feat: 趋势户开仓类型大分歧A/B/小分歧，自动联动趋势波段与复盘

下单监控增加 entry_model 下拉；平仓写入短标签并预填复盘。Binance/OKX 用趋势 profile，Gate 日内仍用手选 trade_style。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-06 00:18:38 +08:00
parent 21894334f8
commit ea429b2694
20 changed files with 29324 additions and 28549 deletions
@@ -0,0 +1,223 @@
+"""大分歧 / 小分歧开仓类型（趋势户）；日内户沿用 trade_style，单独 profile。"""
+from __future__ import annotations
+
+from dataclasses import dataclass
+from typing import Any, Mapping, Optional, Sequence, Tuple
+
+from lib.trade.trade_policy_lib import TradePolicy
+
+PROFILE_TREND_DIV = "trend_div"
+PROFILE_INTRADAY = "intraday"
+
+ENTRY_MODEL_BIG_DIV_A = "big_div_a"
+ENTRY_MODEL_BIG_DIV_B = "big_div_b"
+ENTRY_MODEL_SMALL_DIV = "small_div"
+
+VALID_ENTRY_MODEL_CODES = frozenset(
+    {
+        ENTRY_MODEL_BIG_DIV_A,
+        ENTRY_MODEL_BIG_DIV_B,
+        ENTRY_MODEL_SMALL_DIV,
+    }
+)
+
+TREND_DIV_ENTRY_REASON_LABELS: Tuple[str, ...] = (
+    "大分歧A",
+    "大分歧B",
+    "小分歧",
+)
+
+INTRADAY_LEGACY_TREND_ENTRY_REASONS: Tuple[str, ...] = (
+    "趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低",
+    "趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高",
+    "趋势多头：小分歧低吸入场（左侧），确认条件：二次探底",
+    "趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶",
+    "波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20",
+)
+
+_ENTRY_SPECS: Tuple[Tuple[str, str, str, str], ...] = (
+    (
+        ENTRY_MODEL_BIG_DIV_A,
+        "大分歧A",
+        "trend",
+        "突破前收敛小结构，不创新低企稳（空：不创新高）",
+    ),
+    (
+        ENTRY_MODEL_BIG_DIV_B,
+        "大分歧B",
+        "trend",
+        "结构突破确认后入场",
+    ),
+    (
+        ENTRY_MODEL_SMALL_DIV,
+        "小分歧",
+        "swing",
+        "二次探底 N 字突破，或 5m 三均线重新多头（空：二次探顶 / 空头均线）",
+    ),
+)
+
+_CODE_TO_LABEL = {code: label for code, label, _, _ in _ENTRY_SPECS}
+_CODE_TO_STYLE = {code: style for code, _, style, _ in _ENTRY_SPECS}
+_LABEL_TO_CODE = {label: code for code, label, _, _ in _ENTRY_SPECS}
+_CODE_TO_HELP = {code: help for code, _, _, help in _ENTRY_SPECS}
+
+_INTRADAY_WHITELIST = frozenset({"BTC", "ETH"})
+
+
+@dataclass(frozen=True)
+class EntryModelOption:
+    code: str
+    label: str
+    trade_style: str
+    help: str
+
+
+def is_intraday_trading_profile(policy: TradePolicy) -> bool:
+    """日内户：启用 BTC/ETH 白名单（env 中 TRADE_SYMBOL_WHITELIST）。"""
+    if not policy.symbol_restrict_enabled:
+        return False
+    if not policy.symbol_whitelist:
+        return False
+    return all(s in _INTRADAY_WHITELIST for s in policy.symbol_whitelist)
+
+
+def order_entry_profile(policy: TradePolicy) -> str:
+    return PROFILE_INTRADAY if is_intraday_trading_profile(policy) else PROFILE_TREND_DIV
+
+
+def entry_model_options() -> Tuple[EntryModelOption, ...]:
+    return tuple(
+        EntryModelOption(code=code, label=label, trade_style=style, help=help)
+        for code, label, style, help in _ENTRY_SPECS
+    )
+
+
+def normalize_entry_model_code(raw: Optional[str]) -> str:
+    v = (raw or "").strip().lower()
+    if v in VALID_ENTRY_MODEL_CODES:
+        return v
+    label = (raw or "").strip()
+    if label in _LABEL_TO_CODE:
+        return _LABEL_TO_CODE[label]
+    return ""
+
+
+def entry_model_label(code: Optional[str]) -> str:
+    c = normalize_entry_model_code(code)
+    return _CODE_TO_LABEL.get(c, "")
+
+
+def trade_style_for_entry_model(code: Optional[str]) -> str:
+    c = normalize_entry_model_code(code)
+    return _CODE_TO_STYLE.get(c, "trend")
+
+
+def trade_style_label_zh(trade_style: str) -> str:
+    return "波段单" if (trade_style or "").strip().lower() == "swing" else "趋势单"
+
+
+def trend_manual_entry_reason_count(policy: TradePolicy) -> int:
+    if is_intraday_trading_profile(policy):
+        return len(INTRADAY_LEGACY_TREND_ENTRY_REASONS)
+    return len(TREND_DIV_ENTRY_REASON_LABELS)
+
+
+def build_trend_div_entry_reason_options(
+    strategy_options: Sequence[str],
+) -> Tuple[str, ...]:
+    return TREND_DIV_ENTRY_REASON_LABELS + tuple(strategy_options)
+
+
+def build_intraday_entry_reason_options(
+    key_options: Sequence[str],
+    strategy_options: Sequence[str],
+) -> Tuple[str, ...]:
+    return INTRADAY_LEGACY_TREND_ENTRY_REASONS + tuple(key_options) + tuple(strategy_options)
+
+
+def entry_reason_options_for_policy(
+    policy: TradePolicy,
+    key_options: Sequence[str],
+    strategy_options: Sequence[str],
+) -> Tuple[str, ...]:
+    if is_intraday_trading_profile(policy):
+        return build_intraday_entry_reason_options(key_options, strategy_options)
+    return build_trend_div_entry_reason_options(strategy_options)
+
+
+def parse_manual_order_style_fields(
+    policy: TradePolicy,
+    form: Mapping[str, Any],
+    *,
+    default_trade_style: str = "trend",
+) -> 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 not entry_model:
+        return "", None, "请选择开仓类型（大分歧A / 大分歧B / 小分歧）"
+    trade_style = trade_style_for_entry_model(entry_model)
+    return trade_style, entry_model, None
+
+
+def resolve_trade_record_entry_reason(
+    *,
+    entry_reason: Optional[str] = None,
+    entry_model: Optional[str] = None,
+    key_signal_type: Optional[str] = None,
+    monitor_type: Optional[str] = None,
+    entry_reason_from_key_signal=None,
+    entry_reason_for_monitor_type=None,
+) -> str:
+    er = (entry_reason or "").strip()
+    if er:
+        return er
+    label = entry_model_label(entry_model)
+    if label:
+        return label
+    kst = (key_signal_type or "").strip()
+    if kst and entry_reason_from_key_signal is not None:
+        from_key = (entry_reason_from_key_signal(kst) or "").strip()
+        if from_key:
+            return from_key
+    if entry_reason_for_monitor_type is not None:
+        from_mt = (entry_reason_for_monitor_type(monitor_type) or "").strip()
+        if from_mt:
+            return from_mt
+    return ""
+
+
+def enrich_entry_model_display(item: dict) -> dict:
+    code = normalize_entry_model_code(item.get("entry_model"))
+    if code:
+        item["entry_model"] = code
+        item["entry_model_label"] = entry_model_label(code)
+    else:
+        item.setdefault("entry_model_label", "")
+    return item
+
+
+def order_entry_template_context(policy: TradePolicy) -> dict:
+    profile = order_entry_profile(policy)
+    opts = entry_model_options()
+    return {
+        "order_entry_profile": profile,
+        "entry_model_options": [
+            {"code": o.code, "label": o.label, "trade_style": o.trade_style, "help": o.help}
+            for o in opts
+        ],
+        "entry_model_trade_style_map": {o.code: o.trade_style for o in opts},
+    }
+
+
+def migrate_entry_model_columns(conn) -> None:
+    for table in ("order_monitors", "trade_records"):
+        try:
+            conn.execute(f"ALTER TABLE {table} ADD COLUMN entry_model TEXT")
+        except Exception:
+            pass