Add roll leg avg/TP profit display and reduce instance nav flicker
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,402 @@
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"""顺势加仓 UI：滚仓腿合并均价与止盈盈利展示（实例页 + 中控）。"""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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from flask import Flask
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FILLED_LEG_STATUSES = frozenset({"filled", "done", "complete"})
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def reward_at_tp_usdt(
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direction: str,
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avg_entry: float,
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take_profit: float,
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qty: float,
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*,
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contract_size: float = 1.0,
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) -> Optional[float]:
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"""与 strategy_roll_lib.preview_roll 一致：线性合约 U 本位盈利。"""
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try:
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avg = float(avg_entry)
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tp = float(take_profit)
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q = float(qty)
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cs = float(contract_size or 1.0)
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except (TypeError, ValueError):
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return None
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if avg <= 0 or tp <= 0 or q <= 0:
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return None
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direction = (direction or "long").strip().lower()
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if direction == "short":
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return (avg - tp) * q * cs
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return (tp - avg) * q * cs
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def leg_fill_price(leg: dict) -> Optional[float]:
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if not isinstance(leg, dict):
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return None
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for key in ("fill_price", "limit_price"):
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try:
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v = float(leg.get(key) or 0)
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if v > 0:
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return v
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except (TypeError, ValueError):
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continue
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return None
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def leg_is_filled(leg: dict) -> bool:
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st = str(leg.get("status") or "").strip().lower()
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return st in FILLED_LEG_STATUSES
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def infer_initial_position(
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qty_live: float,
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entry_live: float,
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filled_legs: list[dict],
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*,
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monitor: dict | None = None,
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) -> tuple[Optional[float], Optional[float]]:
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"""由当前持仓与各腿成交价反推首仓张数/均价。"""
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try:
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qty_live = float(qty_live)
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entry_live = float(entry_live)
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except (TypeError, ValueError):
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qty_live = entry_live = 0.0
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legs = [
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lg
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for lg in filled_legs or []
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if isinstance(lg, dict) and leg_is_filled(lg) and leg_fill_price(lg) and float(lg.get("amount") or 0) > 0
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]
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add_sum = sum(float(lg.get("amount") or 0) for lg in legs)
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leg_notional = sum(float(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs)
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q0 = qty_live - add_sum
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if q0 > 1e-12 and entry_live > 0 and qty_live > 0:
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e0 = (entry_live * qty_live - leg_notional) / q0
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if e0 > 0:
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return q0, e0
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mon = monitor if isinstance(monitor, dict) else {}
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try:
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trig = float(mon.get("trigger_price") or 0)
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except (TypeError, ValueError):
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trig = 0.0
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try:
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mon_amt = float(mon.get("order_amount") or mon.get("amount") or 0)
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except (TypeError, ValueError):
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mon_amt = 0.0
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if trig > 0:
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q_base = q0 if q0 > 1e-12 else (mon_amt if mon_amt > 0 else max(qty_live - add_sum, 0))
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if q_base > 0:
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return q_base, trig
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return None, None
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def compute_roll_chain_metrics(
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group: dict,
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legs: list[dict],
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*,
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qty_live: Optional[float] = None,
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entry_live: Optional[float] = None,
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monitor: dict | None = None,
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contract_size: float = 1.0,
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) -> tuple[dict[Any, dict], dict]:
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"""
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返回 (leg_metrics_by_id, group_metrics)。
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leg_metrics: leg id -> {avg_entry_after, reward_at_tp_usdt}
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group_metrics: 最后一腿后的 {avg_entry, reward_at_tp_usdt}
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"""
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per_leg: dict[Any, dict] = {}
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group_out: dict[str, Any] = {"avg_entry": None, "reward_at_tp_usdt": None}
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if not isinstance(group, dict):
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return per_leg, group_out
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direction = (group.get("direction") or "long").strip().lower()
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try:
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tp = float(group.get("initial_take_profit") or 0)
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except (TypeError, ValueError):
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tp = 0.0
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sorted_legs = sorted(
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[lg for lg in legs or [] if isinstance(lg, dict)],
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key=lambda x: int(x.get("leg_index") or 0),
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)
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filled = [lg for lg in sorted_legs if leg_is_filled(lg)]
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q0 = e0 = None
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if qty_live is not None and entry_live is not None:
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q0, e0 = infer_initial_position(float(qty_live), float(entry_live), filled, monitor=monitor)
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if q0 is None or e0 is None:
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return per_leg, group_out
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qty = float(q0)
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avg = float(e0)
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if tp > 0:
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group_out["avg_entry"] = avg
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group_out["reward_at_tp_usdt"] = reward_at_tp_usdt(
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direction, avg, tp, qty, contract_size=contract_size
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)
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for leg in sorted_legs:
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if not leg_is_filled(leg):
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continue
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try:
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amt = float(leg.get("amount") or 0)
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except (TypeError, ValueError):
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continue
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px = leg_fill_price(leg)
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if not px or amt <= 0:
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continue
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prev_qty = qty
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qty = prev_qty + amt
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avg = (prev_qty * avg + amt * px) / qty
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reward = reward_at_tp_usdt(direction, avg, tp, qty, contract_size=contract_size) if tp > 0 else None
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lid = leg.get("id")
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if lid is None:
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lid = f"{group.get('id')}|{leg.get('leg_index')}"
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per_leg[lid] = {
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"avg_entry_after": round(avg, 10),
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"reward_at_tp_usdt": round(reward, 4) if reward is not None else None,
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}
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group_out["avg_entry"] = round(avg, 10)
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group_out["reward_at_tp_usdt"] = round(reward, 4) if reward is not None else None
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return per_leg, group_out
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def _row_to_dict(row) -> dict:
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if row is None:
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return {}
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try:
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return dict(row)
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except Exception:
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return {}
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def _resolve_roll_live(cfg: dict, group: dict, monitor: dict | None) -> tuple[Optional[float], Optional[float], float]:
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"""读取交易所持仓张数、均价、contract_size。"""
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m = cfg.get("app_module")
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ex_sym = group.get("exchange_symbol")
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sym = group.get("symbol") or ""
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direction = (group.get("direction") or "long").strip().lower()
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if not ex_sym and m is not None:
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norm = getattr(m, "normalize_exchange_symbol", None)
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if callable(norm):
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try:
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ex_sym = norm(sym)
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except Exception:
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ex_sym = sym
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cs = 1.0
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get_cs = cfg.get("get_contract_size")
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if not callable(get_cs) and m is not None:
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get_cs = getattr(m, "get_contract_size", None)
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if callable(get_cs):
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try:
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cs = float(get_cs(ex_sym or sym) or 1.0)
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except Exception:
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cs = 1.0
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get_pos = cfg.get("get_position")
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if not callable(get_pos):
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return None, None, cs
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try:
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pos = get_pos(ex_sym or sym, direction) or {}
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qty = float(pos.get("contracts") or 0)
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entry = float(pos.get("entry_price") or 0)
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if qty > 0 and entry > 0:
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return qty, entry, cs
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except Exception:
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pass
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metrics_fn = getattr(m, "get_live_position_exchange_metrics", None) if m else None
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if callable(metrics_fn):
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try:
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met = metrics_fn(ex_sym or sym, direction)
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if isinstance(met, dict):
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qty = float(met.get("contracts") or met.get("size") or 0)
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entry = float(met.get("entry_price") or 0)
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if qty > 0 and entry > 0:
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return qty, entry, cs
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except Exception:
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pass
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if monitor:
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try:
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trig = float(monitor.get("trigger_price") or 0)
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amt = float(monitor.get("order_amount") or monitor.get("amount") or 0)
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if trig > 0 and amt > 0:
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return amt, trig, cs
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except (TypeError, ValueError):
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pass
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return None, None, cs
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def enrich_roll_page_data(conn, page_data: dict, cfg: dict | None) -> dict:
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"""为 roll_groups / roll_legs 附加 avg_entry、reward_at_tp 展示字段。"""
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if not isinstance(page_data, dict) or not cfg:
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return page_data
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groups = list(page_data.get("roll_groups") or [])
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legs = list(page_data.get("roll_legs") or [])
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if not groups:
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return page_data
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monitors_by_id: dict[int, dict] = {}
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try:
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for row in conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall():
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od = _row_to_dict(row)
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mid = od.get("id")
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if mid is not None:
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monitors_by_id[int(mid)] = od
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except Exception:
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pass
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legs_by_gid: dict[int, list] = {}
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for leg in legs:
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if not isinstance(leg, dict):
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continue
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try:
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gid = int(leg.get("roll_group_id"))
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except (TypeError, ValueError):
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continue
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legs_by_gid.setdefault(gid, []).append(leg)
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price_fmt = cfg.get("price_fmt")
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for g in groups:
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if not isinstance(g, dict) or g.get("id") is None:
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continue
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gid = int(g["id"])
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mon = monitors_by_id.get(int(g.get("order_monitor_id") or 0))
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qty, entry, cs = _resolve_roll_live(cfg, g, mon)
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per_leg, group_metrics = compute_roll_chain_metrics(
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g,
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legs_by_gid.get(gid, []),
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qty_live=qty,
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entry_live=entry,
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monitor=mon,
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contract_size=cs,
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)
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g["avg_entry"] = group_metrics.get("avg_entry")
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g["reward_at_tp_usdt"] = group_metrics.get("reward_at_tp_usdt")
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if callable(price_fmt) and g.get("avg_entry") is not None:
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try:
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g["avg_entry_display"] = price_fmt(g.get("symbol"), g["avg_entry"])
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except Exception:
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pass
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for leg in legs_by_gid.get(gid, []):
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lid = leg.get("id")
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if lid is None:
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lid = f"{gid}|{leg.get('leg_index')}"
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metrics = per_leg.get(lid) or per_leg.get(leg.get("id"))
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if not metrics:
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continue
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leg["avg_entry_after"] = metrics.get("avg_entry_after")
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leg["reward_at_tp_usdt"] = metrics.get("reward_at_tp_usdt")
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if callable(price_fmt) and leg.get("avg_entry_after") is not None:
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try:
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leg["avg_entry_display"] = price_fmt(g.get("symbol"), leg["avg_entry_after"])
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except Exception:
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pass
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page_data["roll_groups"] = groups
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page_data["roll_legs"] = legs
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return page_data
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def enrich_roll_groups_for_hub(rolls: list[dict], conn, cfg: dict | None) -> list[dict]:
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"""中控 monitor API：每组附带当前均价、止盈盈利与最近滚仓腿。"""
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if not rolls or not cfg:
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return rolls
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out = []
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gid_list = []
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for g in rolls:
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if isinstance(g, dict) and g.get("id") is not None:
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try:
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gid_list.append(int(g["id"]))
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except (TypeError, ValueError):
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pass
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legs_by_gid: dict[int, list] = {gid: [] for gid in gid_list}
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if gid_list:
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placeholders = ",".join("?" for _ in gid_list)
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try:
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rows = conn.execute(
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f"SELECT * FROM roll_legs WHERE roll_group_id IN ({placeholders}) ORDER BY id DESC",
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gid_list,
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).fetchall()
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for row in rows:
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leg = _row_to_dict(row)
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try:
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legs_by_gid[int(leg.get("roll_group_id"))].append(leg)
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except (TypeError, ValueError):
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pass
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except Exception:
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pass
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monitors_by_id: dict[int, dict] = {}
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try:
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for row in conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall():
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od = _row_to_dict(row)
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if od.get("id") is not None:
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monitors_by_id[int(od["id"])] = od
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except Exception:
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pass
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price_fmt = cfg.get("price_fmt")
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for g in rolls:
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if not isinstance(g, dict):
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continue
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gd = dict(g)
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try:
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gid = int(gd.get("id"))
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except (TypeError, ValueError):
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out.append(gd)
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continue
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mon = monitors_by_id.get(int(gd.get("order_monitor_id") or 0))
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group_legs = legs_by_gid.get(gid, [])
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qty, entry, cs = _resolve_roll_live(cfg, gd, mon)
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per_leg, group_metrics = compute_roll_chain_metrics(
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gd,
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group_legs,
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qty_live=qty,
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entry_live=entry,
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monitor=mon,
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contract_size=cs,
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)
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gd.update(group_metrics)
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if callable(price_fmt) and gd.get("avg_entry") is not None:
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try:
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gd["avg_entry_display"] = price_fmt(gd.get("symbol"), gd["avg_entry"])
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except Exception:
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pass
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recent = []
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for leg in sorted(group_legs, key=lambda x: int(x.get("leg_index") or 0), reverse=True)[:6]:
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ld = dict(leg)
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lid = ld.get("id")
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if lid is None:
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lid = f"{gid}|{ld.get('leg_index')}"
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metrics = per_leg.get(lid) or per_leg.get(ld.get("id"))
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if metrics:
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ld.update(metrics)
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if callable(price_fmt) and ld.get("avg_entry_after") is not None:
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try:
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ld["avg_entry_display"] = price_fmt(gd.get("symbol"), ld["avg_entry_after"])
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except Exception:
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pass
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recent.append(ld)
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gd["recent_legs"] = recent
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out.append(gd)
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return out
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def patch_roll_hub_enrich(app: Flask, cfg: dict) -> None:
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"""hub_bridge install 后：/api/hub/monitor 的 rolls 附带均价/止盈盈利。"""
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ctx = dict(app.config.get("HUB_CTX") or {})
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prev: Callable | None = ctx.get("enrich_monitor")
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def enrich_monitor(keys=None, orders=None, trends=None, rolls=None):
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payload: dict[str, Any] = {}
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if callable(prev):
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try:
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prev_out = prev(keys=keys, orders=orders, trends=trends, rolls=rolls)
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if isinstance(prev_out, dict):
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payload.update(prev_out)
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except Exception:
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pass
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if rolls:
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get_db = cfg.get("get_db")
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if callable(get_db):
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conn = get_db()
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try:
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payload["rolls"] = enrich_roll_groups_for_hub(list(rolls), conn, cfg)
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finally:
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try:
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conn.close()
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except Exception:
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pass
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return payload
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ctx["enrich_monitor"] = enrich_monitor
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app.config["HUB_CTX"] = ctx
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