(fetched) + if fetched_price is not None: + return round(fetched_price, 8) + except Exception: + pass + fallback = _to_positive_float(fallback_price) + return round(fallback, 8) if fallback is not None else 0.0 + + +def get_contract_size(exchange_symbol): + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + return float(market.get("contractSize") or 1) + + +def parse_positive_float(value): + if value is None: + return None + raw = str(value).strip() + if not raw: + return None + num = float(raw) + if num <= 0: + raise ValueError("数值必须大于0") + return num + + +def build_gate_order_params(direction, reduce_only=False): + params = {} + if reduce_only: + params["reduceOnly"] = True + return params + + +def _gate_contracts_amount_for_tpsl(order, fallback_amount): + for key in ("filled", "amount"): + v = order.get(key) + try: + fv = float(v) + if fv > 0: + return fv + except Exception: + pass + return float(fallback_amount) + + +def _gate_place_tp_sl_orders_legacy_conditional(exchange_symbol, direction, contracts_amount, stop_loss, take_profit): + """ccxt 市价减仓条件单（两张单分别带 stopLossPrice / takeProfitPrice），与官方仓位类触发单等价逻辑不同路径。""" + ensure_markets_loaded() + close_side = "sell" if direction == "long" else "buy" + base = {"reduceOnly": True} + last_err = None + for attempt in range(8): + try: + exchange.create_order( + exchange_symbol, "market", close_side, contracts_amount, None, + dict(base, stopLossPrice=float(stop_loss)), + ) + exchange.create_order( + exchange_symbol, "market", close_side, contracts_amount, None, + dict(base, takeProfitPrice=float(take_profit)), + ) + return + except Exception as e: + last_err = e + time.sleep(0.2 * (attempt + 1)) + raise RuntimeError(f"交易所未接受条件止盈/止损委托参数：{last_err}") + + +def _gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, stop_loss, take_profit): + """ + Gate 永续官方仓位类触发单：POST futures/{settle}/price_orders， + order_type=close-long-position / close-short-position，单向全平 close+size=0；双向需 auto_size。 + 与 App 内展示的「条件委托」一致，平仓后仍需 cancel_gate_swap_trigger_orders 避免残留。 + """ + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + if not market.get("swap"): + raise RuntimeError("仅支持永续合约 symbol") + settle = market["settleId"] + contract = market["id"] + order_type = "close-long-position" if direction == "long" else "close-short-position" + close_side = "sell" if direction == "long" else "buy" + if close_side == "sell": + sl_rule, tp_rule = 2, 1 + else: + sl_rule, tp_rule = 1, 2 + initial = { + "contract": contract, + "size": 0, + "price": "0", + "close": True, + "reduce_only": True, + "tif": "ioc", + "text": "api", + } + if GATE_POS_MODE == "hedge": + initial["auto_size"] = "close_long" if direction == "long" else "close_short" + # Gate API 1018：auto_size=close_long|close_short 时 initial.close 须为 false + initial["close"] = False + sl_s = exchange.price_to_precision(exchange_symbol, float(stop_loss)) + tp_s = exchange.price_to_precision(exchange_symbol, float(take_profit)) + + def _payload(trigger_price, rule): + trig = { + "strategy_type": 0, + "price_type": GATE_TPSL_PRICE_TYPE, + "price": trigger_price, + "rule": rule, + } + if GATE_TPSL_TRIGGER_EXPIRATION > 0: + trig["expiration"] = GATE_TPSL_TRIGGER_EXPIRATION + return { + "settle": settle, + "initial": dict(initial), + "trigger": trig, + "order_type": order_type, + } + + last_err = None + for attempt in range(8): + try: + exchange.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule)) + try: + exchange.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule)) + except Exception: + cancel_gate_swap_trigger_orders(exchange_symbol) + raise + return + except Exception as e: + last_err = e + time.sleep(0.2 * (attempt + 1)) + raise RuntimeError(f"交易所未接受仓位类条件止盈/止损：{last_err}") + + +def _gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss): + """Gate 永续：仅挂仓位类止损触发单（全平），止盈由程序监控市价平仓。""" + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + if not market.get("swap"): + raise RuntimeError("仅支持永续合约 symbol") + settle = market["settleId"] + contract = market["id"] + order_type = "close-long-position" if direction == "long" else "close-short-position" + close_side = "sell" if direction == "long" else "buy" + sl_rule = 2 if close_side == "sell" else 1 + initial = { + "contract": contract, + "size": 0, + "price": "0", + "close": True, + "reduce_only": True, + "tif": "ioc", + "text": "api", + } + if GATE_POS_MODE == "hedge": + initial["auto_size"] = "close_long" if direction == "long" else "close_short" + initial["close"] = False # 与 _gate_place_tp_sl_orders_position_price_orders 相同，Gate 要求 + sl_s = exchange.price_to_precision(exchange_symbol, float(stop_loss)) + + def _payload(trigger_price, rule): + trig = { + "strategy_type": 0, + "price_type": GATE_TPSL_PRICE_TYPE, + "price": trigger_price, + "rule": rule, + } + if GATE_TPSL_TRIGGER_EXPIRATION > 0: + trig["expiration"] = GATE_TPSL_TRIGGER_EXPIRATION + return { + "settle": settle, + "initial": dict(initial), + "trigger": trig, + "order_type": order_type, + } + + last_err = None + for attempt in range(8): + try: + exchange.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule)) + return + except Exception as e: + last_err = e + time.sleep(0.2 * (attempt + 1)) + raise RuntimeError(f"交易所未接受仅止损仓位触发单：{last_err}") + + +def _gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amount, stop_loss, take_profit): + if GATE_TPSL_USE_POSITION_ORDER: + try: + _gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, stop_loss, take_profit) + return + except Exception: + pass + _gate_place_tp_sl_orders_legacy_conditional( + exchange_symbol, direction, contracts_amount, stop_loss, take_profit, + ) + + +def ensure_markets_loaded(force=False): + global MARKETS_LOADED + if force or not MARKETS_LOADED: + exchange.load_markets(reload=force) + MARKETS_LOADED = True + + +def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None): + ensure_markets_loaded() + exchange.set_leverage(leverage, exchange_symbol) + side = "buy" if direction == "long" else "sell" + params = build_gate_order_params(direction, reduce_only=False) + order = exchange.create_order(exchange_symbol, "market", side, amount, None, params) + order.setdefault("tpsl_attached", False) + if stop_loss and take_profit: + try: + contracts_amt = _gate_contracts_amount_for_tpsl(order, amount) + _gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amt, stop_loss, take_profit) + order["tpsl_attached"] = True + except RuntimeError: + raise + except Exception as e: + raise RuntimeError(f"交易所未接受条件止盈/止损委托，已拒绝开仓：{str(e)}") from e + return order + + +def close_exchange_order(order_row): + ensure_markets_loaded() + exchange_symbol = order_row["exchange_symbol"] or normalize_exchange_symbol(order_row["symbol"]) + amount = float(order_row["order_amount"] or 0) + if amount <= 0: + raise ValueError("平仓失败：缺少有效下单数量") + direction = order_row["direction"] + side = "sell" if direction == "long" else "buy" + params = build_gate_order_params(direction, reduce_only=True) + return exchange.create_order(exchange_symbol, "market", side, amount, None, params) + + +def _gate_swap_trigger_order_params(): + """永续条件单（止盈/止损触发委托）查询/撤销用的 ccxt 参数。""" + p = {"type": "swap", "trigger": True} + try: + exchange.load_unified_status() + if exchange.options.get("unifiedAccount"): + p["unifiedAccount"] = True + except Exception: + pass + return p + + +def cancel_gate_swap_trigger_orders(exchange_symbol): + """ + 仓位已平时撤销该合约下剩余的永续条件委托（trigger / price_orders），避免孤儿单残留。 + 与 App 内「仓位附带止盈止损」不同，本系统挂的是独立触发单，平仓后交易所未必自动撤。 + """ + ok, _ = ensure_exchange_live_ready() + if not ok or not exchange_symbol: + return + ensure_markets_loaded() + params = _gate_swap_trigger_order_params() + sym = exchange_symbol + try: + exchange.cancel_all_orders(sym, params) + return + except Exception: + pass + try: + pending = exchange.fetch_open_orders(sym, params=params) + except Exception: + return + for o in pending or []: + oid = o.get("id") + if oid is None: + continue + try: + exchange.cancel_order(str(oid), sym, params) + except Exception: + pass + + +def cancel_all_open_orders_for_symbol(exchange_symbol): + """策略结束时：尽量撤掉该合约下条件单与普通挂单。""" + cancel_gate_swap_trigger_orders(exchange_symbol) + if not exchange_symbol: + return + ensure_markets_loaded() + plain_params = {"type": "swap"} + try: + exchange.load_unified_status() + if exchange.options.get("unifiedAccount"): + plain_params["unifiedAccount"] = True + except Exception: + pass + try: + exchange.cancel_all_orders(exchange_symbol, plain_params) + except Exception: + pass + try: + pending = exchange.fetch_open_orders(exchange_symbol, params=plain_params) + except Exception: + return + for o in pending or []: + oid = o.get("id") + if oid is None: + continue + try: + exchange.cancel_order(str(oid), exchange_symbol, plain_params) + except Exception: + pass + + +def extract_trade_price_from_order(order): + if not order: + return None + for k in ("average", "avgPrice", "price"): + try: + v = float(order.get(k) or 0) + if v > 0: + return v + except Exception: + pass + try: + info = order.get("info") or {} + if isinstance(info, dict): + for k in ("fillPx", "avgPx", "fill_price"): + v = float(info.get(k) or 0) + if v > 0: + return v + except Exception: + pass + return None + + +def is_no_position_error(err_msg): + msg = (err_msg or "").lower() + keywords = [ + "no position", "position does not exist", "position not exist", + "pos size is 0", "nothing to close", "reduceonly", "51008" + ] + return any(k in msg for k in keywords) + + +def get_live_position_contracts(exchange_symbol, direction): + ensure_markets_loaded() + try: + rows = exchange.fetch_positions([exchange_symbol]) + except Exception: + return None + total = 0.0 + for p in rows: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + info = p.get("info", {}) or {} + side = (p.get("side") or info.get("posSide") or "").lower() + contracts = p.get("contracts") + if contracts is None: + raw_pos = info.get("pos") or info.get("size") + try: + contracts = abs(float(raw_pos)) if raw_pos is not None else 0.0 + except Exception: + contracts = 0.0 + try: + contracts = float(contracts) + except Exception: + contracts = 0.0 + if contracts <= 0: + continue + if GATE_POS_MODE == "hedge": + if side and side != direction: + continue + total += contracts + return total + + +def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False): + """在 fetch_positions 结果中取与当前监控方向一致、张数最大的一条（与 get_live_position_contracts 过滤规则一致）。""" + if not rows: + return None + candidates = [] + for p in rows: + if not _position_matches_wanted_contract(exchange_symbol, p): + continue + info = p.get("info", {}) or {} + side = (p.get("side") or info.get("posSide") or "").lower() + contracts = _position_row_effective_contracts(p) + if contracts <= 0: + continue + if (not relax_hedge) and GATE_POS_MODE == "hedge": + if side and side != (direction or "").lower(): + continue + candidates.append((contracts, p)) + if not candidates and (not relax_hedge) and GATE_POS_MODE == "hedge": + return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True) + if not candidates: + return None + candidates.sort(key=lambda x: x[0], reverse=True) + return candidates[0][1] + + +def _coerce_float(*values): + for v in values: + if v is None or v == "": + continue + try: + return float(v) + except (TypeError, ValueError): + continue + return None + + +def parse_ccxt_position_metrics(position, order_leverage=None): + """ + 从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏（Gate 等所字段略有差异，做多键兜底）。 + 与 App「仓位保证金」对齐时优先用 initialMargin；缺失时再尝试 info 内字段。 + """ + if not position: + return None + p = position + info = p.get("info", {}) or {} + # Gate 全仓：ccxt 的 initialMargin 常为空；collateral 来自 API 的 margin，与 App「保证金」一致 + initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin")) + if initial is None or initial <= 0: + initial = _coerce_float( + info.get("margin"), + info.get("cross_margin"), + info.get("iso_margin"), + info.get("initial_margin"), + info.get("position_margin"), + info.get("initialMargin"), + ) + notional = _coerce_float(p.get("notional"), p.get("notionalValue")) + if notional is None or notional <= 0: + notional = _coerce_float(info.get("value")) + if notional is not None: + notional = abs(notional) + # 全仓且 API margin 为 0 时：用名义/杠杆粗算展示（与交易所「约占用」接近） + if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage: + try: + lev = float(order_leverage) + if lev > 0: + approx = notional / lev + if approx > 0: + initial = approx + except (TypeError, ValueError): + pass + unrealized = _coerce_float( + p.get("unrealizedPnl"), + info.get("unrealised_pnl"), + info.get("unrealized_pnl"), + ) + mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice")) + out = {} + if initial is not None and initial > 0: + out["initial_margin"] = round(initial, 4) + if notional is not None and notional > 0: + out["notional"] = round(notional, 4) + if unrealized is not None: + out["unrealized_pnl"] = round(unrealized, 6) + if mark is not None and mark > 0: + out["mark_price"] = round(mark, 8) + return out or None + + +def get_live_position_exchange_metrics(exchange_symbol, direction): + ensure_markets_loaded() + if not exchange_private_api_configured() or not exchange_symbol: + return None + try: + rows = exchange.fetch_positions(None, {"settle": "usdt"}) or [] + except Exception: + try: + rows = exchange.fetch_positions([exchange_symbol]) or [] + except Exception: + return None + p = _select_live_position_row(rows, exchange_symbol, direction) + return parse_ccxt_position_metrics(p) + + +def opened_at_str_to_ms(opened_at_str): + if not opened_at_str: + return None + try: + dt = datetime.strptime(str(opened_at_str).strip()[:19], "%Y-%m-%d %H:%M:%S") + except ValueError: + return None + try: + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + return None + + +def _to_ms_with_fallback(ms_value, dt_str): + try: + if ms_value is not None and str(ms_value).strip() != "": + v = int(float(ms_value)) + if v > 0: + return v + except Exception: + pass + return opened_at_str_to_ms(dt_str) + + +def ms_to_app_local_str(ms): + if ms is None: + return app_now_str() + try: + dt = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc).astimezone(APP_TZ) + return dt.replace(tzinfo=None).strftime("%Y-%m-%d %H:%M:%S") + except Exception: + return app_now_str() + + +def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price): + """根据成交价相对止盈/止损位归类；无法可靠归类时返回 None。""" + try: + tp = float(take_profit) + sl = float(stop_loss) + ex = float(exit_price) + trig = float(trigger_price) + except (TypeError, ValueError): + return None + band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12) + if direction == "long": + if ex >= tp - band: + return "止盈" + if ex <= sl + band: + return "止损" + else: + if ex <= tp + band: + return "止盈" + if ex >= sl - band: + return "止损" + return None + + +def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None): + """取开仓以来最近一笔减仓成交（与方向一致）；失败返回 None。""" + if not (GATE_API_KEY and GATE_API_SECRET): + return None + ensure_markets_loaded() + since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str) + close_side = "sell" if direction == "long" else "buy" + + def pick_from_trades(trades): + if not trades: + return None + candidates = [] + for t in trades: + if (t.get("side") or "").lower() != close_side: + continue + info = t.get("info") or {} + if not isinstance(info, dict): + info = {} + pos_side = (info.get("posSide") or t.get("posSide") or "").lower() + if GATE_POS_MODE == "hedge": + if pos_side in ("long", "short") and pos_side != direction: + continue + ts = t.get("timestamp") + if ts is None: + continue + candidates.append(t) + if not candidates: + return None + return max(candidates, key=lambda x: x.get("timestamp") or 0) + + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=100) + hit = pick_from_trades(trades) + if hit is None and since_ms: + trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100) + hit = pick_from_trades(trades) + return hit + except Exception: + return None + + +def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, closed_at_str=None, opened_at_ms=None, closed_at_ms=None): + """ + 拉取某条历史记录对应的减仓成交（用于按 id 回填）。 + 返回按时间排序的成交列表。 + """ + if not (GATE_API_KEY and GATE_API_SECRET): + return [] + ensure_markets_loaded() + since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str) + close_side = "sell" if direction == "long" else "buy" + closed_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str) if (closed_at_str or closed_at_ms is not None) else None + # 历史记录回填给一点缓冲，兼容成交落在记录时间附近的情况 + if closed_ms is not None: + closed_ms += 6 * 60 * 60 * 1000 + candidates = [] + all_side_candidates = [] + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200) + except Exception: + trades = [] + if not trades and since_ms: + try: + trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=200) + except Exception: + trades = [] + for t in trades or []: + if (t.get("side") or "").lower() != close_side: + continue + ts = t.get("timestamp") + if ts is None: + continue + try: + ts = int(ts) + except Exception: + continue + if since_ms and ts < since_ms: + continue + if closed_ms and ts > closed_ms: + continue + info = t.get("info") or {} + if not isinstance(info, dict): + info = {} + pos_side = (info.get("posSide") or t.get("posSide") or "").lower() + if GATE_POS_MODE == "hedge": + if pos_side in ("long", "short") and pos_side != direction: + continue + all_side_candidates.append(t) + if since_ms and ts < since_ms: + continue + if closed_ms and ts > closed_ms: + continue + candidates.append(t) + candidates.sort(key=lambda x: x.get("timestamp") or 0) + if candidates: + return candidates + + # 严格窗口为空时，降级为“按平仓时间就近匹配”，降低时区/时间误差导致的回填失败。 + all_side_candidates.sort(key=lambda x: x.get("timestamp") or 0) + if not all_side_candidates: + return [] + if not closed_ms: + return all_side_candidates[-20:] + near = [] + for t in all_side_candidates: + ts = t.get("timestamp") + if ts is None: + continue + try: + delta = abs(int(ts) - int(closed_ms)) + except Exception: + continue + # 放宽到前后 7 天 + if delta <= 7 * 24 * 60 * 60 * 1000: + near.append((delta, t)) + if near: + near.sort(key=lambda x: x[0]) + picked = [x[1] for x in near[:20]] + picked.sort(key=lambda x: x.get("timestamp") or 0) + return picked + return all_side_candidates[-20:] + + +def calc_weighted_exit_price(trades): + if not trades: + return None + total_amount = 0.0 + weighted_sum = 0.0 + for t in trades: + try: + price = float(t.get("price") or 0) + amount = float(t.get("amount") or 0) + except Exception: + continue + if price <= 0: + continue + if amount <= 0: + amount = 1.0 + weighted_sum += price * amount + total_amount += amount + if total_amount <= 0: + return None + return weighted_sum / total_amount + + +def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None): + """ + 交易所已无仓、本地仍为 active 时，推断平仓类型/时间/盈亏。 + 返回 (result, pnl_amount, closed_at_str, miss_reason)。 + """ + direction = row["direction"] + sym = row["symbol"] + trigger_price = row["trigger_price"] + stop_loss = row["stop_loss"] + take_profit = row["take_profit"] + margin_capital = row["margin_capital"] or DAILY_START_CAPITAL + leverage = row["leverage"] or infer_leverage(sym) + exchange_symbol = row["exchange_symbol"] or normalize_exchange_symbol(sym) + + trade = fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=opened_at_ms) + exit_px = None + closed_at_str = app_now_str() + if trade: + try: + exit_px = float(trade.get("price") or 0) or None + except (TypeError, ValueError): + exit_px = None + ts = trade.get("timestamp") + if ts: + closed_at_str = ms_to_app_local_str(int(ts)) + + if exit_px is None or exit_px <= 0: + p = get_price(sym) + if p: + guessed = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, p) + if guessed: + pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + return ( + guessed, + pnl, + closed_at_str, + "未能拉取成交明细，按当前市价与止盈/止损位近似归类（建议核对交易所账单）", + ) + return ( + "外部平仓", + 0.0, + closed_at_str, + "检测到交易所仓位已关闭，且无法从成交记录还原平仓价", + ) + + result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px) + pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage) + if result: + return ( + result, + pnl, + closed_at_str, + "按交易所成交记录同步为止盈/止损平仓", + ) + return ( + "外部平仓", + pnl, + closed_at_str, + "交易所已平仓，成交价不在计划止盈/止损带内（可能为手动或其他类型平仓）", + ) + + +def reconcile_external_closes(conn, days=None): + synced_count = 0 + cutoff_ms = None + if days is not None: + try: + d = int(days) + if d > 0: + cutoff_ms = int((app_now() - timedelta(days=d)).timestamp() * 1000) + except Exception: + cutoff_ms = None + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + if cutoff_ms is not None: + opened_at_v = get_opened_at_value(r) + opened_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at_v) + # 手动同步按最近 N 天过滤，避免把更早历史单误同步进来 + if opened_ms is None or opened_ms < cutoff_ms: + continue + exchange_symbol = r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"]) + live_contracts = get_live_position_contracts(exchange_symbol, r["direction"]) + if live_contracts is None: + continue + if live_contracts > 0: + continue + cancel_gate_swap_trigger_orders(exchange_symbol) + opened_at = get_opened_at_value(r) + opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at) + result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(r, opened_at, opened_at_ms=opened_at_ms) + closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now() + hold_seconds = calc_hold_seconds(opened_at, closed_at_dt) + session_date = r["session_date"] or get_trading_day(closed_at_dt) + update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=r["symbol"], + monitor_type="下单监控", + direction=r["direction"], + trigger_price=r["trigger_price"], + stop_loss=r["stop_loss"], + initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"], + take_profit=r["take_profit"], + margin_capital=r["margin_capital"], + leverage=r["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=result, + miss_reason=miss_reason, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],)) + if result in ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓", "强制清仓"): + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=r["direction"], + result=f"{result}（自动同步）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=r["trigger_price"], + current_price="-", + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id="-", + extra_note=miss_reason, + ) + ) + else: + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=r["direction"], + result="外部平仓（自动同步）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=r["trigger_price"], + current_price="-", + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id="-", + extra_note=miss_reason, + ) + ) + synced_count += 1 + return synced_count + +# 获取实时价格 +def get_price(symbol): + try: + ensure_markets_loaded() + return exchange.fetch_ticker(normalize_exchange_symbol(symbol))["last"] + except: + return None + +# 获取5分钟K线收盘价 +def get_5m_close(symbol): + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), KLINE_TIMEFRAME, limit=1) + return ohlcv[-1][4] if ohlcv else None + except: + return None + + +def _safe_float(v): + try: + return float(v) + except Exception: + return None + + +def _compute_ema(values, period=55): + arr = [float(x) for x in values if x is not None] + if len(arr) < period: + return None + k = 2.0 / (period + 1.0) + ema = arr[0] + for val in arr[1:]: + ema = val * k + ema * (1 - k) + return ema + + +def _status_by_ema55(symbol, timeframe): + try: + bars = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), timeframe=timeframe, limit=80) + if not bars or len(bars) < 56: + return "横盘", None, None + closes = [float(x[4]) for x in bars if x and len(x) >= 5] + ema55 = _compute_ema(closes, 55) + last_close = closes[-1] + if ema55 is None or last_close <= 0: + return "横盘", last_close, ema55 + diff_pct = (last_close - ema55) / ema55 * 100.0 + if abs(diff_pct) < 0.1: + return "横盘", last_close, ema55 + return ("多头" if diff_pct > 0 else "空头"), last_close, ema55 + except Exception: + return "横盘", None, None + + +def _daily_volume_rank(symbol): + """ + 返回(symbol_rank, total_count)，按 quoteVolume 降序，缺失时 fallback 到 baseVolume*last。 + """ + sym_norm = normalize_symbol_input(symbol) + target_base = journal_coin_from_symbol(sym_norm) + + def _ticker_base(sym_text): + s = str(sym_text or "").upper().strip() + if ":" in s: + s = s.split(":", 1)[0] + if "/" in s: + return s.split("/", 1)[0].strip() + if "-" in s: + return s.split("-", 1)[0].strip() + if s.endswith("USDT"): + return s[:-4].strip() + return s + now_ts = time.time() + cached_ok = ( + LIQUIDITY_RANK_CACHE["updated_at"] + and now_ts - float(LIQUIDITY_RANK_CACHE["updated_at"]) < max(30, BALANCE_REFRESH_SECONDS) + ) + if not cached_ok: + try: + ensure_markets_loaded() + tickers = exchange.fetch_tickers() + scored = [] + for s, t in (tickers or {}).items(): + try: + mk = exchange.markets.get(s) + if not mk or not mk.get("swap"): + continue + su = str(s).upper() + if "USDT" not in su: + continue + qv = _safe_float((t or {}).get("quoteVolume")) + if qv is None: + info = (t or {}).get("info") if isinstance((t or {}).get("info"), dict) else {} + qv = _safe_float(info.get("volCcy24h") or info.get("vol24h")) + if qv is None: + bv = _safe_float((t or {}).get("baseVolume")) + lp = _safe_float((t or {}).get("last")) + if bv is not None and lp is not None: + qv = bv * lp + if qv is None or qv <= 0: + continue + scored.append((_ticker_base(s), float(qv))) + except Exception: + continue + scored.sort(key=lambda x: x[1], reverse=True) + ranks = {} + for idx, (base, _) in enumerate(scored, 1): + if base and base not in ranks: + ranks[base] = idx + LIQUIDITY_RANK_CACHE["ranks"] = ranks + LIQUIDITY_RANK_CACHE["total"] = len(scored) + LIQUIDITY_RANK_CACHE["updated_at"] = now_ts + except Exception: + pass + ranks = LIQUIDITY_RANK_CACHE.get("ranks") or {} + total = int(LIQUIDITY_RANK_CACHE.get("total") or 0) + return ranks.get(target_base), total + + +def _key_hard_checks(symbol, direction, upper, lower, monitor_type): + """ + 关键位门控：量能、突破幅度、第二根确认、日成交量前30。 + 使用最近闭合K：breakout=倒数第2根，confirm=倒数第1根。 + """ + out = {"ok": False} + ex_sym = normalize_exchange_symbol(symbol) + bars = exchange.fetch_ohlcv(ex_sym, timeframe=KLINE_TIMEFRAME, limit=80) or [] + if len(bars) < 24: + out["reason"] = "5m K线数量不足" + return out + closed = bars[:-1] if len(bars) >= 3 else bars + if len(closed) < 23: + out["reason"] = "闭合K线不足" + return out + breakout = closed[-2] + confirm = closed[-1] + prev20 = closed[-22:-2] + avg20 = sum(float(x[5]) for x in prev20) / max(len(prev20), 1) + vol_break = float(breakout[5]) + vol_ok = vol_break > avg20 * 1.3 if avg20 > 0 else False + open_b = float(breakout[1]) + close_b = float(breakout[4]) + high_b = float(breakout[2]) + low_b = float(breakout[3]) + amp_pct = abs(close_b - open_b) / open_b * 100 if open_b > 0 else 0 + amp_ok = (amp_pct > 0.03) and (amp_pct < 0.5) + cfm_close = float(confirm[4]) + # 区间极值点严格以前端录入 upper/lower 为准：做多看上沿，做空看下沿 + edge = float(upper) if direction == "long" else float(lower) + breakout_ok = (close_b > float(upper)) if direction == "long" else (close_b < float(lower)) + confirm_ok_raw = (cfm_close > edge) if direction == "long" else (cfm_close < edge) + # 口径收紧：未发生有效突破时，不标记幅度/二确通过，避免出现“还没到位却显示Y” + amp_ok = amp_ok and breakout_ok + confirm_ok = confirm_ok_raw and breakout_ok + rank, total = _daily_volume_rank(symbol) + rank_ok = (rank is not None) and (rank <= 30) + swing4h_pct = 0.0 + try: + seg48 = closed[-48:] if len(closed) >= 48 else closed + hh = max(float(x[2]) for x in seg48) + ll = min(float(x[3]) for x in seg48) + swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0 + except Exception: + swing4h_pct = 0.0 + out.update( + { + "ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]), + "vol_ok": vol_ok, + "avg20": avg20, + "vol_break": vol_break, + "amp_ok": amp_ok, + "amp_pct": amp_pct, + "breakout_ok": breakout_ok, + "breakout_close": close_b, + "confirm_ok": confirm_ok, + "confirm_close": cfm_close, + "edge_price": edge, + "rank": rank, + "rank_total": total, + "rank_ok": rank_ok, + "breakout_high": high_b, + "breakout_low": low_b, + "breakout_ts": breakout[0], + "confirm_ts": confirm[0], + "swing4h_pct": swing4h_pct, + "monitor_type": monitor_type, + "direction": direction, + } + ) + return out + + +def calc_price_diff_pct(current_price, target_price): + try: + if target_price is None: + return None, None + t = float(target_price) + if t == 0: + return None, None + c = float(current_price) + diff = c - t + pct = diff / t * 100 + return round(diff, 6), round(pct, 4) + except Exception: + return None, None + + +def can_notify_key_monitor(row, now_dt): + max_notify = int(row["max_notify"] or KEY_ALERT_MAX_TIMES) + if int(row["notification_count"] or 0) >= max_notify: + return False + last_at = row["last_notified_at"] + if not last_at: + return True + try: + last_dt = datetime.strptime(last_at, "%Y-%m-%d %H:%M:%S") + except Exception: + return True + interval_min = int(row["notify_interval_min"] or KEY_ALERT_INTERVAL_MINUTES) + return (now_dt - last_dt).total_seconds() >= interval_min * 60 + + +def breakout_too_far(p, edge_price, limit_pct): + try: + if edge_price is None or float(edge_price) <= 0: + return False + diff_pct = abs(float(p) - float(edge_price)) / float(edge_price) * 100 + return diff_pct > float(limit_pct) + except Exception: + return False + + +def _trend_build_grid_prices(direction, sl, upper, n_legs): + """在 (止损, 补仓上沿) 开区间内生成 n_legs 个补仓触发价（不含端点）。""" + sl, upper = float(sl), float(upper) + out = [] + if n_legs <= 0: + return out + if direction == "long": + if upper <= sl: + return out + span = upper - sl + for i in range(1, n_legs + 1): + t = i / float(n_legs + 1) + out.append(sl + t * span) + out.sort(reverse=True) + else: + if sl <= upper: + return out + span = sl - upper + for i in range(1, n_legs + 1): + t = i / float(n_legs + 1) + out.append(upper + t * span) + out.sort() + return [round(p, 10) for p in out] + + +def _safe_amount_to_precision(exchange_symbol, raw_amount): + """amount_to_precision 在低于最小步长时会抛 InvalidOrder；返回 None 表示不可用。""" + try: + if raw_amount is None: + return None + x = float(raw_amount) + if x <= 0: + return None + return float(exchange.amount_to_precision(exchange_symbol, x)) + except Exception: + return None + + +def _trend_pick_dca_legs_and_per_leg(exchange_symbol, remainder_total, want_legs): + """按交易所最小张数约束，自动减少档位数。""" + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") + min_amt = float(min_amt) if min_amt is not None else 0.0 + legs = max(1, int(want_legs)) + rem = float(remainder_total) + while legs >= 1: + per = rem / legs + per_p = _safe_amount_to_precision(exchange_symbol, per) + if per_p is None or per_p <= 0: + legs -= 1 + continue + if min_amt and per_p + 1e-12 < min_amt: + legs -= 1 + continue + return legs, per_p + one = _safe_amount_to_precision(exchange_symbol, rem) + if one is None or one <= 0: + return 0, 0.0 + return 1, one + + +def _trend_build_leg_amounts_json(exchange_symbol, remainder_total, want_legs): + """将剩余计划张数拆成若干补仓市价单张数（JSON 列表），并返回有效档位数。""" + rem = _safe_amount_to_precision(exchange_symbol, float(remainder_total)) + if rem is None or rem <= 0: + return 0, "[]", 0.0 + n, _ = _trend_pick_dca_legs_and_per_leg(exchange_symbol, rem, want_legs) + if n <= 0: + return 0, "[]", 0.0 + if n <= 1: + one = _safe_amount_to_precision(exchange_symbol, rem) + if one is None or one <= 0: + return 0, "[]", 0.0 + return 1, json.dumps([one]), one + unit = _safe_amount_to_precision(exchange_symbol, rem / n) + if unit is None or unit <= 0: + one = _safe_amount_to_precision(exchange_symbol, rem) + if one is None or one <= 0: + return 0, "[]", 0.0 + return 1, json.dumps([one]), one + parts = [] + acc = 0.0 + for _ in range(n - 1): + parts.append(unit) + acc += unit + last = _safe_amount_to_precision(exchange_symbol, max(0.0, rem - acc)) + if last is None or last <= 0: + one = _safe_amount_to_precision(exchange_symbol, rem) + if one is None or one <= 0: + return 0, "[]", 0.0 + return 1, json.dumps([one]), one + parts.append(last) + return n, json.dumps(parts), unit + + +def _trend_market_add_contracts(exchange_symbol, direction, contracts, leverage): + exchange.set_leverage(int(leverage), exchange_symbol) + side = "buy" if direction == "long" else "sell" + params = build_gate_order_params(direction, reduce_only=False) + return exchange.create_order(exchange_symbol, "market", side, float(contracts), None, params) + + +def _trend_refresh_stop_only(exchange_symbol, direction, stop_loss): + cancel_gate_swap_trigger_orders(exchange_symbol) + _gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss) + + +def _trend_weighted_avg(old_avg, old_amt, fill_px, add_amt): + try: + oa, aa = float(old_amt), float(add_amt) + if oa <= 0: + return float(fill_px) + return (float(old_avg) * oa + float(fill_px) * aa) / (oa + aa) + except Exception: + return float(fill_px or 0) + + +def _trend_finalize_plan(conn, row, result_label, exit_price, closed_at=None): + """平仓后记账、撤单、结束计划。""" + sym = row["symbol"] + direction = row["direction"] or "long" + ex_sym = row["exchange_symbol"] or normalize_exchange_symbol(sym) + closed_at = closed_at or app_now_str() + opened_at = row["opened_at"] or app_now_str() + hold_seconds = calc_hold_seconds(opened_at, parse_dt_for_trading_day(closed_at) or app_now()) + margin_cap = float(row["plan_margin_capital"] or 0) + lev = int(row["leverage"] or 1) + avg_e = float(row["avg_entry_price"] or 0) + pnl_amount = calc_pnl(direction, avg_e, float(exit_price), margin_cap, lev) + res = normalize_result_with_pnl(result_label, pnl_amount) + risk_amt = calc_risk_amount_from_plan(direction, float(row["add_upper"]), float(row["stop_loss"]), margin_cap, lev) + planned_rr = calc_rr_ratio(direction, avg_e, float(row["stop_loss"]), float(row["take_profit"])) + try: + cancel_all_open_orders_for_symbol(ex_sym) + except Exception: + try: + cancel_gate_swap_trigger_orders(ex_sym) + except Exception: + pass + session_date = row["session_date"] or get_trading_day() + session_capital = update_session_capital(conn, session_date, pnl_amount) + send_wechat_msg( + build_wechat_close_message( + symbol=sym, + direction=direction, + result=f"{res}（{MONITOR_TYPE_TREND}）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=avg_e, + current_price=float(exit_price), + stop_loss=float(row["stop_loss"]), + take_profit=float(row["take_profit"]), + close_order_id="-", + extra_note="计划本金口径：启动时合约可用余额快照；止盈由程序监控", + session_capital_fallback=session_capital, + ) + ) + insert_trade_record( + conn, + symbol=sym, + monitor_type=MONITOR_TYPE_TREND, + direction=direction, + trigger_price=avg_e, + stop_loss=float(row["stop_loss"]), + initial_stop_loss=float(row["stop_loss"]), + take_profit=float(row["take_profit"]), + margin_capital=margin_cap, + leverage=lev, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style="trend_pullback", + risk_amount=risk_amt, + planned_rr=planned_rr, + actual_rr=calc_actual_rr(pnl_amount, risk_amt), + result=res, + opened_at=opened_at, + closed_at=closed_at, + ) + st = "stopped_tp" if result_label == "止盈" else ("stopped_sl" if result_label == "止损" else "stopped_manual") + conn.execute( + "UPDATE trend_pullback_plans SET status=?, message=? WHERE id=?", + (st, res, row["id"]), + ) + + +def check_trend_pullback_plans(): + ok_live, _ = ensure_exchange_live_ready() + if not ok_live: + return + conn = get_db() + rows = conn.execute("SELECT * FROM trend_pullback_plans WHERE status='active'").fetchall() + for row in rows: + try: + sym = row["symbol"] + direction = (row["direction"] or "long").lower() + ex_sym = row["exchange_symbol"] or normalize_exchange_symbol(sym) + sl = float(row["stop_loss"]) + upper = float(row["add_upper"]) + tp = float(row["take_profit"]) + lev = int(row["leverage"] or 1) + p = get_price(sym) + if not p: + continue + pf = float(p) + last_p = row["last_mark_price"] + last_pf = float(last_p) if last_p is not None else pf + + pos = get_live_position_contracts(ex_sym, direction) + if pos is None: + continue + + legs_done = int(row["legs_done"] or 0) + dca_legs = int(row["dca_legs"] or 0) + leg_amounts = [] + try: + leg_amounts = [float(x) for x in json.loads(row["leg_amounts_json"] or "[]")] + except Exception: + leg_amounts = [] + grid = [] + try: + grid = json.loads(row["grid_prices_json"] or "[]") + except Exception: + grid = [] + + hit_tp = (direction == "long" and pf >= tp) or (direction == "short" and pf <= tp) + if hit_tp and pos > 0: + try: + exchange.set_leverage(lev, ex_sym) + side = "sell" if direction == "long" else "buy" + params = build_gate_order_params(direction, reduce_only=True) + close_resp = exchange.create_order(ex_sym, "market", side, float(pos), None, params) + exit_p = extract_trade_price_from_order(close_resp) or pf + except Exception as e: + if not is_no_position_error(str(e)): + continue + exit_p = pf + _trend_finalize_plan(conn, row, "止盈", exit_p) + continue + + if pos <= 0 and int(row["first_order_done"] or 0): + exit_p = pf + _trend_finalize_plan(conn, row, "止损", exit_p) + continue + + if int(row["first_order_done"] or 0) and legs_done < len(grid) and legs_done < len(leg_amounts): + level = float(grid[legs_done]) + fired = False + if direction == "long": + if last_pf > level and pf <= level: + fired = True + else: + if last_pf < level and pf >= level: + fired = True + if fired: + amt = float(exchange.amount_to_precision(ex_sym, leg_amounts[legs_done])) + if amt > 0: + add_resp = _trend_market_add_contracts(ex_sym, direction, amt, lev) + fill_px = extract_trade_price_from_order(add_resp) or pf + old_avg = float(row["avg_entry_price"] or fill_px) + old_open = float(row["order_amount_open"] or 0) + new_open = old_open + amt + new_avg = _trend_weighted_avg(old_avg, old_open, fill_px, amt) + conn.execute( + "UPDATE trend_pullback_plans SET legs_done=?, avg_entry_price=?, order_amount_open=?, last_mark_price=? WHERE id=?", + (legs_done + 1, new_avg, new_open, pf, row["id"]), + ) + row = conn.execute("SELECT * FROM trend_pullback_plans WHERE id=?", (row["id"],)).fetchone() + try: + _trend_refresh_stop_only(ex_sym, direction, sl) + except Exception: + pass + + conn.execute( + "UPDATE trend_pullback_plans SET last_mark_price=? WHERE id=?", + (pf, row["id"]), + ) + except Exception: + continue + conn.commit() + conn.close() + + +# 关键位监控（前端已下线时仍保留函数体，后台默认不再调用） +def check_key_monitors(): + conn = get_db() + rows = conn.execute("SELECT * FROM key_monitors").fetchall() + for r in rows: + sym, typ, up, low = r["symbol"], r["monitor_type"], r["upper"], r["lower"] + direction = (r["direction"] or "long").lower() + now_dt = app_now() + if not can_notify_key_monitor(r, now_dt): + continue + try: + checks = _key_hard_checks(sym, direction, up, low, typ) + except Exception: + checks = {"ok": False} + if not checks.get("ok"): + continue + btc8h_status, _, _ = _status_by_ema55("BTC/USDT", "8h") + coin4h_status, _, _ = _status_by_ema55(sym, "4h") + risk_tip = None + if (direction == "long" and coin4h_status == "空头") or (direction == "short" and coin4h_status == "多头"): + risk_tip = "当前信号与本币4h(EMA55)主趋势逆势，建议降低仓位并严格执行止损。" + box_h = abs(float(up) - float(low)) if up is not None and low is not None else 0.0 + c_close = float(checks.get("confirm_close") or 0) + b_high = float(checks.get("breakout_high") or 0) + b_low = float(checks.get("breakout_low") or 0) + key_price = float(low) if direction == "long" else float(up) + if direction == "long": + tp1 = c_close + box_h + tp2 = c_close + box_h * 1.5 + sl1 = b_low * (1 - 0.002) if b_low > 0 else None + sl2 = key_price * (1 - 0.002) if key_price > 0 else None + else: + tp1 = c_close - box_h + tp2 = c_close - box_h * 1.5 + sl1 = b_high * (1 + 0.002) if b_high > 0 else None + sl2 = key_price * (1 + 0.002) if key_price > 0 else None + hard_lines = [ + f"量能：{'通过' if checks['vol_ok'] else '不通过'}（突破K量 {round(checks['vol_break'], 4)} / 前20均量 {round(checks['avg20'], 4)}，阈值1.3x）", + f"突破价位：{'通过' if checks['breakout_ok'] else '不通过'}（突破K收盘 {round(float(checks['breakout_close']), 8)}，关键位 {checks['edge_price']}）", + f"突破K幅度：{'通过' if checks['amp_ok'] else '不通过'}（{round(checks['amp_pct'], 4)}%，要求0.03%~0.5%）", + f"第二根确认：{'通过' if checks['confirm_ok'] else '不通过'}（确认收盘 {checks['confirm_close']}，关键位 {checks['edge_price']}）", + f"日成交量排名：{'通过' if checks['rank_ok'] else '不通过'}（{checks['rank']}/{checks['rank_total']}，要求前30）", + ] + op_lines = [ + f"方案A：止盈=箱体1.0倍（{round(tp1, 8) if tp1 else '-' }），止损=突破K极值外0.2%（{round(sl1, 8) if sl1 else '-' }）", + f"方案B：止盈=箱体1.5倍（{round(tp2, 8) if tp2 else '-' }），止损=箱体关键位外0.2%（{round(sl2, 8) if sl2 else '-' }）", + ] + trigger_time = ms_to_app_local_str(int(checks["confirm_ts"])) if checks.get("confirm_ts") else app_now_str() + msg = build_wechat_key_monitor_message( + symbol=sym, + direction=direction, + monitor_type=typ, + trigger_time=trigger_time, + key_price=key_price, + confirm_close=checks["confirm_close"], + hard_lines=hard_lines, + btc8h_status=btc8h_status, + coin4h_status=coin4h_status, + swing4h_pct=checks.get("swing4h_pct") or 0.0, + op_lines=op_lines, + risk_tip=risk_tip, + ) + send_wechat_msg(msg) + new_count = int(r["notification_count"] or 0) + 1 + max_n = int(r["max_notify"] or KEY_ALERT_MAX_TIMES) + conn.execute( + "UPDATE key_monitors SET notification_count = ?, last_notified_at = ? WHERE id = ?", + (new_count, app_now_str(), r["id"]), + ) + if new_count >= max_n: + insert_key_monitor_history(conn, r, new_count, msg, "alerts_complete") + conn.execute("DELETE FROM key_monitors WHERE id = ?", (r["id"],)) + send_wechat_msg( + "\n".join( + [ + f"# 🧾 {r['symbol']} 关键位监控结束", + "", + f"- 原因：已满 {max_n} 次提醒", + "- 状态：已自动结束并记入历史", + ] + ) + ) + conn.commit() + conn.close() + +# 止盈止损监控（已修复：严格区分多空，无默认做多） +def check_order_monitors(): + conn = get_db() + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + pid, sym, direction, trigger_price, stop_loss, take_profit = r["id"], r["symbol"], r["direction"], r["trigger_price"], r["stop_loss"], r["take_profit"] + margin_capital = r["margin_capital"] or DAILY_START_CAPITAL + leverage = r["leverage"] or infer_leverage(sym) + session_date = r["session_date"] or get_trading_day() + p = get_price(sym) + if not p: continue + + # 到达设定 R 倍后，按阶梯持续上移止损（本地风控层） + risk_amount = float(r["risk_amount"] or 0) + breakeven_armed = int(r["breakeven_armed"] or 0) + trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER) + step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0) + step_r = 1.0 if step_r <= 0 else step_r + breakeven_enabled = True + try: + if "breakeven_enabled" in r.keys(): + breakeven_enabled = int(r["breakeven_enabled"] or 0) != 0 + except Exception: + breakeven_enabled = True + if breakeven_enabled and risk_amount > 0 and trigger_rr > 0: + now_pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + now_rr = now_pnl / risk_amount + if now_rr >= trigger_rr: + steps = int((now_rr - trigger_rr) // step_r) + locked_r = max(0.0, steps * step_r) + notional = float(margin_capital or 0) * float(leverage or 0) + risk_frac = (risk_amount / notional) if notional > 0 else None + if risk_frac and risk_frac > 0: + new_sl = calc_breakeven_stop( + direction, + trigger_price, + risk_frac, + locked_r=locked_r, + offset_pct=float(r["breakeven_offset_pct"] or BREAKEVEN_OFFSET_PCT), + ) + if new_sl is not None: + should_move = (direction == "short" and new_sl < float(stop_loss)) or ( + direction == "long" and new_sl > float(stop_loss) + ) + if should_move: + conn.execute( + "UPDATE order_monitors SET stop_loss=?, breakeven_armed=1, breakeven_price=? WHERE id=?", + (new_sl, new_sl, pid), + ) + stop_loss = new_sl + arm_txt = "保本止盈" if not breakeven_armed else "移动止盈" + send_wechat_msg( + build_wechat_breakeven_message( + sym, + direction, + arm_txt, + now_rr, + locked_r, + new_sl, + ) + ) + + res = None + # 做多 + if direction == "long": + if p >= take_profit: res = "止盈" + elif p <= stop_loss: res = "止损" + # 做空 + elif direction == "short": + if p <= take_profit: res = "止盈" + elif p >= stop_loss: res = "止损" + + if res: + now = app_now() + opened_at = get_opened_at_value(r) + opened_at_ms = (r["opened_at_ms"] if "opened_at_ms" in r.keys() else None) + closed_at = now.strftime("%Y-%m-%d %H:%M:%S") + hold_seconds = calc_hold_seconds(opened_at, now) + pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + if res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(res, pnl_amount) + close_order_id = "" + try: + close_resp = close_exchange_order(r) + close_order_id = close_resp.get("id", "") + # 平仓入库优先使用交易所返回成交价；拿不到再回退拉成交明细。 + exit_p = extract_trade_price_from_order(close_resp) + if exit_p and exit_p > 0: + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + else: + ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym) + tr = fetch_latest_closing_fill( + ex_sym, + direction, + opened_at, + opened_at_ms=opened_at_ms, + ) + if tr and tr.get("price"): + try: + exit_p = float(tr["price"]) + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + if guessed_res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + except (TypeError, ValueError): + pass + ts = tr.get("timestamp") + if ts: + closed_at = ms_to_app_local_str(int(ts)) + hold_seconds = calc_hold_seconds( + opened_at, parse_dt_for_trading_day(closed_at) or now + ) + except Exception as e: + if is_no_position_error(str(e)): + ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym) + cancel_gate_swap_trigger_orders(ex_sym) + tr = fetch_latest_closing_fill( + ex_sym, + direction, + opened_at, + opened_at_ms=opened_at_ms, + ) + if tr and tr.get("price"): + try: + exit_p = float(tr["price"]) + pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage) + # 交易所已返回真实成交价时，以真实成交结果为准，避免本地轮询竞态导致误判。 + guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p) + if guessed_res: + if guessed_res == "止损" and float(pnl_amount or 0) > 0: + res = "移动止盈" if breakeven_armed else "保本止盈" + else: + res = normalize_result_with_pnl(guessed_res, pnl_amount) + else: + res = normalize_result_with_pnl(res, pnl_amount) + except (TypeError, ValueError): + pass + ts = tr.get("timestamp") + if ts: + closed_at = ms_to_app_local_str(int(ts)) + hold_seconds = calc_hold_seconds( + opened_at, parse_dt_for_trading_day(closed_at) or now + ) + insert_trade_record( + conn, + symbol=sym, + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=stop_loss, + initial_stop_loss=r["initial_stop_loss"] or stop_loss, + take_profit=take_profit, + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=res, + miss_reason="触发价已触达，仓位已由交易所止盈/止损或其他方式平掉（本地补记）", + opened_at=opened_at, + closed_at=closed_at, + ) + session_capital = update_session_capital(conn, session_date, pnl_amount) + send_wechat_msg( + build_wechat_close_message( + symbol=sym, + direction=direction, + result=f"{res}（交易所已先行平仓）", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=stop_loss, + take_profit=take_profit, + close_order_id="-", + extra_note="本地补记：仓位由交易所止盈/止损或其他方式先行平掉", + session_capital_fallback=session_capital, + ) + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (pid,)) + conn.commit() + continue + conn.execute("UPDATE order_monitors SET status='error' WHERE id=?", (pid,)) + conn.commit() + send_wechat_msg( + build_wechat_monitor_error_message( + symbol=sym, + direction=direction, + scene=f"触发{res}后交易所平仓失败", + error_text=str(e), + ) + ) + continue + cancel_gate_swap_trigger_orders(r["exchange_symbol"] or normalize_exchange_symbol(sym)) + session_capital = update_session_capital(conn, session_date, pnl_amount) + send_wechat_msg( + build_wechat_close_message( + symbol=sym, + direction=direction, + result=res, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=stop_loss, + take_profit=take_profit, + close_order_id=close_order_id or "-", + session_capital_fallback=session_capital, + ) + ) + insert_trade_record( + conn, + symbol=sym, + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=stop_loss, + initial_stop_loss=r["initial_stop_loss"] or stop_loss, + take_profit=take_profit, + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result=res, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, pid)) + conn.commit() + conn.close() + + +def force_close_before_reset(): + if not FORCE_CLOSE_ENABLED: + return + now = app_now() + # 每天北京时间指定整点小时内执行一次性兜底清仓（默认 00:xx） + if now.hour != FORCE_CLOSE_BJ_HOUR: + return + conn = get_db() + rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + for r in rows: + p = get_price(r["symbol"]) + if not p: + continue + direction = r["direction"] + trigger_price = r["trigger_price"] + margin_capital = r["margin_capital"] or DAILY_START_CAPITAL + leverage = r["leverage"] or infer_leverage(r["symbol"]) + session_date = r["session_date"] or get_trading_day(now) + opened_at = get_opened_at_value(r) + closed_at = now.strftime("%Y-%m-%d %H:%M:%S") + hold_seconds = calc_hold_seconds(opened_at, now) + pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage) + try: + close_resp = close_exchange_order(r) + close_order_id = close_resp.get("id", "") + cancel_gate_swap_trigger_orders(r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"])) + except Exception as e: + conn.execute("UPDATE order_monitors SET status='error' WHERE id=?", (r["id"],)) + conn.commit() + send_wechat_msg( + build_wechat_monitor_error_message( + symbol=r["symbol"], + direction=direction, + scene="强制清仓失败", + error_text=str(e), + ) + ) + continue + session_capital = update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=r["symbol"], + monitor_type="下单监控", + direction=direction, + trigger_price=trigger_price, + stop_loss=r["stop_loss"], + initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"], + take_profit=r["take_profit"], + margin_capital=margin_capital, + leverage=leverage, + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=r["trade_style"], + risk_amount=r["risk_amount"], + planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]), + result="强制清仓", + miss_reason=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓", + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, r["id"])) + send_wechat_msg( + build_wechat_close_message( + symbol=r["symbol"], + direction=direction, + result="强制清仓", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=trigger_price, + current_price=p, + stop_loss=r["stop_loss"], + take_profit=r["take_profit"], + close_order_id=close_order_id or "-", + extra_note=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓", + session_capital_fallback=session_capital, + ) + ) + conn.commit() + conn.close() + +# 后台线程 +def background_task(): + while True: + try: + auto_transfer_once_per_day() + conn = get_db() + reconcile_external_closes(conn) + conn.commit() + conn.close() + force_close_before_reset() + check_trend_pullback_plans() + check_order_monitors() + except: + pass + time.sleep(MONITOR_POLL_SECONDS) + + +# ====================== 登录路由 ====================== +@app.route("/login", methods=["GET", "POST"]) +def login(): + if AUTH_DISABLED: + session["logged_in"] = True + return redirect("/") + if request.method == "POST": + username = request.form.get("username") + password = request.form.get("password") + if username == USERNAME and password == PASSWORD: + session["logged_in"] = True + return redirect("/") + else: + flash("账号或密码错误") + return render_template("login.html", exchange_display=EXCHANGE_DISPLAY_NAME) + +@app.route("/logout") +def logout(): + session.clear() + return redirect("/" if AUTH_DISABLED else "/login") + +# 登录校验装饰器 +def login_required(f): + @wraps(f) + def decorated(*args, **kwargs): + if AUTH_DISABLED: + return f(*args, **kwargs) + if not session.get("logged_in"): + return redirect("/login") + return f(*args, **kwargs) + return decorated + + +@app.route("/sync_positions") +@login_required +def sync_positions(): + days_raw = (request.args.get("days") or "").strip() + sync_days = None + if days_raw: + try: + sync_days = max(1, min(365, int(days_raw))) + except Exception: + sync_days = None + conn = get_db() + synced = reconcile_external_closes(conn, days=sync_days) + conn.commit() + conn.close() + if sync_days is not None: + flash(f"同步完成：最近 {sync_days} 天内 {synced} 笔持仓已按交易所状态更新") + else: + flash(f"同步完成：{synced} 笔持仓已按交易所状态更新") + return redirect("/") + + +@app.route("/api/sync_positions", methods=["POST"]) +@login_required +def api_sync_positions(): + payload = request.get_json(silent=True) or {} + days_raw = str(payload.get("days", "")).strip() + if not days_raw: + return jsonify({"ok": False, "msg": "请填写天数"}), 400 + try: + days = int(days_raw) + except Exception: + return jsonify({"ok": False, "msg": "天数必须是整数"}), 400 + if days < 1 or days > 365: + return jsonify({"ok": False, "msg": "天数范围 1-365"}), 400 + conn = get_db() + synced = reconcile_external_closes(conn, days=days) + conn.commit() + conn.close() + return jsonify({"ok": True, "days": days, "synced": int(synced)}) + + +# ====================== 主页面 ====================== +def render_main_page(page="trade"): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + funding_capital, trading_capital = get_exchange_capitals() + # 资金账户：仅展示交易所读取结果（含 0）。不可用 TOTAL_CAPITAL 兜底，否则会与实盘不符。 + funding_usdt = round(funding_capital, 4) if funding_capital is not None else None + current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4) + recommended_capital = get_recommended_capital(current_capital) + key_list = conn.execute("SELECT * FROM key_monitors").fetchall() + key_history = conn.execute("SELECT * FROM key_monitor_history ORDER BY id DESC LIMIT 80").fetchall() + stats_bundle = compute_stats_bundle(conn, trading_day, now) + raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall() + order_list = [] + for o in raw_order_list: + order_list.append(enrich_order_item(row_to_dict(o), current_capital)) + raw_records = conn.execute("SELECT * FROM trade_records ORDER BY id DESC").fetchall() + records = [to_effective_trade_dict(r) for r in raw_records] + total = len(records) + miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过") + win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")) + occupied_miss_total = sum( + 1 + for r in records + if (r.get("effective_result") or "") == "错过" + and ("持仓占用" in str(r.get("effective_miss_reason") or "")) + ) + rate = round(win/total*100,2) if total else 0 + active_count = len(order_list) + trend_active = conn.execute( + "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'" + ).fetchone()[0] + trend_plans = conn.execute( + "SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC" + ).fetchall() + can_trade = ( + trading_day_reset_allows_new_open(now) + and active_count == 0 + and int(trend_active or 0) == 0 + ) + trend_preview = None + trend_preview_levels = [] + preview_expires_ms = None + trend_preview_expired = False + trend_preview_id_arg = "" + if page == "trade": + _trend_cleanup_stale_previews(conn) + trend_preview_id_arg = (request.args.get("preview_id") or "").strip() + if trend_preview_id_arg: + pr = conn.execute( + "SELECT * FROM trend_pullback_previews WHERE id=?", + (trend_preview_id_arg,), + ).fetchone() + now_ms = int(time.time() * 1000) + if pr and int(pr["expires_at_ms"] or 0) >= now_ms: + trend_preview = row_to_dict(pr) + preview_expires_ms = int(pr["expires_at_ms"]) + try: + grid = json.loads(trend_preview.get("grid_prices_json") or "[]") + legs = json.loads(trend_preview.get("leg_amounts_json") or "[]") + except Exception: + grid, legs = [], [] + for i, pair in enumerate(zip(grid, legs), 1): + trend_preview_levels.append({"i": i, "price": pair[0], "contracts": pair[1]}) + elif pr: + trend_preview_expired = True + conn.close() + return render_template( + "index.html", + page=page, + key=key_list, + key_history=key_history, + stats_bundle=stats_bundle, + order=order_list, + record=records, + total=total, + miss_count=miss_count, + rate=rate, + trading_day=trading_day, + funding_usdt=funding_usdt, + daily_start_capital=DAILY_START_CAPITAL, + current_capital=current_capital, + recommended_capital=recommended_capital, + btc_leverage=BTC_LEVERAGE, + alt_leverage=ALT_LEVERAGE, + reset_hour=TRADING_DAY_RESET_HOUR, + balance_refresh_seconds=BALANCE_REFRESH_SECONDS, + auto_transfer_enabled=AUTO_TRANSFER_ENABLED, + auto_transfer_amount=AUTO_TRANSFER_AMOUNT, + auto_transfer_from=AUTO_TRANSFER_FROM, + auto_transfer_to=AUTO_TRANSFER_TO, + auto_transfer_bj_hour=AUTO_TRANSFER_BJ_HOUR, + full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + active_count=active_count, + can_trade=can_trade, + trend_plans=trend_plans, + trend_pullback_dca_legs=TREND_PULLBACK_DCA_LEGS, + trend_pullback_preview_ttl=TREND_PULLBACK_PREVIEW_TTL_SECONDS, + trend_preview=trend_preview, + trend_preview_levels=trend_preview_levels, + preview_expires_ms=preview_expires_ms, + trend_preview_expired=trend_preview_expired, + trend_preview_id_arg=trend_preview_id_arg, + trend_preview_max_drift_pct=TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT, + focus_key_id=(key_list[0]["id"] if key_list else None), + focus_order_id=(order_list[0]["id"] if order_list else None), + data_export_version=2, + key_alert_max_times=KEY_ALERT_MAX_TIMES, + risk_percent=RISK_PERCENT, + breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER, + breakeven_offset_pct=BREAKEVEN_OFFSET_PCT, + occupied_miss_total=occupied_miss_total, + price_fmt=format_price_for_symbol, + entry_reason_options=list(ENTRY_REASON_OPTIONS), + entry_reason_other_value=ENTRY_REASON_OTHER, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/") +@login_required +def index(): + return redirect("/trade") + + +@app.route("/trade") +@login_required +def trade_page(): + return render_main_page("trade") + + +@app.route("/records") +@login_required +def records_page(): + return render_main_page("records") + + +@app.route("/stats") +@login_required +def stats_page(): + return render_main_page("stats") + + +@app.route("/api/account_snapshot") +@login_required +def api_account_snapshot(): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + funding_capital, trading_capital = get_exchange_capitals(force=True) + funding_usdt = round(funding_capital, 4) if funding_capital is not None else None + current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4) + recommended_capital = get_recommended_capital(current_capital) + active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0] + conn.close() + can_trade = trading_day_reset_allows_new_open(now) and active_count == 0 + available_trading_usdt = get_available_trading_usdt() + return jsonify({ + "funding_usdt": funding_usdt, + "current_capital": current_capital, + "available_trading_usdt": round(available_trading_usdt, 4) if available_trading_usdt is not None else None, + "recommended_capital": recommended_capital, + "active_count": active_count, + "can_trade": can_trade, + "trading_day": trading_day + }) + + +@app.route("/api/price_snapshot") +@login_required +def api_price_snapshot(): + conn = get_db() + key_rows = conn.execute("SELECT id,symbol,monitor_type,direction,upper,lower FROM key_monitors").fetchall() + order_rows = conn.execute( + "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'" + ).fetchall() + conn.close() + + symbol_set = set() + for r in key_rows: + symbol_set.add(r["symbol"]) + for r in order_rows: + symbol_set.add(r["symbol"]) + + prices = {} + for s in symbol_set: + p = get_price(s) + if p is not None: + prices[s] = float(p) + + all_swap_positions = [] + if exchange_private_api_configured(): + try: + ensure_markets_loaded() + # 显式 USDT 本位；不传 symbols 拉全量，再在本地按合约对齐 + all_swap_positions = exchange.fetch_positions(None, {"settle": "usdt"}) or [] + except Exception: + try: + all_swap_positions = exchange.fetch_positions() or [] + except Exception: + all_swap_positions = [] + + key_prices = [] + for r in key_rows: + price = prices.get(r["symbol"]) + if price is None: + continue + upper_diff, upper_pct = calc_price_diff_pct(price, r["upper"]) + lower_diff, lower_pct = calc_price_diff_pct(price, r["lower"]) + gate = None + try: + gate = _key_hard_checks(r["symbol"], (r["direction"] or "long").lower(), r["upper"], r["lower"], r["monitor_type"]) + except Exception: + gate = None + gate_summary = "-" + gate_metrics = "" + if gate: + rank_seg = "ERR" if int(gate.get("rank_total") or 0) <= 0 else f"{gate.get('rank')}/{gate.get('rank_total')}" + gate_summary = ( + f"量:{'Y' if gate.get('vol_ok') else 'N'} " + f"破:{'Y' if gate.get('breakout_ok') else 'N'} " + f"幅:{'Y' if gate.get('amp_ok') else 'N'} " + f"二确:{'Y' if gate.get('confirm_ok') else 'N'} " + f"排:{'Y' if gate.get('rank_ok') else 'N'}({rank_seg})" + ) + if gate.get("breakout_ok"): + try: + vol_now = round(float(gate.get("vol_break") or 0), 4) + vol_avg = round(float(gate.get("avg20") or 0), 4) + amp_pct = round(float(gate.get("amp_pct") or 0), 4) + cfm_close = round(float(gate.get("confirm_close") or 0), 8) + edge = round(float(gate.get("edge_price") or 0), 8) + gate_metrics = ( + f"量值:{vol_now}/{vol_avg} " + f"幅值:{amp_pct}% " + f"二确值:{cfm_close}@{edge}" + ) + except Exception: + gate_metrics = "" + key_prices.append({ + "id": r["id"], + "symbol": r["symbol"], + "price": round(price, 6), + "upper_diff": upper_diff, + "upper_pct": upper_pct, + "lower_diff": lower_diff, + "lower_pct": lower_pct, + "gate_summary": gate_summary, + "gate_ok": bool(gate and gate.get("ok")), + "gate_metrics": gate_metrics, + }) + + order_prices = [] + for r in order_rows: + price = prices.get(r["symbol"]) + if price is None: + continue + margin = float(r["margin_capital"] or 0) + leverage = float(r["leverage"] or 0) + entry = float(r["trigger_price"] or 0) + pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0 + pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0 + rr_ratio = calc_rr_ratio(r["direction"], entry, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]) + ex_sym = resolve_monitor_exchange_symbol(r) + prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"]) + lev_row = r["leverage"] if "leverage" in r.keys() else None + ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None + payload = { + "id": r["id"], + "symbol": r["symbol"], + "price": round(price, 6), + "float_pnl": round(pnl, 6), + "float_pct": pnl_pct, + "rr_ratio": rr_ratio, + "plan_margin": round(margin, 4) if margin else None, + "exchange_initial_margin": None, + "exchange_notional": None, + "exchange_mark_price": None, + "pnl_source": "plan", + } + if ex_metrics: + if ex_metrics.get("initial_margin") is not None: + payload["exchange_initial_margin"] = ex_metrics["initial_margin"] + if ex_metrics.get("notional") is not None: + payload["exchange_notional"] = ex_metrics["notional"] + if ex_metrics.get("mark_price") is not None: + payload["exchange_mark_price"] = ex_metrics["mark_price"] + if ex_metrics.get("unrealized_pnl") is not None: + payload["float_pnl"] = round(float(ex_metrics["unrealized_pnl"]), 6) + payload["pnl_source"] = "exchange" + denom = ex_metrics.get("initial_margin") or margin + payload["float_pct"] = ( + round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct + ) + order_prices.append(payload) + + return jsonify({ + "updated_at": app_now_str(), + "key_prices": key_prices, + "order_prices": order_prices, + "positions_raw_count": len(all_swap_positions), + }) + + +@app.route("/api/symbol_liquidity_rank") +@login_required +def api_symbol_liquidity_rank(): + symbol = normalize_symbol_input(request.args.get("symbol")) + if not symbol: + return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400 + rank, total = _daily_volume_rank(symbol) + if total <= 0: + return jsonify({"ok": False, "msg": "日成交量排名读取失败"}), 502 + if rank is None: + return jsonify({"ok": True, "symbol": symbol, "rank": None, "total": int(total), "in_top30": False}) + return jsonify( + { + "ok": True, + "symbol": symbol, + "rank": int(rank), + "total": int(total), + "in_top30": bool(rank <= 30), + } + ) + + +@app.route("/api/order_defaults") +@login_required +def api_order_defaults(): + symbol = normalize_symbol_input(request.args.get("symbol")) + direction = (request.args.get("direction") or "long").strip().lower() + if not symbol: + return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400 + if direction not in ("long", "short"): + direction = "long" + exchange_symbol = normalize_exchange_symbol(symbol) + leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol) + available = get_available_trading_usdt() + return jsonify({ + "ok": True, + "symbol": symbol, + "exchange_symbol": exchange_symbol, + "direction": direction, + "leverage": leverage, + "available_trading_usdt": round(available, 4) if available is not None else None + }) + + +@app.route("/order_focus") +@login_required +def order_focus(): + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + _, trading_capital_live = get_exchange_capitals() + current_capital = round(trading_capital_live, 4) if trading_capital_live is not None else round(local_current_capital, 4) + raw_orders = conn.execute("SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC").fetchall() + conn.close() + orders = [enrich_order_item(row_to_dict(r), current_capital) for r in raw_orders] + picked_id = request.args.get("order_id", "").strip() + selected = None + if picked_id.isdigit(): + selected = next((o for o in orders if int(o["id"]) == int(picked_id)), None) + if selected is None and orders: + selected = orders[0] + return render_template( + "order_focus_v2.html", + orders=orders, + selected_order=selected, + default_timeframe=KLINE_TIMEFRAME, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/api/order_kline") +@login_required +def api_order_kline(): + order_id_raw = (request.args.get("order_id") or "").strip() + if not order_id_raw.isdigit(): + return jsonify({"ok": False, "msg": "order_id 无效"}), 400 + order_id = int(order_id_raw) + timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip() + allowed_tfs = {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"} + if timeframe not in allowed_tfs: + timeframe = KLINE_TIMEFRAME + limit = 100 + + now = app_now() + trading_day = get_trading_day(now) + conn = get_db() + session_row = ensure_session(conn, trading_day) + local_current_capital = float(session_row["current_capital"]) + _, trading_capital_live = get_exchange_capitals() + current_capital = round(trading_capital_live, 4) if trading_capital_live is not None else round(local_current_capital, 4) + row = conn.execute("SELECT * FROM order_monitors WHERE id=? AND status='active'", (order_id,)).fetchone() + conn.close() + if not row: + return jsonify({"ok": False, "msg": "订单不存在或已结束"}), 404 + + order_item = enrich_order_item(row_to_dict(row), current_capital) + exchange_symbol = order_item.get("exchange_symbol") or normalize_exchange_symbol(order_item["symbol"]) + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit) + except Exception as e: + return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500 + + candles = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + ts = int(bar[0] // 1000) + candles.append({ + "time": ts, + "open": float(bar[1]), + "high": float(bar[2]), + "low": float(bar[3]), + "close": float(bar[4]), + "volume": float(bar[5]), + }) + + current_price = get_price(order_item["symbol"]) + 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 = calc_pnl(order_item.get("direction") or "long", entry, current_price, margin, leverage) if current_price else 0 + float_pct = round((float_pnl / margin * 100), 4) if margin > 0 else 0 + + return jsonify({ + "ok": True, + "timeframe": timeframe, + "limit": limit, + "order": { + "id": order_item["id"], + "symbol": order_item["symbol"], + "direction": order_item.get("direction") or "long", + "trigger_price": order_item.get("trigger_price"), + "stop_loss": order_item.get("stop_loss"), + "take_profit": order_item.get("take_profit"), + "margin_capital": order_item.get("margin_capital"), + "leverage": order_item.get("leverage"), + "position_ratio": order_item.get("position_ratio"), + "rr_ratio": order_item.get("rr_ratio"), + "breakeven_enabled": bool(int(order_item.get("breakeven_enabled") or 0)), + "current_price": round(float(current_price), 8) if current_price else None, + "float_pnl": round(float(float_pnl), 6), + "float_pct": float_pct, + }, + "candles": candles, + "updated_at": app_now_str(), + }) + + +@app.route("/key_focus") +@login_required +def key_focus(): + conn = get_db() + key_rows = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall() + conn.close() + key_list = [row_to_dict(r) for r in key_rows] + + key_id_raw = (request.args.get("key_id") or "").strip() + symbol_query = normalize_symbol_input(request.args.get("symbol")) + selected_key = None + if key_id_raw.isdigit(): + selected_key = next((k for k in key_list if int(k["id"]) == int(key_id_raw)), None) + if selected_key is None and symbol_query: + selected_key = next((k for k in key_list if (k.get("symbol") or "").upper() == symbol_query), None) + if selected_key is None and key_list: + selected_key = key_list[0] + default_symbol = symbol_query or ((selected_key or {}).get("symbol")) or "BTC/USDT" + return render_template( + "key_focus_v2.html", + key_list=key_list, + selected_key=selected_key, + default_symbol=default_symbol, + default_timeframe=KLINE_TIMEFRAME, + default_kline_limit=200, + price_refresh_seconds=PRICE_REFRESH_SECONDS, + exchange_display=EXCHANGE_DISPLAY_NAME, + ) + + +@app.route("/api/key_kline") +@login_required +def api_key_kline(): + key_id_raw = (request.args.get("key_id") or "").strip() + symbol_input = normalize_symbol_input(request.args.get("symbol")) + timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip() + if timeframe not in {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"}: + timeframe = KLINE_TIMEFRAME + limit = normalize_kline_limit(request.args.get("limit"), default=200) + + conn = get_db() + key_row = None + if key_id_raw.isdigit(): + key_row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (int(key_id_raw),)).fetchone() + if key_row is None and symbol_input: + key_row = conn.execute( + "SELECT * FROM key_monitors WHERE upper(symbol)=? ORDER BY id DESC LIMIT 1", + (symbol_input,), + ).fetchone() + if key_row is not None: + symbol = (key_row["symbol"] or "").upper() + else: + symbol = symbol_input + conn.close() + if not symbol: + return jsonify({"ok": False, "msg": "请先输入币种或选择关键位"}), 400 + + exchange_symbol = normalize_exchange_symbol(symbol) + try: + ensure_markets_loaded() + ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit) + except Exception as e: + return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500 + + candles = [] + for bar in ohlcv or []: + if not bar or len(bar) < 6: + continue + candles.append({ + "time": int(bar[0] // 1000), + "open": float(bar[1]), + "high": float(bar[2]), + "low": float(bar[3]), + "close": float(bar[4]), + "volume": float(bar[5]), + }) + + current_price = get_price(symbol) + key_info = None + if key_row is not None: + upper = float(key_row["upper"]) if key_row["upper"] is not None else None + lower = float(key_row["lower"]) if key_row["lower"] is not None else None + upper_diff, upper_pct = calc_price_diff_pct(current_price, upper) if current_price else (None, None) + lower_diff, lower_pct = calc_price_diff_pct(current_price, lower) if current_price else (None, None) + key_info = { + "id": key_row["id"], + "monitor_type": key_row["monitor_type"], + "direction": key_row["direction"] or "long", + "upper": upper, + "lower": lower, + "notification_count": int(key_row["notification_count"] or 0), + "upper_diff": upper_diff, + "upper_pct": upper_pct, + "lower_diff": lower_diff, + "lower_pct": lower_pct, + } + + return jsonify({ + "ok": True, + "symbol": symbol, + "timeframe": timeframe, + "limit": limit, + "current_price": round(float(current_price), 8) if current_price is not None else None, + "key_monitor": key_info, + "candles": candles, + "updated_at": app_now_str(), + }) + + +@app.route("/add_key", methods=["POST"]) +@login_required +def add_key(): + d = request.form + symbol = normalize_symbol_input(d.get("symbol")) + if not symbol: + flash("symbol 不能为空") + return redirect("/") + rank, total = _daily_volume_rank(symbol) + if rank is None: + flash("日成交量排名读取失败，请稍后重试") + return redirect("/") + if rank > 30: + flash(f"{symbol} 当前日成交量排名为 {rank}/{total}，不在前30，已拒绝添加关键位") + return redirect("/") + conn = get_db() + conn.execute("INSERT INTO key_monitors (symbol,monitor_type,direction,upper,lower) VALUES (?,?,?,?,?)", + (symbol, d["type"], d.get("direction", "long"), d["upper"], d["lower"])) + conn.commit() + conn.close() + flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）") + return redirect("/") + +@app.route("/add_order", methods=["POST"]) +@login_required +def add_order(): + d = request.form + now = app_now() + conn = get_db() + direction = d.get("direction", "long") + symbol = normalize_symbol_input(d.get("symbol")) + if not symbol: + conn.close() + flash("symbol 不能为空") + return redirect("/") + ok, reason = precheck_risk(conn, symbol, direction) + if not ok: + if "一次只能持有一个仓位" in reason: + try: + tp_raw = parse_positive_float(d.get("tp")) + sl_raw = parse_positive_float(d.get("sl")) + tgt_raw = parse_positive_float(d.get("tgt")) + except Exception: + tp_raw = sl_raw = tgt_raw = None + insert_trade_record( + conn, + symbol=symbol, + monitor_type="下单监控", + direction=direction if direction in ("long", "short") else "long", + trigger_price=tp_raw or 0, + stop_loss=sl_raw or 0, + take_profit=tgt_raw or 0, + result="错过", + miss_reason="持仓占用：一次只能持有一个仓位", + opened_at=app_now_str(), + closed_at=app_now_str(), + ) + conn.commit() + conn.close() + flash(f"风控拒绝下单：{reason}") + return redirect("/") + ok_live, reason_live = ensure_exchange_live_ready() + if not ok_live: + conn.close() + flash(f"风控拒绝下单：{reason_live}") + return redirect("/") + exchange_symbol = normalize_exchange_symbol(symbol) + default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol) + try: + leverage_input = parse_positive_float(d.get("leverage")) + leverage = int(leverage_input) if leverage_input is not None else default_leverage + except Exception: + conn.close() + flash("杠杆参数格式错误") + return redirect("/") + if leverage <= 0: + conn.close() + flash("杠杆必须大于0") + return redirect("/") + + trading_day = get_trading_day(now) + opens_today_before = conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date=?", + (trading_day,), + ).fetchone()[0] + session_row = ensure_session(conn, trading_day) + _, trading_capital_live = get_exchange_capitals(force=True) + capital_base = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"]) + trade_style = (d.get("trade_style") or DEFAULT_TRADE_STYLE or "trend").strip().lower() + if trade_style not in ("trend", "swing"): + trade_style = "trend" + available_usdt = get_available_trading_usdt() + live_price = get_price(symbol) + if live_price is None: + conn.close() + flash("获取交易所实时价格失败，请稍后重试") + return redirect("/") + sltp_mode = (d.get("sltp_mode") or "price").strip().lower() + if sltp_mode not in ("price", "pct"): + sltp_mode = "price" + if sltp_mode == "pct": + try: + sl_pct = float(d.get("sl_pct") or 0) + tp_pct = float(d.get("tp_pct") or 0) + if sl_pct <= 0 or tp_pct <= 0: + raise ValueError("pct") + sl_ratio = sl_pct / 100.0 + tp_ratio = tp_pct / 100.0 + if direction == "short": + stop_loss = float(live_price) * (1 + sl_ratio) + take_profit = float(live_price) * (1 - tp_ratio) + else: + stop_loss = float(live_price) * (1 - sl_ratio) + take_profit = float(live_price) * (1 + tp_ratio) + except Exception: + conn.close() + flash("百分比止盈止损参数错误，请填写正数百分比") + return redirect("/") + else: + try: + stop_loss = float(d["sl"]) + take_profit = float(d["tgt"]) + except Exception: + conn.close() + flash("价格参数格式错误") + return redirect("/") + if stop_loss <= 0 or take_profit <= 0: + conn.close() + flash("价格参数必须大于0") + return redirect("/") + risk_fraction = calc_risk_fraction(direction, live_price, stop_loss) + if risk_fraction is None: + conn.close() + flash("止损方向不合法：请检查入场方向与止损价格关系") + return redirect("/") + risk_percent = max(0.01, float(RISK_PERCENT)) + risk_amount = round(capital_base * risk_percent / 100.0, 4) + notional_value = round(risk_amount / risk_fraction, 4) + margin_capital = round(notional_value / leverage, 4) + if capital_base and margin_capital > capital_base: + conn.close() + flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例") + return redirect("/") + if available_usdt is not None: + max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4) + if margin_capital > max_margin: + conn.close() + flash(f"保证金不足：交易账户可用约 {round(available_usdt,4)}U，当前最多建议 {max_margin}U") + return redirect("/") + position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0 + try: + amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price) + contract_size = get_contract_size(exchange_symbol) + base_amount = round(float(amount) * contract_size, 8) + order_resp = place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=stop_loss, take_profit=take_profit) + open_order_id = order_resp.get("id", "") + tpsl_attached = bool(order_resp.get("tpsl_attached")) + trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price) + except Exception as e: + conn.close() + flash(friendly_exchange_error(e, available_usdt=available_usdt)) + return redirect("/") + + make_order_chart = d.get("order_chart", "").lower() in ("1", "true", "on", "yes") + opened_at_bj = app_now_str() + opened_at_ms = _to_ms_with_fallback(None, opened_at_bj) + planned_rr = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit) + breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER) + breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT) + breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0 + risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage) or risk_amount + if direction == "short": + breakeven_price = round(float(trigger_price) * (1 - breakeven_offset_pct / 100.0), 8) + else: + breakeven_price = round(float(trigger_price) * (1 + breakeven_offset_pct / 100.0), 8) + breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0 + conn.execute( + "INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + ( + symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit, + margin_capital, leverage, trade_style, risk_percent, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price, + breakeven_enabled, + notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day + ) + ) + conn.commit() + new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0]) + opens_today_after = conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date=?", + (trading_day,), + ).fetchone()[0] + conn.close() + + chart_name = None + chart_url = None + if make_order_chart and ORDER_CHART_ENABLED: + try: + title_prefix = f"{symbol} {direction} #{new_order_id}" + chart_name = generate_order_open_chart(exchange_symbol, title_prefix) + if chart_name: + chart_url = f"/static/images/order_charts/{chart_name}" + except Exception: + chart_name = None + chart_url = None + + if chart_name: + try: + journal_id = f"order_{new_order_id}" + coin = journal_coin_from_symbol(symbol) + open_local = (opened_at_bj or "")[:16].replace(" ", "T") + if len(open_local) < 16: + open_local = app_now().strftime("%Y-%m-%dT%H:%M") + close_local = open_local + hold_duration = calc_duration_text(open_local, close_local) + note = ( + f"auto_from_open_order id={new_order_id} oid={open_order_id} " + f"chart={chart_name} tfs={','.join(ORDER_CHART_TFS)} limit={ORDER_CHART_LIMIT}" + ) + conn = get_db() + conn.execute( + """INSERT OR REPLACE INTO journal_entries + (id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason, + expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note, + mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare, + new_trade_while_occupied, note, image) + VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + journal_id, + open_local, + close_local, + hold_duration, + coin, + "multi", + "0", + "auto:open", + "待平仓", + "", + "", + "否", + "", + "", + "", + None, + None, + None, + "", + "否", + "否", + note, + chart_name, + ), + ) + conn.commit() + conn.close() + except Exception: + try: + conn.close() + except Exception: + pass + + _, trading_capital_after = get_exchange_capitals(force=True) + account_base_display = ( + round(float(trading_capital_after), 4) + if trading_capital_after is not None + else round(float(capital_base), 4) + ) + account_name = (os.getenv("GATE_ACCOUNT_LABEL") or "gate实盘账户").strip() + dir_text = "多头（long）" if direction == "long" else "空头（short）" + order_state_text = ( + "已在交易所挂条件委托（止盈、止损各一张触发单）" + if tpsl_attached + else "条件委托未挂上（已拦截）" + ) + rr_show = planned_rr if planned_rr is not None else "-" + try: + rr_show_fmt = round(float(planned_rr), 4) if planned_rr is not None else None + except (TypeError, ValueError): + rr_show_fmt = None + rr_line = f"RR {rr_show_fmt} : 1" if rr_show_fmt is not None else f"RR {rr_show} : 1" + ep_wx = format_price_for_symbol(symbol, trigger_price) + sl_wx = format_price_for_symbol(symbol, stop_loss) + tp_wx = format_price_for_symbol(symbol, take_profit) + be_wx = format_price_for_symbol(symbol, breakeven_price) + style_zh = "Swing 波段" if trade_style == "swing" else "Trend 趋势" + wx_lines = [ + f"📈 {symbol} 开仓成功", + f"💼 交易类型：{dir_text}", + "🧾 订单基础信息", + f"🔖 交易所订单 ID：{open_order_id}", + f"📈 交易风格：{style_zh}", + f"⚠️ 单笔风控风险：{risk_percent}% ≈ {round(float(risk_amount_final), 4)} U", + "📊 仓位配置详情", + f"账户基数：{account_base_display} USDT", + f"合约杠杆：{leverage} 倍", + f"名义仓位：{notional_value} USDT", + f"仓位占比：{position_ratio}%", + f"合约张数：{amount} 张", + f"折算标的：{base_amount} {journal_coin_from_symbol(symbol)}", + "🎯 价位 & 盈亏比", + f"开仓成交价：{ep_wx}", + f"止损价位：{sl_wx}", + f"止盈价位：{tp_wx}", + f"计划盈亏比：{rr_line}", + f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", + "📌 状态统计", + f"✅ 条件委托：{order_state_text}", + f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + ] + if chart_url: + wx_lines.append(f"多周期K线图：{chart_url}") + send_wechat_msg("\n".join(wx_lines)) + + flash_lines = [ + f"机器人开单成功：风格 {trade_style}；风险 {risk_percent}%≈{risk_amount_final}U；基数 {margin_capital}U，杠杆 {leverage}x，名义仓位 {notional_value}U，仓位占比 {position_ratio}%，合约张数 {amount}（折算标的 {base_amount}），" + f"计划RR {planned_rr if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", + f"本交易日累计开仓：{opens_today_after}", + ] + if chart_url: + flash_lines.append(f"已生成多周期K线图：{chart_url}") + flash(" ".join(flash_lines)) + + if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + advice = ai_short_advice( + f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" + f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。" + f"用户自述“上头了”。请给克制提醒。" + ) + if advice: + send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") + flash(f"【AI提醒】今日开仓次数已达 {opens_today_after}：{advice[:300]}") + return redirect("/") + + +@app.route("/preview_trend_pullback", methods=["POST"]) +@login_required +def preview_trend_pullback(): + conn = get_db() + _trend_cleanup_stale_previews(conn) + okp, reasonp = precheck_trend_pullback_start(conn) + if not okp: + conn.close() + flash(reasonp) + return redirect(url_for("trade_page")) + ok_live, reason_live = ensure_exchange_live_ready() + if not ok_live: + conn.close() + flash(reason_live) + return redirect(url_for("trade_page")) + payload, err = parse_and_compute_trend_pullback_plan(request.form) + if err: + conn.close() + flash(err) + return redirect(url_for("trade_page")) + pid = str(uuid.uuid4()) + exp_ms = int(time.time() * 1000) + int(TREND_PULLBACK_PREVIEW_TTL_SECONDS) * 1000 + created = app_now_str() + conn.execute( + """INSERT INTO trend_pullback_previews ( + id,symbol,exchange_symbol,direction,leverage,stop_loss,add_upper,take_profit,risk_percent, + snapshot_available_usdt,snapshot_at,live_price_ref,plan_margin_capital,target_order_amount,first_order_amount,remainder_total, + dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,expires_at_ms,created_at + ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + pid, + payload["symbol"], + payload["exchange_symbol"], + payload["direction"], + payload["leverage"], + payload["stop_loss"], + payload["add_upper"], + payload["take_profit"], + payload["risk_percent"], + payload["snapshot_available_usdt"], + payload["snapshot_at"], + payload["live_price_ref"], + payload["plan_margin_capital"], + payload["target_order_amount"], + payload["first_order_amount"], + payload["remainder_total"], + payload["dca_legs"], + payload["per_leg_amount"], + payload["grid_prices_json"], + payload["leg_amounts_json"], + exp_ms, + created, + ), + ) + conn.commit() + conn.close() + flash(f"预览已生成，有效期 {TREND_PULLBACK_PREVIEW_TTL_SECONDS} 秒，请核对后点击「确认执行」。") + return redirect(url_for("trade_page", preview_id=pid)) + + +@app.route("/execute_trend_pullback", methods=["POST"]) +@login_required +def execute_trend_pullback(): + pid = (request.form.get("preview_id") or "").strip() + if not pid: + flash("缺少预览 ID") + return redirect(url_for("trade_page")) + conn = get_db() + _trend_cleanup_stale_previews(conn) + pr = conn.execute("SELECT * FROM trend_pullback_previews WHERE id=?", (pid,)).fetchone() + now_ms = int(time.time() * 1000) + if not pr or int(pr["expires_at_ms"] or 0) < now_ms: + conn.close() + flash("预览已过期或不存在，请重新生成预览") + return redirect(url_for("trade_page")) + okp, reasonp = precheck_trend_pullback_start(conn) + if not okp: + conn.close() + flash(reasonp) + return redirect(url_for("trade_page", preview_id=pid)) + ok_live, reason_live = ensure_exchange_live_ready() + if not ok_live: + conn.close() + flash(reason_live) + return redirect(url_for("trade_page", preview_id=pid)) + snap_prev = float(pr["snapshot_available_usdt"] or 0) + snap_now = get_available_trading_usdt() + if snap_now is None or snap_now <= 0: + conn.close() + flash("无法读取当前合约可用余额，请稍后重试") + return redirect(url_for("trade_page", preview_id=pid)) + drift_pct = abs(float(snap_now) - snap_prev) / max(snap_prev, 1e-9) * 100.0 + if drift_pct > float(TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT): + conn.close() + flash( + f"当前可用余额与预览快照偏差 {drift_pct:.2f}%，超过允许 {TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT}% ，请重新生成预览" + ) + return redirect(url_for("trade_page")) + symbol = pr["symbol"] + exchange_symbol = pr["exchange_symbol"] + direction = pr["direction"] or "long" + leverage = int(pr["leverage"] or 1) + stop_loss = float(pr["stop_loss"]) + add_upper = float(pr["add_upper"]) + take_profit = float(pr["take_profit"]) + risk_percent = float(pr["risk_percent"] or 5) + snap = float(snap_now) + margin_plan = float(pr["plan_margin_capital"] or 0) + target_amt = float(pr["target_order_amount"] or 0) + first_amt = float(pr["first_order_amount"] or 0) + remainder_total = float(pr["remainder_total"] or 0) + n_legs = int(pr["dca_legs"] or 0) + per_ref = float(pr["per_leg_amount"] or 0) + grid_json = pr["grid_prices_json"] or "[]" + leg_json = pr["leg_amounts_json"] or "[]" + live_price = get_price(symbol) + if live_price is None: + conn.close() + flash("获取实时价格失败") + return redirect(url_for("trade_page", preview_id=pid)) + try: + o1 = place_exchange_order(exchange_symbol, direction, first_amt, leverage, stop_loss=None, take_profit=None) + fill1 = resolve_order_entry_price(o1, exchange_symbol, live_price) + _trend_refresh_stop_only(exchange_symbol, direction, stop_loss) + except Exception as e: + conn.close() + flash(friendly_exchange_error(e, available_usdt=snap_now)) + return redirect(url_for("trade_page", preview_id=pid)) + now = app_now() + trading_day = get_trading_day(now) + opened_at = app_now_str() + opened_ms = _to_ms_with_fallback(None, opened_at) + conn.execute( + """INSERT INTO trend_pullback_plans ( + status,symbol,exchange_symbol,direction,leverage,stop_loss,add_upper,take_profit,risk_percent, + snapshot_available_usdt,snapshot_at,plan_margin_capital,target_order_amount,first_order_amount,remainder_total, + dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,legs_done,first_order_done,last_mark_price,avg_entry_price,order_amount_open,opened_at,opened_at_ms,session_date,message + ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + "active", + symbol, + exchange_symbol, + direction, + leverage, + stop_loss, + add_upper, + take_profit, + risk_percent, + snap, + opened_at, + margin_plan, + target_amt, + first_amt, + remainder_total, + n_legs, + per_ref, + grid_json, + leg_json, + 0, + 1, + float(live_price), + fill1, + first_amt, + opened_at, + opened_ms, + trading_day, + f"预览ID:{pid[:8]}…", + ), + ) + conn.execute("DELETE FROM trend_pullback_previews WHERE id=?", (pid,)) + conn.commit() + conn.close() + flash( + f"趋势回调已执行：可用余额（执行时）{round(snap, 4)}U；计划保证金约 {round(margin_plan, 4)}U；" + f"总张数约 {target_amt}，首仓 {first_amt}，补仓 {n_legs} 档；已挂交易所止损，止盈由程序监控。" + ) + return redirect(url_for("trade_page")) + + +@app.route("/cancel_trend_pullback_preview", methods=["POST"]) +@login_required +def cancel_trend_pullback_preview(): + pid = (request.form.get("preview_id") or "").strip() + conn = get_db() + if pid: + conn.execute("DELETE FROM trend_pullback_previews WHERE id=?", (pid,)) + conn.commit() + conn.close() + flash("已取消预览") + return redirect(url_for("trade_page")) + + +@app.route("/stop_trend_pullback/") +@login_required +def stop_trend_pullback(pid): + conn = get_db() + row = conn.execute("SELECT * FROM trend_pullback_plans WHERE id=? AND status='active'", (pid,)).fetchone() + if not row: + conn.close() + flash("未找到运行中的趋势回调计划") + return redirect("/trade") + ex_sym = row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]) + direction = row["direction"] or "long" + lev = int(row["leverage"] or 1) + px = get_price(row["symbol"]) + exit_p = float(px) if px is not None else 0.0 + ok_live, _ = ensure_exchange_live_ready() + if ok_live: + pos = get_live_position_contracts(ex_sym, direction) + if pos is not None and pos > 0: + try: + exchange.set_leverage(lev, ex_sym) + side = "sell" if direction == "long" else "buy" + params = build_gate_order_params(direction, reduce_only=True) + close_resp = exchange.create_order(ex_sym, "market", side, float(pos), None, params) + ep = extract_trade_price_from_order(close_resp) + if ep: + exit_p = float(ep) + except Exception as e: + if not is_no_position_error(str(e)): + conn.close() + flash(f"平仓失败：{e}") + return redirect("/trade") + try: + cancel_all_open_orders_for_symbol(ex_sym) + except Exception: + pass + _trend_finalize_plan(conn, row, "手动平仓", exit_p) + conn.commit() + conn.close() + flash("已结束趋势回调计划（市价平仓、撤单）") + return redirect("/trade") + + +@app.route("/delete_key_monitor/", methods=["POST"]) +@login_required +def delete_key_monitor(kid): + conn = get_db() + row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (kid,)).fetchone() + if not row: + conn.close() + return jsonify({"ok": False, "error": "not_found"}) + insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual") + cur = conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0}) + + +@app.route("/delete_key_history/", methods=["POST"]) +@login_required +def delete_key_history(hid): + conn = get_db() + cur = conn.execute("DELETE FROM key_monitor_history WHERE id=?", (hid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0}) + + +@app.route("/del_key/") +@login_required +def del_key(id): + conn = get_db() + row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (id,)).fetchone() + if row: + insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual") + conn.execute("DELETE FROM key_monitors WHERE id=?", (id,)) + conn.commit() + conn.close() + resp = redirect("/") + resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0" + resp.headers["Pragma"] = "no-cache" + return resp + + +def _csv_response(filename, rows, header): + buf = StringIO() + w = csv.writer(buf) + w.writerow(header) + for row in rows: + w.writerow(row) + out = "\ufeff" + buf.getvalue() + return Response( + out, + mimetype="text/csv; charset=utf-8", + headers={ + "Content-Disposition": f'attachment; filename="{filename}"', + "Cache-Control": "no-store", + }, + ) + + +def _md_response(filename, content): + return Response( + content, + mimetype="text/markdown; charset=utf-8", + headers={ + "Content-Disposition": f'attachment; filename="{filename}"', + "Cache-Control": "no-store", + }, + ) + + +@app.route("/export/trade_records") +@login_required +def export_trade_records(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,trigger_price,stop_loss,take_profit,margin_capital,leverage," + "pnl_amount,hold_seconds,hold_minutes,opened_at,closed_at,result,miss_reason," + "entry_reason,reviewed_entry_reason,created_at FROM trade_records ORDER BY id ASC" + ).fetchall() + conn.close() + head_base = [ + "id", + "symbol", + "monitor_type", + "direction", + "trigger_price", + "stop_loss", + "take_profit", + "margin_capital", + "leverage", + "pnl_amount", + "hold_seconds", + "hold_minutes", + "opened_at", + "closed_at", + "result", + "miss_reason", + "entry_reason", + "reviewed_entry_reason", + "created_at", + ] + head = head_base + ["开仓类型"] + data = [] + for r in rows: + er0 = (r["entry_reason"] or "").strip() if r["entry_reason"] else "" + er1 = (r["reviewed_entry_reason"] or "").strip() if r["reviewed_entry_reason"] else "" + eff = er1 or er0 + data.append(tuple(r[h] for h in head_base) + (eff,)) + day = app_now().strftime("%Y%m%d") + return _csv_response(f"trade_records_v2_{day}.csv", data, head) + + +@app.route("/export/journal_entries") +@login_required +def export_journal_entries(): + conn = get_db() + rows = conn.execute( + "SELECT id,open_datetime,close_datetime,hold_duration,coin,tf,pnl,entry_reason,exit_reason," + "expect_rr,real_rr,early_exit,early_exit_trigger,early_exit_note,early_exit_reason,mood_issues," + "post_breakeven_stare,new_trade_while_occupied,note,image,created_at FROM journal_entries ORDER BY created_at ASC" + ).fetchall() + conn.close() + head = [ + "id", + "open_datetime", + "close_datetime", + "hold_duration", + "coin", + "tf", + "pnl", + "entry_reason", + "exit_reason", + "expect_rr", + "real_rr", + "early_exit", + "early_exit_trigger", + "early_exit_note", + "early_exit_reason", + "mood_issues", + "post_breakeven_stare", + "new_trade_while_occupied", + "note", + "image", + "created_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"journal_entries_v1_{day}.csv", data, head) + + +@app.route("/export/key_monitors") +@login_required +def export_key_monitors(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_notified_at,max_notify," + "notify_interval_min,breakout_limit_pct,created_at FROM key_monitors ORDER BY id ASC" + ).fetchall() + conn.close() + head = [ + "id", + "symbol", + "monitor_type", + "direction", + "upper", + "lower", + "notification_count", + "last_notified_at", + "max_notify", + "notify_interval_min", + "breakout_limit_pct", + "created_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"key_monitors_active_v1_{day}.csv", data, head) + + +@app.route("/export/key_monitor_history") +@login_required +def export_key_monitor_history(): + conn = get_db() + rows = conn.execute( + "SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_alert_message,close_reason,closed_at " + "FROM key_monitor_history ORDER BY id ASC" + ).fetchall() + conn.close() + head = [ + "id", + "symbol", + "monitor_type", + "direction", + "upper", + "lower", + "notification_count", + "last_alert_message", + "close_reason", + "closed_at", + ] + data = [tuple(r[h] for h in head) for r in rows] + day = app_now().strftime("%Y%m%d") + return _csv_response(f"key_monitor_history_v1_{day}.csv", data, head) + +@app.route("/del_order/") +@login_required +def del_order(id): + conn = get_db() + row = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone() + if not row: + conn.close() + flash("订单不存在") + return redirect("/") + if row["status"] == "active": + try: + p = get_price(row["symbol"]) or float(row["trigger_price"]) + opened_at = get_opened_at_value(row) + closed_at = app_now_str() + hold_seconds = calc_hold_seconds(opened_at, app_now()) + pnl_amount = calc_pnl( + row["direction"], + row["trigger_price"], + p, + row["margin_capital"] or DAILY_START_CAPITAL, + row["leverage"] or infer_leverage(row["symbol"]) + ) + close_resp = close_exchange_order(row) + close_order_id = close_resp.get("id", "") + cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"])) + session_date = row["session_date"] or get_trading_day() + session_capital = update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=row["symbol"], + monitor_type="下单监控", + direction=row["direction"], + trigger_price=row["trigger_price"], + stop_loss=row["stop_loss"], + initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"], + take_profit=row["take_profit"], + margin_capital=row["margin_capital"], + leverage=row["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=row["trade_style"], + risk_amount=row["risk_amount"], + planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]), + result="手动平仓", + miss_reason="用户手动删除订单触发平仓", + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, id)) + conn.commit() + conn.close() + send_wechat_msg( + build_wechat_close_message( + symbol=row["symbol"], + direction=row["direction"], + result="手动平仓", + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trigger_price=row["trigger_price"], + current_price=p, + stop_loss=row["stop_loss"], + take_profit=row["take_profit"], + close_order_id=close_order_id or "-", + extra_note="用户在页面手动平仓", + session_capital_fallback=session_capital, + ) + ) + flash("已按实盘流程手动平仓") + return redirect("/") + except Exception as e: + if is_no_position_error(str(e)): + cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"])) + opened_at = get_opened_at_value(row) + opened_at_ms = _to_ms_with_fallback(row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at) + result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(row, opened_at, opened_at_ms=opened_at_ms) + miss_reason = f"手动删除时无持仓：{miss_reason}" + closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now() + hold_seconds = calc_hold_seconds(opened_at, closed_at_dt) + session_date = row["session_date"] or get_trading_day(closed_at_dt) + update_session_capital(conn, session_date, pnl_amount) + insert_trade_record( + conn, + symbol=row["symbol"], + monitor_type="下单监控", + direction=row["direction"], + trigger_price=row["trigger_price"], + stop_loss=row["stop_loss"], + initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"], + take_profit=row["take_profit"], + margin_capital=row["margin_capital"], + leverage=row["leverage"], + pnl_amount=pnl_amount, + hold_seconds=hold_seconds, + trade_style=row["trade_style"], + risk_amount=row["risk_amount"], + planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]), + actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]), + result=result, + miss_reason=miss_reason, + opened_at=opened_at, + closed_at=closed_at, + ) + conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (id,)) + conn.commit() + conn.close() + flash("该仓位在交易所已不存在，已按成交记录同步结束并记账") + return redirect("/") + conn.close() + flash(f"手动平仓失败：{str(e)}") + return redirect("/") + conn.execute("DELETE FROM order_monitors WHERE id=?",(id,)) + conn.commit() + conn.close() + return redirect("/") + +@app.route("/add_miss", methods=["POST"]) +@login_required +def add_miss(): + d = request.form + direction = d.get("direction", "long") + conn = get_db() + insert_trade_record( + conn, + symbol=d["symbol"], + monitor_type=d["type"], + direction=direction, + trigger_price=d["tp"], + stop_loss=d["sl"], + take_profit=d["tgt"], + result="错过", + miss_reason=d["reason"], + opened_at=app_now_str(), + closed_at=app_now_str(), + ) + conn.commit() + conn.close() + flash("已记录错过机会") + return redirect("/records") + + +@app.route("/add_journal", methods=["POST"]) +@login_required +def add_journal(): + d = request.form + entry_reason_norm = normalize_entry_reason(d.get("entry_reason"), d.get("entry_reason_custom")) + if not entry_reason_norm: + flash("请选择开仓类型；若选「其他」请在下方填写自定义说明") + return redirect("/records") + early_exit_trigger = normalize_early_exit_trigger(d.get("early_exit_trigger")) + early_exit_note = str(d.get("early_exit_note") or "").strip() + if not early_exit_trigger: + flash("请选择离场触发") + return redirect("/records") + if early_exit_trigger == "手动平仓" and not early_exit_note: + flash("手工平仓必须填写补充说明") + return redirect("/records") + if early_exit_trigger != "手动平仓": + early_exit_note = "" + # 兼容字段：仅「手工平仓」记为「主观提前」语义下的「是」 + early_exit_raw = "是" if early_exit_trigger == "手动平仓" else "否" + early_exit_reason_saved = compose_early_exit_reason_saved(early_exit_trigger, early_exit_note) + exit_reason_stored = journal_exit_reason_stored(early_exit_trigger, early_exit_note) + image_filename = None + uploaded_tmp = None + entry_id = uuid.uuid4().hex + file = request.files.get("screenshot") + if file and file.filename: + ext = os.path.splitext(file.filename)[1] + image_filename = f"{uuid.uuid4().hex}{ext}" + save_path = os.path.join(app.config["UPLOAD_FOLDER"], secure_filename(image_filename)) + file.save(save_path) + uploaded_tmp = image_filename + + mood_issues = ",".join(request.form.getlist("mood_issues")) + hold_duration = calc_duration_text(d.get("open_datetime", ""), d.get("close_datetime", "")) + real_rr_text = (d.get("real_rr") or "").strip() + try: + risk_amount_hint = float(d.get("risk_amount_hint") or 0) + pnl_hint = float(d.get("pnl") or 0) + # 口径统一：实际RR = 实际盈亏 / 以损定仓对应的初始风险金额 + if risk_amount_hint > 0: + real_rr_text = f"{(pnl_hint / risk_amount_hint):.4f}" + except Exception: + pass + + want_exchange_chart = d.get("journal_exchange_chart", "").lower() in ("1", "true", "on", "yes") + chart_msg = None + if want_exchange_chart and ORDER_CHART_ENABLED: + coin = (d.get("coin") or "").strip().upper() + symbol_guess = normalize_symbol_input(coin) or coin + exchange_symbol = normalize_exchange_symbol(symbol_guess) + title_prefix = f"{symbol_guess} journal {entry_id[:8]}" + marker_payload = { + "entry_ts_ms": _local_input_datetime_to_ms(d.get("open_datetime")), + "exit_ts_ms": _local_input_datetime_to_ms(d.get("close_datetime")), + "entry_price": d.get("entry_price_hint"), + "exit_price": None, + } + try: + chart_fname = f"journal_{entry_id}.png" + saved = generate_multi_timeframe_chart_png( + exchange_symbol, + title_prefix, + timeframes=ORDER_CHART_TFS, + limit=ORDER_CHART_LIMIT, + out_dir=app.config["UPLOAD_FOLDER"], + filename=chart_fname, + filename_prefix="journal", + marker_payload=marker_payload, + marker_timeframes=( + {x.strip().lower() for x in ORDER_CHART_TFS if x and str(x).strip()} + if ORDER_CHART_TFS + else {"5m", "15m", "1h", "4h"} + ), + ) + if saved: + image_filename = saved + chart_msg = f"已生成多周期K线图：/static/images/{saved}" + if uploaded_tmp: + try: + old_path = os.path.join(app.config["UPLOAD_FOLDER"], uploaded_tmp) + if os.path.exists(old_path): + os.remove(old_path) + except Exception: + pass + else: + chart_msg = "已勾选自动生成K线图，但生成失败（返回空）。请检查 Pillow 是否安装、Gate 网络/代理是否正常。" + except Exception as e: + image_filename = uploaded_tmp + chart_msg = f"自动生成K线图失败：{str(e)}" + + conn = get_db() + conn.execute( + """INSERT INTO journal_entries + (id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason, + expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note, + mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare, + new_trade_while_occupied, note, image) + VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", + ( + entry_id, d.get("open_datetime"), d.get("close_datetime"), hold_duration, d.get("coin"), d.get("tf"), + d.get("pnl"), entry_reason_norm, exit_reason_stored, d.get("expect_rr"), real_rr_text, + early_exit_raw, early_exit_reason_saved, early_exit_trigger, early_exit_note, + None, None, None, mood_issues, + d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename + ) + ) + conn.commit() + conn.close() + if chart_msg: + flash(f"交易复盘记录已保存。{chart_msg}") + else: + flash("交易复盘记录已保存") + return redirect("/records") + + +@app.route("/api/journals") +@login_required +def api_journals(): + conn = get_db() + rows = conn.execute("SELECT * FROM journal_entries ORDER BY created_at DESC").fetchall() + conn.close() + result = [] + for r in rows: + item = row_to_dict(r) + item["mood_issues"] = [x for x in (item.get("mood_issues") or "").split(",") if x] + result.append(item) + return jsonify(result) + + +@app.route("/api/journal_prefill", methods=["POST"]) +@login_required +def api_journal_prefill(): + file = request.files.get("screenshot") + if not file or not file.filename: + return jsonify({"ok": False, "msg": "请先选择截图文件"}), 400 + try: + raw = file.read() + if not raw: + return jsonify({"ok": False, "msg": "截图为空"}), 400 + image_b64 = base64.b64encode(raw).decode("utf-8") + except Exception as e: + return jsonify({"ok": False, "msg": f"读取截图失败：{str(e)}"}), 400 + + parsed = ai_extract_journal_from_image(image_b64) + if parsed is None: + return jsonify({"ok": False, "msg": "AI 识别失败，请稍后重试"}), 500 + return jsonify({"ok": True, "data": parsed}) + + +@app.route("/delete_journal/", methods=["POST"]) +@login_required +def delete_journal(jid): + conn = get_db() + row = conn.execute("SELECT image FROM journal_entries WHERE id=?", (jid,)).fetchone() + if row and row["image"]: + img_path = os.path.join(app.config["UPLOAD_FOLDER"], row["image"]) + if os.path.exists(img_path): + os.remove(img_path) + conn.execute("DELETE FROM journal_entries WHERE id=?", (jid,)) + conn.commit() + conn.close() + return jsonify({"ok": True}) + + +@app.route("/api/reviews") +@login_required +def api_reviews(): + conn = get_db() + rows = conn.execute("SELECT * FROM ai_reviews ORDER BY created_at DESC").fetchall() + conn.close() + return jsonify([row_to_dict(r) for r in rows]) + + +@app.route("/export/review_md/") +@login_required +def export_review_md(rid): + conn = get_db() + row = conn.execute("SELECT * FROM ai_reviews WHERE id=?", (rid,)).fetchone() + conn.close() + if not row: + return Response("review not found", status=404, mimetype="text/plain; charset=utf-8") + + review_type = "日复盘" if row["review_type"] == "daily" else "周复盘" + target_date = row["target_date"] or "-" + created_at = row["created_at"] or app_now_str() + content = (row["content"] or "").strip() + if not content: + content = "（无内容）" + + md = ( + f"# {review_type}报告\n\n" + f"- 目标日期: {target_date}\n" + f"- 生成时间: {created_at}\n" + f"- 报告ID: {row['id']}\n\n" + f"---\n\n" + f"{content}\n" + ) + + safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date" + safe_type = "daily" if row["review_type"] == "daily" else "weekly" + filename = f"ai_review_{safe_type}_{safe_target}_{row['id'][:8]}.md" + return _md_response(filename, md) + + +@app.route("/export/reviews_md_bundle") +@login_required +def export_reviews_md_bundle(): + review_type = (request.args.get("review_type") or "").strip().lower() + target_date = (request.args.get("target_date") or "").strip() + if review_type not in ("daily", "weekly"): + return Response("invalid review_type", status=400, mimetype="text/plain; charset=utf-8") + if not target_date: + return Response("target_date required", status=400, mimetype="text/plain; charset=utf-8") + + conn = get_db() + rows = conn.execute( + "SELECT * FROM ai_reviews WHERE review_type=? AND target_date=? ORDER BY created_at ASC, id ASC", + (review_type, target_date), + ).fetchall() + conn.close() + if not rows: + return Response("no reviews found", status=404, mimetype="text/plain; charset=utf-8") + + title = "日复盘" if review_type == "daily" else "周复盘" + lines = [ + f"# {title}汇总报告", + "", + f"- 目标日期: {target_date}", + f"- 条目数量: {len(rows)}", + f"- 导出时间: {app_now_str()}", + "", + "---", + "", + ] + for idx, row in enumerate(rows, 1): + created_at = row["created_at"] or "-" + content = (row["content"] or "").strip() or "（无内容）" + lines.extend( + [ + f"## 第{idx}条", + "", + f"- 报告ID: {row['id']}", + f"- 生成时间: {created_at}", + "", + content, + "", + "---", + "", + ] + ) + md = "\n".join(lines) + safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date" + filename = f"ai_reviews_{review_type}_bundle_{safe_target}.md" + return _md_response(filename, md) + + +@app.route("/delete_review/", methods=["POST"]) +@login_required +def delete_review(rid): + conn = get_db() + conn.execute("DELETE FROM ai_reviews WHERE id=?", (rid,)) + conn.commit() + conn.close() + return jsonify({"ok": True}) + + +@app.route("/delete_trade_record/", methods=["POST"]) +@login_required +def delete_trade_record(rid): + conn = get_db() + cur = conn.execute("DELETE FROM trade_records WHERE id=?", (rid,)) + conn.commit() + conn.close() + return jsonify({"ok": cur.rowcount > 0, "deleted": cur.rowcount}) + + +@app.route("/api/trade_record_review_update", methods=["POST"]) +@login_required +def api_trade_record_review_update(): + payload = request.get_json(silent=True) or {} + rec_id = payload.get("id") + try: + rec_id = int(rec_id) + except Exception: + return jsonify({"ok": False, "msg": "记录ID无效"}), 400 + + reviewed_opened_at = str(payload.get("reviewed_opened_at") or "").strip() + reviewed_closed_at = str(payload.get("reviewed_closed_at") or "").strip() + reviewed_stop_loss_raw = payload.get("reviewed_stop_loss") + reviewed_take_profit_raw = payload.get("reviewed_take_profit") + reviewed_result = str(payload.get("reviewed_result") or "").strip() + reviewed_miss_reason = str(payload.get("reviewed_miss_reason") or "").strip() + reviewed_pnl_raw = payload.get("reviewed_pnl_amount") + + if reviewed_result and reviewed_result not in REVIEW_RESULT_OPTIONS: + return jsonify({"ok": False, "msg": "结果仅允许：止盈/止损/保本止盈/移动止盈/手动平仓"}), 400 + + try: + reviewed_open_dt = datetime.strptime(reviewed_opened_at[:19], "%Y-%m-%d %H:%M:%S") + reviewed_close_dt = datetime.strptime(reviewed_closed_at[:19], "%Y-%m-%d %H:%M:%S") + except Exception: + return jsonify({"ok": False, "msg": "开仓/平仓时间格式错误，需为 YYYY-MM-DD HH:MM:SS"}), 400 + if reviewed_close_dt < reviewed_open_dt: + return jsonify({"ok": False, "msg": "平仓时间不能早于开仓时间"}), 400 + hold_seconds = int((reviewed_close_dt - reviewed_open_dt).total_seconds()) + hold_minutes = calc_hold_minutes(hold_seconds) + + try: + reviewed_pnl_amount = float(reviewed_pnl_raw) + except Exception: + return jsonify({"ok": False, "msg": "盈亏必须为数字"}), 400 + reviewed_stop_loss = None + if reviewed_stop_loss_raw not in (None, ""): + try: + reviewed_stop_loss = float(reviewed_stop_loss_raw) + except Exception: + return jsonify({"ok": False, "msg": "止损必须为数字"}), 400 + reviewed_take_profit = None + if reviewed_take_profit_raw not in (None, ""): + try: + reviewed_take_profit = float(reviewed_take_profit_raw) + except Exception: + return jsonify({"ok": False, "msg": "止盈必须为数字"}), 400 + + _MISSING_ER = object() + reviewed_entry_reason_update = _MISSING_ER + if "reviewed_entry_reason" in payload: + s = str(payload.get("reviewed_entry_reason") or "").strip() + if s and not entry_reason_valid_for_storage(s): + return jsonify({"ok": False, "msg": "开仓类型须为五种固定整句之一、自定义说明（2000字内）或留空"}), 400 + reviewed_entry_reason_update = s or None + + conn = get_db() + row = conn.execute("SELECT risk_amount FROM trade_records WHERE id=?", (rec_id,)).fetchone() + if not row: + conn.close() + return jsonify({"ok": False, "msg": "记录不存在"}), 404 + risk_amount = row["risk_amount"] + actual_rr = calc_actual_rr(reviewed_pnl_amount, risk_amount) + base_params = [ + reviewed_opened_at, + reviewed_closed_at, + reviewed_stop_loss, + reviewed_take_profit, + round(reviewed_pnl_amount, 4), + reviewed_result or None, + reviewed_miss_reason or None, + hold_seconds, + hold_minutes, + app_now_str(), + actual_rr, + ] + if reviewed_entry_reason_update is not _MISSING_ER: + conn.execute( + """UPDATE trade_records + SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?, + reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?, + reviewed_at=?, actual_rr=COALESCE(?, actual_rr), reviewed_entry_reason=? + WHERE id=?""", + tuple(base_params + [reviewed_entry_reason_update, rec_id]), + ) + else: + conn.execute( + """UPDATE trade_records + SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?, + reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?, + reviewed_at=?, actual_rr=COALESCE(?, actual_rr) + WHERE id=?""", + tuple(base_params + [rec_id]), + ) + conn.commit() + conn.close() + return jsonify({"ok": True, "id": rec_id, "actual_rr": actual_rr, "hold_minutes": hold_minutes}) + + +@app.route("/manual_transfer", methods=["POST"]) +@login_required +def manual_transfer(): + try: + amount = float(request.form.get("amount", "0")) + except Exception: + flash("划转金额格式错误") + return redirect("/") + from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip() + to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip() + ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account) + conn = get_db() + conn.execute( + "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)", + ("manual", get_trading_day(), amount, from_account, to_account, "success" if ok else "failed", msg[:500]) + ) + conn.commit() + conn.close() + if ok: + flash(f"手动划转成功：{amount}U {from_account}->{to_account}") + else: + flash(f"手动划转失败：{msg}") + return redirect("/") + + +@app.route("/ai_daily_review", methods=["POST"]) +@login_required +def ai_daily_review(): + date = request.form.get("date", "") + conn = get_db() + rows = conn.execute( + "SELECT * FROM journal_entries WHERE substr(open_datetime, 1, 10)=? ORDER BY open_datetime ASC", + (date,) + ).fetchall() + conn.close() + if not rows: + return jsonify({"result": "该日无交易记录"}) + + text = f"【每日交易记录】{date}\n总笔数：{len(rows)}\n\n" + for idx, row in enumerate(rows, 1): + text += _journal_row_lines_for_ai(idx, row) + text += "\n" + + image_paths = [] + for row in rows: + img = row["image"] + if not img: + continue + img_path = os.path.join(app.config["UPLOAD_FOLDER"], img) + if os.path.exists(img_path): + image_paths.append(img_path) + ai_result = ai_review(text, "每日", image_paths=image_paths) + full = f"【AI日复盘 {date}】\n{ai_result}\n\n原始记录：\n{text}" + conn = get_db() + conn.execute( + "INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)", + (uuid.uuid4().hex, "daily", date, full) + ) + conn.commit() + conn.close() + return jsonify({"result": full}) + + +@app.route("/ai_weekly_review", methods=["POST"]) +@login_required +def ai_weekly_review(): + start_date = request.form.get("start_date", "") + end_date = request.form.get("end_date", "") + conn = get_db() + rows = conn.execute( + "SELECT * FROM journal_entries WHERE substr(open_datetime,1,10) >= ? AND substr(open_datetime,1,10) <= ? ORDER BY open_datetime ASC", + (start_date, end_date) + ).fetchall() + conn.close() + if not rows: + return jsonify({"result": "该时间段无交易记录"}) + + text = f"【周交易记录】{start_date}~{end_date}\n总笔数：{len(rows)}\n\n" + for idx, row in enumerate(rows, 1): + text += _journal_row_lines_for_ai(idx, row) + text += "\n" + + image_paths = [] + for row in rows: + img = row["image"] + if not img: + continue + img_path = os.path.join(app.config["UPLOAD_FOLDER"], img) + if os.path.exists(img_path): + image_paths.append(img_path) + ai_result = ai_review(text, "周度", image_paths=image_paths) + full = f"【AI周复盘 {start_date}~{end_date}】\n{ai_result}\n\n原始记录：\n{text}" + conn = get_db() + conn.execute( + "INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)", + (uuid.uuid4().hex, "weekly", f"{start_date}~{end_date}", full) + ) + conn.commit() + conn.close() + return jsonify({"result": full}) + +# 启动 +if __name__ == "__main__": + threading.Thread(target=background_task, daemon=True).start() + app.run(host=HOST, port=PORT, debug=DEBUG) diff --git a/crypto_monitor_gate_bot/crypto.db b/crypto_monitor_gate_bot/crypto.db new file mode 100644 index 0000000..8731a8a Binary files /dev/null and b/crypto_monitor_gate_bot/crypto.db differ diff --git a/crypto_monitor_gate_bot/ecosystem.config.cjs b/crypto_monitor_gate_bot/ecosystem.config.cjs new file mode 100644 index 0000000..f7ecf24 --- /dev/null +++ b/crypto_monitor_gate_bot/ecosystem.config.cjs @@ -0,0 +1,33 @@ +/** + * PM2 进程定义（Ubuntu / Linux）。 + * + * 仅托管 Flask 应用。**SSH SOCKS 隧道请在本机用 screen/tmux/systemd 等方式单独常驻**， + * 与 `.env` 里 `GATE_SOCKS_PROXY` 端口一致即可；不必交给 PM2。 + * + * 使用前：项目根目录存在 `.venv`，且已安装依赖（走 SOCKS 时需 PySocks）。 + * + * 启动： + * pm2 start ecosystem.config.cjs + * 保存开机列表： + * pm2 save && pm2 startup + */ +const path = require("path"); + +const ROOT = __dirname; +const PY = path.join(ROOT, ".venv", "bin", "python"); + +module.exports = { + apps: [ + { + name: "crypto_gate_bot", + cwd: ROOT, + script: path.join(ROOT, "app.py"), + interpreter: PY, + instances: 1, + autorestart: true, + watch: false, + max_memory_restart: "800M", + // app.py 会从项目根目录加载 .env，此处无需重复 env_file + }, + ], +}; diff --git a/crypto_monitor_gate_bot/scripts/fix_breakeven_labels.py b/crypto_monitor_gate_bot/scripts/fix_breakeven_labels.py new file mode 100644 index 0000000..80b7d04 --- /dev/null +++ b/crypto_monitor_gate_bot/scripts/fix_breakeven_labels.py @@ -0,0 +1,108 @@ +#!/usr/bin/env python3 +""" +一次性修复历史交易记录标签： +将 trade_records 里“止损但实际盈利”的记录改为“保本止盈”。 + +默认条件（可通过参数修改）： +- monitor_type = 下单监控 +- result = 止损 +- pnl_amount > 0 + +用法示例： +1) 仅预览（不落库）： + python scripts/fix_breakeven_labels.py --db ./crypto.db --dry-run + +2) 执行修复： + python scripts/fix_breakeven_labels.py --db ./crypto.db --apply +""" + +from __future__ import annotations + +import argparse +import sqlite3 +import sys +from pathlib import Path + + +def parse_args() -> argparse.Namespace: + parser = argparse.ArgumentParser(description="Fix historical stop-loss records with positive pnl.") + parser.add_argument("--db", required=True, help="Path to sqlite db file, e.g. ./crypto.db") + parser.add_argument("--monitor-type", default="下单监控", help="Filter by monitor_type (default: 下单监控)") + parser.add_argument("--from-result", default="止损", help="Source result label (default: 止损)") + parser.add_argument("--to-result", default="保本止盈", help="Target result label (default: 保本止盈)") + parser.add_argument("--dry-run", action="store_true", help="Preview only, no write") + parser.add_argument("--apply", action="store_true", help="Execute update") + return parser.parse_args() + + +def main() -> int: + args = parse_args() + db_path = Path(args.db).expanduser().resolve() + if not db_path.exists(): + print(f"[ERR] DB not found: {db_path}") + return 1 + + if args.dry_run and args.apply: + print("[ERR] --dry-run and --apply are mutually exclusive.") + return 1 + if not args.dry_run and not args.apply: + print("[INFO] No mode provided, defaulting to --dry-run.") + args.dry_run = True + + conn = sqlite3.connect(str(db_path)) + conn.row_factory = sqlite3.Row + cur = conn.cursor() + + where_sql = """ + monitor_type = ? + AND result = ? + AND CAST(COALESCE(pnl_amount, 0) AS REAL) > 0 + """ + params = (args.monitor_type, args.from_result) + + cur.execute(f"SELECT COUNT(*) AS c FROM trade_records WHERE {where_sql}", params) + will_change = int(cur.fetchone()["c"]) + print(f"[INFO] Candidate rows: {will_change}") + + if will_change == 0: + print("[INFO] Nothing to update.") + conn.close() + return 0 + + cur.execute( + f""" + SELECT id, symbol, result, pnl_amount, closed_at + FROM trade_records + WHERE {where_sql} + ORDER BY id DESC + LIMIT 10 + """, + params, + ) + sample = cur.fetchall() + print("[INFO] Sample (latest 10):") + for r in sample: + print( + f" id={r['id']} symbol={r['symbol']} result={r['result']} " + f"pnl={r['pnl_amount']} closed_at={r['closed_at']}" + ) + + if args.dry_run: + print("[DRY-RUN] No write executed.") + conn.close() + return 0 + + cur.execute( + f"UPDATE trade_records SET result=? WHERE {where_sql}", + (args.to_result, *params), + ) + changed = int(cur.rowcount) + conn.commit() + conn.close() + print(f"[DONE] Updated rows: {changed}") + return 0 + + +if __name__ == "__main__": + sys.exit(main()) + diff --git a/crypto_monitor_gate_bot/scripts/verify_gate_funding.py b/crypto_monitor_gate_bot/scripts/verify_gate_funding.py new file mode 100644 index 0000000..bd410a8 --- /dev/null +++ b/crypto_monitor_gate_bot/scripts/verify_gate_funding.py @@ -0,0 +1,93 @@ +""" +在项目根目录执行（会加载根目录 .env）： + python scripts/verify_gate_funding.py + +依次探测：[0] swap 余额（与 App「交易账户」同源）；[1]–[3] 现货 / 统一账户资金路径。 +打印 GATE_API_KEY 前 8 位便于与 Gate 控制台核对（不含 Secret）。用于服务器自检。 +""" +from __future__ import annotations + +import importlib.util +import os +import sys + +ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) +if ROOT not in sys.path: + sys.path.insert(0, ROOT) + + +def _load_app(): + path = os.path.join(ROOT, "app.py") + spec = importlib.util.spec_from_file_location("crypto_app", path) + mod = importlib.util.module_from_spec(spec) + spec.loader.exec_module(mod) + return mod + + +def main(): + os.chdir(ROOT) + mod = _load_app() + print("LIVE_TRADING_ENABLED =", os.getenv("LIVE_TRADING_ENABLED")) + ok, reason = mod.ensure_exchange_live_ready() + print("ensure_exchange_live_ready =", ok, repr(reason)) + if not ok: + print("跳过私有接口探测") + return 1 + + mod.ensure_markets_loaded() + + k = (os.getenv("GATE_API_KEY") or "").strip() + s = (os.getenv("GATE_API_SECRET") or "").strip() + if not k or "REPLACE" in k.upper(): + print("WARN: GATE_API_KEY 为空或仍像占位符，请核对 .env") + if not s or "REPLACE" in s.upper(): + print("WARN: GATE_API_SECRET 为空或仍像占位符，请核对 .env") + print("GATE_API_KEY prefix (8 chars):", (k[:8] + "…") if len(k) > 8 else "(short)") + + # 0) swap — 与 App「交易账户」余额同源（优先看此项是否与网页一致） + try: + bal = mod.exchange.fetch_balance({"type": "swap"}) + v0 = mod._extract_usdt_total(bal) + print("[0] fetch_balance(swap) USDT total =", v0) + except Exception as e: + print("[0] fetch_balance(swap) FAILED:", type(e).__name__, e) + + # 1) fetch_balance spot + marginMode spot + try: + bal = mod.exchange.fetch_balance({"type": "spot", "marginMode": "spot"}) + v = mod._extract_usdt_total(bal) + print("[1] fetch_balance(spot,marginMode=spot) USDT total =", v) + except Exception as e: + print("[1] fetch_balance(spot) FAILED:", type(e).__name__, e) + + # 2) raw spot accounts + try: + resp = mod.exchange.privateSpotGetAccounts({}) + v2 = mod._parse_gate_spot_accounts_response_usdt(resp) + print("[2] privateSpotGetAccounts USDT =", v2) + except Exception as e: + print("[2] privateSpotGetAccounts FAILED:", type(e).__name__, e) + + # 3) unified accounts raw + try: + raw = mod.exchange.privateUnifiedGetAccounts({}) + body = raw + if isinstance(body, dict) and isinstance(body.get("result"), dict): + body = body["result"] + if isinstance(body, dict): + keys = sorted(body.keys()) + print("[3] unified top-level keys (sample):", keys[:25], "..." if len(keys) > 25 else "") + v3 = mod._parse_usdt_from_gate_unified_accounts_body(body) if isinstance(body, dict) else None + print("[3] parsed unified USDT =", v3) + except Exception as e: + print("[3] privateUnifiedGetAccounts FAILED:", type(e).__name__, e) + + fu = mod._fetch_gate_funding_usdt() + print(">>> _fetch_gate_funding_usdt() =", fu) + f, t = mod.get_exchange_capitals(force=True) + print(">>> get_exchange_capitals(force=True) funding, trading =", f, t) + return 0 + + +if __name__ == "__main__": + raise SystemExit(main()) diff --git a/crypto_monitor_gate_bot/start_utf8.ps1 b/crypto_monitor_gate_bot/start_utf8.ps1 new file mode 100644 index 0000000..4a8fd0c Binary files /dev/null and b/crypto_monitor_gate_bot/start_utf8.ps1 differ diff --git a/crypto_monitor_gate_bot/templates/index.html b/crypto_monitor_gate_bot/templates/index.html new file mode 100644 index 0000000..2215b91 --- /dev/null +++ b/crypto_monitor_gate_bot/templates/index.html @@ -0,0 +1,1187 @@ + + + + + {{ exchange_display }} · 加密货币 | 机器人交易监控 + + + +{% macro period_stats(title, s) %} +
+

{{ title }}

+
{{ s.range_label }}
+
+
开单次数
{{ s.opens_count }}
+
平仓笔数
{{ s.closed_count }}
+
胜率
{% if s.win_rate_pct is not none %}{{ s.win_rate_pct }}%{% else %}-{% endif %}
+
净盈亏(U)
{{ s.net_pnl_u }}
+
亏损额合计(U)
{{ s.loss_sum_u }}
+
单笔最大亏损(U)
{% if s.max_single_loss is not none %}{{ s.max_single_loss }}{% else %}-{% endif %}
+
单笔最大盈利(U)
{% if s.max_single_profit is not none %}{{ s.max_single_profit }}{% else %}-{% endif %}
+
最大回撤(U)
{{ s.max_drawdown_u }}
+
当前连续亏损笔数
{{ s.consecutive_losses }}
+
最长连续亏损(交易日)
{{ s.max_loss_streak_days }} 天
+
期内最大亏损日
{% if s.worst_day %}{{ s.worst_day }}（{{ s.worst_day_pnl }}U）{% else %}-{% endif %}
+
+
+{% endmacro %} +
+
+

加密货币｜Gate 机器人交易监控

+
{{ exchange_display }}
+
+
+ 交易执行 + 交易记录 + 统计分析 +
+ {% with msg=get_flashed_messages() %}{% if msg %}
{{ msg[0] }}
{% endif %}{% endwith %} + +
+ 数据导出（v{{ data_export_version }} CSV，UTF-8；交易记录含开仓类型列）： + 交易记录 +
+
+
交易所
{{ exchange_display }}
+
总交易
{{ total }}
+
错过次数
{{ miss_count }}
+
胜率
{{ rate }}%
+
资金账户(USDT)
{% if funding_usdt is not none %}{{ funding_usdt }}U{% else %}—{% endif %}
+
交易日
{{ trading_day }}
+
当日资金(交易账户)
{{ current_capital }}U
+
+
实时价格更新时间：--（北京时间 UTC+8）
+ +
+ {% if page == 'trade' %} +
+
+

机器人下单监控（单仓）

+ {% if focus_order_id %} + 放大查看K线(100根) + {% else %} + 暂无持仓可放大 + {% endif %} +
+
+ 规则：单仓；与「趋势回调」计划互斥；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； + {% if can_trade %}可开仓{% else %}不可开仓（有持仓、有趋势回调计划，或未到北京时间 {{ reset_hour }}:00）{% endif %}； + 按风险比例自动计算仓位 +
+
+ 以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}% +
+
+ 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天北京时间 {{ auto_transfer_bj_hour }}:00起该整点小时内尝试；账簿按 UTC 自然日去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ auto_transfer_amount }}U，来自 {{ auto_transfer_from }}） +
+
+ + + + +
+
+ + + + + + + + 成交价自动取交易所实时+成交回报 + + + + + +
+
+ {% for o in order %} +
+
{{ o.symbol }} | {{ '做多' if o.direction == 'long' else '做空' }}
+
+ 风格:{{ o.trade_style or 'trend' }} | 风险:{{ o.risk_percent or '-' }}%≈{{ o.risk_amount or '-' }}U + | {% if o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ o.breakeven_price or '-' }}{% else %}移动保本:关{% endif %} +
+ 成交:{{ o.trigger_price }} 止损:{{ o.stop_loss }} 止盈:{{ o.take_profit }} + | 盈亏比:{% if o.rr_ratio is not none %}1:{{ '%.2f'|format(o.rr_ratio) }}{% else %}-{% endif %} + | 现价:- + | 浮盈亏:- + | 计划基数:{{ o.margin_capital }}U | 所保证金:- + | 杠杆:{{ o.leverage }}x | 仓位占比:{{ o.position_ratio }}% +
+ 平仓 +
+ {% endfor %} +
+
+ +
+

趋势回调策略

+
+ ① 生成预览：读取合约 USDT 可用余额快照并计算计划（不下单）。预览有效期 {{ trend_pullback_preview_ttl }} 秒。
+ ② 确认执行：市价首仓 50% + 挂交易所止损；剩余 50% 在止损与补仓上沿之间共 {{ trend_pullback_dca_legs }} 档（程序可能因最小张数自动减档）市价补仓；止盈由程序监控。
+ 确认执行时若当前可用余额与预览快照相对偏差 > {{ trend_preview_max_drift_pct }}% 会拒绝并要求重新预览。 +
+
+ + + + + + + + +
+ + {% if trend_preview %} +
+
+ 当前预览（剩余 {{ trend_pullback_preview_ttl }}s） + 倒计时加载中… +
+
+ {{ trend_preview.symbol }} {{ '做多' if trend_preview.direction == 'long' else '做空' }} {{ trend_preview.leverage }}x ｜ + 预览可用快照 {{ trend_preview.snapshot_available_usdt }} U ｜ 参考价 {{ trend_preview.live_price_ref }} ｜ + 计划保证金≈{{ trend_preview.plan_margin_capital }} U ｜ 总张≈{{ trend_preview.target_order_amount }}（首仓 {{ trend_preview.first_order_amount }} + 补仓 {{ trend_preview.remainder_total }}）
+ 止损 {{ trend_preview.stop_loss }} ｜ 补仓上沿 {{ trend_preview.add_upper }} ｜ 止盈 {{ trend_preview.take_profit }} ｜ 风险比例 {{ trend_preview.risk_percent }}% +
+
+ + + {% for row in trend_preview_levels %} + + {% endfor %} +
#补仓触发价该档张数
{{ row.i }}{{ row.price }}{{ row.contracts }}
+
+
+
+ + +
+
+ + +
+
+
+ + {% elif trend_preview_expired %} +
该预览已过期（超过 {{ trend_pullback_preview_ttl }} 秒），请重新点击「生成预览」。
+ {% endif %} + +

运行中的计划

+
+ {% for t in trend_plans %} +
+
#{{ t.id }} {{ t.symbol }} | {{ '做多' if t.direction == 'long' else '做空' }} | {{ t.leverage }}x
+
+ 可用快照:{{ t.snapshot_available_usdt }}U | 计划保证金≈{{ t.plan_margin_capital }}U | 总张≈{{ t.target_order_amount }} 首仓{{ t.first_order_amount }} 补仓档{{ t.dca_legs }} +
止损:{{ t.stop_loss }} 补仓上沿:{{ t.add_upper }} 止盈:{{ t.take_profit }} +
均价:{{ t.avg_entry_price }} 已补仓:{{ t.legs_done }}/{{ t.dca_legs }} +
+ 结束计划 +
+ {% else %} +
暂无运行中的趋势回调计划
+ {% endfor %} +
+
+ {% endif %} + + {% if page == 'records' %} +
+

交易记录

+
+ + + {% for r in record %} + + {% set pnl_val = (r.pnl_amount or 0)|float %} + + + + + {% set stop_show = r.effective_stop_loss or r.initial_stop_loss or r.stop_loss %} + {% set tp_show = r.effective_take_profit or r.take_profit %} + + + + + + + + {% set pnl_val = (r.effective_pnl_amount or 0)|float %} + + + + + {% endfor %} +
品种类型方向成交止损止盈基数杠杆持仓分钟开仓时间(北京)平仓时间(北京)盈亏U结果操作
{{ r.symbol }}{{ r.monitor_type }}{{ '做多' if r.direction == 'long' else '做空' }}{{ r.trigger_price }}{{ price_fmt(r.symbol, stop_show) }}{{ price_fmt(r.symbol, tp_show) }}{{ r.margin_capital or '-' }}{{ r.leverage or '-' }}{{ r.effective_hold_minutes or 0 }}{{ (r.effective_opened_at or '-')[:16] }}{{ (r.effective_closed_at or r.created_at or '-')[:16] }}{{ r.effective_pnl_amount or 0 }} + {% set effective_result = r.effective_result %} + {% if effective_result in ["止盈","保本止盈","移动止盈"] %}{{ effective_result }} + {% elif effective_result in ["止损","强制清仓","手动平仓"] %}{{ effective_result }} + {% else %}{{ effective_result }}{% endif %} + + +
+
+
+ +
+

记录错过机会

+
+ + + + + + + + +
+
+ + {% endif %} +
+ + {% if page == 'stats' %} +
+
+

数据统计

+ +
+
+
+
持仓占用导致错过(累计)
{{ occupied_miss_total }}
+
+
+ 已平仓「机器人下单 / 趋势回调」按平仓时间归入北京时间下的交易日；胜率按盈笔数/(盈+亏)。历史总开仓（累计）： + {{ stats_bundle.total_opens_all }} 次 +
+ {{ period_stats("日统计", stats_bundle.day) }} + {{ period_stats("周统计", stats_bundle.week) }} + {{ period_stats("月统计", stats_bundle.month) }} +
+
+ {% endif %} +
+ + +
+
+
+
详情
+ +
+
+ +
+
+ + + + \ No newline at end of file diff --git a/crypto_monitor_gate_bot/templates/key_focus.html b/crypto_monitor_gate_bot/templates/key_focus.html new file mode 100644 index 0000000..41a633a --- /dev/null +++ b/crypto_monitor_gate_bot/templates/key_focus.html @@ -0,0 +1 @@ +ok2 \ No newline at end of file diff --git a/crypto_monitor_gate_bot/templates/key_focus_v2.html b/crypto_monitor_gate_bot/templates/key_focus_v2.html new file mode 100644 index 0000000..d4b3492 --- /dev/null +++ b/crypto_monitor_gate_bot/templates/key_focus_v2.html @@ -0,0 +1,261 @@ + + + + + {{ exchange_display }} | 关键位放大 + + + +
+
+
+
+ 返回首页 + 关键位放大（可输入币种）{{ exchange_display }} +
+
最近刷新：--
+
+ +
+ + + + + + + + + + + + + + +
+
+ +
+
+
交易对
-
+
监控类型
-
+
方向
-
+
上沿/阻力
-
+
下沿/支撑
-
+
现价
-
+
距上沿
-
+
距下沿
-
+
+
+ +
+
+ + + + + \ No newline at end of file diff --git a/crypto_monitor_gate_bot/templates/login.html b/crypto_monitor_gate_bot/templates/login.html new file mode 100644 index 0000000..cfcc816 --- /dev/null +++ b/crypto_monitor_gate_bot/templates/login.html @@ -0,0 +1,118 @@ + + + + + 登录 · {{ exchange_display }} + + + + + + diff --git a/crypto_monitor_gate_bot/templates/order_focus.html b/crypto_monitor_gate_bot/templates/order_focus.html new file mode 100644 index 0000000..0811e93 --- /dev/null +++ b/crypto_monitor_gate_bot/templates/order_focus.html @@ -0,0 +1,194 @@ + + + + + 实盘下单放大 | 100根K线 + + + +
+
+
+
+ 返回首页 + 实盘下单放大（100根K线） +
+
最近刷新：--
+
+ {% if orders %} +
+ + + + + + +
+ {% else %} +
当前没有激活订单，无法展示放大K线。
+ {% endif %} +
+ + {% if orders %} +
+
+
交易对
-
+
方向
-
+
成交价
-
+
止损
-
+
止盈
-
+
盈亏比
-
+
现价
-
+
浮盈亏
-
+
+
+ +
+
+
+ {% endif %} +
+ +{% if orders %} + + +{% endif %} + + diff --git a/crypto_monitor_gate_bot/templates/order_focus_v2.html b/crypto_monitor_gate_bot/templates/order_focus_v2.html new file mode 100644 index 0000000..9c9add3 --- /dev/null +++ b/crypto_monitor_gate_bot/templates/order_focus_v2.html @@ -0,0 +1,214 @@ + + + + + {{ exchange_display }} | 实盘下单放大 + + + +
+
+
+
+ 返回首页 + 实盘下单放大（100根K线）{{ exchange_display }} +
+
最近刷新：--
+
+ {% if orders %} +
+ + + + + + +
+ {% else %} +
当前没有激活订单，无法展示放大K线。
+ {% endif %} +
+ + {% if orders %} +
+
+
交易对
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+
方向
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+
成交价
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+
止损
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+
止盈
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+
盈亏比
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+
移动保本
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+
现价
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+
浮盈亏
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+
+
+ +
+
+
+ {% endif %} +
+ +{% if orders %} + + +{% endif %} + + + diff --git a/crypto_monitor_gate_bot/趋势回调策略说明.md b/crypto_monitor_gate_bot/趋势回调策略说明.md new file mode 100644 index 0000000..cbf6d5e --- /dev/null +++ b/crypto_monitor_gate_bot/趋势回调策略说明.md @@ -0,0 +1,91 @@ +# 趋势回调策略（机器人）说明 + +本文描述本仓库内 **「趋势回调」** 自动交易计划的业务规则与实现口径，便于单独策略账户使用与审计。 + +--- + +## 1. 适用场景 + +- 单独用于跑策略的 **Gate.io USDT 永续** 子账户（建议与主资金隔离）。 +- 你已明确：**方向、止损价、补仓上沿、止盈价、杠杆**，并接受程序按风险预算拆分 **首仓 50% + 多档补仓 50%**。 + +--- + +## 2. 名词与参数 + +| 名称 | 含义 | +|------|------| +| **合约 USDT 可用余额** | **生成预览**时通过 API 读取的 **swap 账户 USDT `free`** 快照；**确认执行**时再次读取并与快照比对偏差。 | +| **风险比例** | 默认 **5%**：指「若整笔计划在 **补仓上沿** 这一侧的最坏价格结构下触及止损」，目标亏损上限约为 **可用余额快照 × 风险比例**（实现上用 `calc_risk_fraction` 与 `prepare_order_amount` 反推总张数，受交易所最小张数与精度约束）。 | +| **止损价** | 用户填写；开仓后挂 **交易所仓位类止损触发单**（全平）。 | +| **补仓上沿** | 用户填写；**仅在该价位与止损价构成的区间内** 才允许程序触发剩余 50% 的市价补仓（做多：`止损 < 补仓上沿`；做空：`止损 > 补仓上沿`）。 | +| **止盈价** | 用户填写的 **固定价格**；**不由交易所条件止盈单触发**，由应用后台 **按标记价/行情价轮询**，达到后 **市价全平**。 | +| **杠杆** | 计划内固定写入；用于 `set_leverage` 与名义换算。 | +| **补仓档位数** | 默认 **5** 档（环境变量 `TREND_PULLBACK_DCA_LEGS` 可调）；程序在满足最小张数前提下可能 **自动减少档数**。 | + +--- + +## 3. 执行流程（时间顺序） + +### 3.1 预览阶段（不下单） + +1. **风控**：与「机器人下单监控」**互斥**——存在活跃机器人持仓或运行中趋势计划时，不可生成预览。 +2. **读取可用余额快照** `get_available_trading_usdt()`，失败则拒绝。 +3. **计算**（写入表 `trend_pullback_previews`，并跳转带 `preview_id`）： + - 在 **补仓上沿 ↔ 止损** 区间内生成 `N` 个补仓触发价； + - 将 **剩余 50% 计划张数** 拆成 `N` 份写入 `leg_amounts_json`。 +4. **预览有效期**：默认 **120 秒**（`TREND_PULLBACK_PREVIEW_TTL_SECONDS`），超时须重新点「生成预览」。 + +### 3.2 确认执行（实盘） + +5. 再次校验：预览未过期；**当前可用余额**与预览快照相对偏差 ≤ `TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT`（默认 **5%**），否则拒绝执行并要求重新预览。 +6. **首仓**：**立即市价** 开立 **总计划张数 × 50%**（不附带交易所止盈单）。 +7. **止损**：撤销旧条件单后，挂 **仅止损** 的仓位触发单；之后每次补仓成交会 **刷新** 止损挂单。 +8. **补仓**：当价格 **穿越** 下一档触发价（做多为自上向下穿越）时，按该档张数 **市价加仓**；直至 `N` 档执行完毕或计划结束。 +9. **止盈监控**：后台线程若发现价格触及止盈，则 **市价全平**。 +10. **止损触发**：若仓位被交易所止损打光，本地检测到 **持仓为 0** 后记账为 **止损** 并结束计划。 +11. **计划结束**：任一结束路径（止盈 / 止损 / 用户手动结束）均会 **撤单**（条件单 + 普通挂单，尽力而为）。 + +### 3.3 取消预览 + +用户可「取消预览」删除 `trend_pullback_previews` 中对应记录；过期记录会在新预览或页面加载时清理。 + +--- + +## 4. 与「机器人下单监控」的差异 + +| 项目 | 机器人下单监控 | 趋势回调 | +|------|------------------|----------| +| 开仓 | 单次市价 + 条件止盈+止损 | 首仓 50% 市价 + 多档补仓 + **仅止损在交易所** | +| 止盈 | 条件单 + 本地监控 | **仅本地监控市价止盈** | +| 仓位基数 | 以损定仓（表单/会话基数） | **可用余额快照 × 风险比例** 推导 | +| 移动保本 | 支持 | **不支持**（未实现） | + +--- + +## 5. 风险声明（必读） + +- 市价单存在 **滑点**；极端行情下实际亏损可能 **大于** 理论 5%。 +- 补仓触发依赖应用 **轮询间隔**（`MONITOR_POLL_SECONDS`），非毫秒级高频。 +- 交易所 **最小张数 / 精度** 可能导致计划张数被截断，实际风险略低于或偏离纸面计算。 +- 请使用 **单独 API Key / 子账户**，并先在 `LIVE_TRADING_ENABLED=false` 环境验证流程（若需沙盒请自行对接测试网，本仓库默认实盘接口）。 + +--- + +## 6. 相关环境变量 + +| 变量 | 说明 | 默认 | +|------|------|------| +| `TREND_PULLBACK_DCA_LEGS` | 剩余 50% 拆档数量上限 | `5` | +| `TREND_PULLBACK_PREVIEW_TTL_SECONDS` | 预览有效时间（秒） | `120` | +| `TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT` | 确认执行时允许「当前可用 / 预览快照」最大相对偏差（%） | `5` | +| `MONITOR_POLL_SECONDS` | 监控轮询间隔（秒） | `3` | +| `LIVE_TRADING_ENABLED` | 是否允许真实下单 | `false` | +| `FULL_MARGIN_BUFFER_RATIO` | 计划保证金相对可用余额上限比例 | `0.98` | + +--- + +## 7. 数据库 + +- **`trend_pullback_previews`**：未执行的预览行（含 `expires_at_ms`），执行成功或取消后删除；过期可被清理。 +- **`trend_pullback_plans`**：已执行且运行中的计划；字段含快照可用余额、计划保证金、总张数、首仓张数、补仓 JSON、网格价 JSON、已补仓档数、均价、状态等。平仓结果写入 `trade_records`，`monitor_type` 为 **`趋势回调`**。 diff --git a/crypto_monitor_gate_bot/部署文档.md b/crypto_monitor_gate_bot/部署文档.md new file mode 100644 index 0000000..809cab8 --- /dev/null +++ b/crypto_monitor_gate_bot/部署文档.md @@ -0,0 +1,273 @@ +# `crypto_monitor_gate` 部署指南：SSH SOCKS + Gate.io + PM2（Ubuntu） + +本文面向：**在本机运行本项目**，但 **直连 Gate.io API 不稳定或被重置** 的场景。思路是： + +- 本机用 `ssh -D` 做动态转发，把 **SOCKS5 出口**放到能正常访问 Gate 的机器（常见为一台境外 VPS） +- 项目在 `.env` 中设置 **`GATE_SOCKS_PROXY=socks5h://127.0.0.1:1080`**（或你实际端口），`ccxt` 经 SOCKS 访问交易所 +- **SSH 隧道**：用 `ssh -D` 在本机常驻即可（screen / tmux / systemd 等），**不必交给 PM2** +- 使用 **PM2** 仅托管 **Flask 应用**；仓库根目录 **`ecosystem.config.cjs`** 只定义 `crypto-monitor-gate` + +> 安全提醒：不要把 `.env`、私钥 `.pem`、Gate API Key 提交到 Git；下文只用占位符。 + +--- + +## 0. 你需要准备的东西 + +- 一台 **Ubuntu**（或同类 Linux）运行项目的机器（下文称「本机」） +- 一台可 SSH 登录、且 **能正常访问 Gate.io API** 的 VPS（示例：`HostName` 填你的服务器 IP，用户如 `root`） +- SSH：**私钥登录**（推荐，便于隧道脚本无人值守） +- 本机已安装：`python3`、`python3-venv`、`pip`、`curl`、`ssh`、`git`（可选）、`node` + `npm`（安装 PM2） + +--- + +## 1. 获取代码与目录 + +将包含 `app.py` 的项目放到固定目录，例如： + +```bash +mkdir -p ~/apps +cd ~/apps +# git clone ... 或解压同步的包 +cd crypto_monitor_gate +``` + +下文用 **`/root/crypto_monitor_gate`** 仅为示例，请换成你的实际绝对路径。 + +--- + +## 2. 配置 SSH 私钥与 `~/.ssh/config` + +```bash +mkdir -p ~/.ssh +chmod 700 ~/.ssh +# 私钥示例：~/.ssh/vps1.pem +chmod 600 ~/.ssh/vps1.pem +``` + +编辑 `~/.ssh/config`（示例别名 **`gate-vps`**，与你手工启动 `ssh -D ... gate-vps` 一致即可）： + +```sshconfig +Host gate-vps + HostName 你的_VPS_IP + User root + IdentityFile ~/.ssh/vps1.pem + IdentitiesOnly yes + ServerAliveInterval 30 + ServerAliveCountMax 3 + ExitOnForwardFailure yes + BatchMode yes +``` + +测试： + +```bash +ssh gate-vps true +``` + +> 若尚未完全改为密钥登录，可暂时注释 `BatchMode yes`，调试完成后再打开。 + +--- + +## 3. 手工验证：SSH SOCKS + Gate API + +### 3.1 本地 SOCKS（示例端口 1080） + +```bash +ssh -N -D 127.0.0.1:1080 gate-vps +``` + +保持运行，另开终端继续。 + +### 3.2 验证经 SOCKS 可访问 Gate + +```bash +curl -4 -sS --max-time 15 --proxy socks5h://127.0.0.1:1080 https://api.gateio.ws/api/v4/spot/time +``` + +应返回 JSON（含服务器时间字段）。若此处失败，**不要先启动应用**：先修隧道或 VPS 出站。 + +--- + +## 4. Python 虚拟环境 + +```bash +cd /root/crypto_monitor_gate + +python3 -m venv .venv +source .venv/bin/activate +python -m pip install -U pip +pip install flask requests ccxt werkzeug PySocks Pillow +``` + +走 SOCKS 时 **必须** 安装 **`PySocks`**，否则易出现代理相关报错。 + +可选： + +```bash +export PYTHONDONTWRITEBYTECODE=1 +``` + +--- + +## 5. 配置 `.env`（关键：Gate + 代理） + +项目通过 `app.py` 启动时 **自动加载项目根目录的 `.env`**。与交易所相关的变量必须是 **Gate** 前缀（**不要**再写 OKX 变量，否则代理不会生效、密钥也不会被识别）。 + +至少确认： + +```env +APP_HOST=127.0.0.1 +APP_PORT=5000 + +# 实盘（按需） +LIVE_TRADING_ENABLED=false +GATE_API_KEY=你的_Key +GATE_API_SECRET=你的_Secret + +# 经本机 SSH 动态转发访问 Gate（端口与隧道一致） +GATE_SOCKS_PROXY=socks5h://127.0.0.1:1080 + +# 若不用 SOCKS，可改用 HTTP 代理（一般二选一） +# GATE_HTTP_PROXY=http://127.0.0.1:7890 +# GATE_HTTPS_PROXY=http://127.0.0.1:7890 +``` + +说明：**推荐 `socks5h://`**，由 SOCKS 端解析域名，与 `curl --proxy socks5h://...` 行为一致。 + +### 5.1 趋势回调策略（可选） + +若使用「交易执行」页的 **趋势回调** 计划： + +- 详细规则见项目根目录 **`趋势回调策略说明.md`**。 +- **两阶段**：先「生成预览」（默认 **120 秒**内有效），再「确认执行」；执行时若可用余额与预览快照偏差超过 **5%** 会拒绝（可调 `.env`）。 +- 补仓档位数默认 **5**，预览有效期与余额偏差阈值可在 `.env` 覆盖： + +```env +TREND_PULLBACK_DCA_LEGS=5 +TREND_PULLBACK_PREVIEW_TTL_SECONDS=120 +TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT=5 +``` + +- **生成预览**与**确认执行**时都会读取 **Gate 永续账户 USDT 可用余额**；请尽量使用 **单独子账户** 承载策略资金。 + +--- + +## 6. 手工启动 Flask（验证） + +1. SOCKS 已监听 `127.0.0.1:1080` +2. 已 `source .venv/bin/activate` +3. `.env` 已含 `GATE_SOCKS_PROXY` + +```bash +cd /root/crypto_monitor_gate +source .venv/bin/activate +python app.py +``` + +浏览器访问：`http://127.0.0.1:5000`（或你在 `.env` 中的端口）。 + +--- + +## 7. 安装 PM2 + +```bash +sudo npm i -g pm2 +pm2 -v +``` + +--- + +## 8. PM2：使用仓库内 `ecosystem.config.cjs`（推荐） + +在项目根目录： + +```bash +cd /root/crypto_monitor_gate +pm2 start ecosystem.config.cjs +pm2 status +pm2 logs --lines 200 +``` + +默认只启动 **`crypto-monitor-gate`**（`.venv/bin/python app.py`）。 + +### 本机已可直连 Gate、不需要隧道时 + +`.env` 里应 **去掉或留空** `GATE_SOCKS_PROXY`（除非仍要走别的代理），再 `pm2 start ecosystem.config.cjs`。 + +### 开机自启 + +```bash +pm2 save +pm2 startup +# 按屏幕提示执行一条 sudo 命令 +``` + +--- + +## 9. 等价手工命令（不使用 ecosystem 文件时） + +### 9.1 SSH SOCKS（自行后台常驻，不推荐用 PM2） + +示例（前台；实际可用 `screen`/`tmux`/`-f` 后台化或 systemd）： + +```bash +ssh -N -D 127.0.0.1:1080 gate-vps \ + -o ServerAliveInterval=30 -o ServerAliveCountMax=3 \ + -o ExitOnForwardFailure=yes +``` + +### 9.2 Flask + +```bash +cd /root/crypto_monitor_gate +pm2 start /root/crypto_monitor_gate/.venv/bin/python --name crypto-monitor-gate -- \ + /root/crypto_monitor_gate/app.py +``` + +--- + +## 10. 交易所「连接不上」排查清单 + +1. **`.env` 是否为 Gate 变量**：必须是 `GATE_SOCKS_PROXY` / `GATE_API_KEY` / `GATE_API_SECRET`，不是 OKX。 +2. **隧道是否在本机端口监听**（若配置了 `GATE_SOCKS_PROXY`）： + ```bash + ss -lntp | grep 1080 || true + ``` +3. **curl 复测 Gate**（与第 3.2 节相同）；curl 不通则应用也不会通。 +4. **PySocks**：`pip show PySocks`，缺失则 `pip install PySocks`。 +5. **SSH 隧道连不上**：检查私钥权限、`~/.ssh/config`、VPS 出站与端口是否与 `.env` 一致。 +6. **启动顺序**：先保证 SOCKS 已监听，再 `pm2 start` 应用（或重启应用）。 + +--- + +## 11. 推荐启动顺序（习惯） + +1. 若走代理：先启动并确认 SSH SOCKS 已监听，再 `curl --proxy socks5h://127.0.0.1:1080 https://api.gateio.ws/api/v4/spot/time` 成功 +2. `pm2 start ecosystem.config.cjs` +3. 再确认页面与余额等接口正常 + +--- + +## 12. 免责声明 + +交易所有合规与地区政策要求。请确保使用方式符合当地法律法规与交易所条款。本文仅描述网络与工程部署路径。 + +--- + +## 附录：数据库标签修复脚本 `scripts/fix_breakeven_labels.py` + +在 Ubuntu 上： + +1）预览（不写库）： + +```bash +python scripts/fix_breakeven_labels.py --db ./crypto.db --dry-run +``` + +2）确认后执行： + +```bash +python scripts/fix_breakeven_labels.py --db ./crypto.db --apply +``` + +默认修复条件：`monitor_type='下单监控'` 且 `result='止损'` 且 `pnl_amount > 0` → 改为 `result='保本止盈'`。 diff --git a/crypto_monitor_okx/.env b/crypto_monitor_okx/.env index 992f7a5..62f9729 100644 --- a/crypto_monitor_okx/.env +++ b/crypto_monitor_okx/.env @@ -2,7 +2,7 @@ APP_ENV=production # 服务监听地址（云服务器通常用 0.0.0.0） APP_HOST=0.0.0.0 # 服务端口 -APP_PORT=5000 +APP_PORT=5004 # 是否开启调试模式（生产建议 false） APP_DEBUG=false diff --git a/crypto_monitor_okx/ecosystem.config.cjs b/crypto_monitor_okx/ecosystem.config.cjs index 40cc9bd..0cff0d7 100644 --- a/crypto_monitor_okx/ecosystem.config.cjs +++ b/crypto_monitor_okx/ecosystem.config.cjs @@ -19,7 +19,7 @@ const PY = path.join(ROOT, ".venv", "bin", "python"); module.exports = { apps: [ { - name: "crypto-monitor", + name: "crypto_okx", cwd: ROOT, script: path.join(ROOT, "app.py"), interpreter: PY,