期权复盘支持纯期权自动生成标的永续双周期K线,按时间标记进场出场。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-15 11:06:44 +08:00
parent b63f6f0962
commit 8f37d02494
5 changed files with 506 additions and 4 deletions
+39 -4
View File
@@ -626,6 +626,24 @@
return base + encodeURIComponent(name); return base + encodeURIComponent(name);
} }
function chartTfLabel(tf) {
if (tf === "auto") return "自动K线";
if (tf === "_") return "截图";
return tf;
}
function setChartOptionsVisible(visible) {
var box = $("or-chart-options");
var hint = $("or-chart-hint");
if (box) box.classList.toggle("hidden", !visible);
if (hint) hint.classList.toggle("hidden", !visible);
}
function resetChartOptions() {
var cb = $("or-exchange-chart");
if (cb) cb.checked = false;
}
function renderDetailImages(images) { function renderDetailImages(images) {
var imagesHost = $("or-detail-images"); var imagesHost = $("or-detail-images");
if (!imagesHost) return; if (!imagesHost) return;
@@ -637,7 +655,7 @@
var key = tf || "_"; var key = tf || "_";
byTf[key] = file; byTf[key] = file;
}); });
var order = ["5m", "15m", "1h", "4h"]; var order = ["auto", "5m", "15m", "1h", "4h"];
var keys = order.slice(); var keys = order.slice();
Object.keys(byTf).forEach(function (k) { Object.keys(byTf).forEach(function (k) {
if (keys.indexOf(k) < 0) keys.push(k); if (keys.indexOf(k) < 0) keys.push(k);
@@ -646,7 +664,7 @@
.map(function (tf) { .map(function (tf) {
var file = byTf[tf]; var file = byTf[tf];
if (!file) { if (!file) {
if (order.indexOf(tf) < 0) return ""; if (order.indexOf(tf) < 0 || tf === "auto") return "";
return ( return (
'<div class="or-detail-img-cell">' + '<div class="or-detail-img-cell">' +
'<span class="or-detail-img-label">' + '<span class="or-detail-img-label">' +
@@ -657,7 +675,7 @@
); );
} }
var src = optionsJournalImgSrc(file); var src = optionsJournalImgSrc(file);
var label = escapeHtml(tf === "_" ? "截图" : tf); var label = escapeHtml(chartTfLabel(tf));
return ( return (
'<div class="or-detail-img-cell">' + '<div class="or-detail-img-cell">' +
'<span class="or-detail-img-label">' + '<span class="or-detail-img-label">' +
@@ -992,6 +1010,8 @@
($("or-f-note") || {}).value = ""; ($("or-f-note") || {}).value = "";
setMoodTags(""); setMoodTags("");
resetUploadSlots(); resetUploadSlots();
resetChartOptions();
setChartOptionsVisible(false);
var summary = $("or-journal-summary"); var summary = $("or-journal-summary");
if (summary) { if (summary) {
summary.textContent = "截图槽位与合约复盘相同(5m / 15m / 1h / 4h)."; summary.textContent = "截图槽位与合约复盘相同(5m / 15m / 1h / 4h).";
@@ -1053,6 +1073,8 @@
setSelectValue($("or-f-entry"), e.entry_logic || ""); setSelectValue($("or-f-entry"), e.entry_logic || "");
($("or-f-note") || {}).value = e.note || ""; ($("or-f-note") || {}).value = e.note || "";
setMoodTags(e.mistake_tags); setMoodTags(e.mistake_tags);
resetChartOptions();
setChartOptionsVisible(t.source_type === "option_spot");
var summary = $("or-journal-summary"); var summary = $("or-journal-summary");
if (summary) { if (summary) {
@@ -1068,6 +1090,8 @@
} }
(e.images || []).forEach(function (img) { (e.images || []).forEach(function (img) {
var tf = String((img && img.tf) || "").trim();
if (tf === "auto") return;
var hidden = document.querySelector( var hidden = document.querySelector(
'#or-upload-slots .or-upload-hidden[data-tf="' + img.tf + '"]' '#or-upload-slots .or-upload-hidden[data-tf="' + img.tf + '"]'
); );
@@ -1167,6 +1191,15 @@
note: ($("or-f-note") || {}).value || "", note: ($("or-f-note") || {}).value || "",
images: collectImages(), images: collectImages(),
}; };
var chartBox = $("or-chart-options");
var chartVisible = chartBox && !chartBox.classList.contains("hidden");
if (chartVisible && ($("or-exchange-chart") || {}).checked) {
payload.journal_exchange_chart = true;
payload.journal_chart_tf1 = ($("or-chart-tf1") || {}).value || "";
payload.journal_chart_tf2 = ($("or-chart-tf2") || {}).value || "";
payload.journal_chart_limit = ($("or-chart-limit") || {}).value || "";
payload.journal_chart_anchor = ($("or-chart-anchor") || {}).value || "close";
}
($("or-save-status") || {}).textContent = "保存中…"; ($("or-save-status") || {}).textContent = "保存中…";
fetch("/api/options/review/entry", { fetch("/api/options/review/entry", {
method: "POST", method: "POST",
@@ -1182,7 +1215,9 @@
($("or-save-status") || {}).textContent = data.msg || "保存失败"; ($("or-save-status") || {}).textContent = data.msg || "保存失败";
return; return;
} }
($("or-save-status") || {}).textContent = "已保存"; ($("or-save-status") || {}).textContent = data.chart_queued
? "已保存,K线图后台生成中"
: "已保存";
hideJournalForm(); hideJournalForm();
reloadAll(); reloadAll();
openDetail(tradeId); openDetail(tradeId);
@@ -0,0 +1,137 @@
"""期权复盘自动 K 线:后台线程生成标的永续双周期拼图,写回 images_json."""
from __future__ import annotations
import logging
import threading
from typing import Any, Callable, Optional
from lib.options.options_review_images_lib import (
images_json_dumps,
parse_options_review_images_json,
)
logger = logging.getLogger(__name__)
OPTIONS_REVIEW_AUTO_CHART_TF = "auto"
def underlying_to_okx_perp_symbol(
underlying: str,
*,
normalize_symbol_input_fn: Callable[[str], str],
normalize_okx_symbol_fn: Callable[[str], str],
) -> str:
"""ETH / ETH-USD / ETH-USDT-SWAP → ETH/USDT:USDT."""
raw = str(underlying or "").strip().upper()
if not raw:
return ""
base = raw.split("-", 1)[0].split("/", 1)[0].strip()
if not base:
return ""
guess = normalize_symbol_input_fn(base) or f"{base}/USDT"
return str(normalize_okx_symbol_fn(guess) or "").strip()
def merge_auto_chart_into_images(
existing: Optional[list],
filename: str,
) -> list[dict[str, str]]:
"""保留手动槽位,用 tf=auto 放置拼图(方案甲一张总图)."""
fname = str(filename or "").strip()
out: list[dict[str, str]] = []
for item in existing or []:
if not isinstance(item, dict):
continue
tf = str(item.get("tf") or "").strip()
file = str(item.get("file") or "").strip()
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
continue
out.append({"tf": tf, "file": file})
if fname:
out.insert(0, {"tf": OPTIONS_REVIEW_AUTO_CHART_TF, "file": fname})
return out
def build_options_review_chart_filename(trade_id: int) -> str:
return f"options_journal_chart_{int(trade_id)}.png"
def schedule_options_review_exchange_chart(
*,
trade_id: int,
exchange_symbol: str,
title_prefix: str,
journal_tfs: list[str],
journal_limit: int,
marker_payload: dict[str, Any],
upload_folder: str,
generate_chart_fn: Callable[..., str | None],
get_db_fn: Callable[[], Any],
now_str_fn: Callable[[], str],
) -> None:
"""保存后立即返回;线程内画图并合并进 options_review_entries.images_json."""
tid = int(trade_id or 0)
if tid <= 0 or not callable(generate_chart_fn) or not callable(get_db_fn):
return
symbol = str(exchange_symbol or "").strip()
if not symbol:
return
tfs = [str(x).strip() for x in (journal_tfs or []) if str(x).strip()]
if not tfs:
return
def _run() -> None:
try:
chart_fname = build_options_review_chart_filename(tid)
saved = generate_chart_fn(
symbol,
title_prefix,
timeframes=tfs,
limit=journal_limit,
out_dir=upload_folder,
filename=chart_fname,
filename_prefix="options_journal_chart",
marker_payload=marker_payload,
marker_timeframes={x.lower() for x in tfs},
layout="vertical",
)
if not saved:
logger.warning("options review chart async empty trade_id=%s", tid)
return
conn = get_db_fn()
try:
row = conn.execute(
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
(tid,),
).fetchone()
if not row:
logger.warning(
"options review chart async missing entry trade_id=%s", tid
)
return
images = parse_options_review_images_json(row["images_json"])
merged = merge_auto_chart_into_images(images, saved)
primary = merged[0]["file"] if merged else saved
conn.execute(
"""UPDATE options_review_entries
SET images_json=?, image=?, updated_at=?
WHERE trade_id=?""",
(
images_json_dumps(merged),
primary,
now_str_fn(),
tid,
),
)
conn.commit()
finally:
conn.close()
except Exception:
logger.exception("options review chart async failed trade_id=%s", tid)
threading.Thread(
target=_run,
name=f"options-review-chart-{tid}",
daemon=True,
).start()
+142
View File
@@ -93,6 +93,141 @@ def _require_ex(cfg: dict[str, Any]):
return ex, "" return ex, ""
def _truthy(raw: Any) -> bool:
return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
def _prepare_review_entry_images(
conn: Any,
trade_id: int,
data: dict[str, Any],
) -> dict[str, Any]:
"""客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
from lib.options.options_review_images_lib import parse_options_review_images_json
images = data.get("images") if isinstance(data.get("images"), list) else []
cleaned: list[dict[str, str]] = []
for item in images:
if not isinstance(item, dict):
continue
tf = str(item.get("tf") or "").strip()
file = str(item.get("file") or "").strip()
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
continue
cleaned.append({"tf": tf, "file": file})
want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
if not want_chart:
row = conn.execute(
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
(int(trade_id),),
).fetchone()
if row:
for item in parse_options_review_images_json(row["images_json"]):
if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
cleaned.insert(0, dict(item))
break
out = dict(data)
out["images"] = cleaned
return out
def _maybe_schedule_options_review_chart(
cfg: dict[str, Any],
trade: dict[str, Any],
data: dict[str, Any],
) -> bool:
"""纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
if str(trade.get("source_type") or "").strip() != "option_spot":
return False
images = data.get("images") if isinstance(data.get("images"), list) else []
has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
if has_manual or not _truthy(data.get("journal_exchange_chart")):
return False
app_module = cfg.get("app_module")
if app_module is None:
return False
if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
return False
generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
if not callable(generate_fn):
return False
from lib.instance.journal_chart_lib import (
parse_journal_chart_anchor,
parse_journal_chart_limit,
parse_journal_chart_timeframes,
)
from lib.options.options_review_chart_async_lib import (
schedule_options_review_exchange_chart,
underlying_to_okx_perp_symbol,
)
from lib.options.options_review_images_lib import options_review_upload_dir
from lib.options.options_review_lib import _now_str
fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
journal_tfs = parse_journal_chart_timeframes(
data.get("journal_chart_tf1"),
data.get("journal_chart_tf2"),
fallback_tfs or None,
)
journal_limit = parse_journal_chart_limit(
data.get("journal_chart_limit"),
int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
)
chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
exchange_symbol = underlying_to_okx_perp_symbol(
underlying,
normalize_symbol_input_fn=app_module.normalize_symbol_input,
normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
)
if not exchange_symbol:
return False
to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
if not callable(to_ms):
return False
entry_ts = to_ms(trade.get("opened_at"))
exit_ts = to_ms(trade.get("closed_at"))
if entry_ts is None and exit_ts is None:
return False
now_ms = None
app_now = getattr(app_module, "app_now", None)
if callable(app_now):
try:
now_ms = int(app_now().timestamp() * 1000)
except Exception:
now_ms = None
inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
upload_folder = options_review_upload_dir(cfg["upload_folder"])
schedule_options_review_exchange_chart(
trade_id=int(trade["id"]),
exchange_symbol=exchange_symbol,
title_prefix=f"{underlying or 'OPT'} {inst} review",
journal_tfs=journal_tfs,
journal_limit=journal_limit,
marker_payload={
"entry_ts_ms": entry_ts,
"exit_ts_ms": exit_ts,
# 只按时间钉进/出场,不传价格与止损
"chart_anchor": chart_anchor,
"now_ts_ms": now_ms,
},
upload_folder=upload_folder,
generate_chart_fn=generate_fn,
get_db_fn=cfg["get_db"],
now_str_fn=_now_str,
)
return True
def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None: def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
lr = cfg["login_required"] lr = cfg["login_required"]
@@ -216,9 +351,16 @@ def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: s
return jsonify({"ok": False, "msg": "trade_id 无效"}), 400 return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
conn = cfg["get_db"]() conn = cfg["get_db"]()
try: try:
data = _prepare_review_entry_images(conn, trade_id, data)
out = save_review_entry(conn, trade_id, data) out = save_review_entry(conn, trade_id, data)
if out.get("ok"): if out.get("ok"):
conn.commit() conn.commit()
chart_queued = _maybe_schedule_options_review_chart(
cfg, out.get("trade") or {}, data
)
if chart_queued:
out = dict(out)
out["chart_queued"] = True
return jsonify(out), (200 if out.get("ok") else 400) return jsonify(out), (200 if out.get("ok") else 400)
finally: finally:
conn.close() conn.close()
@@ -327,6 +327,37 @@
</div> </div>
<p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p> <p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p>
<div class="form-row or-chart-options journal-chart-options hidden" id="or-chart-options" style="flex-wrap:wrap;align-items:center">
<label style="display:flex;align-items:center;gap:6px;font-size:.82rem">
<input type="checkbox" id="or-exchange-chart" value="true">
保存后后台生成 K 线图并作为截图(不阻塞保存)
</label>
<label style="font-size:.82rem;color:#9aa">周期1</label>
<select id="or-chart-tf1" style="min-width:72px">
{% for tf in journal_chart_tf_choices %}
<option value="{{ tf }}" {% if tf == journal_chart_default_tf1 %}selected{% endif %}>{{ tf }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">周期2</label>
<select id="or-chart-tf2" style="min-width:72px">
{% for tf in journal_chart_tf_choices %}
<option value="{{ tf }}" {% if tf == journal_chart_default_tf2 %}selected{% endif %}>{{ tf }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">K线数</label>
<select id="or-chart-limit" style="min-width:72px">
{% for n in [100, 150, 200, 250, 300, 400, 500] %}
<option value="{{ n }}" {% if n == journal_chart_default_limit %}selected{% endif %}>{{ n }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">K线截止</label>
<select id="or-chart-anchor" style="min-width:96px" title="K线窗口右端对齐的时间">
<option value="close" {% if journal_chart_default_anchor == 'close' %}selected{% endif %}>平仓时间</option>
<option value="now" {% if journal_chart_default_anchor == 'now' %}selected{% endif %}>当前时间</option>
</select>
</div>
<div class="sub or-chart-hint hidden" id="or-chart-hint" style="font-size:.72rem;margin-top:2px;margin-bottom:0">纯期权:按标的永续画双周期上下图;只按时间标记进场/出场,不标止损;有手动截图时不自动生成</div>
<div class="or-mood-grid mood-grid"> <div class="or-mood-grid mood-grid">
<label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label> <label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label>
<label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label> <label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label>
@@ -0,0 +1,157 @@
"""期权复盘自动 K 线:单元测试."""
from __future__ import annotations
import sqlite3
import unittest
from unittest.mock import MagicMock, patch
from lib.options.options_review_chart_async_lib import (
OPTIONS_REVIEW_AUTO_CHART_TF,
build_options_review_chart_filename,
merge_auto_chart_into_images,
schedule_options_review_exchange_chart,
underlying_to_okx_perp_symbol,
)
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import save_review_entry, upsert_option_history_row
def _conn() -> sqlite3.Connection:
c = sqlite3.connect(":memory:")
c.row_factory = sqlite3.Row
init_options_review_tables(c)
return c
class OptionsReviewChartAsyncTests(unittest.TestCase):
def test_underlying_to_okx_perp_symbol(self):
self.assertEqual(
underlying_to_okx_perp_symbol(
"ETH-USD",
normalize_symbol_input_fn=lambda s: f"{s}/USDT",
normalize_okx_symbol_fn=lambda s: f"{s.split('/')[0]}/USDT:USDT"
if "/" in s
else s,
),
"ETH/USDT:USDT",
)
def test_merge_auto_chart_keeps_manual_slots(self):
merged = merge_auto_chart_into_images(
[
{"tf": "auto", "file": "old.png"},
{"tf": "15m", "file": "m15.png"},
],
"new_auto.png",
)
self.assertEqual(merged[0]["tf"], OPTIONS_REVIEW_AUTO_CHART_TF)
self.assertEqual(merged[0]["file"], "new_auto.png")
self.assertEqual(merged[1], {"tf": "15m", "file": "m15.png"})
def test_chart_filename(self):
self.assertEqual(
build_options_review_chart_filename(12), "options_journal_chart_12.png"
)
@patch("lib.options.options_review_chart_async_lib.threading.Thread")
def test_schedule_starts_daemon_thread(self, mock_thread_cls):
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=7,
exchange_symbol="ETH/USDT:USDT",
title_prefix="t",
journal_tfs=["15m", "1h"],
journal_limit=100,
marker_payload={},
upload_folder="/tmp",
generate_chart_fn=MagicMock(),
get_db_fn=MagicMock(),
now_str_fn=lambda: "2026-09-15 12:00:00",
)
mock_thread_cls.assert_called_once()
self.assertTrue(mock_thread_cls.call_args.kwargs.get("daemon"))
thread.start.assert_called_once()
def test_writeback_merges_auto_image(self):
import tempfile
from pathlib import Path
from lib.options.options_review_images_lib import parse_options_review_images_json
with tempfile.TemporaryDirectory() as td:
db_path = Path(td) / "t.db"
def get_db():
c = sqlite3.connect(str(db_path))
c.row_factory = sqlite3.Row
return c
conn = get_db()
init_options_review_tables(conn)
upsert_option_history_row(
conn,
{
"history_key": "ex:chart1",
"inst_id": "ETH-USD-260328-2000-C",
"underlying": "ETH",
"opt_type": "C",
"realized_pnl": 1.0,
"created_at": "2026-09-01 10:00:00",
"closed_at": "2026-09-01 12:00:00",
},
)
trade_id = conn.execute(
"SELECT id FROM options_review_trades WHERE history_key='ex:chart1'"
).fetchone()["id"]
save_review_entry(
conn,
trade_id,
{
"strategy_tag": "测试",
"images": [{"tf": "15m", "file": "options_journal_x_15m.png"}],
},
)
conn.commit()
conn.close()
chart_name = build_options_review_chart_filename(trade_id)
generate = MagicMock(return_value=chart_name)
with patch(
"lib.options.options_review_chart_async_lib.threading.Thread"
) as mock_thread_cls:
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=trade_id,
exchange_symbol="ETH/USDT:USDT",
title_prefix="ETH review",
journal_tfs=["15m", "1h"],
journal_limit=200,
marker_payload={"entry_ts_ms": 1, "exit_ts_ms": 2},
upload_folder=td,
generate_chart_fn=generate,
get_db_fn=get_db,
now_str_fn=lambda: "2026-09-15 12:00:00",
)
target = mock_thread_cls.call_args.kwargs["target"]
target()
conn = get_db()
try:
row = conn.execute(
"SELECT images_json, image FROM options_review_entries WHERE trade_id=?",
(trade_id,),
).fetchone()
self.assertEqual(row["image"], chart_name)
images = parse_options_review_images_json(row["images_json"])
self.assertEqual(images[0]["tf"], "auto")
self.assertEqual(images[0]["file"], chart_name)
self.assertTrue(any(x.get("tf") == "15m" for x in images))
finally:
conn.close()
if __name__ == "__main__":
unittest.main()