fix(trend): write trade_records when hub closes plan on gate_bot
Gate_bot insert_trade_record lacked entry_reason, causing _finalize_plan to save strategy snapshots but fail trade insert. Filter kwargs by signature, insert before plan commit, and add backfill script. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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#!/usr/bin/env python3
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"""补录缺失的趋势回调 trade_records（策略快照已有、交易记录漏写）。
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典型原因：gate_bot insert_trade_record 曾不接受 entry_reason，_finalize_plan 写快照后插入失败。
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用法：
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python scripts/backfill_trend_trade_records.py --db crypto_monitor_gate_bot/crypto.db --dry-run
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python scripts/backfill_trend_trade_records.py --db crypto_monitor_gate_bot/crypto.db --apply
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"""
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from __future__ import annotations
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import argparse
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import json
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import sqlite3
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import sys
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from pathlib import Path
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_REPO_ROOT = Path(__file__).resolve().parents[1]
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if str(_REPO_ROOT) not in sys.path:
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sys.path.insert(0, str(_REPO_ROOT))
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from strategy_snapshot_lib import STRATEGY_TREND # noqa: E402
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from strategy_trade_labels import ENTRY_REASON_TREND_PULLBACK, MONITOR_TYPE_TREND_PULLBACK # noqa: E402
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STATUS_TO_RESULT = {
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"stopped_sl": "止损",
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"stopped_tp": "止盈",
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"stopped_manual": "手动平仓",
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}
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def _row_dict(row) -> dict:
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if row is None:
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return {}
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try:
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return dict(row)
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except Exception:
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return {}
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def _hold_minutes(hold_seconds: int) -> int:
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try:
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return max(0, int(round(float(hold_seconds) / 60.0)))
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except (TypeError, ValueError):
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return 0
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def backfill_one(conn: sqlite3.Connection, snap: dict, *, apply: bool) -> dict:
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plan_id = int(snap.get("source_id") or 0)
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if plan_id <= 0:
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return {"plan_id": plan_id, "skipped": True, "reason": "invalid source_id"}
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exists = conn.execute(
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"SELECT id FROM trade_records WHERE trend_plan_id=? LIMIT 1", (plan_id,)
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).fetchone()
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if exists:
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return {"plan_id": plan_id, "skipped": True, "reason": "trade_exists"}
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try:
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payload = json.loads(snap.get("snapshot_json") or "{}")
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except Exception:
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payload = {}
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plan = conn.execute(
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"SELECT * FROM trend_pullback_plans WHERE id=?", (plan_id,)
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).fetchone()
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plan_d = _row_dict(plan)
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symbol = snap.get("symbol") or plan_d.get("symbol") or payload.get("symbol")
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direction = snap.get("direction") or plan_d.get("direction") or payload.get("direction") or "long"
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result = (snap.get("result_label") or "").strip() or STATUS_TO_RESULT.get(
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plan_d.get("status") or "", "手动平仓"
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)
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opened_at = snap.get("opened_at") or plan_d.get("opened_at")
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closed_at = snap.get("closed_at")
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pnl_amount = snap.get("pnl_amount")
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if pnl_amount is None:
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pnl_amount = payload.get("pnl_amount")
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trigger_price = payload.get("avg_entry_price") or plan_d.get("avg_entry_price")
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stop_loss = payload.get("stop_loss") or plan_d.get("stop_loss")
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take_profit = payload.get("take_profit") or plan_d.get("take_profit")
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margin_capital = payload.get("plan_margin_capital") or plan_d.get("plan_margin_capital")
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leverage = payload.get("leverage") or plan_d.get("leverage")
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opened_ms = plan_d.get("opened_at_ms")
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closed_ms = None
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hold_seconds = 0
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if opened_at and closed_at:
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try:
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from datetime import datetime
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fmt = "%Y-%m-%d %H:%M:%S"
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o = datetime.strptime(str(opened_at).strip()[:19], fmt)
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c = datetime.strptime(str(closed_at).strip()[:19], fmt)
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hold_seconds = max(0, int((c - o).total_seconds()))
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except Exception:
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hold_seconds = 0
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row = {
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"symbol": symbol,
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"monitor_type": MONITOR_TYPE_TREND_PULLBACK,
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"direction": direction,
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"trigger_price": trigger_price,
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"stop_loss": stop_loss,
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"initial_stop_loss": plan_d.get("initial_stop_loss") or stop_loss,
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"take_profit": take_profit,
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"margin_capital": margin_capital,
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"leverage": leverage,
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"pnl_amount": pnl_amount,
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"hold_seconds": hold_seconds,
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"trade_style": "trend_pullback",
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"result": result,
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"opened_at": opened_at,
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"opened_at_ms": opened_ms,
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"closed_at": closed_at,
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"closed_at_ms": closed_ms,
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"entry_reason": ENTRY_REASON_TREND_PULLBACK,
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"trend_plan_id": plan_id,
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}
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if not apply:
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return {"plan_id": plan_id, "dry_run": True, "row": row}
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conn.execute(
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"""INSERT INTO trade_records (
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symbol, monitor_type, direction, trigger_price, stop_loss, initial_stop_loss,
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take_profit, margin_capital, leverage, pnl_amount, hold_seconds, trade_style,
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hold_minutes, opened_at, opened_at_ms, closed_at, closed_at_ms, result,
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entry_reason, trend_plan_id
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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row["symbol"],
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row["monitor_type"],
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row["direction"],
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row["trigger_price"],
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row["stop_loss"],
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row["initial_stop_loss"],
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row["take_profit"],
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row["margin_capital"],
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row["leverage"],
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row["pnl_amount"],
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row["hold_seconds"],
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row["trade_style"],
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_hold_minutes(hold_seconds),
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row["opened_at"],
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row["opened_at_ms"],
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row["closed_at"],
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row["closed_at_ms"],
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row["result"],
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row["entry_reason"],
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row["trend_plan_id"],
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),
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)
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return {"plan_id": plan_id, "inserted": True}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--db", required=True, help="实例 sqlite 路径")
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ap.add_argument("--apply", action="store_true", help="写入数据库（默认 dry-run）")
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args = ap.parse_args()
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db_path = Path(args.db)
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if not db_path.is_file():
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print(f"数据库不存在: {db_path}")
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return 1
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conn = sqlite3.connect(str(db_path))
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conn.row_factory = sqlite3.Row
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snaps = conn.execute(
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"""SELECT * FROM strategy_trade_snapshots
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WHERE strategy_type=? ORDER BY id DESC""",
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(STRATEGY_TREND,),
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).fetchall()
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out = []
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for s in snaps:
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r = backfill_one(conn, _row_dict(s), apply=args.apply)
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out.append(r)
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print(r)
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if args.apply:
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conn.commit()
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conn.close()
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inserted = sum(1 for x in out if x.get("inserted"))
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print(f"done: inserted={inserted} total_snapshots={len(snaps)} apply={args.apply}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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