Add hedge-plan WeChat start/end alerts and expiry settlement.

Wire idempotent notify on open/close/partial fail, settle OO at expiry, and close orphaned TP option legs without rewriting plan totals. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-14 13:23:32 +08:00
parent 982497d65a
commit e6907dfbbe
6 changed files with 682 additions and 27 deletions
@@ -0,0 +1,173 @@
+"""对冲计划企业微信推送(起止必发,幂等落库标记)."""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+from lib.hedge_plan.hedge_plan_db import update_plan
+
+
+def _fmt(v: Any, d: int = 2) -> str:
+    try:
+        if v is None or v == "":
+            return "—"
+        return f"{float(v):.{d}f}"
+    except (TypeError, ValueError):
+        return str(v)
+
+
+def _type_label(plan_type: str) -> str:
+    return "永期对冲" if (plan_type or "") == "perp_options" else "期期对冲"
+
+
+def _dir_label(direction: str) -> str:
+    d = (direction or "").lower()
+    if d == "long":
+        return "做多"
+    if d == "short":
+        return "做空"
+    return "—"
+
+
+def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[str, Any]]] = None) -> str:
+    pt = plan.get("plan_type") or ""
+    lines = [
+        f"🟢 对冲计划启动 #{plan.get('id')}",
+        f"📌 类型:{_type_label(pt)}",
+        f"🪙 标的:{plan.get('underlying') or '—'}",
+    ]
+    if pt == "perp_options":
+        lines.extend(
+            [
+                f"📈 方向:{_dir_label(plan.get('direction') or '')}",
+                f"💵 开仓参考:{_fmt(plan.get('entry_mark'))}",
+                f"🎯 止盈:{_fmt(plan.get('tp'))}｜止损:{_fmt(plan.get('sl'))}",
+                f"📦 永续张数:{_fmt(plan.get('perp_size'), 4)}｜杠杆:{_fmt(plan.get('leverage'), 0)}x",
+                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+            ]
+        )
+    else:
+        lines.extend(
+            [
+                f"🎯 目标价 S*:{_fmt(plan.get('target_price'))}",
+                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+            ]
+        )
+    if legs:
+        for leg in legs:
+            role = leg.get("leg_role") or ""
+            if role == "perp":
+                lines.append(f"· 永续腿 {leg.get('symbol') or ''} ×{_fmt(leg.get('size'), 4)}")
+            else:
+                lines.append(
+                    f"· {role} {(leg.get('opt_type') or '')} K{_fmt(leg.get('strike'), 0)} "
+                    f"×{_fmt(leg.get('size'), 0)}张 {leg.get('inst_id') or ''}"
+                )
+    lines.append("📎 独立模块推送,不进普通交易复盘")
+    return "\n".join(lines)
+
+
+def build_hedge_end_message(plan: dict[str, Any]) -> str:
+    reason = plan.get("close_reason") or "—"
+    total = plan.get("realized_pnl_total")
+    try:
+        tv = float(total) if total is not None else None
+    except (TypeError, ValueError):
+        tv = None
+    head = "🔴" if (tv is not None and tv < 0) else "🟢"
+    reason_map = {
+        "perp_tp": "永续止盈(期权默认不平)",
+        "perp_sl": "永续止损(期权强制平)",
+        "target_win_leg": "期期已平盈利腿(中间态)",
+        "oo_expiry_loss": "期期到期无盈利·总亏损",
+        "oo_expiry_win": "期期到期仍盈利",
+        "expiry": "到期收口",
+        "manual": "人工结束",
+        "partial_fail": "半腿失败收尾",
+        "cancelled": "已取消",
+    }
+    lines = [
+        f"{head} 对冲计划结束 #{plan.get('id')}",
+        f"📌 类型:{_type_label(plan.get('plan_type') or '')}",
+        f"🪙 标的:{plan.get('underlying') or '—'}",
+        f"📎 原因:{reason_map.get(reason, reason)}",
+        f"💰 合计≈U:{_fmt(total)}",
+        f"· 永续分项:{_fmt(plan.get('realized_pnl_perp'))} USDT",
+        f"· 期权分项:{_fmt(plan.get('realized_pnl_options'))} USDC(≈U 1:1)",
+        f"⏱ 开仓:{plan.get('opened_at') or '—'}｜结束:{plan.get('closed_at') or '—'}",
+    ]
+    return "\n".join(lines)
+
+
+def build_hedge_alert_message(
+    *,
+    title: str,
+    plan_id: Any = None,
+    detail: str = "",
+) -> str:
+    lines = [f"⚠️ 对冲计划告警{(' #' + str(plan_id)) if plan_id else ''}", f"📌 {title}"]
+    if detail:
+        lines.append(str(detail)[:800])
+    return "\n".join(lines)
+
+
+def notify_hedge(
+    cfg: dict[str, Any],
+    content: str,
+) -> bool:
+    send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
+    if not callable(send):
+        return False
+    try:
+        send(content)
+        return True
+    except Exception:
+        return False
+
+
+def notify_plan_start(
+    cfg: dict[str, Any],
+    conn: Any,
+    plan: dict[str, Any],
+    legs: Optional[list[dict[str, Any]]] = None,
+) -> bool:
+    if int(plan.get("wechat_start_sent") or 0):
+        return False
+    ok = notify_hedge(cfg, build_hedge_start_message(plan, legs=legs))
+    if ok and plan.get("id") is not None:
+        update_plan(conn, int(plan["id"]), wechat_start_sent=1)
+        plan["wechat_start_sent"] = 1
+    return ok
+
+
+def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> bool:
+    if int(plan.get("wechat_end_sent") or 0):
+        return False
+    # 中间态 target_win_leg 不算正式结束推送(用告警)
+    if (plan.get("close_reason") or "") == "target_win_leg" and (plan.get("status") or "") != "closed":
+        notify_hedge(
+            cfg,
+            build_hedge_alert_message(
+                title="期期已平盈利腿,亏损腿继续持有至到期",
+                plan_id=plan.get("id"),
+                detail=f"目标价 {_fmt(plan.get('target_price'))}",
+            ),
+        )
+        return True
+    ok = notify_hedge(cfg, build_hedge_end_message(plan))
+    if ok and plan.get("id") is not None:
+        update_plan(conn, int(plan["id"]), wechat_end_sent=1)
+        plan["wechat_end_sent"] = 1
+    return ok
+
+
+def notify_partial_fail(cfg: dict[str, Any], *, plan_type: str, msg: str, results: Any = None) -> bool:
+    detail = msg
+    if results:
+        try:
+            detail = f"{msg}\n路径结果:{results}"[:800]
+        except Exception:
+            pass
+    return notify_hedge(
+        cfg,
+        build_hedge_alert_message(title=f"{_type_label(plan_type)}半腿失败", detail=detail),
+    )