Fix Gate mark/PnL/TP-SL snapshot and intraday order UI

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-06 22:04:19 +08:00
parent 5e4f885f80
commit d4a76f05d2
10 changed files with 315 additions and 50 deletions
+21 -10
View File
@@ -181,6 +181,7 @@ from lib.trade.entry_model_lib import (
hub_meta_entry_context,
migrate_entry_model_columns,
order_entry_template_context,
open_position_button_label,
parse_manual_order_style_fields,
resolve_trade_record_entry_reason,
trend_manual_entry_reason_count,
@@ -7261,9 +7262,7 @@ def render_main_page(page="trade", embed_mode=None):
position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
trade_policy=trade_policy_template_context(TRADE_POLICY),
**order_entry_template_context(TRADE_POLICY),
open_position_button_label=(
"开仓(全仓杠杆)" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓(以损定仓)"
),
open_position_button_label=open_position_button_label(TRADE_POLICY, POSITION_SIZING_MODE),
breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
price_fmt=format_price_for_symbol,
@@ -7551,25 +7550,31 @@ def api_price_snapshot():
})
order_prices = []
from lib.hub.price_snapshot_lib import resolve_order_snapshot_price
for r in order_rows:
price = prices.get(r["symbol"])
if price is None:
continue
margin = float(r["margin_capital"] or 0)
leverage = float(r["leverage"] or 0)
entry = float(r["trigger_price"] or 0)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
pnl_pct = round((pnl / margin * 100), 2) if margin > 0 else 0
exchange_tpsl = {"sl": None, "tp": None}
ex_sym = resolve_monitor_exchange_symbol(r)
prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
lev_row = r["leverage"] if "leverage" in r.keys() else None
ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
price = resolve_order_snapshot_price(
r["symbol"],
prices,
position_row=prow,
order_leverage=lev_row,
parse_position_metrics_fn=parse_ccxt_position_metrics,
get_mark_price_fn=get_symbol_mark_price,
fallback_entry=entry if entry > 0 else None,
)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 and price else 0
pnl_pct = round((pnl / margin * 100), 2) if margin > 0 else 0
payload = {
"id": r["id"],
"symbol": r["symbol"],
"price": round(price, 6),
"price_display": format_price_for_symbol(ex_sym, price),
"float_pnl": round(pnl, FUNDS_DECIMALS),
"float_pct": pnl_pct,
"plan_margin": round(margin, FUNDS_DECIMALS) if margin else None,
@@ -7579,6 +7584,12 @@ def api_price_snapshot():
"exchange_mark_price_display": None,
"pnl_source": "plan",
}
if price is not None:
payload["price"] = round(price, 6)
payload["price_display"] = format_price_for_symbol(ex_sym, price)
else:
payload["price"] = None
payload["price_display"] = "-"
if ex_metrics:
if ex_metrics.get("initial_margin") is not None:
payload["exchange_initial_margin"] = ex_metrics["initial_margin"]
+31 -15
View File
@@ -180,6 +180,7 @@ from lib.trade.entry_model_lib import (
hub_meta_entry_context,
migrate_entry_model_columns,
order_entry_template_context,
open_position_button_label,
parse_manual_order_style_fields,
resolve_trade_record_entry_reason,
trend_manual_entry_reason_count,
@@ -7042,9 +7043,7 @@ def render_main_page(page="trade", embed_mode=None):
position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
trade_policy=trade_policy_template_context(TRADE_POLICY),
**order_entry_template_context(TRADE_POLICY),
open_position_button_label=(
"开仓(全仓杠杆)" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓(以损定仓)"
),
open_position_button_label=open_position_button_label(TRADE_POLICY, POSITION_SIZING_MODE),
breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
price_fmt=format_price_for_symbol,
@@ -7365,20 +7364,28 @@ def api_price_snapshot():
})
order_prices = []
from lib.hub.price_snapshot_lib import resolve_order_snapshot_price
for r in order_rows:
price = prices.get(r["symbol"])
if price is None:
continue
margin = float(r["margin_capital"] or 0)
leverage = float(r["leverage"] or 0)
entry = float(r["trigger_price"] or 0)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
exchange_tpsl = {"sl": None, "tp": None}
ex_sym = resolve_monitor_exchange_symbol(r)
prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
lev_row = r["leverage"] if "leverage" in r.keys() else None
ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
price = resolve_order_snapshot_price(
r["symbol"],
prices,
position_row=prow,
order_leverage=lev_row,
parse_position_metrics_fn=parse_ccxt_position_metrics,
get_mark_price_fn=get_symbol_mark_price,
fallback_entry=entry if entry > 0 else None,
)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 and price else 0
pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
payload = {
"id": r["id"],
"symbol": r["symbol"],
@@ -7404,18 +7411,27 @@ def api_price_snapshot():
payload["float_pct"] = (
round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct
)
px_for_fmt = float(price)
px_for_fmt = None
if price is not None:
try:
px_for_fmt = float(price)
except (TypeError, ValueError):
px_for_fmt = None
if ex_metrics and ex_metrics.get("mark_price") is not None:
try:
px_for_fmt = float(ex_metrics["mark_price"])
except (TypeError, ValueError):
pass
px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
try:
payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
except Exception:
payload["price"] = px_for_fmt
payload["price_display"] = px_disp
if px_for_fmt is not None:
px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
try:
payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
except Exception:
payload["price"] = px_for_fmt
payload["price_display"] = px_disp
else:
payload["price"] = None
payload["price_display"] = "-"
if exchange_private_api_configured():
try:
exchange_tpsl = fetch_exchange_tpsl_slots(
+31 -15
View File
@@ -179,6 +179,7 @@ from lib.trade.entry_model_lib import (
hub_meta_entry_context,
migrate_entry_model_columns,
order_entry_template_context,
open_position_button_label,
parse_manual_order_style_fields,
resolve_trade_record_entry_reason,
trend_manual_entry_reason_count,
@@ -6605,9 +6606,7 @@ def render_main_page(page="trade", embed_mode=None):
position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
trade_policy=trade_policy_template_context(TRADE_POLICY),
**order_entry_template_context(TRADE_POLICY),
open_position_button_label=(
"开仓(全仓杠杆)" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓(以损定仓)"
),
open_position_button_label=open_position_button_label(TRADE_POLICY, POSITION_SIZING_MODE),
breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
price_fmt=format_price_for_symbol,
@@ -6967,20 +6966,28 @@ def api_price_snapshot():
})
order_prices = []
from lib.hub.price_snapshot_lib import resolve_order_snapshot_price
for r in order_rows:
price = prices.get(r["symbol"])
if price is None:
continue
margin = float(r["margin_capital"] or 0)
leverage = float(r["leverage"] or 0)
entry = float(r["trigger_price"] or 0)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
exchange_tpsl = {"sl": None, "tp": None}
ex_sym = resolve_monitor_exchange_symbol(r)
prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
lev_row = r["leverage"] if "leverage" in r.keys() else None
ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
price = resolve_order_snapshot_price(
r["symbol"],
prices,
position_row=prow,
order_leverage=lev_row,
parse_position_metrics_fn=parse_ccxt_position_metrics,
get_mark_price_fn=get_symbol_mark_price,
fallback_entry=entry if entry > 0 else None,
)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 and price else 0
pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
payload = {
"id": r["id"],
"symbol": r["symbol"],
@@ -7007,18 +7014,27 @@ def api_price_snapshot():
payload["float_pct"] = (
round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct
)
px_for_fmt = float(price)
px_for_fmt = None
if price is not None:
try:
px_for_fmt = float(price)
except (TypeError, ValueError):
px_for_fmt = None
if ex_metrics and ex_metrics.get("mark_price") is not None:
try:
px_for_fmt = float(ex_metrics["mark_price"])
except (TypeError, ValueError):
pass
px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
try:
payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
except Exception:
payload["price"] = px_for_fmt
payload["price_display"] = px_disp
if px_for_fmt is not None:
px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
try:
payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
except Exception:
payload["price"] = px_for_fmt
payload["price_display"] = px_disp
else:
payload["price"] = None
payload["price_display"] = "-"
if exchange_private_api_configured():
try:
exchange_tpsl = fetch_exchange_tpsl_slots(
+75
View File
@@ -0,0 +1,75 @@
"""price_snapshot 共用:订单行情价兜底,避免 get_price 失败时整单不入 order_prices。"""
from __future__ import annotations
from typing import Any, Callable, Mapping, Optional
from lib.hub.hub_position_metrics import parse_position_mark_price
def resolve_order_snapshot_price(
symbol: str,
prices: Mapping[str, float],
*,
position_row: Optional[dict[str, Any]] = None,
order_leverage=None,
parse_position_metrics_fn: Callable[..., dict[str, Any] | None] | None = None,
get_mark_price_fn: Callable[[str], float | None] | None = None,
fallback_entry: float | None = None,
) -> float | None:
"""
解析下单监控轮询用的现价/标记价,优先级:
1. 已批量拉取的 ticker last
2. get_symbol_mark_price(含 mark
3. 交易所持仓 markparse_ccxt_position_metrics / parse_position_mark_price
4. 计划成交价 trigger_price
"""
sym = (symbol or "").strip()
if not sym:
return None
cached = prices.get(sym)
if cached is not None:
try:
v = float(cached)
if v > 0:
return v
except (TypeError, ValueError):
pass
if get_mark_price_fn is not None:
try:
mp = get_mark_price_fn(sym)
if mp is not None and float(mp) > 0:
return float(mp)
except Exception:
pass
if position_row:
mark = None
if parse_position_metrics_fn is not None:
try:
metrics = parse_position_metrics_fn(
position_row, order_leverage=order_leverage
)
if isinstance(metrics, dict) and metrics.get("mark_price") is not None:
mark = float(metrics["mark_price"])
except Exception:
mark = None
if mark is None or mark <= 0:
try:
mp = parse_position_mark_price(position_row)
if mp is not None and mp > 0:
mark = float(mp)
except Exception:
mark = None
if mark is not None and mark > 0:
return mark
if fallback_entry is not None:
try:
entry = float(fallback_entry)
if entry > 0:
return entry
except (TypeError, ValueError):
pass
return None
@@ -46,6 +46,7 @@
{{ order_entry_type_fields() }}
{% from 'order_leverage_fields.html' import order_leverage_fields with context %}
{{ order_leverage_fields() }}
{% if not intraday_discipline %}
<label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
<input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本(关闭则仅保留初始止损与交易所挂单)
</label>
@@ -59,6 +60,9 @@
<option value="4" selected>4h</option>
</select>
</span>
{% else %}
<input type="hidden" name="breakeven_enabled" value="0">
{% endif %}
<label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
<input type="checkbox" name="order_chart" value="true"> 开仓后生成多周期K线图(各周期100根,含开平仓标记)
</label>
@@ -99,8 +103,10 @@
<span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
</div>
<div class="pos-head-actions">
{% if not intraday_discipline %}
<button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
<a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
{% endif %}
</div>
</div>
<div class="pos-meta">
@@ -108,8 +114,9 @@
<span class="pos-meta-item">{% if o.entry_model_label %}开仓: {{ o.entry_model_label }}{% else %}风格: {{ '波段单' if o.trade_style == 'swing' else '趋势单' }}{% endif %}</span>
<span class="pos-meta-item">风险: {% if position_sizing_mode == 'full_margin' %}{{ funds_fmt(o.risk_amount) if o.risk_amount is not none else '-' }}U{% else %}{{ o.risk_percent or '-' }}%≈{{ funds_fmt(o.risk_amount) if o.risk_amount is not none else '-' }}U{% endif %}</span>
<span class="pos-meta-item" id="order-latest-risk-wrap-{{ o.id }}" style="display:none">最新风险: —</span>
<span class="pos-meta-item {% if o.breakeven_enabled %}pos-meta-on{% else %}pos-meta-off{% endif %}">
{% if o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ price_fmt(o.symbol, o.breakeven_price) }}{% else %}移动保本:关{% endif %}
<span class="pos-meta-item {% if not intraday_discipline %}{% if o.breakeven_enabled %}pos-meta-on{% else %}pos-meta-off{% endif %}{% endif %}">
{% if intraday_discipline %}
{% elif o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ price_fmt(o.symbol, o.breakeven_price) }}{% else %}移动保本:关{% endif %}
</span>
<span class="pos-meta-item" id="order-be-wrap-{{ o.id }}" style="display:none"><span class="pos-breakeven-badge">已保本</span></span>
</div>
+9 -2
View File
@@ -144,6 +144,7 @@
{{ order_entry_type_fields() }}
{% from 'order_leverage_fields.html' import order_leverage_fields with context %}
{{ order_leverage_fields() }}
{% if not intraday_discipline %}
<label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
<input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本(关闭则仅保留初始止损与交易所挂单)
</label>
@@ -157,6 +158,9 @@
<option value="4" selected>4h</option>
</select>
</span>
{% else %}
<input type="hidden" name="breakeven_enabled" value="0">
{% endif %}
<label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
<input type="checkbox" name="order_chart" value="true"> 开仓后生成多周期K线图(各周期100根,含开平仓标记)
</label>
@@ -212,8 +216,10 @@
<span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
</div>
<div class="pos-head-actions">
{% if not intraday_discipline %}
<button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
<a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
{% endif %}
</div>
</div>
<div class="pos-meta">
@@ -221,8 +227,9 @@
<span class="pos-meta-item">{% if o.entry_model_label %}开仓: {{ o.entry_model_label }}{% else %}风格: {{ '波段单' if o.trade_style == 'swing' else '趋势单' }}{% endif %}</span>
<span class="pos-meta-item">风险: {% if position_sizing_mode == 'full_margin' %}{{ funds_fmt(o.risk_amount) if o.risk_amount is not none else '-' }}U{% else %}{{ o.risk_percent or '-' }}%≈{{ funds_fmt(o.risk_amount) if o.risk_amount is not none else '-' }}U{% endif %}</span>
<span class="pos-meta-item" id="order-latest-risk-wrap-{{ o.id }}" style="display:none">最新风险: —</span>
<span class="pos-meta-item {% if o.breakeven_enabled %}pos-meta-on{% else %}pos-meta-off{% endif %}">
{% if o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ price_fmt(o.symbol, o.breakeven_price) }}{% else %}移动保本:关{% endif %}
<span class="pos-meta-item {% if not intraday_discipline %}{% if o.breakeven_enabled %}pos-meta-on{% else %}pos-meta-off{% endif %}{% endif %}">
{% if intraday_discipline %}
{% elif o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ price_fmt(o.symbol, o.breakeven_price) }}{% else %}移动保本:关{% endif %}
</span>
<span class="pos-meta-item" id="order-be-wrap-{{ o.id }}" style="display:none"><span class="pos-breakeven-badge">已保本</span></span>
</div>
@@ -1,4 +1,4 @@
{# 趋势户:两级开仓类型 → 自动 trade_style;日内户:仍选手动 trend/swing #}
{# 趋势户:两级开仓类型 → 自动 trade_style;日内户:假破 / 结构突破 #}
{% macro order_entry_type_fields() -%}
@@ -19,6 +19,14 @@
</select>
<select name="entry_model" id="order-entry-model" class="order-entry-model-sub" required disabled title="启动A/B、大分歧A/B、小分歧" aria-label="开仓类型">
<option value="">类型</option>
{% for cat in entry_model_categories %}
{% for opt in cat.options %}
<option value="{{ opt.code }}" data-entry-category="{{ cat.key }}" data-trade-style="{{ opt.trade_style }}"{% if opt.help %} title="{{ opt.help }}"{% endif %} hidden disabled>{{ opt.label }}</option>
{% endfor %}
+69 -5
View File
@@ -19,6 +19,10 @@ ENTRY_MODEL_BIG_DIV_A = "big_div_a"
ENTRY_MODEL_BIG_DIV_B = "big_div_b"
ENTRY_MODEL_SMALL_DIV = "small_div"
ENTRY_CATEGORY_INTRADAY = "intraday"
ENTRY_MODEL_LIQUIDITY_FALSE_BREAK = "liquidity_false_break"
ENTRY_MODEL_STRUCTURE_BREAKOUT = "structure_breakout"
VALID_ENTRY_MODEL_CODES = frozenset(
{
ENTRY_MODEL_LAUNCH_A,
@@ -29,6 +33,15 @@ VALID_ENTRY_MODEL_CODES = frozenset(
}
)
INTRADAY_ENTRY_MODEL_CODES = frozenset(
{
ENTRY_MODEL_LIQUIDITY_FALSE_BREAK,
ENTRY_MODEL_STRUCTURE_BREAKOUT,
}
)
ALL_ENTRY_MODEL_CODES = VALID_ENTRY_MODEL_CODES | INTRADAY_ENTRY_MODEL_CODES
ENTRY_CATEGORY_LABELS: dict[str, str] = {
ENTRY_CATEGORY_REVERSAL: "反转",
ENTRY_CATEGORY_TREND: "顺势",
@@ -90,11 +103,33 @@ _ENTRY_SPECS: Tuple[Tuple[str, str, str, str, str], ...] = (
),
)
_INTRADAY_ENTRY_SPECS: Tuple[Tuple[str, str, str, str, str], ...] = (
(
ENTRY_MODEL_LIQUIDITY_FALSE_BREAK,
"假破",
ENTRY_CATEGORY_INTRADAY,
"trend",
"流动性扫单 → 假突破验证 → 5m N 字 → 15m 顶/底分型",
),
(
ENTRY_MODEL_STRUCTURE_BREAKOUT,
"结构突破",
ENTRY_CATEGORY_INTRADAY,
"trend",
"15m 结构有效突破(收盘确认)",
),
)
_CODE_TO_LABEL = {code: label for code, label, _, _, _ in _ENTRY_SPECS}
_CODE_TO_LABEL.update({code: label for code, label, _, _, _ in _INTRADAY_ENTRY_SPECS})
_CODE_TO_STYLE = {code: style for code, _, _, style, _ in _ENTRY_SPECS}
_CODE_TO_STYLE.update({code: style for code, _, _, style, _ in _INTRADAY_ENTRY_SPECS})
_CODE_TO_CATEGORY = {code: cat for code, _, cat, _, _ in _ENTRY_SPECS}
_CODE_TO_CATEGORY.update({code: cat for code, _, cat, _, _ in _INTRADAY_ENTRY_SPECS})
_LABEL_TO_CODE = {label: code for code, label, _, _, _ in _ENTRY_SPECS}
_LABEL_TO_CODE.update({label: code for code, label, _, _, _ in _INTRADAY_ENTRY_SPECS})
_CODE_TO_HELP = {code: help for code, _, _, _, help in _ENTRY_SPECS}
_CODE_TO_HELP.update({code: help for code, _, _, _, help in _INTRADAY_ENTRY_SPECS})
_CATEGORY_ORDER: Tuple[str, ...] = (
ENTRY_CATEGORY_REVERSAL,
@@ -134,6 +169,13 @@ def entry_model_options() -> Tuple[EntryModelOption, ...]:
)
def intraday_entry_model_options() -> Tuple[EntryModelOption, ...]:
return tuple(
EntryModelOption(code=code, label=label, category=cat, trade_style=style, help=help)
for code, label, cat, style, help in _INTRADAY_ENTRY_SPECS
)
def entry_model_categories() -> list[dict[str, Any]]:
"""两级 UI:反转 / 顺势 / 波段 → 子选项。"""
opts = entry_model_options()
@@ -168,7 +210,7 @@ def entry_model_category(code: Optional[str]) -> str:
def normalize_entry_model_code(raw: Optional[str]) -> str:
v = (raw or "").strip().lower()
if v in VALID_ENTRY_MODEL_CODES:
if v in ALL_ENTRY_MODEL_CODES:
return v
label = (raw or "").strip()
if label in _LABEL_TO_CODE:
@@ -227,10 +269,13 @@ def parse_manual_order_style_fields(
) -> Tuple[str, Optional[str], Optional[str]]:
"""返回 (trade_style, entry_model_code|None, error_message|None)。"""
if is_intraday_trading_profile(policy):
trade_style = (form.get("trade_style") or default_trade_style or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
return trade_style, None, None
entry_model = normalize_entry_model_code(form.get("entry_model"))
if entry_model in INTRADAY_ENTRY_MODEL_CODES:
return "trend", entry_model, None
raw_style = (form.get("trade_style") or "").strip().lower()
if raw_style in ("trend", "swing"):
return raw_style, None, None
return "", None, "请选择开仓类型(假破 / 结构突破)"
entry_model = normalize_entry_model_code(form.get("entry_model"))
if not entry_model:
@@ -280,12 +325,31 @@ def enrich_entry_model_display(item: dict) -> dict:
return item
def open_position_button_label(policy: TradePolicy, sizing_mode: str) -> str:
from lib.trade.position_sizing_lib import mode_label_zh
mode_txt = mode_label_zh(sizing_mode)
if is_intraday_trading_profile(policy):
return f"开仓(日内·{mode_txt}"
return f"开仓({mode_txt}"
def order_entry_template_context(policy: TradePolicy) -> dict:
profile = order_entry_profile(policy)
opts = entry_model_options()
intraday_opts = intraday_entry_model_options()
return {
"order_entry_profile": profile,
"intraday_discipline": profile == PROFILE_INTRADAY,
"intraday_entry_model_options": [
{
"code": o.code,
"label": o.label,
"trade_style": o.trade_style,
"help": o.help,
}
for o in intraday_opts
],
"entry_model_options": [
{
"code": o.code,
+26
View File
@@ -13,7 +13,9 @@ from lib.trade.entry_model_lib import (
entry_model_category,
entry_model_label,
hub_meta_entry_context,
intraday_entry_model_options,
is_intraday_trading_profile,
open_position_button_label,
parse_manual_order_style_fields,
resolve_trade_record_entry_reason,
trade_style_for_entry_model,
@@ -95,6 +97,30 @@ class TestEntryModelLib(unittest.TestCase):
self.assertIsNone(code)
self.assertEqual(style, "swing")
def test_intraday_entry_model_options(self):
opts = intraday_entry_model_options()
codes = [o.code for o in opts]
self.assertEqual(codes, ["liquidity_false_break", "structure_breakout"])
self.assertEqual(entry_model_label("liquidity_false_break"), "假破")
def test_parse_intraday_requires_entry_model(self):
policy = TradePolicy(True, "both", True, ("BTC", "ETH"))
style, code, err = parse_manual_order_style_fields(policy, {})
self.assertTrue(err)
style, code, err = parse_manual_order_style_fields(
policy, {"entry_model": "structure_breakout"}
)
self.assertIsNone(err)
self.assertEqual(code, "structure_breakout")
self.assertEqual(style, "trend")
def test_open_position_button_intraday(self):
policy = TradePolicy(True, "both", True, ("BTC", "ETH"))
self.assertEqual(
open_position_button_label(policy, "full_margin"),
"开仓(日内·全仓杠杆)",
)
def test_resolve_entry_reason_from_model(self):
er = resolve_trade_record_entry_reason(entry_model=ENTRY_MODEL_BIG_DIV_B)
self.assertEqual(er, "大分歧B")
+35
View File
@@ -0,0 +1,35 @@
import unittest
from lib.hub.price_snapshot_lib import resolve_order_snapshot_price
class TestPriceSnapshotLib(unittest.TestCase):
def test_resolve_from_cached_prices(self):
px = resolve_order_snapshot_price("ETH/USDT", {"ETH/USDT": 1750.5})
self.assertEqual(px, 1750.5)
def test_resolve_from_position_mark(self):
prow = {"info": {"mark_price": 1760.0}, "contracts": 1}
px = resolve_order_snapshot_price("ETH/USDT", {}, position_row=prow)
self.assertEqual(px, 1760.0)
def test_resolve_mark_fn_before_entry(self):
px = resolve_order_snapshot_price(
"ETH/USDT",
{},
get_mark_price_fn=lambda s: 1755.0,
fallback_entry=1700.0,
)
self.assertEqual(px, 1755.0)
def test_resolve_fallback_entry(self):
px = resolve_order_snapshot_price(
"ETH/USDT",
{},
fallback_entry=1700.0,
)
self.assertEqual(px, 1700.0)
if __name__ == "__main__":
unittest.main()