feat(trend): 趋势回调保本移交下单监控并统一写交易记录
保本后结束趋势计划,持仓转入下单监控(备注趋势回调),交易所同时挂保本止损与计划止盈;中控或交易所平仓均经下单监控写入交易记录(trend_plan_id、开仓类型),四所共用 strategy_trend_register。 Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -1,6 +1,8 @@
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"""策略交易写入 trade_records 时的类型与复盘开仓类型标注。"""
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from __future__ import annotations
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from typing import Optional
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MONITOR_TYPE_TREND_PULLBACK = "趋势回调"
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MONITOR_TYPE_ROLL = "顺势加仓"
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@@ -12,6 +14,38 @@ STRATEGY_ENTRY_REASON_OPTIONS = (
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ENTRY_REASON_ROLL,
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)
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# 趋势回调保本移交下单监控:order_monitors.key_signal_type / 平仓备注
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TREND_HANDOFF_KEY_SIGNAL = ENTRY_REASON_TREND_PULLBACK
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TREND_HANDOFF_TRADE_NOTE = "趋势回调计划"
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def handoff_trade_miss_reason(miss_reason, row) -> Optional[str]:
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"""趋势保本移交的监控单平仓:交易记录备注带来源。"""
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if trend_plan_id_from_monitor_row(row) is None:
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return miss_reason
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base = (miss_reason or "").strip()
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if TREND_HANDOFF_TRADE_NOTE in base:
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return base or TREND_HANDOFF_TRADE_NOTE
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if base:
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return f"{TREND_HANDOFF_TRADE_NOTE};{base}"
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return TREND_HANDOFF_TRADE_NOTE
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def trend_plan_id_from_monitor_row(row) -> Optional[int]:
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if row is None:
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return None
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try:
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keys = row.keys() if hasattr(row, "keys") else []
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except Exception:
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keys = []
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if "trend_plan_id" not in keys or row["trend_plan_id"] in (None, ""):
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return None
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try:
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tid = int(row["trend_plan_id"])
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return tid if tid > 0 else None
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except (TypeError, ValueError):
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return None
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def order_had_roll_fills(conn, order_monitor_id) -> bool:
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try:
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