Normalize fullwidth punctuation to ASCII across codebase.
Add scripts/normalize_ambiguous_unicode.py; fix corrupted patch_instance_theme_templates.py. Preserves curly quotes in string literals; removes Git homoglyph warnings on .env.example. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+845
-845
File diff suppressed because it is too large
Load Diff
@@ -1,16 +1,16 @@
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"""开仓后挂 TP/SL 失败时的补偿平仓（避免裸仓）。"""
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from __future__ import annotations
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from typing import Callable
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def log_compensating_close_error(prefix: str, exc: BaseException) -> None:
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print(f"[{prefix}] {exc}", flush=True)
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def run_compensating_close(close_fn: Callable[[], None], *, log_prefix: str = "compensating_close") -> None:
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"""执行补偿平仓；二次失败只打日志，不掩盖原始异常。"""
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try:
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close_fn()
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except Exception as e:
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log_compensating_close_error(log_prefix, e)
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"""开仓后挂 TP/SL 失败时的补偿平仓(避免裸仓)."""
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from __future__ import annotations
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from typing import Callable
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def log_compensating_close_error(prefix: str, exc: BaseException) -> None:
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print(f"[{prefix}] {exc}", flush=True)
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def run_compensating_close(close_fn: Callable[[], None], *, log_prefix: str = "compensating_close") -> None:
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"""执行补偿平仓;二次失败只打日志,不掩盖原始异常."""
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try:
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close_fn()
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except Exception as e:
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log_compensating_close_error(log_prefix, e)
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+140
-140
@@ -1,140 +1,140 @@
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"""单日开仓次数：软提醒阈值 + 硬上限（三所实例共用）。"""
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from __future__ import annotations
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import os
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from typing import Any, Optional
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def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int:
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"""AI 克制提醒阈值；至少 1。"""
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try:
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v = int(raw if raw is not None and str(raw).strip() != "" else default)
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except (TypeError, ValueError):
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v = default
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return max(1, v)
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def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int:
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"""硬上限；0 表示不启用。至少 0。"""
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try:
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v = int(raw if raw is not None and str(raw).strip() != "" else default)
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except (TypeError, ValueError):
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v = default
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return max(0, v)
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def load_daily_open_limits_from_env(
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env: Optional[dict[str, str]] = None,
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) -> tuple[int, int]:
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"""从环境变量读取 (alert_threshold, hard_limit)。"""
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src = env if env is not None else os.environ
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alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD"))
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hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT"))
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return alert, hard
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def count_opens_for_trading_day(conn, trading_day: str) -> int:
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"""本交易日已成功写入 order_monitors 的开仓次数。"""
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td = (trading_day or "").strip()
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if not td:
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return 0
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row = conn.execute(
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"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
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(td,),
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).fetchone()
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return int(row[0] if row else 0)
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def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool:
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return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit)
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def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str:
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return (
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f"本交易日开仓次数已达上限（{int(opens_today)}/{int(hard_limit)}），"
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f"次日北京时间 {int(reset_hour)}:00 后恢复"
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)
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def check_daily_open_hard_limit(
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conn,
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trading_day: str,
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hard_limit: int,
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reset_hour: int,
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) -> tuple[bool, str, int]:
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"""返回 (允许继续开仓, 拒绝原因, 当日已开次数)。"""
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opens_today = count_opens_for_trading_day(conn, trading_day)
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if daily_open_hard_limit_blocks(opens_today, hard_limit):
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return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today
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return True, "", opens_today
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def can_trade_new_open(
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*,
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time_allows: bool,
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active_count: int,
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max_active_positions: int,
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opens_today: int,
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hard_limit: int,
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extra_blocks: bool = False,
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) -> bool:
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if extra_blocks:
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return False
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if not time_allows:
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return False
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if int(active_count) >= int(max_active_positions):
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return False
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if daily_open_hard_limit_blocks(opens_today, hard_limit):
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return False
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return True
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def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool:
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return int(before) < int(alert_threshold) <= int(after)
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def build_daily_open_alert_prompt(
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trading_day: str,
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opens_after: int,
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alert_threshold: int,
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*,
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hard_limit: int = 0,
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detail_line: str = "",
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) -> str:
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hard_txt = (
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f"硬上限 {hard_limit} 次（已达后将禁止新开仓直至下一交易日）。"
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if int(hard_limit) > 0
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else "未配置单日硬上限。"
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)
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extra = f" {detail_line}" if detail_line else ""
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return (
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f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after} 次"
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f"（AI 提醒阈值 {alert_threshold}；{hard_txt}）"
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f"{extra}"
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f"用户自述“上头了”。请给克制提醒。"
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)
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def format_daily_open_counter_line(
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opens_today: int,
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alert_threshold: int,
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hard_limit: int,
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) -> str:
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if int(hard_limit) > 0:
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return (
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f"📅 当日开仓次数：{int(opens_today)} / 硬上限 {int(hard_limit)} 次"
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f"（AI 提醒阈值 {int(alert_threshold)}）"
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)
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return (
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f"📅 当日开仓次数：{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)} 次"
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)
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def format_daily_open_summary_short(
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opens_today: int,
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alert_threshold: int,
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hard_limit: int,
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) -> str:
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if int(hard_limit) > 0:
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return f"本交易日累计开仓：{int(opens_today)}（硬上限 {int(hard_limit)}，提醒 {int(alert_threshold)}）"
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return f"本交易日累计开仓：{int(opens_today)}（提醒阈值 {int(alert_threshold)}）"
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"""单日开仓次数:软提醒阈值 + 硬上限(三所实例共用)."""
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from __future__ import annotations
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import os
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from typing import Any, Optional
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def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int:
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"""AI 克制提醒阈值;至少 1."""
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try:
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v = int(raw if raw is not None and str(raw).strip() != "" else default)
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except (TypeError, ValueError):
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v = default
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return max(1, v)
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def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int:
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"""硬上限;0 表示不启用.至少 0."""
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try:
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v = int(raw if raw is not None and str(raw).strip() != "" else default)
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except (TypeError, ValueError):
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v = default
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return max(0, v)
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def load_daily_open_limits_from_env(
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env: Optional[dict[str, str]] = None,
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) -> tuple[int, int]:
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"""从环境变量读取 (alert_threshold, hard_limit)."""
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src = env if env is not None else os.environ
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alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD"))
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hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT"))
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return alert, hard
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def count_opens_for_trading_day(conn, trading_day: str) -> int:
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"""本交易日已成功写入 order_monitors 的开仓次数."""
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td = (trading_day or "").strip()
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if not td:
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return 0
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row = conn.execute(
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"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
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(td,),
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).fetchone()
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return int(row[0] if row else 0)
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def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool:
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return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit)
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def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str:
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return (
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f"本交易日开仓次数已达上限({int(opens_today)}/{int(hard_limit)}),"
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f"次日北京时间 {int(reset_hour)}:00 后恢复"
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)
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def check_daily_open_hard_limit(
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conn,
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trading_day: str,
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hard_limit: int,
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reset_hour: int,
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) -> tuple[bool, str, int]:
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"""返回 (允许继续开仓, 拒绝原因, 当日已开次数)."""
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opens_today = count_opens_for_trading_day(conn, trading_day)
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if daily_open_hard_limit_blocks(opens_today, hard_limit):
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return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today
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return True, "", opens_today
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def can_trade_new_open(
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*,
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time_allows: bool,
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active_count: int,
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max_active_positions: int,
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opens_today: int,
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hard_limit: int,
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extra_blocks: bool = False,
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) -> bool:
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if extra_blocks:
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return False
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if not time_allows:
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return False
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if int(active_count) >= int(max_active_positions):
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return False
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if daily_open_hard_limit_blocks(opens_today, hard_limit):
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return False
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return True
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def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool:
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return int(before) < int(alert_threshold) <= int(after)
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def build_daily_open_alert_prompt(
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trading_day: str,
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opens_after: int,
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alert_threshold: int,
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*,
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hard_limit: int = 0,
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detail_line: str = "",
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) -> str:
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hard_txt = (
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f"硬上限 {hard_limit} 次(已达后将禁止新开仓直至下一交易日)."
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if int(hard_limit) > 0
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else "未配置单日硬上限."
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)
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extra = f" {detail_line}" if detail_line else ""
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return (
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f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after} 次"
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f"(AI 提醒阈值 {alert_threshold};{hard_txt})"
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f"{extra}"
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f"用户自述“上头了”.请给克制提醒."
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)
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def format_daily_open_counter_line(
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opens_today: int,
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alert_threshold: int,
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hard_limit: int,
|
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) -> str:
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if int(hard_limit) > 0:
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return (
|
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f"📅 当日开仓次数:{int(opens_today)} / 硬上限 {int(hard_limit)} 次"
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f"(AI 提醒阈值 {int(alert_threshold)})"
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)
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return (
|
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f"📅 当日开仓次数:{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)} 次"
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)
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def format_daily_open_summary_short(
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opens_today: int,
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alert_threshold: int,
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hard_limit: int,
|
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) -> str:
|
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if int(hard_limit) > 0:
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return f"本交易日累计开仓:{int(opens_today)}(硬上限 {int(hard_limit)},提醒 {int(alert_threshold)})"
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return f"本交易日累计开仓:{int(opens_today)}(提醒阈值 {int(alert_threshold)})"
|
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|
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+504
-504
File diff suppressed because it is too large
Load Diff
@@ -1,4 +1,4 @@
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"""整点强制清仓（FORCE_CLOSE_*）：UI 标识与持仓倒计时。"""
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"""整点强制清仓(FORCE_CLOSE_*):UI 标识与持仓倒计时."""
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from __future__ import annotations
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import os
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@@ -45,7 +45,7 @@ def is_force_close_active_hour(
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tz_name: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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) -> bool:
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"""当前是否处于整点强制清仓执行窗口（整点起 grace 分钟内）。"""
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"""当前是否处于整点强制清仓执行窗口(整点起 grace 分钟内)."""
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return is_force_close_executing(
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bj_hour,
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now_ms=now_ms,
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@@ -96,7 +96,7 @@ def is_close_at_force_close_window(
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
|
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) -> bool:
|
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"""平仓时刻是否落在北京时间整点强制清仓窗口内。"""
|
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"""平仓时刻是否落在北京时间整点强制清仓窗口内."""
|
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dt = parse_closed_at_dt(closed_at, tz_name=tz_name)
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if dt is None:
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return False
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@@ -133,7 +133,7 @@ def coerce_force_close_result(
|
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
|
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) -> tuple[str, str]:
|
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"""同步平仓归类：整点窗口内优先记为强制清仓。"""
|
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"""同步平仓归类:整点窗口内优先记为强制清仓."""
|
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res = (result or "").strip()
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note = (miss_reason or "").strip()
|
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if res == FORCE_CLOSE_RESULT:
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@@ -161,7 +161,7 @@ def apply_force_close_display_result(
|
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
|
||||
tz_name: Optional[str] = None,
|
||||
) -> str:
|
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"""展示层：外部平仓/手动平仓若落在整点窗口，显示为强制清仓。"""
|
||||
"""展示层:外部平仓/手动平仓若落在整点窗口,显示为强制清仓."""
|
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res = (result or "").strip()
|
||||
if res == FORCE_CLOSE_RESULT:
|
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return res
|
||||
@@ -183,7 +183,7 @@ def compute_next_force_close_at_ms(
|
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now_ms: Optional[int] = None,
|
||||
tz_name: Optional[str] = None,
|
||||
) -> Optional[int]:
|
||||
"""下一次强制清仓时刻（北京时间整点）的 epoch 毫秒。"""
|
||||
"""下一次强制清仓时刻(北京时间整点)的 epoch 毫秒."""
|
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hour = normalize_force_close_bj_hour(bj_hour)
|
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now = _now_dt(now_ms=now_ms, tz_name=tz_name)
|
||||
target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
|
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@@ -226,7 +226,7 @@ def build_force_close_state(
|
||||
tz_name: Optional[str] = None,
|
||||
has_active_positions: Optional[bool] = None,
|
||||
) -> dict[str, Any]:
|
||||
"""实例级强制清仓状态（模板 / API 共用）。"""
|
||||
"""实例级强制清仓状态(模板 / API 共用)."""
|
||||
if not enabled:
|
||||
return {
|
||||
"enabled": False,
|
||||
@@ -282,7 +282,7 @@ def apply_force_close_to_payload(
|
||||
now_ms: Optional[int] = None,
|
||||
tz_name: Optional[str] = None,
|
||||
) -> None:
|
||||
"""为 active 持仓 JSON 附加整点强制清仓倒计时。"""
|
||||
"""为 active 持仓 JSON 附加整点强制清仓倒计时."""
|
||||
state = build_force_close_state(
|
||||
enabled,
|
||||
bj_hour,
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
"""实盘人工下单：止盈止损模式（价格 / 百分比 / 固定盈亏比）。"""
|
||||
"""实盘人工下单:止盈止损模式(价格 / 百分比 / 固定盈亏比)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Optional, Tuple
|
||||
@@ -52,11 +52,11 @@ def calc_tp_from_fixed_rr(
|
||||
if side == "short":
|
||||
risk = sl - entry
|
||||
if risk <= 0:
|
||||
raise ValueError("止损方向不合法：做空时止损须高于入场价")
|
||||
raise ValueError("止损方向不合法:做空时止损须高于入场价")
|
||||
return entry - risk * rr
|
||||
risk = entry - sl
|
||||
if risk <= 0:
|
||||
raise ValueError("止损方向不合法：做多时止损须低于入场价")
|
||||
raise ValueError("止损方向不合法:做多时止损须低于入场价")
|
||||
return entry + risk * rr
|
||||
|
||||
|
||||
@@ -93,7 +93,7 @@ def _resolve_price_sltp(
|
||||
if stop_loss <= 0:
|
||||
raise ValueError("止损价格须大于 0" if require_tp else "请填写止损价格")
|
||||
if require_tp and take_profit <= 0:
|
||||
raise ValueError("止盈止损价格须大于 0" if fallback_tp is None else "请填写止盈价格，或保留原计划止盈")
|
||||
raise ValueError("止盈止损价格须大于 0" if fallback_tp is None else "请填写止盈价格,或保留原计划止盈")
|
||||
return stop_loss, take_profit
|
||||
|
||||
|
||||
@@ -103,7 +103,7 @@ def resolve_open_sltp_prices(
|
||||
sltp_mode: Optional[str],
|
||||
data: dict[str, Any],
|
||||
) -> Tuple[float, float]:
|
||||
"""新开仓 /add_order：支持 price、pct、fixed_rr。"""
|
||||
"""新开仓 /add_order:支持 price,pct,fixed_rr."""
|
||||
mode = normalize_open_sltp_mode(sltp_mode)
|
||||
if mode == SLTP_MODE_PCT:
|
||||
return _resolve_pct_sltp(direction, live_price, data)
|
||||
@@ -124,7 +124,7 @@ def resolve_entrust_sltp_prices(
|
||||
fallback_sl: Optional[float] = None,
|
||||
fallback_tp: Optional[float] = None,
|
||||
) -> Tuple[float, float]:
|
||||
"""持仓委托弹窗：仅 price / pct，不校验盈亏比。"""
|
||||
"""持仓委托弹窗:仅 price / pct,不校验盈亏比."""
|
||||
mode = normalize_entrust_sltp_mode(sltp_mode)
|
||||
if mode == SLTP_MODE_PCT:
|
||||
return _resolve_pct_sltp(direction, live_price, data)
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
"""实时持仓展示：开仓快照盈亏比、交易所止损是否已保本。"""
|
||||
"""实时持仓展示:开仓快照盈亏比,交易所止损是否已保本."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
@@ -13,7 +13,7 @@ def _positive_float(value: Any) -> Optional[float]:
|
||||
|
||||
|
||||
def snapshot_stop_loss(initial_stop_loss: Any, stop_loss: Any) -> Optional[float]:
|
||||
"""展示盈亏比 / 交易记录时优先用开仓时止损快照，不用后续改单后的止损。"""
|
||||
"""展示盈亏比 / 交易记录时优先用开仓时止损快照,不用后续改单后的止损."""
|
||||
sl = _positive_float(initial_stop_loss)
|
||||
if sl is not None:
|
||||
return sl
|
||||
@@ -21,7 +21,7 @@ def snapshot_stop_loss(initial_stop_loss: Any, stop_loss: Any) -> Optional[float
|
||||
|
||||
|
||||
def monitor_open_stop_loss(row: Any) -> Optional[float]:
|
||||
"""从 order_monitors 行取开仓止损快照。"""
|
||||
"""从 order_monitors 行取开仓止损快照."""
|
||||
try:
|
||||
keys = row.keys() if hasattr(row, "keys") else ()
|
||||
except Exception:
|
||||
@@ -62,8 +62,8 @@ def tpsl_slot_trigger_price(slot: Any) -> Optional[float]:
|
||||
|
||||
def stop_is_profit_protecting(direction: str, entry_price: Any, stop_loss: Any) -> bool:
|
||||
"""
|
||||
止损是否已在盈利侧（保本/锁盈），不再适用「开仓盈亏比」风控。
|
||||
做空：止损 < 成交价；做多：止损 > 成交价。
|
||||
止损是否已在盈利侧(保本/锁盈),不再适用「开仓盈亏比」风控.
|
||||
做空:止损 < 成交价;做多:止损 > 成交价.
|
||||
"""
|
||||
entry = _positive_float(entry_price)
|
||||
sl = _positive_float(stop_loss)
|
||||
@@ -83,20 +83,20 @@ def tpsl_update_passes_rr_gate(
|
||||
min_rr: float,
|
||||
calc_rr_ratio_fn: Callable[..., Optional[float]],
|
||||
) -> tuple[bool, Optional[str]]:
|
||||
"""持仓委托改价：盈利侧止损跳过最低盈亏比；否则按开仓价几何校验。"""
|
||||
"""持仓委托改价:盈利侧止损跳过最低盈亏比;否则按开仓价几何校验."""
|
||||
if stop_is_profit_protecting(direction, entry_price, stop_loss):
|
||||
return True, None
|
||||
rr = calc_rr_ratio_fn(direction or "long", entry_price, stop_loss, take_profit)
|
||||
if rr is not None and rr >= float(min_rr):
|
||||
return True, None
|
||||
rr_txt = f"{rr:.4f}" if rr is not None else "无法计算"
|
||||
return False, f"计划盈亏比 {rr_txt}:1 低于最低要求 {min_rr}:1（盈利侧保本止损不受此限）"
|
||||
return False, f"计划盈亏比 {rr_txt}:1 低于最低要求 {min_rr}:1(盈利侧保本止损不受此限)"
|
||||
|
||||
|
||||
def is_sl_breakeven_secured(direction: str, entry_price: Any, exchange_sl_price: Any) -> bool:
|
||||
"""
|
||||
交易所当前止损相对开仓成交价是否已保本。
|
||||
做多：止损 >= 成交价；做空：止损 <= 成交价。
|
||||
交易所当前止损相对开仓成交价是否已保本.
|
||||
做多:止损 >= 成交价;做空:止损 <= 成交价.
|
||||
"""
|
||||
entry = _positive_float(entry_price)
|
||||
sl = _positive_float(exchange_sl_price)
|
||||
@@ -140,7 +140,7 @@ def apply_order_live_price_display(
|
||||
exchange_mark_price: Any,
|
||||
format_price_fn: Callable[[Any, Any], str],
|
||||
) -> dict[str, Any]:
|
||||
"""标记价/现价展示：与交易所 price_to_precision 对齐，避免前端 toFixed(8)。"""
|
||||
"""标记价/现价展示:与交易所 price_to_precision 对齐,避免前端 toFixed(8)."""
|
||||
px_for_fmt = ticker_price
|
||||
mark_raw = exchange_mark_price
|
||||
if mark_raw is not None:
|
||||
@@ -165,7 +165,7 @@ def resolve_live_tpsl_prices(
|
||||
plan_tp: Any,
|
||||
exchange_tpsl: Any,
|
||||
) -> tuple[Optional[float], Optional[float], Optional[float], Optional[float]]:
|
||||
"""返回 (展示用止损, 展示用止盈, 交易所止损, 交易所止盈)。"""
|
||||
"""返回 (展示用止损, 展示用止盈, 交易所止损, 交易所止盈)."""
|
||||
ex_sl = ex_tp = None
|
||||
if isinstance(exchange_tpsl, dict):
|
||||
ex_sl = tpsl_slot_trigger_price(exchange_tpsl.get("sl"))
|
||||
@@ -176,7 +176,7 @@ def resolve_live_tpsl_prices(
|
||||
|
||||
|
||||
def calc_risk_fraction(direction: str, entry_price: Any, stop_loss: Any) -> Optional[float]:
|
||||
"""|入场-止损|/入场；盈利侧止损返回 0。"""
|
||||
"""|入场-止损|/入场;盈利侧止损返回 0."""
|
||||
entry = _positive_float(entry_price)
|
||||
sl = _positive_float(stop_loss)
|
||||
if entry is None or sl is None:
|
||||
@@ -204,7 +204,7 @@ def calc_latest_risk_amount(
|
||||
mark_price: Any = None,
|
||||
funds_decimals: int = 2,
|
||||
) -> Optional[float]:
|
||||
"""按当前止损与持仓名义价值估算最新风险（U）。"""
|
||||
"""按当前止损与持仓名义价值估算最新风险(U)."""
|
||||
rf = calc_risk_fraction(direction, entry_price, stop_loss)
|
||||
if rf is None:
|
||||
return None
|
||||
@@ -242,7 +242,7 @@ def order_monitor_tpsl_needs_sync(
|
||||
*,
|
||||
eps: float = 1e-12,
|
||||
) -> tuple[Optional[float], Optional[float], bool]:
|
||||
"""若交易所 TP/SL 与库中不一致，返回应写回的 (sl, tp) 及是否需更新。"""
|
||||
"""若交易所 TP/SL 与库中不一致,返回应写回的 (sl, tp) 及是否需更新."""
|
||||
_, _, ex_sl, ex_tp = resolve_live_tpsl_prices(plan_sl, plan_tp, exchange_tpsl)
|
||||
try:
|
||||
cur_sl = float(plan_sl or 0)
|
||||
@@ -380,7 +380,7 @@ def enrich_active_monitor_tpsl_json(
|
||||
symbol: Any = None,
|
||||
funds_decimals: int = 2,
|
||||
) -> dict[str, Any]:
|
||||
"""place_tpsl 响应：展示用 TP/SL、最新风险、当前盈亏比。"""
|
||||
"""place_tpsl 响应:展示用 TP/SL,最新风险,当前盈亏比."""
|
||||
def _row_val(key: str, default=None):
|
||||
try:
|
||||
if hasattr(row, "keys") and key in row.keys():
|
||||
|
||||
+136
-136
@@ -1,136 +1,136 @@
|
||||
"""
|
||||
三所共用：计仓模式 risk（以损定仓）| full_margin（全仓杠杆）。
|
||||
仅 env POSITION_SIZING_MODE 切换；须无持仓（由部署流程保证）。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional, Tuple
|
||||
|
||||
MODE_RISK = "risk"
|
||||
MODE_FULL_MARGIN = "full_margin"
|
||||
VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
|
||||
|
||||
OPEN_SOURCE_MANUAL = "manual"
|
||||
OPEN_SOURCE_KEY_AUTO = "key_auto"
|
||||
OPEN_SOURCE_KEY_FIB = "key_fib"
|
||||
OPEN_SOURCE_KEY_TRIGGER = "key_trigger"
|
||||
OPEN_SOURCE_TREND = "trend"
|
||||
OPEN_SOURCE_ROLL = "roll"
|
||||
|
||||
FULL_MARGIN_BLOCKED_SOURCES = frozenset(
|
||||
{OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
|
||||
)
|
||||
|
||||
|
||||
def normalize_position_sizing_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or MODE_RISK).strip().lower()
|
||||
if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
|
||||
return MODE_FULL_MARGIN
|
||||
return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
|
||||
|
||||
|
||||
def load_position_sizing_mode(env: Optional[dict] = None) -> str:
|
||||
e = env if env is not None else os.environ
|
||||
return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
|
||||
|
||||
|
||||
def is_full_margin_mode(mode: str) -> bool:
|
||||
return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
|
||||
|
||||
|
||||
def mode_label_zh(mode: str) -> str:
|
||||
return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
|
||||
|
||||
|
||||
def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
|
||||
sym = (symbol or "").strip().upper()
|
||||
if sym.startswith("BTC") or sym.startswith("ETH"):
|
||||
return max(1, int(btc_leverage or 10))
|
||||
return max(1, int(alt_leverage or 5))
|
||||
|
||||
|
||||
def round_funds(value: float, decimals: int = 2) -> float:
|
||||
return round(float(value), int(decimals))
|
||||
|
||||
|
||||
def risk_percent_for_storage(mode: str, risk_percent: float) -> Optional[float]:
|
||||
"""全仓杠杆：库内不写风险百分比（仅 risk_amount U）。"""
|
||||
if is_full_margin_mode(mode):
|
||||
return None
|
||||
return risk_percent
|
||||
|
||||
|
||||
def format_risk_display_text(
|
||||
mode: str,
|
||||
risk_percent: Optional[float],
|
||||
risk_amount: Optional[float],
|
||||
*,
|
||||
decimals: int = 2,
|
||||
) -> str:
|
||||
"""持仓/通知「风险」文案：全仓仅 U；以损定仓为 %≈U。"""
|
||||
amt: Optional[float] = None
|
||||
if risk_amount is not None and risk_amount != "":
|
||||
try:
|
||||
amt = float(risk_amount)
|
||||
except (TypeError, ValueError):
|
||||
amt = None
|
||||
if is_full_margin_mode(mode):
|
||||
if amt is None:
|
||||
return "—"
|
||||
return f"{round_funds(amt, decimals)}U"
|
||||
pct: Optional[float] = None
|
||||
if risk_percent is not None and risk_percent != "":
|
||||
try:
|
||||
pct = float(risk_percent)
|
||||
except (TypeError, ValueError):
|
||||
pct = None
|
||||
pct_txt = f"{pct:g}" if pct is not None else "—"
|
||||
amt_txt = round_funds(amt, decimals) if amt is not None else "—"
|
||||
return f"{pct_txt}%≈{amt_txt}U"
|
||||
|
||||
|
||||
def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
|
||||
if not is_full_margin_mode(mode):
|
||||
return True, ""
|
||||
src = (source or "").strip().lower()
|
||||
if src in FULL_MARGIN_BLOCKED_SOURCES:
|
||||
return False, (
|
||||
"当前为全仓杠杆模式（POSITION_SIZING_MODE=full_margin），"
|
||||
"不允许关键位突破/斐波自动开仓、趋势回调与顺势加仓；"
|
||||
"仅支持实盘人工下单与阻力/支撑提醒。"
|
||||
)
|
||||
return True, ""
|
||||
|
||||
|
||||
def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
|
||||
if active_count > 0:
|
||||
return False, "全仓杠杆模式仅允许单仓且无其它持仓，请先平仓后再开仓"
|
||||
return True, ""
|
||||
|
||||
|
||||
def compute_full_margin_sizing(
|
||||
*,
|
||||
symbol: str,
|
||||
available_usdt: float,
|
||||
capital_base: float,
|
||||
buffer_ratio: float,
|
||||
btc_leverage: int,
|
||||
alt_leverage: int,
|
||||
funds_decimals: int = 2,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
if available_usdt is None or float(available_usdt) <= 0:
|
||||
return None, "全仓杠杆：无法读取合约账户可用保证金"
|
||||
lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
|
||||
margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
|
||||
if margin <= 0:
|
||||
return None, "全仓杠杆：可用保证金不足"
|
||||
notional = round_funds(margin * lev, funds_decimals)
|
||||
ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
|
||||
return {
|
||||
"margin_capital": margin,
|
||||
"leverage": lev,
|
||||
"notional_value": notional,
|
||||
"position_ratio": ratio,
|
||||
"mode": MODE_FULL_MARGIN,
|
||||
}, None
|
||||
"""
|
||||
三所共用:计仓模式 risk(以损定仓)| full_margin(全仓杠杆).
|
||||
仅 env POSITION_SIZING_MODE 切换;须无持仓(由部署流程保证).
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any, Optional, Tuple
|
||||
|
||||
MODE_RISK = "risk"
|
||||
MODE_FULL_MARGIN = "full_margin"
|
||||
VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
|
||||
|
||||
OPEN_SOURCE_MANUAL = "manual"
|
||||
OPEN_SOURCE_KEY_AUTO = "key_auto"
|
||||
OPEN_SOURCE_KEY_FIB = "key_fib"
|
||||
OPEN_SOURCE_KEY_TRIGGER = "key_trigger"
|
||||
OPEN_SOURCE_TREND = "trend"
|
||||
OPEN_SOURCE_ROLL = "roll"
|
||||
|
||||
FULL_MARGIN_BLOCKED_SOURCES = frozenset(
|
||||
{OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
|
||||
)
|
||||
|
||||
|
||||
def normalize_position_sizing_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or MODE_RISK).strip().lower()
|
||||
if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
|
||||
return MODE_FULL_MARGIN
|
||||
return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
|
||||
|
||||
|
||||
def load_position_sizing_mode(env: Optional[dict] = None) -> str:
|
||||
e = env if env is not None else os.environ
|
||||
return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
|
||||
|
||||
|
||||
def is_full_margin_mode(mode: str) -> bool:
|
||||
return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
|
||||
|
||||
|
||||
def mode_label_zh(mode: str) -> str:
|
||||
return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
|
||||
|
||||
|
||||
def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
|
||||
sym = (symbol or "").strip().upper()
|
||||
if sym.startswith("BTC") or sym.startswith("ETH"):
|
||||
return max(1, int(btc_leverage or 10))
|
||||
return max(1, int(alt_leverage or 5))
|
||||
|
||||
|
||||
def round_funds(value: float, decimals: int = 2) -> float:
|
||||
return round(float(value), int(decimals))
|
||||
|
||||
|
||||
def risk_percent_for_storage(mode: str, risk_percent: float) -> Optional[float]:
|
||||
"""全仓杠杆:库内不写风险百分比(仅 risk_amount U)."""
|
||||
if is_full_margin_mode(mode):
|
||||
return None
|
||||
return risk_percent
|
||||
|
||||
|
||||
def format_risk_display_text(
|
||||
mode: str,
|
||||
risk_percent: Optional[float],
|
||||
risk_amount: Optional[float],
|
||||
*,
|
||||
decimals: int = 2,
|
||||
) -> str:
|
||||
"""持仓/通知「风险」文案:全仓仅 U;以损定仓为 %≈U."""
|
||||
amt: Optional[float] = None
|
||||
if risk_amount is not None and risk_amount != "":
|
||||
try:
|
||||
amt = float(risk_amount)
|
||||
except (TypeError, ValueError):
|
||||
amt = None
|
||||
if is_full_margin_mode(mode):
|
||||
if amt is None:
|
||||
return "—"
|
||||
return f"{round_funds(amt, decimals)}U"
|
||||
pct: Optional[float] = None
|
||||
if risk_percent is not None and risk_percent != "":
|
||||
try:
|
||||
pct = float(risk_percent)
|
||||
except (TypeError, ValueError):
|
||||
pct = None
|
||||
pct_txt = f"{pct:g}" if pct is not None else "—"
|
||||
amt_txt = round_funds(amt, decimals) if amt is not None else "—"
|
||||
return f"{pct_txt}%≈{amt_txt}U"
|
||||
|
||||
|
||||
def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
|
||||
if not is_full_margin_mode(mode):
|
||||
return True, ""
|
||||
src = (source or "").strip().lower()
|
||||
if src in FULL_MARGIN_BLOCKED_SOURCES:
|
||||
return False, (
|
||||
"当前为全仓杠杆模式(POSITION_SIZING_MODE=full_margin),"
|
||||
"不允许关键位突破/斐波自动开仓,趋势回调与顺势加仓;"
|
||||
"仅支持实盘人工下单与阻力/支撑提醒."
|
||||
)
|
||||
return True, ""
|
||||
|
||||
|
||||
def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
|
||||
if active_count > 0:
|
||||
return False, "全仓杠杆模式仅允许单仓且无其它持仓,请先平仓后再开仓"
|
||||
return True, ""
|
||||
|
||||
|
||||
def compute_full_margin_sizing(
|
||||
*,
|
||||
symbol: str,
|
||||
available_usdt: float,
|
||||
capital_base: float,
|
||||
buffer_ratio: float,
|
||||
btc_leverage: int,
|
||||
alt_leverage: int,
|
||||
funds_decimals: int = 2,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
if available_usdt is None or float(available_usdt) <= 0:
|
||||
return None, "全仓杠杆:无法读取合约账户可用保证金"
|
||||
lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
|
||||
margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
|
||||
if margin <= 0:
|
||||
return None, "全仓杠杆:可用保证金不足"
|
||||
notional = round_funds(margin * lev, funds_decimals)
|
||||
ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
|
||||
return {
|
||||
"margin_capital": margin,
|
||||
"leverage": lev,
|
||||
"notional_value": notional,
|
||||
"position_ratio": ratio,
|
||||
"mode": MODE_FULL_MARGIN,
|
||||
}, None
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
"""持仓时间平仓：开仓后按 1h/2h/4h 定时市价平仓。"""
|
||||
"""持仓时间平仓:开仓后按 1h/2h/4h 定时市价平仓."""
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
@@ -47,7 +47,7 @@ def _row_val(row: Any, key: str, default=None):
|
||||
|
||||
|
||||
def time_close_settings_from_row(row: Any) -> tuple[int, Optional[int], Optional[int]]:
|
||||
"""返回 (enabled, hours, close_at_ms)。"""
|
||||
"""返回 (enabled, hours, close_at_ms)."""
|
||||
enabled = int(_row_val(row, "time_close_enabled", 0) or 0) != 0
|
||||
hours = normalize_time_close_hours(_row_val(row, "time_close_hours"))
|
||||
close_at = _row_val(row, "time_close_at_ms")
|
||||
|
||||
@@ -1,229 +1,229 @@
|
||||
"""平仓交易：交易所口径双边成交额与手续费（三所共用聚合逻辑）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
|
||||
def _coerce_ts_ms(raw: Any) -> int | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
v = int(raw)
|
||||
return v if v > 1_000_000_000_000 else v * 1000
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def quote_turnover_usdt_from_fill(trade: dict, *, contract_size: float = 1.0) -> float:
|
||||
"""单笔成交的报价币成交额（USDT 口径）。"""
|
||||
info = trade.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("quoteQty", "quote_qty", "fillNotionalUsd", "notional"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v > 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
try:
|
||||
cost = float(trade.get("cost") or 0)
|
||||
if cost > 0:
|
||||
return abs(cost)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
try:
|
||||
price = float(trade.get("price") or 0)
|
||||
amount = float(trade.get("amount") or 0) * float(contract_size or 1.0)
|
||||
if price > 0 and amount > 0:
|
||||
return abs(price * amount)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return 0.0
|
||||
|
||||
|
||||
def commission_usdt_from_fill(trade: dict) -> float:
|
||||
"""单笔成交手续费（正数表示成本）。"""
|
||||
fee = trade.get("fee")
|
||||
if isinstance(fee, dict):
|
||||
try:
|
||||
cost = float(fee.get("cost") or 0)
|
||||
except (TypeError, ValueError):
|
||||
cost = 0.0
|
||||
if cost != 0:
|
||||
cur = str(fee.get("currency") or "USDT").upper()
|
||||
if cur in ("USDT", "USD", "BUSD", "USDC"):
|
||||
return abs(cost)
|
||||
return abs(cost)
|
||||
info = trade.get("info") or {}
|
||||
if isinstance(info, dict):
|
||||
for key in ("fee", "commission", "fillFee"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v != 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
return 0.0
|
||||
|
||||
|
||||
def aggregate_bilateral_stats(
|
||||
fills: list[dict],
|
||||
*,
|
||||
contract_size: float = 1.0,
|
||||
) -> dict[str, float] | None:
|
||||
"""双边成交额 = 开+平所有相关 fill 的报价币成交额之和；手续费 = fill fee 之和。"""
|
||||
if not fills:
|
||||
return None
|
||||
turnover = 0.0
|
||||
commission = 0.0
|
||||
for t in fills:
|
||||
turnover += quote_turnover_usdt_from_fill(t, contract_size=contract_size)
|
||||
commission += commission_usdt_from_fill(t)
|
||||
if turnover <= 0 and commission <= 0:
|
||||
return None
|
||||
return {
|
||||
"exchange_turnover_usdt": round(turnover, 4),
|
||||
"exchange_commission_usdt": round(commission, 4),
|
||||
}
|
||||
|
||||
|
||||
def filter_position_lifecycle_fills(
|
||||
trades: list[dict],
|
||||
direction: str,
|
||||
open_ms: int | None,
|
||||
close_ms: int | None,
|
||||
*,
|
||||
hedge_mode: bool = False,
|
||||
close_buffer_ms: int = 15 * 60 * 1000,
|
||||
) -> list[dict]:
|
||||
"""
|
||||
持仓生命周期内 fill：多=开买+平卖；空=开卖+平买。
|
||||
hedge_mode 时按 posSide 与 direction 过滤。
|
||||
"""
|
||||
direction = (direction or "long").strip().lower()
|
||||
open_side = "buy" if direction == "long" else "sell"
|
||||
close_side = "sell" if direction == "long" else "buy"
|
||||
allowed_sides = {open_side, close_side}
|
||||
upper = int(close_ms) + int(close_buffer_ms) if close_ms else None
|
||||
out: list[dict] = []
|
||||
for t in trades or []:
|
||||
side = (t.get("side") or "").lower()
|
||||
if side not in allowed_sides:
|
||||
continue
|
||||
ts = _coerce_ts_ms(t.get("timestamp"))
|
||||
if ts is None:
|
||||
continue
|
||||
if open_ms and ts < int(open_ms) - 60_000:
|
||||
continue
|
||||
if upper and ts > upper:
|
||||
continue
|
||||
if hedge_mode:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
|
||||
if pos_side in ("long", "short") and pos_side != direction:
|
||||
continue
|
||||
out.append(t)
|
||||
out.sort(key=lambda x: x.get("timestamp") or 0)
|
||||
return out
|
||||
|
||||
|
||||
def sum_binance_commission_income(entries: list[dict], trade_ids: set[str] | None) -> float | None:
|
||||
"""Binance income 流水中 COMMISSION 合计（负值取绝对值为成本）。"""
|
||||
if not entries:
|
||||
return None
|
||||
total = 0.0
|
||||
found = False
|
||||
for e in entries:
|
||||
it = (e.get("incomeType") or e.get("income_type") or "").strip()
|
||||
if it != "COMMISSION":
|
||||
continue
|
||||
if trade_ids:
|
||||
tid = str(e.get("tradeId") or e.get("trade_id") or "").strip()
|
||||
if tid and tid not in trade_ids:
|
||||
continue
|
||||
try:
|
||||
total += float(e.get("income") or 0)
|
||||
found = True
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
if not found:
|
||||
return None
|
||||
return round(abs(total), 4)
|
||||
|
||||
|
||||
def trade_ids_from_fills(fills: list[dict]) -> set[str]:
|
||||
out: set[str] = set()
|
||||
for t in fills or []:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("id", "tradeId", "trade_id"):
|
||||
raw = t.get(key) if key in t else info.get(key)
|
||||
if raw is not None and str(raw).strip():
|
||||
out.add(str(raw).strip())
|
||||
break
|
||||
return out
|
||||
|
||||
|
||||
def merge_commission_prefer_income(
|
||||
fill_commission: float,
|
||||
income_commission: float | None,
|
||||
) -> float:
|
||||
if income_commission is not None and income_commission > 0:
|
||||
return round(income_commission, 4)
|
||||
return round(max(fill_commission, 0.0), 4)
|
||||
|
||||
|
||||
def update_trade_record_stats_columns(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
turnover_usdt: float | None,
|
||||
commission_usdt: float | None,
|
||||
) -> None:
|
||||
if turnover_usdt is None and commission_usdt is None:
|
||||
return
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE trade_records
|
||||
SET exchange_turnover_usdt = COALESCE(?, exchange_turnover_usdt),
|
||||
exchange_commission_usdt = COALESCE(?, exchange_commission_usdt)
|
||||
WHERE id = ?
|
||||
""",
|
||||
(turnover_usdt, commission_usdt, int(trade_id)),
|
||||
)
|
||||
|
||||
|
||||
def attach_exchange_stats_to_trade(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
*,
|
||||
fetch_fills: Callable[[], list[dict]],
|
||||
contract_size: float = 1.0,
|
||||
income_commission: float | None = None,
|
||||
) -> dict[str, float] | None:
|
||||
"""拉 fill 并写库；仅在新单平仓路径调用。"""
|
||||
try:
|
||||
fills = fetch_fills() or []
|
||||
except Exception:
|
||||
fills = []
|
||||
stats = aggregate_bilateral_stats(fills, contract_size=contract_size)
|
||||
if not stats and income_commission is None:
|
||||
return None
|
||||
turnover = stats.get("exchange_turnover_usdt") if stats else None
|
||||
fill_comm = float(stats.get("exchange_commission_usdt") or 0) if stats else 0.0
|
||||
commission = merge_commission_prefer_income(fill_comm, income_commission)
|
||||
update_trade_record_stats_columns(
|
||||
conn,
|
||||
trade_id,
|
||||
turnover,
|
||||
commission if commission > 0 else None,
|
||||
)
|
||||
out = {}
|
||||
if turnover is not None:
|
||||
out["exchange_turnover_usdt"] = turnover
|
||||
if commission > 0:
|
||||
out["exchange_commission_usdt"] = commission
|
||||
return out or None
|
||||
"""平仓交易:交易所口径双边成交额与手续费(三所共用聚合逻辑)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
|
||||
def _coerce_ts_ms(raw: Any) -> int | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
v = int(raw)
|
||||
return v if v > 1_000_000_000_000 else v * 1000
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def quote_turnover_usdt_from_fill(trade: dict, *, contract_size: float = 1.0) -> float:
|
||||
"""单笔成交的报价币成交额(USDT 口径)."""
|
||||
info = trade.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("quoteQty", "quote_qty", "fillNotionalUsd", "notional"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v > 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
try:
|
||||
cost = float(trade.get("cost") or 0)
|
||||
if cost > 0:
|
||||
return abs(cost)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
try:
|
||||
price = float(trade.get("price") or 0)
|
||||
amount = float(trade.get("amount") or 0) * float(contract_size or 1.0)
|
||||
if price > 0 and amount > 0:
|
||||
return abs(price * amount)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return 0.0
|
||||
|
||||
|
||||
def commission_usdt_from_fill(trade: dict) -> float:
|
||||
"""单笔成交手续费(正数表示成本)."""
|
||||
fee = trade.get("fee")
|
||||
if isinstance(fee, dict):
|
||||
try:
|
||||
cost = float(fee.get("cost") or 0)
|
||||
except (TypeError, ValueError):
|
||||
cost = 0.0
|
||||
if cost != 0:
|
||||
cur = str(fee.get("currency") or "USDT").upper()
|
||||
if cur in ("USDT", "USD", "BUSD", "USDC"):
|
||||
return abs(cost)
|
||||
return abs(cost)
|
||||
info = trade.get("info") or {}
|
||||
if isinstance(info, dict):
|
||||
for key in ("fee", "commission", "fillFee"):
|
||||
try:
|
||||
v = float(info.get(key) or 0)
|
||||
if v != 0:
|
||||
return abs(v)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
return 0.0
|
||||
|
||||
|
||||
def aggregate_bilateral_stats(
|
||||
fills: list[dict],
|
||||
*,
|
||||
contract_size: float = 1.0,
|
||||
) -> dict[str, float] | None:
|
||||
"""双边成交额 = 开+平所有相关 fill 的报价币成交额之和;手续费 = fill fee 之和."""
|
||||
if not fills:
|
||||
return None
|
||||
turnover = 0.0
|
||||
commission = 0.0
|
||||
for t in fills:
|
||||
turnover += quote_turnover_usdt_from_fill(t, contract_size=contract_size)
|
||||
commission += commission_usdt_from_fill(t)
|
||||
if turnover <= 0 and commission <= 0:
|
||||
return None
|
||||
return {
|
||||
"exchange_turnover_usdt": round(turnover, 4),
|
||||
"exchange_commission_usdt": round(commission, 4),
|
||||
}
|
||||
|
||||
|
||||
def filter_position_lifecycle_fills(
|
||||
trades: list[dict],
|
||||
direction: str,
|
||||
open_ms: int | None,
|
||||
close_ms: int | None,
|
||||
*,
|
||||
hedge_mode: bool = False,
|
||||
close_buffer_ms: int = 15 * 60 * 1000,
|
||||
) -> list[dict]:
|
||||
"""
|
||||
持仓生命周期内 fill:多=开买+平卖;空=开卖+平买.
|
||||
hedge_mode 时按 posSide 与 direction 过滤.
|
||||
"""
|
||||
direction = (direction or "long").strip().lower()
|
||||
open_side = "buy" if direction == "long" else "sell"
|
||||
close_side = "sell" if direction == "long" else "buy"
|
||||
allowed_sides = {open_side, close_side}
|
||||
upper = int(close_ms) + int(close_buffer_ms) if close_ms else None
|
||||
out: list[dict] = []
|
||||
for t in trades or []:
|
||||
side = (t.get("side") or "").lower()
|
||||
if side not in allowed_sides:
|
||||
continue
|
||||
ts = _coerce_ts_ms(t.get("timestamp"))
|
||||
if ts is None:
|
||||
continue
|
||||
if open_ms and ts < int(open_ms) - 60_000:
|
||||
continue
|
||||
if upper and ts > upper:
|
||||
continue
|
||||
if hedge_mode:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
|
||||
if pos_side in ("long", "short") and pos_side != direction:
|
||||
continue
|
||||
out.append(t)
|
||||
out.sort(key=lambda x: x.get("timestamp") or 0)
|
||||
return out
|
||||
|
||||
|
||||
def sum_binance_commission_income(entries: list[dict], trade_ids: set[str] | None) -> float | None:
|
||||
"""Binance income 流水中 COMMISSION 合计(负值取绝对值为成本)."""
|
||||
if not entries:
|
||||
return None
|
||||
total = 0.0
|
||||
found = False
|
||||
for e in entries:
|
||||
it = (e.get("incomeType") or e.get("income_type") or "").strip()
|
||||
if it != "COMMISSION":
|
||||
continue
|
||||
if trade_ids:
|
||||
tid = str(e.get("tradeId") or e.get("trade_id") or "").strip()
|
||||
if tid and tid not in trade_ids:
|
||||
continue
|
||||
try:
|
||||
total += float(e.get("income") or 0)
|
||||
found = True
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
if not found:
|
||||
return None
|
||||
return round(abs(total), 4)
|
||||
|
||||
|
||||
def trade_ids_from_fills(fills: list[dict]) -> set[str]:
|
||||
out: set[str] = set()
|
||||
for t in fills or []:
|
||||
info = t.get("info") or {}
|
||||
if not isinstance(info, dict):
|
||||
info = {}
|
||||
for key in ("id", "tradeId", "trade_id"):
|
||||
raw = t.get(key) if key in t else info.get(key)
|
||||
if raw is not None and str(raw).strip():
|
||||
out.add(str(raw).strip())
|
||||
break
|
||||
return out
|
||||
|
||||
|
||||
def merge_commission_prefer_income(
|
||||
fill_commission: float,
|
||||
income_commission: float | None,
|
||||
) -> float:
|
||||
if income_commission is not None and income_commission > 0:
|
||||
return round(income_commission, 4)
|
||||
return round(max(fill_commission, 0.0), 4)
|
||||
|
||||
|
||||
def update_trade_record_stats_columns(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
turnover_usdt: float | None,
|
||||
commission_usdt: float | None,
|
||||
) -> None:
|
||||
if turnover_usdt is None and commission_usdt is None:
|
||||
return
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE trade_records
|
||||
SET exchange_turnover_usdt = COALESCE(?, exchange_turnover_usdt),
|
||||
exchange_commission_usdt = COALESCE(?, exchange_commission_usdt)
|
||||
WHERE id = ?
|
||||
""",
|
||||
(turnover_usdt, commission_usdt, int(trade_id)),
|
||||
)
|
||||
|
||||
|
||||
def attach_exchange_stats_to_trade(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
*,
|
||||
fetch_fills: Callable[[], list[dict]],
|
||||
contract_size: float = 1.0,
|
||||
income_commission: float | None = None,
|
||||
) -> dict[str, float] | None:
|
||||
"""拉 fill 并写库;仅在新单平仓路径调用."""
|
||||
try:
|
||||
fills = fetch_fills() or []
|
||||
except Exception:
|
||||
fills = []
|
||||
stats = aggregate_bilateral_stats(fills, contract_size=contract_size)
|
||||
if not stats and income_commission is None:
|
||||
return None
|
||||
turnover = stats.get("exchange_turnover_usdt") if stats else None
|
||||
fill_comm = float(stats.get("exchange_commission_usdt") or 0) if stats else 0.0
|
||||
commission = merge_commission_prefer_income(fill_comm, income_commission)
|
||||
update_trade_record_stats_columns(
|
||||
conn,
|
||||
trade_id,
|
||||
turnover,
|
||||
commission if commission > 0 else None,
|
||||
)
|
||||
out = {}
|
||||
if turnover is not None:
|
||||
out["exchange_turnover_usdt"] = turnover
|
||||
if commission > 0:
|
||||
out["exchange_commission_usdt"] = commission
|
||||
return out or None
|
||||
|
||||
@@ -1,52 +1,52 @@
|
||||
"""Flask 实例接入 trade policy（三所 app.py 共用）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Callable, Tuple
|
||||
|
||||
from lib.trade.trade_policy_lib import (
|
||||
TradePolicy,
|
||||
assert_direction_allowed,
|
||||
assert_symbol_allowed,
|
||||
assert_trade_policy_open,
|
||||
trade_policy_to_dict,
|
||||
)
|
||||
|
||||
|
||||
def trade_policy_template_context(policy: TradePolicy) -> dict:
|
||||
return trade_policy_to_dict(policy)
|
||||
|
||||
|
||||
def default_symbol_for_policy(policy: TradePolicy, raw_default: str) -> str:
|
||||
d = (raw_default or "BTC/USDT").strip() or "BTC/USDT"
|
||||
if policy.symbol_restrict_enabled and policy.symbol_whitelist:
|
||||
from lib.trade.trade_policy_lib import symbol_base_coin
|
||||
|
||||
base = symbol_base_coin(d)
|
||||
if base not in policy.symbol_whitelist:
|
||||
return f"{policy.symbol_whitelist[0]}/USDT"
|
||||
return d
|
||||
|
||||
|
||||
def check_symbol_policy(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
normalize_symbol_fn: Callable[[str], str],
|
||||
) -> Tuple[bool, str]:
|
||||
return assert_symbol_allowed(
|
||||
policy, symbol, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
|
||||
|
||||
def check_direction_policy(policy: TradePolicy, direction: str) -> Tuple[bool, str]:
|
||||
return assert_direction_allowed(policy, direction)
|
||||
|
||||
|
||||
def check_open_policy(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
direction: str,
|
||||
normalize_symbol_fn: Callable[[str], str],
|
||||
) -> Tuple[bool, str]:
|
||||
return assert_trade_policy_open(
|
||||
policy, symbol, direction, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
"""Flask 实例接入 trade policy(三所 app.py 共用)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Callable, Tuple
|
||||
|
||||
from lib.trade.trade_policy_lib import (
|
||||
TradePolicy,
|
||||
assert_direction_allowed,
|
||||
assert_symbol_allowed,
|
||||
assert_trade_policy_open,
|
||||
trade_policy_to_dict,
|
||||
)
|
||||
|
||||
|
||||
def trade_policy_template_context(policy: TradePolicy) -> dict:
|
||||
return trade_policy_to_dict(policy)
|
||||
|
||||
|
||||
def default_symbol_for_policy(policy: TradePolicy, raw_default: str) -> str:
|
||||
d = (raw_default or "BTC/USDT").strip() or "BTC/USDT"
|
||||
if policy.symbol_restrict_enabled and policy.symbol_whitelist:
|
||||
from lib.trade.trade_policy_lib import symbol_base_coin
|
||||
|
||||
base = symbol_base_coin(d)
|
||||
if base not in policy.symbol_whitelist:
|
||||
return f"{policy.symbol_whitelist[0]}/USDT"
|
||||
return d
|
||||
|
||||
|
||||
def check_symbol_policy(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
normalize_symbol_fn: Callable[[str], str],
|
||||
) -> Tuple[bool, str]:
|
||||
return assert_symbol_allowed(
|
||||
policy, symbol, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
|
||||
|
||||
def check_direction_policy(policy: TradePolicy, direction: str) -> Tuple[bool, str]:
|
||||
return assert_direction_allowed(policy, direction)
|
||||
|
||||
|
||||
def check_open_policy(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
direction: str,
|
||||
normalize_symbol_fn: Callable[[str], str],
|
||||
) -> Tuple[bool, str]:
|
||||
return assert_trade_policy_open(
|
||||
policy, symbol, direction, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
|
||||
+205
-205
@@ -1,205 +1,205 @@
|
||||
"""
|
||||
三所共用：账户级方向 / 币种白名单（.env 开关，默认关闭=不限制）。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from dataclasses import dataclass
|
||||
from typing import Callable, FrozenSet, Optional, Sequence, Tuple
|
||||
|
||||
DIR_BOTH = "both"
|
||||
DIR_LONG_ONLY = "long_only"
|
||||
DIR_SHORT_ONLY = "short_only"
|
||||
VALID_DIRECTION_MODES = frozenset({DIR_BOTH, DIR_LONG_ONLY, DIR_SHORT_ONLY})
|
||||
|
||||
_DIR_ALIASES = {
|
||||
"both": DIR_BOTH,
|
||||
"双向": DIR_BOTH,
|
||||
"long": DIR_LONG_ONLY,
|
||||
"long_only": DIR_LONG_ONLY,
|
||||
"多": DIR_LONG_ONLY,
|
||||
"仅多": DIR_LONG_ONLY,
|
||||
"做多": DIR_LONG_ONLY,
|
||||
"short": DIR_SHORT_ONLY,
|
||||
"short_only": DIR_SHORT_ONLY,
|
||||
"空": DIR_SHORT_ONLY,
|
||||
"仅空": DIR_SHORT_ONLY,
|
||||
"做空": DIR_SHORT_ONLY,
|
||||
}
|
||||
|
||||
|
||||
def _env_bool(raw: Optional[str], default: bool = False) -> bool:
|
||||
if raw is None:
|
||||
return default
|
||||
return (raw or "").strip().lower() in ("1", "true", "yes", "on")
|
||||
|
||||
|
||||
def normalize_direction_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or DIR_BOTH).strip().lower()
|
||||
return _DIR_ALIASES.get(v, v if v in VALID_DIRECTION_MODES else DIR_BOTH)
|
||||
|
||||
|
||||
def symbol_base_coin(symbol: str) -> str:
|
||||
"""BTC/USDT:USDT、BTC/USDT、BTC、btc -> BTC"""
|
||||
s = (symbol or "").strip().upper()
|
||||
if not s:
|
||||
return ""
|
||||
if ":" in s:
|
||||
s = s.split(":", 1)[0]
|
||||
if "/" in s:
|
||||
return s.split("/", 1)[0].strip()
|
||||
if s.endswith("USDT") and len(s) > 4:
|
||||
return s[:-4]
|
||||
return s
|
||||
|
||||
|
||||
def parse_symbol_whitelist(raw: Optional[str]) -> Tuple[str, ...]:
|
||||
if not raw or not str(raw).strip():
|
||||
return ()
|
||||
parts = []
|
||||
for piece in str(raw).replace(";", ",").split(","):
|
||||
base = symbol_base_coin(piece.strip())
|
||||
if base and base not in parts:
|
||||
parts.append(base)
|
||||
return tuple(parts)
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class TradePolicy:
|
||||
direction_restrict_enabled: bool
|
||||
direction_mode: str
|
||||
symbol_restrict_enabled: bool
|
||||
symbol_whitelist: Tuple[str, ...]
|
||||
|
||||
@property
|
||||
def allows_long(self) -> bool:
|
||||
if not self.direction_restrict_enabled:
|
||||
return True
|
||||
return self.direction_mode in (DIR_BOTH, DIR_LONG_ONLY)
|
||||
|
||||
@property
|
||||
def allows_short(self) -> bool:
|
||||
if not self.direction_restrict_enabled:
|
||||
return True
|
||||
return self.direction_mode in (DIR_BOTH, DIR_SHORT_ONLY)
|
||||
|
||||
|
||||
def load_trade_policy(env: Optional[dict] = None) -> TradePolicy:
|
||||
e = env if env is not None else os.environ
|
||||
direction_restrict = _env_bool(e.get("TRADE_DIRECTION_RESTRICT_ENABLED"), False)
|
||||
symbol_restrict = _env_bool(e.get("TRADE_SYMBOL_RESTRICT_ENABLED"), False)
|
||||
direction_mode = normalize_direction_mode(e.get("TRADE_DIRECTION"))
|
||||
whitelist = parse_symbol_whitelist(e.get("TRADE_SYMBOL_WHITELIST"))
|
||||
if symbol_restrict and not whitelist:
|
||||
symbol_restrict = False
|
||||
return TradePolicy(
|
||||
direction_restrict_enabled=direction_restrict,
|
||||
direction_mode=direction_mode,
|
||||
symbol_restrict_enabled=symbol_restrict,
|
||||
symbol_whitelist=whitelist,
|
||||
)
|
||||
|
||||
|
||||
def direction_mode_label_zh(mode: str) -> str:
|
||||
m = normalize_direction_mode(mode)
|
||||
if m == DIR_LONG_ONLY:
|
||||
return "仅多"
|
||||
if m == DIR_SHORT_ONLY:
|
||||
return "仅空"
|
||||
return "双向"
|
||||
|
||||
|
||||
def trade_policy_badge_parts(policy: TradePolicy) -> Tuple[str, ...]:
|
||||
parts: list[str] = []
|
||||
if policy.direction_restrict_enabled:
|
||||
if policy.direction_mode == DIR_LONG_ONLY:
|
||||
parts.append("仅多")
|
||||
elif policy.direction_mode == DIR_SHORT_ONLY:
|
||||
parts.append("仅空")
|
||||
if policy.symbol_restrict_enabled and policy.symbol_whitelist:
|
||||
parts.append("/".join(policy.symbol_whitelist))
|
||||
return tuple(parts)
|
||||
|
||||
|
||||
def trade_policy_to_dict(policy: TradePolicy) -> dict:
|
||||
badges = trade_policy_badge_parts(policy)
|
||||
return {
|
||||
"direction_restrict_enabled": policy.direction_restrict_enabled,
|
||||
"direction_mode": policy.direction_mode,
|
||||
"direction_label_zh": (
|
||||
direction_mode_label_zh(policy.direction_mode)
|
||||
if policy.direction_restrict_enabled
|
||||
else "双向"
|
||||
),
|
||||
"allows_long": policy.allows_long,
|
||||
"allows_short": policy.allows_short,
|
||||
"symbol_restrict_enabled": policy.symbol_restrict_enabled,
|
||||
"symbol_whitelist": list(policy.symbol_whitelist),
|
||||
"badge_parts": list(badges),
|
||||
"badge_text": " · ".join(badges),
|
||||
}
|
||||
|
||||
|
||||
def normalize_open_direction(policy: TradePolicy, direction: str) -> str:
|
||||
d = (direction or "long").strip().lower()
|
||||
if d not in ("long", "short"):
|
||||
d = "long"
|
||||
if policy.direction_restrict_enabled:
|
||||
if policy.direction_mode == DIR_LONG_ONLY:
|
||||
return "long"
|
||||
if policy.direction_mode == DIR_SHORT_ONLY:
|
||||
return "short"
|
||||
return d
|
||||
|
||||
|
||||
def assert_direction_allowed(policy: TradePolicy, direction: str) -> Tuple[bool, str]:
|
||||
d = (direction or "").strip().lower()
|
||||
if d not in ("long", "short"):
|
||||
if d in ("watch", ""):
|
||||
return True, ""
|
||||
return False, "方向无效，请选择做多或做空"
|
||||
if d == "long" and not policy.allows_long:
|
||||
return False, "当前账户配置为仅做空，不允许做多"
|
||||
if d == "short" and not policy.allows_short:
|
||||
return False, "当前账户配置为仅做多，不允许做空"
|
||||
return True, ""
|
||||
|
||||
|
||||
def assert_symbol_allowed(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
*,
|
||||
normalize_symbol_fn: Optional[Callable[[str], str]] = None,
|
||||
) -> Tuple[bool, str]:
|
||||
if not policy.symbol_restrict_enabled:
|
||||
return True, ""
|
||||
sym = (symbol or "").strip()
|
||||
if not sym:
|
||||
return False, "请选择币种"
|
||||
if normalize_symbol_fn is not None:
|
||||
sym_norm = (normalize_symbol_fn(sym) or "").strip()
|
||||
else:
|
||||
sym_norm = sym
|
||||
base = symbol_base_coin(sym_norm or sym)
|
||||
allowed: FrozenSet[str] = frozenset(policy.symbol_whitelist)
|
||||
if base not in allowed:
|
||||
allowed_txt = "、".join(policy.symbol_whitelist)
|
||||
return False, f"当前账户仅允许 {allowed_txt}，不允许 {base or sym}"
|
||||
return True, ""
|
||||
|
||||
|
||||
def assert_trade_policy_open(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
direction: str,
|
||||
normalize_symbol_fn: Optional[Callable[[str], str]] = None,
|
||||
) -> Tuple[bool, str]:
|
||||
ok_sym, msg_sym = assert_symbol_allowed(
|
||||
policy, symbol, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
if not ok_sym:
|
||||
return False, msg_sym
|
||||
ok_dir, msg_dir = assert_direction_allowed(policy, direction)
|
||||
if not ok_dir:
|
||||
return False, msg_dir
|
||||
return True, ""
|
||||
"""
|
||||
三所共用:账户级方向 / 币种白名单(.env 开关,默认关闭=不限制).
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from dataclasses import dataclass
|
||||
from typing import Callable, FrozenSet, Optional, Sequence, Tuple
|
||||
|
||||
DIR_BOTH = "both"
|
||||
DIR_LONG_ONLY = "long_only"
|
||||
DIR_SHORT_ONLY = "short_only"
|
||||
VALID_DIRECTION_MODES = frozenset({DIR_BOTH, DIR_LONG_ONLY, DIR_SHORT_ONLY})
|
||||
|
||||
_DIR_ALIASES = {
|
||||
"both": DIR_BOTH,
|
||||
"双向": DIR_BOTH,
|
||||
"long": DIR_LONG_ONLY,
|
||||
"long_only": DIR_LONG_ONLY,
|
||||
"多": DIR_LONG_ONLY,
|
||||
"仅多": DIR_LONG_ONLY,
|
||||
"做多": DIR_LONG_ONLY,
|
||||
"short": DIR_SHORT_ONLY,
|
||||
"short_only": DIR_SHORT_ONLY,
|
||||
"空": DIR_SHORT_ONLY,
|
||||
"仅空": DIR_SHORT_ONLY,
|
||||
"做空": DIR_SHORT_ONLY,
|
||||
}
|
||||
|
||||
|
||||
def _env_bool(raw: Optional[str], default: bool = False) -> bool:
|
||||
if raw is None:
|
||||
return default
|
||||
return (raw or "").strip().lower() in ("1", "true", "yes", "on")
|
||||
|
||||
|
||||
def normalize_direction_mode(raw: Optional[str]) -> str:
|
||||
v = (raw or DIR_BOTH).strip().lower()
|
||||
return _DIR_ALIASES.get(v, v if v in VALID_DIRECTION_MODES else DIR_BOTH)
|
||||
|
||||
|
||||
def symbol_base_coin(symbol: str) -> str:
|
||||
"""BTC/USDT:USDT,BTC/USDT,BTC,btc -> BTC"""
|
||||
s = (symbol or "").strip().upper()
|
||||
if not s:
|
||||
return ""
|
||||
if ":" in s:
|
||||
s = s.split(":", 1)[0]
|
||||
if "/" in s:
|
||||
return s.split("/", 1)[0].strip()
|
||||
if s.endswith("USDT") and len(s) > 4:
|
||||
return s[:-4]
|
||||
return s
|
||||
|
||||
|
||||
def parse_symbol_whitelist(raw: Optional[str]) -> Tuple[str, ...]:
|
||||
if not raw or not str(raw).strip():
|
||||
return ()
|
||||
parts = []
|
||||
for piece in str(raw).replace(";", ",").split(","):
|
||||
base = symbol_base_coin(piece.strip())
|
||||
if base and base not in parts:
|
||||
parts.append(base)
|
||||
return tuple(parts)
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class TradePolicy:
|
||||
direction_restrict_enabled: bool
|
||||
direction_mode: str
|
||||
symbol_restrict_enabled: bool
|
||||
symbol_whitelist: Tuple[str, ...]
|
||||
|
||||
@property
|
||||
def allows_long(self) -> bool:
|
||||
if not self.direction_restrict_enabled:
|
||||
return True
|
||||
return self.direction_mode in (DIR_BOTH, DIR_LONG_ONLY)
|
||||
|
||||
@property
|
||||
def allows_short(self) -> bool:
|
||||
if not self.direction_restrict_enabled:
|
||||
return True
|
||||
return self.direction_mode in (DIR_BOTH, DIR_SHORT_ONLY)
|
||||
|
||||
|
||||
def load_trade_policy(env: Optional[dict] = None) -> TradePolicy:
|
||||
e = env if env is not None else os.environ
|
||||
direction_restrict = _env_bool(e.get("TRADE_DIRECTION_RESTRICT_ENABLED"), False)
|
||||
symbol_restrict = _env_bool(e.get("TRADE_SYMBOL_RESTRICT_ENABLED"), False)
|
||||
direction_mode = normalize_direction_mode(e.get("TRADE_DIRECTION"))
|
||||
whitelist = parse_symbol_whitelist(e.get("TRADE_SYMBOL_WHITELIST"))
|
||||
if symbol_restrict and not whitelist:
|
||||
symbol_restrict = False
|
||||
return TradePolicy(
|
||||
direction_restrict_enabled=direction_restrict,
|
||||
direction_mode=direction_mode,
|
||||
symbol_restrict_enabled=symbol_restrict,
|
||||
symbol_whitelist=whitelist,
|
||||
)
|
||||
|
||||
|
||||
def direction_mode_label_zh(mode: str) -> str:
|
||||
m = normalize_direction_mode(mode)
|
||||
if m == DIR_LONG_ONLY:
|
||||
return "仅多"
|
||||
if m == DIR_SHORT_ONLY:
|
||||
return "仅空"
|
||||
return "双向"
|
||||
|
||||
|
||||
def trade_policy_badge_parts(policy: TradePolicy) -> Tuple[str, ...]:
|
||||
parts: list[str] = []
|
||||
if policy.direction_restrict_enabled:
|
||||
if policy.direction_mode == DIR_LONG_ONLY:
|
||||
parts.append("仅多")
|
||||
elif policy.direction_mode == DIR_SHORT_ONLY:
|
||||
parts.append("仅空")
|
||||
if policy.symbol_restrict_enabled and policy.symbol_whitelist:
|
||||
parts.append("/".join(policy.symbol_whitelist))
|
||||
return tuple(parts)
|
||||
|
||||
|
||||
def trade_policy_to_dict(policy: TradePolicy) -> dict:
|
||||
badges = trade_policy_badge_parts(policy)
|
||||
return {
|
||||
"direction_restrict_enabled": policy.direction_restrict_enabled,
|
||||
"direction_mode": policy.direction_mode,
|
||||
"direction_label_zh": (
|
||||
direction_mode_label_zh(policy.direction_mode)
|
||||
if policy.direction_restrict_enabled
|
||||
else "双向"
|
||||
),
|
||||
"allows_long": policy.allows_long,
|
||||
"allows_short": policy.allows_short,
|
||||
"symbol_restrict_enabled": policy.symbol_restrict_enabled,
|
||||
"symbol_whitelist": list(policy.symbol_whitelist),
|
||||
"badge_parts": list(badges),
|
||||
"badge_text": " · ".join(badges),
|
||||
}
|
||||
|
||||
|
||||
def normalize_open_direction(policy: TradePolicy, direction: str) -> str:
|
||||
d = (direction or "long").strip().lower()
|
||||
if d not in ("long", "short"):
|
||||
d = "long"
|
||||
if policy.direction_restrict_enabled:
|
||||
if policy.direction_mode == DIR_LONG_ONLY:
|
||||
return "long"
|
||||
if policy.direction_mode == DIR_SHORT_ONLY:
|
||||
return "short"
|
||||
return d
|
||||
|
||||
|
||||
def assert_direction_allowed(policy: TradePolicy, direction: str) -> Tuple[bool, str]:
|
||||
d = (direction or "").strip().lower()
|
||||
if d not in ("long", "short"):
|
||||
if d in ("watch", ""):
|
||||
return True, ""
|
||||
return False, "方向无效,请选择做多或做空"
|
||||
if d == "long" and not policy.allows_long:
|
||||
return False, "当前账户配置为仅做空,不允许做多"
|
||||
if d == "short" and not policy.allows_short:
|
||||
return False, "当前账户配置为仅做多,不允许做空"
|
||||
return True, ""
|
||||
|
||||
|
||||
def assert_symbol_allowed(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
*,
|
||||
normalize_symbol_fn: Optional[Callable[[str], str]] = None,
|
||||
) -> Tuple[bool, str]:
|
||||
if not policy.symbol_restrict_enabled:
|
||||
return True, ""
|
||||
sym = (symbol or "").strip()
|
||||
if not sym:
|
||||
return False, "请选择币种"
|
||||
if normalize_symbol_fn is not None:
|
||||
sym_norm = (normalize_symbol_fn(sym) or "").strip()
|
||||
else:
|
||||
sym_norm = sym
|
||||
base = symbol_base_coin(sym_norm or sym)
|
||||
allowed: FrozenSet[str] = frozenset(policy.symbol_whitelist)
|
||||
if base not in allowed:
|
||||
allowed_txt = ",".join(policy.symbol_whitelist)
|
||||
return False, f"当前账户仅允许 {allowed_txt},不允许 {base or sym}"
|
||||
return True, ""
|
||||
|
||||
|
||||
def assert_trade_policy_open(
|
||||
policy: TradePolicy,
|
||||
symbol: str,
|
||||
direction: str,
|
||||
normalize_symbol_fn: Optional[Callable[[str], str]] = None,
|
||||
) -> Tuple[bool, str]:
|
||||
ok_sym, msg_sym = assert_symbol_allowed(
|
||||
policy, symbol, normalize_symbol_fn=normalize_symbol_fn
|
||||
)
|
||||
if not ok_sym:
|
||||
return False, msg_sym
|
||||
ok_dir, msg_dir = assert_direction_allowed(policy, direction)
|
||||
if not ok_dir:
|
||||
return False, msg_dir
|
||||
return True, ""
|
||||
|
||||
@@ -1,10 +1,10 @@
|
||||
"""交易结果展示与入库时的语义归一化。"""
|
||||
"""交易结果展示与入库时的语义归一化."""
|
||||
|
||||
_WIN_EPS = 1e-9
|
||||
|
||||
|
||||
def normalize_display_result(result):
|
||||
"""展示用：外部平仓一律视为手动平仓。"""
|
||||
"""展示用:外部平仓一律视为手动平仓."""
|
||||
res = (result or "").strip()
|
||||
if res == "外部平仓" or res.startswith("外部平仓"):
|
||||
return "手动平仓"
|
||||
@@ -12,7 +12,7 @@ def normalize_display_result(result):
|
||||
|
||||
|
||||
def is_winning_pnl(pnl_amount) -> bool:
|
||||
"""胜率统计：盈亏为正即计为盈利单。"""
|
||||
"""胜率统计:盈亏为正即计为盈利单."""
|
||||
try:
|
||||
return float(pnl_amount or 0) > _WIN_EPS
|
||||
except (TypeError, ValueError):
|
||||
@@ -20,7 +20,7 @@ def is_winning_pnl(pnl_amount) -> bool:
|
||||
|
||||
|
||||
def sql_effective_pnl_expr() -> str:
|
||||
"""与 to_effective_trade_dict / hub_trades_lib 一致的盈亏 SQL 表达式。"""
|
||||
"""与 to_effective_trade_dict / hub_trades_lib 一致的盈亏 SQL 表达式."""
|
||||
return "COALESCE(reviewed_pnl_amount, exchange_realized_pnl, pnl_amount, 0)"
|
||||
|
||||
|
||||
@@ -36,7 +36,7 @@ def is_miss_trade_result(result) -> bool:
|
||||
|
||||
|
||||
def filter_trade_records_excluding_miss(records):
|
||||
"""列表/统计：不展示、不计入「错过」类交易记录。"""
|
||||
"""列表/统计:不展示,不计入「错过」类交易记录."""
|
||||
return [
|
||||
r
|
||||
for r in (records or [])
|
||||
@@ -46,8 +46,8 @@ def filter_trade_records_excluding_miss(records):
|
||||
|
||||
def normalize_result_with_pnl(result, pnl_amount):
|
||||
"""
|
||||
非手动平仓且实际盈利时，不应记为「止损」。
|
||||
程序触发的止损类平仓若盈亏为正，归类为「移动止盈」。
|
||||
非手动平仓且实际盈利时,不应记为「止损」.
|
||||
程序触发的止损类平仓若盈亏为正,归类为「移动止盈」.
|
||||
"""
|
||||
res = normalize_display_result(result)
|
||||
if res == "手动平仓":
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
"""按交易日聚合实例 trade_records 盈亏，供统计分析页日历 API 使用。"""
|
||||
"""按交易日聚合实例 trade_records 盈亏,供统计分析页日历 API 使用."""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
@@ -15,7 +15,7 @@ def build_trade_stats_calendar(
|
||||
*,
|
||||
reset_hour: int = 8,
|
||||
) -> dict[str, Any]:
|
||||
"""pnls: _load_completed_trade_pnls 返回值 (pnl, close_dt, trading_day, row)。"""
|
||||
"""pnls: _load_completed_trade_pnls 返回值 (pnl, close_dt, trading_day, row)."""
|
||||
y = int(year)
|
||||
m = int(month)
|
||||
if m < 1 or m > 12:
|
||||
@@ -82,7 +82,7 @@ def build_initial_stats_calendar(
|
||||
reset_hour: int = 8,
|
||||
segment_key: str = "all",
|
||||
) -> dict[str, Any]:
|
||||
"""统计页首屏内嵌日历（当前自然月、默认品类）。"""
|
||||
"""统计页首屏内嵌日历(当前自然月,默认品类)."""
|
||||
return build_trade_stats_calendar(
|
||||
pnls,
|
||||
now_dt.year,
|
||||
@@ -101,7 +101,7 @@ def build_stats_calendar_bootstrap(
|
||||
reset_hour: int = 8,
|
||||
segment_key: str = "all",
|
||||
) -> tuple[dict[str, Any] | None, str | None]:
|
||||
"""返回 (payload, json_str)；失败时 (None, None)，供模板安全内嵌。"""
|
||||
"""返回 (payload, json_str);失败时 (None, None),供模板安全内嵌."""
|
||||
try:
|
||||
payload = build_initial_stats_calendar(
|
||||
pnls,
|
||||
|
||||
Reference in New Issue
Block a user