更新内容

2026-05-11 07:57:37 +08:00
parent 7980df7d30
commit fc582a31c5
3 changed files with 300 additions and 38 deletions
@@ -414,19 +414,68 @@ def _extract_json_object(text):
        return None


+def _journal_row_lines_for_ai(idx, row, *, include_hold_duration=True):
+    """把 journal 字段拼成给 AI 的文本；字段之外的事实不要指望模型自己猜。"""
+    def nz(v, default="无"):
+        if v is None:
+            return default
+        s = str(v).strip()
+        return s if s else default
+
+    lines = [
+        f"{idx}. {nz(row['coin'])} {nz(row['tf'])} | 盈亏:{nz(row['pnl'])}U | 实际RR:{nz(row['real_rr'])} | 预期RR:{nz(row['expect_rr'])}",
+        f"   开仓逻辑：{nz(row['entry_reason'])}",
+        f"   平仓/离场（交易员自述）：{nz(row['exit_reason'])}",
+    ]
+    if include_hold_duration:
+        lines.append(f"   持仓时长：{nz(row['hold_duration'])}")
+    ee_bits = [
+        nz(row["early_exit"]),
+        nz(row["early_exit_reason"]),
+        nz(row["early_exit_trigger"]),
+        nz(row["early_exit_note"]),
+    ]
+    if any(x != "无" for x in ee_bits):
+        lines.append(
+            "   提前离场记录："
+            f"{ee_bits[0]} | 原因:{ee_bits[1]} | 触发:{ee_bits[2]} | 备注:{ee_bits[3]}"
+        )
+    mood_bits = f"心态标签：{nz(row['mood_issues'])}"
+    if row["mood_score"] is not None:
+        mood_bits += f" | 自评心态分：{row['mood_score']}"
+    lines.append(f"   {mood_bits}")
+    if nz(row["post_breakeven_stare"]) != "无":
+        lines.append(f"   保本后盯盘：{nz(row['post_breakeven_stare'])}")
+    if nz(row["new_trade_while_occupied"]) != "无":
+        lines.append(f"   占用时新开仓：{nz(row['new_trade_while_occupied'])}")
+    if nz(row["note"]) != "无":
+        lines.append(f"   备注：{nz(row['note'])}")
+    return "\n".join(lines) + "\n"
+
+
 def ai_review(trades_text, period_title, image_paths=None):
    prompt = f"""
-你是一位专业交易教练。下面是用户的{period_title}交易记录，请做专业、简洁、可执行的复盘：
-1. 总体盈亏结构
-2. 心态问题与执行漏洞（请给每笔交易一个1-10的心态分并简短说明）
-3. 提前离场、乱开仓、扛单等行为分析
-4. 给出具体改进建议（最多3条）
-5. 若附带截图，请结合图中价格行为、结构、进出场位置一起分析（看不清时请明确说明不确定）
+你是一位专业交易教练。下面是用户的{period_title}交易记录，请做简洁、可执行的复盘（中文）。
+
+【硬性规则 — 必须遵守】
+- 你只能根据「交易记录」里**明确出现的字段**陈述事实；禁止编造：是否触发止损、是否扛单、亏损是否扩大、图上具体结构/进出场点位等记录里**没有**的信息。
+- 「平仓/离场」只是交易员自述摘要，不是客观成交明细；若记录未写明代币是否打到止损价、是否软件平仓等，不要断言执行路径，可用「在记录有限前提下，一种可能是……」或简短写「执行路径记录不足，无法判断」。
+- 「提前离场」类结论必须优先依据记录中的「提前离场记录」字段；若该段全为「无」或未出现有效内容，不得写道「明显扛单」「拒不止损」「未执行硬止损」等。
+- 实际RR为负只说明结果相对于预期RR不利，不等同于「风控失灵」或「止损纪律崩溃」，除非记录里另有依据。
+- 禁止用语：人身攻击、夸张定性（如「致命伤」「灾难」）；语气克制、对事不对人。
+- 若有截图且你能辨认，再结合图讨论；看不清或无明确定位则明确说「无法从图确认」，不得虚构 K 线故事。
+
+【输出结构】
+1. 总体盈亏结构（紧扣笔数、盈亏数字与 RR，少形容词）
+2. 心态与执行（每笔 1–10 分 + 一句依据；依据必须对应记录字段）
+3. 行为标签（提前离场 / 乱开仓 / 扛单等）：仅在有字段或自述支撑时点名；否则写「记录未勾选或未描述，不作强加」
+4. 改进建议（最多 3 条，每条具体可执行）
+5. 图表（若有且可读）：结合价格行为简述；否则一两句说明无法看图分析
+
 交易记录：
 {trades_text}
-用中文输出，直接给结论与建议。
 """.strip()
-    payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.3}}
+    payload = {"model": AI_MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.2}}
    images = []
    for p in image_paths or []:
        b64 = _read_image_base64(p)
@@ -677,8 +726,9 @@ def generate_multi_timeframe_chart_png(
        rows = _ohlcv_to_rows(ohlcv)[-limit:]
        title = f"{title_prefix} | {tf} x{len(rows)}"
        points = []
-        marker_tfs = set(marker_timeframes or [])
-        if marker_payload and tf in marker_tfs:
+        tf_key = str(tf).strip().lower()
+        marker_tfs = {str(x).strip().lower() for x in (marker_timeframes or []) if str(x).strip()}
+        if marker_payload and tf_key in marker_tfs:
            entry_idx, entry_price = _pick_marker_point(rows, marker_payload.get("entry_ts_ms"), marker_payload.get("entry_price"))
            exit_idx, exit_price = _pick_marker_point(rows, marker_payload.get("exit_ts_ms"), marker_payload.get("exit_price"))
            if entry_idx is not None and entry_price is not None:
@@ -1398,6 +1448,66 @@ def normalize_exchange_symbol(symbol):
    return sym


+def resolve_monitor_exchange_symbol(row):
+    """将监控行上的 symbol / exchange_symbol 统一到 ccxt 永续合约 symbol，便于与 fetch_positions 结果比对。"""
+    raw = ""
+    try:
+        if row["exchange_symbol"]:
+            raw = str(row["exchange_symbol"]).strip()
+    except (KeyError, IndexError, TypeError):
+        raw = ""
+    if not raw:
+        try:
+            raw = str(row["symbol"] or "").strip()
+        except (KeyError, IndexError, TypeError):
+            raw = ""
+    return normalize_exchange_symbol(raw) if raw else ""
+
+
+def _position_contract_symbol_match(position_symbol, wanted_exchange_symbol):
+    if not position_symbol or not wanted_exchange_symbol:
+        return False
+    a = normalize_exchange_symbol(str(position_symbol).strip())
+    b = normalize_exchange_symbol(str(wanted_exchange_symbol).strip())
+    return a == b
+
+
+def _position_matches_wanted_contract(wanted_unified_sym, position_dict):
+    """统一 symbol 比对；不一致时用 Gate 原始 contract 与 ccxt market.id 对齐（兼容 1000PEPE 等命名差异）。"""
+    if not wanted_unified_sym or not position_dict:
+        return False
+    ps = position_dict.get("symbol")
+    if _position_contract_symbol_match(ps, wanted_unified_sym):
+        return True
+    try:
+        ensure_markets_loaded()
+        mid = (exchange.market(wanted_unified_sym).get("id") or "").strip().upper()
+        info = position_dict.get("info") or {}
+        c_raw = str(info.get("contract") or "").strip().upper()
+        if mid and c_raw and mid == c_raw:
+            return True
+    except Exception:
+        pass
+    return False
+
+
+def _position_row_effective_contracts(p):
+    """张数：优先 ccxt contracts，否则用 Gate 原始 size/pos（避免统一层为 0 时被误判空仓）。"""
+    if not p:
+        return 0.0
+    info = p.get("info") or {}
+    for val in (p.get("contracts"), info.get("size"), info.get("pos")):
+        if val is None or val == "":
+            continue
+        try:
+            x = abs(float(val))
+            if x > 0:
+                return x
+        except (TypeError, ValueError):
+            continue
+    return 0.0
+
+
 def normalize_symbol_input(symbol):
    sym = (symbol or "").strip().upper()
    if not sym:
@@ -1766,6 +1876,11 @@ def ensure_exchange_live_ready():
    return True, ""


+def exchange_private_api_configured():
+    """仅表示已配置密钥；与是否允许下单（LIVE_TRADING_ENABLED）无关，用于只读拉仓等。"""
+    return bool(GATE_API_KEY and GATE_API_SECRET)
+
+
 def _extract_usdt_total(balance):
    usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {}
    total_map = balance.get("total", {}) if isinstance(balance, dict) else {}
@@ -1980,7 +2095,7 @@ def get_synced_leverage(exchange_symbol, direction):
    try:
        positions = exchange.fetch_positions([exchange_symbol])
        for p in positions:
-            if p.get("symbol") != exchange_symbol:
+            if not _position_matches_wanted_contract(exchange_symbol, p):
                continue
            info = p.get("info", {}) or {}
            side = (p.get("side") or info.get("posSide") or "").lower()
@@ -2489,7 +2604,7 @@ def get_live_position_contracts(exchange_symbol, direction):
        return None
    total = 0.0
    for p in rows:
-        if p.get("symbol") != exchange_symbol:
+        if not _position_matches_wanted_contract(exchange_symbol, p):
            continue
        info = p.get("info", {}) or {}
        side = (p.get("side") or info.get("posSide") or "").lower()
@@ -2513,6 +2628,110 @@ def get_live_position_contracts(exchange_symbol, direction):
    return total


+def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False):
+    """在 fetch_positions 结果中取与当前监控方向一致、张数最大的一条（与 get_live_position_contracts 过滤规则一致）。"""
+    if not rows:
+        return None
+    candidates = []
+    for p in rows:
+        if not _position_matches_wanted_contract(exchange_symbol, p):
+            continue
+        info = p.get("info", {}) or {}
+        side = (p.get("side") or info.get("posSide") or "").lower()
+        contracts = _position_row_effective_contracts(p)
+        if contracts <= 0:
+            continue
+        if (not relax_hedge) and GATE_POS_MODE == "hedge":
+            if side and side != (direction or "").lower():
+                continue
+        candidates.append((contracts, p))
+    if not candidates and (not relax_hedge) and GATE_POS_MODE == "hedge":
+        return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True)
+    if not candidates:
+        return None
+    candidates.sort(key=lambda x: x[0], reverse=True)
+    return candidates[0][1]
+
+
+def _coerce_float(*values):
+    for v in values:
+        if v is None or v == "":
+            continue
+        try:
+            return float(v)
+        except (TypeError, ValueError):
+            continue
+    return None
+
+
+def parse_ccxt_position_metrics(position, order_leverage=None):
+    """
+    从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏（Gate 等所字段略有差异，做多键兜底）。
+    与 App「仓位保证金」对齐时优先用 initialMargin；缺失时再尝试 info 内字段。
+    """
+    if not position:
+        return None
+    p = position
+    info = p.get("info", {}) or {}
+    # Gate 全仓：ccxt 的 initialMargin 常为空；collateral 来自 API 的 margin，与 App「保证金」一致
+    initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
+    if initial is None or initial <= 0:
+        initial = _coerce_float(
+            info.get("margin"),
+            info.get("cross_margin"),
+            info.get("iso_margin"),
+            info.get("initial_margin"),
+            info.get("position_margin"),
+            info.get("initialMargin"),
+        )
+    notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
+    if notional is None or notional <= 0:
+        notional = _coerce_float(info.get("value"))
+    if notional is not None:
+        notional = abs(notional)
+    # 全仓且 API margin 为 0 时：用名义/杠杆粗算展示（与交易所「约占用」接近）
+    if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage:
+        try:
+            lev = float(order_leverage)
+            if lev > 0:
+                approx = notional / lev
+                if approx > 0:
+                    initial = approx
+        except (TypeError, ValueError):
+            pass
+    unrealized = _coerce_float(
+        p.get("unrealizedPnl"),
+        info.get("unrealised_pnl"),
+        info.get("unrealized_pnl"),
+    )
+    mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice"))
+    out = {}
+    if initial is not None and initial > 0:
+        out["initial_margin"] = round(initial, 4)
+    if notional is not None and notional > 0:
+        out["notional"] = round(notional, 4)
+    if unrealized is not None:
+        out["unrealized_pnl"] = round(unrealized, 6)
+    if mark is not None and mark > 0:
+        out["mark_price"] = round(mark, 8)
+    return out or None
+
+
+def get_live_position_exchange_metrics(exchange_symbol, direction):
+    ensure_markets_loaded()
+    if not exchange_private_api_configured() or not exchange_symbol:
+        return None
+    try:
+        rows = exchange.fetch_positions(None, {"settle": "usdt"}) or []
+    except Exception:
+        try:
+            rows = exchange.fetch_positions([exchange_symbol]) or []
+        except Exception:
+            return None
+    p = _select_live_position_row(rows, exchange_symbol, direction)
+    return parse_ccxt_position_metrics(p)
+
+
 def opened_at_str_to_ms(opened_at_str):
    if not opened_at_str:
        return None
@@ -3742,7 +3961,7 @@ def api_price_snapshot():
    conn = get_db()
    key_rows = conn.execute("SELECT id,symbol,monitor_type,direction,upper,lower FROM key_monitors").fetchall()
    order_rows = conn.execute(
-        "SELECT id,symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
+        "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
    ).fetchall()
    conn.close()

@@ -3758,6 +3977,18 @@ def api_price_snapshot():
        if p is not None:
            prices[s] = float(p)

+    all_swap_positions = []
+    if exchange_private_api_configured():
+        try:
+            ensure_markets_loaded()
+            # 显式 USDT 本位；不传 symbols 拉全量，再在本地按合约对齐
+            all_swap_positions = exchange.fetch_positions(None, {"settle": "usdt"}) or []
+        except Exception:
+            try:
+                all_swap_positions = exchange.fetch_positions() or []
+            except Exception:
+                all_swap_positions = []
+
    key_prices = []
    for r in key_rows:
        price = prices.get(r["symbol"])
@@ -3819,19 +4050,44 @@ def api_price_snapshot():
        pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
        pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
        rr_ratio = calc_rr_ratio(r["direction"], entry, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"])
-        order_prices.append({
+        ex_sym = resolve_monitor_exchange_symbol(r)
+        prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
+        lev_row = r["leverage"] if "leverage" in r.keys() else None
+        ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
+        payload = {
            "id": r["id"],
            "symbol": r["symbol"],
            "price": round(price, 6),
            "float_pnl": round(pnl, 6),
            "float_pct": pnl_pct,
            "rr_ratio": rr_ratio,
-        })
+            "plan_margin": round(margin, 4) if margin else None,
+            "exchange_initial_margin": None,
+            "exchange_notional": None,
+            "exchange_mark_price": None,
+            "pnl_source": "plan",
+        }
+        if ex_metrics:
+            if ex_metrics.get("initial_margin") is not None:
+                payload["exchange_initial_margin"] = ex_metrics["initial_margin"]
+            if ex_metrics.get("notional") is not None:
+                payload["exchange_notional"] = ex_metrics["notional"]
+            if ex_metrics.get("mark_price") is not None:
+                payload["exchange_mark_price"] = ex_metrics["mark_price"]
+            if ex_metrics.get("unrealized_pnl") is not None:
+                payload["float_pnl"] = round(float(ex_metrics["unrealized_pnl"]), 6)
+                payload["pnl_source"] = "exchange"
+                denom = ex_metrics.get("initial_margin") or margin
+                payload["float_pct"] = (
+                    round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct
+                )
+        order_prices.append(payload)

    return jsonify({
        "updated_at": app_now_str(),
        "key_prices": key_prices,
-        "order_prices": order_prices
+        "order_prices": order_prices,
+        "positions_raw_count": len(all_swap_positions),
    })


@@ -4840,7 +5096,11 @@ def add_journal():
                filename=chart_fname,
                filename_prefix="journal",
                marker_payload=marker_payload,
-                marker_timeframes={"15m", "5m"},
+                marker_timeframes=(
+                    {x.strip().lower() for x in ORDER_CHART_TFS if x and str(x).strip()}
+                    if ORDER_CHART_TFS
+                    else {"5m", "15m", "1h", "4h"}
+                ),
            )
            if saved:
                image_filename = saved
@@ -5183,15 +5443,8 @@ def ai_daily_review():

    text = f"【每日交易记录】{date}\n总笔数：{len(rows)}\n\n"
    for idx, row in enumerate(rows, 1):
-        issues = row["mood_issues"] or "无"
-        exit_one = (row["exit_reason"] or "").strip() or "无"
-        text += (
-            f"{idx}. {row['coin']} {row['tf']} | 盈亏:{row['pnl']}U | RR:{row['real_rr']}\n"
-            f"   开仓类型：{row['entry_reason'] or '无'}\n"
-            f"   心态标签：{issues}\n"
-            f"   平仓/离场：{exit_one}\n"
-            f"   问题：{issues}\n\n"
-        )
+        text += _journal_row_lines_for_ai(idx, row)
+    text += "\n"

    image_paths = []
    for row in rows:
@@ -5229,14 +5482,8 @@ def ai_weekly_review():

    text = f"【周交易记录】{start_date}~{end_date}\n总笔数：{len(rows)}\n\n"
    for idx, row in enumerate(rows, 1):
-        issues = row["mood_issues"] or "无"
-        exit_one = (row["exit_reason"] or "").strip() or "无"
-        text += (
-            f"{idx}. {row['coin']} {row['tf']} | 盈亏:{row['pnl']}U | RR:{row['real_rr']}\n"
-            f"   开仓类型：{row['entry_reason'] or '无'}\n"
-            f"   平仓/离场：{exit_one}\n"
-            f"   心态标签：{issues} | 持仓：{row['hold_duration']}\n\n"
-        )
+        text += _journal_row_lines_for_ai(idx, row)
+    text += "\n"

    image_paths = []
    for row in rows: