Compare commits
61 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 dekun
|
c73e36309e | ||
|
dekun
|
21c80f2ac9 | ||
|
dekun
|
a908dccaba | ||
|
dekun
|
4bcf88b5cb | ||
|
dekun
|
f360242188 | ||
|
dekun
|
f53f2814ab | ||
|
dekun
|
e5051fb309 | ||
|
dekun
|
1dc7914701 | ||
|
dekun
|
58e2bf3e8b | ||
|
dekun
|
19debee581 | ||
|
dekun
|
1755f67eca | ||
|
dekun
|
6886de0bad | ||
|
dekun
|
f04a91efe6 | ||
|
dekun
|
b43e33e24f | ||
|
dekun
|
b5a061e758 | ||
|
dekun
|
4ef3b40353 | ||
|
dekun
|
4a79e010c4 | ||
|
dekun
|
791cc750da | ||
|
dekun
|
c8231ea194 | ||
|
dekun
|
aaccdcfc16 | ||
|
dekun
|
f993a89a21 | ||
|
dekun
|
9dc363270e | ||
|
dekun
|
9a83dfe209 | ||
|
dekun
|
32c42b8447 | ||
|
dekun
|
a2075ba73e | ||
|
dekun
|
846f3de525 | ||
|
dekun
|
a7b75895e6 | ||
|
dekun
|
d870178b83 | ||
|
dekun
|
7ebe1671b2 | ||
|
dekun
|
cb4f6aaa4b | ||
|
dekun
|
eb175820e9 | ||
|
dekun
|
890659f173 | ||
|
dekun
|
ca499c6104 | ||
|
dekun
|
54f1857fa2 | ||
|
dekun
|
6f1ae14b3d | ||
|
dekun
|
29d59d6a53 | ||
|
dekun
|
58a4dafe9a | ||
|
dekun
|
9e0591c676 | ||
|
dekun
|
ed3033d793 | ||
|
dekun
|
b6156e0049 | ||
|
dekun
|
8e3c00641f | ||
|
dekun
|
f11f89e760 | ||
|
dekun
|
0096467d14 | ||
|
dekun
|
8a9dee267f | ||
|
dekun
|
910c938d0a | ||
|
dekun
|
0a9e3aa95c | ||
|
dekun
|
b64c742fc9 | ||
|
dekun
|
789ab43dbe | ||
|
dekun
|
61e8da1e8b | ||
|
dekun
|
40be3a5ab7 | ||
|
dekun
|
4ccfb838f6 | ||
|
dekun
|
58e9c8f85e | ||
|
dekun
|
eb0eddbc9d | ||
|
dekun
|
c5f40cba2b | ||
|
dekun
|
a7216428ab | ||
|
dekun
|
77f66bf200 | ||
|
dekun
|
488b931959 | ||
|
dekun
|
b89cba3b6e | ||
|
dekun
|
e7f8e9201e | ||
|
dekun
|
301a464f29 | ||
|
dekun
|
a4be294c06 |
@@ -1,18 +0,0 @@
|
||||
---
|
||||
description: After each completed code change, commit, push origin/main, and deploy to zk.hyf2.cc
|
||||
alwaysApply: true
|
||||
---
|
||||
|
||||
# Auto push & deploy
|
||||
|
||||
When a user-facing code change is **finished** (not mid-debug / not "先不要改代码"):
|
||||
|
||||
1. Commit only the relevant files (skip unrelated CRLF-only docs noise).
|
||||
2. `git push origin main` to `https://git.bz121.com/dekun/crypto_monitor.git`.
|
||||
3. Deploy to production `zk.hyf2.cc`:`cd /opt/crypto_monitor && git pull && bash deploy/pull_and_restart.sh`.
|
||||
4. Confirm PM2 processes are online; briefly report commit hash + deploy status.
|
||||
|
||||
Do **not** wait for the user to say "推送并部署" again unless they cancel this habit.
|
||||
|
||||
SSH: Prefer key auth; if BatchMode fails, use existing Paramiko root login path used in this project.
|
||||
Do not print or put passwords in user-facing replies.
|
||||
@@ -3,5 +3,8 @@
|
||||
deploy/** text eol=lf
|
||||
# 文档统一 LF，避免 Windows 编辑后产生 CRLF 脏 diff
|
||||
docs/** text eol=lf
|
||||
# XMind 为 ZIP 二进制；须覆盖上面 docs/** 的 text/eol，否则入库会损坏打不开
|
||||
*.xmind -text -diff -merge -eol
|
||||
docs/**/*.xmind -text -diff -merge -eol
|
||||
# .env 模板统一 LF，避免 Linux PM2 source 报 $'\r': command not found
|
||||
**/.env.example text eol=lf
|
||||
|
||||
@@ -15,12 +15,17 @@
|
||||
**/.env.backup*
|
||||
**/.env.bak
|
||||
**/.env.local
|
||||
|
||||
# Cursor 本机规则/配置（勿提交；只留本地）
|
||||
.cursor/
|
||||
|
||||
manual_trading_hub/hub_settings.json
|
||||
manual_trading_hub/hub_backup_state.json
|
||||
manual_trading_hub/hub_fund_history.json
|
||||
manual_trading_hub/hub_supervisor_state.json
|
||||
manual_trading_hub/hub_ai_summaries.json
|
||||
manual_trading_hub/hub_ai_chat.json
|
||||
manual_trading_hub/amp_stats_history.json
|
||||
manual_trading_hub/hub_ai_fund_history.json
|
||||
manual_trading_hub/data/
|
||||
backups/
|
||||
|
||||
@@ -158,6 +158,8 @@ RISK_CONTROL_ENABLED=true
|
||||
RISK_COOLING_HOURS_MANUAL=4
|
||||
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
||||
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
||||
# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
|
||||
RISK_DAILY_LOSS_LIMIT=2
|
||||
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
||||
|
||||
# 资金与仓位刷新周期(秒)
|
||||
|
||||
@@ -411,7 +411,7 @@ _APP_STARTED_AT = time.time()
|
||||
_RECONCILE_FLAT_STREAK = {}
|
||||
KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
|
||||
FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
|
||||
TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
|
||||
TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
|
||||
UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images"))
|
||||
ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
|
||||
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
|
||||
@@ -2751,6 +2751,17 @@ def insert_trade_record(
|
||||
opened_at_ms=open_ts_ms,
|
||||
closed_at_ms=close_ts_ms,
|
||||
)
|
||||
try:
|
||||
from lib.trade.account_risk_lib import on_closed_trade_pnl
|
||||
|
||||
close_dt = parse_dt_for_trading_day(close_ts)
|
||||
on_closed_trade_pnl(
|
||||
conn,
|
||||
pnl_amount=pnl_amount,
|
||||
trading_day=get_trading_day(close_dt),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return tid
|
||||
|
||||
|
||||
@@ -9859,7 +9870,7 @@ def manual_transfer():
|
||||
amount = float(request.form.get("amount", "0"))
|
||||
except Exception:
|
||||
flash("划转金额格式错误")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
|
||||
to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
|
||||
ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
|
||||
@@ -9874,7 +9885,7 @@ def manual_transfer():
|
||||
flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
|
||||
else:
|
||||
flash(f"手动划转失败:{msg}")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
|
||||
|
||||
def _journal_ai_chart_builder(row):
|
||||
|
||||
@@ -160,6 +160,8 @@ RISK_CONTROL_ENABLED=true
|
||||
RISK_COOLING_HOURS_MANUAL=4
|
||||
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
||||
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
||||
# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
|
||||
RISK_DAILY_LOSS_LIMIT=2
|
||||
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
||||
|
||||
# 资金与仓位刷新周期(秒)
|
||||
|
||||
@@ -404,7 +404,7 @@ KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
|
||||
_APP_STARTED_AT = time.time()
|
||||
_RECONCILE_FLAT_STREAK = {}
|
||||
FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
|
||||
TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
|
||||
TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
|
||||
UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images"))
|
||||
ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
|
||||
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
|
||||
@@ -2445,6 +2445,17 @@ def insert_trade_record(
|
||||
sync_trade_records_from_exchange(conn, force=False)
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
from lib.trade.account_risk_lib import on_closed_trade_pnl
|
||||
|
||||
close_dt = parse_dt_for_trading_day(close_ts)
|
||||
on_closed_trade_pnl(
|
||||
conn,
|
||||
pnl_amount=pnl_amount,
|
||||
trading_day=get_trading_day(close_dt),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return tid
|
||||
|
||||
|
||||
@@ -9716,7 +9727,7 @@ def manual_transfer():
|
||||
amount = float(request.form.get("amount", "0"))
|
||||
except Exception:
|
||||
flash("划转金额格式错误")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
|
||||
to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
|
||||
ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
|
||||
@@ -9731,7 +9742,7 @@ def manual_transfer():
|
||||
flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
|
||||
else:
|
||||
flash(f"手动划转失败:{msg}")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
|
||||
|
||||
def _journal_ai_chart_builder(row):
|
||||
|
||||
@@ -219,6 +219,8 @@ RISK_CONTROL_ENABLED=true
|
||||
RISK_COOLING_HOURS_MANUAL=4
|
||||
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
||||
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
||||
# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
|
||||
RISK_DAILY_LOSS_LIMIT=2
|
||||
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
||||
|
||||
# 资金与仓位刷新周期(秒)
|
||||
|
||||
@@ -384,7 +384,7 @@ BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC = max(
|
||||
_BREAKEVEN_LAST_EX_SYNC: dict[int, float] = {}
|
||||
KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
|
||||
FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
|
||||
TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
|
||||
TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
|
||||
OKX_POSITION_INST_TYPE = os.getenv("OKX_POSITION_INST_TYPE", "SWAP")
|
||||
EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip()
|
||||
EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200"))))
|
||||
@@ -2364,6 +2364,17 @@ def insert_trade_record(
|
||||
sync_trade_records_from_exchange(conn, force=False)
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
from lib.trade.account_risk_lib import on_closed_trade_pnl
|
||||
|
||||
close_dt = parse_dt_for_trading_day(close_ts)
|
||||
on_closed_trade_pnl(
|
||||
conn,
|
||||
pnl_amount=pnl_amount,
|
||||
trading_day=get_trading_day(close_dt),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return tid
|
||||
|
||||
|
||||
@@ -9444,7 +9455,7 @@ def manual_transfer():
|
||||
amount = float(request.form.get("amount", "0"))
|
||||
except Exception:
|
||||
flash("划转金额格式错误")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
|
||||
to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
|
||||
ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
|
||||
@@ -9466,7 +9477,7 @@ def manual_transfer():
|
||||
flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
|
||||
else:
|
||||
flash(f"手动划转失败:{msg}")
|
||||
return redirect("/settings")
|
||||
return redirect("/settings?settings_tab=transfer")
|
||||
|
||||
|
||||
def _journal_ai_chart_builder(row):
|
||||
|
||||
@@ -0,0 +1,262 @@
|
||||
# 标的时段振幅统计 — 开发方案
|
||||
|
||||
> 状态:**方案冻结**(按本文实现;改需求先改本文).
|
||||
> 范围:**中控**新增只读统计工具;不改开平仓、不接 AI 教练(首版).
|
||||
> 数据源:**仅 OKX**.
|
||||
> 相关:[交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)(16:00 会话窗纪律) · [振幅统计说明.md](./振幅统计说明.md)
|
||||
|
||||
---
|
||||
|
||||
## 1. 目标
|
||||
|
||||
在中控提供 **自定义时段、固定 16:00 收窗** 的历史振幅档案:
|
||||
|
||||
- **标的下拉**:`ETH` / `BTC`(默认 ETH)
|
||||
- 按整点起点 + **终点固定北京时间 16:00** 切出每日统计窗
|
||||
- 回溯周期可选(1 月 / 2 月 / 3 月 / 半年 / 1 年 / 自定义)
|
||||
- 日表明细分页展示;下方为汇总统计
|
||||
- 每次有效计算可写入 **历史**;支持 **下载**(明细 + 统计摘要)
|
||||
|
||||
定位:服务一天期期权开仓前的「空间」判断(已实现波动点数档案),**不算 IV / 权利金 / Greeks**.
|
||||
|
||||
---
|
||||
|
||||
## 2. 不做(首版外)
|
||||
|
||||
- 币安 / Gate 等非 OKX 价源
|
||||
- 百分比振幅列(可后加「参考 %」,不进必须统计)
|
||||
- 未完成窗(当天尚未到 16:00)计入样本
|
||||
- 自动推送企业微信 / 注入交易教练
|
||||
- 中控代下单或改期权仓
|
||||
|
||||
---
|
||||
|
||||
## 3. 时间与样本规则
|
||||
|
||||
### 3.1 时区与终点
|
||||
|
||||
- 时区:**Asia/Shanghai(北京时间)**
|
||||
- **到期/收窗时刻固定 `16:00`**,不可改
|
||||
- 起点时刻:**仅整点** `00:00`～`23:00`(下拉选择)
|
||||
|
||||
### 3.2 跨天切窗(结算日 D)
|
||||
|
||||
对每个结算日 **D**(窗终点 = `D 日 16:00`):
|
||||
|
||||
| 起点整点 T | 窗起点 | 窗终点 |
|
||||
|------------|--------|--------|
|
||||
| `T >= 16:00` | **D-1 日 T:00** | D 日 16:00 |
|
||||
| `T < 16:00` | **D 日 T:00** | D 日 16:00 |
|
||||
|
||||
示例:
|
||||
|
||||
| 用户选择 | 某一结算日 D 的实际窗 |
|
||||
|----------|------------------------|
|
||||
| 16:00 → 16:00 | D-1 16:00 → D 16:00 |
|
||||
| 22:00 → 16:00 | D-1 22:00 → D 16:00 |
|
||||
| 08:00 → 16:00 | D 08:00 → D 16:00 |
|
||||
|
||||
### 3.3 回溯周期
|
||||
|
||||
| 选项 | 含义(完整收窗个数,约) |
|
||||
|------|------------------------|
|
||||
| 1 个月 | 约 30 个结算日 |
|
||||
| 2 个月 | 约 60 个结算日(默认推荐) |
|
||||
| 3 个月 | 约 90 个结算日 |
|
||||
| 半年 | 约 180 个结算日 |
|
||||
| 1 年 | 约 365 个结算日 |
|
||||
| 自定义 | 用户输入天数 N(`7`～`400`,可配置上下限) |
|
||||
|
||||
说明:
|
||||
|
||||
- 「月」按 **日历回溯 + 完整 16:00 收窗** 计数,不足整天的末日不入样
|
||||
- 仅纳入 **已结束** 的窗(`now >= D 16:00`);进行中的今天不入样
|
||||
|
||||
### 3.4 标的与价源(OKX)
|
||||
|
||||
| UI 下拉 | 价源(优先) | 降级(仅指数失败时) |
|
||||
|---------|------------|---------------------|
|
||||
| **ETH** | OKX **ETH-USD 指数** | OKX `ETH/USDT` 永续标记 |
|
||||
| **BTC** | OKX **BTC-USD 指数** | OKX `BTC/USDT` 永续标记 |
|
||||
|
||||
约束:
|
||||
|
||||
- **交易所固定 OKX**,UI 不提供其它所
|
||||
- 具体指数/合约符号以实现时 OKX 接口与 `hub_ohlcv` 对齐为准;结果与下载须标注 `exchange=okx` + 实际价源
|
||||
- K 线粒度:**1H**(与整点起止对齐,优先);同一作业内不得混用粒度.若后续要更细高低点,可升 5m/1m(P2)
|
||||
|
||||
---
|
||||
|
||||
## 4. 指标口径(点数,非百分比)
|
||||
|
||||
全部为 **绝对价格点数**(标的报价差;BTC/ETH 各自用自身价格刻度).
|
||||
|
||||
设窗内:
|
||||
|
||||
- `O` = 起点时刻价(或起点分钟 K 的 open)
|
||||
- `H` = 窗内最高
|
||||
- `L` = 窗内最低
|
||||
- `C` = 终点 16:00 价(或该分钟 close)
|
||||
|
||||
| 字段 | 算法 | 例(O=2000,H=2500,L=1800) |
|
||||
|------|------|---------------------------|
|
||||
| 开盘价 | `O` | 2000 |
|
||||
| 最高价 | `H` | 2500 |
|
||||
| 最低价 | `L` | 1800 |
|
||||
| 收盘/窗末价 | `C` | (另算) |
|
||||
| 开→高距离 | `H − O` | **500** |
|
||||
| 开→低距离 | `O − L` | **200** |
|
||||
| **振幅** | `(H−O)+(O−L)` = **`H−L`** | **700** |
|
||||
| 涨跌值 | `C − O`(可正负) | 可选列,首版建议保留 |
|
||||
|
||||
**必须统计(汇总层):**
|
||||
|
||||
- **最大振幅**(值 + 对应结算日)
|
||||
- **开→高距离**:最大、均值(建议)
|
||||
- **开→低距离**:最大、均值(建议)
|
||||
|
||||
可选汇总(首版建议带上,成本低):
|
||||
|
||||
- 振幅均值 / 中位数
|
||||
- 上涨窗占比(`C>O`)、下跌窗占比
|
||||
- 振幅 ≥ 用户阈值 X 点数的天数(X 可填,默认空=不算)
|
||||
|
||||
---
|
||||
|
||||
## 5. 界面(中控)
|
||||
|
||||
### 5.1 入口
|
||||
|
||||
- 顶栏新增导航项:**「振幅统计」**或 **「期权统计」**(最终文案实现时定一处;设置里可隐藏)
|
||||
- 手机端进「更多」
|
||||
|
||||
### 5.2 Tab
|
||||
|
||||
| Tab | 作用 |
|
||||
|-----|------|
|
||||
| **统计** | 配参数 → 计算 → 看日表+汇总 → 下载 / 存历史 |
|
||||
| **历史** | 过往作业列表;打开复看;再下载 |
|
||||
|
||||
### 5.3 「统计」页布局
|
||||
|
||||
1. **参数区**
|
||||
- **标的**:下拉 `ETH` / `BTC`(默认 ETH)
|
||||
- 数据源:只读展示 `OKX`
|
||||
- 起点整点:下拉 `00`～`23`(默认 `16`)
|
||||
- 终点:固定展示 `16:00`(不可改)
|
||||
- 周期:单选 `1月 / 2月 / 3月 / 半年 / 1年 / 自定义`
|
||||
- 自定义天数:仅自定义时显示
|
||||
- 按钮:`计算` · `保存到历史` · `下载`
|
||||
2. **日表明细**(分页,如每页 20 行;排序默认结算日倒序)
|
||||
3. **下方汇总区**(本次全样本,不是当前页)
|
||||
|
||||
### 5.4 「历史」页
|
||||
|
||||
每条记录至少:
|
||||
|
||||
- 创建时间、**标的**、起点整点、周期/天数、价源(OKX+指数/标记)、样本数
|
||||
- 最大振幅(+日期)
|
||||
- 操作:查看 / 下载 / 删除
|
||||
|
||||
**写入规则(建议):** 用户点击 **「保存到历史」** 才入库;仅点「计算」不自动灌历史(避免误点刷屏).若产品坚持「输入一次就算进历史」,可改为计算成功自动写入——实现前在本文改为冻结口径.
|
||||
|
||||
> 当前方案冻结倾向:**显式「保存到历史」**.
|
||||
|
||||
---
|
||||
|
||||
## 6. 下载
|
||||
|
||||
格式:优先 **CSV**(UTF-8 BOM,Excel 可开);或单文件双段.
|
||||
|
||||
必须包含:
|
||||
|
||||
1. **日表明细**(本次全部结算日,非当前页)
|
||||
2. **统计摘要**:标的、交易所 OKX、价源、最大振幅(+日)、开→高最大/均值、开→低最大/均值、样本数、起点整点、终点 16:00、周期、生成时间
|
||||
|
||||
文件名示例:`okx_eth_amp_22to16_60d_20260723.csv` / `okx_btc_amp_16to16_90d_20260723.csv`
|
||||
|
||||
---
|
||||
|
||||
## 7. 数据与实现要点
|
||||
|
||||
### 7.1 复用
|
||||
|
||||
- 优先复用中控 `hub_ohlcv` / `hub_kline_store`,按 `exchange_key=okx` + 标的对应指数/合约拉齐历史 K 线并本地缓存
|
||||
- 首次 1 年 × 1m 数据量较大:计算前检查缓存覆盖;缺口再增量拉取;UI 显示进度/耗时提示
|
||||
- BTC / ETH 缓存键分离
|
||||
|
||||
### 7.2 后端模块(建议)
|
||||
|
||||
| 路径 | 职责 |
|
||||
|------|------|
|
||||
| `lib/hub/amp_stats_lib.py` | 标的映射、切窗、算日行、汇总 |
|
||||
| `manual_trading_hub/` 路由 + 静态页 | UI / API |
|
||||
| `manual_trading_hub/amp_stats_history.json`(或 sqlite) | 历史作业 |
|
||||
|
||||
### 7.3 API 草稿
|
||||
|
||||
| 方法 | 路径 | 说明 |
|
||||
|------|------|------|
|
||||
| `POST` | `/api/amp-stats/compute` | body: `symbol`(eth\|btc), start_hour, period\|days → 日表+汇总 |
|
||||
| `GET` | `/api/amp-stats/history` | 历史列表(可按 symbol 筛选) |
|
||||
| `POST` | `/api/amp-stats/history` | 保存当前结果 |
|
||||
| `GET` | `/api/amp-stats/history/{id}` | 详情 |
|
||||
| `DELETE` | `/api/amp-stats/history/{id}` | 删除 |
|
||||
| `GET` | `/api/amp-stats/export` | query 或 history id → 文件下载 |
|
||||
|
||||
### 7.4 性能
|
||||
|
||||
- 2 个月 × 1m:可接受同步(数十秒级需有 loading)
|
||||
- 1 年:建议异步任务或分块拉齐后再算;首版可限制「自定义 > 180 天」需确认二次点击
|
||||
|
||||
---
|
||||
|
||||
## 8. 验收清单
|
||||
|
||||
- [ ] 标的下拉 ETH / BTC 可切换;数据源固定 OKX
|
||||
- [ ] 起点仅整点;终点 UI 固定 16:00
|
||||
- [ ] `22→16` / `16→16` / `08→16` 跨天规则与 §3.2 一致
|
||||
- [ ] 周期六档 + 自定义天数生效;默认 2 个月
|
||||
- [ ] 日表含:开高低收、开→高、开→低、振幅(点数)、涨跌值
|
||||
- [ ] 例:O=2000,H=2500,L=1800 → 开→高 500、开→低 200、振幅 700
|
||||
- [ ] 汇总含最大振幅(+日)、开→高/开→低统计
|
||||
- [ ] 分页只影响展示;汇总与下载用全样本
|
||||
- [ ] 未到 16:00 的当日不入样
|
||||
- [ ] 保存历史含标的字段 / 回看 / 删除
|
||||
- [ ] 下载含明细 + 统计摘要(含标的与 OKX)
|
||||
- [ ] 电脑与手机均可完成计算与下载(手机下载走系统分享/保存即可)
|
||||
|
||||
---
|
||||
|
||||
## 9. 分期
|
||||
|
||||
| 阶段 | 内容 |
|
||||
|------|------|
|
||||
| **P0** | 统计 Tab:标的下拉(ETH/BTC) + 参数 + 计算 + 日表分页 + 汇总 + 下载(不经历史) |
|
||||
| **P1** | 历史 Tab:保存 / 列表 / 回看 / 再下载 / 删除 |
|
||||
| **P2** | 缓存加速、长周期异步、振幅阈值天数、可选 % 参考列 |
|
||||
|
||||
---
|
||||
|
||||
## 10. 待冻结(实现前确认)
|
||||
|
||||
| # | 问题 | 当前倾向 |
|
||||
|---|------|----------|
|
||||
| 1 | 历史写入:自动 vs 点保存 | **点保存** |
|
||||
| 2 | 下载 CSV vs Excel | **CSV** |
|
||||
| 3 | 价源 | **OKX 指数优先**(ETH-USD / BTC-USD);失败再降级永续标记 |
|
||||
| 4 | K 线 1m vs 5m vs 1H | **1H**(整点窗) |
|
||||
| 5 | 导航文案 | **「振幅统计」** |
|
||||
|
||||
**已冻结(开工口径):** 点保存进历史 · CSV · OKX 指数优先 · **1H K 线**(整点对齐,降低拉取量;与整点窗一致) · 导航「振幅统计」.
|
||||
|
||||
确认后将本文状态改为 **方案冻结**,再开工实现.
|
||||
|
||||
---
|
||||
|
||||
## 11. 修订记录
|
||||
|
||||
| 日期 | 说明 |
|
||||
|------|------|
|
||||
| 2026-07-23 | 初稿:中控 ETH 时段振幅统计;点数口径;周期档位;16:00 固定收窗;历史+下载 |
|
||||
| 2026-07-23 | 支持 BTC/ETH 下拉;数据源固定 OKX 指数(可降级永续标记);模块/API 改名为 amp-stats |
|
||||
@@ -41,6 +41,7 @@
|
||||
|------|------|
|
||||
| 第 1 次用户主动平仓 | 默认 **4h** 冷静期 |
|
||||
| 第 2 次用户主动平仓(同一交易日) | **日冻结** |
|
||||
| 平仓亏损达 `RISK_DAILY_LOSS_LIMIT` 次(同一交易日) | **日冻结**(默认 2 次;`0`=不启用) |
|
||||
| 复盘勾选任意情绪标签 | **日冻结** |
|
||||
| 复盘:离场=手动平仓 且说明非空 | 将当前冷静期降为 **1h**(须处于 4h 档冷静期中) |
|
||||
|
||||
@@ -77,11 +78,15 @@ RISK_CONTROL_ENABLED=true
|
||||
RISK_COOLING_HOURS_MANUAL=4
|
||||
RISK_COOLING_HOURS_MANUAL_JOURNAL=1
|
||||
RISK_MANUAL_CLOSE_DAILY_LIMIT=2
|
||||
RISK_DAILY_LOSS_LIMIT=2
|
||||
RISK_MOOD_ISSUES_DAILY_FREEZE=true
|
||||
TRADING_DAY_RESET_HOUR=8
|
||||
APP_TIMEZONE=Asia/Shanghai
|
||||
```
|
||||
|
||||
- `RISK_DAILY_LOSS_LIMIT`:任意已平仓交易若盈亏 < 0 计 1 次(含止损/止盈后仍亏损等);达上限当日冻结开仓;`0` 表示不因亏损次数冻结.
|
||||
- `RISK_MANUAL_CLOSE_DAILY_LIMIT`:仅计**用户主动平仓**次数(与亏损次数独立).
|
||||
|
||||
`RISK_COOLING_HOURS_EXTERNAL` 已废弃(外部平仓不再触发风控).
|
||||
|
||||
## API 与 `risk_status` 字段
|
||||
@@ -102,6 +107,7 @@ APP_TIMEZONE=Asia/Shanghai
|
||||
| `can_trade` | 是否允许新开仓(仅风控维度) |
|
||||
| `reason` | 悬停提示文案 |
|
||||
| `active_count` / `max_active_positions` | 当前活跃持仓与 `.env` 中 `MAX_ACTIVE_POSITIONS` |
|
||||
| `daily_loss_count` / `daily_loss_limit` | 当日亏损笔数与上限(`0` 上限表示未启用) |
|
||||
| `cooloff_until_ms` | 1h/4h 冷静期结束时间戳(毫秒) |
|
||||
| `freeze_until_ms` | 倒计时结束时间戳(日冻结为下一交易日切点) |
|
||||
| `freeze_remaining_sec` | 服务端计算的剩余秒数(供调试) |
|
||||
@@ -123,7 +129,7 @@ APP_TIMEZONE=Asia/Shanghai
|
||||
|
||||
## 相关代码
|
||||
|
||||
- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`
|
||||
- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`,`on_closed_trade_pnl`
|
||||
- `hub_bridge.py` — `/api/hub/account-risk/user-close`
|
||||
- `manual_trading_hub/hub.py` — 中控平仓成功后调用 user-close
|
||||
- `strategy_trend_register.py` — `stop_trend_pullback` 结束计划时登记风控
|
||||
|
||||
@@ -131,6 +131,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
|
||||
| 手动平仓冷静(小时) | |
|
||||
| 复盘情绪冷静(小时) | |
|
||||
| 日手动平仓次数上限 | |
|
||||
| 日亏损次数上限 | 默认2;达限当日冻结开仓;0=不启用 |
|
||||
| 情绪标签日冻结 | |
|
||||
|
||||
详见 [account-risk-cooldown.md](./account-risk-cooldown.md).
|
||||
|
||||
@@ -4,6 +4,15 @@
|
||||
|
||||
「内照明心」页(`/archive`)用于 **复盘语录 + 交易记录回顾 + 按需 K 线**.左侧维护每日复盘语录(最多 100 条);右侧按日期区间列出开仓记录,展示区间统计,并可展开 K 线图表对照单笔交易.
|
||||
|
||||
顶栏有 **永续 / 期权** 品种切换:
|
||||
|
||||
| 品种 | 数据 | 说明 |
|
||||
|------|------|------|
|
||||
| **永续** | 三所 `trade_records` → `archive_trade_cache` | 含犯病标签、K 线 |
|
||||
| **期权** | OKX `options_review_trades` → `archive_options_trade_cache` | 独立 Tab;同步进中控库后离线可看;默认排除对冲腿 |
|
||||
|
||||
同步:「同步」按钮与后台 4h 任务会同时拉永续与期权(仅 `capabilities` 含 `options` 的账户).
|
||||
|
||||
与行情区 `hub_kline.db`(15 天滚动缓存)**完全独立**:档案库只增不删,从建档起永久保留.
|
||||
|
||||
## 页面布局
|
||||
|
||||
@@ -4,6 +4,9 @@
|
||||
|
||||
| 文档 | 实例 | 状态 |
|
||||
|------|------|------|
|
||||
| [交易执行手册-v2-期权与合约.md](../交易执行手册-v2-期权与合约.md) | 中控「策略说明」·执行手册v2 | **现行**：无对冲；1H→空间→结构→定损盈→期权/合约 |
|
||||
| [交易执行手册-期权与Gate.md](../交易执行手册-期权与Gate.md) | 中控「策略说明」·执行手册v1 | 含对冲；历史对照 |
|
||||
| [交易行为准则-开单三检.md](../交易行为准则-开单三检.md) | 中控「策略说明」·行为准则 | 开单前信号/流程/情绪三检 |
|
||||
| [binance-alt-trend-long.md](./binance-alt-trend-long.md) | 币安山寨·多头趋势 | v0.4 讨论稿 |
|
||||
| [okx-trend-both.md](./okx-trend-both.md) | OKX·多空趋势 | v0.4 讨论稿 |
|
||||
| [gate-intraday.md](./gate-intraday.md) | Gate·BTC 日内 | v0.2 |
|
||||
|
||||
@@ -0,0 +1,32 @@
|
||||
{
|
||||
"exchange": "behavior",
|
||||
"title": "开单三检清单",
|
||||
"version": "v0.1",
|
||||
"groups": [
|
||||
{
|
||||
"title": "信号判断",
|
||||
"items": [
|
||||
"最核心、最明确的一个点位/结构确认已写清",
|
||||
"该确认本身足够清晰（不是靠一长串宏大叙事）",
|
||||
"已过主链条：1H方向 → 空间 → 结构 → 定损盈 → 选工具（期权/合约，无对冲）；不够格则空仓"
|
||||
]
|
||||
},
|
||||
{
|
||||
"title": "流程确认",
|
||||
"items": [
|
||||
"账户资金与当日额度符合要求",
|
||||
"单笔风险 / 组合敞口在手册预算内",
|
||||
"无跳步；超限则暂停开单"
|
||||
]
|
||||
},
|
||||
{
|
||||
"title": "情绪自检",
|
||||
"items": [
|
||||
"心态是「符合系统所以做」，不是「证明自己」",
|
||||
"无怕踏空 → 否则放弃",
|
||||
"无回本 / 报复交易念头 → 否则放弃",
|
||||
"不需要再找更多开单理由"
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,33 @@
|
||||
{
|
||||
"exchange": "playbook_v2",
|
||||
"title": "执行手册 v2 开仓清单（无对冲）",
|
||||
"version": "v0.1",
|
||||
"groups": [
|
||||
{
|
||||
"title": "主链条",
|
||||
"items": [
|
||||
"1H 方向清楚（含明显 N 字）；跟的是 1H 波段",
|
||||
"空间足够（支撑/阻力；至少约 ≥2%）",
|
||||
"结构已出现且量级够（约 8h+ / 48 根 15m）",
|
||||
"止损按模型：结构突破=外沿；假突破=针尖；止盈与 RR 已接受",
|
||||
"工具只在「期权 / 合约」中选择；未开对冲"
|
||||
]
|
||||
},
|
||||
{
|
||||
"title": "账户与仓位",
|
||||
"items": [
|
||||
"只动 OKX 期权或 Gate 合约；其它账户零操作",
|
||||
"期权：约 10U、一次一仓；合约：止损约 5U、本位置次数未超两次",
|
||||
"合计最坏风险可接受（约 ≤20U 量级）"
|
||||
]
|
||||
},
|
||||
{
|
||||
"title": "离场与心态",
|
||||
"items": [
|
||||
"期权离场只认规则止盈或到期；开仓后中间不手平",
|
||||
"不是「今天也要开点期权」；过检才开，不过则空仓",
|
||||
"已过开单三检（信号 / 流程 / 情绪）"
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,147 @@
|
||||
# 交易执行手册 v2（期权 / 合约 · 无对冲）
|
||||
|
||||
> 个人开单纪律第二版（2026-07-24 起）。
|
||||
> **相对 v1：去掉期期对冲 / 偏置对冲；工具只留期权与合约。**
|
||||
> 目标：少而精、珍惜机会、样本干净；**不保证收益**。
|
||||
> 旧版（含对冲）见 [交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)。
|
||||
> **开单前先过** [交易行为准则-开单三检.md](./交易行为准则-开单三检.md)；本手册管怎么做单。
|
||||
|
||||
---
|
||||
|
||||
## 1. 主链条（强制）
|
||||
|
||||
```
|
||||
1H 方向 → 空间 → 结构 → 定损盈 → 选工具（期权 / 合约）
|
||||
```
|
||||
|
||||
任一步不过 → **空仓等待**，不为开单找理由。
|
||||
|
||||
| 步骤 | 做什么 | 否决 |
|
||||
|------|--------|------|
|
||||
| **1H 方向** | 趋势周期以 **1H** 为准；1H 上要有明显 **N 字**。跟 1H 波段，不跟 4H 打架硬做。例：4H 多、1H 空 → 做 1H 空头波段 | 1H 方向不清、无 N 字 |
|
||||
| **空间** | 做空看下方支撑，做多看上方阻力；至少约 **≥2%** 才值得谈（常期望更大空间，如 ~5%） | 空间不够、贴着墙 |
|
||||
| **结构** | 方向与空间过关后，在 **15m / 5m** 等结构；结构量级至少约 **8h+**（约 **48 根 15m**）。形态：收敛 / 两段式回调 / 箱体 / 假突破等 | 结构未出现、磨不够就抢跑 |
|
||||
| **定损盈** | 结构出现后定义止损、止盈，算盈亏比。结构突破 → 止损在 **结构外沿**；假突破 → 止损在 **假突破针尖** | 损盈说不清、RR 不接受 |
|
||||
| **选工具** | 只在上四步都齐之后选：**期权** 或 **合约**。波段有足够时间考虑，不急着下手 | 用对冲、或「每天都要开点期权」 |
|
||||
|
||||
**丢掉对冲。** 对冲易带来「有保护就能多做」的幻觉；本版不做期期对冲、不做偏置对冲壳。
|
||||
|
||||
---
|
||||
|
||||
## 2. 总原则
|
||||
|
||||
1. **工具只有期权与合约**；同一时段尽量只让一边「说话」。
|
||||
2. **看不懂不做**；过滤比频率重要。日更不是目标，过检才是。
|
||||
3. 动手前先过 **开单三检**（信号 → 流程 → 情绪）；不过 → 空仓。
|
||||
4. 玩法必须走完主链条；不够格 → 空仓。
|
||||
5. 期权离场只认：**系统/规则止盈** 与 **到期**；**开仓后中间不手动平仓**（紧急例外不进策略样本）。
|
||||
6. 过程可控、结果随缘：用规则管仓位与次数，不追求每天打满。
|
||||
|
||||
---
|
||||
|
||||
## 3. 账户与分工
|
||||
|
||||
| 账户 | 角色 | 说明 |
|
||||
|------|------|------|
|
||||
| OKX 期权 | **主业之一** | 方向单（虚值等）；**不做对冲腿** |
|
||||
| Gate 合约 | **主业之一** | 结构清楚时的波段；与期权尽量错开 |
|
||||
| 其它 | 暂不做 | 减少分心与样本污染 |
|
||||
|
||||
**到期选择（期权）**
|
||||
|
||||
- 方向单默认 **一天期**。
|
||||
- 尽量在 **北京时间下午 4 点后** 开 **次日到期**，覆盖较完整的美盘 + 亚盘 + 欧盘窗口。
|
||||
- 更长故事优先考虑合约，不强行拉长期权。
|
||||
|
||||
---
|
||||
|
||||
## 4. 入场逻辑（两类工具）
|
||||
|
||||
开仓前先判断：当前是 **买方向的期权表达**，还是 **合约波段**。
|
||||
|
||||
### 4.1 方向明确 · 结构到位 → 期权
|
||||
|
||||
- **条件**：主链条全部过关；常用结构突破或假突破模型在 15m/5m 成立。
|
||||
- **工具**：**一天期期权方向单**（空间够时优先考虑 **虚值**：同止损口径下盈亏比往往更高）。
|
||||
- **离场**：规则止盈或到期；不手平。
|
||||
- **默认**：先只开期权，不上合约。
|
||||
|
||||
### 4.2 结构到位 · 更适合合约 → 合约
|
||||
|
||||
- **条件**：主链条过关；位置极明确；同一位置机会计数见 Gate 纪律。
|
||||
- **工具**：Gate 合约波段；止损挂在模型对应位置（外沿 / 针尖）。
|
||||
- **独立假突破**（没有先开突破期权时）：优先 **只做合约** 或 **空仓**，勿与「突破期权后再加仓」混用同一套仓。
|
||||
|
||||
### 4.3 明确不做
|
||||
|
||||
- 横盘「买波动」的 **期期对冲**（Call+Put）。
|
||||
- 任何「对冲壳 + 偏置」伪装成单边。
|
||||
- 为了「今天也开点期权」而破主链条。
|
||||
|
||||
---
|
||||
|
||||
## 5. 仓位与风险预算
|
||||
|
||||
**总资金参考：约 800U。**
|
||||
|
||||
| 项目 | 规则 |
|
||||
|------|------|
|
||||
| 单笔期权 | 约 **10U** 权利金预算；**一次只持有一个期权仓位** |
|
||||
| Gate 合约 | 日内保证金约 **50U**、约 **10 倍**；有单才用，无单为 0 |
|
||||
| 合约止损 | 一般约 **5U**；单笔最大亏损不超过约 **10U** |
|
||||
| 日损失心理框 | 期权+合约若都错：合计大约 **≤20U**；都对时期望可到 **40U+**（理想情形，非每日目标） |
|
||||
|
||||
相对 800U：单笔约 **1.25%** 量级；全错一天约 **2.5%** 量级——防守优先。
|
||||
|
||||
**叠加红线**
|
||||
|
||||
- 期权一仓 + 合约同日存在时，按合计风险接受最坏约 20U，且尽量少「同向双开」。
|
||||
- 不为「好像有保护」放大仓位（本版已无对冲保护叙事）。
|
||||
|
||||
---
|
||||
|
||||
## 6. 合约日纪律（Gate）
|
||||
|
||||
1. 只做 **很明确的位置**；不明确基本不做。
|
||||
2. 动手前想清：**如何进场**（假突破 / 结构突破）。
|
||||
3. **同一位置最多两次机会**：结构突破、假突破。
|
||||
4. **两次都错 → 当日不再做单**（即使后面更「看起来清楚」也留到明天）。
|
||||
5. 止损约 **5U**；波段规则开仓前想清。
|
||||
6. 离场以结构止盈/止损为准。
|
||||
|
||||
---
|
||||
|
||||
## 7. 期权日纪律（OKX）
|
||||
|
||||
1. **不手动平仓**；只等规则止盈或到期（紧急手平标记为非策略样本）。
|
||||
2. 一次一仓；约 10U 权利金。
|
||||
3. **不做对冲**；不做「每天默认开期权」。
|
||||
4. 结构突破 / 假突破用期权表达时，损位跟模型：外沿 / 针尖。
|
||||
5. 默认一天期；优先完整会话窗口再开。
|
||||
|
||||
---
|
||||
|
||||
## 8. 开仓前自检清单
|
||||
|
||||
- [ ] 今天是否只动「期权 / 合约」，其它账户零操作？是否 **未开对冲**？
|
||||
- [ ] **1H 方向**是否清楚（含 N 字）？
|
||||
- [ ] **空间**是否足够（支撑/阻力，至少约 ≥2%）？
|
||||
- [ ] **结构**是否出现且量级够（约 8h+ / 48×15m）？
|
||||
- [ ] **止损 / 止盈**是否按模型定好（外沿或针尖）？RR 是否接受？
|
||||
- [ ] **工具**选的是期权还是合约？理由是否写清？
|
||||
- [ ] 期权：止盈条件与「接受到期」是否写清？
|
||||
- [ ] 合约：本位置第几次机会？止损约 5U 设好了吗？今日两次是否已用完？
|
||||
|
||||
---
|
||||
|
||||
## 9. 一句话版本
|
||||
|
||||
> **1H 定方向 → 量空间 → 等够级别的结构 → 按模型定损盈 → 只在期权与合约里选工具；不对冲；期权不手平；一位置两次，错完收工；珍惜机会，日更不是目标。**
|
||||
|
||||
---
|
||||
|
||||
## 10. 修订记录
|
||||
|
||||
| 日期 | 说明 |
|
||||
|------|------|
|
||||
| 2026-07-24 | v2 初版：去掉对冲；主链条 1H→空间→结构→定损盈→期权/合约；吸收假突破针尖 / 结构外沿止损口径 |
|
||||
@@ -0,0 +1,149 @@
|
||||
# 交易执行手册 v1（期权为主 · Gate 为辅 · 含对冲）
|
||||
|
||||
> 个人开单纪律与仓位规则（2026-07 起）。**本版保留对冲，仅作历史/对照。**
|
||||
> **现行主版本请用** [交易执行手册-v2-期权与合约.md](./交易执行手册-v2-期权与合约.md)（无对冲：1H→空间→结构→定损盈→期权/合约）。
|
||||
> 目标：少而精、可控回撤、样本干净；**不保证收益**。
|
||||
> 工具：OKX 期权（主）+ Gate 合约（辅）；其它账户暂不做。
|
||||
> **开单前先过** [交易行为准则-开单三检.md](./交易行为准则-开单三检.md)（信号 / 流程 / 情绪）；本手册管怎么做单。
|
||||
---
|
||||
|
||||
## 1. 总原则
|
||||
|
||||
1. **主做期权，合约为辅**；同一时段尽量只让一边「说话」。
|
||||
2. **看不懂不做**；过滤比频率重要。
|
||||
3. 动手前先过 **开单三检**（信号判断 → 流程确认 → 情绪自检）；不过 → 空仓。详见 [行为准则](./交易行为准则-开单三检.md)。
|
||||
4. 开仓前再过玩法三关：**方向 → 空间 → 值不值得**。不够格 → 空仓。
|
||||
5. 期权离场只认：**止盈（规则触发）** 与 **到期**；**不手动平仓**（紧急例外单不算策略样本）。
|
||||
6. 过程可控、结果随缘：用规则管仓位与次数，不追求每天打满理想上限。
|
||||
|
||||
---
|
||||
|
||||
## 2. 账户与分工
|
||||
|
||||
| 账户 | 角色 | 说明 |
|
||||
|------|------|------|
|
||||
| OKX 期权 | **主业** | 横盘对冲 / 方向单 / 偏置对冲 |
|
||||
| Gate 合约 | **辅业** | 结构清楚时的波段；与期权尽量错开 |
|
||||
| 其它 | 暂不做 | 减少分心与样本污染 |
|
||||
|
||||
**到期选择（期权）**
|
||||
|
||||
- 方向单、对冲默认 **一天期**。
|
||||
- 尽量在 **北京时间下午 4 点后** 开 **次日到期**，覆盖较完整的美盘 + 亚盘 + 欧盘窗口。
|
||||
- Gate 波段样本里最长持仓约十余小时量级 → 一天期权通常够表达；更长故事优先考虑合约，不强行拉长期权。
|
||||
|
||||
---
|
||||
|
||||
## 3. 入场逻辑（三类）
|
||||
|
||||
开仓前先判断：当前是 **买波动** 还是 **买方向**。
|
||||
|
||||
### 3.1 横盘 → 期期对冲
|
||||
|
||||
- **条件**：横盘已持续较久（例如满约 12 小时），方向不明。
|
||||
- **工具**：一天期 Call + Put（对冲）；总权利金预算见仓位章。
|
||||
- **意图**：买接下来的波动，不赌单边。
|
||||
- **期间**：一般 **不再开 Gate 方向单**（已在买波动，勿叠同一宏观暴露）。
|
||||
|
||||
### 3.2 方向明确 · 结构突破 → 期权
|
||||
|
||||
- **条件**：方向、空间、值不值得均过关；结构突破成立。
|
||||
- **工具**：**一天期期权方向单**（或明显顺势结构）。
|
||||
- **离场**：目标止盈或到期；不手平。
|
||||
- **默认**：先只开期权，不上合约。
|
||||
|
||||
### 3.3 结构突破后 · 反向假突破确认 → 可加合约
|
||||
|
||||
- **条件**：已有结构突破的期权表达；随后出现反向假突破且确认失败、续原方向。
|
||||
- **工具**：Gate 合约 **小仓加强**（止损纪律见下）。
|
||||
- **注意**：BTC 合约与 ETH 期权高度相关，属加重暴露，不是分散；仓位按「一笔故事」计风险。
|
||||
- **假突破定义**需事先写死（相对哪段结构、如何确认收回），避免临场随便加仓。
|
||||
|
||||
### 3.4 独立假突破（没有先开突破期权时）
|
||||
|
||||
- 按「假破专用」处理：优先 **只做合约** 或 **空仓**，勿与「突破后再假破加仓」混用同一套仓。
|
||||
|
||||
---
|
||||
|
||||
## 4. 对冲偏好（偏置对冲）
|
||||
|
||||
在「尽量用对冲」的前提下：
|
||||
|
||||
- 对冲内常带 **做多/做空比例**；若略偏多，则 **做多一侧比例更高**。
|
||||
- 顺势侧尽量用 **实值（或更实）**：
|
||||
- 方向对了：可能 **少赚一点**（相对纯单边）；
|
||||
- 方向错了：争取 **不亏或少亏**（相对虚值双买两边磨光）。
|
||||
- **总权利金仍锁在对冲预算内**（见仓位）；偏置只调张数/行权远近，不偷偷加预算。
|
||||
- **偏置有度**（例如勿极端到名存实亡的单边）；完全没方向时更接近均分/近平值；方向非常明确时应走单边期权，不必硬套对冲壳。
|
||||
- 复盘建议区分：**中性对冲** vs **偏多/偏空对冲**，以便检验偏置是否真压低亏损。
|
||||
|
||||
---
|
||||
|
||||
## 5. 仓位与风险预算
|
||||
|
||||
**总资金参考：约 800U。**
|
||||
|
||||
| 项目 | 规则 |
|
||||
|------|------|
|
||||
| 单笔期权 | 约 **10U** 权利金预算；**一次只持有一个期权仓位** |
|
||||
| 期期对冲 | **合计约 10U**（两腿加总，不是各 10） |
|
||||
| Gate 合约 | 日内保证金约 **50U**、约 **10 倍**；有单才用，无单为 0 |
|
||||
| 合约止损 | 一般约 **5U**；单笔最大亏损不超过约 **10U** |
|
||||
| 日损失心理框 | 期权+合约若都错：合计大约 **≤20U**；都对时期望可到 **40U+**（理想情形，非每日目标） |
|
||||
|
||||
相对 800U：单笔约 **1.25%** 量级；全错一天约 **2.5%** 量级——防守优先。
|
||||
|
||||
**叠加红线**
|
||||
|
||||
- 期权一仓 + 合约加仓同日存在时，按合计风险接受最坏约 20U，且尽量少「同向双开」。
|
||||
- 不因「期权偏置可能少亏」而放大合约。
|
||||
|
||||
---
|
||||
|
||||
## 6. 合约日纪律（Gate）
|
||||
|
||||
1. 只做 **很明确的位置**；不明确基本不做。
|
||||
2. 动手前想清：**如何进场**。
|
||||
3. **同一位置最多两次机会**：结构突破、假突破。
|
||||
4. **两次都错 → 当日不再做单**（即使后面更「看起来清楚」也留到明天）。
|
||||
5. 止损约 **5U**；波段规则（含是否时间离场）开仓前想清。
|
||||
6. 已关闭「强制清仓」误伤策略意图时，离场以结构止盈/止损为准；历史里「强制清仓但盈利」按规则结果理解，复盘看盈亏与结构。
|
||||
|
||||
---
|
||||
|
||||
## 7. 期权日纪律（OKX）
|
||||
|
||||
1. **不手动平仓**；只等规则止盈或到期（紧急手平标记为非策略样本）。
|
||||
2. 一次一仓；对冲共 10U。
|
||||
3. 横盘对冲期间一般不开 Gate 方向单。
|
||||
4. 结构突破用期权表达；假破加强才考虑合约。
|
||||
5. 默认一天期；优先完整会话窗口再开。
|
||||
|
||||
---
|
||||
|
||||
## 8. 开仓前自检清单
|
||||
|
||||
- [ ] 今天是否只动「期权 / Gate」，其它账户零操作？
|
||||
- [ ] 买波动还是买方向？工具选对了吗？
|
||||
- [ ] 方向 / 空间 / 值不值得是否都过关？
|
||||
- [ ] 期权：止盈条件与「接受到期」是否写清？
|
||||
- [ ] 对冲：比例与实值偏置是否有度？总预算是否仍 ≤10U？
|
||||
- [ ] 合约：本位置第几次机会？止损约 5U 设好了吗？
|
||||
- [ ] 若加合约：是否已有突破期权且假破确认？是否当成一笔故事控总风险？
|
||||
- [ ] 今日合约两点机会是否已用完？（用完则收工）
|
||||
|
||||
---
|
||||
|
||||
## 9. 一句话版本
|
||||
|
||||
> **横盘对冲（可偏置实值）；突破用一天期权；假破确认后小仓合约加强；先过方向/空间/值不值得；期权不手平；一位置两次，错完收工；单笔小亏、组合回撤可控。**
|
||||
|
||||
---
|
||||
|
||||
## 10. 修订记录
|
||||
|
||||
| 日期 | 说明 |
|
||||
|------|------|
|
||||
| 2026-07-21 | 初版：根据实盘讨论整理（期权为主、Gate 为辅、仓位与日停手规则） |
|
||||
| 2026-07-23 | 挂钩开单三检行为准则 |
|
||||
| 2026-07-24 | 标注为 v1（含对冲）；现行纪律迁至执行手册 v2 |
|
||||
Binary file not shown.
@@ -0,0 +1,115 @@
|
||||
# 交易行为准则（开单三检）
|
||||
|
||||
> 个人强制思维动作 · 初级版（2026-07）。
|
||||
> **不是策略**，是开单前的「交易防火墙」：保证动作在可控轨道上，**不判断这笔会不会赚钱**。
|
||||
> 来源：中控 AI 复盘对话（2026-07-22）与本人归纳。
|
||||
> 仓位与玩法细则见 [交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)。
|
||||
|
||||
---
|
||||
|
||||
## 1. 一句话
|
||||
|
||||
> **信号够不够清晰？流程有没有跑通？情绪是不是在证明自己？三检不过 → 不开。**
|
||||
|
||||
复盘成败的第一标准：**三检是否完整完成**，而不是这笔盈亏。
|
||||
|
||||
---
|
||||
|
||||
## 2. 总循环
|
||||
|
||||
```
|
||||
信号判断 → 流程确认 → 情绪自检 → 全部通过
|
||||
→ 开仓 → 等待系统结果（止盈 / 止损 / 到期）
|
||||
→ 本次结束 → 复盘整环 → 等待下一个信号
|
||||
```
|
||||
|
||||
任一步否决 → **空仓离开**，不找补丁理由硬开。
|
||||
|
||||
---
|
||||
|
||||
## 3. 开单前：三秒停顿
|
||||
|
||||
手要动之前，强制停顿，把注意力从宏大叙事拉回内部三点：
|
||||
|
||||
1. 我的**核心信号**是什么？
|
||||
2. **安全流程**跑通了吗？
|
||||
3. 我现在是冷静执行，还是急着证明 / 怕踏空 / 想回本？
|
||||
|
||||
---
|
||||
|
||||
## 4. 三检细则
|
||||
|
||||
### 4.1 信号判断（Signal Judgment）
|
||||
|
||||
**问：** 这次入场，最核心、最明确的那一个点位 / 结构确认是什么？它本身够不够清晰？
|
||||
|
||||
| 通过 | 否决 |
|
||||
|------|------|
|
||||
| 能用一句话说清「唯一核心确认」 | 说不清、要靠一长串宏观故事才能自圆其说 |
|
||||
| 点位 / 结构本身已经够清楚 | 「好像有戏」但确认点模糊 |
|
||||
| 只描述事实与系统条件 | 堆细节证明自己分析很厉害 |
|
||||
|
||||
对照执行手册时：先过 **1H 方向 → 空间 → 结构 → 定损盈 → 选工具（期权/合约）**；不够格 → 空仓（见手册 v2）。
|
||||
|
||||
### 4.2 流程确认（Process Confirmation）
|
||||
|
||||
**问：** 决定执行前，有没有按设定步骤检查资金与风险敞口？内部安全流程跑通了吗？
|
||||
|
||||
| 通过 | 否决 / 暂停 |
|
||||
|------|-------------|
|
||||
| 账户资金与当日额度符合要求 | 资金或次数已触限 |
|
||||
| 单笔风险 / 组合敞口在手册预算内 | 单笔或日最坏超限 → **暂停开单** |
|
||||
| 该走的检查项没有跳步 | 「先开了再说」 |
|
||||
|
||||
细则数字以执行手册仓位章为准（单笔期权、对冲总权利金、Gate 止损与日停手等）。
|
||||
|
||||
### 4.3 情绪自检（Emotional Self-Check）
|
||||
|
||||
**问：** 看到复杂结构与逻辑时，内心是什么？是「必须证明分析是对的」，还是「符合系统要求，所以做」？
|
||||
|
||||
| 通过 | 否决（果断放弃） |
|
||||
|------|------------------|
|
||||
| 「符合系统信号 + 账户没问题 → 开」 | 「怕踏空」 |
|
||||
| 不需要再找更多开单理由 | 「上回亏了，这单要回本」 |
|
||||
| 旁观者视角、可接受空仓 | 「必须证明我是对的」 |
|
||||
|
||||
**原则：** 不为开单找理由；情绪红灯亮了，信号再好看也不开。
|
||||
|
||||
---
|
||||
|
||||
## 5. 开仓后纪律（与手册一致）
|
||||
|
||||
- 开仓后：**等待系统结果**（规则止盈 / 止损 / 到期），不靠情绪手平（紧急例外不算策略样本）。
|
||||
- 持仓期盯的是「程序与纪律是否正常」，不是浮盈浮亏数字本身。
|
||||
- 无信号时的空档也算训练：反复在脑子里空跑三检，比硬找单更重要。
|
||||
|
||||
---
|
||||
|
||||
## 6. 复盘只记什么
|
||||
|
||||
每次交易（含未开成的冲动）建议只记：
|
||||
|
||||
1. 信号判断：做了吗？核心确认写了什么？是否清晰？
|
||||
2. 流程确认：资金 / 敞口是否过关？有无跳步？
|
||||
3. 情绪自检：当时心态是哪一类？有无怕踏空 / 回本？
|
||||
4. 结果：止盈 / 止损 / 到期 / 未开 — **结果不推翻「三检是否完成」这一评分。**
|
||||
|
||||
---
|
||||
|
||||
## 7. 与执行手册的分工
|
||||
|
||||
| 文档 | 管什么 |
|
||||
|------|--------|
|
||||
| **本准则** | 能不能动手（防火墙 / 操作系统） |
|
||||
| **执行手册** | 怎么做单（期权 / Gate、仓位、离场） |
|
||||
|
||||
先过本准则三检，再谈手册里的玩法与仓位。
|
||||
|
||||
---
|
||||
|
||||
## 8. 修订记录
|
||||
|
||||
| 日期 | 说明 |
|
||||
|------|------|
|
||||
| 2026-07-23 | 初级版：三检 + 总循环 + 红线；对齐 AI 复盘与本人总结 |
|
||||
| 2026-07-24 | 信号检对齐执行手册 v2 主链条（1H→空间→结构→定损盈→期权/合约） |
|
||||
+9
-2
@@ -6,7 +6,14 @@
|
||||
|
||||
| 标签 | 指向提交 | 说明 |
|
||||
|------|----------|------|
|
||||
| `snapshot/20260721` | `2a60d47` | 2026-07-21：仓库代码统计文档、期权复盘亮色主题、对冲腿盈亏时区修复、本快照说明等 |
|
||||
| `snapshot/20260727` | `f53f281` | 2026-07-27：实例手机壳(下单/关键位/期权)、著作权声明、托管合同(一用户一机)、服务说明与报价说明 |
|
||||
| `snapshot/20260726-2` | `4a79e01` | 2026-07-26 午：执行手册脑图（业务主题）、`.xmind` 按二进制入库、去掉缩略图避免 Gitea raw 换行损坏 |
|
||||
| `snapshot/20260726` | `a2075ba` | 2026-07-26：Gate划转币种大写修复、系统设置划转页签停留、自动划转账户/币种下拉默认、期权「按可用余额打满」=min(余额,单笔预算)及说明 |
|
||||
| `snapshot/20260724` | `890659f` | 2026-07-24：执行手册v2(无对冲)、监控/策略页签显隐、内照明心期权档案同步、期权开平仓微信必发、实例导航显隐关键位/实盘下单等 |
|
||||
| `snapshot/20260723-2` | `9e0591c` | 2026-07-23：策略对比页（合约/单期权/期期7:3）、监控与看板隐藏浮盈偏好、对比页卡片内边距等 |
|
||||
| `snapshot/20260723-pre-amp-stats` | `40be3a5` | 2026-07-23：振幅统计开发前；含执行手册进教练、日亏损冻结、手机监控 UI、振幅统计开发方案等 |
|
||||
| `snapshot/20260721-2` | `a721642` | 2026-07-21 晚：日亏损次数冻结、交易执行手册入中控策略说明、期权/Gate 执行手册文档等 |
|
||||
| `snapshot/20260721` | `1a163c0` | 2026-07-21：仓库代码统计文档、期权复盘亮色主题、对冲腿盈亏时区修复、本快照说明等 |
|
||||
|
||||
## 历史标签（节选）
|
||||
|
||||
@@ -25,7 +32,7 @@
|
||||
git tag -l 'snapshot/*'
|
||||
|
||||
# 检出快照（只读查看，勿在此分支直接开发）
|
||||
git checkout snapshot/20260721
|
||||
git checkout snapshot/20260727
|
||||
|
||||
# 回到主线
|
||||
git checkout main
|
||||
|
||||
+111
@@ -0,0 +1,111 @@
|
||||
# 振幅统计（中控）
|
||||
|
||||
中控只读工具：按自定义整点起点、**固定北京时间 16:00 收窗**，统计 OKX 上 ETH/BTC 的历史「点数振幅」档案，辅助一天期期权判断空间。
|
||||
|
||||
> 开发方案见 [ETH时段振幅统计-开发方案.md](./ETH时段振幅统计-开发方案.md)。
|
||||
> **不改下单链路**；不算 IV / 权利金。
|
||||
|
||||
---
|
||||
|
||||
## 入口
|
||||
|
||||
- 顶栏 **振幅统计**（`/amp-stats`）
|
||||
- 手机端：**更多 → 振幅统计**
|
||||
- 可在系统设置里隐藏该导航
|
||||
|
||||
---
|
||||
|
||||
## 怎么用
|
||||
|
||||
1. 打开 **统计** Tab
|
||||
2. 选择 **标的** ETH / BTC；数据源固定 **OKX**
|
||||
3. **起点整点**（00–23）；终点固定 **16:00**
|
||||
4. **周期**：1 月 / 2 月 / 3 月 / 半年 / 1 年 / 自定义天数（默认 2 个月）
|
||||
5. 点 **计算** → 下方看汇总 + 分页日表
|
||||
6. 需要留存时点 **保存到历史**；**下载 CSV** 含摘要 + 全日明细
|
||||
|
||||
**跨天例子**
|
||||
|
||||
| 起点 | 含义（结算日 D） |
|
||||
|------|------------------|
|
||||
| 22:00 | 昨天 22:00 → 今天 16:00 |
|
||||
| 16:00 | 昨天 16:00 → 今天 16:00 |
|
||||
| 08:00 | 今天 08:00 → 今天 16:00 |
|
||||
|
||||
未到当日 16:00 的「今天」不入样本。
|
||||
|
||||
---
|
||||
|
||||
## 指标（点数）
|
||||
|
||||
设开盘 O、最高 H、最低 L、收盘 C：
|
||||
|
||||
| 字段 | 算法 |
|
||||
|------|------|
|
||||
| 开→高 | `H − O` |
|
||||
| 开→低 | `O − L` |
|
||||
| **振幅** | `H − L`（= 开→高 + 开→低） |
|
||||
| 涨跌值 | `C − O` |
|
||||
|
||||
例：O=2000，H=2500，L=1800 → 开→高 500，开→低 200，振幅 **700**。
|
||||
|
||||
汇总必含：最大振幅（及日期）、开→高/开→低的最大与均值等。
|
||||
|
||||
K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD / BTC-USD），失败再降级永续标记。
|
||||
近期 K 线接口约仅 **1440** 根（1H≈60 天）；更长周期自动续拉 `history-index-candles` / `history-candles`。
|
||||
分页带间隔，遇 OKX **429** 会自动退避重试（长周期首次会慢一些）。
|
||||
|
||||
---
|
||||
|
||||
## 买跨对照（赌波动）
|
||||
|
||||
表单可填 **双边权利金（点）**，例如 `30`；旁边可填 **止盈点**（可空）：
|
||||
|
||||
| 汇总项 | 口径 |
|
||||
|--------|------|
|
||||
| 开→高超过权利金 | `H−O > 权利金` 的天数与占比 |
|
||||
| 开→低超过权利金 | `O−L > 权利金` 的天数与占比 |
|
||||
| \|涨跌\|超过权利金 | `\|C−O\| > 权利金` 的天数与占比 |
|
||||
| 有效波动 | 若设止盈且 `开→高≥止盈` 或 `开→低≥止盈` → 用止盈点；否则用 `\|C−O\|` |
|
||||
| 买跨收益 | `有效波动 − 权利金`（日表「收益」列同口径） |
|
||||
|
||||
- 方向：**买跨**
|
||||
- 权利金越过：严格 **`>`**；止盈触达：**`≥`**
|
||||
- 止盈留空 / ≤0：有效波动一律按 `|涨跌|`
|
||||
- 已算出日表后，改权利金 / 止盈 / 周末筛选会**本地重算**（不重拉 K 线）
|
||||
|
||||
### 周末
|
||||
|
||||
- 下拉：**全部**（默认）/ **排除周末** / **仅周末**
|
||||
- 按 **结算日** 北京时间星期判断；表中六、日带标注并高亮
|
||||
|
||||
---
|
||||
|
||||
## 历史 Tab
|
||||
|
||||
- 仅 **保存到历史** 后出现（不会一算就自动入库）
|
||||
- 可查看、再下载、删除
|
||||
- 数据文件：`manual_trading_hub/amp_stats_history.json`（勿当密钥提交）
|
||||
|
||||
---
|
||||
|
||||
## 相关代码
|
||||
|
||||
| 路径 | 说明 |
|
||||
|------|------|
|
||||
| `lib/hub/amp_stats_lib.py` | 切窗、汇总、OKX 拉取、CSV |
|
||||
| `manual_trading_hub/amp_stats_routes.py` | API |
|
||||
| `manual_trading_hub/amp_stats_store.py` | 历史 JSON |
|
||||
| `manual_trading_hub/static/amp_stats.js` | 前端 |
|
||||
| `tests/test_amp_stats_lib.py` | 单元测试 |
|
||||
|
||||
---
|
||||
|
||||
## 修订
|
||||
|
||||
| 日期 | 说明 |
|
||||
|------|------|
|
||||
| 2026-07-23 | 首版上线说明 |
|
||||
| 2026-07-23 | 买跨对照：可设双边权利金、越过占比与收盘盈亏 |
|
||||
| 2026-07-23 | 周末筛选/标注、止盈点(≥)、日表收益列 |
|
||||
| 2026-07-23 | 长周期续拉 history K 线；收益列红绿着色 |
|
||||
@@ -0,0 +1,148 @@
|
||||
# 服务说明与报价说明
|
||||
|
||||
> 本文说明本系统的定位、适用对象、托管方式与参考报价。
|
||||
> 配套文件：`著作权声明.md`、`软件使用授权合同-模板.md`（托管服务与软件使用合同）。
|
||||
> **本系统以著作权人自用为主**；对外托管属个案合作，并非标准化「卖工具」业务。
|
||||
|
||||
---
|
||||
|
||||
## 1. 这是什么
|
||||
|
||||
`crypto_monitor`（加密货币交易监控与中控系统）由著作权人 **马建军** 历时约三个月持续开发，用于自身实盘交易中的：
|
||||
|
||||
- 多交易所实例监控与下单辅助
|
||||
- 风控与纪律约束（如日亏冻结、执行规则落地到系统）
|
||||
- 复盘、关键位、期权/合约相关流程（以实际开通功能为准）
|
||||
- 中控统一查看与管理
|
||||
|
||||
开发目的首先是：**把交易习惯钉进系统，减少情绪单与随意操作**，而不是面向市场量产销售的通用软件商品。
|
||||
|
||||
---
|
||||
|
||||
## 2. 定位与适用对象
|
||||
|
||||
### 2.1 定位
|
||||
|
||||
| 是 | 不是 |
|
||||
|----|------|
|
||||
| 全职（或准全职）交易者的执行与纪律系统 | 兼职「玩玩」的下单插件 |
|
||||
| 规则、限制、复盘一起用的工作台 | 帮你加杠杆、追涨杀跌的「发财工具」 |
|
||||
| 著作权人自用为主；对外仅少量托管 | 开源产品或标准化 SaaS 大卖场 |
|
||||
|
||||
### 2.2 适合
|
||||
|
||||
- 以交易为主要工作、愿意按规则执行的人
|
||||
- 认同执行手册与系统内限制（含开仓限制、冻结等）
|
||||
- 接受「一户一机、不交付源码、按期付费」的托管方式
|
||||
- 账户规模与付费意愿匹配（服务费不应明显高于可承受的交易成本）
|
||||
|
||||
### 2.3 不适合（一般不承接）
|
||||
|
||||
- 兼职、偶尔开几单的小散
|
||||
- 只想要更快开仓、更高杠杆，不愿接受纪律约束
|
||||
- 要求交付源码、私有仓库权限或「买断随便改」
|
||||
- 希望多人共用一台服务器以压低费用
|
||||
|
||||
**说明：** 不适合不等于否定任何人，而是产品与服务形态不匹配；强行上线往往浪费双方时间。
|
||||
|
||||
---
|
||||
|
||||
## 3. 对外怎么提供（若合作）
|
||||
|
||||
默认且唯一推荐的方式：
|
||||
|
||||
1. **著作权人提供专属服务器**（一用户一服务器，不与其他客户共用）
|
||||
2. **部署中控与实例**，配置域名 / HTTPS
|
||||
3. 客户仅获得 **访问地址 + 登录账号**
|
||||
4. **不交付源代码**、不开放 Git、不移交服务器 root（由甲方代持运维）
|
||||
|
||||
合作前建议：先阅读相关执行/行为说明，确认认同纪律设计，再谈部署与费用。
|
||||
|
||||
正式合作须签署《托管服务与软件使用合同》（见合同模板）。
|
||||
|
||||
---
|
||||
|
||||
## 4. 费用构成
|
||||
|
||||
费用分四项，建议在报价单中分列，避免被理解成「只卖服务器」：
|
||||
|
||||
| 费用 | 含义 | 通常周期 |
|
||||
|------|------|----------|
|
||||
| 服务器费用 | 该客户专属云主机、带宽、磁盘等 | 月 / 年 |
|
||||
| 域名费用 | 域名注册或续费（代持或客户自带域名） | 年 |
|
||||
| 部署费用 | 首次装机、证书、上线、基础培训 | 一次性 |
|
||||
| 程序使用费 | 软件托管使用权、基础更新与运维响应 | 月 / 年 |
|
||||
|
||||
续费年一般不再收部署费（大改版或迁移可另议）。
|
||||
|
||||
---
|
||||
|
||||
## 5. 参考报价（非标价，可协商）
|
||||
|
||||
以下为**面向全职交易者、个案托管**的参考区间（人民币）。
|
||||
因以自用为主、名额有限，实际以当时口头/书面报价为准，可高于下列下限。
|
||||
|
||||
### 5.1 分项参考
|
||||
|
||||
| 项目 | 参考区间 | 备注 |
|
||||
|------|----------|------|
|
||||
| 服务器费用 | **200–400 元/月** | 按机型实报或固定档；专属机，不共用 |
|
||||
| 域名费用 | **60–120 元/年** | 实报实销；客户自带域名可减免 |
|
||||
| 部署费用 | **2,000–5,000 元** | 一次性；含上线与基础使用说明 |
|
||||
| 程序使用费 | **1,000–2,500 元/月** 或 **10,000–25,000 元/年** | 年付可相当于少收 1～2 个月 |
|
||||
|
||||
### 5.2 首年打包示意（便于沟通）
|
||||
|
||||
| 档位 | 首年大约量级 | 思路 |
|
||||
|------|--------------|------|
|
||||
| 协作档 | 约 **1.5–2.5 万** | 部署中档 + 服务器 + 使用费中低 |
|
||||
| 标准档 | 约 **2–4 万** | 部署与使用费取中高，含优先响应 |
|
||||
|
||||
**不提供：** 低价引流套餐、兼职小资金特惠、源码买断（若极少数个案谈源码，须另签合同且价格远高于年使用费，默认不做）。
|
||||
|
||||
### 5.3 付款与停服
|
||||
|
||||
- 部署费 + 首周期费用：签约后约定日内支付，到账后排期部署
|
||||
- 续费：到期前支付；逾期可暂停访问，严重逾期可停服并释放专属服务器
|
||||
- 细节以合同条款为准
|
||||
|
||||
---
|
||||
|
||||
## 6. 服务边界（简要）
|
||||
|
||||
**甲方（马建军）合理范围内可提供：**
|
||||
|
||||
- 专属机上的首次部署与基础运维
|
||||
- 程序常规更新、进程异常处理
|
||||
- 约定范围内的使用说明
|
||||
|
||||
**一般不包含（除非另议）：**
|
||||
|
||||
- 代客交易、代管资金、投资建议
|
||||
- 保证盈利或胜率
|
||||
- 7×24 即时响应当成「专职客服」
|
||||
- 按客户要求无限改需求而不另计定制费
|
||||
|
||||
交易盈亏由客户自行承担；系统为辅助与纪律工具。
|
||||
|
||||
---
|
||||
|
||||
## 7. 知识产权
|
||||
|
||||
- 软件与文档著作权归 **马建军** 所有，见 `著作权声明.md`
|
||||
- 托管仅授权约定范围内的使用权，**不转移著作权、不交付源码**
|
||||
- 仓库为私有保存；私有不影响著作权主张
|
||||
|
||||
---
|
||||
|
||||
## 8. 联系
|
||||
|
||||
- 著作权人 / 服务提供方：马建军
|
||||
- 电话：18364911125
|
||||
|
||||
意向合作请说明：交易经验与是否全职、大致账户规模（可不精确）、希望开通的交易所、是否接受系统纪律限制。
|
||||
**谢绝：** 仅询源码价格、要求多人共用一台服务器、明确表示不接受任何交易限制的需求。
|
||||
|
||||
---
|
||||
|
||||
*文档版本：与仓库同步维护；报价为参考，最终以双方确认的报价单与合同为准。*
|
||||
+7
-2
@@ -74,10 +74,15 @@ OKX_OPTIONS_API_PASSPHRASE=...
|
||||
|
||||
## 5. 微信提醒
|
||||
|
||||
当某笔持仓 **未实现盈亏 ≥ 已付权利金的 100%**(翻倍)时,会发 **一条** 企业微信提醒(同一笔只提醒一次).
|
||||
|
||||
需已配置 `WECHAT_WEBHOOK`.
|
||||
|
||||
| 场景 | 标题 | 说明 |
|
||||
|------|------|------|
|
||||
| **开仓** | 【OKX期权·开仓】 | 下单成功并写入本地后必发(幂等) |
|
||||
| **平仓** | 【OKX期权·平仓】 | 手动全平 / 目标位全平 / 到期或交易所平仓同步后必发(幂等) |
|
||||
| 浮盈翻倍 | 【OKX期权·翻倍提醒】 | 未实现盈亏 ≥ 已付权利金约 100%,同一笔只提醒一次 |
|
||||
| 挂单超时撤销 | 【OKX期权·挂单超时撤销】 | 平仓挂单超时被系统撤销 |
|
||||
|
||||
## 6. 与永续 / 对冲计划的关系
|
||||
|
||||
| | 永续(子账户) | 期权(主账户) |
|
||||
|
||||
@@ -0,0 +1,62 @@
|
||||
# 策略对比说明
|
||||
|
||||
中控独立页 **策略对比**（`/compare`）：在同一风险额 `R` 下，对比三种工具的止盈能力与止损/踏空路径。
|
||||
|
||||
## 用途
|
||||
|
||||
回答两件事：
|
||||
|
||||
1. **盈利时谁更厉害**：干净止盈路径下各赚多少 U
|
||||
2. **谁更易亏 / 更易踏空**：合约止损后踏空；期权/对冲最坏亏满权利金，但踏空路径下常仍可持有到目标
|
||||
|
||||
不是精确概率模型。到期「小盈/小亏」与 4 点收盘相关，**未纳入主表与推荐**。
|
||||
|
||||
## 入口
|
||||
|
||||
- 顶栏「策略对比」；设置 → 显示与导航可隐藏（`show_nav_compare`）
|
||||
- API：`POST /api/compare/calc`（页面即时调用，价格均为手填）
|
||||
|
||||
## 输入
|
||||
|
||||
| 区块 | 字段 |
|
||||
|------|------|
|
||||
| 公共 | 标的 ETH/BTC、方向、入场价、风险 R、统一止损、止盈 |
|
||||
| 单期权 | Call/Put、行权价、卖一（每币）、可选目标价 |
|
||||
| 期期 | 主腿/次腿 各自行权与卖一；预算固定 **7:3** |
|
||||
|
||||
卖一口径与对冲计划一致：`单张成本 = 卖一 × ct_mult`（默认 `ct_mult=0.01`）。
|
||||
|
||||
## 仓位
|
||||
|
||||
- **合约**：`张数 = floor(R / (|入场−止损| × 面值))`，默认面值 0.01
|
||||
- **单期权**：`张数 = floor(R / 单张成本)`
|
||||
- **期期**：主预算 `0.7R`、次预算 `0.3R`，各自 `floor(预算/单张成本)`
|
||||
|
||||
## 主情景（A/B/C）
|
||||
|
||||
| 路径 | 合约 | 单期权 / 期期 |
|
||||
|------|------|----------------|
|
||||
| A 干净止盈 | 入场→止盈盈亏 | 目标价内在价值 − 已付权利金（近似） |
|
||||
| B 打止损 | −实际止损额（≈R） | 止损价处内在−权利金；并注最坏 −权利金 |
|
||||
| C 先止损再去止盈 | **本单仍为止损亏损**；旁注踏空未拿到的原止盈空间 | **仍持有**至目标价，结果同 A（抗踏空对照） |
|
||||
|
||||
期权止盈按**内在价值近似**，不是盘口卖出价。
|
||||
|
||||
## 推荐规则（可解释）
|
||||
|
||||
1. 比较三者 A / R
|
||||
2. 若合约止盈明显高于另两者（≥1.15×）→ 倾向合约，并提示踏空
|
||||
3. 否则若存在踏空对照（合约亏、期权类 C 仍为正）→ 倾向单期权或期期（期期与单腿接近时优先期期）
|
||||
4. 平局：抗踏空优先期权类，赔付碾压则合约
|
||||
|
||||
## 手测示例
|
||||
|
||||
`ETH` 做多，入场 3500，止损 3400，止盈 3700，R=10；单 Call 行权 3600 卖一 50；对冲主 Call 3600/50、次 Put 3400/30：
|
||||
|
||||
- 合约约 10 张，止损 −10U，止盈约 +20U，踏空未拿到约 +20U
|
||||
- 单期权约 20 张，权利金 10U，止盈约 +10U，最坏 −10U
|
||||
- 期期主 14 / 次 10 张
|
||||
|
||||
## 不做
|
||||
|
||||
实盘下单、拉交易所卖一（二期可选）、历史回测入库。
|
||||
@@ -0,0 +1,50 @@
|
||||
# 著作权声明
|
||||
|
||||
## 作品信息
|
||||
|
||||
| 项 | 内容 |
|
||||
|----|------|
|
||||
| 作品名称 | crypto_monitor（加密货币交易监控与中控系统） |
|
||||
| 作品形式 | 计算机软件及相关技术文档 |
|
||||
| 著作权人 | 马建军 |
|
||||
| 联系电话 | 18364911125 |
|
||||
| 权利主张起始 | 2026 年（以本仓库首次提交及后续持续开发为准） |
|
||||
|
||||
## 权利声明
|
||||
|
||||
本仓库所含下列内容之著作权归 **马建军** 所有：
|
||||
|
||||
1. 源代码、脚本、配置模板与部署相关文件；
|
||||
2. 界面文案、说明文档、执行手册、策略与设计类文档；
|
||||
3. 由著作权人创作并纳入本仓库的图表、脑图及其他配套材料。
|
||||
|
||||
**Copyright © 2026 马建军. 保留所有权利。**
|
||||
|
||||
未经著作权人书面许可，任何单位或个人不得擅自：
|
||||
|
||||
- 复制、传播、公开披露本仓库全部或部分内容；
|
||||
- 出售、出租、赠与或以任何方式向第三方提供本软件或其衍生版本；
|
||||
- 删除或篡改本声明及表明著作权归属的标识。
|
||||
|
||||
本仓库计划以私有方式保存；私有并不影响著作权人对本作品享有的权利。
|
||||
|
||||
## 证明与版本痕迹
|
||||
|
||||
本作品的创作过程以 Git 提交历史、远程私有仓库记录及快照标签（如 `snapshot/*`）为时间线依据。著作权主张以本声明与上述开发痕迹为准。
|
||||
|
||||
## 免责（与著作权并列说明）
|
||||
|
||||
本软件及相关文档仅供著作权人授权范围内的交易辅助与内部使用。市场有风险，交易决策与盈亏由使用者自行承担；本声明不构成任何投资建议。
|
||||
|
||||
## 对外提供方式
|
||||
|
||||
著作权人对外提供本软件的**默认方式**为：由著作权人为每位客户提供**专属服务器**（一用户一服务器，不与其他客户共用同一台机器）与部署，客户通过访问地址与账号使用，并缴纳服务器费、域名费、部署费及程序使用费；**不交付源代码**。
|
||||
|
||||
对外托管或授权使用时，请签署《托管服务与软件使用合同》（模板见同目录 `软件使用授权合同-模板.md`）。服务定位、适用对象与参考报价见 `服务说明与报价说明.md`。未签署有效合同的，除著作权人本人外，任何人均无权使用、复制或传播本软件。
|
||||
|
||||
## 联系
|
||||
|
||||
- 著作权人：马建军
|
||||
- 电话：18364911125
|
||||
|
||||
本声明随仓库版本一并维护；如有更新，以仓库中最新文本为准。
|
||||
@@ -0,0 +1,192 @@
|
||||
# 托管服务与软件使用合同（模板）
|
||||
|
||||
> 说明：本文为**合同模板**，适用于甲方（马建军）提供**专属服务器**与部署、乙方通过网页/账号使用软件、**不交付源码**的托管模式。
|
||||
> **一用户一服务器**：每位客户单独一台（套）服务器，不与其他客户共用同一台服务器。
|
||||
> 与仓库内《著作权声明》配套：声明主张权利；本合同约定服务范围、费用与使用边界。
|
||||
> 签署前请双方核对条款；金额较大或长期合作，建议再请律师审阅。
|
||||
|
||||
---
|
||||
|
||||
**合同编号：** ________________
|
||||
**签订日期：** ______ 年 ____ 月 ____ 日
|
||||
**签订地点：** ________________
|
||||
|
||||
## 甲方（服务提供方 / 著作权人）
|
||||
|
||||
| 项 | 内容 |
|
||||
|----|------|
|
||||
| 姓名 | 马建军 |
|
||||
| 联系电话 | 18364911125 |
|
||||
| 身份证件号码 | ________________（签署时填写） |
|
||||
| 住址 | ________________（签署时填写，选填） |
|
||||
|
||||
## 乙方（客户 / 使用方）
|
||||
|
||||
| 项 | 内容 |
|
||||
|----|------|
|
||||
| 姓名 / 名称 | ________________ |
|
||||
| 证件类型及号码 | ________________ |
|
||||
| 联系电话 | ________________ |
|
||||
| 住址 / 住所地 | ________________（选填） |
|
||||
|
||||
甲乙双方就甲方在其控制的服务器上部署、运维 `crypto_monitor`（加密货币交易监控与中控系统，以下称「本软件」），并向乙方提供**托管使用服务**，经协商一致，订立本合同。
|
||||
|
||||
---
|
||||
|
||||
## 第一条 服务内容与交付方式
|
||||
|
||||
1.1 **服务模式**：甲方为乙方提供**专属**云服务器（或等价专属托管环境）、域名解析（或子域名）、程序部署与运行维护；乙方通过甲方提供的 **访问地址与账号** 使用本软件，**不交付、不提供** 源代码、私有仓库权限、部署脚本全集或可用于独立重建系统的技术资料。
|
||||
|
||||
1.2 **一用户一服务器**：本合同项下服务器**仅供乙方使用**，不与其他客户共用同一台服务器、同一操作系统实例或同一套生产部署环境。甲方不得将其他客户的程序、数据或账号部署于本合同约定的专属服务器上。
|
||||
|
||||
1.3 **交付物**（勾选实际提供项）：
|
||||
- [ ] 专属服务器标识 / 实例 ID（选填）：________________
|
||||
- [ ] 中控访问地址：________________
|
||||
- [ ] 实例访问地址（交易所）：________________ / ________________ / ________________
|
||||
- [ ] 登录账号：________________（或另行发放）
|
||||
- [ ] 使用说明 / 培训（____ 次，每次 ____ 分钟，选填）
|
||||
|
||||
1.4 **不包含**（除非另签书面补充协议并另付费）：源码转让、源码只读权限、独立私有化部署包、二次开发源代码交付、数据库完整镜像导出用于迁移至第三方系统、服务器 root/控制台账号移交（服务器由甲方代持运维）。
|
||||
|
||||
1.5 本软件著作权及部署架构归甲方所有。专属服务器的云账号/机器所有权或租赁关系由甲方管理，乙方取得的是**该服务器上本软件的有限使用权**，不转让著作权、商标权、服务器所有权及其他知识产权。
|
||||
|
||||
---
|
||||
|
||||
## 第二条 授权范围与使用限制
|
||||
|
||||
2.1 **授权性质**：普通、非独占、不可再许可；仅限本合同约定的**专属服务器**及域名/访问地址范围内使用。
|
||||
|
||||
2.2 **使用主体**：仅限乙方本人及经甲方书面确认的 ______ 名操作人员；账号不得转借、共享给合同外第三方。
|
||||
|
||||
2.3 **使用目的**：仅限乙方自身交易辅助、内部监控与运营；不得将本软件或实质相同的功能作为产品/服务向不特定公众或第三方收费提供。
|
||||
|
||||
2.4 **服务期限**：
|
||||
- 自 ______ 年 ____ 月 ____ 日起，至 ______ 年 ____ 月 ____ 日止；
|
||||
- 期满前 ______ 日双方可协商续签；期满未续费且未书面延期的，甲方有权停服并回收该专属服务器资源。
|
||||
|
||||
2.5 乙方不得实施下列行为：
|
||||
1. 要求或试图获取源码、Git 仓库、服务器 root/云控制台权限（合同另有约定的除外）；
|
||||
2. 复制、传播、截图外传足以重建系统的架构说明、配置全集或程序文件；
|
||||
3. 对系统进行反向工程、抓包重建、或委托他人仿制同类托管产品对外经营；
|
||||
4. 将访问账号、域名、API 密钥用于合同约定外的用途或转售；
|
||||
5. 攻击、扫描本合同专属服务器或甲方其他基础设施。
|
||||
|
||||
---
|
||||
|
||||
## 第三条 费用与支付
|
||||
|
||||
3.1 乙方按下列项目向甲方支付费用（勾选并填写金额；可打包为「标准套餐价」并在备注中列明分项）：
|
||||
|
||||
| 费用项目 | 说明 | 金额（元） | 计费周期 |
|
||||
|----------|------|------------|----------|
|
||||
| 服务器费用 | **乙方专属**云主机、带宽、磁盘等（不与其他客户分摊同一台机器） | ¥ ______ | □月付 □年付 |
|
||||
| 域名费用 | 域名注册/续费（域名归属：□甲方代持 □乙方自有，解析由甲方配置） | ¥ ______ | □年付 |
|
||||
| 部署费用 | 在专属服务器上首次环境搭建、证书、实例与中控上线（一次性） | ¥ ______ | 一次性 |
|
||||
| 程序使用费 | 本软件托管使用权、日常更新与基础运维 | ¥ ______ | □月付 □年付 |
|
||||
|
||||
3.2 **合计**（首年 / 首月应付）：人民币（大写）________________ 元整（¥ ________）。
|
||||
|
||||
3.3 **支付方式与时间**：________________（如：签约后 ____ 日内付部署费+首周期费用；之后每 ____ 提前 ____ 日支付续费）。
|
||||
|
||||
3.4 **续费**：服务期满前，乙方按 3.1 约定支付下一周期费用；逾期超过 ______ 日未付的，甲方有权暂停服务；逾期超过 ______ 日仍未付的，甲方有权解除合同并停服，已付未消费部分按实际服务天数抵扣后退还（部署费是否退还：□不退 □按约定 ________________）。
|
||||
|
||||
3.5 **价格调整**：续签时，因云厂商涨价、域名涨价或功能范围扩大，甲方可提前 ______ 日书面通知调整后续周期价格；乙方不同意调整的，可在当前周期结束后不再续签。
|
||||
|
||||
3.6 [ ] 本次为试用 / 友情托管：期限至 ______，费用减免 ________________，乙方仍须遵守第二条全部限制。
|
||||
|
||||
---
|
||||
|
||||
## 第四条 部署、运维与更新
|
||||
|
||||
4.1 **甲方责任**（合理范围内）：
|
||||
- 按约定完成首次部署并使乙方可以登录使用；
|
||||
- 程序版本更新、安全补丁、PM2/进程异常重启等**基础运维**（具体 SLA：________________，如「工作日 24 小时内响应」）；
|
||||
- 因交易所 API 变更导致的**常规适配**（重大重构另议）。
|
||||
|
||||
4.2 **乙方责任**：
|
||||
- 提供合法有效的交易所 API 等密钥信息，并保证账户使用合规；
|
||||
- 妥善保管登录密码；因乙方泄露导致的损失由乙方承担；
|
||||
- 按约定及时支付各项费用。
|
||||
|
||||
4.3 **数据**：乙方在系统中的交易记录、配置等业务数据归属乙方，并存放于本合同专属服务器；甲方为运维可接触相关数据，但不得用于合同约定外的目的，亦不得将乙方数据混存于其他客户服务器。合同终止后，乙方可申请导出**业务数据**（格式：________________，费用：________________）；**不包含**源码与部署环境镜像。
|
||||
|
||||
4.4 **停服与备份**：甲方在停服前 ______ 日通知乙方（因乙方欠费紧急停服除外）；停服后该专属服务器上的数据保留 ______ 日，逾期可删除并释放服务器资源。
|
||||
|
||||
---
|
||||
|
||||
## 第五条 保密
|
||||
|
||||
5.1 乙方对知悉的本软件存在、界面逻辑、非公开功能、报价及甲方技术方案负有保密义务。
|
||||
|
||||
5.2 甲方对乙方的 API 密钥、账户信息负有保密义务，除运维必需与法律要求外不得向第三方披露。
|
||||
|
||||
5.3 保密期限：合同存续期间及终止后 ______ 年（未填则视为 5 年）。
|
||||
|
||||
---
|
||||
|
||||
## 第六条 免责与风险提示
|
||||
|
||||
6.1 本软件为交易辅助工具，不构成投资建议。市场有风险，乙方交易决策与盈亏自行承担。
|
||||
|
||||
6.2 因行情、交易所接口变更、网络故障、云厂商故障、乙方误操作等导致的交易或间接损失，在法律允许范围内甲方不承担责任；因甲方故意或重大过失造成的服务长时间不可用除外（可约定：连续不可用超过 ____ 小时按比例退还当期程序使用费）。
|
||||
|
||||
6.3 甲方保证其有权提供本托管服务并享有本软件著作权；乙方保证身份信息及资金账户来源合法。
|
||||
|
||||
---
|
||||
|
||||
## 第七条 违约责任
|
||||
|
||||
7.1 乙方欠费、外传账号、试图获取源码或违反第二条的，甲方有权**暂停或立即终止服务**，并要求：
|
||||
1. 停止违约行为；
|
||||
2. 支付欠费及违约金人民币 ________ 元（或按实际损失）；
|
||||
3. 赔偿甲方维权合理费用。
|
||||
|
||||
7.2 甲方无正当理由逾期未完成首次部署超过 ______ 日，或恶意长期停服且无合理解释的，乙方有权解除合同并要求退还已付未消费部分（部署费处理按 3.4 约定）。
|
||||
|
||||
---
|
||||
|
||||
## 第八条 合同解除与终止
|
||||
|
||||
8.1 协商一致可书面解除。
|
||||
|
||||
8.2 一方严重违约，守约方书面通知后 ______ 日内仍未改正的，守约方可解除。
|
||||
|
||||
8.3 终止后：乙方停止使用；甲方关闭访问权限；双方按第四条、第五条履行数据与保密义务。
|
||||
|
||||
---
|
||||
|
||||
## 第九条 争议解决
|
||||
|
||||
因本合同引起的争议，双方协商解决；协商不成的，提交甲方住所地有管辖权的人民法院诉讼解决（或：提交 ________ 仲裁委员会仲裁）。
|
||||
|
||||
---
|
||||
|
||||
## 第十条 其他
|
||||
|
||||
10.1 未尽事宜可签订补充协议。
|
||||
|
||||
10.2 本合同一式贰份，甲乙双方各执壹份，具有同等法律效力。
|
||||
|
||||
10.3 附件（如有）：□《著作权声明》副本 □《服务说明与报价说明》 □ 服务清单 / 报价单 □ 域名与实例列表 □ 其他：________
|
||||
|
||||
---
|
||||
|
||||
## 签署栏
|
||||
|
||||
**甲方（服务提供方 / 著作权人）：**
|
||||
|
||||
签名：________________ 日期：______ 年 ____ 月 ____ 日
|
||||
|
||||
**乙方（客户）：**
|
||||
|
||||
签名 / 盖章：________________ 日期：______ 年 ____ 月 ____ 日
|
||||
|
||||
---
|
||||
|
||||
## 填写提示（签署前可删本段）
|
||||
|
||||
1. **标准商业路径**：专属服务器费 + 域名费 + 部署费（首单）+ 程序使用费（按月/年）— 四项建议在报价单里写清，合同 3.1 表格与报价一致。
|
||||
2. **一用户一服务器**：新客户开新机器；不要把多名客户塞进同一台 VPS。
|
||||
3. **源码**：默认一律不交付；若客户坚持私有化，应另签高价「源码许可/买断」合同，与本托管模板分开。
|
||||
4. **自用**：著作权人本人使用无需签本合同，见《著作权声明》。
|
||||
5. **不要**在仓库添加开源 `LICENSE`（MIT 等），与「保留所有权利 + 托管授权」冲突。
|
||||
@@ -61,6 +61,11 @@
|
||||
document.querySelectorAll(".embed-top-nav [data-embed-tab]").forEach((a) => {
|
||||
a.classList.toggle("active", a.getAttribute("data-embed-tab") === tab);
|
||||
});
|
||||
if (global.InstanceMobileNav && typeof global.InstanceMobileNav.onTabChange === "function") {
|
||||
global.InstanceMobileNav.onTabChange(tab);
|
||||
} else if (global.InstanceMobileNav && typeof global.InstanceMobileNav.syncTabActive === "function") {
|
||||
global.InstanceMobileNav.syncTabActive(tab);
|
||||
}
|
||||
}
|
||||
|
||||
function pageNavAllowed(tab) {
|
||||
@@ -235,9 +240,57 @@
|
||||
const parts = [];
|
||||
if (qs) parts.push(qs);
|
||||
parts.push("embed=1");
|
||||
if (tab === "settings") {
|
||||
try {
|
||||
const st = new URLSearchParams(location.search).get("settings_tab");
|
||||
if (st) parts.push("settings_tab=" + encodeURIComponent(st));
|
||||
} catch (_) {}
|
||||
}
|
||||
return url + "?" + parts.join("&");
|
||||
}
|
||||
|
||||
function setSettingsSubTabInUrl(key) {
|
||||
if (!key) return;
|
||||
try {
|
||||
const q = new URLSearchParams(location.search);
|
||||
q.set("tab", "settings");
|
||||
q.set("settings_tab", key);
|
||||
q.set("embed", "1");
|
||||
history.replaceState(null, "", "/embed?" + q.toString());
|
||||
} catch (_) {}
|
||||
}
|
||||
|
||||
function activateSettingsSubTab(key) {
|
||||
if (!key) return;
|
||||
setSettingsSubTabInUrl(key);
|
||||
const pane = tabPanes.get("settings") || document;
|
||||
const radio = pane.querySelector(
|
||||
'input.env-tab-radio[data-settings-tab="' + key + '"]'
|
||||
);
|
||||
if (radio) radio.checked = true;
|
||||
}
|
||||
|
||||
function formActionPath(form) {
|
||||
try {
|
||||
return new URL(form.action || "", location.href).pathname.replace(/\/$/, "") || "/";
|
||||
} catch (_) {
|
||||
return "";
|
||||
}
|
||||
}
|
||||
|
||||
function maybeKeepSettingsSubTabAfterForm(form) {
|
||||
const path = formActionPath(form);
|
||||
if (path === "/manual_transfer") {
|
||||
setSettingsSubTabInUrl("transfer");
|
||||
return "transfer";
|
||||
}
|
||||
if (path.indexOf("/api/options/transfer") >= 0 || path.indexOf("/api/options/cross-transfer") >= 0) {
|
||||
setSettingsSubTabInUrl("options_transfer");
|
||||
return "options_transfer";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
async function fetchTabHtml(tab) {
|
||||
const r = await fetch(embedPageUrl(tab), {
|
||||
credentials: "same-origin",
|
||||
@@ -400,14 +453,15 @@
|
||||
}
|
||||
}
|
||||
const fd = new FormData(form);
|
||||
const keepSub = maybeKeepSettingsSubTabAfterForm(form);
|
||||
return fetch(form.action, {
|
||||
method: form.method || "POST",
|
||||
body: fd,
|
||||
credentials: "same-origin",
|
||||
redirect: "manual",
|
||||
})
|
||||
.then(() => reloadCurrentTab())
|
||||
.catch(() => reloadCurrentTab());
|
||||
.then(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)))
|
||||
.catch(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)));
|
||||
}
|
||||
|
||||
function patchApplyListWindow() {
|
||||
@@ -466,14 +520,15 @@
|
||||
if (CUSTOM_SUBMIT_FORM_IDS.has(form.id)) return;
|
||||
ev.preventDefault();
|
||||
const fd = new FormData(form);
|
||||
const keepSub = maybeKeepSettingsSubTabAfterForm(form);
|
||||
fetch(form.action, {
|
||||
method: form.method || "POST",
|
||||
body: fd,
|
||||
credentials: "same-origin",
|
||||
redirect: "manual",
|
||||
})
|
||||
.then(() => reloadCurrentTab())
|
||||
.catch(() => reloadCurrentTab());
|
||||
.then(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)))
|
||||
.catch(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)));
|
||||
},
|
||||
true
|
||||
);
|
||||
|
||||
@@ -0,0 +1,177 @@
|
||||
/**
|
||||
* 实例手机壳: ≤720px 底栏 +「更多」,与 embed soft-nav 同步.
|
||||
*/
|
||||
(function (global) {
|
||||
const PRIMARY = { trade: 1, key_monitor: 1, options: 1 };
|
||||
const MQ = "(max-width: 720px)";
|
||||
|
||||
function isEmbedShell() {
|
||||
return document.body && document.body.getAttribute("data-embed-shell") === "1";
|
||||
}
|
||||
|
||||
function isMobileLayout() {
|
||||
return window.matchMedia(MQ).matches;
|
||||
}
|
||||
|
||||
function syncPhoneClass() {
|
||||
if (!document.body) return;
|
||||
document.body.classList.toggle("inst-phone", isMobileLayout());
|
||||
}
|
||||
|
||||
function currentTab() {
|
||||
if (global.InstanceEmbed && typeof global.InstanceEmbed.getTab === "function") {
|
||||
return global.InstanceEmbed.getTab();
|
||||
}
|
||||
try {
|
||||
const t = new URLSearchParams(location.search).get("tab");
|
||||
if (t) return t;
|
||||
} catch (_) {}
|
||||
return (document.body && document.body.getAttribute("data-page")) || "trade";
|
||||
}
|
||||
|
||||
function closeMore() {
|
||||
document.body.classList.remove("inst-mobile-more-open");
|
||||
const more = document.getElementById("inst-mobile-more");
|
||||
const btn = document.getElementById("inst-m-tab-more");
|
||||
if (more) more.setAttribute("aria-hidden", "true");
|
||||
if (btn) btn.setAttribute("aria-expanded", "false");
|
||||
syncTabActive(currentTab());
|
||||
}
|
||||
|
||||
function openMore() {
|
||||
if (!isMobileLayout()) return;
|
||||
document.body.classList.add("inst-mobile-more-open");
|
||||
const more = document.getElementById("inst-mobile-more");
|
||||
const btn = document.getElementById("inst-m-tab-more");
|
||||
if (more) more.setAttribute("aria-hidden", "false");
|
||||
if (btn) btn.setAttribute("aria-expanded", "true");
|
||||
syncTabActive(currentTab());
|
||||
}
|
||||
|
||||
function toggleMore() {
|
||||
if (document.body.classList.contains("inst-mobile-more-open")) closeMore();
|
||||
else openMore();
|
||||
}
|
||||
|
||||
function syncTabActive(tab) {
|
||||
const page = tab || currentTab();
|
||||
const primary = !!PRIMARY[page];
|
||||
const moreOpen = document.body.classList.contains("inst-mobile-more-open");
|
||||
document.querySelectorAll("#inst-mobile-tabbar .inst-m-tab").forEach((el) => {
|
||||
const t = el.getAttribute("data-embed-tab") || "";
|
||||
let on = false;
|
||||
if (t === "more") on = moreOpen || !primary;
|
||||
else on = !moreOpen && t === page;
|
||||
el.classList.toggle("active", on);
|
||||
});
|
||||
document.querySelectorAll("#inst-mobile-more .inst-mobile-more-nav [data-embed-tab]").forEach((a) => {
|
||||
a.classList.toggle("active", a.getAttribute("data-embed-tab") === page);
|
||||
});
|
||||
}
|
||||
|
||||
/** embed 切页时关闭「更多」并同步高亮 */
|
||||
function onTabChange(tab) {
|
||||
document.body.classList.remove("inst-mobile-more-open");
|
||||
const more = document.getElementById("inst-mobile-more");
|
||||
const btn = document.getElementById("inst-m-tab-more");
|
||||
if (more) more.setAttribute("aria-hidden", "true");
|
||||
if (btn) btn.setAttribute("aria-expanded", "false");
|
||||
syncTabActive(tab);
|
||||
}
|
||||
|
||||
function goTab(tab) {
|
||||
if (!tab || tab === "more") return;
|
||||
closeMore();
|
||||
if (global.InstanceEmbed && typeof global.InstanceEmbed.loadTab === "function") {
|
||||
if (tab === currentTab()) {
|
||||
syncTabActive(tab);
|
||||
return;
|
||||
}
|
||||
void global.InstanceEmbed.loadTab(tab);
|
||||
return;
|
||||
}
|
||||
const pathMap = {
|
||||
dashboard: "/dashboard",
|
||||
key_monitor: "/key_monitor",
|
||||
trade: "/trade",
|
||||
strategy: "/strategy",
|
||||
strategy_records: "/strategy/records",
|
||||
options: "/options",
|
||||
options_review: "/options/review",
|
||||
hedge_plan: "/hedge-plan",
|
||||
records: "/records",
|
||||
stats: "/stats",
|
||||
risk_policy: "/risk_policy",
|
||||
system_guide: "/system_guide",
|
||||
env_config: "/env_config",
|
||||
settings: "/settings",
|
||||
};
|
||||
location.href = pathMap[tab] || "/trade";
|
||||
}
|
||||
|
||||
function bindChrome() {
|
||||
const moreBtn = document.getElementById("inst-m-tab-more");
|
||||
const backdrop = document.getElementById("inst-mobile-more-backdrop");
|
||||
const closeBtn = document.getElementById("inst-mobile-more-close");
|
||||
if (moreBtn) {
|
||||
moreBtn.addEventListener("click", (ev) => {
|
||||
ev.preventDefault();
|
||||
toggleMore();
|
||||
});
|
||||
}
|
||||
if (backdrop) backdrop.addEventListener("click", closeMore);
|
||||
if (closeBtn) closeBtn.addEventListener("click", closeMore);
|
||||
document.addEventListener("keydown", (ev) => {
|
||||
if (ev.key === "Escape" && document.body.classList.contains("inst-mobile-more-open")) {
|
||||
closeMore();
|
||||
}
|
||||
});
|
||||
|
||||
document.querySelectorAll("#inst-mobile-tabbar .inst-m-tab[data-embed-tab]").forEach((el) => {
|
||||
if (el.getAttribute("data-embed-tab") === "more") return;
|
||||
el.addEventListener("click", (ev) => {
|
||||
if (ev.ctrlKey || ev.metaKey || ev.shiftKey || ev.altKey) return;
|
||||
ev.preventDefault();
|
||||
goTab(el.getAttribute("data-embed-tab"));
|
||||
});
|
||||
});
|
||||
document.querySelectorAll("#inst-mobile-more .inst-mobile-more-nav [data-embed-tab]").forEach((a) => {
|
||||
a.addEventListener("click", (ev) => {
|
||||
if (ev.ctrlKey || ev.metaKey || ev.shiftKey || ev.altKey) return;
|
||||
ev.preventDefault();
|
||||
goTab(a.getAttribute("data-embed-tab"));
|
||||
});
|
||||
});
|
||||
}
|
||||
|
||||
function boot() {
|
||||
if (!isEmbedShell()) return;
|
||||
if (!document.getElementById("inst-mobile-tabbar")) return;
|
||||
syncPhoneClass();
|
||||
bindChrome();
|
||||
syncTabActive(currentTab());
|
||||
let resizeTimer = null;
|
||||
window.addEventListener("resize", () => {
|
||||
clearTimeout(resizeTimer);
|
||||
resizeTimer = setTimeout(() => {
|
||||
const was = document.body.classList.contains("inst-phone");
|
||||
syncPhoneClass();
|
||||
if (!isMobileLayout()) closeMore();
|
||||
else if (!was) syncTabActive(currentTab());
|
||||
}, 120);
|
||||
});
|
||||
}
|
||||
|
||||
global.InstanceMobileNav = {
|
||||
syncTabActive,
|
||||
onTabChange,
|
||||
closeMore,
|
||||
isMobileLayout,
|
||||
};
|
||||
|
||||
if (document.readyState === "loading") {
|
||||
document.addEventListener("DOMContentLoaded", boot);
|
||||
} else {
|
||||
boot();
|
||||
}
|
||||
})(typeof window !== "undefined" ? window : globalThis);
|
||||
@@ -31,6 +31,8 @@
|
||||
function applyDisplayToNav(display) {
|
||||
const map = {
|
||||
dashboard: "show_nav_dashboard",
|
||||
key_monitor: "show_nav_key_monitor",
|
||||
trade: "show_nav_trade",
|
||||
strategy: "show_nav_strategy",
|
||||
strategy_records: "show_nav_strategy_records",
|
||||
records: "show_nav_records",
|
||||
@@ -44,14 +46,19 @@
|
||||
system_guide: "show_nav_system_guide",
|
||||
env_config: "show_nav_env_config",
|
||||
};
|
||||
document.querySelectorAll(".embed-top-nav [data-embed-tab], .top-nav a[href^='/']").forEach((a) => {
|
||||
const tab = a.getAttribute("data-embed-tab") || (a.getAttribute("href") || "").replace(/^\//, "").split("?")[0];
|
||||
const key = map[tab];
|
||||
if (!key) return;
|
||||
const show = navPrefShow(display, key);
|
||||
a.classList.toggle("nav-hidden", !show);
|
||||
a.style.display = show ? "" : "none";
|
||||
});
|
||||
document
|
||||
.querySelectorAll(
|
||||
".embed-top-nav [data-embed-tab], .top-nav a[href^='/'], #inst-mobile-tabbar [data-embed-tab], #inst-mobile-more [data-embed-tab]"
|
||||
)
|
||||
.forEach((a) => {
|
||||
const tab = a.getAttribute("data-embed-tab") || (a.getAttribute("href") || "").replace(/^\//, "").split("?")[0];
|
||||
if (tab === "more") return;
|
||||
const key = map[tab];
|
||||
if (!key) return;
|
||||
const show = navPrefShow(display, key);
|
||||
a.classList.toggle("nav-hidden", !show);
|
||||
a.style.display = show ? "" : "none";
|
||||
});
|
||||
global.__INSTANCE_DISPLAY__ = display;
|
||||
}
|
||||
|
||||
@@ -59,6 +66,8 @@
|
||||
const d = DISPLAY();
|
||||
const map = {
|
||||
dashboard: "show_nav_dashboard",
|
||||
key_monitor: "show_nav_key_monitor",
|
||||
trade: "show_nav_trade",
|
||||
strategy: "show_nav_strategy",
|
||||
strategy_records: "show_nav_strategy_records",
|
||||
records: "show_nav_records",
|
||||
|
||||
@@ -5526,3 +5526,441 @@ html[data-theme="light"] .options-review-wrap .or-reviewed-table tbody tr:hover
|
||||
color: #ff8b8b;
|
||||
}
|
||||
|
||||
/* —— 实例手机壳:底栏四件套(仅 ≤720px + body.inst-phone) —— */
|
||||
.inst-mobile-tabbar,
|
||||
.inst-mobile-more,
|
||||
.instance-phone-only {
|
||||
display: none;
|
||||
}
|
||||
|
||||
@media (max-width: 720px) {
|
||||
:root {
|
||||
--inst-m-tabbar-h: 56px;
|
||||
--inst-m-page-pad: calc(var(--inst-m-tabbar-h) + max(16px, env(safe-area-inset-bottom)) + 12px);
|
||||
}
|
||||
|
||||
/* 仅手机壳:不碰 >720 桌面/平板。overflow 放 container,避免裁切 fixed 下单弹窗 */
|
||||
body.inst-phone {
|
||||
padding-bottom: var(--inst-m-page-pad) !important;
|
||||
box-sizing: border-box;
|
||||
}
|
||||
|
||||
body.inst-phone .embed-top-nav.top-nav {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
body.inst-phone .header {
|
||||
margin-bottom: 4px;
|
||||
}
|
||||
|
||||
body.inst-phone .header h1 {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
body.inst-phone .container {
|
||||
padding-bottom: 8px !important;
|
||||
max-width: 100% !important;
|
||||
min-width: 0 !important;
|
||||
overflow-x: hidden !important;
|
||||
}
|
||||
|
||||
body.inst-phone #embed-page-root,
|
||||
body.inst-phone .embed-tab-pane,
|
||||
body.inst-phone .embed-tab-pane.is-active-pane {
|
||||
max-width: 100%;
|
||||
min-width: 0;
|
||||
overflow-x: hidden;
|
||||
}
|
||||
|
||||
body.inst-phone .card {
|
||||
max-width: 100%;
|
||||
min-width: 0;
|
||||
box-sizing: border-box;
|
||||
}
|
||||
|
||||
body.inst-phone .instance-header-toolbar {
|
||||
flex-direction: row;
|
||||
align-items: center;
|
||||
justify-content: space-between;
|
||||
gap: 8px;
|
||||
}
|
||||
|
||||
body.inst-phone .instance-header-toolbar-end {
|
||||
width: auto;
|
||||
margin-left: auto;
|
||||
}
|
||||
|
||||
body.inst-phone .instance-phone-only {
|
||||
display: flex;
|
||||
}
|
||||
|
||||
body.inst-phone .instance-header-phone-strip {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(2, minmax(0, 1fr));
|
||||
gap: 6px;
|
||||
margin-top: 8px;
|
||||
padding-top: 8px;
|
||||
border-top: 1px solid rgba(255, 255, 255, 0.06);
|
||||
width: 100%;
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .instance-header-phone-strip {
|
||||
border-top-color: rgba(0, 0, 0, 0.08);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-phone-chip {
|
||||
display: flex;
|
||||
align-items: baseline;
|
||||
justify-content: space-between;
|
||||
gap: 6px;
|
||||
min-height: 32px;
|
||||
min-width: 0;
|
||||
padding: 6px 8px;
|
||||
border-radius: 8px;
|
||||
background: rgba(255, 255, 255, 0.04);
|
||||
border: 1px solid rgba(255, 255, 255, 0.06);
|
||||
font-size: 12px;
|
||||
color: var(--inst-text);
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-phone-chip {
|
||||
background: rgba(0, 0, 0, 0.03);
|
||||
border-color: rgba(0, 0, 0, 0.08);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-phone-chip em {
|
||||
font-style: normal;
|
||||
color: var(--inst-muted);
|
||||
font-size: 11px;
|
||||
flex: 0 0 auto;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-phone-chip b {
|
||||
font-weight: 600;
|
||||
min-width: 0;
|
||||
overflow: hidden;
|
||||
text-overflow: ellipsis;
|
||||
white-space: nowrap;
|
||||
text-align: right;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-phone-chip--pnl b {
|
||||
color: var(--inst-nav-idle);
|
||||
}
|
||||
|
||||
/* 实盘/关键位等表单:窄屏拉满,避免挤成一行裁切 */
|
||||
body.inst-phone #add-order-form.form-row,
|
||||
body.inst-phone form.form-row {
|
||||
align-items: stretch;
|
||||
}
|
||||
|
||||
body.inst-phone #add-order-form.form-row > input:not([type="checkbox"]):not([type="radio"]),
|
||||
body.inst-phone #add-order-form.form-row > select,
|
||||
body.inst-phone #add-order-form #sltp-mode,
|
||||
body.inst-phone form.form-row > input:not([type="checkbox"]):not([type="radio"]),
|
||||
body.inst-phone form.form-row > select {
|
||||
flex: 1 1 100% !important;
|
||||
width: 100% !important;
|
||||
max-width: 100% !important;
|
||||
min-width: 0 !important;
|
||||
box-sizing: border-box;
|
||||
}
|
||||
|
||||
body.inst-phone #add-order-form .order-entry-model-row,
|
||||
body.inst-phone #add-order-form .order-time-close-wrap,
|
||||
body.inst-phone #add-order-form > label,
|
||||
body.inst-phone #add-order-form > button {
|
||||
flex: 1 1 100%;
|
||||
max-width: 100%;
|
||||
}
|
||||
|
||||
body.inst-phone #add-order-form .order-entry-model-row select {
|
||||
flex: 1 1 auto;
|
||||
min-width: 0;
|
||||
max-width: 100%;
|
||||
}
|
||||
|
||||
body.inst-phone .order-plan-preview {
|
||||
flex-direction: column;
|
||||
align-items: flex-start;
|
||||
gap: 6px;
|
||||
}
|
||||
|
||||
/* 期权:防止宽表撑破页面;表内横向滑看「操作」 */
|
||||
body.inst-phone .options-page-wrap,
|
||||
body.inst-phone .options-dual-grid,
|
||||
body.inst-phone .options-order-card,
|
||||
body.inst-phone .options-pos-card-wrap {
|
||||
max-width: 100%;
|
||||
min-width: 0;
|
||||
}
|
||||
|
||||
body.inst-phone .options-dual-grid {
|
||||
grid-template-columns: minmax(0, 1fr) !important;
|
||||
}
|
||||
|
||||
body.inst-phone .options-chain-toolbar.form-row {
|
||||
flex-wrap: wrap;
|
||||
gap: 6px;
|
||||
}
|
||||
|
||||
body.inst-phone .options-chain-toolbar .btn-secondary,
|
||||
body.inst-phone .options-chain-toolbar select,
|
||||
body.inst-phone .options-chain-toolbar .opt-chain-view-group,
|
||||
body.inst-phone .options-chain-toolbar .opt-type-btn-group {
|
||||
flex: 0 1 auto;
|
||||
max-width: 100%;
|
||||
}
|
||||
|
||||
body.inst-phone .options-strike-table-wrap,
|
||||
body.inst-phone .options-strike-table-wrap--t,
|
||||
body.inst-phone .options-history-table-wrap,
|
||||
body.inst-phone .table-wrap {
|
||||
display: block;
|
||||
width: 100%;
|
||||
max-width: 100%;
|
||||
overflow-x: auto !important;
|
||||
overflow-y: auto;
|
||||
-webkit-overflow-scrolling: touch;
|
||||
overscroll-behavior-x: contain;
|
||||
touch-action: pan-x pan-y;
|
||||
}
|
||||
|
||||
body.inst-phone .options-strike-table {
|
||||
width: max-content;
|
||||
min-width: 100%;
|
||||
}
|
||||
|
||||
body.inst-phone .options-strike-table th,
|
||||
body.inst-phone .options-strike-table td {
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
/* 列表视图:隐藏合约 / 买一 / 到期平衡 / 距平衡(保留行权价·类型·卖一·操作) */
|
||||
body.inst-phone #opt-strike-head-list th:nth-child(3),
|
||||
body.inst-phone #opt-strike-head-list th:nth-child(5),
|
||||
body.inst-phone #opt-strike-head-list th:nth-child(6),
|
||||
body.inst-phone #opt-strike-head-list th:nth-child(7),
|
||||
body.inst-phone .opt-strike-row:not(.opt-strike-row-t) > td:nth-child(3),
|
||||
body.inst-phone .opt-strike-row:not(.opt-strike-row-t) > td:nth-child(5),
|
||||
body.inst-phone .opt-strike-row:not(.opt-strike-row-t) > td:nth-child(6),
|
||||
body.inst-phone .opt-strike-row:not(.opt-strike-row-t) > td:nth-child(7) {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
/* 选择后下单弹窗:盖过底栏,可滚动完整显示 */
|
||||
body.inst-phone .opt-order-backdrop {
|
||||
z-index: 2400;
|
||||
align-items: flex-end;
|
||||
justify-content: center;
|
||||
padding: 0;
|
||||
padding-bottom: env(safe-area-inset-bottom);
|
||||
background: rgba(0, 0, 0, 0.72);
|
||||
}
|
||||
|
||||
body.inst-phone .opt-order-backdrop:not([hidden]) {
|
||||
display: flex !important;
|
||||
}
|
||||
|
||||
body.inst-phone .opt-order-dialog {
|
||||
width: 100%;
|
||||
max-width: 100%;
|
||||
max-height: min(88vh, 720px);
|
||||
margin: 0;
|
||||
border-radius: 16px 16px 0 0;
|
||||
padding: 14px 14px calc(14px + env(safe-area-inset-bottom));
|
||||
overflow: auto;
|
||||
-webkit-overflow-scrolling: touch;
|
||||
}
|
||||
|
||||
body.inst-phone .opt-order-dialog .options-order-grid {
|
||||
grid-template-columns: repeat(2, minmax(0, 1fr));
|
||||
gap: 8px;
|
||||
}
|
||||
|
||||
body.inst-phone .options-estimate-row .opt-est-main {
|
||||
flex-wrap: wrap;
|
||||
}
|
||||
|
||||
body.inst-phone .opt-size-mode-bar {
|
||||
flex-wrap: wrap;
|
||||
width: 100%;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-tabbar {
|
||||
display: flex;
|
||||
position: fixed;
|
||||
left: 0;
|
||||
right: 0;
|
||||
bottom: 0;
|
||||
z-index: 80;
|
||||
height: calc(var(--inst-m-tabbar-h) + env(safe-area-inset-bottom));
|
||||
padding: 0 max(8px, env(safe-area-inset-right)) env(safe-area-inset-bottom)
|
||||
max(8px, env(safe-area-inset-left));
|
||||
align-items: stretch;
|
||||
justify-content: space-around;
|
||||
gap: 2px;
|
||||
background: color-mix(in srgb, #12161f 92%, transparent);
|
||||
border-top: 1px solid rgba(255, 255, 255, 0.08);
|
||||
backdrop-filter: blur(14px);
|
||||
-webkit-backdrop-filter: blur(14px);
|
||||
box-sizing: border-box;
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-mobile-tabbar {
|
||||
background: color-mix(in srgb, #f4f7fb 94%, transparent);
|
||||
border-top-color: rgba(0, 0, 0, 0.1);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-tabbar .inst-m-tab.nav-hidden {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-m-tab {
|
||||
flex: 1 1 0;
|
||||
min-width: 0;
|
||||
display: inline-flex;
|
||||
align-items: center;
|
||||
justify-content: center;
|
||||
margin: 6px 2px;
|
||||
padding: 0 4px;
|
||||
border: none;
|
||||
border-radius: 10px;
|
||||
background: transparent;
|
||||
color: var(--inst-muted);
|
||||
font: inherit;
|
||||
font-size: 12px;
|
||||
font-weight: 600;
|
||||
letter-spacing: 0.04em;
|
||||
text-decoration: none;
|
||||
cursor: pointer;
|
||||
-webkit-tap-highlight-color: transparent;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-m-tab:hover,
|
||||
body.inst-phone .inst-m-tab:focus-visible {
|
||||
color: var(--inst-text);
|
||||
background: rgba(255, 255, 255, 0.04);
|
||||
outline: none;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-m-tab.active {
|
||||
color: var(--inst-nav-idle);
|
||||
background: rgba(143, 200, 255, 0.12);
|
||||
box-shadow: inset 0 0 0 1px color-mix(in srgb, var(--inst-nav-idle) 35%, transparent);
|
||||
}
|
||||
|
||||
body.inst-phone.inst-mobile-more-open .inst-mobile-more {
|
||||
display: block;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more {
|
||||
position: fixed;
|
||||
inset: 0;
|
||||
z-index: 90;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-backdrop {
|
||||
position: absolute;
|
||||
inset: 0;
|
||||
background: rgba(0, 0, 0, 0.45);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-sheet {
|
||||
position: absolute;
|
||||
left: 0;
|
||||
right: 0;
|
||||
bottom: 0;
|
||||
max-height: min(78vh, 560px);
|
||||
overflow: auto;
|
||||
padding: 10px 16px calc(16px + env(safe-area-inset-bottom));
|
||||
border-radius: 16px 16px 0 0;
|
||||
background: #12161f;
|
||||
border: 1px solid rgba(255, 255, 255, 0.1);
|
||||
border-bottom: none;
|
||||
box-shadow: 0 -12px 40px rgba(0, 0, 0, 0.35);
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-mobile-more-sheet {
|
||||
background: #f4f7fb;
|
||||
border-color: rgba(0, 0, 0, 0.1);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-handle {
|
||||
width: 36px;
|
||||
height: 4px;
|
||||
margin: 2px auto 12px;
|
||||
border-radius: 999px;
|
||||
background: rgba(255, 255, 255, 0.2);
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-mobile-more-handle {
|
||||
background: rgba(0, 0, 0, 0.15);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-title {
|
||||
margin: 0 0 4px;
|
||||
font-size: 1rem;
|
||||
color: var(--inst-text);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-hint {
|
||||
margin: 0 0 14px;
|
||||
font-size: 11px;
|
||||
color: var(--inst-muted);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-nav {
|
||||
display: grid;
|
||||
grid-template-columns: 1fr 1fr;
|
||||
gap: 8px;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-nav a {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: center;
|
||||
min-height: 44px;
|
||||
padding: 10px 8px;
|
||||
border-radius: 10px;
|
||||
border: 1px solid rgba(255, 255, 255, 0.1);
|
||||
background: rgba(255, 255, 255, 0.03);
|
||||
color: var(--inst-text);
|
||||
text-decoration: none;
|
||||
font-size: 13px;
|
||||
font-weight: 500;
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-mobile-more-nav a {
|
||||
border-color: rgba(0, 0, 0, 0.1);
|
||||
background: rgba(0, 0, 0, 0.03);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-nav a.nav-hidden {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-nav a.active {
|
||||
border-color: color-mix(in srgb, var(--inst-nav-idle) 45%, transparent);
|
||||
background: rgba(143, 200, 255, 0.12);
|
||||
color: var(--inst-nav-idle);
|
||||
}
|
||||
|
||||
body.inst-phone .inst-mobile-more-close {
|
||||
width: 100%;
|
||||
margin-top: 14px;
|
||||
min-height: 44px;
|
||||
border-radius: 10px;
|
||||
border: 1px solid rgba(255, 255, 255, 0.12);
|
||||
background: transparent;
|
||||
color: var(--inst-text);
|
||||
font: inherit;
|
||||
font-size: 14px;
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
html[data-theme="light"] body.inst-phone .inst-mobile-more-close {
|
||||
border-color: rgba(0, 0, 0, 0.12);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -280,8 +280,15 @@
|
||||
const mode = currentSizeMode();
|
||||
const sheetsEl = document.getElementById("opt-sheets-amount");
|
||||
const ethEl = document.getElementById("opt-eth-amount");
|
||||
const hint = document.getElementById("opt-budget-full-hint");
|
||||
const capEl = document.getElementById("opt-budget-full-cap");
|
||||
if (sheetsEl) sheetsEl.style.display = mode === "sheets" ? "" : "none";
|
||||
if (ethEl) ethEl.style.display = mode === "eth_amount" ? "" : "none";
|
||||
if (hint) hint.style.display = mode === "budget_full" ? "" : "none";
|
||||
if (capEl && root && root.dataset.tradeBudget) {
|
||||
const n = Number(root.dataset.tradeBudget);
|
||||
if (Number.isFinite(n) && n > 0) capEl.textContent = n.toFixed(2);
|
||||
}
|
||||
document.querySelectorAll(".opt-size-mode-chip").forEach(function (chip) {
|
||||
const radio = chip.querySelector('input[name="opt-size-mode"]');
|
||||
chip.classList.toggle("is-selected", !!(radio && radio.checked));
|
||||
|
||||
@@ -147,9 +147,10 @@
|
||||
opts = opts || {};
|
||||
const hub = !!opts.hub;
|
||||
const readOnly = !!opts.readOnly;
|
||||
const net = netPnlFromPos(p);
|
||||
const roi = netRoiFromPos(p, net);
|
||||
const uplCls = pnlCls(net, hub);
|
||||
const hidePnl = !!opts.hidePnl;
|
||||
const net = hidePnl ? null : netPnlFromPos(p);
|
||||
const roi = hidePnl ? null : netRoiFromPos(p, net);
|
||||
const uplCls = hidePnl ? "" : pnlCls(net, hub);
|
||||
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
|
||||
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
|
||||
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
|
||||
@@ -166,6 +167,12 @@
|
||||
'<button type="button" class="btn-primary opt-close-btn" data-inst="' + (p.inst_id || "") + '" data-sheets="' + closeSheets + '">买一平仓</button>' +
|
||||
"</div>";
|
||||
}
|
||||
const pnlCells = hidePnl
|
||||
? ""
|
||||
: '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
|
||||
(closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
|
||||
'<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
|
||||
(closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>";
|
||||
return (
|
||||
'<div class="pos-card-head">' +
|
||||
'<div class="pos-card-symbol"><strong>' + (p.inst_id || "") + "</strong>" +
|
||||
@@ -189,15 +196,12 @@
|
||||
'<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
|
||||
'<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
|
||||
'<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
|
||||
'<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
|
||||
(closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
|
||||
'<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
|
||||
(closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
|
||||
pnlCells +
|
||||
'<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
|
||||
'<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' +
|
||||
(closePreview.bid_invalid
|
||||
? '<span class="muted">暂无有效买盘</span>'
|
||||
: fmtClosePreview(closePreview, p.premium_paid, hub)) + "</span></div>" +
|
||||
: fmtClosePreview(closePreview, hidePnl ? null : p.premium_paid, hub)) + "</span></div>" +
|
||||
"</div>" +
|
||||
(function () {
|
||||
const hint = closeGateHint(closePreview);
|
||||
@@ -217,19 +221,22 @@
|
||||
const intrinsic = o === "C" ? Math.max(0, tgt - strike) : o === "P" ? Math.max(0, strike - tgt) : null;
|
||||
if (intrinsic != null) {
|
||||
value = Math.round(intrinsic * eth * 100) / 100;
|
||||
if (Number.isFinite(prem)) profit = Math.round((value - prem) * 100) / 100;
|
||||
if (!hidePnl && Number.isFinite(prem)) profit = Math.round((value - prem) * 100) / 100;
|
||||
}
|
||||
}
|
||||
const profitTxt = profit == null ? "—" : ((profit > 0 ? "+" : "") + fmtUsdc(profit) + " USDC");
|
||||
const profitCls = profit > 0 ? " pnl-pos" : profit < 0 ? " pnl-neg" : "";
|
||||
const hedgeTarget = p.hedge_plan_target || null;
|
||||
const managed = hedgeTarget && hedgeTarget.managed_by === "hedge_plan";
|
||||
const profitSpan = hidePnl
|
||||
? ""
|
||||
: '<span class="pos-value' + profitCls + '">预估盈利 ' + profitTxt + "</span>";
|
||||
return (
|
||||
'<div class="opt-target-row opt-target-row--ro' + (managed ? " opt-target-row--managed" : "") + '">' +
|
||||
'<span class="opt-target-row-label">' + (managed ? "对冲计划 #" + hedgeTarget.plan_id : "委托") + "</span>" +
|
||||
'<span class="pos-value">目标 ' + fmt(p.target_index, 1) + "</span>" +
|
||||
'<span class="pos-value">价值 ' + (value == null ? "—" : fmtUsdc(value) + " USDC") + "</span>" +
|
||||
'<span class="pos-value' + profitCls + '">预估盈利 ' + profitTxt + "</span>" +
|
||||
profitSpan +
|
||||
'<span class="muted opt-target-row-hint">' +
|
||||
(managed ? "进行中 · 由对冲计划监控，到位后仅平盈利腿" : "监控中 · 到位按买一限价平") +
|
||||
"</span></div>"
|
||||
|
||||
Vendored
+19
@@ -58,6 +58,7 @@ HOT_RELOAD_EXACT = frozenset({
|
||||
"RISK_COOLING_HOURS_MANUAL",
|
||||
"RISK_COOLING_HOURS_MANUAL_JOURNAL",
|
||||
"RISK_MANUAL_CLOSE_DAILY_LIMIT",
|
||||
"RISK_DAILY_LOSS_LIMIT",
|
||||
"RISK_MOOD_ISSUES_DAILY_FREEZE",
|
||||
"KEY_AUTO_ORDER_ENABLED",
|
||||
"TRADE_DIRECTION_RESTRICT_ENABLED",
|
||||
@@ -69,7 +70,10 @@ HOT_RELOAD_EXACT = frozenset({
|
||||
"MONITOR_POLL_SECONDS",
|
||||
"AUTO_TRANSFER_ENABLED",
|
||||
"AUTO_TRANSFER_AMOUNT",
|
||||
"AUTO_TRANSFER_FROM",
|
||||
"AUTO_TRANSFER_TO",
|
||||
"AUTO_TRANSFER_BJ_HOUR",
|
||||
"TRANSFER_CCY",
|
||||
"FORCE_CLOSE_ENABLED",
|
||||
"FORCE_CLOSE_BJ_HOUR",
|
||||
"BTC_LEVERAGE",
|
||||
@@ -125,6 +129,17 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
|
||||
("long_only", "仅做多"),
|
||||
("short_only", "仅做空"),
|
||||
),
|
||||
"AUTO_TRANSFER_FROM": (
|
||||
("funding", "funding 资金账户"),
|
||||
("swap", "swap 交易账户"),
|
||||
("spot", "spot 现货"),
|
||||
),
|
||||
"AUTO_TRANSFER_TO": (
|
||||
("swap", "swap 交易账户"),
|
||||
("funding", "funding 资金账户"),
|
||||
("spot", "spot 现货"),
|
||||
),
|
||||
"TRANSFER_CCY": (("USDT", "USDT"),),
|
||||
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": (
|
||||
("budget", "预算金额"),
|
||||
("sheets", "张数"),
|
||||
@@ -135,6 +150,7 @@ _SELECT_ALIASES: dict[str, dict[str, str]] = {
|
||||
"OKX_TD_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
|
||||
"BINANCE_MARGIN_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
|
||||
"GATE_TD_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
|
||||
"TRANSFER_CCY": {"usdt": "USDT"},
|
||||
}
|
||||
|
||||
|
||||
@@ -158,10 +174,13 @@ def normalize_select_value(key: str, value: Optional[str]) -> str:
|
||||
if low in aliases:
|
||||
return aliases[low]
|
||||
allowed = {v for v, _ in (SELECT_OPTIONS.get(key) or ())}
|
||||
allowed_by_lower = {v.lower(): v for v in allowed}
|
||||
if low in allowed:
|
||||
return low
|
||||
if raw in allowed:
|
||||
return raw
|
||||
if low in allowed_by_lower:
|
||||
return allowed_by_lower[low]
|
||||
return raw
|
||||
|
||||
|
||||
|
||||
Vendored
+11
-4
@@ -94,6 +94,7 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
|
||||
("RISK_COOLING_HOURS_MANUAL", "手动平仓冷静(小时)", ""),
|
||||
("RISK_COOLING_HOURS_MANUAL_JOURNAL", "复盘情绪冷静(小时)", ""),
|
||||
("RISK_MANUAL_CLOSE_DAILY_LIMIT", "日手动平仓次数上限", ""),
|
||||
("RISK_DAILY_LOSS_LIMIT", "日亏损次数上限", "默认2;达限当日冻结开仓;0=不因亏损次数冻结"),
|
||||
("RISK_MOOD_ISSUES_DAILY_FREEZE", "情绪标签日冻结", ""),
|
||||
],
|
||||
},
|
||||
@@ -102,10 +103,10 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
|
||||
"fields": [
|
||||
("AUTO_TRANSFER_ENABLED", "启用自动划转", ""),
|
||||
("AUTO_TRANSFER_AMOUNT", "目标余额(U)", "交易账户目标 USDT"),
|
||||
("AUTO_TRANSFER_FROM", "划出账户", "funding 或 swap"),
|
||||
("AUTO_TRANSFER_TO", "划入账户", "swap 或 funding"),
|
||||
("AUTO_TRANSFER_FROM", "划出账户", "余额不足时从此账户划入交易账户"),
|
||||
("AUTO_TRANSFER_TO", "划入账户", "目标余额所在账户,一般为 swap"),
|
||||
("AUTO_TRANSFER_BJ_HOUR", "执行整点(北京时间)", ""),
|
||||
("TRANSFER_CCY", "划转币种", "默认 USDT"),
|
||||
("TRANSFER_CCY", "划转币种", ""),
|
||||
],
|
||||
},
|
||||
{
|
||||
@@ -197,7 +198,11 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
|
||||
"RISK_COOLING_HOURS_MANUAL": "4",
|
||||
"RISK_COOLING_HOURS_MANUAL_JOURNAL": "1",
|
||||
"RISK_MANUAL_CLOSE_DAILY_LIMIT": "2",
|
||||
"RISK_DAILY_LOSS_LIMIT": "2",
|
||||
"RISK_MOOD_ISSUES_DAILY_FREEZE": "true",
|
||||
"AUTO_TRANSFER_FROM": "funding",
|
||||
"AUTO_TRANSFER_TO": "swap",
|
||||
"TRANSFER_CCY": "USDT",
|
||||
"HEDGE_PLAN_SHOW_PERP_OPTIONS": "true",
|
||||
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
|
||||
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
|
||||
@@ -212,7 +217,9 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
|
||||
|
||||
def _effective_env_value(key: str, file_values: dict[str, str], schema_default: str = "") -> str:
|
||||
if key in file_values:
|
||||
return file_values[key]
|
||||
file_val = str(file_values.get(key) or "").strip()
|
||||
if file_val:
|
||||
return file_val
|
||||
runtime = os.getenv(key)
|
||||
if runtime is not None and str(runtime).strip() != "":
|
||||
return str(runtime).strip()
|
||||
|
||||
@@ -22,6 +22,7 @@ def execute_transfer_usdt(
|
||||
) -> tuple[bool, str, Any]:
|
||||
if amount <= 0:
|
||||
return False, "划转金额必须大于0", None
|
||||
ccy = (transfer_ccy or "USDT").strip().upper() or "USDT"
|
||||
ok_live, reason = ensure_live_ready()
|
||||
if not ok_live:
|
||||
return False, reason, None
|
||||
@@ -31,7 +32,7 @@ def execute_transfer_usdt(
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
resp = exchange.transfer(transfer_ccy, float(amount), from_account, to_account)
|
||||
resp = exchange.transfer(ccy, float(amount), from_account, to_account)
|
||||
return True, "划转成功", resp
|
||||
except Exception as e:
|
||||
msg = str(e)
|
||||
|
||||
@@ -0,0 +1,833 @@
|
||||
"""中控振幅统计:OKX 指数(可降级永续)按时段切窗,点数口径.
|
||||
|
||||
仅只读行情;不触及下单链路.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import csv
|
||||
import io
|
||||
import statistics
|
||||
import time
|
||||
from datetime import date, datetime, timedelta
|
||||
from typing import Any, Callable, Optional
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
import httpx
|
||||
|
||||
APP_TZ = ZoneInfo("Asia/Shanghai")
|
||||
END_HOUR = 16
|
||||
EXCHANGE = "okx"
|
||||
TIMEFRAME = "1H"
|
||||
|
||||
SYMBOLS: dict[str, dict[str, str]] = {
|
||||
"eth": {
|
||||
"label": "ETH",
|
||||
"index_inst": "ETH-USD",
|
||||
"swap_inst": "ETH-USDT-SWAP",
|
||||
},
|
||||
"btc": {
|
||||
"label": "BTC",
|
||||
"index_inst": "BTC-USD",
|
||||
"swap_inst": "BTC-USDT-SWAP",
|
||||
},
|
||||
}
|
||||
|
||||
PERIOD_DAYS: dict[str, int] = {
|
||||
"1m": 30,
|
||||
"2m": 60,
|
||||
"3m": 90,
|
||||
"6m": 180,
|
||||
"1y": 365,
|
||||
}
|
||||
|
||||
OKX_INDEX_CANDLES = "https://www.okx.com/api/v5/market/index-candles"
|
||||
OKX_HISTORY_INDEX_CANDLES = "https://www.okx.com/api/v5/market/history-index-candles"
|
||||
OKX_SWAP_CANDLES = "https://www.okx.com/api/v5/market/candles"
|
||||
OKX_HISTORY_SWAP_CANDLES = "https://www.okx.com/api/v5/market/history-candles"
|
||||
|
||||
|
||||
def normalize_symbol(raw: str) -> str:
|
||||
s = (raw or "").strip().lower()
|
||||
if s in ("eth", "ethereum"):
|
||||
return "eth"
|
||||
if s in ("btc", "bitcoin"):
|
||||
return "btc"
|
||||
raise ValueError("symbol 仅支持 eth / btc")
|
||||
|
||||
|
||||
def resolve_sample_days(period: str, custom_days: Any = None) -> int:
|
||||
p = (period or "2m").strip().lower()
|
||||
if p == "custom":
|
||||
try:
|
||||
n = int(custom_days)
|
||||
except (TypeError, ValueError):
|
||||
raise ValueError("自定义天数无效") from None
|
||||
return max(7, min(400, n))
|
||||
if p not in PERIOD_DAYS:
|
||||
raise ValueError("周期无效")
|
||||
return PERIOD_DAYS[p]
|
||||
|
||||
|
||||
def window_bounds_for_settlement(settlement: date, start_hour: int) -> tuple[datetime, datetime]:
|
||||
"""返回 [start, end) 的本地时刻;end 为结算日 16:00."""
|
||||
if not (0 <= int(start_hour) <= 23):
|
||||
raise ValueError("起点须为 0-23 整点")
|
||||
end = datetime(settlement.year, settlement.month, settlement.day, END_HOUR, 0, 0, tzinfo=APP_TZ)
|
||||
sh = int(start_hour)
|
||||
if sh >= END_HOUR:
|
||||
prev = settlement - timedelta(days=1)
|
||||
start = datetime(prev.year, prev.month, prev.day, sh, 0, 0, tzinfo=APP_TZ)
|
||||
else:
|
||||
start = datetime(settlement.year, settlement.month, settlement.day, sh, 0, 0, tzinfo=APP_TZ)
|
||||
return start, end
|
||||
|
||||
|
||||
def list_settlement_dates(*, sample_days: int, now: Optional[datetime] = None) -> list[date]:
|
||||
"""最近 sample_days 个已收窗结算日(不含进行中的今天未到 16:00)."""
|
||||
now = now or datetime.now(APP_TZ)
|
||||
if now.tzinfo is None:
|
||||
now = now.replace(tzinfo=APP_TZ)
|
||||
else:
|
||||
now = now.astimezone(APP_TZ)
|
||||
today = now.date()
|
||||
today_end = datetime(today.year, today.month, today.day, END_HOUR, 0, 0, tzinfo=APP_TZ)
|
||||
latest = today if now >= today_end else today - timedelta(days=1)
|
||||
return [latest - timedelta(days=i) for i in range(int(sample_days))]
|
||||
|
||||
|
||||
def _safe_float(v: Any) -> Optional[float]:
|
||||
try:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def bars_to_map(bars: list[dict[str, Any]]) -> dict[int, dict[str, float]]:
|
||||
"""open_time_ms -> {o,h,l,c}."""
|
||||
m: dict[int, dict[str, float]] = {}
|
||||
for b in bars or []:
|
||||
if not isinstance(b, dict):
|
||||
continue
|
||||
ts = b.get("ts")
|
||||
if ts is None:
|
||||
ts = b.get("open_time_ms")
|
||||
try:
|
||||
ts_i = int(ts)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
o = _safe_float(b.get("o") if "o" in b else b.get("open"))
|
||||
h = _safe_float(b.get("h") if "h" in b else b.get("high"))
|
||||
l = _safe_float(b.get("l") if "l" in b else b.get("low"))
|
||||
c = _safe_float(b.get("c") if "c" in b else b.get("close"))
|
||||
if None in (o, h, l, c):
|
||||
continue
|
||||
m[ts_i] = {"o": float(o), "h": float(h), "l": float(l), "c": float(c)}
|
||||
return m
|
||||
|
||||
|
||||
def compute_day_row(
|
||||
settlement: date,
|
||||
start_hour: int,
|
||||
bar_map: dict[int, dict[str, float]],
|
||||
) -> Optional[dict[str, Any]]:
|
||||
start, end = window_bounds_for_settlement(settlement, start_hour)
|
||||
start_ms = int(start.timestamp() * 1000)
|
||||
# 1H 棒覆盖 [T, T+1h);窗终点 16:00 用 15:00 棒的 close
|
||||
last_bar_ms = int((end - timedelta(hours=1)).timestamp() * 1000)
|
||||
if start_ms not in bar_map or last_bar_ms not in bar_map:
|
||||
return None
|
||||
opens = bar_map[start_ms]["o"]
|
||||
close = bar_map[last_bar_ms]["c"]
|
||||
hi = bar_map[start_ms]["h"]
|
||||
lo = bar_map[start_ms]["l"]
|
||||
t = start_ms
|
||||
while t <= last_bar_ms:
|
||||
b = bar_map.get(t)
|
||||
if b:
|
||||
hi = max(hi, b["h"])
|
||||
lo = min(lo, b["l"])
|
||||
t += 3600 * 1000
|
||||
up = hi - opens
|
||||
down = opens - lo
|
||||
amp = hi - lo
|
||||
change = close - opens
|
||||
wd = settlement.weekday() # Mon=0 … Sun=6
|
||||
is_we = wd >= 5
|
||||
return {
|
||||
"settlement_day": settlement.isoformat(),
|
||||
"window_start": start.strftime("%Y-%m-%d %H:%M"),
|
||||
"window_end": end.strftime("%Y-%m-%d %H:%M"),
|
||||
"weekday": wd,
|
||||
"weekday_label": "六" if wd == 5 else ("日" if wd == 6 else ""),
|
||||
"is_weekend": is_we,
|
||||
"open": round(opens, 4),
|
||||
"high": round(hi, 4),
|
||||
"low": round(lo, 4),
|
||||
"close": round(close, 4),
|
||||
"up_points": round(up, 4),
|
||||
"down_points": round(down, 4),
|
||||
"amplitude": round(amp, 4),
|
||||
"change": round(change, 4),
|
||||
}
|
||||
|
||||
|
||||
def normalize_straddle_premium(raw: Any) -> Optional[float]:
|
||||
"""双边权利金(点数).空/≤0 表示不做跨式对照."""
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
try:
|
||||
v = float(raw)
|
||||
except (TypeError, ValueError):
|
||||
raise ValueError("双边权利金须为数字") from None
|
||||
if v <= 0:
|
||||
return None
|
||||
return v
|
||||
|
||||
|
||||
def normalize_take_profit(raw: Any) -> Optional[float]:
|
||||
"""止盈点.空/≤0 表示不止盈,有效波动用 |涨跌|."""
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
try:
|
||||
v = float(raw)
|
||||
except (TypeError, ValueError):
|
||||
raise ValueError("止盈点须为数字") from None
|
||||
if v <= 0:
|
||||
return None
|
||||
return v
|
||||
|
||||
|
||||
def normalize_weekend_filter(raw: Any) -> str:
|
||||
"""all | exclude | only;默认全部."""
|
||||
s = (str(raw) if raw is not None else "all").strip().lower()
|
||||
if s in ("", "all", "全部"):
|
||||
return "all"
|
||||
if s in ("exclude", "exclude_weekend", "no_weekend", "排除周末"):
|
||||
return "exclude"
|
||||
if s in ("only", "weekend_only", "only_weekend", "仅周末"):
|
||||
return "only"
|
||||
raise ValueError("周末筛选须为 all / exclude / only")
|
||||
|
||||
|
||||
def filter_weekend_rows(rows: list[dict[str, Any]], weekend_filter: Any = "all") -> list[dict[str, Any]]:
|
||||
mode = normalize_weekend_filter(weekend_filter)
|
||||
if mode == "all":
|
||||
return list(rows or [])
|
||||
out: list[dict[str, Any]] = []
|
||||
for r in rows or []:
|
||||
is_we = bool(r.get("is_weekend"))
|
||||
if "is_weekend" not in r and r.get("settlement_day"):
|
||||
try:
|
||||
is_we = date.fromisoformat(str(r["settlement_day"])).weekday() >= 5
|
||||
except ValueError:
|
||||
is_we = False
|
||||
if mode == "exclude" and is_we:
|
||||
continue
|
||||
if mode == "only" and not is_we:
|
||||
continue
|
||||
out.append(r)
|
||||
return out
|
||||
|
||||
|
||||
def effective_move_points(row: dict[str, Any], take_profit: Optional[float]) -> float:
|
||||
"""触达止盈(≥)用止盈点,否则用 |涨跌|."""
|
||||
abs_chg = abs(float(row.get("change") or 0))
|
||||
if take_profit is None:
|
||||
return abs_chg
|
||||
tp = float(take_profit)
|
||||
up = float(row.get("up_points") or 0)
|
||||
down = float(row.get("down_points") or 0)
|
||||
if up >= tp or down >= tp:
|
||||
return tp
|
||||
return abs_chg
|
||||
|
||||
|
||||
def enrich_rows_pnl(
|
||||
rows: list[dict[str, Any]],
|
||||
*,
|
||||
straddle_premium: Optional[float] = None,
|
||||
take_profit: Optional[float] = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""为日表附加有效波动 / 是否触达止盈 / 收益(有权利金时)."""
|
||||
prem = normalize_straddle_premium(straddle_premium)
|
||||
tp = normalize_take_profit(take_profit)
|
||||
out: list[dict[str, Any]] = []
|
||||
for r in rows or []:
|
||||
item = dict(r)
|
||||
if "is_weekend" not in item and item.get("settlement_day"):
|
||||
try:
|
||||
wd = date.fromisoformat(str(item["settlement_day"])).weekday()
|
||||
item["weekday"] = wd
|
||||
item["weekday_label"] = "六" if wd == 5 else ("日" if wd == 6 else "")
|
||||
item["is_weekend"] = wd >= 5
|
||||
except ValueError:
|
||||
item.setdefault("weekday_label", "")
|
||||
item.setdefault("is_weekend", False)
|
||||
move = effective_move_points(item, tp)
|
||||
hit = False
|
||||
if tp is not None:
|
||||
hit = float(item.get("up_points") or 0) >= tp or float(item.get("down_points") or 0) >= tp
|
||||
item["effective_move"] = round(move, 4)
|
||||
item["take_profit_hit"] = hit
|
||||
item["profit"] = round(move - prem, 4) if prem is not None else None
|
||||
out.append(item)
|
||||
return out
|
||||
|
||||
|
||||
def straddle_long_stats(
|
||||
rows: list[dict[str, Any]],
|
||||
premium: float,
|
||||
*,
|
||||
take_profit: Any = None,
|
||||
) -> dict[str, Any]:
|
||||
"""买跨:越过权利金用严格 >;收益=有效波动−权利金(止盈≥触达用止盈点,否则|涨跌|)."""
|
||||
prem = float(premium)
|
||||
if prem <= 0:
|
||||
raise ValueError("双边权利金须 > 0")
|
||||
tp = normalize_take_profit(take_profit)
|
||||
enriched = enrich_rows_pnl(rows, straddle_premium=prem, take_profit=tp)
|
||||
if not enriched:
|
||||
return {
|
||||
"side": "long_straddle",
|
||||
"premium": prem,
|
||||
"take_profit": tp,
|
||||
"sample_count": 0,
|
||||
"up_exceed_days": 0,
|
||||
"up_exceed_ratio": None,
|
||||
"down_exceed_days": 0,
|
||||
"down_exceed_ratio": None,
|
||||
"abs_change_exceed_days": 0,
|
||||
"abs_change_exceed_ratio": None,
|
||||
"tp_hit_days": 0,
|
||||
"tp_hit_ratio": None,
|
||||
"pnl_total": None,
|
||||
"pnl_avg": None,
|
||||
"win_days": 0,
|
||||
"win_ratio": None,
|
||||
"pnl_max": None,
|
||||
"pnl_min": None,
|
||||
}
|
||||
n = len(enriched)
|
||||
up_ex = sum(1 for r in enriched if float(r["up_points"]) > prem)
|
||||
down_ex = sum(1 for r in enriched if float(r["down_points"]) > prem)
|
||||
abs_ex = sum(1 for r in enriched if abs(float(r["change"])) > prem)
|
||||
tp_hits = sum(1 for r in enriched if r.get("take_profit_hit"))
|
||||
pnls = [float(r["profit"]) for r in enriched if r.get("profit") is not None]
|
||||
win = sum(1 for p in pnls if p > 0)
|
||||
return {
|
||||
"side": "long_straddle",
|
||||
"premium": round(prem, 4),
|
||||
"take_profit": round(tp, 4) if tp is not None else None,
|
||||
"sample_count": n,
|
||||
"up_exceed_days": up_ex,
|
||||
"up_exceed_ratio": round(up_ex / n, 4),
|
||||
"down_exceed_days": down_ex,
|
||||
"down_exceed_ratio": round(down_ex / n, 4),
|
||||
"abs_change_exceed_days": abs_ex,
|
||||
"abs_change_exceed_ratio": round(abs_ex / n, 4),
|
||||
"tp_hit_days": tp_hits,
|
||||
"tp_hit_ratio": round(tp_hits / n, 4) if tp is not None else None,
|
||||
"pnl_total": round(sum(pnls), 4),
|
||||
"pnl_avg": round(statistics.fmean(pnls), 4),
|
||||
"win_days": win,
|
||||
"win_ratio": round(win / n, 4),
|
||||
"pnl_max": round(max(pnls), 4),
|
||||
"pnl_min": round(min(pnls), 4),
|
||||
}
|
||||
|
||||
|
||||
def summarize_rows(
|
||||
rows: list[dict[str, Any]],
|
||||
*,
|
||||
straddle_premium: Any = None,
|
||||
take_profit: Any = None,
|
||||
) -> dict[str, Any]:
|
||||
if not rows:
|
||||
out = {
|
||||
"sample_count": 0,
|
||||
"max_amplitude": None,
|
||||
"max_amplitude_day": None,
|
||||
"avg_amplitude": None,
|
||||
"median_amplitude": None,
|
||||
"max_up_points": None,
|
||||
"avg_up_points": None,
|
||||
"max_down_points": None,
|
||||
"avg_down_points": None,
|
||||
"up_day_ratio": None,
|
||||
"down_day_ratio": None,
|
||||
"straddle": None,
|
||||
}
|
||||
prem = normalize_straddle_premium(straddle_premium)
|
||||
if prem is not None:
|
||||
out["straddle"] = straddle_long_stats([], prem, take_profit=take_profit)
|
||||
return out
|
||||
amps = [float(r["amplitude"]) for r in rows]
|
||||
ups = [float(r["up_points"]) for r in rows]
|
||||
downs = [float(r["down_points"]) for r in rows]
|
||||
max_amp = max(amps)
|
||||
max_amp_day = next(r["settlement_day"] for r in rows if float(r["amplitude"]) == max_amp)
|
||||
up_days = sum(1 for r in rows if float(r["change"]) > 0)
|
||||
down_days = sum(1 for r in rows if float(r["change"]) < 0)
|
||||
n = len(rows)
|
||||
out: dict[str, Any] = {
|
||||
"sample_count": n,
|
||||
"max_amplitude": round(max_amp, 4),
|
||||
"max_amplitude_day": max_amp_day,
|
||||
"avg_amplitude": round(statistics.fmean(amps), 4),
|
||||
"median_amplitude": round(statistics.median(amps), 4),
|
||||
"max_up_points": round(max(ups), 4),
|
||||
"avg_up_points": round(statistics.fmean(ups), 4),
|
||||
"max_down_points": round(max(downs), 4),
|
||||
"avg_down_points": round(statistics.fmean(downs), 4),
|
||||
"up_day_ratio": round(up_days / n, 4),
|
||||
"down_day_ratio": round(down_days / n, 4),
|
||||
"straddle": None,
|
||||
}
|
||||
prem = normalize_straddle_premium(straddle_premium)
|
||||
if prem is not None:
|
||||
out["straddle"] = straddle_long_stats(rows, prem, take_profit=take_profit)
|
||||
return out
|
||||
|
||||
|
||||
def _parse_okx_candle_row(row: list) -> Optional[dict[str, Any]]:
|
||||
if not row or len(row) < 5:
|
||||
return None
|
||||
try:
|
||||
ts = int(row[0])
|
||||
o, h, l, c = float(row[1]), float(row[2]), float(row[3]), float(row[4])
|
||||
except (TypeError, ValueError, IndexError):
|
||||
return None
|
||||
return {"ts": ts, "o": o, "h": h, "l": l, "c": c}
|
||||
|
||||
|
||||
def _okx_get_json(
|
||||
client: httpx.Client,
|
||||
url: str,
|
||||
params: dict[str, str],
|
||||
*,
|
||||
retries: int = 8,
|
||||
) -> dict[str, Any]:
|
||||
"""GET OKX 公共行情;遇 429 指数退避重试."""
|
||||
last_err: Optional[BaseException] = None
|
||||
for attempt in range(max(1, int(retries))):
|
||||
try:
|
||||
r = client.get(url, params=params)
|
||||
if r.status_code == 429:
|
||||
wait = min(12.0, 0.7 * (2**attempt))
|
||||
time.sleep(wait)
|
||||
last_err = httpx.HTTPStatusError(
|
||||
f"429 Too Many Requests for url '{r.url}'",
|
||||
request=r.request,
|
||||
response=r,
|
||||
)
|
||||
continue
|
||||
r.raise_for_status()
|
||||
body = r.json()
|
||||
if not isinstance(body, dict):
|
||||
raise RuntimeError("OKX 返回非对象 JSON")
|
||||
return body
|
||||
except httpx.HTTPStatusError as exc:
|
||||
status = exc.response.status_code if exc.response is not None else None
|
||||
if status == 429 and attempt + 1 < retries:
|
||||
wait = min(12.0, 0.7 * (2**attempt))
|
||||
time.sleep(wait)
|
||||
last_err = exc
|
||||
continue
|
||||
raise
|
||||
except httpx.TransportError as exc:
|
||||
if attempt + 1 < retries:
|
||||
time.sleep(min(8.0, 0.5 * (2**attempt)))
|
||||
last_err = exc
|
||||
continue
|
||||
raise
|
||||
if last_err is not None:
|
||||
raise last_err
|
||||
raise RuntimeError("OKX 请求失败")
|
||||
|
||||
|
||||
def fetch_okx_candles(
|
||||
*,
|
||||
url: str,
|
||||
inst_id: str,
|
||||
since_ms: int,
|
||||
until_ms: int,
|
||||
bar: str = "1H",
|
||||
client: Optional[httpx.Client] = None,
|
||||
timeout: float = 30.0,
|
||||
history_url: Optional[str] = None,
|
||||
max_pages: int = 200,
|
||||
page_pause_sec: float = 0.12,
|
||||
history_page_pause_sec: float = 0.22,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""拉取 [since_ms, until_ms] 覆盖的 K 线(含边界).
|
||||
|
||||
OKX 近期接口约仅 1440 根;更早需 history_* 端点续拉.
|
||||
分页带间隔,429 自动退避重试.
|
||||
"""
|
||||
own = client is None
|
||||
client = client or httpx.Client(
|
||||
timeout=timeout,
|
||||
trust_env=False,
|
||||
headers={"User-Agent": "crypto_monitor-amp-stats/1.0"},
|
||||
)
|
||||
try:
|
||||
out: dict[int, dict[str, Any]] = {}
|
||||
after: Optional[str] = None
|
||||
active_url = url
|
||||
switched_history = False
|
||||
for page_i in range(max(20, int(max_pages))):
|
||||
if page_i > 0:
|
||||
pause = history_page_pause_sec if switched_history or "history" in active_url else page_pause_sec
|
||||
if pause > 0:
|
||||
time.sleep(pause)
|
||||
params: dict[str, str] = {"instId": inst_id, "bar": bar, "limit": "100"}
|
||||
if after:
|
||||
params["after"] = after
|
||||
body = _okx_get_json(client, active_url, params)
|
||||
if str(body.get("code") or "") not in ("0", "0.0", ""):
|
||||
raise RuntimeError(body.get("msg") or f"OKX error {body.get('code')}")
|
||||
data = body.get("data") or []
|
||||
if not data:
|
||||
# 近期接口到头 → 切历史端点再试
|
||||
if history_url and not switched_history and after is not None:
|
||||
active_url = history_url
|
||||
switched_history = True
|
||||
time.sleep(max(history_page_pause_sec, 0.35))
|
||||
continue
|
||||
break
|
||||
oldest_ts = None
|
||||
for row in data:
|
||||
parsed = _parse_okx_candle_row(row)
|
||||
if not parsed:
|
||||
continue
|
||||
ts = int(parsed["ts"])
|
||||
oldest_ts = ts if oldest_ts is None else min(oldest_ts, ts)
|
||||
if ts < since_ms - 3600 * 1000:
|
||||
continue
|
||||
if ts > until_ms + 3600 * 1000:
|
||||
continue
|
||||
out[ts] = parsed
|
||||
if oldest_ts is None:
|
||||
break
|
||||
if oldest_ts <= since_ms:
|
||||
break
|
||||
# 无新进度时避免死循环
|
||||
if after is not None and str(oldest_ts) == after:
|
||||
if history_url and not switched_history:
|
||||
active_url = history_url
|
||||
switched_history = True
|
||||
time.sleep(max(history_page_pause_sec, 0.35))
|
||||
continue
|
||||
break
|
||||
after = str(oldest_ts)
|
||||
# 近期接口返回变少且仍未覆盖 since → 切历史
|
||||
if (
|
||||
history_url
|
||||
and not switched_history
|
||||
and len(data) < 100
|
||||
and oldest_ts > since_ms
|
||||
):
|
||||
active_url = history_url
|
||||
switched_history = True
|
||||
time.sleep(max(history_page_pause_sec, 0.35))
|
||||
return [out[k] for k in sorted(out.keys())]
|
||||
finally:
|
||||
if own:
|
||||
client.close()
|
||||
|
||||
|
||||
def fetch_symbol_bars(
|
||||
symbol: str,
|
||||
*,
|
||||
since_ms: int,
|
||||
until_ms: int,
|
||||
fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
|
||||
) -> tuple[list[dict[str, Any]], str, str]:
|
||||
"""返回 (bars, price_source_label, inst_id)."""
|
||||
key = normalize_symbol(symbol)
|
||||
meta = SYMBOLS[key]
|
||||
if fetch_fn:
|
||||
bars = fetch_fn(inst_id=meta["index_inst"], since_ms=since_ms, until_ms=until_ms)
|
||||
return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
|
||||
|
||||
index_err: Optional[BaseException] = None
|
||||
try:
|
||||
bars = fetch_okx_candles(
|
||||
url=OKX_INDEX_CANDLES,
|
||||
history_url=OKX_HISTORY_INDEX_CANDLES,
|
||||
inst_id=meta["index_inst"],
|
||||
since_ms=since_ms,
|
||||
until_ms=until_ms,
|
||||
)
|
||||
if bars:
|
||||
return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
|
||||
except Exception as exc:
|
||||
index_err = exc
|
||||
# 指数侧已触发限频时先冷却,再降级永续,避免连环 429
|
||||
time.sleep(1.2)
|
||||
|
||||
try:
|
||||
bars = fetch_okx_candles(
|
||||
url=OKX_SWAP_CANDLES,
|
||||
history_url=OKX_HISTORY_SWAP_CANDLES,
|
||||
inst_id=meta["swap_inst"],
|
||||
since_ms=since_ms,
|
||||
until_ms=until_ms,
|
||||
)
|
||||
except Exception as exc:
|
||||
detail = f"index={index_err}; swap={exc}" if index_err else str(exc)
|
||||
raise RuntimeError(f"OKX K线拉取失败({detail})") from exc
|
||||
if not bars:
|
||||
detail = f"index={index_err}" if index_err else "empty"
|
||||
raise RuntimeError(f"OKX 指数与永续 K 线均无数据({detail})")
|
||||
return bars, f"okx_swap:{meta['swap_inst']}", meta["swap_inst"]
|
||||
|
||||
|
||||
def compute_amp_stats(
|
||||
*,
|
||||
symbol: str = "eth",
|
||||
start_hour: int = 16,
|
||||
period: str = "2m",
|
||||
custom_days: Any = None,
|
||||
straddle_premium: Any = None,
|
||||
take_profit: Any = None,
|
||||
weekend_filter: Any = "all",
|
||||
now: Optional[datetime] = None,
|
||||
fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
|
||||
) -> dict[str, Any]:
|
||||
key = normalize_symbol(symbol)
|
||||
sh = int(start_hour)
|
||||
if sh < 0 or sh > 23:
|
||||
raise ValueError("起点须为 0-23 整点")
|
||||
prem = normalize_straddle_premium(straddle_premium)
|
||||
tp = normalize_take_profit(take_profit)
|
||||
we_mode = normalize_weekend_filter(weekend_filter)
|
||||
sample_days = resolve_sample_days(period, custom_days)
|
||||
settlements = list_settlement_dates(sample_days=sample_days, now=now)
|
||||
if not settlements:
|
||||
raise RuntimeError("无可用结算日")
|
||||
# 最远窗起点
|
||||
oldest = settlements[-1]
|
||||
newest = settlements[0]
|
||||
start0, _ = window_bounds_for_settlement(oldest, sh)
|
||||
_, end1 = window_bounds_for_settlement(newest, sh)
|
||||
since_ms = int(start0.timestamp() * 1000)
|
||||
until_ms = int(end1.timestamp() * 1000)
|
||||
bars, price_source, inst_id = fetch_symbol_bars(
|
||||
key, since_ms=since_ms, until_ms=until_ms, fetch_fn=fetch_fn
|
||||
)
|
||||
bar_map = bars_to_map(bars)
|
||||
rows_all: list[dict[str, Any]] = []
|
||||
missing: list[str] = []
|
||||
for d in settlements:
|
||||
row = compute_day_row(d, sh, bar_map)
|
||||
if row is None:
|
||||
missing.append(d.isoformat())
|
||||
continue
|
||||
rows_all.append(row)
|
||||
return build_amp_result(
|
||||
rows_all=rows_all,
|
||||
symbol_key=key,
|
||||
start_hour=sh,
|
||||
period=period,
|
||||
sample_days=sample_days,
|
||||
straddle_premium=prem,
|
||||
take_profit=tp,
|
||||
weekend_filter=we_mode,
|
||||
price_source=price_source,
|
||||
inst_id=inst_id,
|
||||
missing=missing,
|
||||
)
|
||||
|
||||
|
||||
def build_amp_result(
|
||||
*,
|
||||
rows_all: list[dict[str, Any]],
|
||||
symbol_key: str,
|
||||
start_hour: int,
|
||||
period: str,
|
||||
sample_days: int,
|
||||
straddle_premium: Any = None,
|
||||
take_profit: Any = None,
|
||||
weekend_filter: Any = "all",
|
||||
price_source: str = "",
|
||||
inst_id: str = "",
|
||||
missing: Optional[list[str]] = None,
|
||||
) -> dict[str, Any]:
|
||||
prem = normalize_straddle_premium(straddle_premium)
|
||||
tp = normalize_take_profit(take_profit)
|
||||
we_mode = normalize_weekend_filter(weekend_filter)
|
||||
filtered = filter_weekend_rows(rows_all, we_mode)
|
||||
rows = enrich_rows_pnl(filtered, straddle_premium=prem, take_profit=tp)
|
||||
summary = summarize_rows(rows, straddle_premium=prem, take_profit=tp)
|
||||
if period == "custom" or str(period).startswith("custom:"):
|
||||
period_label = period if str(period).startswith("custom:") else f"custom:{sample_days}"
|
||||
else:
|
||||
period_label = str(period)
|
||||
miss = missing or []
|
||||
return {
|
||||
"ok": True,
|
||||
"exchange": EXCHANGE,
|
||||
"symbol": symbol_key,
|
||||
"symbol_label": SYMBOLS[symbol_key]["label"],
|
||||
"start_hour": start_hour,
|
||||
"end_hour": END_HOUR,
|
||||
"period": period_label,
|
||||
"sample_days_requested": sample_days,
|
||||
"straddle_premium": prem,
|
||||
"take_profit": tp,
|
||||
"weekend_filter": we_mode,
|
||||
"timeframe": TIMEFRAME,
|
||||
"price_source": price_source,
|
||||
"inst_id": inst_id,
|
||||
"timezone": "Asia/Shanghai",
|
||||
"rows_all": rows_all,
|
||||
"rows": rows,
|
||||
"summary": summary,
|
||||
"missing_days": miss[:30],
|
||||
"missing_count": len(miss),
|
||||
}
|
||||
|
||||
|
||||
def reframe_amp_stats(
|
||||
*,
|
||||
rows_all: list[dict[str, Any]],
|
||||
symbol: str = "eth",
|
||||
start_hour: int = 16,
|
||||
period: str = "2m",
|
||||
sample_days: int = 60,
|
||||
straddle_premium: Any = None,
|
||||
take_profit: Any = None,
|
||||
weekend_filter: Any = "all",
|
||||
price_source: str = "",
|
||||
inst_id: str = "",
|
||||
missing: Optional[list[str]] = None,
|
||||
) -> dict[str, Any]:
|
||||
"""已有日表上改周末/权利金/止盈,不拉 K 线."""
|
||||
key = normalize_symbol(symbol)
|
||||
return build_amp_result(
|
||||
rows_all=list(rows_all or []),
|
||||
symbol_key=key,
|
||||
start_hour=int(start_hour),
|
||||
period=period,
|
||||
sample_days=int(sample_days or 60),
|
||||
straddle_premium=straddle_premium,
|
||||
take_profit=take_profit,
|
||||
weekend_filter=weekend_filter,
|
||||
price_source=price_source,
|
||||
inst_id=inst_id,
|
||||
missing=missing,
|
||||
)
|
||||
|
||||
|
||||
def rows_page(rows: list[dict[str, Any]], *, page: int = 1, page_size: int = 20) -> dict[str, Any]:
|
||||
page = max(1, int(page or 1))
|
||||
page_size = max(5, min(100, int(page_size or 20)))
|
||||
total = len(rows)
|
||||
start = (page - 1) * page_size
|
||||
chunk = rows[start : start + page_size]
|
||||
return {
|
||||
"page": page,
|
||||
"page_size": page_size,
|
||||
"total": total,
|
||||
"total_pages": max(1, (total + page_size - 1) // page_size) if total else 1,
|
||||
"rows": chunk,
|
||||
}
|
||||
|
||||
|
||||
def build_export_csv(payload: dict[str, Any]) -> str:
|
||||
buf = io.StringIO()
|
||||
# Excel 友好 BOM
|
||||
buf.write("\ufeff")
|
||||
w = csv.writer(buf)
|
||||
s = payload.get("summary") or {}
|
||||
w.writerow(["【统计摘要】"])
|
||||
w.writerow(["交易所", payload.get("exchange")])
|
||||
w.writerow(["标的", payload.get("symbol_label")])
|
||||
w.writerow(["价源", payload.get("price_source")])
|
||||
w.writerow(["起点整点", f"{payload.get('start_hour')}:00"])
|
||||
w.writerow(["终点", f"{payload.get('end_hour')}:00"])
|
||||
w.writerow(["周期", payload.get("period")])
|
||||
w.writerow(["周末筛选", payload.get("weekend_filter")])
|
||||
w.writerow(["样本数", s.get("sample_count")])
|
||||
w.writerow(["最大振幅", s.get("max_amplitude"), "日期", s.get("max_amplitude_day")])
|
||||
w.writerow(["振幅均值", s.get("avg_amplitude"), "中位数", s.get("median_amplitude")])
|
||||
w.writerow(["开→高最大", s.get("max_up_points"), "均值", s.get("avg_up_points")])
|
||||
w.writerow(["开→低最大", s.get("max_down_points"), "均值", s.get("avg_down_points")])
|
||||
w.writerow(["上涨窗占比", s.get("up_day_ratio"), "下跌窗占比", s.get("down_day_ratio")])
|
||||
st = s.get("straddle") or {}
|
||||
if st:
|
||||
w.writerow([])
|
||||
w.writerow(["【买跨对照·双边权利金】", st.get("premium"), "止盈点", st.get("take_profit")])
|
||||
w.writerow(["开→高超过权利金", st.get("up_exceed_days"), "占比", st.get("up_exceed_ratio")])
|
||||
w.writerow(["开→低超过权利金", st.get("down_exceed_days"), "占比", st.get("down_exceed_ratio")])
|
||||
w.writerow(["|涨跌|超过权利金", st.get("abs_change_exceed_days"), "占比", st.get("abs_change_exceed_ratio")])
|
||||
if st.get("take_profit") is not None:
|
||||
w.writerow(["触达止盈天数", st.get("tp_hit_days"), "占比", st.get("tp_hit_ratio")])
|
||||
w.writerow(
|
||||
[
|
||||
"买跨点数盈亏合计",
|
||||
st.get("pnl_total"),
|
||||
"日均",
|
||||
st.get("pnl_avg"),
|
||||
"赚钱天数",
|
||||
st.get("win_days"),
|
||||
"胜率",
|
||||
st.get("win_ratio"),
|
||||
]
|
||||
)
|
||||
w.writerow(["单日最大赚", st.get("pnl_max"), "单日最大亏", st.get("pnl_min")])
|
||||
w.writerow([])
|
||||
w.writerow(["【日表明细】"])
|
||||
w.writerow(
|
||||
[
|
||||
"结算日",
|
||||
"星期",
|
||||
"周末",
|
||||
"窗起点",
|
||||
"窗终点",
|
||||
"开盘",
|
||||
"最高",
|
||||
"最低",
|
||||
"收盘",
|
||||
"开→高",
|
||||
"开→低",
|
||||
"振幅",
|
||||
"涨跌值",
|
||||
"有效波动",
|
||||
"触达止盈",
|
||||
"收益",
|
||||
]
|
||||
)
|
||||
for r in payload.get("rows") or []:
|
||||
w.writerow(
|
||||
[
|
||||
r.get("settlement_day"),
|
||||
r.get("weekday_label") or "",
|
||||
"是" if r.get("is_weekend") else "否",
|
||||
r.get("window_start"),
|
||||
r.get("window_end"),
|
||||
r.get("open"),
|
||||
r.get("high"),
|
||||
r.get("low"),
|
||||
r.get("close"),
|
||||
r.get("up_points"),
|
||||
r.get("down_points"),
|
||||
r.get("amplitude"),
|
||||
r.get("change"),
|
||||
r.get("effective_move"),
|
||||
"是" if r.get("take_profit_hit") else "否",
|
||||
r.get("profit"),
|
||||
]
|
||||
)
|
||||
return buf.getvalue()
|
||||
|
||||
|
||||
def export_filename(payload: dict[str, Any]) -> str:
|
||||
sym = (payload.get("symbol") or "eth").lower()
|
||||
sh = int(payload.get("start_hour") or 16)
|
||||
period = str(payload.get("period") or "2m").replace(":", "")
|
||||
day = datetime.now(APP_TZ).strftime("%Y%m%d")
|
||||
return f"okx_{sym}_amp_{sh}to16_{period}_{day}.csv"
|
||||
@@ -71,6 +71,7 @@ def install_instance_theme_static(app) -> None:
|
||||
"strategy_roll.js": "application/javascript; charset=utf-8",
|
||||
"instance_page.css": "text/css; charset=utf-8",
|
||||
"instance_embed.js": "application/javascript; charset=utf-8",
|
||||
"instance_mobile_nav.js": "application/javascript; charset=utf-8",
|
||||
"instance_stats.js": "application/javascript; charset=utf-8",
|
||||
"instance_live.js": "application/javascript; charset=utf-8",
|
||||
"instance_settings_prefs.js": "application/javascript; charset=utf-8",
|
||||
@@ -672,6 +673,72 @@ def register_hub_routes(app):
|
||||
}
|
||||
)
|
||||
|
||||
@app.route("/api/hub/options/review/archive")
|
||||
@_hub_auth_required
|
||||
def api_hub_options_review_archive():
|
||||
"""中控期权档案:近 N 天已平仓复盘记录(默认排除对冲腿)."""
|
||||
from datetime import datetime, timedelta
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from flask import current_app
|
||||
|
||||
from lib.options.options_review_lib import (
|
||||
compute_review_stats,
|
||||
ensure_local_review_synced,
|
||||
list_review_trades,
|
||||
)
|
||||
|
||||
c = _ctx()
|
||||
get_db = c.get("get_db")
|
||||
if not get_db:
|
||||
return jsonify({"ok": False, "msg": "HUB_CTX 缺少 get_db"}), 500
|
||||
try:
|
||||
days = int(request.args.get("days") or "365")
|
||||
except ValueError:
|
||||
days = 365
|
||||
days = max(1, min(days, 3650))
|
||||
try:
|
||||
limit = int(request.args.get("limit") or "2000")
|
||||
except ValueError:
|
||||
limit = 2000
|
||||
limit = max(1, min(limit, 5000))
|
||||
include_hedge_legs = str(request.args.get("include_hedge_legs") or "").strip() in (
|
||||
"1",
|
||||
"true",
|
||||
"yes",
|
||||
)
|
||||
tz = ZoneInfo("Asia/Shanghai")
|
||||
closed_from = (datetime.now(tz) - timedelta(days=days)).strftime("%Y-%m-%d")
|
||||
cfg = (current_app.extensions or {}).get("options_cfg") or {}
|
||||
ex = cfg.get("exchange_options")
|
||||
conn = get_db()
|
||||
try:
|
||||
ensure_local_review_synced(conn, ex=ex, backfill_exchange_pnl=bool(ex))
|
||||
trades = list_review_trades(
|
||||
conn,
|
||||
include_hedge_legs=include_hedge_legs,
|
||||
closed_from=closed_from,
|
||||
limit=limit,
|
||||
offset=0,
|
||||
)
|
||||
stats = compute_review_stats(
|
||||
conn,
|
||||
include_hedge_legs=include_hedge_legs,
|
||||
closed_from=closed_from,
|
||||
)
|
||||
finally:
|
||||
conn.close()
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
"days": days,
|
||||
"limit": limit,
|
||||
"product": "options",
|
||||
"trades": trades,
|
||||
"stats": stats,
|
||||
}
|
||||
)
|
||||
|
||||
@app.route("/api/hub/trades/today")
|
||||
@_hub_auth_required
|
||||
def api_hub_trades_today():
|
||||
|
||||
@@ -0,0 +1,400 @@
|
||||
"""中控策略对比:同风险额下 合约 / 单期权 / 期期7:3 情景测算(纯函数)."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from typing import Any, Optional
|
||||
|
||||
|
||||
def _f(v: Any) -> Optional[float]:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def default_contract_size(base: str) -> float:
|
||||
"""OKX 线性永续常用面值(币/张);与计算器缺省一致."""
|
||||
b = (base or "ETH").strip().upper()
|
||||
return 0.01
|
||||
|
||||
|
||||
def default_ct_mult(base: str) -> float:
|
||||
return 0.01
|
||||
|
||||
|
||||
def floor_sheets(n: float, step: float = 1.0) -> float:
|
||||
if n is None or not math.isfinite(n) or n <= 0:
|
||||
return 0.0
|
||||
s = float(step) if step and step > 0 else 1.0
|
||||
return math.floor(n / s + 1e-12) * s
|
||||
|
||||
|
||||
def option_unit_cost(*, ask: float, ct_mult: float) -> float:
|
||||
return float(ask) * float(ct_mult or 0.01)
|
||||
|
||||
|
||||
def option_intrinsic_value(
|
||||
*,
|
||||
opt_type: str,
|
||||
strike: float,
|
||||
spot: float,
|
||||
sheets: float,
|
||||
ct_mult: float,
|
||||
) -> float:
|
||||
o = (opt_type or "").strip().upper()
|
||||
k = float(strike)
|
||||
s = float(spot)
|
||||
if o == "C":
|
||||
intrinsic = max(0.0, s - k)
|
||||
elif o == "P":
|
||||
intrinsic = max(0.0, k - s)
|
||||
else:
|
||||
intrinsic = 0.0
|
||||
return intrinsic * float(sheets) * float(ct_mult or 0.01)
|
||||
|
||||
|
||||
def option_pnl_at_spot(
|
||||
*,
|
||||
opt_type: str,
|
||||
strike: float,
|
||||
spot: float,
|
||||
sheets: float,
|
||||
ct_mult: float,
|
||||
premium_paid: float,
|
||||
) -> float:
|
||||
return option_intrinsic_value(
|
||||
opt_type=opt_type,
|
||||
strike=strike,
|
||||
spot=spot,
|
||||
sheets=sheets,
|
||||
ct_mult=ct_mult,
|
||||
) - float(premium_paid)
|
||||
|
||||
|
||||
def perp_pnl(
|
||||
*,
|
||||
direction: str,
|
||||
entry: float,
|
||||
exit_px: float,
|
||||
contracts: float,
|
||||
contract_size: float,
|
||||
) -> float:
|
||||
coins = float(contracts) * float(contract_size or 0.01)
|
||||
d = (direction or "long").strip().lower()
|
||||
if d == "short":
|
||||
return (float(entry) - float(exit_px)) * coins
|
||||
return (float(exit_px) - float(entry)) * coins
|
||||
|
||||
|
||||
def _validate_common(inp: dict[str, Any]) -> Optional[str]:
|
||||
base = str(inp.get("base") or "ETH").strip().upper()
|
||||
if base not in ("ETH", "BTC"):
|
||||
return "标的仅支持 ETH / BTC"
|
||||
direction = str(inp.get("direction") or "long").strip().lower()
|
||||
if direction not in ("long", "short"):
|
||||
return "方向须为 long / short"
|
||||
s0 = _f(inp.get("entry"))
|
||||
sl = _f(inp.get("sl"))
|
||||
tp = _f(inp.get("tp"))
|
||||
risk = _f(inp.get("risk_u"))
|
||||
if s0 is None or s0 <= 0:
|
||||
return "请填写有效入场价"
|
||||
if sl is None or sl <= 0:
|
||||
return "请填写有效止损价"
|
||||
if tp is None or tp <= 0:
|
||||
return "请填写有效止盈价"
|
||||
if risk is None or risk <= 0:
|
||||
return "请填写有效风险额 R"
|
||||
if direction == "long" and not (sl < s0 < tp):
|
||||
return "做多须满足 止损 < 入场 < 止盈"
|
||||
if direction == "short" and not (tp < s0 < sl):
|
||||
return "做空须满足 止盈 < 入场 < 止损"
|
||||
return None
|
||||
|
||||
|
||||
def _calc_perp(inp: dict[str, Any], *, contract_size: float) -> dict[str, Any]:
|
||||
direction = str(inp.get("direction") or "long").strip().lower()
|
||||
s0 = float(inp["entry"])
|
||||
sl = float(inp["sl"])
|
||||
tp = float(inp["tp"])
|
||||
risk = float(inp["risk_u"])
|
||||
per_sheet_sl = abs(s0 - sl) * contract_size
|
||||
sheets = floor_sheets(risk / per_sheet_sl) if per_sheet_sl > 0 else 0.0
|
||||
actual_sl_loss = abs(perp_pnl(
|
||||
direction=direction, entry=s0, exit_px=sl, contracts=sheets, contract_size=contract_size
|
||||
))
|
||||
tp_pnl = perp_pnl(
|
||||
direction=direction, entry=s0, exit_px=tp, contracts=sheets, contract_size=contract_size
|
||||
)
|
||||
# 路径 C:本单已止损 −actual;踏空未拿到 = 原止盈盈利
|
||||
path_a = round(tp_pnl, 4)
|
||||
path_b = round(-actual_sl_loss if sheets > 0 else -risk, 4)
|
||||
path_c_realized = path_b
|
||||
path_c_missed = path_a
|
||||
return {
|
||||
"kind": "perp",
|
||||
"sheets": sheets,
|
||||
"contract_size": contract_size,
|
||||
"per_sheet_sl_u": round(per_sheet_sl, 6),
|
||||
"risk_used_u": round(actual_sl_loss, 4),
|
||||
"path_a_tp": path_a,
|
||||
"path_b_sl": path_b,
|
||||
"path_c_realized": path_c_realized,
|
||||
"path_c_missed": path_c_missed,
|
||||
"path_c_note": "本单已止损;踏空未拿到原止盈空间",
|
||||
"worst_u": path_b,
|
||||
}
|
||||
|
||||
|
||||
def _calc_single_option(inp: dict[str, Any], *, ct_mult: float) -> dict[str, Any]:
|
||||
direction = str(inp.get("direction") or "long").strip().lower()
|
||||
risk = float(inp["risk_u"])
|
||||
tp = float(inp.get("tp_opt") if inp.get("tp_opt") not in (None, "") else inp["tp"])
|
||||
sl = float(inp["sl"])
|
||||
opt = inp.get("option") if isinstance(inp.get("option"), dict) else {}
|
||||
default_type = "C" if direction == "long" else "P"
|
||||
opt_type = str(opt.get("opt_type") or default_type).strip().upper()
|
||||
if opt_type not in ("C", "P"):
|
||||
opt_type = default_type
|
||||
strike = _f(opt.get("strike"))
|
||||
ask = _f(opt.get("ask"))
|
||||
if strike is None or strike <= 0:
|
||||
return {"ok": False, "msg": "请填写单期权行权价"}
|
||||
if ask is None or ask <= 0:
|
||||
return {"ok": False, "msg": "请填写单期权卖一价"}
|
||||
unit = option_unit_cost(ask=ask, ct_mult=ct_mult)
|
||||
sheets = floor_sheets(risk / unit) if unit > 0 else 0.0
|
||||
premium = option_unit_cost(ask=ask, ct_mult=ct_mult) * sheets if sheets else 0.0
|
||||
# 若张数为 0
|
||||
path_a = option_pnl_at_spot(
|
||||
opt_type=opt_type, strike=strike, spot=tp, sheets=sheets, ct_mult=ct_mult, premium_paid=premium
|
||||
)
|
||||
path_b_at_sl = option_pnl_at_spot(
|
||||
opt_type=opt_type, strike=strike, spot=sl, sheets=sheets, ct_mult=ct_mult, premium_paid=premium
|
||||
)
|
||||
path_b_worst = -premium
|
||||
# 踏空路径:合约被洗后标的仍到 TP,期权仍持有 → 同止盈
|
||||
path_c = path_a
|
||||
return {
|
||||
"ok": True,
|
||||
"kind": "option",
|
||||
"opt_type": opt_type,
|
||||
"strike": strike,
|
||||
"ask": ask,
|
||||
"ct_mult": ct_mult,
|
||||
"sheets": sheets,
|
||||
"unit_cost_u": round(unit, 6),
|
||||
"premium_u": round(premium, 4),
|
||||
"path_a_tp": round(path_a, 4),
|
||||
"path_b_sl": round(path_b_at_sl, 4),
|
||||
"path_b_worst": round(path_b_worst, 4),
|
||||
"path_c_hold_to_tp": round(path_c, 4),
|
||||
"path_c_note": "合约踏空路径下期权仍持有至目标价(内在近似)",
|
||||
"worst_u": round(path_b_worst, 4),
|
||||
}
|
||||
|
||||
|
||||
def _calc_hedge(inp: dict[str, Any], *, ct_mult: float) -> dict[str, Any]:
|
||||
direction = str(inp.get("direction") or "long").strip().lower()
|
||||
risk = float(inp["risk_u"])
|
||||
tp = float(inp.get("tp_hedge") if inp.get("tp_hedge") not in (None, "") else inp["tp"])
|
||||
sl = float(inp["sl"])
|
||||
hedge = inp.get("hedge") if isinstance(inp.get("hedge"), dict) else {}
|
||||
main_default = "C" if direction == "long" else "P"
|
||||
side_default = "P" if direction == "long" else "C"
|
||||
main = hedge.get("main") if isinstance(hedge.get("main"), dict) else {}
|
||||
side = hedge.get("side") if isinstance(hedge.get("side"), dict) else {}
|
||||
main_type = str(main.get("opt_type") or main_default).strip().upper()
|
||||
side_type = str(side.get("opt_type") or side_default).strip().upper()
|
||||
if main_type not in ("C", "P"):
|
||||
main_type = main_default
|
||||
if side_type not in ("C", "P"):
|
||||
side_type = side_default
|
||||
main_k = _f(main.get("strike"))
|
||||
main_ask = _f(main.get("ask"))
|
||||
side_k = _f(side.get("strike"))
|
||||
side_ask = _f(side.get("ask"))
|
||||
if None in (main_k, main_ask, side_k, side_ask) or min(
|
||||
main_k or 0, main_ask or 0, side_k or 0, side_ask or 0
|
||||
) <= 0:
|
||||
return {"ok": False, "msg": "请填写期期对冲两腿的行权价与卖一"}
|
||||
main_budget = 0.7 * risk
|
||||
side_budget = 0.3 * risk
|
||||
main_unit = option_unit_cost(ask=float(main_ask), ct_mult=ct_mult)
|
||||
side_unit = option_unit_cost(ask=float(side_ask), ct_mult=ct_mult)
|
||||
main_sheets = floor_sheets(main_budget / main_unit) if main_unit > 0 else 0.0
|
||||
side_sheets = floor_sheets(side_budget / side_unit) if side_unit > 0 else 0.0
|
||||
main_prem = main_unit * main_sheets
|
||||
side_prem = side_unit * side_sheets
|
||||
premium = main_prem + side_prem
|
||||
|
||||
def combo_at(spot: float) -> float:
|
||||
a = option_pnl_at_spot(
|
||||
opt_type=main_type,
|
||||
strike=float(main_k),
|
||||
spot=spot,
|
||||
sheets=main_sheets,
|
||||
ct_mult=ct_mult,
|
||||
premium_paid=main_prem,
|
||||
)
|
||||
b = option_pnl_at_spot(
|
||||
opt_type=side_type,
|
||||
strike=float(side_k),
|
||||
spot=spot,
|
||||
sheets=side_sheets,
|
||||
ct_mult=ct_mult,
|
||||
premium_paid=side_prem,
|
||||
)
|
||||
return a + b
|
||||
|
||||
path_a = combo_at(tp)
|
||||
path_b_at_sl = combo_at(sl)
|
||||
path_b_worst = -premium
|
||||
path_c = path_a
|
||||
return {
|
||||
"ok": True,
|
||||
"kind": "hedge",
|
||||
"ratio": "7:3",
|
||||
"ct_mult": ct_mult,
|
||||
"main": {
|
||||
"opt_type": main_type,
|
||||
"strike": main_k,
|
||||
"ask": main_ask,
|
||||
"sheets": main_sheets,
|
||||
"premium_u": round(main_prem, 4),
|
||||
"budget_u": round(main_budget, 4),
|
||||
},
|
||||
"side": {
|
||||
"opt_type": side_type,
|
||||
"strike": side_k,
|
||||
"ask": side_ask,
|
||||
"sheets": side_sheets,
|
||||
"premium_u": round(side_prem, 4),
|
||||
"budget_u": round(side_budget, 4),
|
||||
},
|
||||
"premium_u": round(premium, 4),
|
||||
"path_a_tp": round(path_a, 4),
|
||||
"path_b_sl": round(path_b_at_sl, 4),
|
||||
"path_b_worst": round(path_b_worst, 4),
|
||||
"path_c_hold_to_tp": round(path_c, 4),
|
||||
"path_c_note": "合约踏空路径下对冲组合仍持有至目标价(内在近似)",
|
||||
"worst_u": round(path_b_worst, 4),
|
||||
}
|
||||
|
||||
|
||||
def recommend(perp: dict[str, Any], opt: dict[str, Any], hedge: dict[str, Any], risk: float) -> dict[str, Any]:
|
||||
"""可解释规则推荐."""
|
||||
candidates: list[tuple[str, float, dict[str, Any]]] = []
|
||||
if perp and perp.get("sheets", 0) > 0:
|
||||
candidates.append(("合约", float(perp.get("path_a_tp") or 0), perp))
|
||||
if opt and opt.get("ok") and opt.get("sheets", 0) > 0:
|
||||
candidates.append(("单期权", float(opt.get("path_a_tp") or 0), opt))
|
||||
if hedge and hedge.get("ok") and (hedge.get("premium_u") or 0) > 0:
|
||||
candidates.append(("期期对冲", float(hedge.get("path_a_tp") or 0), hedge))
|
||||
if not candidates:
|
||||
return {
|
||||
"choice": "—",
|
||||
"reason": "输入不足,无法推荐",
|
||||
"bullets": ["请检查风险额与卖一/止损距是否过小导致张数为 0"],
|
||||
}
|
||||
|
||||
best_name, best_a, _ = max(candidates, key=lambda x: x[1])
|
||||
perp_a = float(perp.get("path_a_tp") or 0) if perp else 0.0
|
||||
opt_a = float(opt.get("path_a_tp") or 0) if opt and opt.get("ok") else 0.0
|
||||
hedge_a = float(hedge.get("path_a_tp") or 0) if hedge and hedge.get("ok") else 0.0
|
||||
|
||||
# 踏空:合约 C 实现为亏损,期权/对冲 C 仍接近 A
|
||||
perp_miss = float(perp.get("path_c_missed") or 0) if perp else 0.0
|
||||
opt_c = float(opt.get("path_c_hold_to_tp") or 0) if opt and opt.get("ok") else None
|
||||
hedge_c = float(hedge.get("path_c_hold_to_tp") or 0) if hedge and hedge.get("ok") else None
|
||||
anti_whipsaw = False
|
||||
if perp_miss > 0 and (
|
||||
(opt_c is not None and opt_c > 0) or (hedge_c is not None and hedge_c > 0)
|
||||
):
|
||||
anti_whipsaw = True
|
||||
|
||||
# 合约止盈明显更高(>= 另两者 1.15 倍)且用户能接受踏空 → 推合约
|
||||
others_max = max(opt_a, hedge_a, 0.0)
|
||||
choice = best_name
|
||||
if perp_a > 0 and perp_a >= others_max * 1.15 and perp_a >= best_a * 0.99:
|
||||
choice = "合约"
|
||||
if anti_whipsaw:
|
||||
reason = "合约止盈赔付更高,但震荡易洗时存在踏空;能接受洗盘再走可选合约"
|
||||
else:
|
||||
reason = "同风险下合约干净止盈赔付最高"
|
||||
elif anti_whipsaw and (opt_a > 0 or hedge_a > 0):
|
||||
# 抗踏空优先期权类;期期与单腿接近时推期期
|
||||
if hedge_a > 0 and (opt_a <= 0 or hedge_a >= opt_a * 0.85):
|
||||
choice = "期期对冲"
|
||||
reason = "震荡易洗时期权类更抗踏空;期期 7:3 兼顾方向与保护"
|
||||
else:
|
||||
choice = "单期权"
|
||||
reason = "震荡易洗时单期权仍可持有到目标,抗踏空优于合约"
|
||||
else:
|
||||
reason = f"同风险下「{best_name}」干净止盈赔付最高"
|
||||
|
||||
bullets = [
|
||||
f"止盈对比:合约 {perp_a:.2f}U / 单期权 {opt_a:.2f}U / 期期 {hedge_a:.2f}U(风险 R={risk:.2f}U)",
|
||||
(
|
||||
"止损与踏空:合约打止损即结束并可能踏空;"
|
||||
"期权/对冲最坏约亏满权利金,踏空路径下常仍持有至目标"
|
||||
if anti_whipsaw
|
||||
else "止损与踏空:三者最坏接近 −R;关注合约是否易被洗后错过止盈"
|
||||
),
|
||||
f"选用建议:{reason}",
|
||||
]
|
||||
return {"choice": choice, "reason": reason, "bullets": bullets}
|
||||
|
||||
|
||||
def run_compare(inp: dict[str, Any]) -> dict[str, Any]:
|
||||
err = _validate_common(inp)
|
||||
if err:
|
||||
return {"ok": False, "msg": err}
|
||||
base = str(inp.get("base") or "ETH").strip().upper()
|
||||
risk = float(inp["risk_u"])
|
||||
cs = _f(inp.get("contract_size")) or default_contract_size(base)
|
||||
ct = _f(inp.get("ct_mult")) or default_ct_mult(base)
|
||||
perp = _calc_perp(inp, contract_size=float(cs))
|
||||
opt = _calc_single_option(inp, ct_mult=float(ct))
|
||||
hedge = _calc_hedge(inp, ct_mult=float(ct))
|
||||
rec = recommend(
|
||||
perp,
|
||||
opt if opt.get("ok") else {"ok": False},
|
||||
hedge if hedge.get("ok") else {"ok": False},
|
||||
risk,
|
||||
)
|
||||
warnings: list[str] = []
|
||||
if perp.get("sheets", 0) <= 0:
|
||||
warnings.append("合约张数为 0:止损距过大或 R 过小")
|
||||
if isinstance(opt, dict) and opt.get("ok") and opt.get("sheets", 0) <= 0:
|
||||
warnings.append("单期权张数为 0:卖一过高或 R 过小")
|
||||
if isinstance(hedge, dict) and hedge.get("ok") and hedge.get("premium_u", 0) <= 0:
|
||||
warnings.append("期期对冲未开出张数:卖一过高或 R 过小")
|
||||
if isinstance(opt, dict) and not opt.get("ok"):
|
||||
warnings.append(str(opt.get("msg") or "单期权输入不完整"))
|
||||
if isinstance(hedge, dict) and not hedge.get("ok"):
|
||||
warnings.append(str(hedge.get("msg") or "期期对冲输入不完整"))
|
||||
return {
|
||||
"ok": True,
|
||||
"base": base,
|
||||
"direction": str(inp.get("direction") or "long").strip().lower(),
|
||||
"entry": float(inp["entry"]),
|
||||
"sl": float(inp["sl"]),
|
||||
"tp": float(inp["tp"]),
|
||||
"risk_u": risk,
|
||||
"contract_size": float(cs),
|
||||
"ct_mult": float(ct),
|
||||
"perp": perp,
|
||||
"option": opt,
|
||||
"hedge": hedge,
|
||||
"recommend": rec,
|
||||
"warnings": warnings,
|
||||
"notes": [
|
||||
"期权止盈按标的到价的内在价值近似,非盘口卖出价",
|
||||
"到期小盈/小亏未纳入主表与推荐",
|
||||
"仅本地测算,不下单",
|
||||
],
|
||||
}
|
||||
@@ -0,0 +1,599 @@
|
||||
"""中控期权档案:同步 OKX options_review_trades 到 hub_symbol_archive.db."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from lib.hub.hub_symbol_archive_lib import (
|
||||
TRADING_DAY_RESET_HOUR,
|
||||
_connect,
|
||||
default_db_path,
|
||||
init_db as init_perp_archive_db,
|
||||
ms_to_trading_day,
|
||||
parse_wall_clock_ms,
|
||||
resolve_period_bounds,
|
||||
trading_day_bounds_ms,
|
||||
)
|
||||
|
||||
|
||||
def _now_ms() -> int:
|
||||
return int(time.time() * 1000)
|
||||
|
||||
|
||||
def init_options_archive_db(db_path: Path | None = None) -> None:
|
||||
"""确保期权缓存表存在(与永续共用同一 SQLite)."""
|
||||
init_perp_archive_db(db_path)
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS archive_options_trade_cache (
|
||||
exchange_key TEXT NOT NULL,
|
||||
history_key TEXT NOT NULL,
|
||||
source_type TEXT,
|
||||
underlying TEXT,
|
||||
opened_at TEXT,
|
||||
closed_at TEXT,
|
||||
opened_at_ms INTEGER,
|
||||
closed_at_ms INTEGER,
|
||||
hold_seconds INTEGER,
|
||||
realized_pnl_total REAL,
|
||||
status_raw TEXT,
|
||||
pos_id TEXT,
|
||||
inst_id TEXT,
|
||||
opt_type TEXT,
|
||||
strike REAL,
|
||||
exp_time TEXT,
|
||||
sheets INTEGER,
|
||||
open_avg REAL,
|
||||
close_avg REAL,
|
||||
premium_paid REAL,
|
||||
realized_pnl REAL,
|
||||
hedge_plan_id INTEGER,
|
||||
plan_close_reason TEXT,
|
||||
realized_pnl_perp REAL,
|
||||
realized_pnl_options REAL,
|
||||
premium_total REAL,
|
||||
direction TEXT,
|
||||
tp REAL,
|
||||
sl REAL,
|
||||
target_price REAL,
|
||||
target_price_up REAL,
|
||||
target_price_down REAL,
|
||||
legs_json TEXT,
|
||||
linked_hedge_plan_id INTEGER,
|
||||
excluded_as_hedge_leg INTEGER DEFAULT 0,
|
||||
strategy_tag TEXT,
|
||||
result_tag TEXT,
|
||||
reviewed INTEGER DEFAULT 0,
|
||||
source_label TEXT,
|
||||
payload_json TEXT NOT NULL,
|
||||
synced_at INTEGER NOT NULL,
|
||||
PRIMARY KEY (exchange_key, history_key)
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_archive_options_closed
|
||||
ON archive_options_trade_cache (exchange_key, closed_at_ms)
|
||||
"""
|
||||
)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def purge_stale_options_trades_cache(
|
||||
exchange_key: str,
|
||||
active_history_keys: list[str],
|
||||
*,
|
||||
db_path: Path | None = None,
|
||||
) -> int:
|
||||
init_options_archive_db(db_path)
|
||||
ex_k = (exchange_key or "").strip().lower()
|
||||
if not ex_k:
|
||||
return 0
|
||||
active = {str(k).strip() for k in (active_history_keys or []) if str(k).strip()}
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
rows = conn.execute(
|
||||
"SELECT history_key FROM archive_options_trade_cache WHERE exchange_key=?",
|
||||
(ex_k,),
|
||||
).fetchall()
|
||||
stale = [r["history_key"] for r in rows if r["history_key"] not in active]
|
||||
removed = 0
|
||||
for hk in stale:
|
||||
cur = conn.execute(
|
||||
"DELETE FROM archive_options_trade_cache WHERE exchange_key=? AND history_key=?",
|
||||
(ex_k, hk),
|
||||
)
|
||||
removed += int(cur.rowcount or 0)
|
||||
return removed
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def _optional_float(raw: Any) -> float | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return float(raw)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _optional_int(raw: Any) -> int | None:
|
||||
if raw in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return int(raw)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def upsert_options_trades_cache(
|
||||
exchange_key: str,
|
||||
trades: list[dict[str, Any]],
|
||||
*,
|
||||
db_path: Path | None = None,
|
||||
prune_missing: bool = True,
|
||||
) -> dict[str, int]:
|
||||
init_options_archive_db(db_path)
|
||||
ex_k = (exchange_key or "").strip().lower()
|
||||
if not ex_k:
|
||||
return {"upserted": 0, "removed": 0}
|
||||
now = _now_ms()
|
||||
n = 0
|
||||
active_keys: list[str] = []
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
for t in trades or []:
|
||||
if not isinstance(t, dict):
|
||||
continue
|
||||
hk = str(t.get("history_key") or "").strip()
|
||||
if not hk:
|
||||
continue
|
||||
if int(t.get("excluded_as_hedge_leg") or 0):
|
||||
continue
|
||||
active_keys.append(hk)
|
||||
opened_at = t.get("opened_at")
|
||||
closed_at = t.get("closed_at")
|
||||
opened_ms = t.get("opened_at_ms") or parse_wall_clock_ms(opened_at)
|
||||
closed_ms = t.get("closed_at_ms") or parse_wall_clock_ms(closed_at)
|
||||
entry = t.get("entry") if isinstance(t.get("entry"), dict) else {}
|
||||
strategy_tag = t.get("strategy_tag") or (entry or {}).get("strategy_tag")
|
||||
result_tag = t.get("result_tag") or (entry or {}).get("result_tag")
|
||||
reviewed = 1 if t.get("reviewed") or entry else 0
|
||||
row = dict(t)
|
||||
row["exchange_key"] = ex_k
|
||||
payload = json.dumps(row, ensure_ascii=False, default=str)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO archive_options_trade_cache (
|
||||
exchange_key, history_key, source_type, underlying,
|
||||
opened_at, closed_at, opened_at_ms, closed_at_ms, hold_seconds,
|
||||
realized_pnl_total, status_raw,
|
||||
pos_id, inst_id, opt_type, strike, exp_time, sheets,
|
||||
open_avg, close_avg, premium_paid, realized_pnl,
|
||||
hedge_plan_id, plan_close_reason, realized_pnl_perp, realized_pnl_options,
|
||||
premium_total, direction, tp, sl, target_price, target_price_up, target_price_down,
|
||||
legs_json, linked_hedge_plan_id, excluded_as_hedge_leg,
|
||||
strategy_tag, result_tag, reviewed, source_label,
|
||||
payload_json, synced_at
|
||||
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)
|
||||
ON CONFLICT(exchange_key, history_key) DO UPDATE SET
|
||||
source_type=excluded.source_type,
|
||||
underlying=excluded.underlying,
|
||||
opened_at=excluded.opened_at,
|
||||
closed_at=excluded.closed_at,
|
||||
opened_at_ms=excluded.opened_at_ms,
|
||||
closed_at_ms=excluded.closed_at_ms,
|
||||
hold_seconds=excluded.hold_seconds,
|
||||
realized_pnl_total=excluded.realized_pnl_total,
|
||||
status_raw=excluded.status_raw,
|
||||
pos_id=excluded.pos_id,
|
||||
inst_id=excluded.inst_id,
|
||||
opt_type=excluded.opt_type,
|
||||
strike=excluded.strike,
|
||||
exp_time=excluded.exp_time,
|
||||
sheets=excluded.sheets,
|
||||
open_avg=excluded.open_avg,
|
||||
close_avg=excluded.close_avg,
|
||||
premium_paid=excluded.premium_paid,
|
||||
realized_pnl=excluded.realized_pnl,
|
||||
hedge_plan_id=excluded.hedge_plan_id,
|
||||
plan_close_reason=excluded.plan_close_reason,
|
||||
realized_pnl_perp=excluded.realized_pnl_perp,
|
||||
realized_pnl_options=excluded.realized_pnl_options,
|
||||
premium_total=excluded.premium_total,
|
||||
direction=excluded.direction,
|
||||
tp=excluded.tp,
|
||||
sl=excluded.sl,
|
||||
target_price=excluded.target_price,
|
||||
target_price_up=excluded.target_price_up,
|
||||
target_price_down=excluded.target_price_down,
|
||||
legs_json=excluded.legs_json,
|
||||
linked_hedge_plan_id=excluded.linked_hedge_plan_id,
|
||||
excluded_as_hedge_leg=excluded.excluded_as_hedge_leg,
|
||||
strategy_tag=excluded.strategy_tag,
|
||||
result_tag=excluded.result_tag,
|
||||
reviewed=excluded.reviewed,
|
||||
source_label=excluded.source_label,
|
||||
payload_json=excluded.payload_json,
|
||||
synced_at=excluded.synced_at
|
||||
""",
|
||||
(
|
||||
ex_k,
|
||||
hk,
|
||||
t.get("source_type"),
|
||||
t.get("underlying"),
|
||||
opened_at,
|
||||
closed_at,
|
||||
int(opened_ms) if opened_ms else None,
|
||||
int(closed_ms) if closed_ms else None,
|
||||
_optional_int(t.get("hold_seconds")),
|
||||
float(t.get("realized_pnl_total") or t.get("realized_pnl") or 0),
|
||||
t.get("status_raw"),
|
||||
t.get("pos_id"),
|
||||
t.get("inst_id"),
|
||||
t.get("opt_type"),
|
||||
_optional_float(t.get("strike")),
|
||||
t.get("exp_time"),
|
||||
_optional_int(t.get("sheets")),
|
||||
_optional_float(t.get("open_avg")),
|
||||
_optional_float(t.get("close_avg")),
|
||||
_optional_float(t.get("premium_paid")),
|
||||
_optional_float(t.get("realized_pnl")),
|
||||
_optional_int(t.get("hedge_plan_id")),
|
||||
t.get("plan_close_reason"),
|
||||
_optional_float(t.get("realized_pnl_perp")),
|
||||
_optional_float(t.get("realized_pnl_options")),
|
||||
_optional_float(t.get("premium_total")),
|
||||
t.get("direction"),
|
||||
_optional_float(t.get("tp")),
|
||||
_optional_float(t.get("sl")),
|
||||
_optional_float(t.get("target_price")),
|
||||
_optional_float(t.get("target_price_up")),
|
||||
_optional_float(t.get("target_price_down")),
|
||||
t.get("legs_json")
|
||||
if isinstance(t.get("legs_json"), str)
|
||||
else (json.dumps(t.get("legs"), ensure_ascii=False) if t.get("legs") else None),
|
||||
_optional_int(t.get("linked_hedge_plan_id")),
|
||||
int(t.get("excluded_as_hedge_leg") or 0),
|
||||
strategy_tag,
|
||||
result_tag,
|
||||
reviewed,
|
||||
t.get("source_label"),
|
||||
payload,
|
||||
now,
|
||||
),
|
||||
)
|
||||
n += 1
|
||||
finally:
|
||||
conn.close()
|
||||
removed = 0
|
||||
if prune_missing:
|
||||
removed = purge_stale_options_trades_cache(ex_k, active_keys, db_path=db_path)
|
||||
return {"upserted": n, "removed": removed}
|
||||
|
||||
|
||||
def _options_row_to_dict(row: Any) -> dict[str, Any]:
|
||||
out: dict[str, Any] = dict(row)
|
||||
payload = {}
|
||||
raw = out.get("payload_json")
|
||||
if raw:
|
||||
try:
|
||||
payload = json.loads(raw) if isinstance(raw, str) else {}
|
||||
except (TypeError, ValueError, json.JSONDecodeError):
|
||||
payload = {}
|
||||
if isinstance(payload, dict):
|
||||
for k, v in payload.items():
|
||||
if k not in out or out.get(k) in (None, ""):
|
||||
out[k] = v
|
||||
pnl = float(out.get("realized_pnl_total") or out.get("realized_pnl") or 0)
|
||||
out["realized_pnl_total"] = pnl
|
||||
out["pnl_amount"] = pnl # 复用永续统计/日历字段名
|
||||
hold_sec = out.get("hold_seconds")
|
||||
if hold_sec is not None:
|
||||
try:
|
||||
out["hold_minutes"] = round(float(hold_sec) / 60.0, 2)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
if not out.get("opened_at_ms") and out.get("opened_at"):
|
||||
ms = parse_wall_clock_ms(out.get("opened_at"))
|
||||
if ms:
|
||||
out["opened_at_ms"] = int(ms)
|
||||
if not out.get("closed_at_ms") and out.get("closed_at"):
|
||||
ms = parse_wall_clock_ms(out.get("closed_at"))
|
||||
if ms:
|
||||
out["closed_at_ms"] = int(ms)
|
||||
out["trade_id"] = out.get("history_key")
|
||||
out["id"] = out.get("history_key")
|
||||
out["symbol"] = out.get("inst_id") or out.get("underlying") or ""
|
||||
return out
|
||||
|
||||
|
||||
def _empty_options_stats() -> dict[str, Any]:
|
||||
return {
|
||||
"open_count": 0,
|
||||
"sick_count": 0,
|
||||
"sick_pct": 0.0,
|
||||
"pnl_total": 0.0,
|
||||
"pnl_ex_sick": 0.0,
|
||||
"win_count": 0,
|
||||
"loss_count": 0,
|
||||
"avg_win": 0.0,
|
||||
"avg_loss": 0.0,
|
||||
"max_win": 0.0,
|
||||
"max_loss": 0.0,
|
||||
"win_rate": 0.0,
|
||||
"profit_loss_ratio": 0.0,
|
||||
"turnover_total": 0.0,
|
||||
"commission_total": 0.0,
|
||||
"premium_total": 0.0,
|
||||
"by_exchange": {},
|
||||
"by_source_type": {},
|
||||
}
|
||||
|
||||
|
||||
def _compute_options_period_stats(trade_rows: list[dict[str, Any]]) -> dict[str, Any]:
|
||||
st = _empty_options_stats()
|
||||
wins: list[float] = []
|
||||
losses: list[float] = []
|
||||
by_ex: dict[str, dict[str, Any]] = {}
|
||||
by_src: dict[str, dict[str, Any]] = {}
|
||||
|
||||
def bucket() -> dict[str, Any]:
|
||||
return {
|
||||
"open_count": 0,
|
||||
"pnl_total": 0.0,
|
||||
"win_count": 0,
|
||||
"loss_count": 0,
|
||||
"premium_total": 0.0,
|
||||
}
|
||||
|
||||
for td in trade_rows:
|
||||
pnl = float(td.get("pnl_amount") or td.get("realized_pnl_total") or 0)
|
||||
ex = str(td.get("exchange_key") or "okx")
|
||||
src = str(td.get("source_type") or td.get("source_label") or "?")
|
||||
prem = float(td.get("premium_total") or td.get("premium_paid") or 0)
|
||||
st["open_count"] += 1
|
||||
st["pnl_total"] += pnl
|
||||
st["premium_total"] += prem
|
||||
if pnl > 0.0001:
|
||||
st["win_count"] += 1
|
||||
wins.append(pnl)
|
||||
elif pnl < -0.0001:
|
||||
st["loss_count"] += 1
|
||||
losses.append(pnl)
|
||||
if ex not in by_ex:
|
||||
by_ex[ex] = bucket()
|
||||
by_ex[ex]["open_count"] += 1
|
||||
by_ex[ex]["pnl_total"] += pnl
|
||||
by_ex[ex]["premium_total"] += prem
|
||||
if pnl > 0.0001:
|
||||
by_ex[ex]["win_count"] += 1
|
||||
elif pnl < -0.0001:
|
||||
by_ex[ex]["loss_count"] += 1
|
||||
if src not in by_src:
|
||||
by_src[src] = bucket()
|
||||
by_src[src]["open_count"] += 1
|
||||
by_src[src]["pnl_total"] += pnl
|
||||
|
||||
total = int(st["open_count"] or 0)
|
||||
st["pnl_ex_sick"] = round(float(st["pnl_total"]), 4)
|
||||
st["pnl_total"] = round(float(st["pnl_total"]), 4)
|
||||
st["premium_total"] = round(float(st["premium_total"]), 4)
|
||||
st["avg_win"] = round(sum(wins) / len(wins), 4) if wins else 0.0
|
||||
st["avg_loss"] = round(sum(losses) / len(losses), 4) if losses else 0.0
|
||||
st["max_win"] = round(max(wins), 4) if wins else 0.0
|
||||
st["max_loss"] = round(min(losses), 4) if losses else 0.0
|
||||
st["win_rate"] = round(st["win_count"] / total * 100, 1) if total else 0.0
|
||||
if wins and losses and abs(st["avg_loss"]) > 1e-9:
|
||||
st["profit_loss_ratio"] = round(abs(st["avg_win"] / st["avg_loss"]), 2)
|
||||
for ex, b in by_ex.items():
|
||||
b["pnl_total"] = round(float(b["pnl_total"]), 4)
|
||||
b["premium_total"] = round(float(b["premium_total"]), 4)
|
||||
b["sick_count"] = 0
|
||||
b["sick_pct"] = 0.0
|
||||
b["pnl_ex_sick"] = b["pnl_total"]
|
||||
b["avg_win"] = 0.0
|
||||
b["avg_loss"] = 0.0
|
||||
b["max_win"] = 0.0
|
||||
b["max_loss"] = 0.0
|
||||
b["win_rate"] = (
|
||||
round(b["win_count"] / b["open_count"] * 100, 1) if b["open_count"] else 0.0
|
||||
)
|
||||
b["profit_loss_ratio"] = 0.0
|
||||
b["turnover_total"] = 0.0
|
||||
b["commission_total"] = 0.0
|
||||
for src, b in by_src.items():
|
||||
b["pnl_total"] = round(float(b["pnl_total"]), 4)
|
||||
st["by_exchange"] = by_ex
|
||||
st["by_source_type"] = by_src
|
||||
return st
|
||||
|
||||
|
||||
def list_daily_options_trades(
|
||||
trading_day: str = "",
|
||||
*,
|
||||
period: str = "",
|
||||
date_from: str = "",
|
||||
date_to: str = "",
|
||||
exchange_key: str = "",
|
||||
filter_profit: bool = False,
|
||||
filter_loss: bool = False,
|
||||
search: str = "",
|
||||
source_type: str = "",
|
||||
db_path: Path | None = None,
|
||||
) -> dict[str, Any]:
|
||||
init_options_archive_db(db_path)
|
||||
p = (period or "today").strip().lower() or "today"
|
||||
start_ms, end_ms, df, dt, period_label = resolve_period_bounds(
|
||||
period=p,
|
||||
trading_day=trading_day,
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
)
|
||||
ex_filter = (exchange_key or "").strip().lower()
|
||||
src_filter = (source_type or "").strip().lower()
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
params: list[Any] = [start_ms, end_ms]
|
||||
where = "closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
|
||||
where += " AND COALESCE(excluded_as_hedge_leg,0)=0"
|
||||
if ex_filter:
|
||||
where += " AND exchange_key=?"
|
||||
params.append(ex_filter)
|
||||
if src_filter:
|
||||
where += " AND LOWER(COALESCE(source_type,''))=?"
|
||||
params.append(src_filter)
|
||||
rows = conn.execute(
|
||||
f"""
|
||||
SELECT * FROM archive_options_trade_cache
|
||||
WHERE {where}
|
||||
ORDER BY closed_at_ms DESC, history_key DESC
|
||||
""",
|
||||
params,
|
||||
).fetchall()
|
||||
trades: list[dict[str, Any]] = []
|
||||
q = (search or "").strip().lower()
|
||||
for r in rows:
|
||||
td = _options_row_to_dict(r)
|
||||
pnl = float(td.get("pnl_amount") or 0)
|
||||
if filter_profit and pnl <= 0.0001:
|
||||
continue
|
||||
if filter_loss and pnl >= -0.0001:
|
||||
continue
|
||||
if q:
|
||||
blob = " ".join(
|
||||
str(td.get(k) or "")
|
||||
for k in (
|
||||
"underlying",
|
||||
"inst_id",
|
||||
"exchange_key",
|
||||
"source_type",
|
||||
"source_label",
|
||||
"opt_type",
|
||||
"strategy_tag",
|
||||
"result_tag",
|
||||
"direction",
|
||||
)
|
||||
).lower()
|
||||
if q not in blob:
|
||||
continue
|
||||
trades.append(td)
|
||||
return {
|
||||
"period": p,
|
||||
"period_label": period_label,
|
||||
"trading_day": dt,
|
||||
"date_from": df,
|
||||
"date_to": dt,
|
||||
"product": "options",
|
||||
"trades": trades,
|
||||
"stats": _compute_options_period_stats(trades),
|
||||
}
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def list_archive_options_calendar(
|
||||
year: int,
|
||||
month: int,
|
||||
*,
|
||||
exchange_key: str = "",
|
||||
db_path: Path | None = None,
|
||||
reset_hour: int = TRADING_DAY_RESET_HOUR,
|
||||
) -> dict[str, Any]:
|
||||
init_options_archive_db(db_path)
|
||||
y = int(year)
|
||||
m = int(month)
|
||||
if m < 1 or m > 12:
|
||||
raise ValueError("month 无效")
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
first = f"{y:04d}-{m:02d}-01"
|
||||
if m == 12:
|
||||
next_first = datetime(y + 1, 1, 1)
|
||||
else:
|
||||
next_first = datetime(y, m + 1, 1)
|
||||
last = (next_first - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
start_ms, _ = trading_day_bounds_ms(first, reset_hour=reset_hour)
|
||||
_, end_ms = trading_day_bounds_ms(last, reset_hour=reset_hour)
|
||||
ex_filter = (exchange_key or "").strip().lower()
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
params: list[Any] = [start_ms, end_ms]
|
||||
where = (
|
||||
"closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
|
||||
" AND COALESCE(excluded_as_hedge_leg,0)=0"
|
||||
)
|
||||
if ex_filter:
|
||||
where += " AND exchange_key=?"
|
||||
params.append(ex_filter)
|
||||
rows = conn.execute(
|
||||
f"SELECT * FROM archive_options_trade_cache WHERE {where}",
|
||||
params,
|
||||
).fetchall()
|
||||
days: dict[str, dict[str, Any]] = {}
|
||||
for r in rows:
|
||||
td = _options_row_to_dict(r)
|
||||
closed_ms = td.get("closed_at_ms") or parse_wall_clock_ms(td.get("closed_at"))
|
||||
if not closed_ms:
|
||||
continue
|
||||
day = ms_to_trading_day(int(closed_ms), reset_hour=reset_hour)
|
||||
if not day or day < first or day > last:
|
||||
continue
|
||||
bucket = days.setdefault(
|
||||
day,
|
||||
{
|
||||
"trading_day": day,
|
||||
"open_count": 0,
|
||||
"sick_count": 0,
|
||||
"pnl_total": 0.0,
|
||||
"turnover_total": 0.0,
|
||||
"commission_total": 0.0,
|
||||
"has_sick": False,
|
||||
},
|
||||
)
|
||||
bucket["open_count"] += 1
|
||||
bucket["pnl_total"] += float(td.get("pnl_amount") or 0)
|
||||
for d in days.values():
|
||||
d["pnl_total"] = round(float(d["pnl_total"]), 4)
|
||||
month_pnl = sum(float(d["pnl_total"]) for d in days.values())
|
||||
month_count = sum(int(d["open_count"]) for d in days.values())
|
||||
return {
|
||||
"year": y,
|
||||
"month": m,
|
||||
"date_from": first,
|
||||
"date_to": last,
|
||||
"product": "options",
|
||||
"days": days,
|
||||
"month_pnl_total": round(month_pnl, 4),
|
||||
"month_open_count": month_count,
|
||||
}
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def sync_options_exchange_archive(
|
||||
exchange_key: str,
|
||||
trades: list[dict[str, Any]],
|
||||
*,
|
||||
db_path: Path | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""仅缓存期权交易,不做 K 线."""
|
||||
r = upsert_options_trades_cache(
|
||||
exchange_key, trades, db_path=db_path, prune_missing=True
|
||||
)
|
||||
return {
|
||||
"ok": True,
|
||||
"exchange_key": (exchange_key or "").strip().lower(),
|
||||
"product": "options",
|
||||
"trades_upserted": r.get("upserted", 0),
|
||||
"trades_removed": r.get("removed", 0),
|
||||
"trade_count": len(trades or []),
|
||||
}
|
||||
@@ -0,0 +1,341 @@
|
||||
"""中控永期对冲计算器:永续 1 币 + 按目标盈利反推期权仓位/波动点数(纯函数)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Optional, Tuple
|
||||
|
||||
from lib.trade.trade_fee_lib import estimate_roundtrip_fee_usdt, taker_fee_rate
|
||||
|
||||
DEFAULT_CT_MULT = 0.01
|
||||
PERP_COINS = 1.0
|
||||
|
||||
|
||||
def _f(v: Any) -> Optional[float]:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _parse_base_common(
|
||||
*,
|
||||
base: str,
|
||||
spot: Any,
|
||||
capital_usdt: Any,
|
||||
target_profit_u: Any,
|
||||
perp_leverage: Any,
|
||||
option_leverage: Any,
|
||||
ct_mult: Any,
|
||||
) -> Tuple[Optional[dict[str, float]], Optional[str]]:
|
||||
b = (base or "ETH").strip().upper()
|
||||
if b not in ("ETH", "BTC"):
|
||||
return None, "币种仅支持 BTC / ETH"
|
||||
s = _f(spot)
|
||||
capital = _f(capital_usdt)
|
||||
target = _f(target_profit_u)
|
||||
p_lev = _f(perp_leverage)
|
||||
o_lev = _f(option_leverage)
|
||||
ct = _f(ct_mult)
|
||||
if s is None or capital is None or target is None or p_lev is None or o_lev is None:
|
||||
return None, "参数格式错误"
|
||||
if ct is None or ct <= 0:
|
||||
ct = DEFAULT_CT_MULT
|
||||
if s <= 0 or capital <= 0 or p_lev <= 0 or o_lev <= 0:
|
||||
return None, "现价、资金、杠杆须大于 0"
|
||||
if target < 0:
|
||||
return None, "目标盈利不能为负"
|
||||
prem_per_coin = s / o_lev
|
||||
if prem_per_coin <= 0:
|
||||
return None, "单币权利金无效"
|
||||
margin = (s * PERP_COINS) / p_lev
|
||||
return {
|
||||
"base_ok": 1.0,
|
||||
"spot": s,
|
||||
"capital": capital,
|
||||
"target": target,
|
||||
"p_lev": p_lev,
|
||||
"o_lev": o_lev,
|
||||
"ct": ct,
|
||||
"prem_per_coin": prem_per_coin,
|
||||
"margin": margin,
|
||||
"fee_rate": taker_fee_rate(),
|
||||
}, None
|
||||
|
||||
|
||||
def _move_for_perp_correct(*, spot: float, target: float, premium: float, fee_rate: float) -> float:
|
||||
"""净利 = move − premium − fee(move) = target → 解 move.
|
||||
|
||||
fee = (2*spot + move) * fee_rate
|
||||
move*(1-fee_rate) = target + premium + 2*spot*fee_rate
|
||||
"""
|
||||
denom = 1.0 - float(fee_rate)
|
||||
if denom <= 0:
|
||||
return 0.0
|
||||
return (float(target) + float(premium) + 2.0 * float(spot) * float(fee_rate)) / denom
|
||||
|
||||
|
||||
def calc_perp_options_hedge(
|
||||
*,
|
||||
base: str = "ETH",
|
||||
spot: float,
|
||||
capital_usdt: float,
|
||||
target_profit_u: float,
|
||||
move_mode: str = "points",
|
||||
move_value: float,
|
||||
perp_leverage: float,
|
||||
option_leverage: float,
|
||||
ct_mult: float = DEFAULT_CT_MULT,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
"""由波动反推期权开仓币数/张数(calc_mode=size)."""
|
||||
common, err = _parse_base_common(
|
||||
base=base,
|
||||
spot=spot,
|
||||
capital_usdt=capital_usdt,
|
||||
target_profit_u=target_profit_u,
|
||||
perp_leverage=perp_leverage,
|
||||
option_leverage=option_leverage,
|
||||
ct_mult=ct_mult,
|
||||
)
|
||||
if err or not common:
|
||||
return None, err
|
||||
|
||||
s = common["spot"]
|
||||
capital = common["capital"]
|
||||
target = common["target"]
|
||||
p_lev = common["p_lev"]
|
||||
o_lev = common["o_lev"]
|
||||
ct = common["ct"]
|
||||
prem_per_coin = common["prem_per_coin"]
|
||||
margin = common["margin"]
|
||||
fee_rate = common["fee_rate"]
|
||||
b = (base or "ETH").strip().upper()
|
||||
|
||||
move = _f(move_value)
|
||||
mode = (move_mode or "points").strip().lower()
|
||||
if mode not in ("points", "pct", "percent", "rate"):
|
||||
return None, "波动模式须为 points 或 pct"
|
||||
if mode in ("percent", "rate"):
|
||||
mode = "pct"
|
||||
if move is None:
|
||||
return None, "参数格式错误"
|
||||
if move <= 0:
|
||||
return None, "现价、资金、波动、杠杆须大于 0"
|
||||
|
||||
if mode == "pct":
|
||||
move_points = s * (move / 100.0)
|
||||
else:
|
||||
move_points = move
|
||||
if move_points <= 0:
|
||||
return None, "波动对应价格变动须大于 0"
|
||||
|
||||
exit_px = s + move_points
|
||||
perp_gross = move_points * PERP_COINS
|
||||
fee = estimate_roundtrip_fee_usdt(s, exit_px, qty=PERP_COINS, contract_size=1.0)
|
||||
|
||||
premium_budget = perp_gross - target - fee
|
||||
if premium_budget <= 0:
|
||||
return None, "波动收益不足以覆盖目标盈利+手续费，无法开期权"
|
||||
|
||||
opt_coins = premium_budget / prem_per_coin
|
||||
opt_sheets = opt_coins / ct
|
||||
premium_total = opt_coins * prem_per_coin
|
||||
|
||||
case_a_net = perp_gross - premium_total - fee
|
||||
opt_intrinsic = opt_coins * move_points
|
||||
opt_net = opt_intrinsic - premium_total
|
||||
perp_loss = -perp_gross
|
||||
portfolio_net = opt_net + perp_loss
|
||||
|
||||
return {
|
||||
"calc_mode": "size",
|
||||
"base": b,
|
||||
"spot": round(s, 8),
|
||||
"capital_usdt": round(capital, 8),
|
||||
"target_profit_u": round(target, 8),
|
||||
"move_mode": mode,
|
||||
"move_value": round(move, 8),
|
||||
"move_points": round(move_points, 8),
|
||||
"exit_price": round(exit_px, 8),
|
||||
"perp_coins": PERP_COINS,
|
||||
"perp_leverage": round(p_lev, 8),
|
||||
"option_leverage": round(o_lev, 8),
|
||||
"ct_mult": ct,
|
||||
"prem_per_coin": round(prem_per_coin, 8),
|
||||
"perp_gross_u": round(perp_gross, 8),
|
||||
"perp_fee_u": round(fee, 8),
|
||||
"fee_rate": fee_rate,
|
||||
"premium_budget_u": round(premium_budget, 8),
|
||||
"opt_coins": round(opt_coins, 8),
|
||||
"opt_sheets": round(opt_sheets, 8),
|
||||
"premium_total_u": round(premium_total, 8),
|
||||
"perp_margin_u": round(margin, 8),
|
||||
"capital_ok": bool(capital >= margin),
|
||||
"case_a": {
|
||||
"label": "永续方向对",
|
||||
"perp_pnl_u": round(perp_gross, 8),
|
||||
"premium_u": round(premium_total, 8),
|
||||
"fee_u": round(fee, 8),
|
||||
"net_u": round(case_a_net, 8),
|
||||
},
|
||||
"case_b": {
|
||||
"label": "期权方向对",
|
||||
"opt_intrinsic_u": round(opt_intrinsic, 8),
|
||||
"premium_u": round(premium_total, 8),
|
||||
"opt_net_u": round(opt_net, 8),
|
||||
"perp_pnl_u": round(perp_loss, 8),
|
||||
"portfolio_net_u": round(portfolio_net, 8),
|
||||
},
|
||||
}, None
|
||||
|
||||
|
||||
def calc_perp_options_points(
|
||||
*,
|
||||
base: str = "ETH",
|
||||
spot: float,
|
||||
capital_usdt: float,
|
||||
target_profit_u: float,
|
||||
perp_leverage: float,
|
||||
option_leverage: float,
|
||||
ratio_perp: float = 1.0,
|
||||
ratio_opt: float = 2.0,
|
||||
ct_mult: float = DEFAULT_CT_MULT,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
"""按永续:期权比例 + 目标盈利,反推两套情景所需波动点数.
|
||||
|
||||
永续币数固定为 ratio 归一后的 1 币侧(perp_coins = PERP_COINS).
|
||||
期权币数 = PERP_COINS * (ratio_opt / ratio_perp),例 1:2 → 2 币.
|
||||
|
||||
A 永续方向对: move − premium − fee(move) = 目标盈利
|
||||
B 期权方向对:
|
||||
- 期权净利达目标: opt_coins*move − premium = 目标
|
||||
- 组合净利达目标: move*(opt_coins − perp_coins) − premium = 目标
|
||||
"""
|
||||
common, err = _parse_base_common(
|
||||
base=base,
|
||||
spot=spot,
|
||||
capital_usdt=capital_usdt,
|
||||
target_profit_u=target_profit_u,
|
||||
perp_leverage=perp_leverage,
|
||||
option_leverage=option_leverage,
|
||||
ct_mult=ct_mult,
|
||||
)
|
||||
if err or not common:
|
||||
return None, err
|
||||
|
||||
rp = _f(ratio_perp)
|
||||
ro = _f(ratio_opt)
|
||||
if rp is None or ro is None or rp <= 0 or ro <= 0:
|
||||
return None, "永续:期权比例须大于 0"
|
||||
|
||||
s = common["spot"]
|
||||
capital = common["capital"]
|
||||
target = common["target"]
|
||||
p_lev = common["p_lev"]
|
||||
o_lev = common["o_lev"]
|
||||
ct = common["ct"]
|
||||
prem_per_coin = common["prem_per_coin"]
|
||||
margin = common["margin"]
|
||||
fee_rate = common["fee_rate"]
|
||||
b = (base or "ETH").strip().upper()
|
||||
|
||||
opt_coins = PERP_COINS * (ro / rp)
|
||||
premium_total = opt_coins * prem_per_coin
|
||||
opt_sheets = opt_coins / ct
|
||||
|
||||
move_a = _move_for_perp_correct(spot=s, target=target, premium=premium_total, fee_rate=fee_rate)
|
||||
if move_a <= 0:
|
||||
return None, "无法解出永续方向对所需点数"
|
||||
|
||||
fee_a = estimate_roundtrip_fee_usdt(s, s + move_a, qty=PERP_COINS, contract_size=1.0)
|
||||
net_a = move_a * PERP_COINS - premium_total - fee_a
|
||||
|
||||
# 期权净利 = 目标
|
||||
move_b_opt = (target + premium_total) / opt_coins
|
||||
opt_net_at_b_opt = opt_coins * move_b_opt - premium_total
|
||||
portfolio_at_b_opt = opt_net_at_b_opt - move_b_opt * PERP_COINS
|
||||
|
||||
# 组合净利 = 目标
|
||||
edge = opt_coins - PERP_COINS
|
||||
if edge <= 0:
|
||||
move_b_port = None
|
||||
port_err = "期权币数须大于永续币数,组合才能在方向对时赚到目标盈利"
|
||||
else:
|
||||
move_b_port = (target + premium_total) / edge
|
||||
port_err = None
|
||||
if move_b_port is not None:
|
||||
opt_net_at_b_port = opt_coins * move_b_port - premium_total
|
||||
portfolio_at_b_port = opt_net_at_b_port - move_b_port * PERP_COINS
|
||||
else:
|
||||
opt_net_at_b_port = None
|
||||
portfolio_at_b_port = None
|
||||
|
||||
return {
|
||||
"calc_mode": "points",
|
||||
"base": b,
|
||||
"spot": round(s, 8),
|
||||
"capital_usdt": round(capital, 8),
|
||||
"target_profit_u": round(target, 8),
|
||||
"ratio_perp": round(rp, 8),
|
||||
"ratio_opt": round(ro, 8),
|
||||
"ratio_label": f"{_fmt_ratio(rp)}:{_fmt_ratio(ro)}",
|
||||
"perp_coins": PERP_COINS,
|
||||
"opt_coins": round(opt_coins, 8),
|
||||
"opt_sheets": round(opt_sheets, 8),
|
||||
"perp_leverage": round(p_lev, 8),
|
||||
"option_leverage": round(o_lev, 8),
|
||||
"ct_mult": ct,
|
||||
"prem_per_coin": round(prem_per_coin, 8),
|
||||
"premium_total_u": round(premium_total, 8),
|
||||
"fee_rate": fee_rate,
|
||||
"perp_margin_u": round(margin, 8),
|
||||
"capital_ok": bool(capital >= margin),
|
||||
"case_a": {
|
||||
"label": "永续方向对",
|
||||
"move_points": round(move_a, 8),
|
||||
"move_pct": round(move_a / s * 100.0, 8),
|
||||
"perp_pnl_u": round(move_a * PERP_COINS, 8),
|
||||
"premium_u": round(premium_total, 8),
|
||||
"fee_u": round(fee_a, 8),
|
||||
"net_u": round(net_a, 8),
|
||||
},
|
||||
"case_b": {
|
||||
"label": "期权方向对",
|
||||
"move_points_opt_net": round(move_b_opt, 8),
|
||||
"move_pct_opt_net": round(move_b_opt / s * 100.0, 8),
|
||||
"opt_net_u": round(opt_net_at_b_opt, 8),
|
||||
"portfolio_net_at_opt_target_u": round(portfolio_at_b_opt, 8),
|
||||
"move_points_portfolio": None if move_b_port is None else round(move_b_port, 8),
|
||||
"move_pct_portfolio": None
|
||||
if move_b_port is None
|
||||
else round(move_b_port / s * 100.0, 8),
|
||||
"opt_net_at_portfolio_target_u": None
|
||||
if opt_net_at_b_port is None
|
||||
else round(opt_net_at_b_port, 8),
|
||||
"portfolio_net_u": None if portfolio_at_b_port is None else round(portfolio_at_b_port, 8),
|
||||
"portfolio_error": port_err,
|
||||
"premium_u": round(premium_total, 8),
|
||||
},
|
||||
}, None
|
||||
|
||||
|
||||
def _fmt_ratio(v: float) -> str:
|
||||
if abs(v - round(v)) < 1e-9:
|
||||
return str(int(round(v)))
|
||||
s = f"{v:.4f}".rstrip("0").rstrip(".")
|
||||
return s
|
||||
|
||||
|
||||
def calc_perp_options(
|
||||
*,
|
||||
calc_mode: str = "size",
|
||||
**kwargs: Any,
|
||||
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
|
||||
"""统一入口:size=由波动推仓位;points=由比例推点数."""
|
||||
mode = (calc_mode or "size").strip().lower()
|
||||
if mode in ("points", "ratio", "move"):
|
||||
return calc_perp_options_points(**kwargs)
|
||||
# size mode: ignore ratio kwargs if present
|
||||
kwargs.pop("ratio_perp", None)
|
||||
kwargs.pop("ratio_opt", None)
|
||||
return calc_perp_options_hedge(**kwargs)
|
||||
@@ -10,9 +10,32 @@ from typing import Any
|
||||
|
||||
from lib.paths import REPO_ROOT
|
||||
|
||||
STRATEGY_EXCHANGES: tuple[str, ...] = ("binance", "okx", "gate")
|
||||
STRATEGY_EXCHANGES: tuple[str, ...] = (
|
||||
"playbook_v2",
|
||||
"playbook",
|
||||
"behavior",
|
||||
"binance",
|
||||
"okx",
|
||||
"gate",
|
||||
)
|
||||
|
||||
STRATEGY_META: dict[str, dict[str, str]] = {
|
||||
"playbook_v2": {
|
||||
"label": "执行手册v2",
|
||||
"title": "交易执行手册 v2（期权 / 合约 · 无对冲）",
|
||||
"md_rel": "docs/交易执行手册-v2-期权与合约.md",
|
||||
},
|
||||
"playbook": {
|
||||
"label": "执行手册v1",
|
||||
"title": "交易执行手册 v1（期权为主 · Gate 为辅 · 含对冲）",
|
||||
# 相对仓库根;其余条目用 md_file 相对 docs/strategy
|
||||
"md_rel": "docs/交易执行手册-期权与Gate.md",
|
||||
},
|
||||
"behavior": {
|
||||
"label": "行为准则",
|
||||
"title": "交易行为准则（开单三检）",
|
||||
"md_rel": "docs/交易行为准则-开单三检.md",
|
||||
},
|
||||
"binance": {
|
||||
"label": "币安",
|
||||
"title": "币安·山寨多头趋势",
|
||||
@@ -43,6 +66,9 @@ def _md_path(exchange_key: str) -> Path:
|
||||
meta = STRATEGY_META.get((exchange_key or "").strip().lower())
|
||||
if not meta:
|
||||
raise KeyError(exchange_key)
|
||||
md_rel = (meta.get("md_rel") or "").strip()
|
||||
if md_rel:
|
||||
return REPO_ROOT / md_rel
|
||||
return _strategy_dir() / meta["md_file"]
|
||||
|
||||
|
||||
@@ -210,11 +236,30 @@ def load_strategy_payload(exchange_key: str) -> dict[str, Any]:
|
||||
}
|
||||
|
||||
|
||||
def strategy_meta_payload() -> dict[str, Any]:
|
||||
tabs = [
|
||||
{"key": k, "label": STRATEGY_META[k]["label"], "title": STRATEGY_META[k]["title"]}
|
||||
for k in STRATEGY_EXCHANGES
|
||||
]
|
||||
_STRATEGY_TAB_DISPLAY_PREF: dict[str, str] = {
|
||||
"playbook_v2": "show_strategy_playbook_v2",
|
||||
"playbook": "show_strategy_playbook",
|
||||
"behavior": "show_strategy_behavior",
|
||||
"binance": "show_strategy_binance",
|
||||
"okx": "show_strategy_okx",
|
||||
"gate": "show_strategy_gate",
|
||||
}
|
||||
|
||||
|
||||
def strategy_meta_payload(display: dict[str, Any] | None = None) -> dict[str, Any]:
|
||||
prefs = display if isinstance(display, dict) else {}
|
||||
tabs = []
|
||||
for k in STRATEGY_EXCHANGES:
|
||||
pref_key = _STRATEGY_TAB_DISPLAY_PREF.get(k)
|
||||
if pref_key and prefs.get(pref_key) is False:
|
||||
continue
|
||||
tabs.append(
|
||||
{
|
||||
"key": k,
|
||||
"label": STRATEGY_META[k]["label"],
|
||||
"title": STRATEGY_META[k]["title"],
|
||||
}
|
||||
)
|
||||
return {"ok": True, "exchanges": tabs}
|
||||
|
||||
|
||||
|
||||
@@ -9,6 +9,8 @@ DISPLAY_RUNTIME_PREFIX = "display."
|
||||
|
||||
DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
|
||||
"show_nav_dashboard": False,
|
||||
"show_nav_key_monitor": True,
|
||||
"show_nav_trade": True,
|
||||
"show_nav_strategy": True,
|
||||
"show_nav_strategy_records": True,
|
||||
"show_nav_records": True,
|
||||
@@ -28,6 +30,8 @@ DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
|
||||
|
||||
DISPLAY_LABELS: dict[str, str] = {
|
||||
"show_nav_dashboard": "数据看板",
|
||||
"show_nav_key_monitor": "关键位监控",
|
||||
"show_nav_trade": "实盘下单",
|
||||
"show_nav_strategy": "策略交易",
|
||||
"show_nav_strategy_records": "策略交易记录",
|
||||
"show_nav_records": "交易记录与复盘",
|
||||
@@ -47,6 +51,8 @@ DISPLAY_LABELS: dict[str, str] = {
|
||||
|
||||
NAV_TAB_ALLOWED: dict[str, str] = {
|
||||
"dashboard": "show_nav_dashboard",
|
||||
"key_monitor": "show_nav_key_monitor",
|
||||
"trade": "show_nav_trade",
|
||||
"strategy": "show_nav_strategy",
|
||||
"strategy_records": "show_nav_strategy_records",
|
||||
"records": "show_nav_records",
|
||||
@@ -110,6 +116,8 @@ def tab_allowed(tab: str, display: Optional[dict[str, bool]] = None) -> bool:
|
||||
def display_meta_for_ui() -> list[dict[str, Any]]:
|
||||
nav_keys = [
|
||||
"show_nav_dashboard",
|
||||
"show_nav_key_monitor",
|
||||
"show_nav_trade",
|
||||
"show_nav_strategy",
|
||||
"show_nav_strategy_records",
|
||||
"show_nav_records",
|
||||
|
||||
@@ -84,6 +84,11 @@ def embed_shell_enabled() -> bool:
|
||||
return (os.getenv("HUB_EMBED_SHELL") or "1").strip().lower() in ("1", "true", "yes", "on")
|
||||
|
||||
|
||||
_SETTINGS_SUB_TABS = frozenset(
|
||||
{"nav", "password", "transfer", "export", "options_swap", "options_transfer"}
|
||||
)
|
||||
|
||||
|
||||
def redirect_to_embed_shell_if_enabled(page: str):
|
||||
"""直连 /trade 等整页路由时,重定向到 embed 壳(顶栏常驻,tab 软切换)."""
|
||||
if not embed_shell_enabled():
|
||||
@@ -93,6 +98,12 @@ def redirect_to_embed_shell_if_enabled(page: str):
|
||||
if (request.path or "").rstrip("/") == "/embed":
|
||||
return None
|
||||
q = {k: v for k, v in request.args.items()}
|
||||
# embed 的 tab=页面名;系统设置内页签用 settings_tab,避免 /settings?tab=transfer 被覆盖成 tab=settings
|
||||
if (page or "").strip() == "settings":
|
||||
sub = (q.get("settings_tab") or "").strip()
|
||||
legacy = (q.get("tab") or "").strip()
|
||||
if not sub and legacy in _SETTINGS_SUB_TABS:
|
||||
q["settings_tab"] = legacy
|
||||
q["tab"] = page
|
||||
q["embed"] = "1"
|
||||
return redirect("/embed?" + urlencode(q))
|
||||
@@ -115,6 +126,11 @@ def rewrite_embed_dest(path: str, hub_theme: str | None = None) -> str:
|
||||
tab = path_to_embed_tab(split.path)
|
||||
q = dict(parse_qsl(split.query, keep_blank_values=True))
|
||||
if tab:
|
||||
if tab == "settings":
|
||||
sub = (q.get("settings_tab") or "").strip()
|
||||
legacy = (q.get("tab") or "").strip()
|
||||
if not sub and legacy in _SETTINGS_SUB_TABS:
|
||||
q["settings_tab"] = legacy
|
||||
q["tab"] = tab
|
||||
q["embed"] = "1"
|
||||
ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
|
||||
|
||||
@@ -8,6 +8,7 @@ from lib.key_monitor.key_auto_order_lib import load_key_auto_order_enabled
|
||||
from lib.trade.account_risk_lib import (
|
||||
cooling_hours_manual,
|
||||
cooling_hours_manual_journal,
|
||||
daily_loss_limit,
|
||||
manual_close_daily_limit,
|
||||
max_active_positions_from_env,
|
||||
mood_issues_daily_freeze_enabled,
|
||||
@@ -113,6 +114,15 @@ def build_instance_settings_view(
|
||||
_row("手动平仓冷静", f"{cooling_hours_manual():g} 小时"),
|
||||
_row("复盘后冷静", f"{cooling_hours_manual_journal():g} 小时", "手动平仓且填写说明后可缩短"),
|
||||
_row("日手动平仓上限", f"{manual_close_daily_limit()} 次", "超限当日冻结"),
|
||||
_row(
|
||||
"日亏损次数上限",
|
||||
(
|
||||
f"{daily_loss_limit()} 次"
|
||||
if daily_loss_limit() > 0
|
||||
else "未启用"
|
||||
),
|
||||
"平仓亏损达限后当日冻结开仓;0=不启用" if daily_loss_limit() > 0 else "RISK_DAILY_LOSS_LIMIT=0",
|
||||
),
|
||||
_row(
|
||||
"复盘情绪日冻结",
|
||||
_on_off(mood_issues_daily_freeze_enabled()),
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
{# 系统设置 · 导航显示开关(SSR 预渲染,保存仍走 API) #}
|
||||
<div class="settings-tab-inner" id="display-prefs-card">
|
||||
<h2>导航显示</h2>
|
||||
<p class="settings-env-hint">以下开关控制顶栏导航与系统设置内区块是否显示,保存后立即生效.关键位监控,实盘下单,系统设置为固定项.</p>
|
||||
<p class="settings-env-hint">以下开关控制顶栏导航与系统设置内区块是否显示,保存后立即生效.系统设置为固定项.</p>
|
||||
<div id="display-prefs-form" class="display-prefs-form" data-prefs-ssr="1">
|
||||
{% if display_meta %}
|
||||
{% for group in display_meta %}
|
||||
|
||||
@@ -8,7 +8,7 @@
|
||||
<link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
|
||||
<link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
|
||||
<link rel="stylesheet" href="/static/instance_page.css?v=11">
|
||||
<link rel="stylesheet" href="/static/instance_theme.css?v=105">
|
||||
<link rel="stylesheet" href="/static/instance_theme.css?v=108">
|
||||
<script src="/static/account_risk_badge.js?v=4"></script>
|
||||
<meta name="theme-color" content="#0b0d14">
|
||||
<title>{{ pwa_app_name }}</title>
|
||||
@@ -31,8 +31,8 @@
|
||||
</div>
|
||||
<nav class="top-nav embed-top-nav" aria-label="实例导航">
|
||||
<a href="/dashboard" data-embed-tab="dashboard" class="{% if initial_tab == 'dashboard' %}active{% endif %}"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
|
||||
<a href="/key_monitor" data-embed-tab="key_monitor" class="{% if initial_tab == 'key_monitor' %}active{% endif %}">关键位监控</a>
|
||||
<a href="/trade" data-embed-tab="trade" class="{% if initial_tab == 'trade' %}active{% endif %}">实盘下单</a>
|
||||
<a href="/key_monitor" data-embed-tab="key_monitor" class="{% if initial_tab == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
|
||||
<a href="/trade" data-embed-tab="trade" class="{% if initial_tab == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
|
||||
{% if not intraday_discipline and display.show_nav_strategy %}
|
||||
<a href="/strategy" data-embed-tab="strategy" class="{% if initial_tab == 'strategy' %}active{% endif %}">策略交易</a>
|
||||
{% endif %}
|
||||
@@ -93,6 +93,54 @@
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 手机端主导航(≤720px);桌面不显示 -->
|
||||
<nav id="inst-mobile-tabbar" class="inst-mobile-tabbar" aria-label="手机主导航">
|
||||
<a href="/trade" class="inst-m-tab{% if initial_tab == 'trade' %} active{% endif %}" data-embed-tab="trade"{% if not display.show_nav_trade %} style="display:none"{% endif %}>下单</a>
|
||||
<a href="/key_monitor" class="inst-m-tab{% if initial_tab == 'key_monitor' %} active{% endif %}" data-embed-tab="key_monitor"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位</a>
|
||||
{% if options_nav_visible and display.show_nav_options %}
|
||||
<a href="/options" class="inst-m-tab{% if initial_tab == 'options' %} active{% endif %}" data-embed-tab="options">期权</a>
|
||||
{% endif %}
|
||||
<button type="button" class="inst-m-tab" data-embed-tab="more" id="inst-m-tab-more" aria-haspopup="dialog" aria-expanded="false">更多</button>
|
||||
</nav>
|
||||
<div id="inst-mobile-more" class="inst-mobile-more" aria-hidden="true">
|
||||
<div class="inst-mobile-more-backdrop" id="inst-mobile-more-backdrop"></div>
|
||||
<div class="inst-mobile-more-sheet" role="dialog" aria-modal="true" aria-labelledby="inst-mobile-more-title">
|
||||
<div class="inst-mobile-more-handle" aria-hidden="true"></div>
|
||||
<h2 id="inst-mobile-more-title" class="inst-mobile-more-title">更多</h2>
|
||||
<p class="inst-mobile-more-hint">次要页面 · 完整界面请用电脑</p>
|
||||
<nav class="inst-mobile-more-nav" aria-label="更多页面">
|
||||
<a href="/dashboard" data-embed-tab="dashboard"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
|
||||
{% if display.show_nav_records %}
|
||||
<a href="/records" data-embed-tab="records">交易记录</a>
|
||||
{% endif %}
|
||||
{% if not intraday_discipline and display.show_nav_strategy %}
|
||||
<a href="/strategy" data-embed-tab="strategy">策略交易</a>
|
||||
{% endif %}
|
||||
{% if not intraday_discipline and display.show_nav_strategy_records %}
|
||||
<a href="/strategy/records" data-embed-tab="strategy_records">策略记录</a>
|
||||
{% endif %}
|
||||
{% if display.show_nav_stats %}
|
||||
<a href="/stats" data-embed-tab="stats">统计分析</a>
|
||||
{% endif %}
|
||||
{% if options_nav_visible and display.show_nav_options_review %}
|
||||
<a href="/options/review" data-embed-tab="options_review">期权复盘</a>
|
||||
{% endif %}
|
||||
{% if hedge_plan_nav_visible and display.show_nav_hedge_plan %}
|
||||
<a href="/hedge-plan" data-embed-tab="hedge_plan">对冲计划</a>
|
||||
{% endif %}
|
||||
{% if display.show_nav_risk_policy %}
|
||||
<a href="/risk_policy" data-embed-tab="risk_policy">风控说明</a>
|
||||
{% endif %}
|
||||
<a href="/system_guide" data-embed-tab="system_guide"{% if not display.show_nav_system_guide %} style="display:none"{% endif %}>系统说明</a>
|
||||
{% if display.show_nav_env_config %}
|
||||
<a href="/env_config" data-embed-tab="env_config">env配置</a>
|
||||
{% endif %}
|
||||
<a href="/settings" data-embed-tab="settings">系统设置</a>
|
||||
</nav>
|
||||
<button type="button" class="inst-mobile-more-close" id="inst-mobile-more-close">关闭</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<script src="/static/instance_ui.js?v=10"></script>
|
||||
<script src="/static/journal_upload_slots.js?v=4"></script>
|
||||
<script src="/static/instance_records_mobile.js?v=2"></script>
|
||||
@@ -118,8 +166,9 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
|
||||
<script>
|
||||
window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
|
||||
</script>
|
||||
<script src="/static/instance_settings_prefs.js?v=15"></script>
|
||||
<script src="/static/instance_settings_prefs.js?v=16"></script>
|
||||
<script src="/static/instance_live.js?v=6"></script>
|
||||
<script src="/static/instance_embed.js?v=27"></script>
|
||||
<script src="/static/instance_embed.js?v=29"></script>
|
||||
<script src="/static/instance_mobile_nav.js?v=2"></script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
@@ -118,8 +118,8 @@
|
||||
</div>
|
||||
<div class="top-nav">
|
||||
<a href="/dashboard" data-embed-tab="dashboard" class="{% if page == 'dashboard' %}active{% endif %}"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
|
||||
<a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}">关键位监控</a>
|
||||
<a href="/trade" class="{% if page == 'trade' %}active{% endif %}">实盘下单</a>
|
||||
<a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
|
||||
<a href="/trade" class="{% if page == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
|
||||
{% if not intraday_discipline and display.show_nav_strategy %}
|
||||
<a href="/strategy" class="{% if page in ('strategy', 'strategy_trend', 'strategy_roll') %}active{% endif %}">策略交易</a>
|
||||
{% endif %}
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
{# 统一顶栏:状态 + 筛选(上)· 统计条(下) #}
|
||||
<div class="instance-header-panel card">
|
||||
<div class="instance-header-toolbar">
|
||||
<div class="instance-header-toolbar-filter">
|
||||
<div class="instance-header-toolbar-filter instance-desktop-only">
|
||||
<span class="list-window-label" title="列表按 UTC 时间筛选,默认本月">UTC {{ list_window.label }}</span>
|
||||
<label class="list-window-preset">预设
|
||||
<select id="win-preset-select" onchange="toggleListWindowCustom()">
|
||||
@@ -37,4 +37,18 @@
|
||||
<div class="instance-header-stats-wrap instance-desktop-only">
|
||||
{% include 'instance_header_stats.html' %}
|
||||
</div>
|
||||
<div class="instance-header-phone-strip instance-phone-only" aria-label="手机资金摘要">
|
||||
<span class="inst-phone-chip">
|
||||
<em>交易</em>
|
||||
<b data-funds-field="current-capital">{{ funds_fmt(current_capital) }}U</b>
|
||||
</span>
|
||||
<span class="inst-phone-chip">
|
||||
<em>资金</em>
|
||||
<b data-funds-field="total-capital">{% if funding_usdt is not none %}{{ funds_fmt(funding_usdt) }}U{% else %}—{% endif %}</b>
|
||||
</span>
|
||||
<span class="inst-phone-chip">
|
||||
<em>总资</em>
|
||||
<b data-funds-field="total-funds">{% if total_funds is not none %}{{ funds_fmt(total_funds) }}U{% else %}—{% endif %}</b>
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
@@ -6,9 +6,21 @@
|
||||
</div>
|
||||
|
||||
{% if settings_tabs %}
|
||||
<div class="env-config-body card settings-config-body">
|
||||
{% set _sub = (request.args.get('settings_tab') or '').strip() %}
|
||||
{% set _legacy_tab = (request.args.get('tab') or '').strip() %}
|
||||
{% set ns = namespace(active_idx=0, active_key='') %}
|
||||
{% for tab in settings_tabs %}
|
||||
{% if _sub and tab.key == _sub %}
|
||||
{% set ns.active_idx = loop.index0 %}
|
||||
{% set ns.active_key = tab.key %}
|
||||
{% elif (not _sub) and _legacy_tab and tab.key == _legacy_tab %}
|
||||
{% set ns.active_idx = loop.index0 %}
|
||||
{% set ns.active_key = tab.key %}
|
||||
{% endif %}
|
||||
{% endfor %}
|
||||
<div class="env-config-body card settings-config-body" data-settings-active-tab="{{ ns.active_key }}">
|
||||
{% for tab in settings_tabs %}
|
||||
<input type="radio" name="settings-section" id="settings-sec-{{ loop.index0 }}" class="env-tab-radio"{% if loop.first %} checked{% endif %}>
|
||||
<input type="radio" name="settings-section" id="settings-sec-{{ loop.index0 }}" class="env-tab-radio" data-settings-tab="{{ tab.key }}"{% if loop.index0 == ns.active_idx %} checked{% endif %}>
|
||||
{% endfor %}
|
||||
<div class="env-config-tabs" role="tablist" aria-label="系统设置分类">
|
||||
{% for tab in settings_tabs %}
|
||||
@@ -52,3 +64,14 @@
|
||||
{% include 'options_settings_panel.html' %}
|
||||
{% endif %}
|
||||
</div>
|
||||
<script>
|
||||
(function () {
|
||||
try {
|
||||
var q = new URLSearchParams(window.location.search || "");
|
||||
var key = (q.get("settings_tab") || "").trim();
|
||||
if (!key) return;
|
||||
var radio = document.querySelector('input.env-tab-radio[data-settings-tab="' + key + '"]');
|
||||
if (radio) radio.checked = true;
|
||||
} catch (e) {}
|
||||
})();
|
||||
</script>
|
||||
|
||||
@@ -95,6 +95,14 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
|
||||
ON options_target_monitors(status)
|
||||
"""
|
||||
)
|
||||
for ddl in (
|
||||
"ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
|
||||
"ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
|
||||
):
|
||||
try:
|
||||
conn.execute(ddl)
|
||||
except Exception:
|
||||
pass
|
||||
init_options_review_tables(conn)
|
||||
|
||||
|
||||
|
||||
@@ -237,6 +237,7 @@ def sync_open_options_trades(
|
||||
*,
|
||||
live_inst_ids: set[str],
|
||||
fetch_history_fn: Callable[[str], list[dict[str, Any]]],
|
||||
notify_cfg: dict[str, Any] | None = None,
|
||||
) -> int:
|
||||
"""
|
||||
交易所已无持仓时,将本地 open 记录同步为 closed.
|
||||
@@ -319,6 +320,24 @@ def sync_open_options_trades(
|
||||
),
|
||||
)
|
||||
updated += 1
|
||||
if notify_cfg is not None:
|
||||
try:
|
||||
from lib.options.options_notify_lib import notify_options_close
|
||||
|
||||
reason = "到期结算" if close_reason == "expired" else "交易所平仓"
|
||||
notify_options_close(
|
||||
notify_cfg,
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
reason=reason,
|
||||
trade_id=int(row["id"]),
|
||||
premium_paid=paid,
|
||||
premium_received=prem_recv,
|
||||
realized_pnl=realized_pnl,
|
||||
close_quote=close_quote,
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
return updated
|
||||
|
||||
|
||||
@@ -414,6 +433,7 @@ def options_monitor_loop(
|
||||
close_fn=target_close_fn,
|
||||
send_wechat=send_wechat,
|
||||
account_label=account_label,
|
||||
cfg={"send_wechat": send_wechat, "account_label": account_label},
|
||||
)
|
||||
if sync_trades_fn is not None:
|
||||
sync_trades_fn(conn)
|
||||
|
||||
@@ -0,0 +1,330 @@
|
||||
"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
|
||||
def _fmt(v: Any, d: int = 4) -> str:
|
||||
try:
|
||||
if v is None or v == "":
|
||||
return "—"
|
||||
return f"{float(v):.{d}f}"
|
||||
except (TypeError, ValueError):
|
||||
return str(v)
|
||||
|
||||
|
||||
def _opt_type_label(opt_type: Any) -> str:
|
||||
t = str(opt_type or "").strip().upper()
|
||||
if t in ("C", "CALL"):
|
||||
return "Call"
|
||||
if t in ("P", "PUT"):
|
||||
return "Put"
|
||||
return t or "—"
|
||||
|
||||
|
||||
def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
|
||||
for ddl in (
|
||||
"ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
|
||||
"ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
|
||||
):
|
||||
try:
|
||||
conn.execute(ddl)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def notify_options_send(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 build_options_open_message(
|
||||
*,
|
||||
account_label: str,
|
||||
inst_id: str,
|
||||
underlying: str = "",
|
||||
opt_type: Any = None,
|
||||
sheets: Any = None,
|
||||
premium_paid: Any = None,
|
||||
open_quote: Any = None,
|
||||
target_index: Any = None,
|
||||
signal_note: str = "",
|
||||
trade_id: Any = None,
|
||||
) -> str:
|
||||
lines = [
|
||||
"【OKX期权·开仓】",
|
||||
f"账户:{account_label or 'OKX期权'}",
|
||||
]
|
||||
if trade_id is not None:
|
||||
lines.append(f"本地单号:#{trade_id}")
|
||||
lines.extend(
|
||||
[
|
||||
f"合约:{inst_id}",
|
||||
f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
|
||||
f"张数:{sheets if sheets is not None else '—'}",
|
||||
f"开仓报价:{_fmt(open_quote)} USDC",
|
||||
f"权利金:{_fmt(premium_paid)} USDC",
|
||||
]
|
||||
)
|
||||
if target_index is not None and str(target_index).strip() != "":
|
||||
try:
|
||||
lines.append(f"目标指数:{float(target_index):g}")
|
||||
except (TypeError, ValueError):
|
||||
lines.append(f"目标指数:{target_index}")
|
||||
if signal_note:
|
||||
lines.append(f"备注:{signal_note[:200]}")
|
||||
return "\n".join(lines)
|
||||
|
||||
|
||||
def build_options_close_message(
|
||||
*,
|
||||
account_label: str,
|
||||
inst_id: str,
|
||||
reason: str = "",
|
||||
underlying: str = "",
|
||||
opt_type: Any = None,
|
||||
sheets: Any = None,
|
||||
premium_paid: Any = None,
|
||||
premium_received: Any = None,
|
||||
realized_pnl: Any = None,
|
||||
close_quote: Any = None,
|
||||
target_index: Any = None,
|
||||
trigger_idx: Any = None,
|
||||
trade_id: Any = None,
|
||||
) -> str:
|
||||
lines = [
|
||||
"【OKX期权·平仓】",
|
||||
f"账户:{account_label or 'OKX期权'}",
|
||||
]
|
||||
if trade_id is not None:
|
||||
lines.append(f"本地单号:#{trade_id}")
|
||||
lines.extend(
|
||||
[
|
||||
f"合约:{inst_id}",
|
||||
f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
|
||||
f"原因:{(reason or '平仓').strip()}",
|
||||
f"张数:{sheets if sheets is not None else '—'}",
|
||||
f"平仓报价:{_fmt(close_quote)} USDC",
|
||||
f"已付/收回:{_fmt(premium_paid)} / {_fmt(premium_received)} USDC",
|
||||
f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
|
||||
]
|
||||
)
|
||||
if target_index is not None and str(target_index).strip() != "":
|
||||
try:
|
||||
lines.append(f"目标指数:{float(target_index):g}")
|
||||
except (TypeError, ValueError):
|
||||
lines.append(f"目标指数:{target_index}")
|
||||
if trigger_idx is not None and str(trigger_idx).strip() != "":
|
||||
try:
|
||||
lines.append(f"触发指数:{float(trigger_idx):g}")
|
||||
except (TypeError, ValueError):
|
||||
lines.append(f"触发指数:{trigger_idx}")
|
||||
return "\n".join(lines)
|
||||
|
||||
|
||||
def notify_options_open(
|
||||
cfg: dict[str, Any],
|
||||
conn: sqlite3.Connection | None,
|
||||
*,
|
||||
trade_id: int | None,
|
||||
inst_id: str,
|
||||
underlying: str = "",
|
||||
opt_type: Any = None,
|
||||
sheets: Any = None,
|
||||
premium_paid: Any = None,
|
||||
open_quote: Any = None,
|
||||
target_index: Any = None,
|
||||
signal_note: str = "",
|
||||
) -> bool:
|
||||
ensure_options_notify_columns(conn) if conn is not None else None
|
||||
if conn is not None and trade_id is not None:
|
||||
row = conn.execute(
|
||||
"SELECT wechat_open_sent FROM options_trades WHERE id=?",
|
||||
(int(trade_id),),
|
||||
).fetchone()
|
||||
if row and int(row["wechat_open_sent"] or 0):
|
||||
return False
|
||||
msg = build_options_open_message(
|
||||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||||
inst_id=inst_id,
|
||||
underlying=underlying,
|
||||
opt_type=opt_type,
|
||||
sheets=sheets,
|
||||
premium_paid=premium_paid,
|
||||
open_quote=open_quote,
|
||||
target_index=target_index,
|
||||
signal_note=signal_note,
|
||||
trade_id=trade_id,
|
||||
)
|
||||
ok = notify_options_send(cfg, msg)
|
||||
if ok and conn is not None and trade_id is not None:
|
||||
conn.execute(
|
||||
"UPDATE options_trades SET wechat_open_sent=1 WHERE id=?",
|
||||
(int(trade_id),),
|
||||
)
|
||||
try:
|
||||
conn.commit()
|
||||
except Exception:
|
||||
pass
|
||||
return ok
|
||||
|
||||
|
||||
def _load_trade_row(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any] | None:
|
||||
row = conn.execute("SELECT * FROM options_trades WHERE id=?", (int(trade_id),)).fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
|
||||
def notify_options_close(
|
||||
cfg: dict[str, Any],
|
||||
conn: sqlite3.Connection | None,
|
||||
*,
|
||||
inst_id: str,
|
||||
reason: str = "平仓",
|
||||
trade_id: int | None = None,
|
||||
underlying: str = "",
|
||||
opt_type: Any = None,
|
||||
sheets: Any = None,
|
||||
premium_paid: Any = None,
|
||||
premium_received: Any = None,
|
||||
realized_pnl: Any = None,
|
||||
close_quote: Any = None,
|
||||
target_index: Any = None,
|
||||
trigger_idx: Any = None,
|
||||
force: bool = False,
|
||||
) -> bool:
|
||||
"""平仓必发.默认按 trade_id / 同合约未标记行幂等."""
|
||||
if conn is not None:
|
||||
ensure_options_notify_columns(conn)
|
||||
rows: list[dict[str, Any]] = []
|
||||
if conn is not None and trade_id is not None:
|
||||
r = _load_trade_row(conn, int(trade_id))
|
||||
if r:
|
||||
rows = [r]
|
||||
elif conn is not None and inst_id:
|
||||
q = conn.execute(
|
||||
"""
|
||||
SELECT * FROM options_trades
|
||||
WHERE inst_id=? AND status='closed'
|
||||
AND COALESCE(wechat_close_sent,0)=0
|
||||
ORDER BY id DESC
|
||||
LIMIT 20
|
||||
""",
|
||||
(inst_id,),
|
||||
).fetchall()
|
||||
rows = [dict(x) for x in q]
|
||||
if not rows and force:
|
||||
q2 = conn.execute(
|
||||
"""
|
||||
SELECT * FROM options_trades
|
||||
WHERE inst_id=? AND status='closed'
|
||||
ORDER BY id DESC LIMIT 1
|
||||
""",
|
||||
(inst_id,),
|
||||
).fetchone()
|
||||
if q2:
|
||||
rows = [dict(q2)]
|
||||
|
||||
if rows:
|
||||
# 同次平仓可能多腿:合并一条推送,逐条标记
|
||||
total_paid = sum(float(r.get("premium_paid") or 0) for r in rows)
|
||||
total_recv = sum(float(r.get("premium_received") or 0) for r in rows if r.get("premium_received") is not None)
|
||||
pnls = [float(r["realized_pnl"]) for r in rows if r.get("realized_pnl") is not None]
|
||||
total_pnl = sum(pnls) if pnls else None
|
||||
if total_pnl is None and (premium_received is not None or realized_pnl is not None):
|
||||
total_pnl = realized_pnl
|
||||
total_recv = premium_received if premium_received is not None else total_recv
|
||||
total_paid = premium_paid if premium_paid is not None else total_paid
|
||||
head = rows[0]
|
||||
pending = [r for r in rows if not int(r.get("wechat_close_sent") or 0)]
|
||||
if not pending and not force:
|
||||
return False
|
||||
msg = build_options_close_message(
|
||||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||||
inst_id=inst_id or str(head.get("inst_id") or ""),
|
||||
reason=reason,
|
||||
underlying=underlying or str(head.get("underlying") or ""),
|
||||
opt_type=opt_type or head.get("opt_type"),
|
||||
sheets=sheets if sheets is not None else sum(int(r.get("sheets") or 0) for r in rows),
|
||||
premium_paid=total_paid,
|
||||
premium_received=total_recv if rows else premium_received,
|
||||
realized_pnl=total_pnl,
|
||||
close_quote=close_quote if close_quote is not None else head.get("close_quote"),
|
||||
target_index=target_index,
|
||||
trigger_idx=trigger_idx,
|
||||
trade_id=head.get("id") if len(rows) == 1 else None,
|
||||
)
|
||||
ok = notify_options_send(cfg, msg)
|
||||
if ok and conn is not None:
|
||||
for r in pending or rows:
|
||||
conn.execute(
|
||||
"UPDATE options_trades SET wechat_close_sent=1 WHERE id=?",
|
||||
(int(r["id"]),),
|
||||
)
|
||||
try:
|
||||
conn.commit()
|
||||
except Exception:
|
||||
pass
|
||||
return ok
|
||||
|
||||
# 无库行时仍发一条(尽量不丢提醒)
|
||||
msg = build_options_close_message(
|
||||
account_label=str(cfg.get("account_label") or "OKX期权"),
|
||||
inst_id=inst_id,
|
||||
reason=reason,
|
||||
underlying=underlying,
|
||||
opt_type=opt_type,
|
||||
sheets=sheets,
|
||||
premium_paid=premium_paid,
|
||||
premium_received=premium_received,
|
||||
realized_pnl=realized_pnl,
|
||||
close_quote=close_quote,
|
||||
target_index=target_index,
|
||||
trigger_idx=trigger_idx,
|
||||
trade_id=trade_id,
|
||||
)
|
||||
return notify_options_send(cfg, msg)
|
||||
|
||||
|
||||
def notify_options_close_trade_ids(
|
||||
cfg: dict[str, Any],
|
||||
conn: sqlite3.Connection,
|
||||
trade_ids: list[int],
|
||||
*,
|
||||
reason: str,
|
||||
) -> bool:
|
||||
ids = [int(x) for x in trade_ids if x is not None]
|
||||
if not ids:
|
||||
return False
|
||||
ensure_options_notify_columns(conn)
|
||||
placeholders = ",".join("?" for _ in ids)
|
||||
rows = conn.execute(
|
||||
f"""
|
||||
SELECT * FROM options_trades
|
||||
WHERE id IN ({placeholders}) AND COALESCE(wechat_close_sent,0)=0
|
||||
""",
|
||||
ids,
|
||||
).fetchall()
|
||||
if not rows:
|
||||
return False
|
||||
first = dict(rows[0])
|
||||
return notify_options_close(
|
||||
cfg,
|
||||
conn,
|
||||
inst_id=str(first.get("inst_id") or ""),
|
||||
reason=reason,
|
||||
trade_id=int(first["id"]) if len(rows) == 1 else None,
|
||||
underlying=str(first.get("underlying") or ""),
|
||||
opt_type=first.get("opt_type"),
|
||||
sheets=sum(int(r["sheets"] or 0) for r in rows),
|
||||
premium_paid=sum(float(r["premium_paid"] or 0) for r in rows),
|
||||
premium_received=sum(float(r["premium_received"] or 0) for r in rows if r["premium_received"] is not None),
|
||||
realized_pnl=sum(float(r["realized_pnl"]) for r in rows if r["realized_pnl"] is not None),
|
||||
close_quote=first.get("close_quote"),
|
||||
)
|
||||
@@ -259,6 +259,11 @@ def eth_amount_from_sheets(sheets: int, ct_mult: float = 0.01) -> float:
|
||||
return round(int(sheets) * float(ct_mult), 8)
|
||||
|
||||
|
||||
def resolve_budget_full_usdc(trading_usdc: float, trade_budget_usdc: float) -> float:
|
||||
"""按可用余额打满:余额大于预算用预算,否则用余额."""
|
||||
return min(float(trading_usdc), float(trade_budget_usdc))
|
||||
|
||||
|
||||
def calc_order_size(
|
||||
*,
|
||||
quote_per_unit: float,
|
||||
|
||||
@@ -163,13 +163,18 @@ def _require_options_ex(cfg: dict[str, Any]):
|
||||
|
||||
|
||||
def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
|
||||
"""交易账户 USDC 可用余额(由 calc_order_size 再乘 budget_buffer 留余量)."""
|
||||
"""打满可用额度 = min(交易户可用 USDC, 单笔预算);calc_order_size 再乘 budget_buffer."""
|
||||
from lib.exchange.okx_options_lib import fetch_options_trading_usdc
|
||||
from lib.options.options_pricing_lib import resolve_budget_full_usdc
|
||||
|
||||
raw = fetch_options_trading_usdc(ex)
|
||||
if raw is None or float(raw) <= 0:
|
||||
return None, "交易账户 USDC 可用余额不足"
|
||||
return float(raw), ""
|
||||
trading = float(raw)
|
||||
cap = _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10.0))
|
||||
if cap <= 0:
|
||||
return None, "单笔预算无效(OKX_OPTIONS_TRADE_BUDGET_USDC)"
|
||||
return resolve_budget_full_usdc(trading, float(cap)), ""
|
||||
|
||||
|
||||
def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
|
||||
@@ -640,11 +645,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
conn = cfg["get_db"]()
|
||||
trade_id = None
|
||||
target_mon = None
|
||||
open_underlying = ""
|
||||
open_opt_type = None
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
meta = q.get("meta") or {}
|
||||
u = str(meta.get("uly") or inst_id).split("-")[0]
|
||||
opt_type = meta.get("optType")
|
||||
open_underlying = u
|
||||
open_opt_type = opt_type
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO options_trades
|
||||
@@ -683,9 +692,30 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
finally:
|
||||
conn.close()
|
||||
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
||||
from lib.options.options_notify_lib import notify_options_open
|
||||
|
||||
invalidate_option_positions_cache()
|
||||
_sync_options_trades(cfg, force=True)
|
||||
try:
|
||||
conn_n = cfg["get_db"]()
|
||||
try:
|
||||
notify_options_open(
|
||||
cfg,
|
||||
conn_n,
|
||||
trade_id=trade_id,
|
||||
inst_id=inst_id,
|
||||
underlying=open_underlying,
|
||||
opt_type=open_opt_type,
|
||||
sheets=sheets,
|
||||
premium_paid=sizing.get("total_premium"),
|
||||
open_quote=float(ask) if ask is not None else None,
|
||||
target_index=target_index,
|
||||
signal_note=signal_note,
|
||||
)
|
||||
finally:
|
||||
conn_n.close()
|
||||
except Exception:
|
||||
pass
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
@@ -938,11 +968,21 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
if result.get("fully_closed"):
|
||||
try:
|
||||
from lib.options.options_target_lib import cancel_target_monitor
|
||||
from lib.options.options_notify_lib import notify_options_close
|
||||
|
||||
conn2 = cfg["get_db"]()
|
||||
try:
|
||||
cancel_target_monitor(conn2, inst_id=inst_id)
|
||||
conn2.commit()
|
||||
notify_options_close(
|
||||
cfg,
|
||||
conn2,
|
||||
inst_id=inst_id,
|
||||
reason="手动平仓",
|
||||
sheets=result.get("submitted_sheets"),
|
||||
premium_received=result.get("premium_received"),
|
||||
close_quote=result.get("locked_bid_px") or result.get("bid"),
|
||||
)
|
||||
finally:
|
||||
conn2.close()
|
||||
except Exception:
|
||||
@@ -1253,6 +1293,7 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
conn,
|
||||
live_inst_ids=live_ids,
|
||||
fetch_history_fn=lambda inst_id: fetch_option_position_history(ex, inst_id),
|
||||
notify_cfg=cfg,
|
||||
)
|
||||
|
||||
def _target_close(inst_id: str) -> dict[str, Any]:
|
||||
|
||||
@@ -292,6 +292,7 @@ def close_option_by_bid_depth(
|
||||
|
||||
|
||||
def _notify_target_close(
|
||||
cfg: dict[str, Any] | None,
|
||||
send_wechat: Callable[[str], None] | None,
|
||||
*,
|
||||
account_label: str,
|
||||
@@ -299,7 +300,28 @@ def _notify_target_close(
|
||||
target: float,
|
||||
idx: float,
|
||||
result: dict[str, Any],
|
||||
conn: Any = None,
|
||||
) -> None:
|
||||
"""目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
|
||||
if result.get("fully_closed") or result.get("already_flat"):
|
||||
if cfg is not None:
|
||||
try:
|
||||
from lib.options.options_notify_lib import notify_options_close
|
||||
|
||||
notify_options_close(
|
||||
cfg,
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
reason="目标位平仓",
|
||||
sheets=result.get("submitted_sheets"),
|
||||
premium_received=result.get("premium_received"),
|
||||
close_quote=result.get("locked_bid_px") or result.get("bid"),
|
||||
target_index=target,
|
||||
trigger_idx=idx,
|
||||
)
|
||||
return
|
||||
except Exception:
|
||||
pass
|
||||
if not send_wechat:
|
||||
return
|
||||
try:
|
||||
@@ -313,6 +335,7 @@ def _notify_target_close(
|
||||
f"触发指数:{idx:g}",
|
||||
f"提交张数:{result.get('submitted_sheets') or '—'}",
|
||||
f"预估收回:{result.get('premium_received') if result.get('premium_received') is not None else '—'} USDC",
|
||||
f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
|
||||
]
|
||||
)
|
||||
)
|
||||
@@ -339,6 +362,7 @@ def run_options_target_closes(
|
||||
index_fn: Callable[[dict[str, Any]], float | None] | None = None,
|
||||
send_wechat: Callable[[str], None] | None = None,
|
||||
account_label: str = "OKX期权",
|
||||
cfg: dict[str, Any] | None = None,
|
||||
) -> int:
|
||||
"""
|
||||
扫描 active 目标委托;指数到位后限价平仓.
|
||||
@@ -433,11 +457,13 @@ def run_options_target_closes(
|
||||
_commit_monitor(conn)
|
||||
triggered += 1
|
||||
_notify_target_close(
|
||||
cfg,
|
||||
send_wechat,
|
||||
account_label=account_label,
|
||||
inst_id=inst_id,
|
||||
target=target,
|
||||
idx=idx,
|
||||
result=result,
|
||||
conn=conn,
|
||||
)
|
||||
return triggered
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
<div class="options-page-wrap" style="grid-column:1/-1" id="options-root"
|
||||
data-default-underly="{{ options_default_underly | default('ETH') }}"
|
||||
data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
|
||||
data-trade-budget="{{ options_trade_budget | default(10) }}"
|
||||
data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
|
||||
{% if not options_enabled %}
|
||||
<div class="flash" style="margin-bottom:12px">期权 API 未启用:请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及主账户 <code>OKX_OPTIONS_API_*</code>,然后 <code>pm2 restart crypto_okx --update-env</code>.</div>
|
||||
@@ -18,7 +19,7 @@
|
||||
<li>环境配置「链上仅显示有卖一」开启时,隐藏无真实卖一或深度不足 1 张的合约(估算价 <strong>~</strong> 亦不显示)。</li>
|
||||
<li><strong>开仓只认真实卖一价且卖一深度≥1</strong>;无深度时面板显示参考标记价并禁用买入。</li>
|
||||
<li>链展示近 <span id="opt-chain-dte">14</span> 日到期;<strong>T 型</strong>默认 ATM ±5 档,可展开全部。</li>
|
||||
<li>「按可用余额打满」可用额度 = min(交易 USDC × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「预算缓冲比例」改。</li>
|
||||
<li>「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 <strong id="opt-trade-budget">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</strong>),再 × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong> 算张数(env 可改)。</li>
|
||||
<li>平仓仅买一限价,详见说明文档。</li>
|
||||
</ul>
|
||||
<p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
|
||||
@@ -133,6 +134,9 @@
|
||||
<input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
</div>
|
||||
<p class="muted opt-budget-full-hint" id="opt-budget-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
|
||||
余额 > 单笔预算(<span id="opt-budget-full-cap">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</span>U)时按预算;余额不足时按余额;再乘预算缓冲算张数。
|
||||
</p>
|
||||
<input type="text" id="opt-signal-note" name="opt_signal_note" class="opt-signal-note" placeholder="备注(关键位说明)"
|
||||
autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
|
||||
data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
|
||||
@@ -316,4 +320,4 @@
|
||||
</div>
|
||||
</div>
|
||||
<script src="/static/options_expiry_countdown.js?v=1"></script>
|
||||
<script src="/static/options_panel.js?v=49"></script>
|
||||
<script src="/static/options_panel.js?v=50"></script>
|
||||
|
||||
@@ -86,6 +86,14 @@ def manual_close_daily_limit() -> int:
|
||||
return 2
|
||||
|
||||
|
||||
def daily_loss_limit() -> int:
|
||||
"""日亏损次数上限:达限当日冻结开仓;0=不因亏损次数冻结."""
|
||||
try:
|
||||
return max(0, int(os.getenv("RISK_DAILY_LOSS_LIMIT", "2")))
|
||||
except (TypeError, ValueError):
|
||||
return 2
|
||||
|
||||
|
||||
def max_active_positions_from_env(default: int = 1) -> int:
|
||||
try:
|
||||
return max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", str(default))))
|
||||
@@ -116,6 +124,7 @@ def ensure_account_risk_schema(conn) -> None:
|
||||
id INTEGER PRIMARY KEY CHECK (id = 1),
|
||||
trading_day TEXT,
|
||||
manual_close_count INTEGER DEFAULT 0,
|
||||
daily_loss_count INTEGER DEFAULT 0,
|
||||
cooloff_until_ms INTEGER,
|
||||
cooloff_hours INTEGER,
|
||||
daily_frozen INTEGER DEFAULT 0,
|
||||
@@ -124,10 +133,18 @@ def ensure_account_risk_schema(conn) -> None:
|
||||
updated_at TEXT
|
||||
)"""
|
||||
)
|
||||
cols = {
|
||||
str(r[1])
|
||||
for r in conn.execute("PRAGMA table_info(account_risk_state)").fetchall()
|
||||
}
|
||||
if "daily_loss_count" not in cols:
|
||||
conn.execute(
|
||||
"ALTER TABLE account_risk_state ADD COLUMN daily_loss_count INTEGER DEFAULT 0"
|
||||
)
|
||||
row = conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone()
|
||||
if not row:
|
||||
conn.execute(
|
||||
"INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
|
||||
"INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_loss_count, daily_frozen) VALUES (1, '', 0, 0, 0)"
|
||||
)
|
||||
|
||||
|
||||
@@ -268,6 +285,7 @@ def _sync_trading_day(conn, trading_day: str, now: Optional[datetime] = None) ->
|
||||
"""UPDATE account_risk_state SET
|
||||
trading_day=?,
|
||||
manual_close_count=0,
|
||||
daily_loss_count=0,
|
||||
daily_frozen=0,
|
||||
cooloff_until_ms=?,
|
||||
cooloff_hours=?,
|
||||
@@ -600,6 +618,43 @@ def on_manual_close(
|
||||
)
|
||||
|
||||
|
||||
def on_closed_trade_pnl(
|
||||
conn,
|
||||
*,
|
||||
pnl_amount: Any,
|
||||
trading_day: str,
|
||||
now: Optional[datetime] = None,
|
||||
) -> None:
|
||||
"""
|
||||
已平仓交易记盈亏后调用:亏损笔数达 RISK_DAILY_LOSS_LIMIT 则当日冻结开仓.
|
||||
上限为 0 时不启用本规则.
|
||||
"""
|
||||
if not risk_control_enabled():
|
||||
return
|
||||
limit = daily_loss_limit()
|
||||
if limit <= 0:
|
||||
return
|
||||
try:
|
||||
pnl = float(pnl_amount)
|
||||
except (TypeError, ValueError):
|
||||
return
|
||||
if pnl >= 0:
|
||||
return
|
||||
row = _sync_trading_day(conn, trading_day, now=now)
|
||||
if int(_row_get(row, "daily_frozen") or 0) == 1:
|
||||
return
|
||||
count = int(_row_get(row, "daily_loss_count") or 0) + 1
|
||||
conn.execute(
|
||||
"""UPDATE account_risk_state SET
|
||||
daily_loss_count=?,
|
||||
updated_at=?
|
||||
WHERE id=1""",
|
||||
(count, (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
|
||||
)
|
||||
if count >= limit:
|
||||
_set_daily_frozen(conn, trading_day=trading_day, now=now)
|
||||
|
||||
|
||||
def on_journal_saved(
|
||||
conn,
|
||||
*,
|
||||
@@ -762,6 +817,7 @@ def compute_account_risk_status(
|
||||
"cooloff_until_ms": None,
|
||||
"cooloff_until": None,
|
||||
"manual_close_count": 0,
|
||||
"daily_loss_count": 0,
|
||||
"daily_frozen": False,
|
||||
}
|
||||
row = _sync_trading_day(conn, trading_day, now=now)
|
||||
@@ -784,12 +840,21 @@ def compute_account_risk_status(
|
||||
row = _load_state(conn)
|
||||
cooloff_until_ms = _resolved_cooloff_until_ms(row, now_ms)
|
||||
manual_close_count = int(_row_get(row, "manual_close_count") or 0)
|
||||
daily_loss_count = int(_row_get(row, "daily_loss_count") or 0)
|
||||
loss_limit = daily_loss_limit()
|
||||
|
||||
status = STATUS_NORMAL
|
||||
reason = ""
|
||||
if daily_frozen:
|
||||
status = STATUS_DAILY
|
||||
reason = f"账户今日已冻结(手动平仓 {manual_close_count} 次或复盘情绪标签)"
|
||||
parts = []
|
||||
if loss_limit > 0 and daily_loss_count >= loss_limit:
|
||||
parts.append(f"日亏损 {daily_loss_count}/{loss_limit} 次")
|
||||
if manual_close_count >= manual_close_daily_limit():
|
||||
parts.append(f"手动平仓 {manual_close_count} 次")
|
||||
if not parts:
|
||||
parts.append("手动平仓/日亏损达限或复盘情绪标签")
|
||||
reason = "账户今日已冻结(" + "、".join(parts) + ")"
|
||||
elif cooloff_until_ms is not None:
|
||||
remaining_ms = cooloff_until_ms - now_ms
|
||||
hours = _cooloff_hours_value(row)
|
||||
@@ -818,6 +883,8 @@ def compute_account_risk_status(
|
||||
if fmt_local_ms and cooloff_until_ms
|
||||
else None,
|
||||
"manual_close_count": manual_close_count,
|
||||
"daily_loss_count": daily_loss_count,
|
||||
"daily_loss_limit": loss_limit,
|
||||
"daily_frozen": daily_frozen,
|
||||
"pending_journal_trade_id": pending,
|
||||
"freeze_remaining_sec": freeze_remaining_sec if not can_trade else 0,
|
||||
|
||||
@@ -6,7 +6,7 @@
|
||||
|
||||
| 功能 | 说明 |
|
||||
|------|------|
|
||||
| **交易教练** | 口语化陪聊;注入三户监控快照与今日总结摘要(后台自动生成,不在页面展示) |
|
||||
| **交易教练** | 口语化陪聊;注入三户监控快照(**含 OKX 期权持仓明细**)、执行手册短摘要与今日总结摘要(后台自动生成,不在页面展示) |
|
||||
| **普通聊天** | 不绑交易数据,适合闲聊,答疑 |
|
||||
| **交易监管** | 今日长会话;手动/中控开平仓与新开仓自动推送 + 企业微信 + 可回聊(见 [交易监管说明.md](./交易监管说明.md)) |
|
||||
| **会话历史** | 右侧列表:切换,删除;消息一键复制 |
|
||||
|
||||
@@ -0,0 +1,222 @@
|
||||
"""中控振幅统计 API."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Optional
|
||||
|
||||
from fastapi import APIRouter, HTTPException, Query
|
||||
from fastapi.responses import Response
|
||||
from pydantic import BaseModel, Field
|
||||
|
||||
from amp_stats_store import delete_history, get_history, list_history, save_history
|
||||
from lib.hub.amp_stats_lib import (
|
||||
build_export_csv,
|
||||
compute_amp_stats,
|
||||
export_filename,
|
||||
normalize_straddle_premium,
|
||||
normalize_take_profit,
|
||||
normalize_weekend_filter,
|
||||
reframe_amp_stats,
|
||||
rows_page,
|
||||
)
|
||||
|
||||
|
||||
class ComputeBody(BaseModel):
|
||||
symbol: str = "eth"
|
||||
start_hour: int = 16
|
||||
period: str = "2m"
|
||||
custom_days: Optional[int] = None
|
||||
straddle_premium: Optional[float] = None
|
||||
take_profit: Optional[float] = None
|
||||
weekend_filter: str = "all"
|
||||
page: int = 1
|
||||
page_size: int = 20
|
||||
|
||||
|
||||
class SaveBody(BaseModel):
|
||||
result: dict[str, Any] = Field(default_factory=dict)
|
||||
|
||||
|
||||
class ReframeBody(BaseModel):
|
||||
"""已有日表上改周末/权利金/止盈(不拉 K 线)."""
|
||||
|
||||
rows_all: list[dict[str, Any]] = Field(default_factory=list)
|
||||
symbol: str = "eth"
|
||||
start_hour: int = 16
|
||||
period: str = "2m"
|
||||
sample_days: int = 60
|
||||
straddle_premium: Optional[float] = None
|
||||
take_profit: Optional[float] = None
|
||||
weekend_filter: str = "all"
|
||||
price_source: str = ""
|
||||
inst_id: str = ""
|
||||
page: int = 1
|
||||
page_size: int = 20
|
||||
|
||||
|
||||
def create_amp_stats_router() -> APIRouter:
|
||||
router = APIRouter(prefix="/api/amp-stats", tags=["amp-stats"])
|
||||
|
||||
@router.get("/meta")
|
||||
def api_meta():
|
||||
return {
|
||||
"ok": True,
|
||||
"exchange": "okx",
|
||||
"symbols": [
|
||||
{"key": "eth", "label": "ETH"},
|
||||
{"key": "btc", "label": "BTC"},
|
||||
],
|
||||
"end_hour": 16,
|
||||
"start_hours": list(range(24)),
|
||||
"periods": [
|
||||
{"key": "1m", "label": "1个月"},
|
||||
{"key": "2m", "label": "2个月"},
|
||||
{"key": "3m", "label": "3个月"},
|
||||
{"key": "6m", "label": "半年"},
|
||||
{"key": "1y", "label": "1年"},
|
||||
{"key": "custom", "label": "自定义"},
|
||||
],
|
||||
"weekend_filters": [
|
||||
{"key": "all", "label": "全部"},
|
||||
{"key": "exclude", "label": "排除周末"},
|
||||
{"key": "only", "label": "仅周末"},
|
||||
],
|
||||
"default_period": "2m",
|
||||
"default_weekend_filter": "all",
|
||||
"timeframe": "1H",
|
||||
"metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
|
||||
"straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
|
||||
}
|
||||
|
||||
@router.post("/compute")
|
||||
def api_compute(body: ComputeBody):
|
||||
try:
|
||||
result = compute_amp_stats(
|
||||
symbol=body.symbol,
|
||||
start_hour=body.start_hour,
|
||||
period=body.period,
|
||||
custom_days=body.custom_days,
|
||||
straddle_premium=body.straddle_premium,
|
||||
take_profit=body.take_profit,
|
||||
weekend_filter=body.weekend_filter,
|
||||
)
|
||||
except ValueError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
except Exception as exc:
|
||||
raise HTTPException(status_code=502, detail=str(exc)) from exc
|
||||
page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
|
||||
return {
|
||||
"ok": True,
|
||||
"result": result,
|
||||
"page": page,
|
||||
}
|
||||
|
||||
@router.post("/reframe")
|
||||
def api_reframe(body: ReframeBody):
|
||||
rows_all = body.rows_all or []
|
||||
if not rows_all:
|
||||
raise HTTPException(status_code=400, detail="无日表可重算")
|
||||
try:
|
||||
result = reframe_amp_stats(
|
||||
rows_all=rows_all,
|
||||
symbol=body.symbol,
|
||||
start_hour=body.start_hour,
|
||||
period=body.period,
|
||||
sample_days=body.sample_days,
|
||||
straddle_premium=body.straddle_premium,
|
||||
take_profit=body.take_profit,
|
||||
weekend_filter=body.weekend_filter,
|
||||
price_source=body.price_source,
|
||||
inst_id=body.inst_id,
|
||||
)
|
||||
except ValueError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
|
||||
return {"ok": True, "result": result, "page": page}
|
||||
|
||||
@router.get("/history")
|
||||
def api_history(symbol: str = "", limit: int = 50):
|
||||
return {"ok": True, "items": list_history(symbol=symbol, limit=limit)}
|
||||
|
||||
@router.post("/history")
|
||||
def api_history_save(body: SaveBody):
|
||||
payload = body.result if isinstance(body.result, dict) else {}
|
||||
if not payload.get("rows") and not payload.get("rows_all") and not payload.get("summary"):
|
||||
raise HTTPException(status_code=400, detail="无可保存的结果")
|
||||
item = save_history(payload)
|
||||
return {"ok": True, "item": item}
|
||||
|
||||
@router.get("/history/{item_id}")
|
||||
def api_history_detail(item_id: str):
|
||||
item = get_history(item_id)
|
||||
if not item:
|
||||
raise HTTPException(status_code=404, detail="历史不存在")
|
||||
return {"ok": True, "item": item}
|
||||
|
||||
@router.delete("/history/{item_id}")
|
||||
def api_history_delete(item_id: str):
|
||||
if not delete_history(item_id):
|
||||
raise HTTPException(status_code=404, detail="历史不存在")
|
||||
return {"ok": True}
|
||||
|
||||
@router.get("/export")
|
||||
def api_export(
|
||||
history_id: str = Query(default=""),
|
||||
symbol: str = Query(default="eth"),
|
||||
start_hour: int = Query(default=16),
|
||||
period: str = Query(default="2m"),
|
||||
custom_days: Optional[int] = Query(default=None),
|
||||
straddle_premium: Optional[float] = Query(default=None),
|
||||
take_profit: Optional[float] = Query(default=None),
|
||||
weekend_filter: str = Query(default="all"),
|
||||
):
|
||||
if (history_id or "").strip():
|
||||
item = get_history(history_id.strip())
|
||||
if not item:
|
||||
raise HTTPException(status_code=404, detail="历史不存在")
|
||||
rows_all = item.get("rows_all") or item.get("rows") or []
|
||||
try:
|
||||
payload = reframe_amp_stats(
|
||||
rows_all=rows_all,
|
||||
symbol=item.get("symbol") or symbol,
|
||||
start_hour=int(item.get("start_hour") if item.get("start_hour") is not None else start_hour),
|
||||
period=str(item.get("period") or period),
|
||||
sample_days=int(item.get("sample_days_requested") or 60),
|
||||
straddle_premium=straddle_premium
|
||||
if straddle_premium is not None
|
||||
else item.get("straddle_premium"),
|
||||
take_profit=take_profit if take_profit is not None else item.get("take_profit"),
|
||||
weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
|
||||
price_source=str(item.get("price_source") or ""),
|
||||
inst_id=str(item.get("inst_id") or ""),
|
||||
missing=item.get("missing_days") or [],
|
||||
)
|
||||
except ValueError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
else:
|
||||
try:
|
||||
# validate enums early
|
||||
normalize_weekend_filter(weekend_filter)
|
||||
normalize_straddle_premium(straddle_premium)
|
||||
normalize_take_profit(take_profit)
|
||||
payload = compute_amp_stats(
|
||||
symbol=symbol,
|
||||
start_hour=start_hour,
|
||||
period=period,
|
||||
custom_days=custom_days,
|
||||
straddle_premium=straddle_premium,
|
||||
take_profit=take_profit,
|
||||
weekend_filter=weekend_filter,
|
||||
)
|
||||
except ValueError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
except Exception as exc:
|
||||
raise HTTPException(status_code=502, detail=str(exc)) from exc
|
||||
csv_text = build_export_csv(payload)
|
||||
name = export_filename(payload)
|
||||
return Response(
|
||||
content=csv_text.encode("utf-8"),
|
||||
media_type="text/csv; charset=utf-8",
|
||||
headers={"Content-Disposition": f'attachment; filename="{name}"'},
|
||||
)
|
||||
|
||||
return router
|
||||
@@ -0,0 +1,122 @@
|
||||
"""振幅统计历史作业存储(中控 JSON)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import threading
|
||||
import uuid
|
||||
from datetime import datetime, timezone
|
||||
from pathlib import Path
|
||||
from typing import Any, Optional
|
||||
|
||||
_LOCK = threading.Lock()
|
||||
_STORE_NAME = "amp_stats_history.json"
|
||||
_MAX_ITEMS = 80
|
||||
|
||||
|
||||
def _store_path() -> Path:
|
||||
return Path(__file__).resolve().parent / _STORE_NAME
|
||||
|
||||
|
||||
def _now_iso() -> str:
|
||||
return datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
|
||||
|
||||
|
||||
def _load() -> dict[str, Any]:
|
||||
path = _store_path()
|
||||
if not path.is_file():
|
||||
return {"items": []}
|
||||
try:
|
||||
data = json.loads(path.read_text(encoding="utf-8"))
|
||||
except Exception:
|
||||
return {"items": []}
|
||||
if not isinstance(data, dict):
|
||||
return {"items": []}
|
||||
items = data.get("items")
|
||||
if not isinstance(items, list):
|
||||
items = []
|
||||
return {"items": items}
|
||||
|
||||
|
||||
def _save(data: dict[str, Any]) -> None:
|
||||
path = _store_path()
|
||||
path.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
|
||||
|
||||
|
||||
def list_history(*, symbol: str = "", limit: int = 50) -> list[dict[str, Any]]:
|
||||
with _LOCK:
|
||||
items = list(_load().get("items") or [])
|
||||
sym = (symbol or "").strip().lower()
|
||||
if sym:
|
||||
items = [x for x in items if str(x.get("symbol") or "").lower() == sym]
|
||||
limit = max(1, min(200, int(limit or 50)))
|
||||
out = []
|
||||
for it in items[:limit]:
|
||||
out.append(
|
||||
{
|
||||
"id": it.get("id"),
|
||||
"created_at": it.get("created_at"),
|
||||
"symbol": it.get("symbol"),
|
||||
"symbol_label": it.get("symbol_label"),
|
||||
"start_hour": it.get("start_hour"),
|
||||
"end_hour": it.get("end_hour"),
|
||||
"period": it.get("period"),
|
||||
"price_source": it.get("price_source"),
|
||||
"sample_count": (it.get("summary") or {}).get("sample_count"),
|
||||
"max_amplitude": (it.get("summary") or {}).get("max_amplitude"),
|
||||
"max_amplitude_day": (it.get("summary") or {}).get("max_amplitude_day"),
|
||||
}
|
||||
)
|
||||
return out
|
||||
|
||||
|
||||
def get_history(item_id: str) -> Optional[dict[str, Any]]:
|
||||
iid = (item_id or "").strip()
|
||||
if not iid:
|
||||
return None
|
||||
with _LOCK:
|
||||
for it in _load().get("items") or []:
|
||||
if str(it.get("id")) == iid:
|
||||
return dict(it)
|
||||
return None
|
||||
|
||||
|
||||
def save_history(payload: dict[str, Any]) -> dict[str, Any]:
|
||||
item = {
|
||||
"id": uuid.uuid4().hex[:12],
|
||||
"created_at": _now_iso(),
|
||||
"exchange": payload.get("exchange"),
|
||||
"symbol": payload.get("symbol"),
|
||||
"symbol_label": payload.get("symbol_label"),
|
||||
"start_hour": payload.get("start_hour"),
|
||||
"end_hour": payload.get("end_hour"),
|
||||
"period": payload.get("period"),
|
||||
"timeframe": payload.get("timeframe"),
|
||||
"price_source": payload.get("price_source"),
|
||||
"inst_id": payload.get("inst_id"),
|
||||
"timezone": payload.get("timezone"),
|
||||
"summary": payload.get("summary") or {},
|
||||
"rows": payload.get("rows") or [],
|
||||
"missing_count": payload.get("missing_count") or 0,
|
||||
}
|
||||
with _LOCK:
|
||||
data = _load()
|
||||
items = list(data.get("items") or [])
|
||||
items.insert(0, item)
|
||||
data["items"] = items[:_MAX_ITEMS]
|
||||
_save(data)
|
||||
return item
|
||||
|
||||
|
||||
def delete_history(item_id: str) -> bool:
|
||||
iid = (item_id or "").strip()
|
||||
if not iid:
|
||||
return False
|
||||
with _LOCK:
|
||||
data = _load()
|
||||
items = list(data.get("items") or [])
|
||||
new_items = [x for x in items if str(x.get("id")) != iid]
|
||||
if len(new_items) == len(items):
|
||||
return False
|
||||
data["items"] = new_items
|
||||
_save(data)
|
||||
return True
|
||||
@@ -7,7 +7,8 @@
|
||||
| **资金概况** | 总资金曲线、分户权益、回撤与 24h 变化 |
|
||||
| **开仓计划** | 事前写下计划、跟踪进行中、统计历史胜率 |
|
||||
| **监控区** | **核心操作台**：三所持仓卡片、全平/撤单、关键位与趋势计划摘要 |
|
||||
| **策略说明** | 三所策略 playbook + 开仓检查清单（非系统操作手册） |
|
||||
| **策略说明** | 执行手册 + 行为准则(开单三检) + 三所策略 playbook + 开仓检查清单（非系统操作手册） |
|
||||
| **振幅统计** | OKX ETH/BTC 时段点数振幅档案（只读，固定 16:00 收窗） |
|
||||
| **使用说明** | 本页：中控与实例怎么用 |
|
||||
| **行情区** | K 线、指标、画线；可从持仓跳转带币种 |
|
||||
| **计算器** | 趋势回调 / 滚仓张数与盈亏测算（手动填价） |
|
||||
|
||||
+250
-20
@@ -79,6 +79,12 @@ from lib.hub.hub_symbol_archive_lib import (
|
||||
update_review_quote,
|
||||
upsert_trade_overlay,
|
||||
)
|
||||
from lib.hub.hub_options_archive_lib import (
|
||||
init_options_archive_db,
|
||||
list_archive_options_calendar,
|
||||
list_daily_options_trades,
|
||||
sync_options_exchange_archive,
|
||||
)
|
||||
from lib.hub.hub_entry_plan_lib import (
|
||||
compute_entry_plan_stats,
|
||||
create_entry_plan,
|
||||
@@ -355,9 +361,11 @@ def _schedule_board_refresh() -> None:
|
||||
async def _run_archive_sync_once() -> dict:
|
||||
global _last_archive_sync
|
||||
init_archive_db()
|
||||
init_options_archive_db()
|
||||
settings = load_settings()
|
||||
targets = enabled_exchanges(settings)
|
||||
results: list[dict] = []
|
||||
options_results: list[dict] = []
|
||||
for ex in targets:
|
||||
ex_key = str(ex.get("key") or "").strip().lower()
|
||||
if not ex_key:
|
||||
@@ -390,34 +398,71 @@ async def _run_archive_sync_once() -> dict:
|
||||
"msg": msg,
|
||||
}
|
||||
)
|
||||
else:
|
||||
trades = trades_resp.get("trades") or []
|
||||
for t in trades:
|
||||
if isinstance(t, dict):
|
||||
t["exchange_key"] = ex_key
|
||||
|
||||
def remote_fetch(**kwargs):
|
||||
return _fetch_instance_ohlcv_sync(
|
||||
ex,
|
||||
symbol=kwargs.get("symbol") or "",
|
||||
timeframe=kwargs.get("timeframe") or "5m",
|
||||
since_ms=kwargs.get("since_ms"),
|
||||
limit=int(kwargs.get("limit") or 500),
|
||||
)
|
||||
|
||||
r = await asyncio.to_thread(
|
||||
sync_exchange_symbol_archives,
|
||||
ex_key,
|
||||
trades,
|
||||
remote_fetch,
|
||||
)
|
||||
r["name"] = ex.get("name")
|
||||
r["trade_count"] = len(trades)
|
||||
results.append(r)
|
||||
|
||||
caps = [str(x).lower() for x in (ex.get("capabilities") or [])]
|
||||
if "options" not in caps:
|
||||
continue
|
||||
trades = trades_resp.get("trades") or []
|
||||
for t in trades:
|
||||
opt_resp = await asyncio.to_thread(
|
||||
_fetch_instance_options_review_archive_sync,
|
||||
ex,
|
||||
days=ARCHIVE_TRADE_DAYS,
|
||||
limit=ARCHIVE_TRADE_LIMIT,
|
||||
)
|
||||
if not opt_resp.get("ok"):
|
||||
options_results.append(
|
||||
{
|
||||
"exchange_key": ex_key,
|
||||
"name": ex.get("name"),
|
||||
"ok": False,
|
||||
"status": opt_resp.get("status"),
|
||||
"msg": opt_resp.get("msg")
|
||||
or opt_resp.get("error")
|
||||
or opt_resp.get("detail")
|
||||
or "拉取期权复盘失败",
|
||||
"product": "options",
|
||||
}
|
||||
)
|
||||
continue
|
||||
opt_trades = opt_resp.get("trades") or []
|
||||
for t in opt_trades:
|
||||
if isinstance(t, dict):
|
||||
t["exchange_key"] = ex_key
|
||||
|
||||
def remote_fetch(**kwargs):
|
||||
return _fetch_instance_ohlcv_sync(
|
||||
ex,
|
||||
symbol=kwargs.get("symbol") or "",
|
||||
timeframe=kwargs.get("timeframe") or "5m",
|
||||
since_ms=kwargs.get("since_ms"),
|
||||
limit=int(kwargs.get("limit") or 500),
|
||||
)
|
||||
|
||||
r = await asyncio.to_thread(
|
||||
sync_exchange_symbol_archives,
|
||||
orow = await asyncio.to_thread(
|
||||
sync_options_exchange_archive,
|
||||
ex_key,
|
||||
trades,
|
||||
remote_fetch,
|
||||
opt_trades,
|
||||
)
|
||||
r["name"] = ex.get("name")
|
||||
r["trade_count"] = len(trades)
|
||||
results.append(r)
|
||||
orow["name"] = ex.get("name")
|
||||
options_results.append(orow)
|
||||
out = {
|
||||
"ok": True,
|
||||
"exchanges": len(targets),
|
||||
"results": results,
|
||||
"options_results": options_results,
|
||||
"updated_at": __import__("datetime").datetime.now().isoformat(timespec="seconds"),
|
||||
}
|
||||
_last_archive_sync = out
|
||||
@@ -991,6 +1036,7 @@ def root_redirect():
|
||||
@app.get("/monitor")
|
||||
@app.get("/plan")
|
||||
@app.get("/calculator")
|
||||
@app.get("/compare")
|
||||
@app.get("/market")
|
||||
@app.get("/archive")
|
||||
@app.get("/quotes")
|
||||
@@ -998,6 +1044,7 @@ def root_redirect():
|
||||
@app.get("/funds")
|
||||
@app.get("/ai")
|
||||
@app.get("/strategy")
|
||||
@app.get("/amp-stats")
|
||||
@app.get("/help")
|
||||
@app.get("/logs")
|
||||
@app.get("/settings")
|
||||
@@ -1012,8 +1059,10 @@ def _all_exchanges_for_ai() -> list:
|
||||
|
||||
from hub_ai.routes import create_hub_ai_router
|
||||
from hub_dashboard import build_dashboard_payload, default_trading_day
|
||||
from amp_stats_routes import create_amp_stats_router
|
||||
|
||||
app.include_router(create_hub_ai_router(load_all_exchanges=_all_exchanges_for_ai))
|
||||
app.include_router(create_amp_stats_router())
|
||||
|
||||
|
||||
async def _run_dashboard_aggregate() -> dict:
|
||||
@@ -1110,9 +1159,21 @@ class SettingsDisplayBody(BaseModel):
|
||||
show_nav_quotes: bool = True
|
||||
show_nav_ai: bool = True
|
||||
show_nav_calculator: bool = True
|
||||
show_nav_compare: bool = True
|
||||
show_nav_strategy: bool = True
|
||||
show_nav_amp_stats: bool = True
|
||||
show_nav_help: bool = True
|
||||
show_nav_logs: bool = True
|
||||
show_monitor_binance: bool = True
|
||||
show_monitor_okx_perp: bool = True
|
||||
show_monitor_okx_options: bool = True
|
||||
show_monitor_gate: bool = True
|
||||
show_strategy_playbook_v2: bool = True
|
||||
show_strategy_playbook: bool = True
|
||||
show_strategy_behavior: bool = True
|
||||
show_strategy_binance: bool = True
|
||||
show_strategy_okx: bool = True
|
||||
show_strategy_gate: bool = True
|
||||
|
||||
|
||||
class SupervisorSettingsBody(BaseModel):
|
||||
@@ -1208,6 +1269,42 @@ class RollCalculatorBody(BaseModel):
|
||||
base: str = "ETH"
|
||||
|
||||
|
||||
class PerpOptionsCalculatorBody(BaseModel):
|
||||
calc_mode: str = "size"
|
||||
base: str = "ETH"
|
||||
spot: float = Field(gt=0)
|
||||
capital_usdt: float = Field(gt=0)
|
||||
target_profit_u: float = Field(ge=0)
|
||||
move_mode: str = "points"
|
||||
move_value: float | None = None
|
||||
perp_leverage: float = Field(gt=0)
|
||||
option_leverage: float = Field(gt=0)
|
||||
ct_mult: float = Field(default=0.01, gt=0)
|
||||
ratio_perp: float = Field(default=1.0, gt=0)
|
||||
ratio_opt: float = Field(default=2.0, gt=0)
|
||||
|
||||
|
||||
class CompareOptionLegBody(BaseModel):
|
||||
opt_type: str = "C"
|
||||
strike: float | None = None
|
||||
ask: float | None = None
|
||||
|
||||
|
||||
class CompareBody(BaseModel):
|
||||
base: str = "ETH"
|
||||
direction: str = "long"
|
||||
entry: float = Field(gt=0)
|
||||
sl: float = Field(gt=0)
|
||||
tp: float = Field(gt=0)
|
||||
risk_u: float = Field(gt=0)
|
||||
tp_opt: float | None = None
|
||||
tp_hedge: float | None = None
|
||||
contract_size: float | None = None
|
||||
ct_mult: float | None = None
|
||||
option: CompareOptionLegBody | None = None
|
||||
hedge: dict | None = None
|
||||
|
||||
|
||||
@app.get("/api/calculator/exchanges")
|
||||
def api_calculator_exchanges():
|
||||
from lib.hub.hub_calculator_market_lib import list_calculator_exchanges
|
||||
@@ -1268,6 +1365,64 @@ def api_calculator_roll(body: RollCalculatorBody):
|
||||
return {"ok": True, "data": data}
|
||||
|
||||
|
||||
@app.post("/api/calculator/perp-options")
|
||||
def api_calculator_perp_options(body: PerpOptionsCalculatorBody):
|
||||
from lib.hub.hub_perp_options_calc_lib import calc_perp_options
|
||||
|
||||
mode = (body.calc_mode or "size").strip().lower()
|
||||
if mode in ("points", "ratio", "move"):
|
||||
data, err = calc_perp_options(
|
||||
calc_mode="points",
|
||||
base=body.base,
|
||||
spot=body.spot,
|
||||
capital_usdt=body.capital_usdt,
|
||||
target_profit_u=body.target_profit_u,
|
||||
perp_leverage=body.perp_leverage,
|
||||
option_leverage=body.option_leverage,
|
||||
ct_mult=body.ct_mult,
|
||||
ratio_perp=body.ratio_perp,
|
||||
ratio_opt=body.ratio_opt,
|
||||
)
|
||||
else:
|
||||
if body.move_value is None or body.move_value <= 0:
|
||||
return JSONResponse({"ok": False, "msg": "请填写波动数值"}, status_code=400)
|
||||
data, err = calc_perp_options(
|
||||
calc_mode="size",
|
||||
base=body.base,
|
||||
spot=body.spot,
|
||||
capital_usdt=body.capital_usdt,
|
||||
target_profit_u=body.target_profit_u,
|
||||
move_mode=body.move_mode,
|
||||
move_value=body.move_value,
|
||||
perp_leverage=body.perp_leverage,
|
||||
option_leverage=body.option_leverage,
|
||||
ct_mult=body.ct_mult,
|
||||
)
|
||||
if err:
|
||||
return JSONResponse({"ok": False, "msg": err}, status_code=400)
|
||||
return {"ok": True, "data": data}
|
||||
|
||||
|
||||
@app.post("/api/compare/calc")
|
||||
def api_compare_calc(body: CompareBody):
|
||||
from lib.hub.hub_compare_lib import run_compare
|
||||
|
||||
payload = body.model_dump()
|
||||
hedge = payload.get("hedge") if isinstance(payload.get("hedge"), dict) else {}
|
||||
# normalize hedge legs from nested dicts
|
||||
if hedge:
|
||||
payload["hedge"] = {
|
||||
"main": hedge.get("main") if isinstance(hedge.get("main"), dict) else {},
|
||||
"side": hedge.get("side") if isinstance(hedge.get("side"), dict) else {},
|
||||
}
|
||||
if payload.get("option") is None:
|
||||
payload["option"] = {}
|
||||
data = run_compare(payload)
|
||||
if not data.get("ok"):
|
||||
return JSONResponse(data, status_code=400)
|
||||
return data
|
||||
|
||||
|
||||
def _find_exchange_by_key(exchange_key: str) -> dict | None:
|
||||
key = (exchange_key or "").strip().lower()
|
||||
if not key:
|
||||
@@ -1308,6 +1463,34 @@ def _fetch_instance_trades_archive_sync(
|
||||
return {"ok": False, "msg": str(e)}
|
||||
|
||||
|
||||
def _fetch_instance_options_review_archive_sync(
|
||||
ex: dict,
|
||||
*,
|
||||
days: int = 365,
|
||||
limit: int = 2000,
|
||||
) -> dict:
|
||||
base = (ex.get("flask_url") or "").rstrip("/")
|
||||
if not base:
|
||||
return {"ok": False, "msg": "未配置 flask_url"}
|
||||
params = {"days": str(int(days)), "limit": str(int(limit))}
|
||||
url = f"{base}/api/hub/options/review/archive?{urlencode(params)}"
|
||||
try:
|
||||
with httpx.Client(timeout=max(HUB_FLASK_TIMEOUT, 120.0)) as client:
|
||||
r = client.get(url, headers=_hub_headers())
|
||||
if r.status_code >= 400:
|
||||
parsed = _parse_http_json_body(r)
|
||||
parsed.setdefault("ok", False)
|
||||
parsed.setdefault("status", r.status_code)
|
||||
return parsed
|
||||
data = r.json() if r.content else {}
|
||||
if isinstance(data, dict):
|
||||
data.setdefault("ok", True)
|
||||
return data
|
||||
return {"ok": False, "msg": "无效 JSON"}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
|
||||
|
||||
def _fetch_instance_ohlcv_sync(
|
||||
ex: dict,
|
||||
*,
|
||||
@@ -3088,6 +3271,52 @@ def api_archive_calendar(
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/options/daily-trades")
|
||||
def api_archive_options_daily_trades(
|
||||
period: str = "",
|
||||
trading_day: str = "",
|
||||
date_from: str = "",
|
||||
date_to: str = "",
|
||||
exchange_key: str = "",
|
||||
filter_profit: str = "",
|
||||
filter_loss: str = "",
|
||||
search: str = "",
|
||||
source_type: str = "",
|
||||
):
|
||||
init_options_archive_db()
|
||||
payload = list_daily_options_trades(
|
||||
trading_day=trading_day,
|
||||
period=period or "today",
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
exchange_key=exchange_key,
|
||||
filter_profit=(filter_profit or "").lower() in ("1", "true", "yes", "on"),
|
||||
filter_loss=(filter_loss or "").lower() in ("1", "true", "yes", "on"),
|
||||
search=search,
|
||||
source_type=source_type,
|
||||
)
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/options/calendar")
|
||||
def api_archive_options_calendar(
|
||||
year: int = 0,
|
||||
month: int = 0,
|
||||
exchange_key: str = "",
|
||||
):
|
||||
init_options_archive_db()
|
||||
if year <= 0 or month <= 0:
|
||||
td = today_trading_day()
|
||||
parts = td.split("-")
|
||||
year = int(parts[0])
|
||||
month = int(parts[1])
|
||||
try:
|
||||
payload = list_archive_options_calendar(year, month, exchange_key=exchange_key)
|
||||
except ValueError as e:
|
||||
raise HTTPException(status_code=400, detail=str(e)) from e
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/quotes")
|
||||
def api_archive_quotes():
|
||||
init_archive_db()
|
||||
@@ -3301,7 +3530,8 @@ async def api_archive_sync():
|
||||
|
||||
@app.get("/api/strategy/meta")
|
||||
def api_strategy_meta():
|
||||
return strategy_meta_payload()
|
||||
display = (load_settings() or {}).get("display") or {}
|
||||
return strategy_meta_payload(display)
|
||||
|
||||
|
||||
@app.get("/api/help/meta")
|
||||
|
||||
@@ -25,6 +25,7 @@ from hub_ai.context import (
|
||||
format_chat_context_for_chat,
|
||||
format_chat_position_overview,
|
||||
)
|
||||
from hub_ai.playbook_brief import format_playbook_brief_for_chat
|
||||
from hub_ai.prompts import (
|
||||
CHAT_GENERAL_SYSTEM,
|
||||
CHAT_SYSTEM,
|
||||
@@ -217,6 +218,10 @@ def send_chat_message(
|
||||
ctx = build_chat_context(exchanges, trading_day=day)
|
||||
day = ctx["trading_day"]
|
||||
brief_ctx, excerpt = _trading_context_bundle(ctx, prior_count=prior_count)
|
||||
# 首轮带完整手册摘要;续聊缩短,避免挤占对话上下文
|
||||
playbook = format_playbook_brief_for_chat(
|
||||
max_chars=1200 if prior_count <= 0 else 700
|
||||
)
|
||||
user_prompt = build_chat_user_prompt(
|
||||
context_text=brief_ctx,
|
||||
trading_day=day,
|
||||
@@ -225,6 +230,7 @@ def send_chat_message(
|
||||
history_lines=history_tail,
|
||||
user_message=user_for_prompt,
|
||||
attachment_note=str(parsed.get("attachment_note") or ""),
|
||||
playbook_brief=playbook,
|
||||
)
|
||||
if parsed.get("text_append"):
|
||||
user_prompt += "\n\n【附件正文】\n" + _clip_text(parsed["text_append"], 3000)
|
||||
|
||||
@@ -86,7 +86,81 @@ def _filter_open_positions(positions: list) -> list[dict]:
|
||||
|
||||
|
||||
def _account_open_position_count(ac: dict) -> int:
|
||||
return len(_filter_open_positions(ac.get("positions") or []))
|
||||
perp = len(_filter_open_positions(ac.get("positions") or []))
|
||||
opt = int(ac.get("options_open_position_count") or 0)
|
||||
if opt <= 0:
|
||||
opt = len(_iter_options_position_dicts(ac))
|
||||
return perp + opt
|
||||
|
||||
|
||||
def _iter_options_position_dicts(ac: dict) -> list[dict]:
|
||||
snap = ac.get("options_snapshot")
|
||||
if not isinstance(snap, dict):
|
||||
return []
|
||||
if snap.get("ok") is False or snap.get("enabled") is False:
|
||||
return []
|
||||
out: list[dict] = []
|
||||
for p in snap.get("positions") or []:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
inst = str(p.get("inst_id") or p.get("instId") or "").strip()
|
||||
if not inst:
|
||||
continue
|
||||
out.append(p)
|
||||
return out
|
||||
|
||||
|
||||
def _format_options_position_detail_line(p: dict) -> str:
|
||||
inst = p.get("inst_id") or p.get("instId") or "?"
|
||||
opt_type = (p.get("opt_type") or p.get("optType") or "").upper()
|
||||
label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
|
||||
src = _options_source_label(p)
|
||||
sheets = p.get("pos")
|
||||
if sheets is None:
|
||||
sheets = p.get("sheets")
|
||||
if sheets is None:
|
||||
sheets = p.get("contracts")
|
||||
if sheets is None:
|
||||
sheets = "?"
|
||||
parts = [f"期权 {inst} {label}", f"来源{src}", f"张数{sheets}"]
|
||||
paid = _safe_float(p.get("premium_paid"))
|
||||
if paid is not None:
|
||||
parts.append(f"权利金{paid:g}U")
|
||||
net: Optional[float] = None
|
||||
try:
|
||||
from lib.options.options_positions_lib import net_pnl_from_display_row
|
||||
|
||||
net = net_pnl_from_display_row(p)
|
||||
except Exception:
|
||||
net = None
|
||||
if net is None:
|
||||
net = _safe_float(p.get("net_pnl"))
|
||||
if net is None:
|
||||
net = _safe_float(p.get("upl"))
|
||||
if net is not None:
|
||||
parts.append(f"净盈亏{net:.4f}U")
|
||||
tgt = _options_target_monitor_text(p)
|
||||
if tgt and tgt not in ("—", "-", ""):
|
||||
parts.append(f"目标{tgt}")
|
||||
return " - " + " ".join(parts)
|
||||
|
||||
|
||||
def _append_options_position_lines(lines: list[str], ac: dict, *, limit: int = 6, indent: str = " - ") -> None:
|
||||
rows = _iter_options_position_dicts(ac)
|
||||
if not rows:
|
||||
return
|
||||
if indent.startswith(" "):
|
||||
# chat slim: already under account bullet
|
||||
for p in rows[:limit]:
|
||||
lines.append(f" · {_format_options_position_detail_line(p).lstrip(' - ')}")
|
||||
if len(rows) > limit:
|
||||
lines.append(f" · …共{len(rows)}笔期权持仓")
|
||||
return
|
||||
lines.append("期权持仓明细(交易所实盘,含目标位若已挂):")
|
||||
for p in rows[:limit]:
|
||||
lines.append(_format_options_position_detail_line(p))
|
||||
if len(rows) > limit:
|
||||
lines.append(f" - …共{len(rows)}笔期权持仓")
|
||||
|
||||
|
||||
def _monitor_counts(ac: dict) -> dict[str, int]:
|
||||
@@ -788,7 +862,9 @@ def format_context_text(payload: dict) -> str:
|
||||
lines.append(
|
||||
f"【合计·今日 {day}】平仓盈亏 {totals.get('total_pnl_u')}U | "
|
||||
f"笔数 {totals.get('closed_count')}(胜{totals.get('win_count')}/负{totals.get('loss_count')})| "
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓 | "
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓"
|
||||
f"(永续{totals.get('perpetual_open_position_count', totals.get('open_position_count', 0))}/"
|
||||
f"期权{totals.get('options_open_position_count', 0)}) | "
|
||||
f"浮盈亏 {totals.get('float_pnl_u')}U | "
|
||||
f"资金账户合计 {_fmt_fund(totals.get('total_funding_usdt'))} | "
|
||||
f"交易账户合计 {_fmt_fund(totals.get('total_trading_usdt'))}"
|
||||
@@ -855,6 +931,7 @@ def format_context_text(payload: dict) -> str:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
lines.append(_format_position_detail_line(p, hub_mon))
|
||||
_append_options_position_lines(lines, ac, limit=8)
|
||||
lines.append(
|
||||
f"Agent合约余额:{ac.get('balance_usdt') if ac.get('balance_usdt') is not None else '未知'} USDT"
|
||||
)
|
||||
@@ -885,7 +962,9 @@ def format_summary_context_text(payload: dict) -> str:
|
||||
lines.append(
|
||||
f"【合计·今日 {day}】平仓盈亏 {totals.get('total_pnl_u')}U | "
|
||||
f"笔数 {totals.get('closed_count')}(胜{totals.get('win_count')}/负{totals.get('loss_count')})| "
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓 | "
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓"
|
||||
f"(永续{totals.get('perpetual_open_position_count', totals.get('open_position_count', 0))}/"
|
||||
f"期权{totals.get('options_open_position_count', 0)}) | "
|
||||
f"浮盈亏 {totals.get('float_pnl_u')}U | "
|
||||
f"资金账户合计 {_fmt_fund(totals.get('total_funding_usdt'))} | "
|
||||
f"交易账户合计 {_fmt_fund(totals.get('total_trading_usdt'))}"
|
||||
@@ -943,6 +1022,7 @@ def format_summary_context_text(payload: dict) -> str:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
lines.append(_format_position_detail_line(p, hub_mon))
|
||||
_append_options_position_lines(lines, ac, limit=8)
|
||||
lines.append(
|
||||
f"Agent合约余额:{ac.get('balance_usdt') if ac.get('balance_usdt') is not None else '未知'} USDT"
|
||||
)
|
||||
@@ -1289,21 +1369,30 @@ def collect_closed_trades_snapshot(
|
||||
def format_chat_position_overview(payload: dict) -> str:
|
||||
totals = payload.get("totals") or {}
|
||||
total_open = int(totals.get("open_position_count") or 0)
|
||||
opt_total = int(totals.get("options_open_position_count") or 0)
|
||||
perp_total = int(
|
||||
totals.get("perpetual_open_position_count")
|
||||
if totals.get("perpetual_open_position_count") is not None
|
||||
else max(0, total_open - opt_total)
|
||||
)
|
||||
if total_open <= 0:
|
||||
head = f"【实盘持仓总览】当前空仓(监控户合计 0 仓).浮盈亏 0U 表示无持仓,不是「有仓但不动」."
|
||||
else:
|
||||
head = (
|
||||
f"【实盘持仓总览】监控户合计 {total_open} 仓,"
|
||||
f"【实盘持仓总览】监控户合计 {total_open} 仓"
|
||||
f"(永续{perp_total}/期权{opt_total}),"
|
||||
f"浮盈亏合计 {totals.get('float_pnl_u')}U."
|
||||
)
|
||||
lines = [
|
||||
head,
|
||||
"【区分】只有带「持仓明细/交易所实盘」字样的才是已开仓;趋势回调,关键位,下单监控,顺势加仓是本地计划/监控,不算持仓.持仓明细若含止损/止盈价,表示已挂条件单或监控计划中有价位.",
|
||||
"【区分】只有带「持仓明细/交易所实盘/期权持仓」字样的才是已开仓;趋势回调,关键位,下单监控,顺势加仓是本地计划/监控,不算持仓.持仓明细若含止损/止盈价,表示已挂条件单或监控计划中有价位.",
|
||||
]
|
||||
for ac in payload.get("accounts") or []:
|
||||
if ac.get("status") == "未监控":
|
||||
continue
|
||||
n = int(ac.get("open_position_count") or _account_open_position_count(ac))
|
||||
opt_n = int(ac.get("options_open_position_count") or len(_iter_options_position_dicts(ac)))
|
||||
perp_n = len(_filter_open_positions(ac.get("positions") or []))
|
||||
mc = _monitor_counts(ac)
|
||||
mon_parts = []
|
||||
if mc["trends"]:
|
||||
@@ -1319,8 +1408,11 @@ def format_chat_position_overview(payload: dict) -> str:
|
||||
lines.append(f"- {ac.get('name')}:空仓{mon_txt}")
|
||||
else:
|
||||
lines.append(
|
||||
f"- {ac.get('name')}:{n}仓 浮盈亏{ac.get('float_pnl_u')}U{mon_txt}"
|
||||
f"- {ac.get('name')}:{n}仓(永续{perp_n}/期权{opt_n}) "
|
||||
f"浮盈亏{ac.get('float_pnl_u')}U{mon_txt}"
|
||||
)
|
||||
for p in _iter_options_position_dicts(ac)[:4]:
|
||||
lines.append(f" · {_format_options_position_detail_line(p).lstrip(' - ')}")
|
||||
return "\n".join(lines)
|
||||
|
||||
|
||||
@@ -1328,11 +1420,19 @@ def format_chat_context_slim(payload: dict) -> str:
|
||||
"""聊天专用:不含 180 日资金曲线与昨日平仓明细,避免挤占对话上下文."""
|
||||
totals = payload.get("totals") or {}
|
||||
day = totals.get("trading_day")
|
||||
opt_total = int(totals.get("options_open_position_count") or 0)
|
||||
perp_total = int(
|
||||
totals.get("perpetual_open_position_count")
|
||||
if totals.get("perpetual_open_position_count") is not None
|
||||
else max(0, int(totals.get("open_position_count") or 0) - opt_total)
|
||||
)
|
||||
lines = [
|
||||
f"【今日合计 {day}】平仓盈亏 {totals.get('total_pnl_u')}U | "
|
||||
f"笔数 {totals.get('closed_count')}(胜{totals.get('win_count')}/负{totals.get('loss_count')})| "
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓 | 浮盈亏 {totals.get('float_pnl_u')}U",
|
||||
"【说明】持仓=交易所实盘;趋势/关键位/监控单=本地计划,不等于已开仓.持仓行内「止损/止盈」= 交易所条件单或监控计划价(与监控页一致).",
|
||||
f"实盘持仓 {totals.get('open_position_count', 0)} 仓"
|
||||
f"(永续{perp_total}/期权{opt_total}) | 浮盈亏 {totals.get('float_pnl_u')}U",
|
||||
"【说明】持仓=交易所实盘(含期权);趋势/关键位/监控单=本地计划,不等于已开仓."
|
||||
"永续行「止损/止盈」=条件单或监控计划价;期权行含合约/来源/权利金/净盈亏/目标位.",
|
||||
]
|
||||
for ac in payload.get("accounts") or []:
|
||||
if ac.get("status") == "未监控":
|
||||
@@ -1340,7 +1440,12 @@ def format_chat_context_slim(payload: dict) -> str:
|
||||
continue
|
||||
st = ac.get("trade_stats") or {}
|
||||
open_n = int(ac.get("open_position_count") or _account_open_position_count(ac))
|
||||
pos_txt = "空仓" if open_n <= 0 else f"{open_n}仓 浮盈亏{ac.get('float_pnl_u')}U"
|
||||
opt_n = int(ac.get("options_open_position_count") or len(_iter_options_position_dicts(ac)))
|
||||
perp_n = len(_filter_open_positions(ac.get("positions") or []))
|
||||
if open_n <= 0:
|
||||
pos_txt = "空仓"
|
||||
else:
|
||||
pos_txt = f"{open_n}仓(永续{perp_n}/期权{opt_n}) 浮盈亏{ac.get('float_pnl_u')}U"
|
||||
mc = _monitor_counts(ac)
|
||||
mon = []
|
||||
if mc["trends"]:
|
||||
@@ -1369,6 +1474,7 @@ def format_chat_context_slim(payload: dict) -> str:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
lines.append(f" · {_format_position_detail_line(p, hub_mon).lstrip(' - ')}")
|
||||
_append_options_position_lines(lines, ac, limit=6, indent=" · ")
|
||||
return "\n".join(lines)
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,31 @@
|
||||
"""交易教练用的执行手册短摘要(现行 v2:无对冲)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
from lib.paths import REPO_ROOT
|
||||
|
||||
# 控制 token:保持简短;手册大改时同步修订本摘要.
|
||||
_PLAYBOOK_BRIEF = """【用户策略执行手册·摘要】(来源:docs/交易执行手册-v2-期权与合约.md + docs/交易行为准则-开单三检.md)
|
||||
开单防火墙(强制):信号判断→流程确认→情绪自检。三检不过不开。成败先看三检是否跑完。
|
||||
主链条(强制):1H方向(含N字)→空间(支撑/阻力,至少约≥2%)→结构(约8h+/48×15m:收敛/两段回调/箱体/假突破等)→定损盈(结构突破=外沿;假突破=针尖)→选工具(只剩期权或合约)。
|
||||
丢掉对冲:不做期期对冲/偏置对冲;对冲易产生「有保护就能多做」的幻觉。日更不是目标,过检才开。
|
||||
一句话:1H定方向→量空间→等够结构→按模型定损盈→只在期权与合约里选;期权不手平;Gate一位置两次,错完收工;珍惜机会。
|
||||
分工:OKX期权与Gate合约;其它账户暂不做。同一时段尽量只让一边说话。
|
||||
入场:①主链条过关→一天期期权方向单(空间够可优先虚值);②极明确位置→Gate合约;独立假破优先只做合约或空仓。明确不做横盘双买对冲。
|
||||
仓位(总资约800U):单笔期权约10U且一次一仓;Gate保证金约50U×约10x,止损约5U,单笔最亏约≤10U;日最坏约≤20U。
|
||||
期权纪律:开仓后中间不手动平仓,只认规则止盈或到期;默认一天期,尽量北京时间16:00后开次日到期。
|
||||
Gate纪律:只做很明确位置;同一位置最多两次(结构突破/假突破);两次都错→当日收工。
|
||||
教练用法:对照上述纪律讨论执行与心态;开单前优先提醒主链条与三检;勿另造策略或鼓励对冲/期权手平/超仓/每天默认开期权。"""
|
||||
|
||||
|
||||
def playbook_md_path() -> Path:
|
||||
return REPO_ROOT / "docs" / "交易执行手册-v2-期权与合约.md"
|
||||
|
||||
|
||||
def format_playbook_brief_for_chat(max_chars: int = 1200) -> str:
|
||||
"""返回注入交易教练上下文的短摘要."""
|
||||
text = _PLAYBOOK_BRIEF.strip()
|
||||
if len(text) <= max_chars:
|
||||
return text
|
||||
return text[: max(200, max_chars - 1)].rstrip() + "…"
|
||||
@@ -44,10 +44,12 @@ CHAT_SYSTEM = """
|
||||
- 不要「第1点第2点你应该…」;不要「作为你的教练我必须…」.
|
||||
- 不预测涨跌,不保证收益,不替用户做决定.
|
||||
- 只能依据提供的监控与交易数据说话;看不到的就说「我这边看不到,你可以去 xx 实例页确认」.
|
||||
- **持仓判定**:只有快照里「实盘持仓总览 / 持仓明细 / 交易所实盘」才算已开仓;「空仓 / 0 仓」就是没仓位.浮盈亏 0U 且空仓时,不要说「还有仓」「卡着不动」.
|
||||
- **持仓判定**:只有快照里「实盘持仓总览 / 持仓明细 / 交易所实盘 / 期权持仓」才算已开仓;「空仓 / 0 仓」就是没仓位.浮盈亏 0U 且空仓时,不要说「还有仓」「卡着不动」.
|
||||
- **期权持仓**:快照中「期权 …」行与永续同样是实盘;须分开提及.期权净盈亏/目标位以快照为准.
|
||||
- **监控单 ≠ 持仓**:趋势回调,关键位,顺势加仓,下单监控是本地计划或挂单监控,用户说已平仓时,即使还有这些监控,也不要当成手里还有仓.
|
||||
- 用户口述与快照冲突时,以快照为准并口语说明「我这边看到是空仓/有N仓」.
|
||||
- 若附带「今日总结摘要」,那是较早生成的缓存,**实盘持仓以【当前多账户快照】里的「实盘持仓总览」为准**,摘要里若提到持仓可能已过时.
|
||||
- 若附带【用户策略执行手册·摘要】,须按该纪律理解账户分工与离场规则(如期权通常不手平、Gate 一位置两次等);勿另造策略或鼓励违反摘要纪律.
|
||||
- 若用户上传图片,可结合图中可见信息讨论,看不清的明确说看不清.
|
||||
- **优先接住【用户现在说】和【对话核心摘要】**:用户聊心态,悔单,某笔操作时,先顺着这个话题回应,不要每句都复述账户资金数字.
|
||||
- **接续对话**:有【对话核心摘要】时须接着聊,不要重复开场白;整段回复必须写完,以句号/问号/感叹号收尾,不得停在半句话;编号列表每条单独一行.
|
||||
@@ -143,12 +145,20 @@ def build_chat_user_prompt(
|
||||
history_lines: str = "",
|
||||
user_message: str,
|
||||
attachment_note: str = "",
|
||||
playbook_brief: str = "",
|
||||
) -> str:
|
||||
parts = [f"【交易日】{trading_day}"]
|
||||
if rolling_summary.strip():
|
||||
parts.extend(["【对话核心摘要(须接续,勿重复开场)】", rolling_summary.strip()])
|
||||
elif history_lines.strip():
|
||||
parts.extend(["【最近对话】", history_lines.strip()])
|
||||
if playbook_brief.strip():
|
||||
parts.extend(
|
||||
[
|
||||
"【用户策略执行手册·摘要(须知悉分工与纪律)】",
|
||||
playbook_brief.strip(),
|
||||
]
|
||||
)
|
||||
parts.extend([
|
||||
"【当前多账户快照(事实参考;持仓以「实盘持仓总览」为准)】",
|
||||
context_text.strip() or "(无监控数据)",
|
||||
|
||||
@@ -29,9 +29,23 @@ DEFAULT_DISPLAY = {
|
||||
"show_nav_quotes": True,
|
||||
"show_nav_ai": True,
|
||||
"show_nav_calculator": True,
|
||||
"show_nav_compare": True,
|
||||
"show_nav_strategy": True,
|
||||
"show_nav_amp_stats": True,
|
||||
"show_nav_help": True,
|
||||
"show_nav_logs": True,
|
||||
# 监控区卡片(仅隐藏界面,不关闭账户)
|
||||
"show_monitor_binance": True,
|
||||
"show_monitor_okx_perp": True,
|
||||
"show_monitor_okx_options": True,
|
||||
"show_monitor_gate": True,
|
||||
# 策略说明页签
|
||||
"show_strategy_playbook_v2": True,
|
||||
"show_strategy_playbook": True,
|
||||
"show_strategy_behavior": True,
|
||||
"show_strategy_binance": True,
|
||||
"show_strategy_okx": True,
|
||||
"show_strategy_gate": True,
|
||||
}
|
||||
|
||||
DEFAULT_EXCHANGES = [
|
||||
|
||||
@@ -0,0 +1,451 @@
|
||||
/**
|
||||
* 中控振幅统计:OKX ETH/BTC + 买跨/止盈/周末筛选.
|
||||
*/
|
||||
(function () {
|
||||
const page = document.getElementById("page-amp-stats");
|
||||
if (!page) return;
|
||||
|
||||
let lastResult = null;
|
||||
let pageNo = 1;
|
||||
let bound = false;
|
||||
let reframeTimer = null;
|
||||
|
||||
const el = (id) => document.getElementById(id);
|
||||
|
||||
async function apiFetch(url, opts) {
|
||||
const r = await fetch(url, { credentials: "same-origin", ...(opts || {}) });
|
||||
const ct = (r.headers.get("content-type") || "").toLowerCase();
|
||||
if (ct.includes("application/json")) {
|
||||
const data = await r.json();
|
||||
if (!r.ok) throw new Error((data && (data.detail || data.msg)) || r.statusText || "请求失败");
|
||||
return data;
|
||||
}
|
||||
if (!r.ok) throw new Error(r.statusText || "请求失败");
|
||||
return r;
|
||||
}
|
||||
|
||||
function esc(s) {
|
||||
return String(s ?? "")
|
||||
.replace(/&/g, "&")
|
||||
.replace(/</g, "<")
|
||||
.replace(/>/g, ">")
|
||||
.replace(/"/g, """);
|
||||
}
|
||||
|
||||
function pct(ratio) {
|
||||
if (ratio == null || ratio === "") return "—";
|
||||
const n = Number(ratio);
|
||||
if (!Number.isFinite(n)) return "—";
|
||||
return (n * 100).toFixed(1) + "%";
|
||||
}
|
||||
|
||||
function readPremium() {
|
||||
const raw = (el("amp-straddle-premium")?.value || "").trim();
|
||||
if (!raw) return null;
|
||||
const n = Number(raw);
|
||||
if (!Number.isFinite(n) || n <= 0) return null;
|
||||
return n;
|
||||
}
|
||||
|
||||
function readTakeProfit() {
|
||||
const raw = (el("amp-take-profit")?.value || "").trim();
|
||||
if (!raw) return null;
|
||||
const n = Number(raw);
|
||||
if (!Number.isFinite(n) || n <= 0) return null;
|
||||
return n;
|
||||
}
|
||||
|
||||
function readWeekend() {
|
||||
return el("amp-weekend-filter")?.value || "all";
|
||||
}
|
||||
|
||||
function setStatus(msg) {
|
||||
const s = el("amp-status");
|
||||
if (s) s.textContent = msg || "";
|
||||
}
|
||||
|
||||
function setView(view) {
|
||||
const isHist = view === "history";
|
||||
el("amp-panel-stats")?.classList.toggle("hidden", isHist);
|
||||
el("amp-panel-history")?.classList.toggle("hidden", !isHist);
|
||||
page.querySelectorAll(".amp-view-tab").forEach((btn) => {
|
||||
const on = btn.getAttribute("data-view") === view;
|
||||
btn.classList.toggle("is-active", on);
|
||||
btn.setAttribute("aria-selected", on ? "true" : "false");
|
||||
});
|
||||
if (isHist) void loadHistory();
|
||||
}
|
||||
|
||||
function syncCustomDays() {
|
||||
const period = el("amp-period")?.value || "2m";
|
||||
const wrap = el("amp-custom-wrap");
|
||||
if (wrap) wrap.classList.toggle("hidden", period !== "custom");
|
||||
}
|
||||
|
||||
function fillMetaControls() {
|
||||
const hourSel = el("amp-start-hour");
|
||||
if (hourSel && !hourSel.options.length) {
|
||||
for (let h = 0; h < 24; h++) {
|
||||
const opt = document.createElement("option");
|
||||
opt.value = String(h);
|
||||
opt.textContent = String(h).padStart(2, "0") + ":00";
|
||||
if (h === 16) opt.selected = true;
|
||||
hourSel.appendChild(opt);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function pnlClass(v) {
|
||||
const n = Number(v);
|
||||
if (!Number.isFinite(n) || n === 0) return "";
|
||||
return n > 0 ? "is-pos" : "is-neg";
|
||||
}
|
||||
|
||||
function renderSummary(summary, result) {
|
||||
const box = el("amp-summary");
|
||||
if (!box) return;
|
||||
const s = summary || {};
|
||||
if (!s.sample_count) {
|
||||
box.innerHTML = '<p class="amp-empty">暂无汇总</p>';
|
||||
renderStraddle(null);
|
||||
return;
|
||||
}
|
||||
box.innerHTML =
|
||||
`<div class="amp-sum-grid">` +
|
||||
`<div><span class="amp-sum-k">样本</span><span class="amp-sum-v">${esc(s.sample_count)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude)} <small>(${esc(s.max_amplitude_day)})</small></span></div>` +
|
||||
`<div><span class="amp-sum-k">振幅均值</span><span class="amp-sum-v">${esc(s.avg_amplitude)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">振幅中位</span><span class="amp-sum-v">${esc(s.median_amplitude)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">开→高最大/均</span><span class="amp-sum-v">${esc(s.max_up_points)} / ${esc(s.avg_up_points)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">开→低最大/均</span><span class="amp-sum-v">${esc(s.max_down_points)} / ${esc(s.avg_down_points)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">价源</span><span class="amp-sum-v">${esc(result && result.price_source)}</span></div>` +
|
||||
`</div>`;
|
||||
renderStraddle(s.straddle);
|
||||
}
|
||||
|
||||
function renderStraddle(st) {
|
||||
const box = el("amp-straddle");
|
||||
if (!box) return;
|
||||
if (!st) {
|
||||
box.innerHTML = '<p class="amp-empty">填写「买跨·双边权利金」后计算，可看越过天数与买跨点数盈亏</p>';
|
||||
return;
|
||||
}
|
||||
const verdict =
|
||||
st.pnl_total == null
|
||||
? "—"
|
||||
: Number(st.pnl_total) > 0
|
||||
? "样本合计盈利"
|
||||
: Number(st.pnl_total) < 0
|
||||
? "样本合计亏损"
|
||||
: "样本合计持平";
|
||||
const tpLine =
|
||||
st.take_profit != null
|
||||
? `<div><span class="amp-sum-k">止盈点 / 触达</span><span class="amp-sum-v">${esc(st.take_profit)} · ${esc(st.tp_hit_days)} 天 · ${esc(pct(st.tp_hit_ratio))}</span></div>`
|
||||
: `<div><span class="amp-sum-k">止盈点</span><span class="amp-sum-v">未设(按|涨跌|)</span></div>`;
|
||||
box.innerHTML =
|
||||
`<div class="amp-sum-grid">` +
|
||||
`<div><span class="amp-sum-k">双边权利金</span><span class="amp-sum-v">${esc(st.premium)}</span></div>` +
|
||||
tpLine +
|
||||
`<div><span class="amp-sum-k">开→高超过权利金</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
|
||||
`<div><span class="amp-sum-k">开→低超过权利金</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
|
||||
`<div><span class="amp-sum-k">|涨跌|超过权利金</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
|
||||
`<div><span class="amp-sum-k">买跨盈亏合计</span><span class="amp-sum-v ${pnlClass(st.pnl_total)}">${esc(st.pnl_total)} <small>(${esc(verdict)})</small></span></div>` +
|
||||
`<div><span class="amp-sum-k">日均盈亏</span><span class="amp-sum-v ${pnlClass(st.pnl_avg)}">${esc(st.pnl_avg)}</span></div>` +
|
||||
`<div><span class="amp-sum-k">赚钱天数/胜率</span><span class="amp-sum-v">${esc(st.win_days)} · ${esc(pct(st.win_ratio))}</span></div>` +
|
||||
`<div><span class="amp-sum-k">单日最大赚/亏</span><span class="amp-sum-v">${esc(st.pnl_max)} / ${esc(st.pnl_min)}</span></div>` +
|
||||
`</div>`;
|
||||
}
|
||||
|
||||
function dayLabel(r) {
|
||||
const day = esc(r.settlement_day);
|
||||
if (r.is_weekend && r.weekday_label) {
|
||||
return `${day}<span class="amp-wd-tag">${esc(r.weekday_label)}</span>`;
|
||||
}
|
||||
return day;
|
||||
}
|
||||
|
||||
function renderTable(pagePayload) {
|
||||
const body = el("amp-table-body");
|
||||
const pager = el("amp-pager");
|
||||
if (!body) return;
|
||||
const rows = (pagePayload && pagePayload.rows) || [];
|
||||
if (!rows.length) {
|
||||
body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
|
||||
} else {
|
||||
body.innerHTML = rows
|
||||
.map((r) => {
|
||||
const profit =
|
||||
r.profit == null || r.profit === ""
|
||||
? "—"
|
||||
: `<span class="amp-pnl ${pnlClass(r.profit)}">${esc(r.profit)}</span>`;
|
||||
const trClass = r.is_weekend ? ' class="amp-row-weekend"' : "";
|
||||
return (
|
||||
`<tr${trClass}>` +
|
||||
`<td>${dayLabel(r)}</td>` +
|
||||
`<td>${esc(r.window_start)}</td>` +
|
||||
`<td>${esc(r.open)}</td>` +
|
||||
`<td>${esc(r.high)}</td>` +
|
||||
`<td>${esc(r.low)}</td>` +
|
||||
`<td>${esc(r.close)}</td>` +
|
||||
`<td>${esc(r.up_points)}</td>` +
|
||||
`<td>${esc(r.down_points)}</td>` +
|
||||
`<td><strong>${esc(r.amplitude)}</strong></td>` +
|
||||
`<td>${esc(r.change)}</td>` +
|
||||
`<td>${profit}</td>` +
|
||||
`</tr>`
|
||||
);
|
||||
})
|
||||
.join("");
|
||||
}
|
||||
if (pager && pagePayload) {
|
||||
pager.innerHTML =
|
||||
`<button type="button" class="ghost" id="amp-page-prev" ${pagePayload.page <= 1 ? "disabled" : ""}>上一页</button>` +
|
||||
`<span class="amp-pager-meta">第 ${esc(pagePayload.page)} / ${esc(pagePayload.total_pages)} 页 · 共 ${esc(pagePayload.total)} 天</span>` +
|
||||
`<button type="button" class="ghost" id="amp-page-next" ${pagePayload.page >= pagePayload.total_pages ? "disabled" : ""}>下一页</button>`;
|
||||
el("amp-page-prev")?.addEventListener("click", () => {
|
||||
if (pageNo > 1) {
|
||||
pageNo -= 1;
|
||||
void reframe(false);
|
||||
}
|
||||
});
|
||||
el("amp-page-next")?.addEventListener("click", () => {
|
||||
if (pagePayload.page < pagePayload.total_pages) {
|
||||
pageNo += 1;
|
||||
void reframe(false);
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
function rowsAllFromLast() {
|
||||
if (!lastResult) return [];
|
||||
if (Array.isArray(lastResult.rows_all) && lastResult.rows_all.length) return lastResult.rows_all;
|
||||
return lastResult.rows || [];
|
||||
}
|
||||
|
||||
async function reframe(resetPage) {
|
||||
if (!lastResult) {
|
||||
renderStraddle(null);
|
||||
return;
|
||||
}
|
||||
if (resetPage) pageNo = 1;
|
||||
const rowsAll = rowsAllFromLast();
|
||||
if (!rowsAll.length) return;
|
||||
try {
|
||||
const data = await apiFetch("/api/amp-stats/reframe", {
|
||||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({
|
||||
rows_all: rowsAll,
|
||||
symbol: lastResult.symbol || el("amp-symbol")?.value || "eth",
|
||||
start_hour: lastResult.start_hour ?? Number(el("amp-start-hour")?.value || 16),
|
||||
period: lastResult.period || el("amp-period")?.value || "2m",
|
||||
sample_days: lastResult.sample_days_requested || 60,
|
||||
straddle_premium: readPremium(),
|
||||
take_profit: readTakeProfit(),
|
||||
weekend_filter: readWeekend(),
|
||||
price_source: lastResult.price_source || "",
|
||||
inst_id: lastResult.inst_id || "",
|
||||
page: pageNo,
|
||||
page_size: 20,
|
||||
}),
|
||||
});
|
||||
const prevAll = rowsAll;
|
||||
lastResult = data.result || lastResult;
|
||||
if (!lastResult.rows_all || !lastResult.rows_all.length) lastResult.rows_all = prevAll;
|
||||
renderSummary(lastResult.summary, lastResult);
|
||||
renderTable(data.page);
|
||||
setStatus(`完成 · 样本 ${(lastResult.summary || {}).sample_count || 0}`);
|
||||
} catch (e) {
|
||||
setStatus(String(e && e.message ? e.message : e));
|
||||
}
|
||||
}
|
||||
|
||||
function scheduleReframe() {
|
||||
if (!lastResult) return;
|
||||
if (reframeTimer) clearTimeout(reframeTimer);
|
||||
reframeTimer = setTimeout(() => void reframe(true), 280);
|
||||
}
|
||||
|
||||
async function compute(resetPage) {
|
||||
if (resetPage) pageNo = 1;
|
||||
const symbol = el("amp-symbol")?.value || "eth";
|
||||
const startHour = Number(el("amp-start-hour")?.value || 16);
|
||||
const period = el("amp-period")?.value || "2m";
|
||||
const customDays = Number(el("amp-custom-days")?.value || 60);
|
||||
setStatus("计算中…(长周期会分页拉 OKX，遇限频会自动重试，请稍候)");
|
||||
try {
|
||||
const data = await apiFetch("/api/amp-stats/compute", {
|
||||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({
|
||||
symbol,
|
||||
start_hour: startHour,
|
||||
period,
|
||||
custom_days: period === "custom" ? customDays : null,
|
||||
straddle_premium: readPremium(),
|
||||
take_profit: readTakeProfit(),
|
||||
weekend_filter: readWeekend(),
|
||||
page: pageNo,
|
||||
page_size: 20,
|
||||
}),
|
||||
});
|
||||
lastResult = data.result || null;
|
||||
renderSummary(lastResult && lastResult.summary, lastResult);
|
||||
renderTable(data.page);
|
||||
const miss = (lastResult && lastResult.missing_count) || 0;
|
||||
setStatus(
|
||||
miss
|
||||
? `完成 · 样本 ${(lastResult.summary || {}).sample_count || 0} · 缺 ${miss} 天`
|
||||
: `完成 · 样本 ${(lastResult.summary || {}).sample_count || 0}`
|
||||
);
|
||||
} catch (e) {
|
||||
setStatus(String(e && e.message ? e.message : e));
|
||||
}
|
||||
}
|
||||
|
||||
async function saveHistory() {
|
||||
if (!lastResult) {
|
||||
setStatus("请先计算");
|
||||
return;
|
||||
}
|
||||
try {
|
||||
await apiFetch("/api/amp-stats/history", {
|
||||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ result: lastResult }),
|
||||
});
|
||||
setStatus("已保存到历史");
|
||||
} catch (e) {
|
||||
setStatus(String(e && e.message ? e.message : e));
|
||||
}
|
||||
}
|
||||
|
||||
function downloadCurrent() {
|
||||
if (!lastResult) {
|
||||
setStatus("请先计算");
|
||||
return;
|
||||
}
|
||||
const symbol = el("amp-symbol")?.value || "eth";
|
||||
const startHour = Number(el("amp-start-hour")?.value || 16);
|
||||
const period = el("amp-period")?.value || "2m";
|
||||
const customDays = Number(el("amp-custom-days")?.value || 60);
|
||||
const prem = readPremium();
|
||||
const tp = readTakeProfit();
|
||||
const q = new URLSearchParams({
|
||||
symbol,
|
||||
start_hour: String(startHour),
|
||||
period,
|
||||
weekend_filter: readWeekend(),
|
||||
});
|
||||
if (period === "custom") q.set("custom_days", String(customDays));
|
||||
if (prem != null) q.set("straddle_premium", String(prem));
|
||||
if (tp != null) q.set("take_profit", String(tp));
|
||||
window.location.href = "/api/amp-stats/export?" + q.toString();
|
||||
}
|
||||
|
||||
async function loadHistory() {
|
||||
const box = el("amp-history-list");
|
||||
if (!box) return;
|
||||
box.innerHTML = '<p class="amp-empty">加载中…</p>';
|
||||
try {
|
||||
const data = await apiFetch("/api/amp-stats/history?limit=50");
|
||||
const items = data.items || [];
|
||||
if (!items.length) {
|
||||
box.innerHTML = '<p class="amp-empty">暂无历史</p>';
|
||||
return;
|
||||
}
|
||||
box.innerHTML = items
|
||||
.map(
|
||||
(it) =>
|
||||
`<div class="amp-hist-card" data-id="${esc(it.id)}">` +
|
||||
`<div class="amp-hist-main">` +
|
||||
`<strong>${esc(it.symbol_label || it.symbol)}</strong> · ${esc(String(it.start_hour).padStart(2, "0"))}:00→16:00 · ${esc(it.period)}` +
|
||||
`<div class="amp-hist-sub">${esc(it.created_at)} · 样本 ${esc(it.sample_count)} · 最大振幅 ${esc(it.max_amplitude)} (${esc(it.max_amplitude_day)})</div>` +
|
||||
`</div>` +
|
||||
`<div class="amp-hist-actions">` +
|
||||
`<button type="button" class="ghost amp-hist-view">查看</button>` +
|
||||
`<button type="button" class="ghost amp-hist-dl">下载</button>` +
|
||||
`<button type="button" class="danger amp-hist-del">删除</button>` +
|
||||
`</div></div>`
|
||||
)
|
||||
.join("");
|
||||
box.querySelectorAll(".amp-hist-card").forEach((card) => {
|
||||
const id = card.getAttribute("data-id");
|
||||
card.querySelector(".amp-hist-view")?.addEventListener("click", () => void openHistory(id));
|
||||
card.querySelector(".amp-hist-dl")?.addEventListener("click", () => {
|
||||
const prem = readPremium();
|
||||
const tp = readTakeProfit();
|
||||
let url =
|
||||
"/api/amp-stats/export?history_id=" +
|
||||
encodeURIComponent(id) +
|
||||
"&weekend_filter=" +
|
||||
encodeURIComponent(readWeekend());
|
||||
if (prem != null) url += "&straddle_premium=" + encodeURIComponent(String(prem));
|
||||
if (tp != null) url += "&take_profit=" + encodeURIComponent(String(tp));
|
||||
window.location.href = url;
|
||||
});
|
||||
card.querySelector(".amp-hist-del")?.addEventListener("click", async () => {
|
||||
if (!confirm("删除该历史记录?")) return;
|
||||
await apiFetch("/api/amp-stats/history/" + encodeURIComponent(id), { method: "DELETE" });
|
||||
void loadHistory();
|
||||
});
|
||||
});
|
||||
} catch (e) {
|
||||
box.innerHTML = `<p class="amp-empty">${esc(String(e && e.message ? e.message : e))}</p>`;
|
||||
}
|
||||
}
|
||||
|
||||
async function openHistory(id) {
|
||||
try {
|
||||
const data = await apiFetch("/api/amp-stats/history/" + encodeURIComponent(id));
|
||||
lastResult = data.item || null;
|
||||
setView("stats");
|
||||
if (lastResult) {
|
||||
if (el("amp-symbol")) el("amp-symbol").value = lastResult.symbol || "eth";
|
||||
if (el("amp-start-hour")) el("amp-start-hour").value = String(lastResult.start_hour ?? 16);
|
||||
if (lastResult.straddle_premium != null && el("amp-straddle-premium")) {
|
||||
el("amp-straddle-premium").value = String(lastResult.straddle_premium);
|
||||
}
|
||||
if (lastResult.take_profit != null && el("amp-take-profit")) {
|
||||
el("amp-take-profit").value = String(lastResult.take_profit);
|
||||
}
|
||||
if (lastResult.weekend_filter && el("amp-weekend-filter")) {
|
||||
el("amp-weekend-filter").value = lastResult.weekend_filter;
|
||||
}
|
||||
pageNo = 1;
|
||||
setStatus("已载入历史 " + id);
|
||||
await reframe(true);
|
||||
}
|
||||
} catch (e) {
|
||||
setStatus(String(e && e.message ? e.message : e));
|
||||
}
|
||||
}
|
||||
|
||||
function bind() {
|
||||
if (bound) return;
|
||||
bound = true;
|
||||
fillMetaControls();
|
||||
page.querySelectorAll(".amp-view-tab").forEach((btn) => {
|
||||
btn.addEventListener("click", () => setView(btn.getAttribute("data-view")));
|
||||
});
|
||||
el("amp-period")?.addEventListener("change", syncCustomDays);
|
||||
el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
|
||||
el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
|
||||
el("amp-btn-download")?.addEventListener("click", downloadCurrent);
|
||||
el("amp-straddle-premium")?.addEventListener("input", scheduleReframe);
|
||||
el("amp-take-profit")?.addEventListener("input", scheduleReframe);
|
||||
el("amp-weekend-filter")?.addEventListener("change", () => void reframe(true));
|
||||
syncCustomDays();
|
||||
}
|
||||
|
||||
window.hubAmpStatsPage = {
|
||||
init() {
|
||||
bind();
|
||||
setView("stats");
|
||||
setStatus("");
|
||||
renderStraddle(null);
|
||||
},
|
||||
};
|
||||
})();
|
||||
@@ -2357,6 +2357,12 @@ html[data-theme="light"] .hub-pos-card .pos-tp-profit {
|
||||
margin-bottom: 12px;
|
||||
}
|
||||
|
||||
.stat-row-options .stat-label {
|
||||
color: var(--accent);
|
||||
text-transform: none;
|
||||
letter-spacing: 0;
|
||||
}
|
||||
|
||||
.stat-box {
|
||||
background: var(--inset-surface);
|
||||
border: 1px solid var(--border-soft);
|
||||
@@ -3495,6 +3501,18 @@ button.btn-sm {
|
||||
margin-top: 8px;
|
||||
}
|
||||
|
||||
.settings-display-subtitle {
|
||||
margin: 16px 0 6px;
|
||||
font-size: 0.82rem;
|
||||
font-weight: 600;
|
||||
color: var(--text);
|
||||
}
|
||||
|
||||
.settings-display-subtitle + .settings-display-hint {
|
||||
margin-top: 0;
|
||||
margin-bottom: 8px;
|
||||
}
|
||||
|
||||
.settings-display-hint {
|
||||
margin: 8px 0 0;
|
||||
font-size: 0.78rem;
|
||||
@@ -4301,6 +4319,70 @@ body.login-page {
|
||||
gap: 6px;
|
||||
}
|
||||
|
||||
/* 手机:隐藏「操作·刷新/紧急全平」,桌面不变 */
|
||||
body.hub-phone #monitor-ops-fold {
|
||||
display: none !important;
|
||||
}
|
||||
|
||||
/* 手机收起态:今日统计固定两行(左标题/交易日,右总浮盈亏) */
|
||||
body.hub-phone .monitor-stats-card.is-collapsed {
|
||||
padding: 0;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .monitor-stats-head {
|
||||
display: grid;
|
||||
grid-template-columns: minmax(0, 1fr) auto;
|
||||
grid-template-rows: auto auto;
|
||||
column-gap: 10px;
|
||||
row-gap: 2px;
|
||||
align-items: center;
|
||||
padding: 10px 12px;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .monitor-stats-head-main {
|
||||
display: contents;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .card-title-row {
|
||||
grid-column: 1;
|
||||
grid-row: 1;
|
||||
flex-wrap: nowrap;
|
||||
min-width: 0;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .card-title {
|
||||
font-size: 13px;
|
||||
margin: 0;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .card-sub {
|
||||
grid-column: 1;
|
||||
grid-row: 2;
|
||||
margin: 0;
|
||||
font-size: 10px;
|
||||
line-height: 1.3;
|
||||
white-space: nowrap;
|
||||
overflow: hidden;
|
||||
text-overflow: ellipsis;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .monitor-stats-float-summary {
|
||||
grid-column: 2;
|
||||
grid-row: 1 / span 2;
|
||||
align-self: center;
|
||||
padding: 0;
|
||||
text-align: right;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .monitor-stats-float-summary .monitor-stat-label {
|
||||
margin-bottom: 0;
|
||||
font-size: 10px;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stats-card.is-collapsed .monitor-stats-float-value {
|
||||
font-size: 16px;
|
||||
}
|
||||
|
||||
body.hub-phone .monitor-stat-cell {
|
||||
padding: 8px 6px;
|
||||
}
|
||||
@@ -4626,7 +4708,11 @@ body.login-page {
|
||||
}
|
||||
|
||||
body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
|
||||
body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
|
||||
body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
|
||||
body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
|
||||
body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
|
||||
body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
|
||||
body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
|
||||
display: none;
|
||||
}
|
||||
|
||||
@@ -7975,6 +8061,34 @@ body.funds-fullscreen-open {
|
||||
gap: 12px;
|
||||
align-items: stretch;
|
||||
}
|
||||
.archive-product-tabs {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 8px;
|
||||
margin: 0 0 10px;
|
||||
}
|
||||
.archive-product-tab {
|
||||
border: 1px solid var(--border-soft);
|
||||
background: transparent;
|
||||
color: inherit;
|
||||
padding: 8px 18px;
|
||||
border-radius: 999px;
|
||||
cursor: pointer;
|
||||
font-family: var(--font);
|
||||
font-size: 0.88rem;
|
||||
font-weight: 600;
|
||||
}
|
||||
.archive-product-tab.is-active {
|
||||
background: rgba(16, 185, 129, 0.2);
|
||||
border-color: rgba(16, 185, 129, 0.55);
|
||||
color: var(--text);
|
||||
}
|
||||
body.archive-product-options .archive-toolbar-desktop[data-archive-perp-only],
|
||||
body.archive-product-options #archive-btn-chart-toggle,
|
||||
body.archive-product-options #archive-filter-sick,
|
||||
body.archive-product-options #archive-tab-viz {
|
||||
display: none !important;
|
||||
}
|
||||
.archive-content-tabs {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
@@ -9666,10 +9780,33 @@ body:not(.hub-phone) #page-calculator .calc-layout {
|
||||
}
|
||||
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
|
||||
body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
|
||||
display: none;
|
||||
}
|
||||
|
||||
#page-calculator .calc-po-cases {
|
||||
display: grid;
|
||||
gap: 12px;
|
||||
margin-top: 12px;
|
||||
}
|
||||
|
||||
#page-calculator .calc-po-case {
|
||||
padding: 10px 12px;
|
||||
border: 1px solid var(--border-soft, rgba(255, 255, 255, 0.08));
|
||||
border-radius: 10px;
|
||||
background: color-mix(in srgb, var(--panel, #12161f) 88%, transparent);
|
||||
}
|
||||
|
||||
#page-calculator .calc-po-case h4 {
|
||||
margin: 0 0 8px;
|
||||
font-size: 13px;
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
body:not(.hub-phone) #page-calculator .calc-card {
|
||||
padding: 0;
|
||||
background: transparent;
|
||||
@@ -10875,3 +11012,181 @@ html[data-theme="light"] .hub-logs-card-hint {
|
||||
min-height: 360px;
|
||||
}
|
||||
}
|
||||
|
||||
/* —— 振幅统计 —— */
|
||||
.amp-view-tabs { display: flex; gap: 8px; margin: 0 0 12px; }
|
||||
.amp-view-tab {
|
||||
min-height: 34px; padding: 6px 14px; border: 1px solid var(--border-soft);
|
||||
border-radius: 8px; background: transparent; color: var(--muted); cursor: pointer;
|
||||
}
|
||||
.amp-view-tab.is-active { color: var(--text); border-color: var(--accent); background: rgba(0, 212, 255, 0.08); }
|
||||
.amp-panel { padding: 14px 16px 18px; }
|
||||
.amp-form {
|
||||
display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr));
|
||||
gap: 10px 12px; align-items: end; margin-bottom: 8px;
|
||||
}
|
||||
.amp-field { display: flex; flex-direction: column; gap: 4px; font-size: 12px; color: var(--muted); }
|
||||
.amp-field select, .amp-field input {
|
||||
min-height: 34px; padding: 6px 8px; border-radius: 8px;
|
||||
border: 1px solid var(--border-soft); background: var(--panel-solid); color: var(--text);
|
||||
}
|
||||
.amp-actions { display: flex; flex-wrap: wrap; gap: 8px; align-items: center; }
|
||||
.amp-hint { font-size: 12px; color: var(--muted); margin: 4px 0 12px; }
|
||||
.amp-status { margin: 0 0 8px; }
|
||||
.amp-block-title { font-size: 14px; margin: 14px 0 8px; }
|
||||
.amp-sum-grid {
|
||||
display: grid; grid-template-columns: repeat(auto-fill, minmax(180px, 1fr)); gap: 8px;
|
||||
}
|
||||
.amp-sum-grid > div {
|
||||
border: 1px solid var(--border-soft); border-radius: 8px; padding: 8px 10px;
|
||||
display: flex; flex-direction: column; gap: 2px;
|
||||
}
|
||||
.amp-sum-k { font-size: 11px; color: var(--muted); }
|
||||
.amp-sum-v { font-size: 14px; font-weight: 600; color: var(--text); }
|
||||
.amp-sum-v.is-pos { color: var(--green); }
|
||||
.amp-sum-v.is-neg { color: var(--red); }
|
||||
.amp-pnl.is-pos { color: var(--green); font-weight: 600; }
|
||||
.amp-pnl.is-neg { color: var(--red); font-weight: 600; }
|
||||
.amp-straddle { margin-bottom: 4px; }
|
||||
.amp-table tr.amp-row-weekend td { background: rgba(255, 180, 60, 0.08); }
|
||||
.amp-wd-tag {
|
||||
display: inline-block; margin-left: 6px; padding: 1px 6px; border-radius: 4px;
|
||||
font-size: 11px; font-weight: 600; color: #f0c14b;
|
||||
border: 1px solid rgba(240, 193, 75, 0.45);
|
||||
}
|
||||
.amp-table-wrap { overflow-x: auto; }
|
||||
.amp-table { width: 100%; border-collapse: collapse; font-size: 12px; }
|
||||
.amp-table th, .amp-table td {
|
||||
border-bottom: 1px solid var(--border-soft); padding: 7px 8px; text-align: right; white-space: nowrap;
|
||||
}
|
||||
.amp-table th:first-child, .amp-table td:first-child,
|
||||
.amp-table th:nth-child(2), .amp-table td:nth-child(2) { text-align: left; }
|
||||
.amp-pager { display: flex; align-items: center; gap: 10px; margin-top: 10px; }
|
||||
.amp-pager-meta { font-size: 12px; color: var(--muted); }
|
||||
.amp-empty { color: var(--muted); text-align: center; padding: 16px; }
|
||||
.amp-history-list { display: flex; flex-direction: column; gap: 10px; }
|
||||
.amp-hist-card {
|
||||
display: flex; justify-content: space-between; gap: 12px; flex-wrap: wrap;
|
||||
border: 1px solid var(--border-soft); border-radius: 10px; padding: 10px 12px;
|
||||
}
|
||||
.amp-hist-sub { font-size: 12px; color: var(--muted); margin-top: 4px; }
|
||||
.amp-hist-actions { display: flex; gap: 6px; align-items: center; }
|
||||
@media (max-width: 720px) {
|
||||
.amp-form { grid-template-columns: 1fr 1fr; }
|
||||
.amp-actions { grid-column: 1 / -1; }
|
||||
}
|
||||
|
||||
/* --- strategy compare --- */
|
||||
#page-compare .toolbar {
|
||||
padding: 12px 16px;
|
||||
margin-bottom: 14px;
|
||||
}
|
||||
.cmp-form { display: flex; flex-direction: column; gap: 14px; margin-bottom: 16px; }
|
||||
.cmp-form .card,
|
||||
.cmp-common-card,
|
||||
.cmp-sum-card,
|
||||
.cmp-rec-card {
|
||||
padding: 18px 20px;
|
||||
}
|
||||
.cmp-common-card h2,
|
||||
.cmp-form .card h2 {
|
||||
margin: 0 0 14px;
|
||||
font-size: 15px;
|
||||
}
|
||||
.cmp-subhead {
|
||||
margin: 16px 0 10px;
|
||||
font-size: 13px;
|
||||
color: var(--muted);
|
||||
font-weight: 600;
|
||||
}
|
||||
.cmp-form-grid {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(3, minmax(0, 1fr));
|
||||
gap: 14px 16px;
|
||||
}
|
||||
.cmp-field {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 6px;
|
||||
font-size: 12px;
|
||||
color: var(--muted);
|
||||
}
|
||||
.cmp-field input,
|
||||
.cmp-field select {
|
||||
background: var(--inset-surface);
|
||||
border: 1px solid var(--border-soft);
|
||||
border-radius: 8px;
|
||||
color: var(--text);
|
||||
padding: 9px 12px;
|
||||
font-size: 13px;
|
||||
}
|
||||
.cmp-input-cols {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(2, minmax(0, 1fr));
|
||||
gap: 14px;
|
||||
}
|
||||
.cmp-summary {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(3, minmax(0, 1fr));
|
||||
gap: 14px;
|
||||
margin-bottom: 16px;
|
||||
}
|
||||
.cmp-sum-card h3 { margin: 0 0 12px; font-size: 14px; }
|
||||
.cmp-sum-row {
|
||||
display: flex;
|
||||
justify-content: space-between;
|
||||
gap: 12px;
|
||||
font-size: 12px;
|
||||
margin: 6px 0;
|
||||
color: var(--muted);
|
||||
}
|
||||
.cmp-sum-row strong { color: var(--text); font-weight: 600; }
|
||||
.cmp-muted { color: var(--muted); font-size: 12px; margin: 0; }
|
||||
.cmp-table-wrap { margin-bottom: 16px; }
|
||||
.cmp-table-scroll { overflow-x: auto; }
|
||||
.cmp-table {
|
||||
width: 100%;
|
||||
border-collapse: separate;
|
||||
border-spacing: 0;
|
||||
font-size: 13px;
|
||||
background: var(--panel);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: var(--radius);
|
||||
overflow: hidden;
|
||||
}
|
||||
.cmp-table th,
|
||||
.cmp-table td {
|
||||
border-bottom: 1px solid var(--border-soft);
|
||||
padding: 14px 16px;
|
||||
vertical-align: top;
|
||||
text-align: left;
|
||||
}
|
||||
.cmp-table th:first-child,
|
||||
.cmp-table td:first-child { width: 22%; }
|
||||
.cmp-table tr:last-child td { border-bottom: none; }
|
||||
.cmp-cell-note {
|
||||
margin-top: 6px;
|
||||
font-size: 11px;
|
||||
color: var(--muted);
|
||||
line-height: 1.4;
|
||||
}
|
||||
.cmp-pnl-pos { color: var(--green); font-weight: 600; }
|
||||
.cmp-pnl-neg { color: var(--red); font-weight: 600; }
|
||||
.cmp-rec-head { font-size: 16px; margin-bottom: 8px; }
|
||||
.cmp-rec-reason { margin: 0 0 10px; color: var(--muted); font-size: 13px; }
|
||||
.cmp-rec-list { margin: 0; padding-left: 20px; font-size: 13px; line-height: 1.55; }
|
||||
.cmp-warn { margin-top: 12px; font-size: 12px; color: var(--warn, #e6a23c); }
|
||||
.cmp-foot-note { margin: 12px 0 0; font-size: 11px; color: var(--muted); }
|
||||
@media (max-width: 900px) {
|
||||
.cmp-form .card,
|
||||
.cmp-common-card,
|
||||
.cmp-sum-card,
|
||||
.cmp-rec-card {
|
||||
padding: 16px;
|
||||
}
|
||||
.cmp-form-grid { grid-template-columns: repeat(2, minmax(0, 1fr)); }
|
||||
.cmp-input-cols,
|
||||
.cmp-summary { grid-template-columns: 1fr; }
|
||||
.cmp-table th,
|
||||
.cmp-table td { padding: 12px 14px; }
|
||||
}
|
||||
|
||||
+228
-101
@@ -9,10 +9,42 @@
|
||||
return !!d[key];
|
||||
}
|
||||
|
||||
window.hubDisplayPref = displayPref;
|
||||
|
||||
function showAccountPnlPref() {
|
||||
return displayPref("show_account_pnl", true);
|
||||
}
|
||||
|
||||
window.hubShowAccountPnlPref = showAccountPnlPref;
|
||||
|
||||
function showMonitorBinancePref() {
|
||||
return displayPref("show_monitor_binance", true);
|
||||
}
|
||||
|
||||
function showMonitorOkxPerpPref() {
|
||||
return displayPref("show_monitor_okx_perp", true);
|
||||
}
|
||||
|
||||
function showMonitorOkxOptionsPref() {
|
||||
return displayPref("show_monitor_okx_options", true);
|
||||
}
|
||||
|
||||
function showMonitorGatePref() {
|
||||
return displayPref("show_monitor_gate", true);
|
||||
}
|
||||
|
||||
function monitorExchangeKeyVisible(key) {
|
||||
const k = String(key || "").toLowerCase();
|
||||
if (k === "binance") return showMonitorBinancePref();
|
||||
if (k === "gate") return showMonitorGatePref();
|
||||
if (k === "okx") return showMonitorOkxPerpPref() || showMonitorOkxOptionsPref();
|
||||
return true;
|
||||
}
|
||||
|
||||
function filterVisibleMonitorRows(rows) {
|
||||
return (rows || []).filter((r) => monitorExchangeKeyVisible(r && r.key));
|
||||
}
|
||||
|
||||
function showNavFundsPref() {
|
||||
return displayPref("show_nav_funds", true);
|
||||
}
|
||||
@@ -41,10 +73,18 @@
|
||||
return displayPref("show_nav_calculator", true);
|
||||
}
|
||||
|
||||
function showNavComparePref() {
|
||||
return displayPref("show_nav_compare", true);
|
||||
}
|
||||
|
||||
function showNavStrategyPref() {
|
||||
return displayPref("show_nav_strategy", true);
|
||||
}
|
||||
|
||||
function showNavAmpStatsPref() {
|
||||
return displayPref("show_nav_amp_stats", true);
|
||||
}
|
||||
|
||||
function showNavHelpPref() {
|
||||
return displayPref("show_nav_help", true);
|
||||
}
|
||||
@@ -63,7 +103,9 @@
|
||||
["nav-quotes", "m-nav-quotes", d.show_nav_quotes === false],
|
||||
["nav-ai", "m-tab-ai", d.show_nav_ai === false],
|
||||
["nav-calculator", "m-tab-calculator", d.show_nav_calculator === false],
|
||||
["nav-compare", "m-nav-compare", d.show_nav_compare === false],
|
||||
["nav-strategy", "m-nav-strategy", d.show_nav_strategy === false],
|
||||
["nav-amp-stats", "m-nav-amp-stats", d.show_nav_amp_stats === false],
|
||||
["nav-help", "m-nav-help", d.show_nav_help === false],
|
||||
["nav-logs", "m-nav-logs", d.show_nav_logs === false],
|
||||
];
|
||||
@@ -135,7 +177,9 @@
|
||||
if (page === "quotes") return showNavQuotesPref();
|
||||
if (page === "ai") return showNavAiPref();
|
||||
if (page === "calculator") return showNavCalculatorPref();
|
||||
if (page === "compare") return showNavComparePref();
|
||||
if (page === "strategy") return showNavStrategyPref();
|
||||
if (page === "amp-stats") return showNavAmpStatsPref();
|
||||
if (page === "help") return showNavHelpPref();
|
||||
if (page === "logs") return showNavLogsPref();
|
||||
return true;
|
||||
@@ -143,28 +187,33 @@
|
||||
|
||||
function syncDisplayPrefsUI(data) {
|
||||
const d = (data && data.display) || {};
|
||||
const pnlCb = document.getElementById("pref-show-account-pnl");
|
||||
const fundsCb = document.getElementById("pref-show-nav-funds");
|
||||
const dashCb = document.getElementById("pref-show-nav-dashboard");
|
||||
const planCb = document.getElementById("pref-show-nav-plan");
|
||||
const archiveCb = document.getElementById("pref-show-nav-archive");
|
||||
const quotesCb = document.getElementById("pref-show-nav-quotes");
|
||||
const aiCb = document.getElementById("pref-show-nav-ai");
|
||||
const calcCb = document.getElementById("pref-show-nav-calculator");
|
||||
const strategyCb = document.getElementById("pref-show-nav-strategy");
|
||||
const helpCb = document.getElementById("pref-show-nav-help");
|
||||
const logsCb = document.getElementById("pref-show-nav-logs");
|
||||
if (pnlCb) pnlCb.checked = d.show_account_pnl !== false;
|
||||
if (fundsCb) fundsCb.checked = d.show_nav_funds !== false;
|
||||
if (dashCb) dashCb.checked = d.show_nav_dashboard !== false;
|
||||
if (planCb) planCb.checked = d.show_nav_plan !== false;
|
||||
if (archiveCb) archiveCb.checked = d.show_nav_archive !== false;
|
||||
if (quotesCb) quotesCb.checked = d.show_nav_quotes !== false;
|
||||
if (aiCb) aiCb.checked = d.show_nav_ai !== false;
|
||||
if (calcCb) calcCb.checked = d.show_nav_calculator !== false;
|
||||
if (strategyCb) strategyCb.checked = d.show_nav_strategy !== false;
|
||||
if (helpCb) helpCb.checked = d.show_nav_help !== false;
|
||||
if (logsCb) logsCb.checked = d.show_nav_logs !== false;
|
||||
const setChk = (id, key) => {
|
||||
const el = document.getElementById(id);
|
||||
if (el) el.checked = d[key] !== false;
|
||||
};
|
||||
setChk("pref-show-account-pnl", "show_account_pnl");
|
||||
setChk("pref-show-nav-funds", "show_nav_funds");
|
||||
setChk("pref-show-nav-dashboard", "show_nav_dashboard");
|
||||
setChk("pref-show-nav-plan", "show_nav_plan");
|
||||
setChk("pref-show-nav-archive", "show_nav_archive");
|
||||
setChk("pref-show-nav-quotes", "show_nav_quotes");
|
||||
setChk("pref-show-nav-ai", "show_nav_ai");
|
||||
setChk("pref-show-nav-calculator", "show_nav_calculator");
|
||||
setChk("pref-show-nav-compare", "show_nav_compare");
|
||||
setChk("pref-show-nav-strategy", "show_nav_strategy");
|
||||
setChk("pref-show-nav-amp-stats", "show_nav_amp_stats");
|
||||
setChk("pref-show-nav-help", "show_nav_help");
|
||||
setChk("pref-show-nav-logs", "show_nav_logs");
|
||||
setChk("pref-show-monitor-binance", "show_monitor_binance");
|
||||
setChk("pref-show-monitor-okx-perp", "show_monitor_okx_perp");
|
||||
setChk("pref-show-monitor-okx-options", "show_monitor_okx_options");
|
||||
setChk("pref-show-monitor-gate", "show_monitor_gate");
|
||||
setChk("pref-show-strategy-playbook-v2", "show_strategy_playbook_v2");
|
||||
setChk("pref-show-strategy-playbook", "show_strategy_playbook");
|
||||
setChk("pref-show-strategy-behavior", "show_strategy_behavior");
|
||||
setChk("pref-show-strategy-binance", "show_strategy_binance");
|
||||
setChk("pref-show-strategy-okx", "show_strategy_okx");
|
||||
setChk("pref-show-strategy-gate", "show_strategy_gate");
|
||||
syncNavVisibility(data);
|
||||
}
|
||||
|
||||
@@ -1277,7 +1326,9 @@
|
||||
if (p.includes("funds")) return "funds";
|
||||
if (p.includes("plan")) return "plan";
|
||||
if (p.includes("calculator")) return "calculator";
|
||||
if (p.includes("compare")) return "compare";
|
||||
if (p.includes("help")) return "help";
|
||||
if (p.includes("amp-stats")) return "amp-stats";
|
||||
if (p.includes("strategy")) return "strategy";
|
||||
if (p.includes("logs")) return "logs";
|
||||
if (p.includes("market")) return "market";
|
||||
@@ -1293,8 +1344,10 @@
|
||||
if (page === "funds") return "page-funds";
|
||||
if (page === "plan") return "page-plan";
|
||||
if (page === "calculator") return "page-calculator";
|
||||
if (page === "compare") return "page-compare";
|
||||
if (page === "help") return "page-help";
|
||||
if (page === "strategy") return "page-strategy";
|
||||
if (page === "amp-stats") return "page-amp-stats";
|
||||
if (page === "logs") return "page-logs";
|
||||
if (page === "market") return "page-market";
|
||||
if (page === "ai") return "page-ai";
|
||||
@@ -1324,11 +1377,13 @@
|
||||
document.body.classList.toggle("hub-page-monitor", page === "monitor");
|
||||
document.body.classList.toggle("hub-page-market", page === "market");
|
||||
document.body.classList.toggle("hub-page-calculator", page === "calculator");
|
||||
document.body.classList.toggle("hub-page-compare", page === "compare");
|
||||
document.body.classList.toggle("hub-page-settings", page === "settings");
|
||||
document.body.classList.toggle("hub-page-archive", page === "archive");
|
||||
document.body.classList.toggle("hub-page-quotes", page === "quotes");
|
||||
document.body.classList.toggle("hub-page-plan", page === "plan");
|
||||
document.body.classList.toggle("hub-page-strategy", page === "strategy");
|
||||
document.body.classList.toggle("hub-page-amp-stats", page === "amp-stats");
|
||||
document.body.classList.toggle("hub-page-logs", page === "logs");
|
||||
document.body.classList.toggle("hub-page-help", page === "help");
|
||||
syncHubPhoneShellClass();
|
||||
@@ -1363,6 +1418,11 @@
|
||||
if (page === "calculator" && window.hubCalculatorPage) {
|
||||
window.hubCalculatorPage.init();
|
||||
}
|
||||
if (page === "compare" && window.hubComparePage) {
|
||||
window.hubComparePage.init();
|
||||
} else if (window.hubComparePage && window.hubComparePage.destroy) {
|
||||
window.hubComparePage.destroy();
|
||||
}
|
||||
if (page === "funds" && window.hubFundsPage) {
|
||||
window.hubFundsPage.init();
|
||||
} else if (window.hubFundsPage && window.hubFundsPage.destroy) {
|
||||
@@ -1373,6 +1433,9 @@
|
||||
} else if (window.hubStrategyPage && window.hubStrategyPage.destroy) {
|
||||
window.hubStrategyPage.destroy();
|
||||
}
|
||||
if (page === "amp-stats" && window.hubAmpStatsPage) {
|
||||
window.hubAmpStatsPage.init();
|
||||
}
|
||||
if (page === "help" && window.hubHelpPage) {
|
||||
window.hubHelpPage.init();
|
||||
} else if (window.hubHelpPage && window.hubHelpPage.destroy) {
|
||||
@@ -1537,7 +1600,7 @@
|
||||
if (upd) upd.textContent = txt;
|
||||
if (updSum) updSum.textContent = txt;
|
||||
}
|
||||
updateMonitorAlertSummary(rows || []);
|
||||
updateMonitorAlertSummary(filterVisibleMonitorRows(rows || []));
|
||||
void refreshMacroRiskBanner(rows || []);
|
||||
renderMonitorGrid(rows || []);
|
||||
}
|
||||
@@ -2048,19 +2111,20 @@
|
||||
if (lastMonitorRows.length && nowMobile !== wasMobile) {
|
||||
wasMobile = nowMobile;
|
||||
renderMonitorGrid(lastMonitorRows);
|
||||
updateMonitorAlertSummary(lastMonitorRows);
|
||||
updateMonitorAlertSummary(filterVisibleMonitorRows(lastMonitorRows));
|
||||
syncHubMobileTabActive(currentPage());
|
||||
return;
|
||||
}
|
||||
wasMobile = nowMobile;
|
||||
const box = document.getElementById("monitor-grid");
|
||||
if (box && lastMonitorRows.length) {
|
||||
const split = monitorOptionsSplitActive(lastMonitorRows);
|
||||
syncMonitorGridColumns(box, lastMonitorRows.length + (lastMonitorTotals ? 1 : 0), {
|
||||
const visible = filterVisibleMonitorRows(lastMonitorRows);
|
||||
const split = monitorOptionsSplitActive(visible);
|
||||
syncMonitorGridColumns(box, visible.length + (lastMonitorTotals ? 1 : 0), {
|
||||
statsFirst: !!lastMonitorTotals && !split,
|
||||
optionsSplit: split,
|
||||
});
|
||||
updateMonitorAlertSummary(lastMonitorRows);
|
||||
updateMonitorAlertSummary(visible);
|
||||
}
|
||||
syncHubMobileTabActive(currentPage());
|
||||
}, 120);
|
||||
@@ -2412,10 +2476,20 @@
|
||||
lossN > 0 && Number.isFinite(Number(t.loss_pnl_u))
|
||||
? `<span class="${pnlCls(t.loss_pnl_u)}">${esc(pnlSigned(t.loss_pnl_u, 2))}U</span>`
|
||||
: "—";
|
||||
const showFloat = showAccountPnlPref();
|
||||
const floatMain = esc(pnlSigned(floatVal, 2)) + "U";
|
||||
const floatCls = Math.abs(floatVal) > 1e-9 ? pnlCls(floatVal) : "";
|
||||
const foldLabel = collapsed ? "展开明细" : "收起";
|
||||
return `<div class="card card-online monitor-stats-card${collapsed ? " is-collapsed" : ""}" data-monitor-stats="1">
|
||||
const floatSummary = showFloat
|
||||
? `<div class="monitor-stats-float-summary">
|
||||
<div class="monitor-stat-label">总浮盈亏</div>
|
||||
<div class="monitor-stat-value monitor-stats-float-value ${floatCls}">${floatMain}</div>
|
||||
</div>`
|
||||
: "";
|
||||
const floatCell = showFloat ? cell("总浮盈亏", floatMain, "", floatCls) : "";
|
||||
return `<div class="card card-online monitor-stats-card${collapsed ? " is-collapsed" : ""}${
|
||||
showFloat ? "" : " hide-float-pnl"
|
||||
}" data-monitor-stats="1">
|
||||
<div class="card-head monitor-stats-head">
|
||||
<div class="monitor-stats-head-main">
|
||||
<div class="card-title-row">
|
||||
@@ -2424,10 +2498,7 @@
|
||||
</div>
|
||||
<div class="card-sub">交易日 ${esc(day)} · 北京时间 ${esc(String(resetH))}:00 切日</div>
|
||||
</div>
|
||||
<div class="monitor-stats-float-summary">
|
||||
<div class="monitor-stat-label">总浮盈亏</div>
|
||||
<div class="monitor-stat-value monitor-stats-float-value ${floatCls}">${floatMain}</div>
|
||||
</div>
|
||||
${floatSummary}
|
||||
</div>
|
||||
<div class="card-body monitor-stats-detail">
|
||||
<div class="monitor-stats-grid">
|
||||
@@ -2436,7 +2507,7 @@
|
||||
${cell("持有仓位", String(Number(t.open_position_count) || 0), "", "")}
|
||||
${cell("盈利", String(winN), winSub, winN > 0 ? "pnl-pos" : "")}
|
||||
${cell("亏损", String(lossN), lossSub, lossN > 0 ? "pnl-neg" : "")}
|
||||
${cell("总浮盈亏", floatMain, "", floatCls)}
|
||||
${floatCell}
|
||||
</div>
|
||||
</div>
|
||||
</div>`;
|
||||
@@ -2447,11 +2518,12 @@
|
||||
const fs = document.getElementById("exchange-fullscreen");
|
||||
const fsInner = document.getElementById("exchange-fullscreen-inner");
|
||||
if (!box) return;
|
||||
if (expandedExchangeId && !rows.some((r) => String(r.id) === String(expandedExchangeId))) {
|
||||
const visibleSource = filterVisibleMonitorRows(rows);
|
||||
if (expandedExchangeId && !visibleSource.some((r) => String(r.id) === String(expandedExchangeId))) {
|
||||
closeExchangeFullscreen();
|
||||
}
|
||||
const mobileTiles = isMobileLayout() && !expandedExchangeId;
|
||||
const displayRows = mobileTiles ? sortRowsForMobileDashboard(rows) : rows;
|
||||
const displayRows = mobileTiles ? sortRowsForMobileDashboard(visibleSource) : visibleSource;
|
||||
const optionsSplit = monitorOptionsSplitActive(displayRows);
|
||||
monitorGridOptionsSplit = optionsSplit;
|
||||
const showStatsCard = !expandedExchangeId;
|
||||
@@ -2464,20 +2536,33 @@
|
||||
let cardsHtml = "";
|
||||
if (optionsSplit) {
|
||||
const okxRow = displayRows.find((r) => rowHasOptionsLayout(r));
|
||||
const otherRows = displayRows.filter((r) => !rowHasOptionsLayout(r));
|
||||
const ph =
|
||||
'<div class="card card-monitor-split-side card-monitor-placeholder" aria-hidden="true"></div>';
|
||||
/* 平铺 2×2 顺序:永续|币安 / 期权|Gate —— 同行左右同高,多仓时该行一起长高 */
|
||||
const cells = [
|
||||
okxRow ? renderMonitorCard(okxRow, { okxPart: "perp", splitSide: true }) : ph,
|
||||
otherRows[0] ? renderMonitorCard(otherRows[0], { splitSide: true }) : ph,
|
||||
okxRow ? renderMonitorCard(okxRow, { okxPart: "options", splitSide: true }) : ph,
|
||||
otherRows[1] ? renderMonitorCard(otherRows[1], { splitSide: true }) : ph,
|
||||
];
|
||||
for (let i = 2; i < otherRows.length; i++) {
|
||||
cells.push(renderMonitorCard(otherRows[i], { splitSide: true }));
|
||||
const otherByKey = {};
|
||||
displayRows
|
||||
.filter((r) => !rowHasOptionsLayout(r))
|
||||
.forEach((r) => {
|
||||
otherByKey[String(r.key || "").toLowerCase()] = r;
|
||||
});
|
||||
/* 平铺顺序尽量保持:永续|币安 / 期权|Gate;隐藏项不占位 */
|
||||
const cells = [];
|
||||
if (okxRow && showMonitorOkxPerpPref()) {
|
||||
cells.push(renderMonitorCard(okxRow, { okxPart: "perp", splitSide: true }));
|
||||
}
|
||||
cardsHtml = `<div class="monitor-split-body monitor-split-2x2">${cells.join("")}</div>`;
|
||||
if (otherByKey.binance && showMonitorBinancePref()) {
|
||||
cells.push(renderMonitorCard(otherByKey.binance, { splitSide: true }));
|
||||
}
|
||||
if (okxRow && showMonitorOkxOptionsPref()) {
|
||||
cells.push(renderMonitorCard(okxRow, { okxPart: "options", splitSide: true }));
|
||||
}
|
||||
if (otherByKey.gate && showMonitorGatePref()) {
|
||||
cells.push(renderMonitorCard(otherByKey.gate, { splitSide: true }));
|
||||
}
|
||||
Object.keys(otherByKey).forEach((k) => {
|
||||
if (k === "binance" || k === "gate") return;
|
||||
cells.push(renderMonitorCard(otherByKey[k], { splitSide: true }));
|
||||
});
|
||||
cardsHtml = cells.length
|
||||
? `<div class="monitor-split-body monitor-split-2x2">${cells.join("")}</div>`
|
||||
: "";
|
||||
} else {
|
||||
cardsHtml =
|
||||
displayRows
|
||||
@@ -2506,7 +2591,7 @@
|
||||
}
|
||||
|
||||
if (expandedExchangeId && fs && fsInner) {
|
||||
const row = rows.find((r) => String(r.id) === String(expandedExchangeId));
|
||||
const row = visibleSource.find((r) => String(r.id) === String(expandedExchangeId));
|
||||
if (row) {
|
||||
try {
|
||||
fsInner.innerHTML = renderFullscreenExchange(row);
|
||||
@@ -3741,22 +3826,39 @@
|
||||
}
|
||||
|
||||
function optionsBalanceFields(opt) {
|
||||
const bal = (opt && opt.balances) || opt || {};
|
||||
if (!opt || typeof opt !== "object") {
|
||||
return { funding: null, trading: null, upl: null };
|
||||
}
|
||||
const bal =
|
||||
opt.balances && typeof opt.balances === "object" ? opt.balances : {};
|
||||
const pick = (a, b) => (a != null && a !== "" ? a : b);
|
||||
return {
|
||||
funding: sumUsdtEquiv(bal.funding_usdt, bal.funding_usdc),
|
||||
trading: sumUsdtEquiv(bal.trading_usdt, bal.trading_usdc),
|
||||
upl: opt && opt.upl_total_usdc != null && Number.isFinite(Number(opt.upl_total_usdc))
|
||||
? Number(opt.upl_total_usdc)
|
||||
: null,
|
||||
funding: sumUsdtEquiv(
|
||||
pick(bal.funding_usdt, opt.funding_usdt),
|
||||
pick(bal.funding_usdc, opt.funding_usdc)
|
||||
),
|
||||
trading: sumUsdtEquiv(
|
||||
pick(bal.trading_usdt, opt.trading_usdt),
|
||||
pick(bal.trading_usdc, opt.trading_usdc)
|
||||
),
|
||||
upl:
|
||||
opt.upl_total_usdc != null && Number.isFinite(Number(opt.upl_total_usdc))
|
||||
? Number(opt.upl_total_usdc)
|
||||
: null,
|
||||
};
|
||||
}
|
||||
|
||||
function renderStatRow(funding, trading, upnl) {
|
||||
function renderStatRow(funding, trading, upnl, kind) {
|
||||
if (!showAccountPnlPref()) return "";
|
||||
return `<div class="stat-row">
|
||||
<div class="stat-box"><div class="stat-label">资金账户</div><div class="stat-value">${fmt(funding, 2)} <small style="font-size:12px;color:var(--muted)">U</small></div></div>
|
||||
<div class="stat-box"><div class="stat-label">交易账户</div><div class="stat-value">${fmt(trading, 2)} <small style="font-size:12px;color:var(--muted)">U</small></div></div>
|
||||
<div class="stat-box"><div class="stat-label">浮盈合计</div><div class="stat-value ${pnlCls(upnl)}">${fmt(upnl, 2)}</div></div>
|
||||
const isOpt = kind === "options";
|
||||
const fundLabel = isOpt ? "期权资金账户" : "资金账户";
|
||||
const tradeLabel = isOpt ? "期权交易账户" : "交易账户";
|
||||
const pnlLabel = isOpt ? "期权浮盈" : "浮盈合计";
|
||||
const rowCls = isOpt ? "stat-row stat-row-options" : "stat-row";
|
||||
return `<div class="${rowCls}">
|
||||
<div class="stat-box"><div class="stat-label">${fundLabel}</div><div class="stat-value">${fmt(funding, 2)} <small style="font-size:12px;color:var(--muted)">U</small></div></div>
|
||||
<div class="stat-box"><div class="stat-label">${tradeLabel}</div><div class="stat-value">${fmt(trading, 2)} <small style="font-size:12px;color:var(--muted)">U</small></div></div>
|
||||
<div class="stat-box"><div class="stat-label">${pnlLabel}</div><div class="stat-value ${pnlCls(upnl)}">${fmt(upnl, 2)}</div></div>
|
||||
</div>`;
|
||||
}
|
||||
|
||||
@@ -3764,6 +3866,11 @@
|
||||
return renderStatRow(row.funding_usdt, row.trading_usdt, ag.total_unrealized_pnl);
|
||||
}
|
||||
|
||||
function renderOptionsAccountStatRow(opt) {
|
||||
const bal = optionsBalanceFields(opt);
|
||||
return renderStatRow(bal.funding, bal.trading, bal.upl, "options");
|
||||
}
|
||||
|
||||
function shortOptionsInst(instId) {
|
||||
const s = String(instId || "");
|
||||
if (s.length <= 22) return s;
|
||||
@@ -3799,9 +3906,10 @@
|
||||
|
||||
function renderOptionsPositionsTable(pos, targets) {
|
||||
if (!pos.length) return '<div class="empty-hint hub-slot-pos">暂无期权持仓</div>';
|
||||
const showPnl = showAccountPnlPref();
|
||||
let html = '<div class="table-wrap hub-options-table-wrap"><table class="hub-options-table"><thead><tr>';
|
||||
html +=
|
||||
"<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>目标监控</th><th>净盈亏</th><th>收益率</th>";
|
||||
html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>目标监控</th>";
|
||||
if (showPnl) html += "<th>净盈亏</th><th>收益率</th>";
|
||||
html += "</tr></thead><tbody>";
|
||||
pos.forEach((p) => {
|
||||
const optType =
|
||||
@@ -3825,10 +3933,12 @@
|
||||
<td>${esc(optType)}</td>
|
||||
<td>${esc(p.pos)}</td>
|
||||
<td>${optionsExpiryCdHtml(p.exp_time_ms != null ? p.exp_time_ms : p.exp_time)}</td>
|
||||
${renderOptionsTargetCell(target)}
|
||||
<td class="${pnlCls(net)}">${net == null ? "—" : fmt(net, 2)}</td>
|
||||
<td class="${pnlCls(net)}">${roi == null ? "—" : esc(Number(roi).toFixed(2)) + "%"}</td>
|
||||
</tr>`;
|
||||
${renderOptionsTargetCell(target)}`;
|
||||
if (showPnl) {
|
||||
html += `<td class="${pnlCls(net)}">${net == null ? "—" : fmt(net, 2)}</td>
|
||||
<td class="${pnlCls(net)}">${roi == null ? "—" : esc(Number(roi).toFixed(2)) + "%"}</td>`;
|
||||
}
|
||||
html += "</tr>";
|
||||
});
|
||||
html += "</tbody></table></div>";
|
||||
return html;
|
||||
@@ -3836,7 +3946,8 @@
|
||||
|
||||
function monitorOptionsSplitActive(rows) {
|
||||
if (isMobileLayout() || expandedExchangeId) return false;
|
||||
return (rows || []).some((r) => rowHasOptionsLayout(r));
|
||||
if (!(rows || []).some((r) => rowHasOptionsLayout(r))) return false;
|
||||
return showMonitorOkxPerpPref() || showMonitorOkxOptionsPref();
|
||||
}
|
||||
|
||||
function renderPerpetualInnerCard(row, ag, pos, orders, trends, tickMap, intraday) {
|
||||
@@ -3856,8 +3967,9 @@
|
||||
}
|
||||
const cls = hubPosListCountClass(pos.length);
|
||||
let html = `<div class="hub-pos-list hub-opt-pos-list ${cls}" data-pos-count="${pos.length}">`;
|
||||
const hidePnl = !showAccountPnlPref();
|
||||
pos.forEach((p) => {
|
||||
html += OptionsPositionCards.renderCard(p, { readOnly: true, hub: true });
|
||||
html += OptionsPositionCards.renderCard(p, { readOnly: true, hub: true, hidePnl });
|
||||
});
|
||||
html += "</div>";
|
||||
return html;
|
||||
@@ -3869,18 +3981,17 @@
|
||||
const opt = row.options || {};
|
||||
let html = "";
|
||||
if (opt.enabled === false) {
|
||||
html += renderStatRow(null, null, null);
|
||||
html += renderOptionsAccountStatRow(opt);
|
||||
html += '<div class="section-title hub-options-title">期权持仓</div>';
|
||||
html += '<div class="empty-hint">期权未启用(OKX_OPTIONS_ENABLED)</div>';
|
||||
} else if (opt.ok === false) {
|
||||
html += renderStatRow(null, null, null);
|
||||
html += renderOptionsAccountStatRow(opt);
|
||||
html += '<div class="section-title hub-options-title">期权持仓</div>';
|
||||
html += `<div class="err">${esc(opt.msg || "期权数据不可用")}</div>`;
|
||||
} else {
|
||||
const pos = Array.isArray(opt.positions) ? opt.positions : [];
|
||||
const targets = Array.isArray(opt.target_monitors) ? opt.target_monitors : [];
|
||||
const bal = optionsBalanceFields(opt);
|
||||
html += renderStatRow(bal.funding, bal.trading, bal.upl);
|
||||
html += renderOptionsAccountStatRow(opt);
|
||||
html += `<div class="section-title hub-options-title">期权持仓 · ${pos.length} 仓</div>`;
|
||||
html +=
|
||||
layout === "cards"
|
||||
@@ -4312,17 +4423,22 @@
|
||||
opt.position_count != null ? opt.position_count : (opt.positions || []).length
|
||||
);
|
||||
const n = Number.isFinite(optCount) ? optCount : 0;
|
||||
const bal = typeof optionsBalanceFields === "function" ? optionsBalanceFields(opt) : {};
|
||||
const optUpl = bal && bal.upl != null ? bal.upl : null;
|
||||
optLine = n > 0 ? `期权 ${n}仓` : "期权 空仓";
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl))) {
|
||||
optLine += ` · 浮盈 ${fmt(optUpl, 2)}U`;
|
||||
// 永续空仓时主数字优先展示期权浮盈,避免一直显示 0U
|
||||
if (openCount === 0) {
|
||||
const bal = optionsBalanceFields(opt);
|
||||
const optUpl = bal.upl != null ? bal.upl : null;
|
||||
const parts = [n > 0 ? `期权 ${n}仓` : "期权 空仓"];
|
||||
if (showAccountPnlPref()) {
|
||||
if (bal.funding != null) parts.push(`资金 ${fmt(bal.funding, 2)}U`);
|
||||
if (bal.trading != null) parts.push(`交易 ${fmt(bal.trading, 2)}U`);
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl))) {
|
||||
parts.push(`浮盈 ${fmt(optUpl, 2)}U`);
|
||||
}
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl)) && openCount === 0) {
|
||||
// 永续空仓时主数字优先展示期权浮盈,避免一直显示 0U
|
||||
pnlShow = optUpl;
|
||||
pnlSuffix = "期权";
|
||||
}
|
||||
}
|
||||
optLine = parts.join(" · ");
|
||||
}
|
||||
}
|
||||
const hm = row.hub_monitor || {};
|
||||
@@ -5043,17 +5159,10 @@
|
||||
|
||||
function collectSettingsFromUI() {
|
||||
const rows = [...document.querySelectorAll("#settings-list .settings-card")];
|
||||
const pnlCb = document.getElementById("pref-show-account-pnl");
|
||||
const fundsCb = document.getElementById("pref-show-nav-funds");
|
||||
const dashCb = document.getElementById("pref-show-nav-dashboard");
|
||||
const planCb = document.getElementById("pref-show-nav-plan");
|
||||
const archiveCb = document.getElementById("pref-show-nav-archive");
|
||||
const quotesCb = document.getElementById("pref-show-nav-quotes");
|
||||
const aiCb = document.getElementById("pref-show-nav-ai");
|
||||
const calcCb = document.getElementById("pref-show-nav-calculator");
|
||||
const strategyCb = document.getElementById("pref-show-nav-strategy");
|
||||
const helpCb = document.getElementById("pref-show-nav-help");
|
||||
const logsCb = document.getElementById("pref-show-nav-logs");
|
||||
const chk = (id) => {
|
||||
const el = document.getElementById(id);
|
||||
return el ? !!el.checked : true;
|
||||
};
|
||||
const supEnabled = document.getElementById("supervisor-enabled");
|
||||
const supProg = document.getElementById("supervisor-wechat-program");
|
||||
const supWebhook = document.getElementById("supervisor-wechat-webhook");
|
||||
@@ -5066,17 +5175,29 @@
|
||||
return {
|
||||
version: 1,
|
||||
display: {
|
||||
show_account_pnl: pnlCb ? !!pnlCb.checked : true,
|
||||
show_nav_funds: fundsCb ? !!fundsCb.checked : true,
|
||||
show_nav_dashboard: dashCb ? !!dashCb.checked : true,
|
||||
show_nav_plan: planCb ? !!planCb.checked : true,
|
||||
show_nav_archive: archiveCb ? !!archiveCb.checked : true,
|
||||
show_nav_quotes: quotesCb ? !!quotesCb.checked : true,
|
||||
show_nav_ai: aiCb ? !!aiCb.checked : true,
|
||||
show_nav_calculator: calcCb ? !!calcCb.checked : true,
|
||||
show_nav_strategy: strategyCb ? !!strategyCb.checked : true,
|
||||
show_nav_help: helpCb ? !!helpCb.checked : true,
|
||||
show_nav_logs: logsCb ? !!logsCb.checked : true,
|
||||
show_account_pnl: chk("pref-show-account-pnl"),
|
||||
show_nav_funds: chk("pref-show-nav-funds"),
|
||||
show_nav_dashboard: chk("pref-show-nav-dashboard"),
|
||||
show_nav_plan: chk("pref-show-nav-plan"),
|
||||
show_nav_archive: chk("pref-show-nav-archive"),
|
||||
show_nav_quotes: chk("pref-show-nav-quotes"),
|
||||
show_nav_ai: chk("pref-show-nav-ai"),
|
||||
show_nav_calculator: chk("pref-show-nav-calculator"),
|
||||
show_nav_compare: chk("pref-show-nav-compare"),
|
||||
show_nav_strategy: chk("pref-show-nav-strategy"),
|
||||
show_nav_amp_stats: chk("pref-show-nav-amp-stats"),
|
||||
show_nav_help: chk("pref-show-nav-help"),
|
||||
show_nav_logs: chk("pref-show-nav-logs"),
|
||||
show_monitor_binance: chk("pref-show-monitor-binance"),
|
||||
show_monitor_okx_perp: chk("pref-show-monitor-okx-perp"),
|
||||
show_monitor_okx_options: chk("pref-show-monitor-okx-options"),
|
||||
show_monitor_gate: chk("pref-show-monitor-gate"),
|
||||
show_strategy_playbook_v2: chk("pref-show-strategy-playbook-v2"),
|
||||
show_strategy_playbook: chk("pref-show-strategy-playbook"),
|
||||
show_strategy_behavior: chk("pref-show-strategy-behavior"),
|
||||
show_strategy_binance: chk("pref-show-strategy-binance"),
|
||||
show_strategy_okx: chk("pref-show-strategy-okx"),
|
||||
show_strategy_gate: chk("pref-show-strategy-gate"),
|
||||
},
|
||||
supervisor: {
|
||||
enabled: supEnabled ? !!supEnabled.checked : true,
|
||||
@@ -5134,6 +5255,12 @@
|
||||
loadSettingsMetaLine();
|
||||
}
|
||||
if (lastMonitorRows.length) renderMonitorGrid(lastMonitorRows);
|
||||
if (window.hubDashboardPage && window.hubDashboardPage.refresh) {
|
||||
window.hubDashboardPage.refresh();
|
||||
}
|
||||
if (window.hubStrategyPage && typeof window.hubStrategyPage.reloadMeta === "function") {
|
||||
window.hubStrategyPage.reloadMeta();
|
||||
}
|
||||
if (!pageNavAllowed(currentPage())) {
|
||||
history.replaceState({}, "", "/monitor");
|
||||
setActiveNav();
|
||||
|
||||
@@ -35,6 +35,7 @@
|
||||
const elQuoteContent = document.getElementById("archive-quote-content");
|
||||
const elQuoteSubmit = document.getElementById("archive-quote-submit");
|
||||
const elContentTabs = document.getElementById("archive-content-tabs");
|
||||
const elProductTabs = document.getElementById("archive-product-tabs");
|
||||
const elPanelViz = document.getElementById("archive-panel-viz");
|
||||
const elPanelCalendar = document.getElementById("archive-panel-calendar");
|
||||
const elPanelTrades = document.getElementById("archive-panel-trades");
|
||||
@@ -76,6 +77,7 @@
|
||||
let selectedQuoteId = null;
|
||||
let editingQuoteId = null;
|
||||
let archiveContentTab = "trades";
|
||||
let archiveProduct = "perp";
|
||||
let quoteDayTrades = [];
|
||||
let quoteDayTradesDay = "";
|
||||
let quoteDayTradesReq = 0;
|
||||
@@ -416,6 +418,44 @@
|
||||
syncPeriodUI();
|
||||
}
|
||||
|
||||
function isOptionsProduct() {
|
||||
return archiveProduct === "options";
|
||||
}
|
||||
|
||||
function syncProductUI() {
|
||||
document.body.classList.toggle("archive-product-options", isOptionsProduct());
|
||||
if (elProductTabs) {
|
||||
elProductTabs.querySelectorAll(".archive-product-tab").forEach(function (btn) {
|
||||
const on = btn.getAttribute("data-archive-product") === archiveProduct;
|
||||
btn.classList.toggle("is-active", on);
|
||||
btn.setAttribute("aria-selected", on ? "true" : "false");
|
||||
});
|
||||
}
|
||||
if (isOptionsProduct()) {
|
||||
setChartOpen(false);
|
||||
if (archiveContentTab === "viz") setArchiveContentTab("trades");
|
||||
}
|
||||
}
|
||||
|
||||
function setArchiveProduct(product) {
|
||||
const next = product === "options" ? "options" : "perp";
|
||||
if (next === archiveProduct) return;
|
||||
archiveProduct = next;
|
||||
selected = null;
|
||||
selectedTradeKey = null;
|
||||
syncProductUI();
|
||||
void loadDailyTrades();
|
||||
void loadCalendar();
|
||||
}
|
||||
|
||||
function dailyTradesApiPath() {
|
||||
return isOptionsProduct() ? "/api/archive/options/daily-trades" : "/api/archive/daily-trades";
|
||||
}
|
||||
|
||||
function calendarApiPath() {
|
||||
return isOptionsProduct() ? "/api/archive/options/calendar" : "/api/archive/calendar";
|
||||
}
|
||||
|
||||
function queryDailyParams() {
|
||||
const q = new URLSearchParams();
|
||||
q.set("period", periodMode);
|
||||
@@ -430,7 +470,7 @@
|
||||
if (ex) q.set("exchange_key", ex);
|
||||
if (elFilterProfit && elFilterProfit.checked) q.set("filter_profit", "1");
|
||||
if (elFilterLoss && elFilterLoss.checked) q.set("filter_loss", "1");
|
||||
if (elFilterSick && elFilterSick.checked) q.set("filter_sick", "1");
|
||||
if (!isOptionsProduct() && elFilterSick && elFilterSick.checked) q.set("filter_sick", "1");
|
||||
if (elSearch && elSearch.value.trim()) q.set("search", elSearch.value.trim());
|
||||
return q.toString();
|
||||
}
|
||||
@@ -554,7 +594,7 @@
|
||||
return q;
|
||||
},
|
||||
fetchFn: async function (q) {
|
||||
const r = await apiFetch("/api/archive/calendar?" + q.toString());
|
||||
const r = await apiFetch(calendarApiPath() + "?" + q.toString());
|
||||
return r.json();
|
||||
},
|
||||
parseResponse: function (data) {
|
||||
@@ -1089,7 +1129,7 @@
|
||||
elQuoteDayTradesBody.innerHTML = '<p class="archive-empty">加载当日已平仓…</p>';
|
||||
if (elQuoteDayTradesMeta) elQuoteDayTradesMeta.textContent = day;
|
||||
try {
|
||||
const r = await apiFetch("/api/archive/daily-trades?" + q.toString());
|
||||
const r = await apiFetch(dailyTradesApiPath() + "?" + q.toString());
|
||||
const j = await r.json();
|
||||
if (req !== quoteDayTradesReq) return;
|
||||
if (!r.ok) {
|
||||
@@ -1827,6 +1867,80 @@
|
||||
return;
|
||||
}
|
||||
const pageRows = pagedDailyTrades();
|
||||
if (isOptionsProduct()) {
|
||||
elTrades.innerHTML =
|
||||
'<table class="archive-trades-table"><thead><tr>' +
|
||||
"<th>交易所</th><th>标的</th><th>合约/来源</th><th>开仓时间</th><th>平仓时间</th><th>持仓</th>" +
|
||||
"<th>类型</th><th>策略</th><th>盈亏</th><th>权利金</th><th>复盘</th>" +
|
||||
"</tr></thead><tbody>" +
|
||||
pageRows
|
||||
.map(function (t) {
|
||||
const rowKey = tradeRowKey(t);
|
||||
const active = rowKey && rowKey === selectedTradeKey ? " is-active" : "";
|
||||
const holdMin =
|
||||
t.hold_minutes != null
|
||||
? t.hold_minutes
|
||||
: t.hold_seconds != null
|
||||
? Number(t.hold_seconds) / 60
|
||||
: null;
|
||||
const optLabel =
|
||||
t.source_label ||
|
||||
t.source_type ||
|
||||
(t.opt_type === "C" || t.opt_type === "CALL"
|
||||
? "Call"
|
||||
: t.opt_type === "P" || t.opt_type === "PUT"
|
||||
? "Put"
|
||||
: "—");
|
||||
const pnl = t.pnl_amount != null ? t.pnl_amount : t.realized_pnl_total;
|
||||
return (
|
||||
'<tr class="archive-trade-row' +
|
||||
active +
|
||||
'" data-key="' +
|
||||
esc(rowKey) +
|
||||
'">' +
|
||||
"<td>" +
|
||||
esc(tradeRowExchange(t)) +
|
||||
"</td>" +
|
||||
'<td class="archive-symbol">' +
|
||||
esc(t.underlying || "—") +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(t.inst_id || t.source_label || "—") +
|
||||
"</td>" +
|
||||
'<td class="archive-dt">' +
|
||||
fmtDt(t.opened_at) +
|
||||
"</td>" +
|
||||
'<td class="archive-dt">' +
|
||||
fmtDt(t.closed_at) +
|
||||
"</td>" +
|
||||
'<td class="archive-hold">' +
|
||||
fmtDurationMinutes(holdMin) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(optLabel) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(t.strategy_tag || "—") +
|
||||
"</td>" +
|
||||
'<td class="' +
|
||||
pnlClass(pnl) +
|
||||
'">' +
|
||||
fmtPnl(pnl) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
fmtVolStat(t.premium_total != null ? t.premium_total : t.premium_paid) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
(t.reviewed ? "已复盘" : "—") +
|
||||
"</td>" +
|
||||
"</tr>"
|
||||
);
|
||||
})
|
||||
.join("") +
|
||||
"</tbody></table>";
|
||||
updateTradesPager();
|
||||
return;
|
||||
}
|
||||
elTrades.innerHTML =
|
||||
'<table class="archive-trades-table"><thead><tr>' +
|
||||
"<th>交易所</th><th>合约</th><th>开仓类型</th><th>开仓时间</th><th>平仓时间</th><th>持仓时长</th>" +
|
||||
@@ -2051,7 +2165,7 @@
|
||||
|
||||
async function loadDailyTrades() {
|
||||
setStatus("加载交易记录…");
|
||||
const r = await apiFetch("/api/archive/daily-trades?" + queryDailyParams());
|
||||
const r = await apiFetch(dailyTradesApiPath() + "?" + queryDailyParams());
|
||||
const j = await r.json();
|
||||
if (!r.ok) {
|
||||
setStatus(j.detail || "加载失败");
|
||||
@@ -2080,7 +2194,8 @@
|
||||
void loadCalendar();
|
||||
if (archiveContentTab === "quotes") void loadQuoteDayTrades();
|
||||
setStatus(
|
||||
(periodLabel || tradingDay || "当日") +
|
||||
(isOptionsProduct() ? "期权 · " : "永续 · ") +
|
||||
(periodLabel || tradingDay || "当日") +
|
||||
" · 列表 " +
|
||||
dailyTrades.length +
|
||||
" 笔 · " +
|
||||
@@ -2105,6 +2220,7 @@
|
||||
|
||||
function formatSyncSummary(j) {
|
||||
const results = j.results || [];
|
||||
const optResults = j.options_results || [];
|
||||
const okN = results.filter(function (x) {
|
||||
return x.ok !== false;
|
||||
}).length;
|
||||
@@ -2118,6 +2234,19 @@
|
||||
parts.push(line);
|
||||
}
|
||||
});
|
||||
optResults.forEach(function (row) {
|
||||
const label = (row.exchange_key || row.name || "?") + "期权";
|
||||
if (row.ok === false) parts.push(label + " 失败: " + (row.msg || "未知错误"));
|
||||
else {
|
||||
let line =
|
||||
label +
|
||||
" " +
|
||||
(row.trade_count != null ? row.trade_count : row.trades_upserted || 0) +
|
||||
" 笔";
|
||||
if (row.trades_removed > 0) line += " 清" + row.trades_removed;
|
||||
parts.push(line);
|
||||
}
|
||||
});
|
||||
return parts.join(" · ");
|
||||
}
|
||||
|
||||
@@ -2217,6 +2346,13 @@
|
||||
setArchiveContentTab(btn.getAttribute("data-archive-tab") || "trades");
|
||||
});
|
||||
}
|
||||
if (elProductTabs) {
|
||||
elProductTabs.addEventListener("click", function (ev) {
|
||||
const btn = ev.target.closest(".archive-product-tab");
|
||||
if (!btn) return;
|
||||
setArchiveProduct(btn.getAttribute("data-archive-product") || "perp");
|
||||
});
|
||||
}
|
||||
if (elTfTabs) {
|
||||
elTfTabs.addEventListener("click", function (ev) {
|
||||
const btn = ev.target.closest(".archive-tf-btn");
|
||||
@@ -2249,6 +2385,7 @@
|
||||
syncPeriodUI();
|
||||
syncTradesLayout();
|
||||
bindEvents();
|
||||
syncProductUI();
|
||||
setArchiveContentTab("trades");
|
||||
inited = true;
|
||||
}
|
||||
|
||||
@@ -572,8 +572,270 @@
|
||||
}
|
||||
}
|
||||
|
||||
function renderPerpOptionsResult(data) {
|
||||
const box = $("calc-po-result");
|
||||
if (!box) return;
|
||||
if ((data.calc_mode || "size") === "points") {
|
||||
renderPerpOptionsPointsResult(data);
|
||||
return;
|
||||
}
|
||||
const a = data.case_a || {};
|
||||
const b = data.case_b || {};
|
||||
const capitalHint = data.capital_ok
|
||||
? "资金充足(参考)"
|
||||
: "保证金高于交易资金(仅提示)";
|
||||
box.classList.remove("hidden");
|
||||
box.innerHTML =
|
||||
'<div class="calc-summary">' +
|
||||
"<div><span>标的</span><strong>" +
|
||||
esc(data.base || "—") +
|
||||
" · 永续 " +
|
||||
fmt(data.perp_coins, 2) +
|
||||
" 币</strong></div>" +
|
||||
"<div><span>单币权利金</span><strong>" +
|
||||
fmt(data.prem_per_coin, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>永续毛收益</span><strong class=\"" +
|
||||
pnlClass(data.perp_gross_u) +
|
||||
'">' +
|
||||
fmtU(data.perp_gross_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>永续手续费</span><strong>" +
|
||||
fmt(data.perp_fee_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>权利金预算</span><strong>" +
|
||||
fmt(data.premium_budget_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>期权开仓</span><strong>" +
|
||||
fmt(data.opt_coins, 2) +
|
||||
" 币 / " +
|
||||
fmt(data.opt_sheets, 2) +
|
||||
" 张</strong></div>" +
|
||||
"<div><span>永续保证金</span><strong>" +
|
||||
fmt(data.perp_margin_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>开仓参考</span><strong>" +
|
||||
esc(capitalHint) +
|
||||
"</strong></div>" +
|
||||
"</div>" +
|
||||
'<div class="calc-po-cases">' +
|
||||
'<section class="calc-po-case">' +
|
||||
"<h4>情景 A · 永续方向对</h4>" +
|
||||
'<div class="calc-summary">' +
|
||||
"<div><span>永续盈亏</span><strong class=\"" +
|
||||
pnlClass(a.perp_pnl_u) +
|
||||
'">' +
|
||||
fmtU(a.perp_pnl_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>权利金(全亏)</span><strong>" +
|
||||
fmt(a.premium_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>手续费</span><strong>" +
|
||||
fmt(a.fee_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>净利</span><strong class=\"" +
|
||||
pnlClass(a.net_u) +
|
||||
'">' +
|
||||
fmtU(a.net_u) +
|
||||
"</strong></div>" +
|
||||
"</div></section>" +
|
||||
'<section class="calc-po-case">' +
|
||||
"<h4>情景 B · 期权方向对</h4>" +
|
||||
'<div class="calc-summary">' +
|
||||
"<div><span>期权内在</span><strong>" +
|
||||
fmtU(b.opt_intrinsic_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>权利金</span><strong>" +
|
||||
fmt(b.premium_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>期权净利</span><strong class=\"" +
|
||||
pnlClass(b.opt_net_u) +
|
||||
'">' +
|
||||
fmtU(b.opt_net_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>永续盈亏</span><strong class=\"" +
|
||||
pnlClass(b.perp_pnl_u) +
|
||||
'">' +
|
||||
fmtU(b.perp_pnl_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>组合净利</span><strong class=\"" +
|
||||
pnlClass(b.portfolio_net_u) +
|
||||
'">' +
|
||||
fmtU(b.portfolio_net_u) +
|
||||
"</strong></div>" +
|
||||
"</div></section></div>";
|
||||
}
|
||||
|
||||
function renderPerpOptionsPointsResult(data) {
|
||||
const box = $("calc-po-result");
|
||||
if (!box) return;
|
||||
const a = data.case_a || {};
|
||||
const b = data.case_b || {};
|
||||
const capitalHint = data.capital_ok
|
||||
? "资金充足(参考)"
|
||||
: "保证金高于交易资金(仅提示)";
|
||||
let caseB =
|
||||
'<section class="calc-po-case">' +
|
||||
"<h4>情景 B · 期权方向对（以组合净利为准）</h4>" +
|
||||
'<div class="calc-summary">';
|
||||
if (b.move_points_portfolio != null) {
|
||||
caseB +=
|
||||
"<div><span>所需波动点数</span><strong>" +
|
||||
fmt(b.move_points_portfolio, 2) +
|
||||
" · " +
|
||||
fmt(b.move_pct_portfolio, 2) +
|
||||
"%</strong></div>" +
|
||||
"<div><span>组合净利</span><strong class=\"" +
|
||||
pnlClass(b.portfolio_net_u) +
|
||||
'">' +
|
||||
fmtU(b.portfolio_net_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>其中期权净利</span><strong class=\"" +
|
||||
pnlClass(b.opt_net_at_portfolio_target_u) +
|
||||
'">' +
|
||||
fmtU(b.opt_net_at_portfolio_target_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>其中永续盈亏</span><strong class=\"" +
|
||||
pnlClass(
|
||||
b.portfolio_net_u != null && b.opt_net_at_portfolio_target_u != null
|
||||
? Number(b.portfolio_net_u) - Number(b.opt_net_at_portfolio_target_u)
|
||||
: null
|
||||
) +
|
||||
'">' +
|
||||
fmtU(
|
||||
b.portfolio_net_u != null && b.opt_net_at_portfolio_target_u != null
|
||||
? Number(b.portfolio_net_u) - Number(b.opt_net_at_portfolio_target_u)
|
||||
: null
|
||||
) +
|
||||
"</strong></div>";
|
||||
} else if (b.portfolio_error) {
|
||||
caseB +=
|
||||
'<div class="calc-field-span2"><span>组合达目标</span><strong class="calc-market-err">' +
|
||||
esc(b.portfolio_error) +
|
||||
"</strong></div>";
|
||||
}
|
||||
caseB += "</div></section>";
|
||||
|
||||
box.classList.remove("hidden");
|
||||
box.innerHTML =
|
||||
'<div class="calc-summary">' +
|
||||
"<div><span>标的</span><strong>" +
|
||||
esc(data.base || "—") +
|
||||
" · 比例 " +
|
||||
esc(data.ratio_label || "—") +
|
||||
"</strong></div>" +
|
||||
"<div><span>仓位</span><strong>永续 " +
|
||||
fmt(data.perp_coins, 2) +
|
||||
" 币 / 期权 " +
|
||||
fmt(data.opt_coins, 2) +
|
||||
" 币(" +
|
||||
fmt(data.opt_sheets, 2) +
|
||||
" 张)</strong></div>" +
|
||||
"<div><span>单币权利金</span><strong>" +
|
||||
fmt(data.prem_per_coin, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>权利金总额</span><strong>" +
|
||||
fmt(data.premium_total_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>目标盈利</span><strong>" +
|
||||
fmt(data.target_profit_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>永续保证金</span><strong>" +
|
||||
fmt(data.perp_margin_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>开仓参考</span><strong>" +
|
||||
esc(capitalHint) +
|
||||
"</strong></div>" +
|
||||
"</div>" +
|
||||
'<div class="calc-po-cases">' +
|
||||
'<section class="calc-po-case">' +
|
||||
"<h4>情景 A · 永续方向对</h4>" +
|
||||
'<div class="calc-summary">' +
|
||||
"<div><span>所需波动点数</span><strong>" +
|
||||
fmt(a.move_points, 2) +
|
||||
" · " +
|
||||
fmt(a.move_pct, 2) +
|
||||
"%</strong></div>" +
|
||||
"<div><span>永续盈亏</span><strong class=\"" +
|
||||
pnlClass(a.perp_pnl_u) +
|
||||
'">' +
|
||||
fmtU(a.perp_pnl_u) +
|
||||
"</strong></div>" +
|
||||
"<div><span>权利金(全亏)</span><strong>" +
|
||||
fmt(a.premium_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>手续费</span><strong>" +
|
||||
fmt(a.fee_u, 2) +
|
||||
"U</strong></div>" +
|
||||
"<div><span>净利</span><strong class=\"" +
|
||||
pnlClass(a.net_u) +
|
||||
'">' +
|
||||
fmtU(a.net_u) +
|
||||
"</strong></div>" +
|
||||
"</div></section>" +
|
||||
caseB +
|
||||
"</div>";
|
||||
}
|
||||
|
||||
async function submitPerpOptions(e) {
|
||||
e.preventDefault();
|
||||
const calcMode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
|
||||
const body = {
|
||||
calc_mode: calcMode,
|
||||
base: ($("calc-po-base") && $("calc-po-base").value) || "ETH",
|
||||
spot: num("calc-po-spot"),
|
||||
capital_usdt: num("calc-po-capital"),
|
||||
target_profit_u: num("calc-po-target"),
|
||||
move_mode: ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points",
|
||||
move_value: num("calc-po-move"),
|
||||
perp_leverage: num("calc-po-perp-lev"),
|
||||
option_leverage: num("calc-po-opt-lev"),
|
||||
ct_mult: num("calc-po-ct-mult") || 0.01,
|
||||
ratio_perp: num("calc-po-ratio-perp") || 1,
|
||||
ratio_opt: num("calc-po-ratio-opt") || 2,
|
||||
};
|
||||
try {
|
||||
const r = await fetch("/api/calculator/perp-options", {
|
||||
method: "POST",
|
||||
credentials: "same-origin",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify(body),
|
||||
});
|
||||
const j = await r.json();
|
||||
if (!j.ok) {
|
||||
showErr("calc-po-result", j.msg || "计算失败");
|
||||
return;
|
||||
}
|
||||
renderPerpOptionsResult(j.data);
|
||||
} catch (err) {
|
||||
showErr("calc-po-result", String(err));
|
||||
}
|
||||
}
|
||||
|
||||
function syncPoMoveLabel() {
|
||||
const mode = ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points";
|
||||
const lab = $("calc-po-move-label");
|
||||
if (lab) lab.textContent = mode === "pct" ? "波动率 %" : "波动点数";
|
||||
}
|
||||
|
||||
function syncPoCalcMode() {
|
||||
const mode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
|
||||
const points = mode === "points";
|
||||
page.querySelectorAll(".calc-po-size-only").forEach(function (el) {
|
||||
el.classList.toggle("hidden", points);
|
||||
});
|
||||
page.querySelectorAll(".calc-po-points-only").forEach(function (el) {
|
||||
el.classList.toggle("hidden", !points);
|
||||
});
|
||||
const moveInput = $("calc-po-move");
|
||||
if (moveInput) {
|
||||
if (points) moveInput.removeAttribute("required");
|
||||
else moveInput.setAttribute("required", "required");
|
||||
}
|
||||
}
|
||||
|
||||
function applyCalcTab(tab) {
|
||||
const t = tab === "roll" ? "roll" : "trend";
|
||||
const t = tab === "roll" || tab === "po" ? tab : "trend";
|
||||
const layout = page.querySelector(".calc-layout");
|
||||
if (layout) layout.setAttribute("data-calc-tab", t);
|
||||
page.querySelectorAll(".calc-m-tab").forEach(function (btn) {
|
||||
@@ -609,13 +871,25 @@
|
||||
await loadCalculatorExchanges();
|
||||
const trendForm = $("calc-trend-form");
|
||||
const rollForm = $("calc-roll-form");
|
||||
const poForm = $("calc-po-form");
|
||||
const dirSel = $("calc-trend-direction");
|
||||
const poMode = $("calc-po-move-mode");
|
||||
const poCalcMode = $("calc-po-calc-mode");
|
||||
if (trendForm) trendForm.addEventListener("submit", submitTrend);
|
||||
if (rollForm) rollForm.addEventListener("submit", submitRoll);
|
||||
if (poForm) poForm.addEventListener("submit", submitPerpOptions);
|
||||
if (dirSel) {
|
||||
dirSel.addEventListener("change", syncTrendAddLabel);
|
||||
syncTrendAddLabel();
|
||||
}
|
||||
if (poMode) {
|
||||
poMode.addEventListener("change", syncPoMoveLabel);
|
||||
syncPoMoveLabel();
|
||||
}
|
||||
if (poCalcMode) {
|
||||
poCalcMode.addEventListener("change", syncPoCalcMode);
|
||||
syncPoCalcMode();
|
||||
}
|
||||
bindRollLegsUI();
|
||||
bindMarket("calc-trend");
|
||||
bindMarket("calc-roll");
|
||||
|
||||
@@ -0,0 +1,296 @@
|
||||
/**
|
||||
* 中控策略对比:同风险额 R 下 合约 / 单期权 / 期期7:3
|
||||
*/
|
||||
(function () {
|
||||
const page = document.getElementById("page-compare");
|
||||
if (!page) return;
|
||||
|
||||
let inited = false;
|
||||
let calcTimer = null;
|
||||
|
||||
function $(id) {
|
||||
return document.getElementById(id);
|
||||
}
|
||||
|
||||
function esc(s) {
|
||||
return String(s == null ? "" : s)
|
||||
.replace(/&/g, "&")
|
||||
.replace(/</g, "<")
|
||||
.replace(/>/g, ">")
|
||||
.replace(/"/g, """);
|
||||
}
|
||||
|
||||
function num(id) {
|
||||
const el = $(id);
|
||||
if (!el) return null;
|
||||
const n = Number(el.value);
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
|
||||
function text(id) {
|
||||
const el = $(id);
|
||||
return el ? String(el.value || "").trim() : "";
|
||||
}
|
||||
|
||||
function fmtU(v) {
|
||||
if (v == null || !Number.isFinite(Number(v))) return "—";
|
||||
const n = Number(v);
|
||||
const abs = Math.abs(n).toFixed(2);
|
||||
if (Math.abs(n) < 1e-9) return "0.00U";
|
||||
return (n > 0 ? "+" : "-") + abs + "U";
|
||||
}
|
||||
|
||||
function pnlClass(v) {
|
||||
const n = Number(v);
|
||||
if (!Number.isFinite(n) || Math.abs(n) < 1e-9) return "";
|
||||
return n > 0 ? "cmp-pnl-pos" : "cmp-pnl-neg";
|
||||
}
|
||||
|
||||
function setStatus(msg, isErr) {
|
||||
const el = $("cmp-status");
|
||||
if (!el) return;
|
||||
el.textContent = msg || "";
|
||||
el.className = "toolbar-meta" + (isErr ? " err" : "");
|
||||
}
|
||||
|
||||
function syncDirectionDefaults() {
|
||||
const dir = text("cmp-direction") || "long";
|
||||
const isLong = dir === "long";
|
||||
const optType = $("cmp-opt-type");
|
||||
const mainType = $("cmp-hedge-main-type");
|
||||
const sideType = $("cmp-hedge-side-type");
|
||||
if (optType && !optType.dataset.touched) optType.value = isLong ? "C" : "P";
|
||||
if (mainType && !mainType.dataset.touched) mainType.value = isLong ? "C" : "P";
|
||||
if (sideType && !sideType.dataset.touched) sideType.value = isLong ? "P" : "C";
|
||||
}
|
||||
|
||||
function collectPayload() {
|
||||
const tp = num("cmp-tp");
|
||||
return {
|
||||
base: text("cmp-base") || "ETH",
|
||||
direction: text("cmp-direction") || "long",
|
||||
entry: num("cmp-entry"),
|
||||
sl: num("cmp-sl"),
|
||||
tp: tp,
|
||||
risk_u: num("cmp-risk"),
|
||||
tp_opt: num("cmp-tp-opt") != null ? num("cmp-tp-opt") : tp,
|
||||
tp_hedge: num("cmp-tp-hedge") != null ? num("cmp-tp-hedge") : tp,
|
||||
option: {
|
||||
opt_type: text("cmp-opt-type") || "C",
|
||||
strike: num("cmp-opt-strike"),
|
||||
ask: num("cmp-opt-ask"),
|
||||
},
|
||||
hedge: {
|
||||
main: {
|
||||
opt_type: text("cmp-hedge-main-type") || "C",
|
||||
strike: num("cmp-hedge-main-strike"),
|
||||
ask: num("cmp-hedge-main-ask"),
|
||||
},
|
||||
side: {
|
||||
opt_type: text("cmp-hedge-side-type") || "P",
|
||||
strike: num("cmp-hedge-side-strike"),
|
||||
ask: num("cmp-hedge-side-ask"),
|
||||
},
|
||||
},
|
||||
};
|
||||
}
|
||||
|
||||
function renderSummaryCards(data) {
|
||||
const box = $("cmp-summary");
|
||||
if (!box) return;
|
||||
const perp = data.perp || {};
|
||||
const opt = data.option || {};
|
||||
const hedge = data.hedge || {};
|
||||
const cards = [];
|
||||
cards.push(`<article class="cmp-sum-card card">
|
||||
<h3>单独合约</h3>
|
||||
<div class="cmp-sum-row"><span>张数</span><strong>${esc(perp.sheets)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>止损占用</span><strong>${fmtU(perp.risk_used_u)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>面值</span><strong>${esc(perp.contract_size)} 币/张</strong></div>
|
||||
</article>`);
|
||||
if (opt.ok) {
|
||||
cards.push(`<article class="cmp-sum-card card">
|
||||
<h3>单独期权 · ${esc(opt.opt_type)} ${esc(opt.strike)}</h3>
|
||||
<div class="cmp-sum-row"><span>张数</span><strong>${esc(opt.sheets)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>权利金</span><strong>${fmtU(opt.premium_u)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>单张成本</span><strong>${fmtU(opt.unit_cost_u)}</strong></div>
|
||||
</article>`);
|
||||
} else {
|
||||
cards.push(`<article class="cmp-sum-card card">
|
||||
<h3>单独期权</h3>
|
||||
<p class="cmp-muted">${esc(opt.msg || "输入不完整")}</p>
|
||||
</article>`);
|
||||
}
|
||||
if (hedge.ok) {
|
||||
const m = hedge.main || {};
|
||||
const s = hedge.side || {};
|
||||
cards.push(`<article class="cmp-sum-card card">
|
||||
<h3>期期对冲 7:3</h3>
|
||||
<div class="cmp-sum-row"><span>主腿 ${esc(m.opt_type)} ${esc(m.strike)}</span><strong>${esc(m.sheets)} 张 · ${fmtU(m.premium_u)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>次腿 ${esc(s.opt_type)} ${esc(s.strike)}</span><strong>${esc(s.sheets)} 张 · ${fmtU(s.premium_u)}</strong></div>
|
||||
<div class="cmp-sum-row"><span>总权利金</span><strong>${fmtU(hedge.premium_u)}</strong></div>
|
||||
</article>`);
|
||||
} else {
|
||||
cards.push(`<article class="cmp-sum-card card">
|
||||
<h3>期期对冲</h3>
|
||||
<p class="cmp-muted">${esc(hedge.msg || "输入不完整")}</p>
|
||||
</article>`);
|
||||
}
|
||||
box.innerHTML = cards.join("");
|
||||
}
|
||||
|
||||
function cell(v, note) {
|
||||
const main = `<span class="${pnlClass(v)}">${fmtU(v)}</span>`;
|
||||
if (!note) return main;
|
||||
return `${main}<div class="cmp-cell-note">${esc(note)}</div>`;
|
||||
}
|
||||
|
||||
function renderTable(data) {
|
||||
const box = $("cmp-table-wrap");
|
||||
if (!box) return;
|
||||
const perp = data.perp || {};
|
||||
const opt = data.option && data.option.ok ? data.option : null;
|
||||
const hedge = data.hedge && data.hedge.ok ? data.hedge : null;
|
||||
const dash = "—";
|
||||
box.innerHTML = `<div class="cmp-table-scroll"><table class="cmp-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>路径</th>
|
||||
<th>单独合约</th>
|
||||
<th>单独期权</th>
|
||||
<th>期期对冲</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><strong>A 干净止盈</strong><div class="cmp-cell-note">盈利能力主对比</div></td>
|
||||
<td>${cell(perp.path_a_tp)}</td>
|
||||
<td>${opt ? cell(opt.path_a_tp) : dash}</td>
|
||||
<td>${hedge ? cell(hedge.path_a_tp) : dash}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><strong>B 打止损</strong><div class="cmp-cell-note">合约实现亏损;期权另注最坏</div></td>
|
||||
<td>${cell(perp.path_b_sl)}</td>
|
||||
<td>${
|
||||
opt
|
||||
? cell(opt.path_b_sl, "最坏到期亏满权利金 " + fmtU(opt.path_b_worst))
|
||||
: dash
|
||||
}</td>
|
||||
<td>${
|
||||
hedge
|
||||
? cell(hedge.path_b_sl, "最坏双腿归零 " + fmtU(hedge.path_b_worst))
|
||||
: dash
|
||||
}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><strong>C 先止损再去止盈</strong><div class="cmp-cell-note">合约踏空对照</div></td>
|
||||
<td>${cell(
|
||||
perp.path_c_realized,
|
||||
"踏空未拿到 " + fmtU(perp.path_c_missed)
|
||||
)}</td>
|
||||
<td>${opt ? cell(opt.path_c_hold_to_tp, opt.path_c_note || "") : dash}</td>
|
||||
<td>${hedge ? cell(hedge.path_c_hold_to_tp, hedge.path_c_note || "") : dash}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table></div>`;
|
||||
}
|
||||
|
||||
function renderRecommend(data) {
|
||||
const box = $("cmp-recommend");
|
||||
if (!box) return;
|
||||
const rec = data.recommend || {};
|
||||
const bullets = Array.isArray(rec.bullets) ? rec.bullets : [];
|
||||
const warns = Array.isArray(data.warnings) ? data.warnings : [];
|
||||
box.innerHTML = `<div class="cmp-rec-card card">
|
||||
<div class="cmp-rec-head">推荐:<strong>${esc(rec.choice || "—")}</strong></div>
|
||||
<p class="cmp-rec-reason">${esc(rec.reason || "")}</p>
|
||||
<ul class="cmp-rec-list">${bullets.map((b) => `<li>${esc(b)}</li>`).join("")}</ul>
|
||||
${
|
||||
warns.length
|
||||
? `<div class="cmp-warn">${warns.map((w) => esc(w)).join(" · ")}</div>`
|
||||
: ""
|
||||
}
|
||||
<p class="cmp-foot-note">${(data.notes || []).map(esc).join(" · ")}</p>
|
||||
</div>`;
|
||||
}
|
||||
|
||||
async function runCalc() {
|
||||
const payload = collectPayload();
|
||||
if (
|
||||
payload.entry == null ||
|
||||
payload.sl == null ||
|
||||
payload.tp == null ||
|
||||
payload.risk_u == null
|
||||
) {
|
||||
setStatus("请填写入场 / 止损 / 止盈 / 风险额", true);
|
||||
return;
|
||||
}
|
||||
setStatus("计算中…");
|
||||
try {
|
||||
const r = await fetch("/api/compare/calc", {
|
||||
method: "POST",
|
||||
credentials: "same-origin",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify(payload),
|
||||
});
|
||||
const data = await r.json();
|
||||
if (!data.ok) {
|
||||
setStatus(data.msg || "计算失败", true);
|
||||
return;
|
||||
}
|
||||
renderSummaryCards(data);
|
||||
renderTable(data);
|
||||
renderRecommend(data);
|
||||
setStatus("已更新");
|
||||
} catch (e) {
|
||||
setStatus(String(e.message || e), true);
|
||||
}
|
||||
}
|
||||
|
||||
function scheduleCalc() {
|
||||
if (calcTimer) clearTimeout(calcTimer);
|
||||
calcTimer = setTimeout(() => {
|
||||
void runCalc();
|
||||
}, 280);
|
||||
}
|
||||
|
||||
function bind() {
|
||||
const form = $("cmp-form");
|
||||
if (!form || form.dataset.bound === "1") return;
|
||||
form.dataset.bound = "1";
|
||||
form.addEventListener("submit", (ev) => {
|
||||
ev.preventDefault();
|
||||
void runCalc();
|
||||
});
|
||||
form.querySelectorAll("input, select").forEach((el) => {
|
||||
el.addEventListener("change", () => {
|
||||
if (el.id === "cmp-direction") syncDirectionDefaults();
|
||||
if (
|
||||
el.id === "cmp-opt-type" ||
|
||||
el.id === "cmp-hedge-main-type" ||
|
||||
el.id === "cmp-hedge-side-type"
|
||||
) {
|
||||
el.dataset.touched = "1";
|
||||
}
|
||||
scheduleCalc();
|
||||
});
|
||||
el.addEventListener("input", scheduleCalc);
|
||||
});
|
||||
const btn = $("cmp-btn-run");
|
||||
if (btn) btn.addEventListener("click", () => void runCalc());
|
||||
}
|
||||
|
||||
window.hubComparePage = {
|
||||
init() {
|
||||
if (!inited) {
|
||||
bind();
|
||||
syncDirectionDefaults();
|
||||
inited = true;
|
||||
}
|
||||
scheduleCalc();
|
||||
},
|
||||
destroy() {
|
||||
/* keep form state */
|
||||
},
|
||||
};
|
||||
})();
|
||||
@@ -54,8 +54,16 @@
|
||||
elStatus.className = "dash-status" + (isErr ? " err" : "");
|
||||
}
|
||||
|
||||
function showAccountPnlPref() {
|
||||
if (typeof window.hubShowAccountPnlPref === "function") {
|
||||
return !!window.hubShowAccountPnlPref();
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
function renderKpi(totals) {
|
||||
if (!elKpi || !totals) return;
|
||||
const showPnl = showAccountPnlPref();
|
||||
const closed = Number(totals.total_pnl_u);
|
||||
const floating = Number(totals.float_pnl_u);
|
||||
const funding = totals.total_funding_usdt;
|
||||
@@ -68,16 +76,20 @@
|
||||
totals.perpetual_open_position_count != null
|
||||
? Number(totals.perpetual_open_position_count) || 0
|
||||
: Math.max(0, totalPos - optPos);
|
||||
const items = [
|
||||
kpiItem("交易日", esc(totals.trading_day || "—")),
|
||||
kpiItem("资金合计", Number.isFinite(funds) ? `${fmt(funds, 2)}U` : "—"),
|
||||
const items = [kpiItem("交易日", esc(totals.trading_day || "—"))];
|
||||
if (showPnl) {
|
||||
items.push(kpiItem("资金合计", Number.isFinite(funds) ? `${fmt(funds, 2)}U` : "—"));
|
||||
}
|
||||
items.push(
|
||||
kpiItem("总持仓数量", `${totalPos}`),
|
||||
kpiItem("期权持仓", `${optPos}`),
|
||||
kpiItem("永续持仓", `${perpPos}`),
|
||||
kpiItem("平仓数量", `${totals.closed_count || 0}`),
|
||||
kpiItem("平仓盈亏", pnlSigned(closed, 2), pnlClass(closed)),
|
||||
kpiItem("浮盈亏", pnlSigned(floating, 2), pnlClass(floating)),
|
||||
];
|
||||
kpiItem("平仓盈亏", pnlSigned(closed, 2), pnlClass(closed))
|
||||
);
|
||||
if (showPnl) {
|
||||
items.push(kpiItem("浮盈亏", pnlSigned(floating, 2), pnlClass(floating)));
|
||||
}
|
||||
elKpi.innerHTML = `<div class="dash-kpi-summary">${items.join("")}</div>`;
|
||||
}
|
||||
|
||||
@@ -197,6 +209,7 @@
|
||||
|
||||
function renderUnifiedPerpTable(rows) {
|
||||
if (!rows.length) return "";
|
||||
const showPnl = showAccountPnlPref();
|
||||
const body = rows
|
||||
.map(({ ac, ln }) => {
|
||||
const source = String((ln && ln.source) || "—");
|
||||
@@ -213,7 +226,7 @@
|
||||
<td>${contracts}</td>
|
||||
<td>${slTpCell(ln, "sl")}</td>
|
||||
<td>${slTpCell(ln, "tp")}</td>
|
||||
<td>${floatPnlCell(ln)}</td>
|
||||
${showPnl ? `<td>${floatPnlCell(ln)}</td>` : ""}
|
||||
</tr>`;
|
||||
})
|
||||
.join("");
|
||||
@@ -222,7 +235,9 @@
|
||||
<div class="dash-table-wrap">
|
||||
<table class="dash-table dash-pos-table">
|
||||
<thead><tr>
|
||||
<th>交易所</th><th>类型</th><th>合约</th><th>方向</th><th>开仓价</th><th>标记价</th><th>张数</th><th>止损</th><th>止盈</th><th>浮盈</th>
|
||||
<th>交易所</th><th>类型</th><th>合约</th><th>方向</th><th>开仓价</th><th>标记价</th><th>张数</th><th>止损</th><th>止盈</th>${
|
||||
showPnl ? "<th>浮盈</th>" : ""
|
||||
}
|
||||
</tr></thead>
|
||||
<tbody>${body}</tbody>
|
||||
</table>
|
||||
@@ -291,7 +306,7 @@
|
||||
return null;
|
||||
}
|
||||
|
||||
function renderOptionsLegRow(ac, p) {
|
||||
function renderOptionsLegRow(ac, p, showPnl) {
|
||||
const optType =
|
||||
(p.opt_type || "").toUpperCase() === "C"
|
||||
? "Call"
|
||||
@@ -303,21 +318,25 @@
|
||||
const targetCls = target && target !== "—" ? "dash-target-monitor is-on" : "dash-target-monitor";
|
||||
const net = optionsNetPnl(p);
|
||||
const roi = optionsRoiPct(p);
|
||||
return `<tr>
|
||||
let html = `<tr>
|
||||
<td>${exchangeLinkCell(ac)}</td>
|
||||
<td>${sourceTypeCell(source)}</td>
|
||||
<td title="${esc(p.inst_id || "")}">${esc(shortDashInst(p.inst_id))}</td>
|
||||
<td>${esc(optType)}</td>
|
||||
<td>${dashOptionsExpiryCd(p.exp_time_ms != null ? p.exp_time_ms : p.exp_time)}</td>
|
||||
<td>${p.idx_px != null ? fmt(p.idx_px, 0) : "—"}</td>
|
||||
<td><span class="${targetCls}">${esc(target)}</span></td>
|
||||
<td class="${pnlClass(net)}">${net != null ? pnlSigned(net, 2) : "—"}</td>
|
||||
<td class="${pnlClass(roi)}">${roi != null ? esc(Number(roi).toFixed(2)) + "%" : "—"}</td>
|
||||
</tr>`;
|
||||
<td><span class="${targetCls}">${esc(target)}</span></td>`;
|
||||
if (showPnl) {
|
||||
html += `<td class="${pnlClass(net)}">${net != null ? pnlSigned(net, 2) : "—"}</td>
|
||||
<td class="${pnlClass(roi)}">${roi != null ? esc(Number(roi).toFixed(2)) + "%" : "—"}</td>`;
|
||||
}
|
||||
html += "</tr>";
|
||||
return html;
|
||||
}
|
||||
|
||||
function renderUnifiedOptionsTable(rows) {
|
||||
if (!rows.length) return "";
|
||||
const showPnl = showAccountPnlPref();
|
||||
// 同所同计划相邻,Call 在前 Put 在后;不额外画分组框
|
||||
const sorted = rows.slice().sort((a, b) => {
|
||||
const ka = optionsGroupKey(a.ac, a.p);
|
||||
@@ -330,14 +349,16 @@
|
||||
if (tb === "C") return 1;
|
||||
return ta.localeCompare(tb);
|
||||
});
|
||||
const body = sorted.map(({ ac, p }) => renderOptionsLegRow(ac, p)).join("");
|
||||
const body = sorted.map(({ ac, p }) => renderOptionsLegRow(ac, p, showPnl)).join("");
|
||||
|
||||
return `<div class="dash-pos-block dash-options-block">
|
||||
<div class="dash-ac-section-label">期权持仓</div>
|
||||
<div class="dash-table-wrap dash-options-table-wrap">
|
||||
<table class="dash-table dash-options-table">
|
||||
<thead><tr>
|
||||
<th>交易所</th><th>类型</th><th>合约</th><th>Call/Put</th><th>到期倒计时</th><th>指数</th><th>目标监控</th><th>净盈亏</th><th>收益率</th>
|
||||
<th>交易所</th><th>类型</th><th>合约</th><th>Call/Put</th><th>到期倒计时</th><th>指数</th><th>目标监控</th>${
|
||||
showPnl ? "<th>净盈亏</th><th>收益率</th>" : ""
|
||||
}
|
||||
</tr></thead>
|
||||
<tbody>${body}</tbody>
|
||||
</table>
|
||||
@@ -539,5 +560,9 @@
|
||||
inited = false;
|
||||
stopLive();
|
||||
},
|
||||
refresh() {
|
||||
if (!inited) return;
|
||||
void fetchDashboardSnapshot({ silent: true, force: true });
|
||||
},
|
||||
};
|
||||
})();
|
||||
|
||||
@@ -16,7 +16,7 @@
|
||||
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
|
||||
<link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
|
||||
<noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
|
||||
<link rel="stylesheet" href="/assets/app.css?v=20260720-calc-equal-height" />
|
||||
<link rel="stylesheet" href="/assets/app.css?v=20260728-po-calc" />
|
||||
<link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
|
||||
<link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
|
||||
<script src="/assets/account_risk_badge.js?v=4"></script>
|
||||
@@ -53,9 +53,11 @@
|
||||
<a href="/plan" id="nav-plan">开仓计划</a>
|
||||
<a href="/monitor" id="nav-monitor">监控区</a>
|
||||
<a href="/strategy" id="nav-strategy">策略说明</a>
|
||||
<a href="/amp-stats" id="nav-amp-stats">振幅统计</a>
|
||||
<a href="/help" id="nav-help">使用说明</a>
|
||||
<a href="/market" id="nav-market">行情区</a>
|
||||
<a href="/calculator" id="nav-calculator">计算器</a>
|
||||
<a href="/compare" id="nav-compare">策略对比</a>
|
||||
<a href="/archive" id="nav-archive">内照明心</a>
|
||||
<a href="/quotes" id="nav-quotes">语录</a>
|
||||
<a href="/dashboard" id="nav-dashboard">数据看板</a>
|
||||
@@ -449,7 +451,11 @@
|
||||
<div id="page-archive" class="page hidden">
|
||||
<div class="page-head">
|
||||
<h1><span class="head-tag">IN</span> 内照明心</h1>
|
||||
<p class="page-desc">交易记录 · 交易日历 · 图表概览 · 复盘语录</p>
|
||||
<p class="page-desc">永续 / 期权交易记录 · 交易日历 · 图表概览 · 复盘语录</p>
|
||||
</div>
|
||||
<div class="archive-product-tabs" id="archive-product-tabs" role="tablist" aria-label="品种">
|
||||
<button type="button" class="archive-product-tab is-active" role="tab" aria-selected="true" data-archive-product="perp">永续</button>
|
||||
<button type="button" class="archive-product-tab" role="tab" aria-selected="false" data-archive-product="options">期权</button>
|
||||
</div>
|
||||
<div class="archive-toolbar toolbar">
|
||||
<label class="chk-label archive-toolbar-desktop"><input type="checkbox" id="archive-filter-profit" /> 盈利单</label>
|
||||
@@ -812,6 +818,9 @@
|
||||
<button type="button" class="calc-m-tab" data-calc-tab="roll" role="tab" aria-selected="false">
|
||||
<span class="calc-tab-label-mobile">滚仓</span><span class="calc-tab-label-desktop">滚仓计算器</span>
|
||||
</button>
|
||||
<button type="button" class="calc-m-tab" data-calc-tab="po" role="tab" aria-selected="false">
|
||||
<span class="calc-tab-label-mobile">永期对冲</span><span class="calc-tab-label-desktop">永期对冲计算器</span>
|
||||
</button>
|
||||
</div>
|
||||
<div class="calc-layout" data-calc-tab="trend">
|
||||
<section class="calc-card card" data-calc-pane="trend">
|
||||
@@ -952,15 +961,212 @@
|
||||
</aside>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<section class="calc-card card" data-calc-pane="po">
|
||||
<div class="calc-pane-split">
|
||||
<div class="calc-input-panel">
|
||||
<h2>永期对冲计算器</h2>
|
||||
<p class="calc-hint">永续固定 1 币;单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).「推仓位」由波动反推期权数量;「推点数」按永续:期权比例反推达目标盈利所需波动.</p>
|
||||
<form id="calc-po-form" class="calc-form">
|
||||
<div class="calc-form-grid">
|
||||
<label class="calc-field">
|
||||
<span>测算模式</span>
|
||||
<select id="calc-po-calc-mode">
|
||||
<option value="size" selected>由波动推期权仓位</option>
|
||||
<option value="points">由比例推波动点数</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>币种</span>
|
||||
<select id="calc-po-base">
|
||||
<option value="ETH" selected>ETH</option>
|
||||
<option value="BTC">BTC</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>现价</span>
|
||||
<input id="calc-po-spot" type="number" min="0" step="any" value="1800" required />
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>交易资金 (U·参考)</span>
|
||||
<input id="calc-po-capital" type="number" min="0.01" step="any" value="3000" required />
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>目标盈利 (U)</span>
|
||||
<input id="calc-po-target" type="number" min="0" step="any" value="15" required />
|
||||
</label>
|
||||
<label class="calc-field calc-po-size-only">
|
||||
<span>波动模式</span>
|
||||
<select id="calc-po-move-mode">
|
||||
<option value="points" selected>波动点数</option>
|
||||
<option value="pct">波动率 %</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="calc-field calc-po-size-only">
|
||||
<span id="calc-po-move-label">波动点数</span>
|
||||
<input id="calc-po-move" type="number" min="0" step="any" value="50" />
|
||||
</label>
|
||||
<label class="calc-field calc-po-points-only hidden">
|
||||
<span>永续比例</span>
|
||||
<input id="calc-po-ratio-perp" type="number" min="0.01" step="any" value="1" />
|
||||
</label>
|
||||
<label class="calc-field calc-po-points-only hidden">
|
||||
<span>期权比例</span>
|
||||
<input id="calc-po-ratio-opt" type="number" min="0.01" step="any" value="2" />
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>永续杠杆</span>
|
||||
<input id="calc-po-perp-lev" type="number" min="0.01" step="any" value="10" required />
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>期权杠杆</span>
|
||||
<input id="calc-po-opt-lev" type="number" min="0.01" step="any" value="100" required />
|
||||
</label>
|
||||
<label class="calc-field">
|
||||
<span>合约乘数 ct_mult</span>
|
||||
<input id="calc-po-ct-mult" type="number" min="0.0001" step="any" value="0.01" required />
|
||||
</label>
|
||||
</div>
|
||||
<div class="calc-actions">
|
||||
<button type="submit" class="primary">计算</button>
|
||||
</div>
|
||||
</form>
|
||||
</div>
|
||||
<aside class="calc-result-panel" aria-label="永期对冲结果推算">
|
||||
<h3 class="calc-result-title">结果推算</h3>
|
||||
<p class="calc-result-placeholder">填写左侧参数后点击「计算」</p>
|
||||
<div id="calc-po-result" class="calc-result hidden"></div>
|
||||
</aside>
|
||||
</div>
|
||||
</section>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div id="page-compare" class="page hidden">
|
||||
<div class="page-head">
|
||||
<h1><span class="head-tag">CMP</span> 策略对比</h1>
|
||||
<p class="page-desc">同风险额下对比 · 单独合约 / 单独期权 / 期期对冲(7:3) · 看止盈谁强、谁更易踏空</p>
|
||||
</div>
|
||||
<div class="toolbar">
|
||||
<button type="button" id="cmp-btn-run" class="primary">计算对比</button>
|
||||
<span id="cmp-status" class="toolbar-meta"></span>
|
||||
</div>
|
||||
<form id="cmp-form" class="cmp-form">
|
||||
<section class="card cmp-common-card">
|
||||
<h2>公共参数</h2>
|
||||
<div class="cmp-form-grid">
|
||||
<label class="cmp-field">
|
||||
<span>标的</span>
|
||||
<select id="cmp-base">
|
||||
<option value="ETH" selected>ETH</option>
|
||||
<option value="BTC">BTC</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>方向</span>
|
||||
<select id="cmp-direction">
|
||||
<option value="long" selected>做多</option>
|
||||
<option value="short">做空</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>入场价</span>
|
||||
<input id="cmp-entry" type="number" min="0" step="any" value="3500" required />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>统一风险 R (U)</span>
|
||||
<input id="cmp-risk" type="number" min="0.01" step="any" value="10" required />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>统一止损价</span>
|
||||
<input id="cmp-sl" type="number" min="0" step="any" value="3400" required />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>止盈价</span>
|
||||
<input id="cmp-tp" type="number" min="0" step="any" value="3700" required />
|
||||
</label>
|
||||
</div>
|
||||
</section>
|
||||
<div class="cmp-input-cols">
|
||||
<section class="card">
|
||||
<h2>单独期权</h2>
|
||||
<div class="cmp-form-grid">
|
||||
<label class="cmp-field">
|
||||
<span>类型</span>
|
||||
<select id="cmp-opt-type">
|
||||
<option value="C" selected>Call</option>
|
||||
<option value="P">Put</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>行权价</span>
|
||||
<input id="cmp-opt-strike" type="number" min="0" step="any" value="3600" />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>卖一价(每币)</span>
|
||||
<input id="cmp-opt-ask" type="number" min="0" step="any" value="50" />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>期权目标价(默认同止盈)</span>
|
||||
<input id="cmp-tp-opt" type="number" min="0" step="any" placeholder="空=用止盈价" />
|
||||
</label>
|
||||
</div>
|
||||
</section>
|
||||
<section class="card">
|
||||
<h2>期期对冲 · 主腿 70%</h2>
|
||||
<div class="cmp-form-grid">
|
||||
<label class="cmp-field">
|
||||
<span>类型</span>
|
||||
<select id="cmp-hedge-main-type">
|
||||
<option value="C" selected>Call</option>
|
||||
<option value="P">Put</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>行权价</span>
|
||||
<input id="cmp-hedge-main-strike" type="number" min="0" step="any" value="3600" />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>卖一价</span>
|
||||
<input id="cmp-hedge-main-ask" type="number" min="0" step="any" value="50" />
|
||||
</label>
|
||||
</div>
|
||||
<h2 class="cmp-subhead">次腿 30%</h2>
|
||||
<div class="cmp-form-grid">
|
||||
<label class="cmp-field">
|
||||
<span>类型</span>
|
||||
<select id="cmp-hedge-side-type">
|
||||
<option value="C">Call</option>
|
||||
<option value="P" selected>Put</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>行权价</span>
|
||||
<input id="cmp-hedge-side-strike" type="number" min="0" step="any" value="3400" />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>卖一价</span>
|
||||
<input id="cmp-hedge-side-ask" type="number" min="0" step="any" value="30" />
|
||||
</label>
|
||||
<label class="cmp-field">
|
||||
<span>对冲目标价(默认同止盈)</span>
|
||||
<input id="cmp-tp-hedge" type="number" min="0" step="any" placeholder="空=用止盈价" />
|
||||
</label>
|
||||
</div>
|
||||
</section>
|
||||
</div>
|
||||
</form>
|
||||
<div id="cmp-summary" class="cmp-summary"></div>
|
||||
<div id="cmp-table-wrap" class="cmp-table-wrap"></div>
|
||||
<div id="cmp-recommend" class="cmp-recommend"></div>
|
||||
</div>
|
||||
|
||||
<div id="page-strategy" class="page hidden">
|
||||
<div class="page-head strategy-page-head">
|
||||
<div>
|
||||
<h1><span class="head-tag">STR</span> 策略说明</h1>
|
||||
<p class="page-desc">策略正文(带目录) · 执行清单(打印对照) · 三所切换</p>
|
||||
<p class="page-desc">执行手册v2（无对冲）· 行为准则 · 三所策略正文 · 执行清单</p>
|
||||
</div>
|
||||
<div class="strategy-page-actions no-print">
|
||||
<button type="button" id="strategy-btn-download" class="ghost">下载 HTML</button>
|
||||
@@ -1003,6 +1209,102 @@
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div id="page-amp-stats" class="page hidden">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
<h1><span class="head-tag">AMP</span> 振幅统计</h1>
|
||||
<p class="page-desc">OKX 指数 · 整点起点 → 固定 16:00 · 点数振幅档案(只读)</p>
|
||||
</div>
|
||||
</div>
|
||||
<div class="amp-view-tabs" role="tablist" aria-label="振幅视图">
|
||||
<button type="button" class="amp-view-tab is-active" data-view="stats" role="tab" aria-selected="true">统计</button>
|
||||
<button type="button" class="amp-view-tab" data-view="history" role="tab" aria-selected="false">历史</button>
|
||||
</div>
|
||||
<section id="amp-panel-stats" class="card amp-panel">
|
||||
<div class="amp-form">
|
||||
<label class="amp-field">
|
||||
<span>标的</span>
|
||||
<select id="amp-symbol">
|
||||
<option value="eth" selected>ETH</option>
|
||||
<option value="btc">BTC</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>数据源</span>
|
||||
<input type="text" value="OKX" disabled />
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>起点整点</span>
|
||||
<select id="amp-start-hour"></select>
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>终点</span>
|
||||
<input type="text" value="16:00" disabled />
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>周期</span>
|
||||
<select id="amp-period">
|
||||
<option value="1m">1个月</option>
|
||||
<option value="2m" selected>2个月</option>
|
||||
<option value="3m">3个月</option>
|
||||
<option value="6m">半年</option>
|
||||
<option value="1y">1年</option>
|
||||
<option value="custom">自定义</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="amp-field hidden" id="amp-custom-wrap">
|
||||
<span>自定义天数</span>
|
||||
<input id="amp-custom-days" type="number" min="7" max="400" value="60" />
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>周末</span>
|
||||
<select id="amp-weekend-filter">
|
||||
<option value="all" selected>全部</option>
|
||||
<option value="exclude">排除周末</option>
|
||||
<option value="only">仅周末</option>
|
||||
</select>
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>买跨·双边权利金(点)</span>
|
||||
<input id="amp-straddle-premium" type="number" min="0" step="any" placeholder="如 30" />
|
||||
</label>
|
||||
<label class="amp-field">
|
||||
<span>止盈点(点)</span>
|
||||
<input id="amp-take-profit" type="number" min="0" step="any" placeholder="空=按涨跌" />
|
||||
</label>
|
||||
<div class="amp-actions">
|
||||
<button type="button" id="amp-btn-compute" class="primary">计算</button>
|
||||
<button type="button" id="amp-btn-save" class="ghost">保存到历史</button>
|
||||
<button type="button" id="amp-btn-download" class="ghost">下载 CSV</button>
|
||||
</div>
|
||||
</div>
|
||||
<p id="amp-status" class="toolbar-meta amp-status"></p>
|
||||
<p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.买跨收益=有效波动−权利金;止盈≥触达则有效波动=止盈点,否则用|涨跌|.周末按结算日标注/筛选.</p>
|
||||
<h3 class="amp-block-title">汇总</h3>
|
||||
<div id="amp-summary" class="amp-summary"></div>
|
||||
<h3 class="amp-block-title">买跨对照</h3>
|
||||
<div id="amp-straddle" class="amp-summary amp-straddle"></div>
|
||||
<h3 class="amp-block-title">日表明细</h3>
|
||||
<div class="amp-table-wrap">
|
||||
<table class="amp-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>结算日</th><th>窗起点</th><th>开</th><th>高</th><th>低</th><th>收</th>
|
||||
<th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>收益</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="amp-table-body">
|
||||
<tr><td colspan="11" class="amp-empty">点击「计算」加载</td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div id="amp-pager" class="amp-pager"></div>
|
||||
</section>
|
||||
<section id="amp-panel-history" class="card amp-panel hidden">
|
||||
<div id="amp-history-list" class="amp-history-list"></div>
|
||||
</section>
|
||||
</div>
|
||||
|
||||
<div id="page-help" class="page hidden">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
@@ -1115,7 +1417,7 @@
|
||||
</div>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-account-pnl" checked />
|
||||
监控区显示资金账户,交易账户与浮动盈亏
|
||||
监控区/数据看板显示资金账户、交易账户与浮动盈亏（关闭可隐藏期权盈亏与总浮盈）
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-nav-funds" checked />
|
||||
@@ -1145,10 +1447,18 @@
|
||||
<input type="checkbox" id="pref-show-nav-calculator" checked />
|
||||
顶栏显示「计算器」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-nav-compare" checked />
|
||||
顶栏显示「策略对比」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-nav-strategy" checked />
|
||||
顶栏显示「策略说明」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-nav-amp-stats" checked />
|
||||
顶栏显示「振幅统计」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-nav-help" checked />
|
||||
顶栏显示「使用说明」
|
||||
@@ -1157,6 +1467,50 @@
|
||||
<input type="checkbox" id="pref-show-nav-logs" checked />
|
||||
顶栏显示「系统日志」
|
||||
</label>
|
||||
<p class="settings-display-subtitle">监控区卡片</p>
|
||||
<p class="settings-display-hint">仅隐藏监控区界面卡片,不关闭账户与后台拉取.例:只做 OKX 期权与 Gate 时可关掉币安与 OKX 永续.</p>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-monitor-binance" checked />
|
||||
监控区显示「币安」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-monitor-okx-perp" checked />
|
||||
监控区显示「OKX 永续」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-monitor-okx-options" checked />
|
||||
监控区显示「OKX 期权」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-monitor-gate" checked />
|
||||
监控区显示「Gate」
|
||||
</label>
|
||||
<p class="settings-display-subtitle">策略说明页签</p>
|
||||
<p class="settings-display-hint">关闭后该页签从策略说明中消失;顶栏「策略说明」入口仍由上方导航开关控制.</p>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-playbook-v2" checked />
|
||||
策略说明显示「执行手册v2」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-playbook" checked />
|
||||
策略说明显示「执行手册v1」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-behavior" checked />
|
||||
策略说明显示「行为准则」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-binance" checked />
|
||||
策略说明显示「币安」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-okx" checked />
|
||||
策略说明显示「OKX」
|
||||
</label>
|
||||
<label class="chk-label settings-display-chk">
|
||||
<input type="checkbox" id="pref-show-strategy-gate" checked />
|
||||
策略说明显示「Gate」
|
||||
</label>
|
||||
<p class="settings-display-hint">保存至 hub_settings.json,换浏览器同样生效.关闭导航后对应页面将不可从顶栏进入,直接访问 URL 会跳回监控区.</p>
|
||||
</section>
|
||||
|
||||
@@ -1343,6 +1697,8 @@
|
||||
<a href="/quotes" id="m-nav-quotes">语录</a>
|
||||
<a href="/dashboard" id="m-nav-dashboard">数据看板</a>
|
||||
<a href="/strategy" id="m-nav-strategy">策略说明</a>
|
||||
<a href="/amp-stats" id="m-nav-amp-stats">振幅统计</a>
|
||||
<a href="/compare" id="m-nav-compare">策略对比</a>
|
||||
<a href="/help" id="m-nav-help">使用说明</a>
|
||||
<a href="/logs" id="m-nav-logs">系统日志</a>
|
||||
<a href="/settings" id="m-nav-settings">系统设置</a>
|
||||
@@ -1399,20 +1755,22 @@
|
||||
<script src="/assets/chart_draw.js?v=20260720-option-day-1600"></script>
|
||||
<script src="/assets/chart.js?v=20260720-option-day-1600"></script>
|
||||
<script src="/assets/plan.js?v=20260720-autofill"></script>
|
||||
<script src="/assets/calculator.js?v=20260715-calc-tabs"></script>
|
||||
<script src="/assets/calculator.js?v=20260728-po-2dp"></script>
|
||||
<script src="/assets/compare.js?v=20260723-compare"></script>
|
||||
<script src="/assets/trade_stats_calendar.js?v=3"></script>
|
||||
<script src="/assets/archive.js?v=20260717-archive-cal-chart"></script>
|
||||
<script src="/assets/archive.js?v=20260724-opt-archive"></script>
|
||||
<script src="/assets/quotes.js?v=20260717-quotes-feed"></script>
|
||||
<script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
|
||||
<script src="/assets/dashboard.js?v=20260720-dash-sl-tp"></script>
|
||||
<script src="/assets/strategy.js?v=8"></script>
|
||||
<script src="/assets/dashboard.js?v=20260723-hide-pnl"></script>
|
||||
<script src="/assets/strategy.js?v=11"></script>
|
||||
<script src="/assets/amp_stats.js?v=5"></script>
|
||||
<script src="/assets/help.js?v=1"></script>
|
||||
<script src="/assets/logs.js?v=1"></script>
|
||||
<script src="/assets/ai_review_render.js?v=3"></script>
|
||||
<script src="/assets/time_close_ui.js?v=3"></script>
|
||||
<script src="/assets/options_expiry_countdown.js?v=1"></script>
|
||||
<script src="/assets/options_position_cards.js?v=2"></script>
|
||||
<script src="/assets/options_position_cards.js?v=3"></script>
|
||||
<script src="/assets/backup.js?v=1"></script>
|
||||
<script src="/assets/app.js?v=20260720-dash-back"></script>
|
||||
<script src="/assets/app.js?v=20260724-display-hide"></script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
@@ -21,7 +21,7 @@
|
||||
const btnPrintChecklistInline = document.getElementById("strategy-btn-print-checklist-inline");
|
||||
const btnDownload = document.getElementById("strategy-btn-download");
|
||||
|
||||
let activeKey = "binance";
|
||||
let activeKey = "playbook_v2";
|
||||
let activeView = "doc";
|
||||
let tabsMeta = [];
|
||||
let cache = {};
|
||||
@@ -74,6 +74,14 @@
|
||||
|
||||
function renderExchangeTabs() {
|
||||
if (!tabsEl) return;
|
||||
if (!tabsMeta.length) {
|
||||
tabsEl.innerHTML = "";
|
||||
if (statusEl) statusEl.textContent = "当前无可显示的策略页签(可在系统设置·显示与导航中开启)";
|
||||
if (docBody) docBody.innerHTML = "";
|
||||
if (docToc) docToc.innerHTML = "";
|
||||
if (checklistBody) checklistBody.innerHTML = "";
|
||||
return;
|
||||
}
|
||||
tabsEl.innerHTML = tabsMeta
|
||||
.map(
|
||||
(t) =>
|
||||
@@ -128,13 +136,14 @@
|
||||
|
||||
function sectionTag(title) {
|
||||
const t = String(title || "");
|
||||
if (/账户|定位/.test(t)) return "账户";
|
||||
if (/开仓类型|开仓|入场|反转|顺势|波段|假破|结构/.test(t)) return "入场";
|
||||
if (/总原则|原则/.test(t)) return "原则";
|
||||
if (/账户|定位|分工/.test(t)) return "账户";
|
||||
if (/开仓类型|开仓|入场|反转|顺势|波段|假破|结构|对冲|方向单/.test(t)) return "入场";
|
||||
if (/周期/.test(t)) return "周期";
|
||||
if (/方向/.test(t)) return "方向";
|
||||
if (/纪律|出场|笔数|节奏/.test(t)) return "纪律";
|
||||
if (/持仓|离场|强平/.test(t)) return "离场";
|
||||
if (/资金|杠杆|计仓/.test(t)) return "仓位";
|
||||
if (/纪律|出场|笔数|节奏|止损|次数/.test(t)) return "纪律";
|
||||
if (/持仓|离场|强平|到期/.test(t)) return "离场";
|
||||
if (/资金|杠杆|计仓|仓位|预算/.test(t)) return "仓位";
|
||||
if (/系统|字段|对接/.test(t)) return "系统";
|
||||
if (/修订|记录/.test(t)) return "版本";
|
||||
if (/边界|关系|行情状态/.test(t)) return "边界";
|
||||
@@ -273,6 +282,15 @@
|
||||
renderExchangeTabs();
|
||||
}
|
||||
|
||||
async function reloadMeta() {
|
||||
try {
|
||||
await loadMeta();
|
||||
if (tabsMeta.length) await loadExchange(activeKey);
|
||||
} catch (e) {
|
||||
if (statusEl) statusEl.textContent = String(e);
|
||||
}
|
||||
}
|
||||
|
||||
async function printSection(mode) {
|
||||
const part = mode === "checklist" ? "checklist" : "doc";
|
||||
const url = `/api/strategy/${encodeURIComponent(activeKey)}/print?part=${encodeURIComponent(part)}`;
|
||||
@@ -333,7 +351,8 @@
|
||||
setView(activeView);
|
||||
try {
|
||||
await loadMeta();
|
||||
await loadExchange(activeKey);
|
||||
if (tabsMeta.length) await loadExchange(activeKey);
|
||||
else if (statusEl) statusEl.textContent = "当前无可显示的策略页签(可在系统设置·显示与导航中开启)";
|
||||
} catch (e) {
|
||||
if (statusEl) statusEl.textContent = String(e);
|
||||
}
|
||||
@@ -346,5 +365,5 @@
|
||||
}
|
||||
}
|
||||
|
||||
window.hubStrategyPage = { init, destroy };
|
||||
window.hubStrategyPage = { init, destroy, reloadMeta };
|
||||
})();
|
||||
|
||||
@@ -0,0 +1,674 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Generate business-style XMind (Zen/2020+) from playbook + behavior rules."""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import uuid
|
||||
import zipfile
|
||||
from pathlib import Path
|
||||
from typing import Any, Optional
|
||||
|
||||
OUT = Path(__file__).resolve().parents[1] / "docs" / "交易执行手册与行为准则.xmind"
|
||||
|
||||
# 商务配色：深蓝主调 + 灰蓝辅色 + 强调色
|
||||
C_ROOT = "#0F2942"
|
||||
C_L1 = "#1B4F72"
|
||||
C_L2 = "#2E86AB"
|
||||
C_PASS = "#1E8449"
|
||||
C_FAIL = "#922B21"
|
||||
C_WARN = "#B9770E"
|
||||
C_MUTED = "#566573"
|
||||
C_TEXT = "#FFFFFF"
|
||||
C_TEXT_DARK = "#1C2833"
|
||||
|
||||
|
||||
def tid() -> str:
|
||||
return uuid.uuid4().hex[:26]
|
||||
|
||||
|
||||
def style(
|
||||
*,
|
||||
fill: Optional[str] = None,
|
||||
color: Optional[str] = None,
|
||||
font_size: str = "12pt",
|
||||
bold: bool = False,
|
||||
shape: str = "org.xmind.topicShape.roundedRect",
|
||||
line: Optional[str] = None,
|
||||
) -> dict[str, Any]:
|
||||
props: dict[str, str] = {
|
||||
"shape-class": shape,
|
||||
"fo:font-family": "Microsoft YaHei",
|
||||
"fo:font-size": font_size,
|
||||
"fo:font-weight": "bold" if bold else "normal",
|
||||
"border-line-width": "0pt",
|
||||
"line-width": "1.5pt",
|
||||
"line-class": "org.xmind.branchConnection.roundedelbow",
|
||||
}
|
||||
if fill:
|
||||
props["svg:fill"] = fill
|
||||
if color:
|
||||
props["fo:color"] = color
|
||||
if line:
|
||||
props["line-color"] = line
|
||||
return {"id": tid(), "properties": props}
|
||||
|
||||
|
||||
def topic(
|
||||
title: str,
|
||||
children: list | None = None,
|
||||
*,
|
||||
markers: list[str] | None = None,
|
||||
labels: list[str] | None = None,
|
||||
notes: str | None = None,
|
||||
fill: Optional[str] = None,
|
||||
color: Optional[str] = None,
|
||||
font_size: str = "12pt",
|
||||
bold: bool = False,
|
||||
line: Optional[str] = None,
|
||||
) -> dict:
|
||||
node: dict[str, Any] = {
|
||||
"id": tid(),
|
||||
"class": "topic",
|
||||
"title": title,
|
||||
"style": style(
|
||||
fill=fill, color=color, font_size=font_size, bold=bold, line=line
|
||||
),
|
||||
}
|
||||
if markers:
|
||||
node["markers"] = [{"markerId": m} for m in markers]
|
||||
if labels:
|
||||
node["labels"] = labels
|
||||
if notes:
|
||||
node["notes"] = {"plain": {"content": notes}}
|
||||
if children:
|
||||
node["children"] = {"attached": children}
|
||||
return node
|
||||
|
||||
|
||||
def t1(title: str, children: list, markers: list[str], label: str) -> dict:
|
||||
return topic(
|
||||
title,
|
||||
children,
|
||||
markers=markers,
|
||||
labels=[label],
|
||||
fill=C_L1,
|
||||
color=C_TEXT,
|
||||
font_size="16pt",
|
||||
bold=True,
|
||||
line=C_L1,
|
||||
)
|
||||
|
||||
|
||||
def t2(title: str, children: list | None = None, markers: list[str] | None = None) -> dict:
|
||||
return topic(
|
||||
title,
|
||||
children,
|
||||
markers=markers or ["flag-dark-blue"],
|
||||
fill=C_L2,
|
||||
color=C_TEXT,
|
||||
font_size="13pt",
|
||||
bold=True,
|
||||
line=C_L2,
|
||||
)
|
||||
|
||||
|
||||
def leaf(
|
||||
title: str,
|
||||
*,
|
||||
markers: list[str] | None = None,
|
||||
fill: Optional[str] = None,
|
||||
color: Optional[str] = C_TEXT_DARK,
|
||||
) -> dict:
|
||||
return topic(
|
||||
title,
|
||||
markers=markers or ["symbol-right"],
|
||||
fill=fill or "#EBF5FB",
|
||||
color=color,
|
||||
font_size="11pt",
|
||||
line="#AED6F1",
|
||||
)
|
||||
|
||||
|
||||
def ok(title: str) -> dict:
|
||||
return leaf(title, markers=["other-yes", "symbol-right"], fill="#E8F8F5", color=C_PASS)
|
||||
|
||||
|
||||
def no(title: str) -> dict:
|
||||
return leaf(title, markers=["other-no", "flag-gray"], fill="#FDEDEC", color=C_FAIL)
|
||||
|
||||
|
||||
def warn(title: str) -> dict:
|
||||
return leaf(title, markers=["symbol-info"], fill="#FEF9E7", color=C_WARN)
|
||||
|
||||
|
||||
def build_content() -> list:
|
||||
root = topic(
|
||||
"交易执行体系\n手册 v2 · 开单三检",
|
||||
[
|
||||
t1(
|
||||
"① 设计理念",
|
||||
[
|
||||
t2(
|
||||
"核心主张",
|
||||
[
|
||||
leaf("少而精，珍惜机会，样本干净", markers=["star-dark-blue"]),
|
||||
leaf("不保证收益；过程可控，结果随缘", markers=["symbol-info"]),
|
||||
leaf("过滤比频率重要；日更不是目标", markers=["symbol-info"]),
|
||||
leaf("看不懂不做；不为开单找理由", markers=["symbol-info"]),
|
||||
warn("丢掉对冲：无「有保护就能多做」幻觉"),
|
||||
],
|
||||
markers=["other-lightbulb"],
|
||||
),
|
||||
t2(
|
||||
"工具边界",
|
||||
[
|
||||
leaf("OKX 期权：方向单（虚值等）", markers=["flag-blue"]),
|
||||
leaf("Gate 合约：结构清楚时的波段", markers=["flag-dark-blue"]),
|
||||
leaf("同一时段尽量只让一边说话", markers=["symbol-equality"]),
|
||||
no("不做期期对冲 / 偏置壳"),
|
||||
],
|
||||
markers=["symbol-info"],
|
||||
),
|
||||
t2(
|
||||
"文档分工",
|
||||
[
|
||||
leaf("行为准则：能不能动手（防火墙）", markers=["other-lock"]),
|
||||
leaf("执行手册：怎么做单（玩法/仓位/离场）", markers=["other-note"]),
|
||||
],
|
||||
markers=["other-businesscard"],
|
||||
),
|
||||
],
|
||||
markers=["priority-1", "other-lightbulb"],
|
||||
label="理念",
|
||||
),
|
||||
t1(
|
||||
"② 资金要求",
|
||||
[
|
||||
t2(
|
||||
"总盘约 800U",
|
||||
[
|
||||
leaf("单笔约 1.25% 量级", markers=["symbol-info"]),
|
||||
leaf("全错一天约 2.5% 量级——防守优先", markers=["symbol-info"]),
|
||||
],
|
||||
markers=["other-businesscard"],
|
||||
),
|
||||
t2(
|
||||
"单笔期权",
|
||||
[
|
||||
leaf("约 10U 权利金预算", markers=["priority-1"]),
|
||||
leaf("一次只持有一个期权仓位", markers=["symbol-info"]),
|
||||
leaf("打满 = min(余额, 单笔预算)", markers=["symbol-equality"]),
|
||||
],
|
||||
markers=["flag-blue"],
|
||||
),
|
||||
t2(
|
||||
"Gate 合约",
|
||||
[
|
||||
leaf("日内保证金约 50U · 约 10 倍", markers=["symbol-info"]),
|
||||
leaf("止损一般约 5U", markers=["symbol-info"]),
|
||||
leaf("单笔最大亏损不超过约 10U", markers=["flag-gray"]),
|
||||
leaf("有单才用保证金，无单为 0", markers=["task-done"]),
|
||||
],
|
||||
markers=["flag-dark-blue"],
|
||||
),
|
||||
t2(
|
||||
"日损失心理框",
|
||||
[
|
||||
warn("都错：合计大约 ≤20U"),
|
||||
ok("都对：期望可到 40U+（理想，非每日目标）"),
|
||||
no("不为「好像有保护」放大仓位"),
|
||||
warn("尽量少同向双开；双开按合计最坏约 20U"),
|
||||
],
|
||||
markers=["symbol-info"],
|
||||
),
|
||||
],
|
||||
markers=["priority-2", "other-businesscard"],
|
||||
label="资金",
|
||||
),
|
||||
t1(
|
||||
"③ 操盘思路",
|
||||
[
|
||||
t2(
|
||||
"行为准则 · 开单三检",
|
||||
[
|
||||
topic(
|
||||
"一句话防火墙",
|
||||
[
|
||||
leaf("信号够不够清晰？", markers=["symbol-question"]),
|
||||
leaf("流程有没有跑通？", markers=["symbol-question"]),
|
||||
leaf("情绪是不是在证明自己？", markers=["symbol-question"]),
|
||||
no("三检不过 → 不开"),
|
||||
],
|
||||
markers=["other-lock", "priority-1"],
|
||||
fill="#154360",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["防火墙"],
|
||||
),
|
||||
topic(
|
||||
"总循环",
|
||||
[
|
||||
leaf("信号判断 → 流程确认 → 情绪自检", markers=["arrow-right"]),
|
||||
leaf("全部通过 → 开仓", markers=["other-yes"]),
|
||||
leaf("等待系统结果（止盈/止损/到期）", markers=["other-clock"]),
|
||||
leaf("复盘整环 → 等待下一信号", markers=["arrow-refresh"]),
|
||||
no("任一步否决 → 空仓离开"),
|
||||
],
|
||||
markers=["arrow-right"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
),
|
||||
topic(
|
||||
"开单前三秒停顿",
|
||||
[
|
||||
leaf("核心信号是什么？", markers=["symbol-info"]),
|
||||
leaf("安全流程跑通了吗？", markers=["task-start"]),
|
||||
leaf("冷静执行，还是怕踏空/回本/证明自己？", markers=["symbol-info"]),
|
||||
],
|
||||
markers=["other-clock"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
),
|
||||
topic(
|
||||
"检1 · 信号判断",
|
||||
[
|
||||
ok("一句话说清唯一核心确认"),
|
||||
ok("点位/结构本身已够清楚"),
|
||||
no("说不清、靠宏观故事自圆"),
|
||||
no("「好像有戏」但确认模糊"),
|
||||
leaf("对照：1H→空间→结构→定损盈→工具", markers=["arrow-right"]),
|
||||
],
|
||||
markers=["priority-1", "symbol-info"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["Signal"],
|
||||
),
|
||||
topic(
|
||||
"检2 · 流程确认",
|
||||
[
|
||||
ok("资金与当日额度符合"),
|
||||
ok("单笔/组合敞口在预算内"),
|
||||
no("资金或次数已触限"),
|
||||
no("单笔或日最坏超限 → 暂停"),
|
||||
no("「先开了再说」跳步"),
|
||||
],
|
||||
markers=["priority-2", "task-start"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["Process"],
|
||||
),
|
||||
topic(
|
||||
"检3 · 情绪自检",
|
||||
[
|
||||
ok("符合系统 + 账户没问题 → 开"),
|
||||
ok("可接受空仓，旁观者视角"),
|
||||
no("怕踏空"),
|
||||
no("上回亏了要回本"),
|
||||
no("必须证明我是对的"),
|
||||
warn("红灯亮了，信号再好看也不开"),
|
||||
],
|
||||
markers=["priority-3", "smiley-smile"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["Emotion"],
|
||||
),
|
||||
topic(
|
||||
"复盘只记什么",
|
||||
[
|
||||
leaf("信号：是否做了？核心写了什么？", markers=["other-note"]),
|
||||
leaf("流程：资金/敞口是否过关？有无跳步？", markers=["other-note"]),
|
||||
leaf("情绪：当时是哪一类心态？", markers=["other-note"]),
|
||||
warn("结果不推翻「三检是否完成」评分"),
|
||||
],
|
||||
markers=["other-note"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
),
|
||||
],
|
||||
markers=["other-lock", "flag-purple"],
|
||||
),
|
||||
t2(
|
||||
"开仓逻辑",
|
||||
[
|
||||
topic(
|
||||
"主链条（强制）",
|
||||
[
|
||||
leaf("1H 方向：明显 N 字；跟 1H 波段", markers=["priority-1"]),
|
||||
leaf("空间：空看支撑、多看阻力；≥约 2%", markers=["priority-2"]),
|
||||
leaf("结构：15m/5m；量级约 8h+（约 48×15m）", markers=["priority-3"]),
|
||||
leaf("定损盈：外沿/针尖；RR 须接受", markers=["priority-4"]),
|
||||
leaf("选工具：期权 或 合约（不对冲）", markers=["priority-5"]),
|
||||
no("任一步不过 → 空仓等待"),
|
||||
],
|
||||
markers=["arrow-right", "symbol-info"],
|
||||
fill="#154360",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["主链"],
|
||||
),
|
||||
topic(
|
||||
"结构形态参考",
|
||||
[
|
||||
leaf("收敛", markers=["flag-blue"]),
|
||||
leaf("两段式回调", markers=["flag-dark-blue"]),
|
||||
leaf("箱体", markers=["flag-gray"]),
|
||||
leaf("假突破", markers=["flag-orange"]),
|
||||
],
|
||||
markers=["symbol-image"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
),
|
||||
topic(
|
||||
"期权入场",
|
||||
[
|
||||
ok("主链条全过；结构突破/假突破成立"),
|
||||
leaf("一天期方向单；空间够优先虚值", markers=["star-blue"]),
|
||||
leaf("默认先只开期权，不上合约", markers=["symbol-info"]),
|
||||
leaf("尽量 16:00 后开次日到期", markers=["other-clock"]),
|
||||
no("不做：期期对冲、偏置壳、为开而开"),
|
||||
],
|
||||
markers=["flag-blue", "symbol-plus"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["期权"],
|
||||
),
|
||||
topic(
|
||||
"合约入场（Gate）",
|
||||
[
|
||||
ok("主链条过关；位置极明确"),
|
||||
leaf("想清进场：假突破 / 结构突破", markers=["symbol-info"]),
|
||||
leaf("止损挂模型位（外沿/针尖）", markers=["symbol-info"]),
|
||||
warn("独立假突破：只做合约或空仓"),
|
||||
no("勿与「突破期权后再加仓」混仓"),
|
||||
],
|
||||
markers=["flag-dark-blue", "symbol-plus"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["合约"],
|
||||
),
|
||||
],
|
||||
markers=["symbol-plus", "arrow-up-right"],
|
||||
),
|
||||
t2(
|
||||
"平仓逻辑",
|
||||
[
|
||||
topic(
|
||||
"期权离场",
|
||||
[
|
||||
ok("只认：系统/规则止盈"),
|
||||
ok("只认：到期"),
|
||||
no("开仓后中间不手动平仓"),
|
||||
warn("紧急手平 → 标记非策略样本"),
|
||||
],
|
||||
markers=["flag-green", "symbol-minus"],
|
||||
fill="#145A32",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["期权"],
|
||||
),
|
||||
topic(
|
||||
"合约离场",
|
||||
[
|
||||
ok("结构止盈为准"),
|
||||
ok("结构止损为准（约 5U 量级）"),
|
||||
leaf("等待系统/挂单结果，不情绪手平", markers=["other-clock"]),
|
||||
],
|
||||
markers=["flag-dark-green", "symbol-minus"],
|
||||
fill="#145A32",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
labels=["合约"],
|
||||
),
|
||||
topic(
|
||||
"持仓期盯什么",
|
||||
[
|
||||
leaf("程序与纪律是否正常", markers=["task-done"]),
|
||||
no("不是浮盈浮亏数字本身"),
|
||||
leaf("无信号空档：空跑三检也是训练", markers=["other-lightbulb"]),
|
||||
],
|
||||
markers=["symbol-info"],
|
||||
fill="#1A5276",
|
||||
color=C_TEXT,
|
||||
font_size="12pt",
|
||||
bold=True,
|
||||
),
|
||||
],
|
||||
markers=["symbol-minus", "flag-green"],
|
||||
),
|
||||
],
|
||||
markers=["priority-3", "arrow-right"],
|
||||
label="操盘",
|
||||
),
|
||||
t1(
|
||||
"④ 纪律执行",
|
||||
[
|
||||
t2(
|
||||
"Gate 日纪律",
|
||||
[
|
||||
leaf("只做很明确的位置", markers=["symbol-info"]),
|
||||
leaf("同一位置最多两次机会（突破/假突破）", markers=["priority-2"]),
|
||||
no("两次都错 → 当日不再做单"),
|
||||
ok("离场以结构止盈/止损为准"),
|
||||
],
|
||||
markers=["flag-dark-blue", "task-done"],
|
||||
),
|
||||
t2(
|
||||
"期权日纪律",
|
||||
[
|
||||
no("不手平；等规则止盈或到期"),
|
||||
leaf("一次一仓；约 10U 权利金", markers=["symbol-info"]),
|
||||
no("不对冲；不做每天默认开期权"),
|
||||
leaf("损位跟模型：外沿/针尖", markers=["symbol-info"]),
|
||||
],
|
||||
markers=["flag-blue", "task-done"],
|
||||
),
|
||||
t2(
|
||||
"开仓前自检清单",
|
||||
[
|
||||
leaf("今日只动期权/合约？未开对冲？", markers=["task-start"]),
|
||||
leaf("1H 方向清楚（含 N 字）？", markers=["task-start"]),
|
||||
leaf("空间足够？结构量级够？", markers=["task-start"]),
|
||||
leaf("止损/止盈与 RR 定好？", markers=["task-start"]),
|
||||
leaf("工具选期权还是合约？理由写清？", markers=["task-start"]),
|
||||
leaf("合约：本位置第几次？今日两次用完？", markers=["task-start"]),
|
||||
],
|
||||
markers=["other-yes", "task-start"],
|
||||
),
|
||||
t2(
|
||||
"一句话版本",
|
||||
[
|
||||
leaf("1H→空间→结构→定损盈→期权/合约", markers=["arrow-right"]),
|
||||
leaf("不对冲；期权不手平", markers=["flag-gray"]),
|
||||
leaf("一位置两次，错完收工", markers=["priority-2"]),
|
||||
leaf("珍惜机会，日更不是目标", markers=["star-dark-blue"]),
|
||||
],
|
||||
markers=["star-dark-blue", "symbol-right"],
|
||||
),
|
||||
],
|
||||
markers=["priority-4", "task-done"],
|
||||
label="纪律",
|
||||
),
|
||||
],
|
||||
# 中心主题保持干净：不加图标/标签/备注，避免绿人、黄便签等杂乱标识
|
||||
markers=None,
|
||||
labels=None,
|
||||
fill=C_ROOT,
|
||||
color=C_TEXT,
|
||||
font_size="20pt",
|
||||
bold=True,
|
||||
line=C_ROOT,
|
||||
)
|
||||
root["structureClass"] = "org.xmind.ui.logic.right"
|
||||
|
||||
# XMind Zen 内置主题名；客户端可识别 business
|
||||
sheet = {
|
||||
"id": tid(),
|
||||
"class": "sheet",
|
||||
"title": "执行手册与行为准则 · 商务版",
|
||||
"rootTopic": root,
|
||||
"theme": {
|
||||
"id": tid(),
|
||||
"title": "business",
|
||||
"centralTopic": {
|
||||
"id": "centralTopic",
|
||||
"properties": {
|
||||
"svg:fill": C_ROOT,
|
||||
"fo:color": C_TEXT,
|
||||
"fo:font-family": "Microsoft YaHei",
|
||||
"fo:font-size": "20pt",
|
||||
"fo:font-weight": "bold",
|
||||
"shape-class": "org.xmind.topicShape.roundedRect",
|
||||
"line-color": C_L1,
|
||||
"line-width": "2pt",
|
||||
"line-class": "org.xmind.branchConnection.roundedelbow",
|
||||
},
|
||||
},
|
||||
"mainTopic": {
|
||||
"id": "mainTopic",
|
||||
"properties": {
|
||||
"svg:fill": C_L1,
|
||||
"fo:color": C_TEXT,
|
||||
"fo:font-family": "Microsoft YaHei",
|
||||
"fo:font-size": "15pt",
|
||||
"fo:font-weight": "bold",
|
||||
"shape-class": "org.xmind.topicShape.roundedRect",
|
||||
"line-color": C_L2,
|
||||
"line-width": "1.5pt",
|
||||
},
|
||||
},
|
||||
"subTopic": {
|
||||
"id": "subTopic",
|
||||
"properties": {
|
||||
"svg:fill": C_L2,
|
||||
"fo:color": C_TEXT,
|
||||
"fo:font-family": "Microsoft YaHei",
|
||||
"fo:font-size": "12pt",
|
||||
"shape-class": "org.xmind.topicShape.roundedRect",
|
||||
"line-color": "#85C1E9",
|
||||
},
|
||||
},
|
||||
"floatingTopic": {
|
||||
"id": "floatingTopic",
|
||||
"properties": {
|
||||
"svg:fill": C_MUTED,
|
||||
"fo:color": C_TEXT,
|
||||
"fo:font-family": "Microsoft YaHei",
|
||||
},
|
||||
},
|
||||
"importantTopic": {
|
||||
"id": "importantTopic",
|
||||
"properties": {
|
||||
"svg:fill": C_WARN,
|
||||
"fo:color": C_TEXT,
|
||||
},
|
||||
},
|
||||
"minorTopic": {
|
||||
"id": "minorTopic",
|
||||
"properties": {
|
||||
"svg:fill": "#EBF5FB",
|
||||
"fo:color": C_TEXT_DARK,
|
||||
},
|
||||
},
|
||||
"expiredTopic": {
|
||||
"id": "expiredTopic",
|
||||
"properties": {
|
||||
"svg:fill": "#D5D8DC",
|
||||
"fo:color": C_MUTED,
|
||||
},
|
||||
},
|
||||
"calloutTopic": {
|
||||
"id": "calloutTopic",
|
||||
"properties": {
|
||||
"svg:fill": "#FEF9E7",
|
||||
"fo:color": C_WARN,
|
||||
},
|
||||
},
|
||||
"summaryTopic": {
|
||||
"id": "summaryTopic",
|
||||
"properties": {
|
||||
"svg:fill": "#145A32",
|
||||
"fo:color": C_TEXT,
|
||||
},
|
||||
},
|
||||
"boundary": {
|
||||
"id": "boundary",
|
||||
"properties": {
|
||||
"svg:fill": "#D6EAF8",
|
||||
"fo:color": C_L1,
|
||||
"line-color": C_L2,
|
||||
},
|
||||
},
|
||||
"summary": {
|
||||
"id": "summary",
|
||||
"properties": {
|
||||
"line-color": C_L1,
|
||||
"line-width": "2pt",
|
||||
},
|
||||
},
|
||||
"relationship": {
|
||||
"id": "relationship",
|
||||
"properties": {
|
||||
"line-color": C_MUTED,
|
||||
"line-pattern": "dash",
|
||||
},
|
||||
},
|
||||
"map": {
|
||||
"id": "map",
|
||||
"properties": {
|
||||
"svg:fill": "#F4F6F7",
|
||||
"color-list": f"{C_L1} {C_L2} #2874A6 #1ABC9C #B9770E",
|
||||
"line-tapered": "none",
|
||||
},
|
||||
},
|
||||
},
|
||||
}
|
||||
return [sheet]
|
||||
|
||||
|
||||
def main() -> None:
|
||||
content = build_content()
|
||||
metadata = {
|
||||
"creator": {"name": "crypto_monitor", "version": "1.1"},
|
||||
"activeSheetId": content[0]["id"],
|
||||
}
|
||||
manifest = {
|
||||
"file-entries": {
|
||||
"content.json": {},
|
||||
"metadata.json": {},
|
||||
"manifest.json": {},
|
||||
}
|
||||
}
|
||||
OUT.parent.mkdir(parents=True, exist_ok=True)
|
||||
if OUT.exists():
|
||||
OUT.unlink()
|
||||
with zipfile.ZipFile(OUT, "w", compression=zipfile.ZIP_DEFLATED) as zf:
|
||||
zf.writestr("content.json", json.dumps(content, ensure_ascii=False, indent=2))
|
||||
zf.writestr("metadata.json", json.dumps(metadata, ensure_ascii=False, indent=2))
|
||||
zf.writestr("manifest.json", json.dumps(manifest, ensure_ascii=False, indent=2))
|
||||
print(f"wrote {OUT}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -20,6 +20,7 @@ from lib.trade.account_risk_lib import (
|
||||
enrich_risk_status_countdown,
|
||||
ensure_account_risk_schema,
|
||||
max_active_positions_from_env,
|
||||
on_closed_trade_pnl,
|
||||
on_journal_saved,
|
||||
on_manual_close,
|
||||
on_user_initiated_close,
|
||||
@@ -58,6 +59,7 @@ class AccountRiskLibTests(unittest.TestCase):
|
||||
os.environ["RISK_COOLING_HOURS_MANUAL"] = "4"
|
||||
os.environ["RISK_COOLING_HOURS_MANUAL_JOURNAL"] = "1"
|
||||
os.environ["RISK_MANUAL_CLOSE_DAILY_LIMIT"] = "2"
|
||||
os.environ["RISK_DAILY_LOSS_LIMIT"] = "2"
|
||||
os.environ["RISK_MOOD_ISSUES_DAILY_FREEZE"] = "1"
|
||||
os.environ["APP_TIMEZONE"] = "Asia/Shanghai"
|
||||
|
||||
@@ -521,6 +523,41 @@ class AccountRiskLibTests(unittest.TestCase):
|
||||
os.environ["MAX_ACTIVE_POSITIONS"] = "3"
|
||||
self.assertEqual(max_active_positions_from_env(), 3)
|
||||
|
||||
def test_daily_loss_limit_freezes_on_second_loss(self):
|
||||
conn = _mem_conn()
|
||||
now = datetime(2026, 6, 14, 12, 0, 0)
|
||||
on_closed_trade_pnl(conn, pnl_amount=-1.5, trading_day="2026-06-14", now=now)
|
||||
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
|
||||
self.assertEqual(st["daily_loss_count"], 1)
|
||||
self.assertEqual(st["status"], STATUS_NORMAL)
|
||||
on_closed_trade_pnl(conn, pnl_amount=-0.2, trading_day="2026-06-14", now=now)
|
||||
st2 = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
|
||||
self.assertEqual(st2["daily_loss_count"], 2)
|
||||
self.assertEqual(st2["status"], STATUS_DAILY)
|
||||
self.assertFalse(st2["can_trade"])
|
||||
self.assertIn("日亏损", st2["reason"])
|
||||
|
||||
def test_daily_loss_limit_zero_disables(self):
|
||||
os.environ["RISK_DAILY_LOSS_LIMIT"] = "0"
|
||||
conn = _mem_conn()
|
||||
now = datetime(2026, 6, 14, 12, 0, 0)
|
||||
on_closed_trade_pnl(conn, pnl_amount=-10, trading_day="2026-06-14", now=now)
|
||||
on_closed_trade_pnl(conn, pnl_amount=-10, trading_day="2026-06-14", now=now)
|
||||
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
|
||||
self.assertEqual(st["daily_loss_count"], 0)
|
||||
self.assertEqual(st["daily_loss_limit"], 0)
|
||||
self.assertEqual(st["status"], STATUS_NORMAL)
|
||||
self.assertTrue(st["can_trade"])
|
||||
|
||||
def test_profitable_close_does_not_count_loss(self):
|
||||
conn = _mem_conn()
|
||||
now = datetime(2026, 6, 14, 12, 0, 0)
|
||||
on_closed_trade_pnl(conn, pnl_amount=3.2, trading_day="2026-06-14", now=now)
|
||||
on_closed_trade_pnl(conn, pnl_amount=0, trading_day="2026-06-14", now=now)
|
||||
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
|
||||
self.assertEqual(st["daily_loss_count"], 0)
|
||||
self.assertEqual(st["status"], STATUS_NORMAL)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -0,0 +1,329 @@
|
||||
"""振幅统计核心逻辑单元测试(不打交易所)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from datetime import date, datetime
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from lib.hub.amp_stats_lib import (
|
||||
build_export_csv,
|
||||
compute_amp_stats,
|
||||
compute_day_row,
|
||||
list_settlement_dates,
|
||||
summarize_rows,
|
||||
window_bounds_for_settlement,
|
||||
)
|
||||
|
||||
import httpx
|
||||
|
||||
TZ = ZoneInfo("Asia/Shanghai")
|
||||
|
||||
|
||||
def _bar(ts_ms: int, o: float, h: float, l: float, c: float) -> dict:
|
||||
return {"ts": ts_ms, "o": o, "h": h, "l": l, "c": c}
|
||||
|
||||
|
||||
class AmpStatsLibTests(unittest.TestCase):
|
||||
def test_window_cross_day_22_to_16(self):
|
||||
start, end = window_bounds_for_settlement(date(2026, 7, 22), 22)
|
||||
self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-21 22:00")
|
||||
self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00")
|
||||
|
||||
def test_window_same_day_8_to_16(self):
|
||||
start, end = window_bounds_for_settlement(date(2026, 7, 22), 8)
|
||||
self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-22 08:00")
|
||||
self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00")
|
||||
|
||||
def test_settlement_excludes_incomplete_today(self):
|
||||
now = datetime(2026, 7, 22, 10, 0, tzinfo=TZ)
|
||||
days = list_settlement_dates(sample_days=3, now=now)
|
||||
self.assertEqual(days[0].isoformat(), "2026-07-21")
|
||||
self.assertEqual(len(days), 3)
|
||||
|
||||
def test_settlement_includes_today_after_1600(self):
|
||||
now = datetime(2026, 7, 22, 16, 0, tzinfo=TZ)
|
||||
days = list_settlement_dates(sample_days=1, now=now)
|
||||
self.assertEqual(days[0].isoformat(), "2026-07-22")
|
||||
|
||||
def test_day_row_points(self):
|
||||
# 22:00 D-1 → 16:00 D; O=2000 H=2500 L=1800 C=2100 → up500 down200 amp700
|
||||
settlement = date(2026, 7, 22)
|
||||
start, end = window_bounds_for_settlement(settlement, 22)
|
||||
bar_map = {}
|
||||
t = int(start.timestamp() * 1000)
|
||||
last = int((end.replace(hour=15)).timestamp() * 1000)
|
||||
# first bar
|
||||
bar_map[t] = {"o": 2000.0, "h": 2100.0, "l": 1950.0, "c": 2050.0}
|
||||
cur = t + 3600 * 1000
|
||||
while cur < last:
|
||||
bar_map[cur] = {"o": 2050.0, "h": 2200.0, "l": 1900.0, "c": 2100.0}
|
||||
cur += 3600 * 1000
|
||||
# peak and trough somewhere
|
||||
mid = t + 5 * 3600 * 1000
|
||||
bar_map[mid] = {"o": 2100.0, "h": 2500.0, "l": 1800.0, "c": 2000.0}
|
||||
bar_map[last] = {"o": 2000.0, "h": 2150.0, "l": 1990.0, "c": 2100.0}
|
||||
# fill any missing hours with flat
|
||||
cur = t
|
||||
while cur <= last:
|
||||
if cur not in bar_map:
|
||||
bar_map[cur] = {"o": 2000.0, "h": 2000.0, "l": 2000.0, "c": 2000.0}
|
||||
cur += 3600 * 1000
|
||||
row = compute_day_row(settlement, 22, bar_map)
|
||||
self.assertIsNotNone(row)
|
||||
self.assertEqual(row["open"], 2000.0)
|
||||
self.assertEqual(row["high"], 2500.0)
|
||||
self.assertEqual(row["low"], 1800.0)
|
||||
self.assertEqual(row["up_points"], 500.0)
|
||||
self.assertEqual(row["down_points"], 200.0)
|
||||
self.assertEqual(row["amplitude"], 700.0)
|
||||
self.assertEqual(row["change"], 100.0)
|
||||
|
||||
def test_summary_max_amplitude(self):
|
||||
rows = [
|
||||
{"amplitude": 100, "up_points": 40, "down_points": 60, "change": 10, "settlement_day": "2026-07-01"},
|
||||
{"amplitude": 700, "up_points": 500, "down_points": 200, "change": -5, "settlement_day": "2026-07-02"},
|
||||
{"amplitude": 200, "up_points": 50, "down_points": 150, "change": 20, "settlement_day": "2026-07-03"},
|
||||
]
|
||||
s = summarize_rows(rows)
|
||||
self.assertEqual(s["max_amplitude"], 700)
|
||||
self.assertEqual(s["max_amplitude_day"], "2026-07-02")
|
||||
self.assertEqual(s["max_up_points"], 500)
|
||||
self.assertEqual(s["max_down_points"], 200)
|
||||
self.assertIsNone(s["straddle"])
|
||||
|
||||
def test_long_straddle_stats(self):
|
||||
rows = [
|
||||
# |chg|=40>30 win+10; up=40>30; down=10
|
||||
{"up_points": 40, "down_points": 10, "change": 40, "amplitude": 50, "settlement_day": "2026-07-01"},
|
||||
# |chg|=10 lose-20; up=5; down=35>30
|
||||
{"up_points": 5, "down_points": 35, "change": -10, "amplitude": 40, "settlement_day": "2026-07-02"},
|
||||
# |chg|=30 not >30 lose-30; boundary
|
||||
{"up_points": 30, "down_points": 30, "change": 30, "amplitude": 60, "settlement_day": "2026-07-03"},
|
||||
]
|
||||
s = summarize_rows(rows, straddle_premium=30)
|
||||
st = s["straddle"]
|
||||
self.assertEqual(st["side"], "long_straddle")
|
||||
self.assertEqual(st["premium"], 30)
|
||||
self.assertEqual(st["up_exceed_days"], 1) # only 40
|
||||
self.assertEqual(st["down_exceed_days"], 1) # only 35
|
||||
self.assertEqual(st["abs_change_exceed_days"], 1) # only 40
|
||||
self.assertAlmostEqual(st["pnl_total"], 40 - 30 + 10 - 30 + 30 - 30)
|
||||
self.assertEqual(st["win_days"], 1)
|
||||
self.assertEqual(st["win_ratio"], round(1 / 3, 4))
|
||||
csv_text = build_export_csv(
|
||||
{"exchange": "okx", "symbol_label": "ETH", "summary": s, "rows": rows, "start_hour": 22, "end_hour": 16}
|
||||
)
|
||||
self.assertIn("买跨对照", csv_text)
|
||||
self.assertIn("买跨点数盈亏合计", csv_text)
|
||||
|
||||
def test_take_profit_and_weekend(self):
|
||||
from lib.hub.amp_stats_lib import (
|
||||
enrich_rows_pnl,
|
||||
filter_weekend_rows,
|
||||
reframe_amp_stats,
|
||||
)
|
||||
|
||||
# Sat 2026-07-18, Sun 2026-07-19, Mon 2026-07-20
|
||||
rows = [
|
||||
{
|
||||
"settlement_day": "2026-07-18",
|
||||
"is_weekend": True,
|
||||
"weekday_label": "六",
|
||||
"up_points": 100,
|
||||
"down_points": 10,
|
||||
"change": -5,
|
||||
"amplitude": 110,
|
||||
},
|
||||
{
|
||||
"settlement_day": "2026-07-19",
|
||||
"is_weekend": True,
|
||||
"weekday_label": "日",
|
||||
"up_points": 20,
|
||||
"down_points": 15,
|
||||
"change": 12,
|
||||
"amplitude": 35,
|
||||
},
|
||||
{
|
||||
"settlement_day": "2026-07-20",
|
||||
"is_weekend": False,
|
||||
"weekday_label": "",
|
||||
"up_points": 50,
|
||||
"down_points": 40,
|
||||
"change": 8,
|
||||
"amplitude": 90,
|
||||
},
|
||||
]
|
||||
excl = filter_weekend_rows(rows, "exclude")
|
||||
self.assertEqual(len(excl), 1)
|
||||
self.assertEqual(excl[0]["settlement_day"], "2026-07-20")
|
||||
only = filter_weekend_rows(rows, "only")
|
||||
self.assertEqual(len(only), 2)
|
||||
|
||||
# TP=80: day1 hit → move 80; day2 no → |12|; day3 no → 8
|
||||
enriched = enrich_rows_pnl(rows, straddle_premium=10, take_profit=80)
|
||||
self.assertTrue(enriched[0]["take_profit_hit"])
|
||||
self.assertEqual(enriched[0]["effective_move"], 80)
|
||||
self.assertEqual(enriched[0]["profit"], 70)
|
||||
self.assertFalse(enriched[1]["take_profit_hit"])
|
||||
self.assertEqual(enriched[1]["effective_move"], 12)
|
||||
self.assertEqual(enriched[1]["profit"], 2)
|
||||
# TP empty → use |change|
|
||||
no_tp = enrich_rows_pnl(rows[:1], straddle_premium=10, take_profit=None)
|
||||
self.assertEqual(no_tp[0]["effective_move"], 5)
|
||||
self.assertEqual(no_tp[0]["profit"], -5)
|
||||
|
||||
# TP boundary >= : up=80 counts as hit
|
||||
edge = enrich_rows_pnl(
|
||||
[{"up_points": 80, "down_points": 1, "change": 2, "settlement_day": "2026-07-20", "is_weekend": False}],
|
||||
straddle_premium=10,
|
||||
take_profit=80,
|
||||
)
|
||||
self.assertTrue(edge[0]["take_profit_hit"])
|
||||
self.assertEqual(edge[0]["profit"], 70)
|
||||
|
||||
reframed = reframe_amp_stats(
|
||||
rows_all=rows,
|
||||
symbol="eth",
|
||||
weekend_filter="exclude",
|
||||
straddle_premium=10,
|
||||
take_profit=80,
|
||||
)
|
||||
self.assertEqual(reframed["summary"]["sample_count"], 1)
|
||||
# Mon: 未触达止盈 → |8|-10
|
||||
self.assertEqual(reframed["rows"][0]["profit"], -2)
|
||||
self.assertIn("收益", build_export_csv(reframed))
|
||||
|
||||
def test_fetch_switches_to_history_endpoint(self):
|
||||
"""近期接口到头后应切 history 续拉."""
|
||||
from lib.hub.amp_stats_lib import fetch_okx_candles
|
||||
|
||||
calls: list[str] = []
|
||||
|
||||
class FakeResp:
|
||||
def __init__(self, data, url="https://x", status_code=200):
|
||||
self._data = data
|
||||
self.status_code = status_code
|
||||
self.url = url
|
||||
self.request = httpx.Request("GET", url)
|
||||
|
||||
def raise_for_status(self):
|
||||
if self.status_code >= 400:
|
||||
raise httpx.HTTPStatusError(
|
||||
"err", request=self.request, response=self
|
||||
)
|
||||
|
||||
def json(self):
|
||||
return {"code": "0", "data": self._data}
|
||||
|
||||
class FakeClient:
|
||||
def get(self, url, params=None):
|
||||
calls.append(url)
|
||||
after = (params or {}).get("after")
|
||||
# recent: only 2 pages then empty; history continues
|
||||
if "history" not in url:
|
||||
if after is None:
|
||||
return FakeResp([["2000", "1", "2", "0.5", "1.5"], ["1900", "1", "2", "0.5", "1.5"]], url=url)
|
||||
if after == "1900":
|
||||
return FakeResp([], url=url) # recent exhausted
|
||||
return FakeResp([], url=url)
|
||||
# history
|
||||
if after == "1900":
|
||||
return FakeResp([["1800", "1", "2", "0.5", "1.5"], ["1000", "1", "2", "0.5", "1.5"]], url=url)
|
||||
return FakeResp([], url=url)
|
||||
|
||||
def close(self):
|
||||
return None
|
||||
|
||||
bars = fetch_okx_candles(
|
||||
url="https://www.okx.com/api/v5/market/index-candles",
|
||||
history_url="https://www.okx.com/api/v5/market/history-index-candles",
|
||||
inst_id="ETH-USD",
|
||||
since_ms=1000,
|
||||
until_ms=3000,
|
||||
client=FakeClient(),
|
||||
max_pages=10,
|
||||
page_pause_sec=0,
|
||||
history_page_pause_sec=0,
|
||||
)
|
||||
self.assertTrue(any("history-index-candles" in u for u in calls))
|
||||
self.assertGreaterEqual(len(bars), 3)
|
||||
self.assertEqual(bars[0]["ts"], 1000)
|
||||
|
||||
def test_fetch_retries_on_429(self):
|
||||
from lib.hub.amp_stats_lib import fetch_okx_candles
|
||||
import httpx as _httpx
|
||||
|
||||
hits = {"n": 0}
|
||||
|
||||
class FakeResp:
|
||||
def __init__(self, status_code, data=None):
|
||||
self.status_code = status_code
|
||||
self.url = "https://www.okx.com/api/v5/market/history-candles"
|
||||
self.request = _httpx.Request("GET", self.url)
|
||||
self._data = data or []
|
||||
|
||||
def raise_for_status(self):
|
||||
if self.status_code >= 400:
|
||||
raise _httpx.HTTPStatusError("429", request=self.request, response=self)
|
||||
|
||||
def json(self):
|
||||
return {"code": "0", "data": self._data}
|
||||
|
||||
class FakeClient:
|
||||
def get(self, url, params=None):
|
||||
hits["n"] += 1
|
||||
if hits["n"] < 3:
|
||||
return FakeResp(429)
|
||||
return FakeResp(200, [["1000", "1", "2", "0.5", "1.5"]])
|
||||
|
||||
def close(self):
|
||||
return None
|
||||
|
||||
bars = fetch_okx_candles(
|
||||
url="https://www.okx.com/api/v5/market/candles",
|
||||
history_url=None,
|
||||
inst_id="ETH-USDT-SWAP",
|
||||
since_ms=1000,
|
||||
until_ms=2000,
|
||||
client=FakeClient(),
|
||||
max_pages=3,
|
||||
page_pause_sec=0,
|
||||
history_page_pause_sec=0,
|
||||
)
|
||||
self.assertGreaterEqual(hits["n"], 3)
|
||||
self.assertEqual(len(bars), 1)
|
||||
|
||||
def test_compute_with_mock_fetch(self):
|
||||
now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ)
|
||||
|
||||
def fetch_fn(*, inst_id, since_ms, until_ms):
|
||||
bars = []
|
||||
t = since_ms - (since_ms % (3600 * 1000))
|
||||
while t <= until_ms:
|
||||
# synthetic: open 2000, one spike day
|
||||
o = 2000.0
|
||||
h = 2500.0 if t == since_ms + 5 * 3600 * 1000 else 2050.0
|
||||
l = 1800.0 if t == since_ms + 5 * 3600 * 1000 else 1950.0
|
||||
c = 2020.0
|
||||
bars.append(_bar(t, o, h, l, c))
|
||||
t += 3600 * 1000
|
||||
return bars
|
||||
|
||||
result = compute_amp_stats(
|
||||
symbol="eth",
|
||||
start_hour=16,
|
||||
period="custom",
|
||||
custom_days=7,
|
||||
now=now,
|
||||
fetch_fn=fetch_fn,
|
||||
)
|
||||
self.assertTrue(result["ok"])
|
||||
self.assertEqual(result["exchange"], "okx")
|
||||
self.assertGreaterEqual(result["summary"]["sample_count"], 1)
|
||||
csv_text = build_export_csv(result)
|
||||
self.assertIn("最大振幅", csv_text)
|
||||
self.assertIn("日表明细", csv_text)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,97 @@
|
||||
"""hub_ai:期权持仓进教练上下文 + 执行手册摘要."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from hub_ai.context import (
|
||||
format_chat_context_for_chat,
|
||||
format_chat_context_slim,
|
||||
format_chat_position_overview,
|
||||
)
|
||||
from hub_ai.playbook_brief import format_playbook_brief_for_chat
|
||||
from hub_ai.prompts import build_chat_user_prompt
|
||||
|
||||
|
||||
def _sample_payload():
|
||||
return {
|
||||
"totals": {
|
||||
"trading_day": "2026-07-22",
|
||||
"total_pnl_u": 0,
|
||||
"closed_count": 0,
|
||||
"win_count": 0,
|
||||
"loss_count": 0,
|
||||
"float_pnl_u": 1.25,
|
||||
"open_position_count": 1,
|
||||
"options_open_position_count": 1,
|
||||
"perpetual_open_position_count": 0,
|
||||
},
|
||||
"accounts": [
|
||||
{
|
||||
"name": "OKX_趋势",
|
||||
"key": "okx",
|
||||
"status": "已监控",
|
||||
"open_position_count": 1,
|
||||
"options_open_position_count": 1,
|
||||
"float_pnl_u": 1.25,
|
||||
"funding_usdt": 100,
|
||||
"trading_usdt": 50,
|
||||
"trade_stats": {"total_pnl_u": 0, "closed_count": 0, "win_count": 0, "loss_count": 0},
|
||||
"positions": [],
|
||||
"trades": [],
|
||||
"monitor_lines": {},
|
||||
"options_snapshot": {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"positions": [
|
||||
{
|
||||
"inst_id": "ETH-USD-260723-3500-C",
|
||||
"opt_type": "C",
|
||||
"pos": 1,
|
||||
"premium_paid": 8.5,
|
||||
"source_label": "纯期权",
|
||||
"source": "option",
|
||||
"upl": 1.25,
|
||||
"target_monitor_text": "目标 3600",
|
||||
}
|
||||
],
|
||||
},
|
||||
}
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
class HubAiOptionsPlaybookTests(unittest.TestCase):
|
||||
def test_chat_slim_includes_options_line(self):
|
||||
text = format_chat_context_slim(_sample_payload())
|
||||
self.assertIn("期权 ETH-USD-260723-3500-C Call", text)
|
||||
self.assertIn("永续0/期权1", text)
|
||||
self.assertIn("权利金8.5U", text)
|
||||
|
||||
def test_overview_lists_options(self):
|
||||
text = format_chat_position_overview(_sample_payload())
|
||||
self.assertIn("期权1", text)
|
||||
self.assertIn("ETH-USD-260723-3500-C", text)
|
||||
|
||||
def test_chat_bundle_keeps_options(self):
|
||||
text = format_chat_context_for_chat(_sample_payload(), max_chars=8000)
|
||||
self.assertIn("ETH-USD-260723-3500-C", text)
|
||||
self.assertIn("期权", text)
|
||||
|
||||
def test_playbook_brief_injected(self):
|
||||
brief = format_playbook_brief_for_chat()
|
||||
self.assertIn("执行手册", brief)
|
||||
self.assertIn("OKX", brief)
|
||||
self.assertIn("不手动平仓", brief)
|
||||
prompt = build_chat_user_prompt(
|
||||
context_text="快照",
|
||||
trading_day="2026-07-22",
|
||||
summary_excerpt="",
|
||||
user_message="今天怎么样",
|
||||
playbook_brief=brief,
|
||||
)
|
||||
self.assertIn("用户策略执行手册", prompt)
|
||||
self.assertIn("不手动平仓", prompt)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,82 @@
|
||||
"""策略对比仓位与情景测算."""
|
||||
from __future__ import annotations
|
||||
|
||||
from lib.hub.hub_compare_lib import run_compare
|
||||
|
||||
|
||||
def test_long_eth_realistic_asks():
|
||||
out = run_compare(
|
||||
{
|
||||
"base": "ETH",
|
||||
"direction": "long",
|
||||
"entry": 3500,
|
||||
"sl": 3400,
|
||||
"tp": 3700,
|
||||
"risk_u": 10,
|
||||
"option": {"opt_type": "C", "strike": 3600, "ask": 50},
|
||||
"hedge": {
|
||||
"main": {"opt_type": "C", "strike": 3600, "ask": 50},
|
||||
"side": {"opt_type": "P", "strike": 3400, "ask": 30},
|
||||
},
|
||||
}
|
||||
)
|
||||
assert out["ok"] is True
|
||||
perp = out["perp"]
|
||||
# 每张止损 = 100 * 0.01 = 1U → 10 张
|
||||
assert perp["sheets"] == 10
|
||||
assert abs(perp["path_b_sl"] + 10) < 1e-6
|
||||
assert perp["path_a_tp"] > 0
|
||||
assert perp["path_c_realized"] == perp["path_b_sl"]
|
||||
assert perp["path_c_missed"] == perp["path_a_tp"]
|
||||
|
||||
opt = out["option"]
|
||||
assert opt["ok"] is True
|
||||
# unit = 50 * 0.01 = 0.5U → 20 张, premium = 10
|
||||
assert opt["sheets"] == 20
|
||||
assert abs(opt["premium_u"] - 10) < 1e-6
|
||||
assert abs(opt["path_b_worst"] + 10) < 1e-6
|
||||
# at TP 3700, call 3600 intrinsic = 100 * 20 * 0.01 = 20, pnl = 20-10 = 10
|
||||
assert abs(opt["path_a_tp"] - 10) < 1e-6
|
||||
assert abs(opt["path_c_hold_to_tp"] - opt["path_a_tp"]) < 1e-6
|
||||
|
||||
hedge = out["hedge"]
|
||||
assert hedge["ok"] is True
|
||||
# main budget 7, unit 0.5 → 14 sheets; side budget 3, unit 0.3 → 10 sheets
|
||||
assert hedge["main"]["sheets"] == 14
|
||||
assert hedge["side"]["sheets"] == 10
|
||||
assert out["recommend"]["choice"] in ("合约", "单期权", "期期对冲")
|
||||
|
||||
|
||||
def test_short_validation():
|
||||
bad = run_compare(
|
||||
{
|
||||
"base": "ETH",
|
||||
"direction": "short",
|
||||
"entry": 3500,
|
||||
"sl": 3400,
|
||||
"tp": 3300,
|
||||
"risk_u": 10,
|
||||
}
|
||||
)
|
||||
assert bad["ok"] is False
|
||||
|
||||
|
||||
def test_recommend_has_bullets():
|
||||
out = run_compare(
|
||||
{
|
||||
"base": "ETH",
|
||||
"direction": "long",
|
||||
"entry": 3500,
|
||||
"sl": 3490,
|
||||
"tp": 3520,
|
||||
"risk_u": 10,
|
||||
"option": {"opt_type": "C", "strike": 3500, "ask": 20},
|
||||
"hedge": {
|
||||
"main": {"opt_type": "C", "strike": 3500, "ask": 20},
|
||||
"side": {"opt_type": "P", "strike": 3480, "ask": 15},
|
||||
},
|
||||
}
|
||||
)
|
||||
assert out["ok"] is True
|
||||
assert out["recommend"]["choice"]
|
||||
assert len(out["recommend"]["bullets"]) == 3
|
||||
@@ -0,0 +1,69 @@
|
||||
"""期权档案缓存 upsert / 列表 / 日历."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
|
||||
from lib.hub.hub_options_archive_lib import (
|
||||
init_options_archive_db,
|
||||
list_archive_options_calendar,
|
||||
list_daily_options_trades,
|
||||
upsert_options_trades_cache,
|
||||
)
|
||||
|
||||
|
||||
class TestHubOptionsArchive(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self._td = tempfile.TemporaryDirectory()
|
||||
self.db = Path(self._td.name) / "hub_symbol_archive.db"
|
||||
init_options_archive_db(self.db)
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self._td.cleanup()
|
||||
|
||||
def test_upsert_and_list_daily(self) -> None:
|
||||
trades = [
|
||||
{
|
||||
"history_key": "local_opt:1",
|
||||
"source_type": "option_spot",
|
||||
"source_label": "纯期权",
|
||||
"underlying": "ETH",
|
||||
"inst_id": "ETH-USD-250725-3200-C",
|
||||
"opt_type": "C",
|
||||
"opened_at": "2026-07-20 10:00:00",
|
||||
"closed_at": "2026-07-20 16:00:00",
|
||||
"hold_seconds": 21600,
|
||||
"realized_pnl_total": 12.5,
|
||||
"premium_paid": 8.0,
|
||||
"reviewed": True,
|
||||
"strategy_tag": "假突破",
|
||||
},
|
||||
{
|
||||
"history_key": "local_opt:2",
|
||||
"source_type": "option_spot",
|
||||
"underlying": "ETH",
|
||||
"opened_at": "2026-07-19 10:00:00",
|
||||
"closed_at": "2026-07-19 12:00:00",
|
||||
"realized_pnl_total": -3.0,
|
||||
"excluded_as_hedge_leg": 1,
|
||||
},
|
||||
]
|
||||
r = upsert_options_trades_cache("okx", trades, db_path=self.db)
|
||||
self.assertEqual(r["upserted"], 1)
|
||||
payload = list_daily_options_trades(
|
||||
"2026-07-20",
|
||||
period="today",
|
||||
db_path=self.db,
|
||||
)
|
||||
self.assertEqual(len(payload["trades"]), 1)
|
||||
self.assertEqual(payload["trades"][0]["history_key"], "local_opt:1")
|
||||
self.assertAlmostEqual(payload["stats"]["pnl_total"], 12.5)
|
||||
cal = list_archive_options_calendar(2026, 7, db_path=self.db)
|
||||
self.assertIn("2026-07-20", cal["days"])
|
||||
self.assertEqual(cal["days"]["2026-07-20"]["open_count"], 1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,136 @@
|
||||
"""hub_perp_options_calc_lib 永期对冲测算."""
|
||||
|
||||
import unittest
|
||||
|
||||
from lib.hub.hub_perp_options_calc_lib import (
|
||||
calc_perp_options,
|
||||
calc_perp_options_hedge,
|
||||
calc_perp_options_points,
|
||||
)
|
||||
|
||||
|
||||
class HubPerpOptionsCalcTests(unittest.TestCase):
|
||||
def test_example_1800_50_15_100(self):
|
||||
data, err = calc_perp_options_hedge(
|
||||
base="ETH",
|
||||
spot=1800,
|
||||
capital_usdt=3000,
|
||||
target_profit_u=15,
|
||||
move_mode="points",
|
||||
move_value=50,
|
||||
perp_leverage=10,
|
||||
option_leverage=100,
|
||||
ct_mult=0.01,
|
||||
)
|
||||
self.assertIsNone(err)
|
||||
assert data is not None
|
||||
self.assertEqual(data["prem_per_coin"], 18.0)
|
||||
self.assertEqual(data["perp_gross_u"], 50.0)
|
||||
# fee = (1800+1850)*0.0005 = 1.825
|
||||
self.assertAlmostEqual(data["perp_fee_u"], 1.825, places=6)
|
||||
self.assertAlmostEqual(data["premium_budget_u"], 33.175, places=6)
|
||||
self.assertAlmostEqual(data["opt_coins"], 33.175 / 18.0, places=6)
|
||||
self.assertAlmostEqual(data["opt_sheets"], data["opt_coins"] / 0.01, places=4)
|
||||
self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=6)
|
||||
# B: opt_net = coins*50 - coins*18 = coins*32; portfolio = opt_net - 50
|
||||
coins = data["opt_coins"]
|
||||
self.assertAlmostEqual(data["case_b"]["opt_net_u"], coins * 32.0, places=6)
|
||||
self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], coins * 32.0 - 50.0, places=6)
|
||||
self.assertAlmostEqual(data["perp_margin_u"], 180.0, places=6)
|
||||
self.assertTrue(data["capital_ok"])
|
||||
|
||||
def test_pct_mode(self):
|
||||
data, err = calc_perp_options_hedge(
|
||||
base="BTC",
|
||||
spot=100000,
|
||||
capital_usdt=5000,
|
||||
target_profit_u=100,
|
||||
move_mode="pct",
|
||||
move_value=1,
|
||||
perp_leverage=5,
|
||||
option_leverage=50,
|
||||
ct_mult=0.01,
|
||||
)
|
||||
self.assertIsNone(err)
|
||||
assert data is not None
|
||||
self.assertAlmostEqual(data["move_points"], 1000.0, places=6)
|
||||
self.assertAlmostEqual(data["perp_gross_u"], 1000.0, places=6)
|
||||
self.assertAlmostEqual(data["prem_per_coin"], 2000.0, places=6)
|
||||
|
||||
def test_budget_too_small(self):
|
||||
data, err = calc_perp_options_hedge(
|
||||
base="ETH",
|
||||
spot=1800,
|
||||
capital_usdt=3000,
|
||||
target_profit_u=60,
|
||||
move_mode="points",
|
||||
move_value=50,
|
||||
perp_leverage=10,
|
||||
option_leverage=100,
|
||||
)
|
||||
self.assertIsNone(data)
|
||||
self.assertIn("无法开期权", err or "")
|
||||
|
||||
def test_bad_base(self):
|
||||
data, err = calc_perp_options_hedge(
|
||||
base="SOL",
|
||||
spot=100,
|
||||
capital_usdt=1000,
|
||||
target_profit_u=10,
|
||||
move_mode="points",
|
||||
move_value=5,
|
||||
perp_leverage=5,
|
||||
option_leverage=20,
|
||||
)
|
||||
self.assertIsNone(data)
|
||||
self.assertIsNotNone(err)
|
||||
|
||||
def test_points_ratio_1_to_2(self):
|
||||
# spot=1800, optLev=100 → prem/coin=18; ratio 1:2 → opt=2, premium=36
|
||||
# A: move = (15+36+2*1800*0.0005)/(1-0.0005) = (51+1.8)/0.9995
|
||||
data, err = calc_perp_options_points(
|
||||
base="ETH",
|
||||
spot=1800,
|
||||
capital_usdt=3000,
|
||||
target_profit_u=15,
|
||||
perp_leverage=10,
|
||||
option_leverage=100,
|
||||
ratio_perp=1,
|
||||
ratio_opt=2,
|
||||
ct_mult=0.01,
|
||||
)
|
||||
self.assertIsNone(err)
|
||||
assert data is not None
|
||||
self.assertEqual(data["calc_mode"], "points")
|
||||
self.assertEqual(data["opt_coins"], 2.0)
|
||||
self.assertEqual(data["premium_total_u"], 36.0)
|
||||
expect_a = (15 + 36 + 2 * 1800 * 0.0005) / 0.9995
|
||||
self.assertAlmostEqual(data["case_a"]["move_points"], expect_a, places=6)
|
||||
self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=5)
|
||||
# 期权净利=目标: (15+36)/2 = 25.5
|
||||
self.assertAlmostEqual(data["case_b"]["move_points_opt_net"], 25.5, places=6)
|
||||
self.assertAlmostEqual(data["case_b"]["opt_net_u"], 15.0, places=6)
|
||||
# 组合净利=目标: (15+36)/(2-1) = 51
|
||||
self.assertAlmostEqual(data["case_b"]["move_points_portfolio"], 51.0, places=6)
|
||||
self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], 15.0, places=6)
|
||||
|
||||
def test_points_ratio_1_to_1_no_portfolio(self):
|
||||
data, err = calc_perp_options(
|
||||
calc_mode="points",
|
||||
base="ETH",
|
||||
spot=1800,
|
||||
capital_usdt=3000,
|
||||
target_profit_u=15,
|
||||
perp_leverage=10,
|
||||
option_leverage=100,
|
||||
ratio_perp=1,
|
||||
ratio_opt=1,
|
||||
)
|
||||
self.assertIsNone(err)
|
||||
assert data is not None
|
||||
self.assertIsNone(data["case_b"]["move_points_portfolio"])
|
||||
self.assertIsNotNone(data["case_b"]["portfolio_error"])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -12,10 +12,19 @@ from lib.hub.hub_strategy_lib import (
|
||||
|
||||
|
||||
class TestHubStrategyLib(unittest.TestCase):
|
||||
def test_meta_has_three_exchanges(self):
|
||||
def test_meta_has_playbook_and_exchanges(self):
|
||||
meta = strategy_meta_payload()
|
||||
keys = [x["key"] for x in meta["exchanges"]]
|
||||
self.assertEqual(keys, ["binance", "okx", "gate"])
|
||||
self.assertEqual(keys, ["playbook", "binance", "okx", "gate"])
|
||||
|
||||
def test_load_playbook_payload(self):
|
||||
p = load_strategy_payload("playbook")
|
||||
self.assertTrue(p["ok"])
|
||||
self.assertEqual(p["label"], "执行手册")
|
||||
self.assertIn("交易执行手册", p["md_source"])
|
||||
self.assertIn("strategy_html", p)
|
||||
self.assertIn("<h2", p["strategy_html"].lower())
|
||||
self.assertIn("总原则", p["strategy_html"])
|
||||
|
||||
def test_load_binance_payload(self):
|
||||
p = load_strategy_payload("binance")
|
||||
|
||||
@@ -21,6 +21,19 @@ class TestInstanceDisplayPrefs(unittest.TestCase):
|
||||
prefs = normalize_display_prefs({"show_nav_stats": False})
|
||||
self.assertFalse(tab_allowed("stats", prefs))
|
||||
self.assertTrue(tab_allowed("trade", prefs))
|
||||
self.assertTrue(tab_allowed("key_monitor", prefs))
|
||||
|
||||
def test_key_monitor_and_trade_nav_can_hide(self):
|
||||
prefs = normalize_display_prefs(
|
||||
{"show_nav_key_monitor": False, "show_nav_trade": False}
|
||||
)
|
||||
self.assertFalse(tab_allowed("key_monitor", prefs))
|
||||
self.assertFalse(tab_allowed("trade", prefs))
|
||||
on = normalize_display_prefs({})
|
||||
self.assertTrue(on["show_nav_key_monitor"])
|
||||
self.assertTrue(on["show_nav_trade"])
|
||||
self.assertTrue(tab_allowed("key_monitor", on))
|
||||
self.assertTrue(tab_allowed("trade", on))
|
||||
|
||||
def test_dashboard_nav_default_off(self):
|
||||
prefs = normalize_display_prefs({})
|
||||
|
||||
@@ -0,0 +1,16 @@
|
||||
"""按可用余额打满:min(余额, 单笔预算)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from lib.options.options_pricing_lib import resolve_budget_full_usdc
|
||||
|
||||
|
||||
def test_balance_above_budget_uses_budget():
|
||||
assert resolve_budget_full_usdc(100.0, 10.0) == 10.0
|
||||
|
||||
|
||||
def test_balance_below_budget_uses_balance():
|
||||
assert resolve_budget_full_usdc(5.0, 10.0) == 5.0
|
||||
|
||||
|
||||
def test_balance_equals_budget():
|
||||
assert resolve_budget_full_usdc(10.0, 10.0) == 10.0
|
||||
@@ -0,0 +1,48 @@
|
||||
"""期权开平仓微信文案."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from lib.options.options_notify_lib import (
|
||||
build_options_close_message,
|
||||
build_options_open_message,
|
||||
)
|
||||
|
||||
|
||||
class TestOptionsNotify(unittest.TestCase):
|
||||
def test_open_close_messages(self) -> None:
|
||||
open_msg = build_options_open_message(
|
||||
account_label="OKX期权",
|
||||
inst_id="ETH-USD-250725-3200-C",
|
||||
underlying="ETH",
|
||||
opt_type="C",
|
||||
sheets=2,
|
||||
premium_paid=8.5,
|
||||
open_quote=0.01,
|
||||
target_index=3400,
|
||||
signal_note="假突破",
|
||||
trade_id=12,
|
||||
)
|
||||
self.assertIn("【OKX期权·开仓】", open_msg)
|
||||
self.assertIn("ETH-USD-250725-3200-C", open_msg)
|
||||
self.assertIn("目标指数:3400", open_msg)
|
||||
|
||||
close_msg = build_options_close_message(
|
||||
account_label="OKX期权",
|
||||
inst_id="ETH-USD-250725-3200-C",
|
||||
reason="手动平仓",
|
||||
underlying="ETH",
|
||||
opt_type="C",
|
||||
sheets=2,
|
||||
premium_paid=8.5,
|
||||
premium_received=12.0,
|
||||
realized_pnl=3.5,
|
||||
)
|
||||
self.assertIn("【OKX期权·平仓】", close_msg)
|
||||
self.assertIn("手动平仓", close_msg)
|
||||
self.assertIn("3.5000", close_msg)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user