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 +1,165 @@
+"""触价开仓关键位监控：程序盯价、触达计划入场后市价成交（四所共用逻辑）。"""
+from __future__ import annotations
+
+from datetime import datetime, timedelta
+from typing import Any, Callable, Optional
+
+from false_breakout_key_monitor_lib import (
+    _parse_created_at,
+    expires_at_text,
+    is_false_breakout_expired,
+)
+from strategy_trend_lib import trend_dca_level_reached
+
+TRIGGER_ENTRY_MONITOR_TYPE = "触价开仓"
+TRIGGER_ENTRY_VALIDITY_HOURS = 24
+TRIGGER_ENTRY_CLOSE_FILLED = "trigger_entry_filled"
+TRIGGER_ENTRY_CLOSE_TP_INVALIDATE = "trigger_tp_invalidate"
+TRIGGER_ENTRY_CLOSE_EXPIRED = "trigger_entry_expired"
+TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED = "trigger_exchange_failed"
+
+KEY_ENTRY_REASON_TRIGGER = "关键位触价开仓"
+
+
+def is_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
+    return (monitor_type or "").strip() == TRIGGER_ENTRY_MONITOR_TYPE
+
+
+def trigger_entry_reached(direction: str, mark_price: float, entry: float) -> bool:
+    return trend_dca_level_reached(direction, mark_price, entry)
+
+
+def trigger_entry_invalidate_by_tp(direction: str, mark_price: float, take_profit: float) -> bool:
+    """未开仓前标记价先触达止盈侧则失效。"""
+    try:
+        m = float(mark_price)
+        tp = float(take_profit)
+    except (TypeError, ValueError):
+        return False
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        return m <= tp
+    return m >= tp
+
+
+def validate_trigger_entry_geometry(
+    direction: str,
+    entry: float,
+    stop_loss: float,
+    take_profit: float,
+    mark_at_add: Optional[float] = None,
+) -> Optional[str]:
+    """返回错误文案；合法则 None。"""
+    try:
+        e = float(entry)
+        sl = float(stop_loss)
+        tp = float(take_profit)
+    except (TypeError, ValueError):
+        return "入场价、止损、止盈须为有效数字"
+    if e <= 0 or sl <= 0 or tp <= 0:
+        return "入场价、止损、止盈须大于 0"
+    d = (direction or "long").strip().lower()
+    if d == "long":
+        if not (sl < e < tp):
+            return "做多：须满足 止损 < 入场价 < 止盈"
+        if mark_at_add is not None and float(mark_at_add) >= tp:
+            return "做多：当前价已不低于止盈，无法添加触价开仓"
+    elif d == "short":
+        if not (tp < e < sl):
+            return "做空：须满足 止盈 < 入场价 < 止损"
+        if mark_at_add is not None and float(mark_at_add) <= tp:
+            return "做空：当前价已不高于止盈，无法添加触价开仓"
+    else:
+        return "方向须为 long 或 short"
+    return None
+
+
+def validate_trigger_entry_rr(
+    direction: str,
+    entry: float,
+    stop_loss: float,
+    take_profit: float,
+    min_rr: float,
+    calc_rr_ratio: Callable[..., Optional[float]],
+) -> Optional[str]:
+    rr = calc_rr_ratio(direction, entry, stop_loss, take_profit)
+    if rr is None or rr <= float(min_rr):
+        fmt = f"{rr:.4f}" if rr is not None else "无法计算"
+        return f"计划盈亏比 {fmt}:1 未达要求（>{float(min_rr)}:1）"
+    return None
+
+
+def is_trigger_entry_expired(
+    created_at: Any,
+    now: datetime,
+    *,
+    hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
+) -> bool:
+    return is_false_breakout_expired(created_at, now, hours=hours)
+
+
+def trigger_entry_expires_at_text(
+    created_at: Any,
+    *,
+    hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
+) -> str:
+    return expires_at_text(created_at, hours=hours)
+
+
+def count_pending_trigger_entries(conn: Any, trading_day: str) -> int:
+    td = (trading_day or "").strip()
+    if not td:
+        return 0
+    row = conn.execute(
+        "SELECT COUNT(*) FROM key_monitors WHERE monitor_type=? AND session_date=?",
+        (TRIGGER_ENTRY_MONITOR_TYPE, td),
+    ).fetchone()
+    return int(row[0] if row else 0)
+
+
+def check_trigger_entry_intent_limit(
+    conn: Any,
+    trading_day: str,
+    opens_today: int,
+    hard_limit: int,
+) -> tuple[bool, str]:
+    """当日开仓意图：已成交次数 + 待触发触价条数。"""
+    if int(hard_limit) <= 0:
+        return True, ""
+    pending = count_pending_trigger_entries(conn, trading_day)
+    total = int(opens_today) + pending
+    if total >= int(hard_limit):
+        return (
+            False,
+            f"本交易日开仓意图已达上限（已开 {int(opens_today)} + 待触发 {pending} / 硬上限 {int(hard_limit)}）",
+        )
+    return True, ""
+
+
+def trigger_entry_gate_preview(
+    *,
+    entry_display: str,
+    take_profit_display: str,
+    created_at: Any = None,
+    now: Optional[datetime] = None,
+    expired: bool = False,
+    tp_invalidated: bool = False,
+    hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
+) -> dict[str, Any]:
+    now_dt = now or datetime.now()
+    is_exp = expired or is_trigger_entry_expired(created_at, now_dt, hours=hours)
+    exp_txt = trigger_entry_expires_at_text(created_at, hours=hours)
+    if tp_invalidated:
+        status = "止盈侧失效"
+    elif is_exp:
+        status = "已过期"
+    else:
+        status = "触价待触发"
+    metrics_parts: list[str] = [f"TP:{take_profit_display}"]
+    if exp_txt != "—":
+        metrics_parts.append(f"截至:{exp_txt}")
+    return {
+        "summary": f"触价 E={entry_display} {status}",
+        "metrics": " ".join(metrics_parts),
+        "gate_ok": not is_exp and not tp_invalidated,
+    }