diff --git a/crypto_monitor_binance/app.py b/crypto_monitor_binance/app.py index 46a9800..306c452 100644 --- a/crypto_monitor_binance/app.py +++ b/crypto_monitor_binance/app.py @@ -138,6 +138,12 @@ KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT = os.getenv("KEY_SIZING_USE_ZERO_POSITION_ ORDER_MONITOR_TYPE_MANUAL = "下单监控" ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控" KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"}) +EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip() +EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200")))) +BINANCE_NET_INCOME_TYPES = frozenset( + {"REALIZED_PNL", "COMMISSION", "FUNDING_FEE", "INSURANCE_CLEAR", "INTERNAL_AUTO_CLOSE"} +) +_LAST_EXCHANGE_PNL_SYNC_AT = 0.0 KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"}) AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true" AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30")) @@ -1236,6 +1242,21 @@ def init_db(): c.execute("ALTER TABLE trading_sessions ADD COLUMN key_sizing_capital_snapshot REAL") except Exception: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT") + except Exception: + pass + for col, ddl in ( + ("key_signal_type", "ALTER TABLE trade_records ADD COLUMN key_signal_type TEXT"), + ("exchange_realized_pnl", "ALTER TABLE trade_records ADD COLUMN exchange_realized_pnl REAL"), + ("exchange_opened_at", "ALTER TABLE trade_records ADD COLUMN exchange_opened_at TEXT"), + ("exchange_closed_at", "ALTER TABLE trade_records ADD COLUMN exchange_closed_at TEXT"), + ("exchange_sync_key", "ALTER TABLE trade_records ADD COLUMN exchange_sync_key TEXT"), + ): + try: + c.execute(ddl) + except Exception: + pass c.execute( """CREATE TABLE IF NOT EXISTS key_monitor_history @@ -1711,6 +1732,25 @@ def to_effective_trade_dict(row): 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 "" + reviewed_pnl = get_effective_trade_field(row, "reviewed_pnl_amount", "pnl_amount", None) + has_reviewed_pnl = reviewed_pnl is not None and str(reviewed_pnl).strip() != "" + ex_pnl = item.get("exchange_realized_pnl") + if not has_reviewed_pnl and ex_pnl is not None and str(ex_pnl).strip() != "": + try: + item["effective_pnl_amount"] = round(float(ex_pnl), FUNDS_DECIMALS) + item["display_pnl_source"] = "exchange" + ex_open = (str(item.get("exchange_opened_at") or "").strip() or None) + ex_close = (str(item.get("exchange_closed_at") or "").strip() or None) + if ex_open: + item["effective_opened_at"] = ex_open + if ex_close: + item["effective_closed_at"] = ex_close + except (TypeError, ValueError): + item["display_pnl_source"] = "local" + elif has_reviewed_pnl: + item["display_pnl_source"] = "reviewed" + else: + item["display_pnl_source"] = "local" return item @@ -1949,16 +1989,20 @@ def insert_trade_record( closed_at=None, closed_at_ms=None, exchange_trade_id=None, + key_signal_type=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) + kst = (key_signal_type or "").strip() + if kst not in KEY_MONITOR_AUTO_TYPES: + kst = None 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 (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + "INSERT INTO trade_records (symbol,monitor_type,key_signal_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, + symbol, monitor_type, kst, 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 @@ -2030,6 +2074,33 @@ def ensure_exchange_live_ready(): return True, "" +def order_row_monitor_type(row): + if row is None: + return ORDER_MONITOR_TYPE_MANUAL + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "monitor_type" in keys: + mt = (row["monitor_type"] or "").strip() + if mt: + return mt + return ORDER_MONITOR_TYPE_MANUAL + + +def order_row_key_signal_type(row): + if row is None: + return None + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "key_signal_type" not in keys: + return None + kst = (row["key_signal_type"] or "").strip() + return kst if kst in KEY_MONITOR_AUTO_TYPES else None + + 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) @@ -3348,7 +3419,8 @@ def reconcile_external_closes(conn, days=None): insert_trade_record( conn, symbol=r["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=r["direction"], trigger_price=r["trigger_price"], stop_loss=r["stop_loss"], @@ -3652,7 +3724,7 @@ def _key_plan_auto_sl_tp(direction, upper, lower, checks, outside_pct): return E, sl_raw, tp_raw, H -def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_loss, take_profit): +def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_loss, take_profit, key_signal_type=None): """ 与手动「实盘下单」对齐的市价开仓与 order_monitors 写入（Binance U 本位）。 返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict]) @@ -3769,8 +3841,8 @@ def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_ "(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, monitor_type) " - "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) " + "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", ( symbol, exchange_symbol, @@ -3799,6 +3871,7 @@ def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_ opened_at_ms, trading_day, ORDER_MONITOR_TYPE_KEY_AUTO, + (key_signal_type if key_signal_type in KEY_MONITOR_AUTO_TYPES else None), ), ) new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0]) @@ -3923,8 +3996,9 @@ def check_key_monitors(): _finalize_key_monitor_one_shot(conn, r, rr_msg, "rr_insufficient") continue + key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None ok_trade, trade_err, det = _market_open_for_key_monitor( - conn, sym, direction, exchange_symbol, sl_raw, tp_raw, + conn, sym, direction, exchange_symbol, sl_raw, tp_raw, key_signal_type=key_sig, ) planned_rr_txt = ( format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-" @@ -4155,7 +4229,8 @@ def check_order_monitors(): insert_trade_record( conn, symbol=sym, - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=stop_loss, @@ -4225,7 +4300,8 @@ def check_order_monitors(): insert_trade_record( conn, symbol=sym, - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=stop_loss, @@ -4291,7 +4367,8 @@ def force_close_before_reset(): insert_trade_record( conn, symbol=r["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=r["stop_loss"], @@ -4421,6 +4498,174 @@ def api_sync_positions(): return jsonify({"ok": True, "days": days, "synced": int(synced)}) +def _coerce_ts_ms(val): + if val is None or val == "": + return None + try: + v = float(val) + except (TypeError, ValueError): + return None + if v > 1e12: + return int(v) + if v > 1e9: + return int(v) + return int(v * 1000.0) + + +def _unified_symbol_for_match(symbol_str): + if not symbol_str: + return "" + s = str(symbol_str).strip() + if not s: + return "" + try: + return normalize_exchange_symbol(s).split(":")[0] + except Exception: + x = s.upper().replace(" ", "") + if "/" in x: + return x.split(":")[0] + if x.endswith("USDT") and len(x) > 4: + return f"{x[:-4]}/USDT" + return x + + +def exchange_position_sync_since_ms(): + s = EXCHANGE_POSITION_SYNC_FROM_BJ + if s: + for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d", 10)): + try: + chunk = s[:ln] if len(s) >= ln else s[:10] + dt = datetime.strptime(chunk, fmt) + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + continue + dt0 = app_now() - timedelta(days=90) + try: + aware0 = datetime(dt0.year, dt0.month, dt0.day, 0, 0, 0, tzinfo=APP_TZ) + except Exception: + aware0 = datetime.now(APP_TZ) + return int(aware0.timestamp() * 1000) + + +def _fetch_binance_income_entries(exchange_symbol, start_ms, end_ms): + if not hasattr(exchange, "fapiPrivateGetIncome"): + return [] + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + contract_id = market.get("id") + if not contract_id: + return [] + out = [] + cursor = int(start_ms) + end_ms = int(end_ms) + for _ in range(20): + try: + batch = exchange.fapiPrivateGetIncome( + {"symbol": contract_id, "startTime": cursor, "endTime": end_ms, "limit": 1000} + ) + except Exception: + break + if not batch: + break + out.extend(batch) + if len(batch) < 1000: + break + last_t = _coerce_ts_ms(batch[-1].get("time")) + if last_t is None or last_t >= end_ms: + break + cursor = last_t + 1 + return out + + +def fetch_binance_net_pnl_for_trade(exchange_symbol, direction, open_ms, close_ms): + if open_ms is None or close_ms is None or close_ms < open_ms: + return None, None, None, None + buffer_ms = 5 * 60 * 1000 + entries = _fetch_binance_income_entries( + exchange_symbol, max(0, int(open_ms) - buffer_ms), int(close_ms) + buffer_ms + ) + if not entries: + return None, None, None, None + net = 0.0 + first_t = None + last_t = None + for e in entries: + it = (e.get("incomeType") or e.get("income_type") or "").strip() + if it not in BINANCE_NET_INCOME_TYPES: + continue + try: + net += float(e.get("income") or 0) + except (TypeError, ValueError): + pass + t = _coerce_ts_ms(e.get("time")) + if t: + first_t = t if first_t is None else min(first_t, t) + last_t = t if last_t is None else max(last_t, t) + if first_t is None: + return None, None, None, None + net = round(net, FUNDS_DECIMALS) + ensure_markets_loaded() + market = exchange.market(exchange_symbol) + cid = market.get("id") or exchange_symbol + sync_key = f"income|{cid}|{direction}|{open_ms}|{close_ms}|{net}" + eo = ms_to_app_local_str(first_t) + ec = ms_to_app_local_str(last_t) + return net, sync_key, eo, ec + + +def sync_trade_records_from_exchange(conn): + """为未同步的 trade_records 回填交易所口径净盈亏（Binance：income 流水汇总）。""" + global _LAST_EXCHANGE_PNL_SYNC_AT + if not exchange_private_api_configured(): + return + now = time.time() + if now - _LAST_EXCHANGE_PNL_SYNC_AT < 25.0: + return + candidates = conn.execute( + """ + SELECT id, symbol, direction, opened_at, opened_at_ms, closed_at, closed_at_ms + FROM trade_records + WHERE (exchange_sync_key IS NULL OR TRIM(exchange_sync_key) = '') + ORDER BY id DESC + LIMIT 120 + """ + ).fetchall() + if not candidates: + _LAST_EXCHANGE_PNL_SYNC_AT = now + return + for tr in candidates: + direction = (tr["direction"] or "long").strip().lower() + open_ms = _to_ms_with_fallback( + tr["opened_at_ms"] if "opened_at_ms" in tr.keys() else None, tr["opened_at"] + ) + close_ms = _to_ms_with_fallback( + tr["closed_at_ms"] if "closed_at_ms" in tr.keys() else None, tr["closed_at"] + ) + if open_ms is None or close_ms is None: + continue + try: + ex_sym = normalize_exchange_symbol(tr["symbol"]) + except Exception: + continue + net, sync_key, eo, ec = fetch_binance_net_pnl_for_trade(ex_sym, direction, open_ms, close_ms) + if net is None or not sync_key: + continue + conn.execute( + """ + UPDATE trade_records + SET exchange_realized_pnl = ?, exchange_opened_at = ?, exchange_closed_at = ?, exchange_sync_key = ? + WHERE id = ? + """, + (float(net), eo, ec, sync_key, int(tr["id"])), + ) + _LAST_EXCHANGE_PNL_SYNC_AT = now + try: + conn.commit() + except Exception: + pass + + # ====================== 主页面 ====================== def render_main_page(page="trade"): now = app_now() @@ -4440,6 +4685,11 @@ def render_main_page(page="trade"): order_list = [] for o in raw_order_list: order_list.append(enrich_order_item(row_to_dict(o), current_capital)) + if exchange_private_api_configured(): + try: + sync_trade_records_from_exchange(conn) + except Exception: + pass 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) @@ -5686,7 +5936,8 @@ def del_order(id): insert_trade_record( conn, symbol=row["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(row), + key_signal_type=order_row_key_signal_type(row), direction=row["direction"], trigger_price=row["trigger_price"], stop_loss=row["stop_loss"], @@ -5740,9 +5991,10 @@ def del_order(id): update_session_capital(conn, session_date, pnl_amount) insert_trade_record( conn, - symbol=row["symbol"], - monitor_type="下单监控", - direction=row["direction"], + symbol=row["symbol"], + monitor_type=order_row_monitor_type(row), + key_signal_type=order_row_key_signal_type(row), + direction=row["direction"], trigger_price=row["trigger_price"], stop_loss=row["stop_loss"], initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"], diff --git a/crypto_monitor_binance/templates/index.html b/crypto_monitor_binance/templates/index.html index bc573f0..672cd1f 100644 --- a/crypto_monitor_binance/templates/index.html +++ b/crypto_monitor_binance/templates/index.html @@ -395,7 +395,7 @@
- 来源: {{ o.monitor_type|default('下单监控', true) }} + 来源: {{ o.monitor_type|default('下单监控', true) }}{% if o.key_signal_type %} · {{ o.key_signal_type }}{% endif %} 风格: {{ o.trade_style or 'trend' }} 风险: {{ o.risk_percent or '-' }}%≈{{ funds_fmt(o.risk_amount) if o.risk_amount is not none else '-' }}U @@ -506,7 +506,7 @@ {% set pnl_val = (r.pnl_amount or 0)|float %} {{ r.symbol }} - {{ r.monitor_type }} + {{ r.monitor_type }}{% if r.key_signal_type %} · {{ r.key_signal_type }}{% endif %} {{ '做多' if r.direction == 'long' else '做空' }} {{ price_fmt(r.symbol, r.trigger_price) }} {% set stop_show = r.effective_stop_loss or r.initial_stop_loss or r.stop_loss %} @@ -519,7 +519,7 @@ {{ (r.effective_opened_at or '-')[:16] }} {{ (r.effective_closed_at or r.created_at or '-')[:16] }} {% set pnl_val = (r.effective_pnl_amount or 0)|float %} - {{ funds_fmt(r.effective_pnl_amount or 0) }} + {{ funds_fmt(r.effective_pnl_amount or 0) }}{% if r.display_pnl_source == 'exchange' %}所{% elif r.display_pnl_source != 'reviewed' %}估{% endif %} {% set effective_result = r.effective_result %} {% if effective_result in ["止盈","保本止盈","移动止盈"] %}{{ effective_result }} diff --git a/crypto_monitor_gate/app.py b/crypto_monitor_gate/app.py index aaf1e3a..ef8a01a 100644 --- a/crypto_monitor_gate/app.py +++ b/crypto_monitor_gate/app.py @@ -137,6 +137,9 @@ KEY_CONFIRM_BAR = int(os.getenv("KEY_CONFIRM_BAR", "-1")) KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT = os.getenv("KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT", "true").lower() == "true" ORDER_MONITOR_TYPE_MANUAL = "下单监控" ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控" +EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip() +EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200")))) +_LAST_EXCHANGE_PNL_SYNC_AT = 0.0 KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"}) KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"}) @@ -1241,6 +1244,21 @@ def init_db(): c.execute("ALTER TABLE trading_sessions ADD COLUMN key_sizing_capital_snapshot REAL") except Exception: pass + try: + c.execute("ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT") + except Exception: + pass + for ddl in ( + "ALTER TABLE trade_records ADD COLUMN key_signal_type TEXT", + "ALTER TABLE trade_records ADD COLUMN exchange_realized_pnl REAL", + "ALTER TABLE trade_records ADD COLUMN exchange_opened_at TEXT", + "ALTER TABLE trade_records ADD COLUMN exchange_closed_at TEXT", + "ALTER TABLE trade_records ADD COLUMN exchange_sync_key TEXT", + ): + try: + c.execute(ddl) + except Exception: + pass c.execute( """CREATE TABLE IF NOT EXISTS key_monitor_history @@ -1673,6 +1691,25 @@ def to_effective_trade_dict(row): 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 "" + reviewed_pnl = get_effective_trade_field(row, "reviewed_pnl_amount", "pnl_amount", None) + has_reviewed_pnl = reviewed_pnl is not None and str(reviewed_pnl).strip() != "" + ex_pnl = item.get("exchange_realized_pnl") + if not has_reviewed_pnl and ex_pnl is not None and str(ex_pnl).strip() != "": + try: + item["effective_pnl_amount"] = round(float(ex_pnl), 2) + item["display_pnl_source"] = "exchange" + ex_open = (str(item.get("exchange_opened_at") or "").strip() or None) + ex_close = (str(item.get("exchange_closed_at") or "").strip() or None) + if ex_open: + item["effective_opened_at"] = ex_open + if ex_close: + item["effective_closed_at"] = ex_close + except (TypeError, ValueError): + item["display_pnl_source"] = "local" + elif has_reviewed_pnl: + item["display_pnl_source"] = "reviewed" + else: + item["display_pnl_source"] = "local" return item @@ -1930,16 +1967,20 @@ def insert_trade_record( closed_at=None, closed_at_ms=None, exchange_trade_id=None, + key_signal_type=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) + kst = (key_signal_type or "").strip() + if kst not in KEY_MONITOR_AUTO_TYPES: + kst = None 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 (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + "INSERT INTO trade_records (symbol,monitor_type,key_signal_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, + symbol, monitor_type, kst, 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 @@ -2011,6 +2052,33 @@ def ensure_exchange_live_ready(): return True, "" +def order_row_monitor_type(row): + if row is None: + return ORDER_MONITOR_TYPE_MANUAL + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "monitor_type" in keys: + mt = (row["monitor_type"] or "").strip() + if mt: + return mt + return ORDER_MONITOR_TYPE_MANUAL + + +def order_row_key_signal_type(row): + if row is None: + return None + try: + keys = row.keys() if hasattr(row, "keys") else [] + except Exception: + keys = [] + if "key_signal_type" not in keys: + return None + kst = (row["key_signal_type"] or "").strip() + return kst if kst in KEY_MONITOR_AUTO_TYPES else None + + 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) @@ -3475,7 +3543,8 @@ def reconcile_external_closes(conn, days=None): insert_trade_record( conn, symbol=r["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=r["direction"], trigger_price=r["trigger_price"], stop_loss=r["stop_loss"], @@ -3779,7 +3848,7 @@ def _key_plan_auto_sl_tp(direction, upper, lower, checks, outside_pct): return E, sl_raw, tp_raw, H -def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_loss, take_profit): +def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_loss, take_profit, key_signal_type=None): """ 与手动「实盘下单」对齐的市价开仓与 order_monitors 写入。 返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict]) @@ -3898,8 +3967,8 @@ def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_ "(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, monitor_type) " - "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", + "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) " + "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)", ( symbol, exchange_symbol, @@ -3928,6 +3997,7 @@ def _market_open_for_key_monitor(conn, symbol, direction, exchange_symbol, stop_ opened_at_ms, trading_day, ORDER_MONITOR_TYPE_KEY_AUTO, + (key_signal_type if key_signal_type in KEY_MONITOR_AUTO_TYPES else None), ), ) new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0]) @@ -4053,8 +4123,9 @@ def check_key_monitors(): _finalize_key_monitor_one_shot(conn, r, rr_msg, "rr_insufficient") continue + key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None ok_trade, trade_err, det = _market_open_for_key_monitor( - conn, sym, direction, exchange_symbol, sl_raw, tp_raw, + conn, sym, direction, exchange_symbol, sl_raw, tp_raw, key_signal_type=key_sig, ) planned_rr_txt = ( format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-" @@ -4301,7 +4372,8 @@ def check_order_monitors(): insert_trade_record( conn, symbol=sym, - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=stop_loss, @@ -4371,7 +4443,8 @@ def check_order_monitors(): insert_trade_record( conn, symbol=sym, - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=stop_loss, @@ -4437,7 +4510,8 @@ def force_close_before_reset(): insert_trade_record( conn, symbol=r["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(r), + key_signal_type=order_row_key_signal_type(r), direction=direction, trigger_price=trigger_price, stop_loss=r["stop_loss"], @@ -4567,6 +4641,216 @@ def api_sync_positions(): return jsonify({"ok": True, "days": days, "synced": int(synced)}) +def _coerce_ts_ms(val): + if val is None or val == "": + return None + try: + v = float(val) + except (TypeError, ValueError): + return None + if v > 1e12: + return int(v) + if v > 1e9: + return int(v) + return int(v * 1000.0) + + +def _unified_symbol_for_match(symbol_str): + if not symbol_str: + return "" + s = str(symbol_str).strip() + if not s: + return "" + try: + return normalize_exchange_symbol(s).split(":")[0] + except Exception: + x = s.upper().replace(" ", "") + if "/" in x: + return x.split(":")[0] + if x.endswith("USDT") and len(x) > 4: + return f"{x[:-4]}/USDT" + return x + + +def exchange_position_sync_since_ms(): + s = EXCHANGE_POSITION_SYNC_FROM_BJ + if s: + for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d", 10)): + try: + chunk = s[:ln] if len(s) >= ln else s[:10] + dt = datetime.strptime(chunk, fmt) + aware = dt.replace(tzinfo=APP_TZ) + return int(aware.timestamp() * 1000) + except Exception: + continue + dt0 = app_now() - timedelta(days=90) + try: + aware0 = datetime(dt0.year, dt0.month, dt0.day, 0, 0, 0, tzinfo=APP_TZ) + except Exception: + aware0 = datetime.now(APP_TZ) + return int(aware0.timestamp() * 1000) + + +def _normalize_gate_position_history_entry(p): + if not p or not isinstance(p, dict): + return None + info = p.get("info") or {} + sym = p.get("symbol") or "" + side = (p.get("side") or "").strip().lower() + if side not in ("long", "short"): + sz = info.get("accum_size") if info.get("accum_size") is not None else info.get("size") + try: + szf = float(sz) + if szf > 0: + side = "long" + elif szf < 0: + side = "short" + except (TypeError, ValueError): + side = "" + rp = p.get("realizedPnl") + if rp is None: + rp = info.get("pnl") + try: + rp_f = float(rp) if rp is not None and str(rp).strip() != "" else None + except (TypeError, ValueError): + rp_f = None + close_ms = _coerce_ts_ms(p.get("lastUpdateTimestamp")) + if close_ms is None: + close_ms = _coerce_ts_ms(info.get("time")) + open_ms = _coerce_ts_ms(p.get("timestamp")) + if open_ms is None: + open_ms = _coerce_ts_ms(info.get("first_open_time")) + c_raw = str(info.get("contract") or "").strip() + t_raw = info.get("time") + sync_key = f"{c_raw}|{t_raw}|{side}" + return { + "symbol_u": _unified_symbol_for_match(sym), + "side": side, + "close_ms": close_ms, + "open_ms": open_ms, + "pnl": rp_f, + "sync_key": sync_key, + } + + +def fetch_gate_positions_close_history(): + if not exchange_private_api_configured(): + return [] + ensure_markets_loaded() + since_ms = exchange_position_sync_since_ms() + try: + rows = exchange.fetch_positions_history( + None, + since=int(since_ms), + limit=int(EXCHANGE_POSITION_HISTORY_LIMIT), + params={"settle": "usdt"}, + ) + except Exception: + try: + rows = exchange.fetch_positions_history( + None, + since=int(since_ms), + limit=int(EXCHANGE_POSITION_HISTORY_LIMIT), + params={}, + ) + except Exception: + return [] + out = [] + for p in rows or []: + h = _normalize_gate_position_history_entry(p) + if h and h["close_ms"] and h["side"] in ("long", "short") and h["symbol_u"]: + out.append(h) + return out + + +def sync_trade_records_from_exchange(conn): + """为未同步的 trade_records 回填 Gate 平仓历史中的已实现盈亏。""" + global _LAST_EXCHANGE_PNL_SYNC_AT + if not exchange_private_api_configured(): + return + now = time.time() + if now - _LAST_EXCHANGE_PNL_SYNC_AT < 25.0: + return + try: + hist = fetch_gate_positions_close_history() + except Exception: + return + if not hist: + _LAST_EXCHANGE_PNL_SYNC_AT = now + return + candidates = conn.execute( + """ + SELECT id, symbol, direction, closed_at, opened_at, opened_at_ms + FROM trade_records + WHERE (exchange_sync_key IS NULL OR TRIM(exchange_sync_key) = '') + ORDER BY id DESC + LIMIT 120 + """ + ).fetchall() + if not candidates: + _LAST_EXCHANGE_PNL_SYNC_AT = now + return + used = set() + for tr in candidates: + close_ms_trade = _to_ms_with_fallback( + tr["closed_at_ms"] if "closed_at_ms" in tr.keys() else None, tr["closed_at"] + ) or opened_at_str_to_ms(tr["closed_at"]) + open_ms_trade = _to_ms_with_fallback( + tr["opened_at_ms"] if "opened_at_ms" in tr.keys() else None, tr["opened_at"] + ) or opened_at_str_to_ms(tr["opened_at"]) + if close_ms_trade is None: + continue + best = None + best_d = None + for h in hist: + sk = h["sync_key"] + if not sk or sk in used: + continue + if h["symbol_u"] != _unified_symbol_for_match(tr["symbol"]): + continue + if h["side"] != (tr["direction"] or "long").strip().lower(): + continue + cm = h["close_ms"] + if cm is None: + continue + if open_ms_trade is not None: + if cm < open_ms_trade - 15 * 60 * 1000: + continue + if cm > open_ms_trade + 15 * 86400 * 1000: + continue + else: + if abs(cm - close_ms_trade) > 3 * 86400 * 1000: + continue + d = abs(cm - close_ms_trade) + if best_d is None or d < best_d: + best_d = d + best = h + if best is None or best_d is None or best_d > 25 * 60 * 1000: + continue + sk = best["sync_key"] + if sk in used: + continue + eo = ms_to_app_local_str(best["open_ms"]) if best.get("open_ms") else None + ec = ms_to_app_local_str(best["close_ms"]) if best.get("close_ms") else None + pnl_val = best.get("pnl") + if pnl_val is None: + pnl_val = 0.0 + conn.execute( + """ + UPDATE trade_records + SET exchange_realized_pnl = ?, exchange_opened_at = ?, exchange_closed_at = ?, exchange_sync_key = ? + WHERE id = ? + """, + (float(pnl_val), eo, ec, sk, int(tr["id"])), + ) + used.add(sk) + _LAST_EXCHANGE_PNL_SYNC_AT = now + try: + conn.commit() + except Exception: + pass + + # ====================== 主页面 ====================== def render_main_page(page="trade"): now = app_now() @@ -4586,6 +4870,11 @@ def render_main_page(page="trade"): order_list = [] for o in raw_order_list: order_list.append(enrich_order_item(row_to_dict(o), current_capital)) + if exchange_private_api_configured(): + try: + sync_trade_records_from_exchange(conn) + except Exception: + pass 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) @@ -5885,7 +6174,8 @@ def del_order(id): insert_trade_record( conn, symbol=row["symbol"], - monitor_type="下单监控", + monitor_type=order_row_monitor_type(row), + key_signal_type=order_row_key_signal_type(row), direction=row["direction"], trigger_price=row["trigger_price"], stop_loss=row["stop_loss"], diff --git a/crypto_monitor_gate/templates/index.html b/crypto_monitor_gate/templates/index.html index 80bcd8a..2d32612 100644 --- a/crypto_monitor_gate/templates/index.html +++ b/crypto_monitor_gate/templates/index.html @@ -395,7 +395,7 @@
- 来源: {{ o.monitor_type|default('下单监控', true) }} + 来源: {{ o.monitor_type|default('下单监控', true) }}{% if o.key_signal_type %} · {{ o.key_signal_type }}{% endif %} 风格: {{ o.trade_style or 'trend' }} 风险: {{ o.risk_percent or '-' }}%≈{% if o.risk_amount is not none %}{{ usdt_fmt(o.risk_amount) }}{% else %}-{% endif %}U @@ -506,7 +506,7 @@ {% set pnl_val = (r.pnl_amount or 0)|float %} {{ r.symbol }} - {{ r.monitor_type }} + {{ r.monitor_type }}{% if r.key_signal_type %} · {{ r.key_signal_type }}{% endif %} {{ '做多' if r.direction == 'long' else '做空' }} {{ price_fmt(r.symbol, r.trigger_price) }} {% set stop_show = r.effective_stop_loss or r.initial_stop_loss or r.stop_loss %} @@ -519,7 +519,7 @@ {{ (r.effective_opened_at or '-')[:16] }} {{ (r.effective_closed_at or r.created_at or '-')[:16] }} {% set pnl_val = (r.effective_pnl_amount or 0)|float %} - {{ signed_usdt_fmt(r.effective_pnl_amount or 0) }} + {{ signed_usdt_fmt(r.effective_pnl_amount or 0) }}{% if r.display_pnl_source == 'exchange' %}所{% elif r.display_pnl_source != 'reviewed' %}估{% endif %} {% set effective_result = r.effective_result %} {% if effective_result in ["止盈","保本止盈","移动止盈"] %}{{ effective_result }}