dekun
a1bf760a28
盈利腿触发改为盈利金额/总权利金；亏损腿残值20%仍相对该合约自身权利金。 Co-authored-by: Cursor <cursoragent@cursor.com>
217 lines
7.6 KiB
Python
217 lines
7.6 KiB
Python
"""对冲计划企业微信推送(起止必发,幂等落库标记)."""
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from __future__ import annotations
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from typing import Any, Callable, Optional
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from lib.hedge_plan.hedge_plan_db import update_plan
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def _fmt(v: Any, d: int = 2) -> str:
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try:
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if v is None or v == "":
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return "—"
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return f"{float(v):.{d}f}"
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except (TypeError, ValueError):
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return str(v)
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def _type_label(plan_type: str) -> str:
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return "永期对冲" if (plan_type or "") == "perp_options" else "期期对冲"
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def _dir_label(direction: str) -> str:
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d = (direction or "").lower()
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if d == "long":
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return "做多"
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if d == "short":
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return "做空"
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return "—"
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def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[str, Any]]] = None) -> str:
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pt = plan.get("plan_type") or ""
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lines = [
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f"🟢 对冲计划启动 #{plan.get('id')}",
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f"📌 类型:{_type_label(pt)}",
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f"🪙 标的:{plan.get('underlying') or '—'}",
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]
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if pt == "perp_options":
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lines.extend(
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[
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f"📈 方向:{_dir_label(plan.get('direction') or '')}",
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f"💵 开仓参考:{_fmt(plan.get('entry_mark'))}",
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f"🎯 止盈:{_fmt(plan.get('tp'))}｜止损:{_fmt(plan.get('sl'))}",
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f"📦 永续张数:{_fmt(plan.get('perp_size'), 4)}｜杠杆:{_fmt(plan.get('leverage'), 0)}x",
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f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
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]
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)
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else:
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rr = plan.get("profit_rr")
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if rr not in (None, ""):
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lines.extend(
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[
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f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
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f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
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]
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)
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else:
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lines.extend(
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[
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f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
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f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
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f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
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]
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)
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if legs:
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for leg in legs:
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role = leg.get("leg_role") or ""
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if role == "perp":
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lines.append(f"· 永续腿 {leg.get('symbol') or ''} ×{_fmt(leg.get('size'), 4)}")
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else:
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lines.append(
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f"· {role} {(leg.get('opt_type') or '')} K{_fmt(leg.get('strike'), 0)} "
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f"×{_fmt(leg.get('size'), 0)}张 {leg.get('inst_id') or ''}"
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)
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lines.append("📎 独立模块推送,不进普通交易复盘")
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return "\n".join(lines)
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def build_hedge_end_message(plan: dict[str, Any]) -> str:
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reason = plan.get("close_reason") or "—"
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total = plan.get("realized_pnl_total")
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try:
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tv = float(total) if total is not None else None
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except (TypeError, ValueError):
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tv = None
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head = "🔴" if (tv is not None and tv < 0) else "🟢"
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reason_map = {
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"perp_tp": "永续止盈(期权默认不平)",
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"perp_sl": "永续止损(期权强制平)",
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"target_win_leg": "期期已平盈利腿(中间态)",
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"target_up_win_leg": "期期上破·已平盈利腿",
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"target_down_win_leg": "期期下破·已平盈利腿",
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"profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
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"oo_rest_closing": "期期残值平·清亏损腿中",
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"oo_rest_closed": "期期残值平·两腿已平",
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"oo_expiry_loss": "期期到期无盈利·总亏损",
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"oo_expiry_win": "期期到期仍盈利",
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"expiry": "到期收口",
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"manual": "人工结束",
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"partial_fail": "半腿失败收尾",
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"cancelled": "已取消",
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}
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lines = [
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f"{head} 对冲计划结束 #{plan.get('id')}",
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f"📌 类型:{_type_label(plan.get('plan_type') or '')}",
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f"🪙 标的:{plan.get('underlying') or '—'}",
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f"📎 原因:{reason_map.get(reason, reason)}",
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f"💰 合计≈U:{_fmt(total)}",
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f"· 永续分项:{_fmt(plan.get('realized_pnl_perp'))} USDT",
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f"· 期权分项:{_fmt(plan.get('realized_pnl_options'))} USDC(≈U 1:1)",
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f"⏱ 开仓:{plan.get('opened_at') or '—'}｜结束:{plan.get('closed_at') or '—'}",
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]
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return "\n".join(lines)
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def build_hedge_alert_message(
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*,
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title: str,
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plan_id: Any = None,
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detail: str = "",
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) -> str:
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lines = [f"⚠️ 对冲计划告警{(' #' + str(plan_id)) if plan_id else ''}", f"📌 {title}"]
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if detail:
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lines.append(str(detail)[:800])
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return "\n".join(lines)
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def notify_hedge(
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cfg: dict[str, Any],
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content: str,
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) -> bool:
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send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
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if not callable(send):
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return False
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try:
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send(content)
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return True
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except Exception:
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return False
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def notify_plan_start(
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cfg: dict[str, Any],
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conn: Any,
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plan: dict[str, Any],
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legs: Optional[list[dict[str, Any]]] = None,
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) -> bool:
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if int(plan.get("wechat_start_sent") or 0):
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return False
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ok = notify_hedge(cfg, build_hedge_start_message(plan, legs=legs))
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if ok and plan.get("id") is not None:
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update_plan(conn, int(plan["id"]), wechat_start_sent=1)
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plan["wechat_start_sent"] = 1
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return ok
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def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> bool:
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if int(plan.get("wechat_end_sent") or 0):
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return False
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# 中间态 target_win_leg 不算正式结束推送(用告警)
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if (plan.get("close_reason") or "") in (
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"target_win_leg",
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"target_up_win_leg",
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"target_down_win_leg",
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"profit_rr_win_leg",
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"oo_rest_closing",
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) and (plan.get("status") or "") != "closed":
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cr = str(plan.get("close_reason") or "")
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if "profit_rr" in cr:
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side = "盈亏比达标"
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elif "up" in cr:
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side = "上破"
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elif "down" in cr:
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side = "下破"
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else:
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side = "目标"
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mode = (plan.get("oo_close_mode") or "").strip().lower()
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if mode in ("close_all", "全平", "残值平"):
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rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
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else:
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rest_txt = "另一腿到期平(持有至到期结算)"
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rr = plan.get("profit_rr")
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if rr not in (None, ""):
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detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
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else:
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detail = (
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f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
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f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
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)
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notify_hedge(
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cfg,
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build_hedge_alert_message(
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title=f"期期{side}已平盈利腿 · {rest_txt}",
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plan_id=plan.get("id"),
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detail=detail,
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),
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)
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return True
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ok = notify_hedge(cfg, build_hedge_end_message(plan))
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if ok and plan.get("id") is not None:
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update_plan(conn, int(plan["id"]), wechat_end_sent=1)
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plan["wechat_end_sent"] = 1
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return ok
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def notify_partial_fail(cfg: dict[str, Any], *, plan_type: str, msg: str, results: Any = None) -> bool:
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detail = msg
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if results:
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try:
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detail = f"{msg}\n路径结果:{results}"[:800]
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except Exception:
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pass
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return notify_hedge(
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cfg,
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build_hedge_alert_message(title=f"{_type_label(plan_type)}半腿失败", detail=detail),
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)
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