dekun
f7bac11694
Env POSITION_SIZING_MODE switches risk vs full-margin (available*buffer, BTC/ETH 10x). Blocks trend/roll/key auto opens in full margin, purges breakout/fib monitors with WeChat notice, keeps RR check and initial SL snapshot for records. Co-authored-by: Cursor <cursoragent@cursor.com>
198 lines
7.5 KiB
Python
198 lines
7.5 KiB
Python
#!/usr/bin/env python3
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"""一次性：为 okx/gate/gate_bot 注入与 binance 一致的计仓模式补丁（已 patch 过则跳过）。"""
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from __future__ import annotations
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import re
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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IMPORT_BLOCK = '''from position_sizing_lib import (
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OPEN_SOURCE_KEY_AUTO,
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OPEN_SOURCE_MANUAL,
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assert_open_source_allowed,
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compute_full_margin_sizing,
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full_margin_requires_flat_position,
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is_full_margin_mode,
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leverage_for_full_margin,
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load_position_sizing_mode,
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mode_label_zh,
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)
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from key_monitor_full_margin_lib import (
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monitor_type_disallowed_in_full_margin,
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purge_disallowed_key_monitors,
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)
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'''
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ENV_LINE = (
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"# 计仓模式：risk=以损定仓（默认）；full_margin=合约可用×比例全仓杠杆（仅 env 切换，须无仓）\n"
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"POSITION_SIZING_MODE = load_position_sizing_mode()\n"
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)
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PURGE_FN = '''
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def _purge_key_monitors_if_full_margin():
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if not is_full_margin_mode(POSITION_SIZING_MODE):
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return
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conn = get_db()
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try:
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cancel = globals().get("_cancel_fib_monitor_limit")
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if not callable(cancel):
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cancel = lambda _row: None
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purge_disallowed_key_monitors(
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conn,
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sizing_mode=POSITION_SIZING_MODE,
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select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
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cancel_fib_limit=cancel,
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delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
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send_wechat=send_wechat_msg,
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)
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conn.commit()
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except Exception as e:
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print(f"[full_margin] purge key monitors: {e}", flush=True)
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finally:
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conn.close()
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'''
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MARKET_OPEN_GUARD = ''' ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
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if not ok_src:
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return False, src_msg, None
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'''
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ADD_KEY_GUARD = ''' if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
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flash(
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"全仓杠杆模式下不可添加箱体/收敛突破或斐波监控；"
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"请改用阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
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)
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return redirect("/key_monitor")
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'''
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TEMPLATE_RULE = ''' <div class="rule-tip">
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计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
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{% if position_sizing_mode == 'full_margin' %}
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｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
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{% else %}
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｜以损定仓：风险 {{ risk_percent }}%
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{% endif %}
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｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
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</div>'''
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APPS = [
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("crypto_monitor_okx", 4, "_market_open_for_key_monitor", True),
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("crypto_monitor_gate", 2, "_market_open_for_key_monitor", True),
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("crypto_monitor_gate_bot", 4, None, False),
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]
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def patch_app(app_dir: str, funds_dec: int, market_fn: str | None, has_fib: bool):
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path = ROOT / app_dir / "app.py"
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text = path.read_text(encoding="utf-8")
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if "POSITION_SIZING_MODE" in text:
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print(f"SKIP {app_dir}/app.py (already patched)")
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return
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if "from position_sizing_lib import" not in text:
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anchor = "from key_monitor_lib import ("
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if anchor not in text:
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anchor = "from form_submit_lib import"
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text = text.replace(
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anchor,
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IMPORT_BLOCK + "\n" + anchor,
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1,
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)
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else:
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text = text.replace(anchor, IMPORT_BLOCK + anchor, 1)
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if "POSITION_SIZING_MODE = load_position_sizing_mode()" not in text:
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text = text.replace(
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"AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n",
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"AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n" + ENV_LINE,
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1,
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)
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if "_purge_key_monitors_if_full_margin" not in text:
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text = text.replace("init_db()\n\n\ndef get_db():", "init_db()" + PURGE_FN + "\ndef get_db():", 1)
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text = text.replace(
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"install_strategy_trend(app,",
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"_purge_key_monitors_if_full_margin()\n\ninstall_strategy_trend(app,",
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1,
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)
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if market_fn and MARKET_OPEN_GUARD.strip() not in text:
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text = text.replace(
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f"def {market_fn}(\n",
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f"def {market_fn}(\n",
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1,
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)
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text = text.replace(
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' """\n 与手动',
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MARKET_OPEN_GUARD + ' """\n 与手动',
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1,
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)
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# fallback: after docstring closing
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if MARKET_OPEN_GUARD.strip() not in text:
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pat = rf"(def {market_fn}\([^)]+\):\s*\n\s*\"\"\"[^\"\"]*\"\"\"\s*\n)"
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text = re.sub(pat, r"\1" + MARKET_OPEN_GUARD, text, count=1)
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if has_fib and ADD_KEY_GUARD.strip() not in text:
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text = text.replace(
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' if mt not in allowed_types:',
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ADD_KEY_GUARD + ' if mt not in allowed_types:',
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1,
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) if "if mt not in allowed_types:" in text else text.replace(
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' rank, total = _daily_volume_rank(symbol)',
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ADD_KEY_GUARD + ' rank, total = _daily_volume_rank(symbol)',
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1,
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)
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# render_template risk_percent= add template vars
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if "position_sizing_mode=POSITION_SIZING_MODE" not in text:
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text = text.replace(
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"risk_percent=RISK_PERCENT,\n",
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"risk_percent=RISK_PERCENT,\n"
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" position_sizing_mode=POSITION_SIZING_MODE,\n"
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" position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),\n"
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" open_position_button_label=(\n"
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' "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"\n'
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" ),\n",
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1,
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)
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path.write_text(text, encoding="utf-8")
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print(f"DONE {app_dir}/app.py (partial — verify add_order block manually if needed)")
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def patch_template(app_dir: str):
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tpl = ROOT / app_dir / "templates" / "index.html"
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if not tpl.exists():
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return
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text = tpl.read_text(encoding="utf-8")
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if "position_sizing_mode_label" in text:
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print(f"SKIP {tpl}")
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return
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old = re.search(
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r'<div class="rule-tip">\s*以损定仓：风险 \{\{ risk_percent \}\}%.*?</div>',
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text,
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re.S,
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)
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if old:
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text = text[: old.start()] + TEMPLATE_RULE + text[old.end() :]
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text = text.replace(
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'<button type="submit">开仓（以损定仓）</button>',
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'<button type="submit">{{ open_position_button_label }}</button>',
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)
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text = text.replace(
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'<input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">',
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'{% if position_sizing_mode != \'full_margin\' %}\n'
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' <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">\n'
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' {% endif %}',
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1,
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)
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tpl.write_text(text, encoding="utf-8")
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print(f"DONE {tpl}")
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def main():
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for app_dir, funds, mfn, fib in APPS:
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patch_app(app_dir, funds, mfn, fib)
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patch_template(app_dir)
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if __name__ == "__main__":
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main()
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