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:
@@ -100,6 +100,17 @@ 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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@@ -1426,6 +1437,7 @@ 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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except Exception:
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@@ -4493,6 +4505,8 @@ 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。
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@@ -4609,14 +4623,18 @@ def _market_open_for_key_monitor(
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breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
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breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
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be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
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tc_en, tc_h, tc_at = time_close_insert_values(
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time_close_enabled, time_close_hours, opened_at_ms
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)
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conn.execute(
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"INSERT INTO order_monitors "
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"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
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"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
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"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
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"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
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"time_close_enabled, time_close_hours, time_close_at_ms) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol,
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exchange_symbol,
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@@ -4646,6 +4664,9 @@ def _market_open_for_key_monitor(
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trading_day,
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ORDER_MONITOR_TYPE_KEY_AUTO,
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stored_key_signal_type(key_signal_type),
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tc_en,
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tc_h,
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tc_at,
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),
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)
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new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
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@@ -4835,13 +4856,16 @@ def _insert_order_monitor_from_fib_fill(
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breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
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opened_at_bj = app_now_str()
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opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
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tc_en, tc_h, _ = time_close_settings_from_row(row)
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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 "
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"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
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"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
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"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
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"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
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"time_close_enabled, time_close_hours, time_close_at_ms) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol,
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exchange_symbol,
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@@ -4871,6 +4895,9 @@ def _insert_order_monitor_from_fib_fill(
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trading_day,
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ORDER_MONITOR_TYPE_KEY_AUTO,
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stored_key_signal_type(typ),
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tc_en,
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tc_h,
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tc_at,
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),
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)
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new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
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@@ -5040,6 +5067,7 @@ 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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@@ -5096,21 +5124,25 @@ 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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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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@@ -5171,15 +5203,16 @@ 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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@@ -5290,6 +5323,7 @@ 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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@@ -5299,6 +5333,8 @@ 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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@@ -5487,12 +5523,14 @@ 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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@@ -6414,7 +6452,8 @@ 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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try:
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@@ -6623,6 +6662,7 @@ 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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@@ -7120,6 +7160,10 @@ def add_key():
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except Exception:
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pass
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be_flag = parse_breakeven_enabled_form(d.get("breakeven_enabled"))
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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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if is_false_breakout_key_monitor_type(mt):
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fb_sym = normalize_false_breakout_symbol(symbol)
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if not fb_sym:
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@@ -7154,6 +7198,7 @@ def add_key():
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return redirect("/key_monitor")
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ok_fb, err_fb = _add_false_breakout_key_monitor(
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conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=be_flag,
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time_close_enabled=tc_en, time_close_hours=tc_h,
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)
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conn.commit()
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conn.close()
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@@ -7164,6 +7209,7 @@ def add_key():
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flash(
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f"假突破监控已添加,限价单已挂出({symbol})"
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f"|有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h|移动保本:{'开' if be_flag else '关'}"
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+ (f"|{time_close_label(tc_h)}" if tc_en else "")
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)
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return redirect("/key_monitor")
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try:
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@@ -7184,6 +7230,7 @@ def add_key():
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if is_fib_key_monitor_type(mt):
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ok_fib, err_fib = _add_fib_key_monitor(
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conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,
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time_close_enabled=tc_en, time_close_hours=tc_h,
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)
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conn.commit()
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conn.close()
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@@ -7194,6 +7241,7 @@ def add_key():
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flash(
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f"斐波监控已添加,限价单已挂出({symbol} 日成交量排名 {rank}/{total})"
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f"|移动保本:{'开' if be_flag else '关'}"
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+ (f"|{time_close_label(tc_h)}" if tc_en else "")
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)
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return redirect("/key_monitor")
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sl_tp_mode = "standard"
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@@ -7227,8 +7275,8 @@ def add_key():
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conn.execute(
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"INSERT INTO key_monitors "
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"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
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"max_notify,notify_interval_min) "
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"VALUES (?,?,?,?,?,?,?,?,?,?)",
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"max_notify,notify_interval_min,time_close_enabled,time_close_hours) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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symbol,
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mt,
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@@ -7240,14 +7288,17 @@ def add_key():
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be_flag,
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KEY_ALERT_MAX_TIMES,
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KEY_ALERT_INTERVAL_MINUTES,
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tc_en,
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tc_h,
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),
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)
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else:
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conn.execute(
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"INSERT INTO key_monitors "
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"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled) "
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"VALUES (?,?,?,?,?,?,?,?)",
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(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag),
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"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
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"time_close_enabled,time_close_hours) "
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"VALUES (?,?,?,?,?,?,?,?,?,?)",
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(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag, tc_en, tc_h),
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)
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conn.commit()
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conn.close()
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@@ -7263,6 +7314,8 @@ def add_key():
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extra = ""
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if mt in KEY_MONITOR_AUTO_TYPES:
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extra = f"|方案:{sl_tp_mode_label(sl_tp_mode)}|移动保本:{'开' if be_flag else '关'}"
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if tc_en:
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extra += f"|{time_close_label(tc_h)}"
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if mt in KEY_MONITOR_RS_TYPES:
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flash(
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f"添加成功({symbol} 日成交量排名 {rank}/{total})|阻力/支撑:双向监控上/下沿,"
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@@ -7478,14 +7531,20 @@ def add_order():
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breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
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breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
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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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