feat(key-monitor): add program trigger entry across four exchanges

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-14 00:42:21 +08:00
parent c95ca6ac35
commit edf4bb835d
26 changed files with 3002 additions and 76 deletions
@@ -0,0 +1,113 @@
+#!/usr/bin/env python3
+"""补打 binance / okx 触价开仓补丁。"""
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+GATE = ROOT / "crypto_monitor_gate" / "app.py"
+
+def extract_block():
+    text = GATE.read_text(encoding="utf-8")
+    i = text.index("def _trigger_entry_exists_for_symbol")
+    j = text.index("def check_fib_key_monitors():")
+    return text[i:j]
+
+ADD_BRANCH = GATE.read_text(encoding="utf-8").split(
+    "        if tc_en and not tc_h:\n            tc_en = 0\n        if is_trigger_entry_key_monitor_type(mt):"
+)[1].split("        if is_false_breakout_key_monitor_type(mt):")[0]
+
+TE_BRANCH = """        elif is_te:
+            direction = (r["direction"] or "long").lower()
+            entry = _sqlite_row_val(r, "fib_entry_price")
+            tp_v = _sqlite_row_val(r, "fib_take_profit")
+            entry_txt = format_price_for_symbol(r["symbol"], entry) if entry else "-"
+            tp_txt = format_price_for_symbol(r["symbol"], tp_v) if tp_v else "-"
+            tp_inv = trigger_entry_invalidate_by_tp(direction, price, float(tp_v)) if tp_v else False
+            prev = trigger_entry_gate_preview(
+                entry_display=entry_txt,
+                take_profit_display=tp_txt,
+                created_at=_sqlite_row_val(r, "created_at"),
+                now=app_now(),
+                tp_invalidated=tp_inv,
+                hours=TRIGGER_ENTRY_VALIDITY_HOURS,
+            )
+            gate_summary = prev.get("summary") or "-"
+            gate_metrics = prev.get("metrics") or ""
+            fib_gate_ok = bool(prev.get("gate_ok"))
+"""
+
+TRIG_IMPORT = """from trigger_entry_key_monitor_lib import (
+    TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
+    TRIGGER_ENTRY_CLOSE_EXPIRED,
+    TRIGGER_ENTRY_CLOSE_FILLED,
+    TRIGGER_ENTRY_CLOSE_TP_INVALIDATE,
+    TRIGGER_ENTRY_MONITOR_TYPE,
+    TRIGGER_ENTRY_VALIDITY_HOURS,
+    check_trigger_entry_intent_limit,
+    count_pending_trigger_entries,
+    is_trigger_entry_expired,
+    is_trigger_entry_key_monitor_type,
+    trigger_entry_expires_at_text,
+    trigger_entry_gate_preview,
+    trigger_entry_invalidate_by_tp,
+    trigger_entry_reached,
+    validate_trigger_entry_geometry,
+    validate_trigger_entry_rr,
+)
+"""
+
+def patch(path: Path, block: str) -> None:
+    text = path.read_text(encoding="utf-8")
+    if "trigger_entry_key_monitor_lib" not in text:
+        text = text.replace("from position_sizing_lib import (", TRIG_IMPORT + "from position_sizing_lib import (", 1)
+    if "OPEN_SOURCE_KEY_TRIGGER" not in text:
+        text = text.replace(
+            "    OPEN_SOURCE_KEY_AUTO,\n    OPEN_SOURCE_MANUAL,",
+            "    OPEN_SOURCE_KEY_AUTO,\n    OPEN_SOURCE_KEY_TRIGGER,\n    OPEN_SOURCE_MANUAL,",
+            1,
+        )
+    reps = [
+        ('    "关键位假突破",\n) + STRATEGY_ENTRY_REASON_OPTIONS', '    "关键位假突破",\n    "关键位触价开仓",\n) + STRATEGY_ENTRY_REASON_OPTIONS'),
+        ('    ("key_false_breakout", "关键位假突破", {"segment": "key_false_breakout"}),\n)', '    ("key_false_breakout", "关键位假突破", {"segment": "key_false_breakout"}),\n    ("key_trigger", "关键位触价开仓", {"segment": "key_trigger"}),\n)'),
+        ('        "ALTER TABLE key_monitors ADD COLUMN last_rs_bar_ts INTEGER",\n    ):', '        "ALTER TABLE key_monitors ADD COLUMN last_rs_bar_ts INTEGER",\n        "ALTER TABLE key_monitors ADD COLUMN session_date TEXT",\n    ):'),
+        ('    if segment_key == "key_false_breakout":\n        return kst == FALSE_BREAKOUT_MONITOR_TYPE\n    return False', '    if segment_key == "key_false_breakout":\n        return kst == FALSE_BREAKOUT_MONITOR_TYPE\n    if segment_key == "key_trigger":\n        return kst == TRIGGER_ENTRY_MONITOR_TYPE\n    return False'),
+        ('        "key_false_breakout": FALSE_BREAKOUT_MONITOR_TYPE,\n    }', '        "key_false_breakout": FALSE_BREAKOUT_MONITOR_TYPE,\n        "key_trigger": TRIGGER_ENTRY_MONITOR_TYPE,\n    }'),
+        ("            check_fib_key_monitors()\n            _roll_cfg", "            check_fib_key_monitors()\n            check_trigger_entry_key_monitors()\n            _roll_cfg"),
+        ('        "SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_limit_order_id,created_at FROM key_monitors"', '        "SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_stop_loss,fib_take_profit,fib_limit_order_id,created_at FROM key_monitors"'),
+        ('        is_fb = is_false_breakout_key_monitor_type(r["monitor_type"])\n        if is_fib or is_fb:\n            price = get_symbol_mark_price(r["symbol"])', '        is_fb = is_false_breakout_key_monitor_type(r["monitor_type"])\n        is_te = is_trigger_entry_key_monitor_type(r["monitor_type"])\n        if is_fib or is_fb or is_te:\n            price = get_symbol_mark_price(r["symbol"])'),
+    ]
+    for a, b in reps:
+        if a not in text:
+            raise SystemExit(f"{path.name}: missing\n{a[:70]}")
+        text = text.replace(a, b, 1)
+    if "        + (TRIGGER_ENTRY_MONITOR_TYPE,)" not in text:
+        text = text.replace(
+            "        + (FALSE_BREAKOUT_MONITOR_TYPE,)\n    )",
+            "        + (FALSE_BREAKOUT_MONITOR_TYPE,)\n        + (TRIGGER_ENTRY_MONITOR_TYPE,)\n    )",
+            1,
+        )
+    te_anchor = '            fb_gate_ok = bool(prev.get("gate_ok"))\n        elif (r["monitor_type"] or "").strip() in KEY_MONITOR_RS_TYPES:'
+    if te_anchor not in text:
+        raise SystemExit(f"{path.name}: te anchor")
+    text = text.replace(te_anchor, '            fb_gate_ok = bool(prev.get("gate_ok"))\n' + TE_BRANCH + '        elif (r["monitor_type"] or "").strip() in KEY_MONITOR_RS_TYPES:', 1)
+    add_anchor = "        if tc_en and not tc_h:\n            tc_en = 0\n        if is_false_breakout_key_monitor_type(mt):"
+    if add_anchor not in text:
+        raise SystemExit(f"{path.name}: add anchor")
+    text = text.replace(
+        add_anchor,
+        "        if tc_en and not tc_h:\n            tc_en = 0\n        if is_trigger_entry_key_monitor_type(mt):" + ADD_BRANCH + "        if is_false_breakout_key_monitor_type(mt):",
+        1,
+    )
+    func_anchor = "    send_wechat_msg(succ)\n    _finalize_key_monitor_one_shot(conn, row, succ, close_reason)\n\n\ndef check_fib_key_monitors():"
+    if func_anchor not in text:
+        raise SystemExit(f"{path.name}: func anchor")
+    text = text.replace(func_anchor, "    send_wechat_msg(succ)\n    _finalize_key_monitor_one_shot(conn, row, succ, close_reason)\n\n\n" + block, 1)
+    path.write_text(text, encoding="utf-8")
+    print("patched", path.relative_to(ROOT))
+
+def main():
+    block = extract_block()
+    patch(ROOT / "crypto_monitor_binance" / "app.py", block)
+    patch(ROOT / "crypto_monitor_okx" / "app.py", block)
+
+if __name__ == "__main__":
+    main()