feat: add timed position close (1h/2h/4h) for key levels and live orders
Program monitors open positions and market-closes at deadline; UI shows label and countdown on instance and hub boards. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -99,6 +99,17 @@ from key_sl_tp_lib import (
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sl_tp_mode_label,
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sl_tp_plan_summary_text,
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)
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from time_close_lib import (
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TIME_CLOSE_RESULT,
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apply_time_close_to_payload,
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ensure_time_close_schema,
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parse_time_close_enabled_form,
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parse_time_close_hours_form,
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should_trigger_time_close,
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time_close_insert_values,
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time_close_label,
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time_close_settings_from_row,
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)
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from manual_sltp_lib import (
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normalize_open_sltp_mode,
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resolve_entrust_sltp_prices,
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@@ -1431,6 +1442,7 @@ def init_db():
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c.execute(ddl)
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except Exception:
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pass
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ensure_time_close_schema(c)
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try:
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c.execute("ALTER TABLE trading_sessions ADD COLUMN key_sizing_capital_snapshot REAL")
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@@ -4534,6 +4546,8 @@ def _market_open_for_key_monitor(
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take_profit,
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key_signal_type=None,
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breakeven_enabled=0,
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time_close_enabled=0,
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time_close_hours=None,
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):
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"""
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与手动「实盘下单」对齐的市价开仓与 order_monitors 写入(Binance U 本位)。
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@@ -5073,7 +5087,10 @@ def check_fib_key_monitors():
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conn.close()
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def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0):
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def _add_fib_key_monitor(
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conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0,
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time_close_enabled=0, time_close_hours=None,
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):
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if _fib_key_exists_for_symbol(conn, symbol):
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return False, f"{symbol} 已有斐波监控(同币仅允许一条 0.618/0.786)"
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ratio = fib_ratio_from_type(mt)
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@@ -5134,15 +5151,16 @@ def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, br
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except Exception as e:
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return False, friendly_exchange_error(e, available_usdt=available_usdt)
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be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
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tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
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conn.execute(
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"INSERT INTO key_monitors "
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"(symbol, monitor_type, direction, upper, lower, "
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"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
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"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
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"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol, mt, direction_sel, upper_px, lower_px,
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oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
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oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
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),
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)
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return True, None
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@@ -5158,6 +5176,7 @@ def _false_breakout_exists_for_symbol(conn, symbol):
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def _add_false_breakout_key_monitor(
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conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=0,
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time_close_enabled=0, time_close_hours=None,
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):
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if _false_breakout_exists_for_symbol(conn, symbol):
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return False, f"{symbol} 已有假突破监控(同币仅允许一条)"
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@@ -5214,15 +5233,16 @@ def _add_false_breakout_key_monitor(
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except Exception as e:
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return False, friendly_exchange_error(e, available_usdt=available_usdt)
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be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
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tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
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conn.execute(
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"INSERT INTO key_monitors "
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"(symbol, monitor_type, direction, upper, lower, "
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"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
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"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
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"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol, FALSE_BREAKOUT_MONITOR_TYPE, direction_sel, upper_px, lower_px,
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oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
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oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
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),
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)
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return True, None
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@@ -5333,6 +5353,7 @@ def check_key_monitors():
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key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None
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be_on = breakeven_enabled_from_row(r, 0)
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tc_en, tc_h, _ = time_close_settings_from_row(r)
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ok_trade, trade_err, det = _market_open_for_key_monitor(
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conn,
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sym,
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@@ -5342,6 +5363,8 @@ def check_key_monitors():
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tp_raw,
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key_signal_type=key_sig,
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breakeven_enabled=1 if be_on else 0,
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time_close_enabled=tc_en,
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time_close_hours=tc_h,
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)
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planned_rr_txt = (
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format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-"
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@@ -5515,12 +5538,14 @@ def check_order_monitors():
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send_wechat_msg(be_msg)
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res = None
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if should_trigger_time_close(r):
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res = TIME_CLOSE_RESULT
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# 做多
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if direction == "long":
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if not res and direction == "long":
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if p >= take_profit: res = "止盈"
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elif p <= stop_loss: res = "止损"
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# 做空
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elif direction == "short":
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elif not res and direction == "short":
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if p <= take_profit: res = "止盈"
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elif p >= stop_loss: res = "止损"
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@@ -6304,7 +6329,8 @@ def api_price_snapshot():
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"SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_limit_order_id,created_at FROM key_monitors"
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).fetchall()
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order_rows = conn.execute(
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"SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
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"SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,"
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"time_close_enabled,time_close_hours,time_close_at_ms,opened_at_ms FROM order_monitors WHERE status='active'"
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).fetchall()
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symbol_set = set()
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@@ -6488,6 +6514,7 @@ def api_price_snapshot():
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format_price_fn=format_price_for_symbol,
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symbol=r["symbol"],
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)
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apply_time_close_to_payload(payload, r)
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new_sl, new_tp, changed = order_monitor_tpsl_needs_sync(
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r["stop_loss"], r["take_profit"], exchange_tpsl
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)
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@@ -7284,14 +7311,20 @@ def add_order():
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else:
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breakeven_price = round(float(trigger_price) * (1 + breakeven_offset_pct / 100.0), 8)
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breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
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tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
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tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
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if tc_en and not tc_h:
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tc_en = 0
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tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
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conn.execute(
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"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, monitor_type) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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"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, monitor_type, time_close_enabled, time_close_hours, time_close_at_ms) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
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margin_capital, leverage, trade_style, risk_percent_db, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
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breakeven_enabled,
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notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
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ORDER_MONITOR_TYPE_MANUAL,
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tc_en, tc_h, tc_at,
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)
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)
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conn.commit()
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