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Python

"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
from __future__ import annotations
import os
import sqlite3
from datetime import datetime, timezone
from typing import Any, Optional
from zoneinfo import ZoneInfo
_APP_TZ = ZoneInfo(
(os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
or "Asia/Shanghai"
)
_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
def options_app_tz() -> ZoneInfo:
return _APP_TZ
def options_app_now_str() -> str:
return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
def ms_to_options_app_str(ms: Any) -> Optional[str]:
"""交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
try:
val = float(ms)
except (TypeError, ValueError):
return None
if val <= 0:
return None
try:
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError, OverflowError):
return None
def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
"""业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
"""把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
except ValueError:
continue
return None
def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
"""一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
"""
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import get_sync_state, set_sync_state
init_options_review_tables(conn)
if get_sync_state(conn, _MIGRATE_FLAG) == "1":
return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
def _shift_table(table: str, cols: tuple[str, ...]) -> int:
try:
rows = conn.execute(
f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
).fetchall()
except sqlite3.Error:
return 0
n = 0
for row in rows:
sets: list[str] = []
vals: list[Any] = []
for col in cols:
old = row[col]
new = utc_wall_clock_to_app_str(old)
if new and str(old or "").strip() != new:
sets.append(f"{col}=?")
vals.append(new)
if not sets:
continue
vals.append(int(row["_rid"]))
conn.execute(
f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
vals,
)
n += 1
return n
trades = 0
try:
from lib.options.options_db import init_options_tables
init_options_tables(conn)
trades = _shift_table("options_trades", ("created_at", "closed_at"))
except Exception:
trades = 0
review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
hidden = _shift_table("options_review_hidden", ("closed_at",))
set_sync_state(conn, _MIGRATE_FLAG, "1")
return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
"""修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
"""
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import set_sync_state
init_options_review_tables(conn)
trades_fixed = 0
review_fixed = 0
try:
from lib.options.options_db import init_options_tables
init_options_tables(conn)
rows = conn.execute(
"""
SELECT id, closed_at, signal_note
FROM options_trades
WHERE status = 'closed'
AND closed_at IS NOT NULL
AND TRIM(closed_at) != ''
"""
).fetchall()
for row in rows:
closed = str(row["closed_at"] or "").strip()
note = str(row["signal_note"] or "").strip()
if options_wall_clock_to_ms(closed) is not None:
continue
if options_wall_clock_to_ms(note) is None:
continue
conn.execute(
"""
UPDATE options_trades
SET closed_at = ?, signal_note = ?
WHERE id = ?
""",
(note, closed, int(row["id"])),
)
trades_fixed += 1
hk = f"local_opt:{int(row['id'])}"
cur = conn.execute(
"""
UPDATE options_review_trades
SET closed_at = ?
WHERE history_key = ?
AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
""",
(note, hk, closed),
)
review_fixed += int(cur.rowcount or 0)
except Exception:
pass
set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
return {"trades": trades_fixed, "review": review_fixed}