dekun
327 lines
12 KiB
Python
327 lines
12 KiB
Python
"""策略交易：Flask 路由注册（顺势加仓 + 趋势回调页）。逻辑在 strategy_*_lib。"""
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from __future__ import annotations
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import os
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from functools import wraps
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from typing import Any, Callable, Optional
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from flask import Flask, flash, jsonify, redirect, request, url_for
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from jinja2 import ChoiceLoader, FileSystemLoader
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from strategy_db import init_strategy_tables
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from strategy_roll_lib import preview_roll
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def install_strategy_trading(app: Flask, repo_root: str, app_module: Any = None, **build_kw) -> None:
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"""在 app.py 末尾调用（login_required 已定义后）。仅注册 POST API；页面由各 app 的 render_main_page 渲染。"""
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from strategy_config import build_strategy_config
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build_kw.pop("render_trend_page", None)
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attach_strategy_templates(app, repo_root)
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cfg = build_strategy_config(app_module, **build_kw)
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register_strategy_trading(app, cfg)
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app.extensions["strategy_roll_cfg"] = cfg
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def attach_strategy_templates(app: Flask, repo_root: str) -> None:
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strat_dir = os.path.join(repo_root, "strategy_templates")
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if not os.path.isdir(strat_dir):
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return
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existing = app.jinja_loader
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loaders = [FileSystemLoader(strat_dir)]
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if existing is not None:
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if isinstance(existing, ChoiceLoader):
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loaders = list(existing.loaders) + loaders
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else:
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loaders.insert(0, existing)
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app.jinja_loader = ChoiceLoader(loaders)
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def register_strategy_trading(app: Flask, cfg: dict[str, Any]) -> None:
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"""cfg 由各市面 app 注入回调（仅 API / DB 差异）。"""
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login_required = cfg["login_required"]
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get_db = cfg["get_db"]
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def _lr(f):
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return login_required(f)
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@_lr
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@app.route("/strategy/roll/preview", methods=["POST"])
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def strategy_roll_preview():
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data = request.get_json(silent=True) or request.form
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err = _roll_preview_response(cfg, data, json_mode=request.is_json)
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if request.is_json:
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return jsonify(err)
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if err.get("ok"):
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flash(
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f"预览：加仓约 {err['preview'].get('add_amount_display', '-')} 张，"
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f"合并均价 {err['preview'].get('avg_entry_after', '-')}，"
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f"触及新止损亏损约 {err['preview'].get('loss_at_sl_usdt', '-')}U"
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)
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else:
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flash(err.get("msg") or "预览失败")
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return redirect(url_for("strategy_trading_page"))
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@_lr
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@app.route("/strategy/roll/execute", methods=["POST"])
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def strategy_roll_execute():
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data = request.form
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try:
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ok, msg = _roll_execute(cfg, data)
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except Exception as e:
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fe = cfg.get("friendly_error")
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msg = fe(e) if callable(fe) else str(e)
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ok = False
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flash(msg)
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return redirect(url_for("strategy_trading_page"))
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# 趋势回调：仍由各市面 app 注册原有路由；导航指向 /strategy/trend
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def _row_to_dict(row) -> dict:
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if row is None:
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return {}
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try:
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return dict(row)
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except Exception:
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return {}
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def _count_active_trends(conn, cfg: dict) -> int:
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fn = cfg.get("count_active_trend_plans")
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if callable(fn):
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return int(fn(conn) or 0)
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try:
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return int(
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conn.execute(
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"SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'"
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).fetchone()[0]
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)
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except Exception:
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return 0
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def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> dict:
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get_db = cfg["get_db"]
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symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
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if not symbol:
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return {"ok": False, "msg": "请选择或填写币种"}
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direction = (data.get("direction") or "long").strip().lower()
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ex_sym = cfg["normalize_exchange_symbol"](symbol)
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conn = get_db()
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init_strategy_tables(conn)
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if _count_active_trends(conn, cfg) > 0:
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conn.close()
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return {"ok": False, "msg": "存在运行中的趋势回调计划，请先结束后再滚仓"}
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mon = _get_active_monitor(conn, cfg, symbol, direction)
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if not mon:
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conn.close()
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return {"ok": False, "msg": "未找到该币种同向的下单监控持仓，请先在「实盘下单」开仓"}
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rg, legs_done = _get_or_create_roll_group_meta(conn, mon)
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conn.close()
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pos = cfg["get_position"](ex_sym, direction)
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qty = float(pos.get("contracts") or 0)
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if qty <= 0:
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return {"ok": False, "msg": "交易所无该方向持仓，无法滚仓"}
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entry = float(pos.get("entry_price") or mon.get("trigger_price") or 0)
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if entry <= 0:
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return {"ok": False, "msg": "无法获取持仓均价"}
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tp0 = float(mon.get("take_profit") or rg.get("initial_take_profit") or 0)
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add_mode = (data.get("add_mode") or "market").strip().lower()
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try:
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new_sl = float(data.get("new_stop_loss") or data.get("sl"))
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risk_pct = float(data.get("risk_percent") or cfg.get("default_risk_percent", 2))
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except (TypeError, ValueError):
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return {"ok": False, "msg": "止损或风险%格式错误"}
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conn_cap = get_db()
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try:
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capital = float(cfg["get_trading_capital_usdt"](conn_cap))
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finally:
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conn_cap.close()
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live = cfg["get_price"](symbol)
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fib_u = fib_l = None
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try:
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if data.get("fib_upper") not in (None, ""):
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fib_u = float(data.get("fib_upper"))
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if data.get("fib_lower") not in (None, ""):
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fib_l = float(data.get("fib_lower"))
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except (TypeError, ValueError):
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return {"ok": False, "msg": "斐波上沿/下沿格式错误"}
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preview, err = preview_roll(
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direction=direction,
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symbol=symbol,
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qty_existing=qty,
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entry_existing=entry,
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initial_take_profit=tp0,
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add_mode=add_mode,
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new_stop_loss=new_sl,
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risk_percent=risk_pct,
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capital_base_usdt=capital,
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add_price=float(live) if live else None,
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fib_upper=fib_u,
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fib_lower=fib_l,
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legs_done=legs_done,
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)
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if err:
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return {"ok": False, "msg": err}
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amt_raw = float(preview["add_amount_raw"])
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amt_p = cfg["amount_to_precision"](ex_sym, amt_raw)
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preview["add_amount_display"] = amt_p if amt_p is not None else amt_raw
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price_fmt = cfg.get("price_fmt")
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if callable(price_fmt):
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preview["add_price_display"] = price_fmt(symbol, preview["add_price"])
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preview["new_sl_display"] = price_fmt(symbol, preview["new_stop_loss"])
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preview["tp_display"] = price_fmt(symbol, preview["initial_take_profit"])
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return {"ok": True, "preview": preview}
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def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
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get_db = cfg["get_db"]
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conn = None
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try:
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ok_live, reason = cfg["ensure_live_ready"]()
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if not ok_live:
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return False, reason or "实盘未就绪"
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prev = _roll_preview_response(cfg, data)
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if not prev.get("ok"):
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return False, prev.get("msg") or "预览失败"
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preview = prev["preview"]
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symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
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direction = preview["direction"]
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ex_sym = cfg["normalize_exchange_symbol"](symbol)
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add_mode = preview["add_mode"]
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amount = cfg["amount_to_precision"](ex_sym, float(preview["add_amount_raw"]))
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if amount is None or amount <= 0:
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return False, "加仓张数低于交易所最小精度"
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lev_fn = cfg.get("default_leverage")
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if not callable(lev_fn):
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lev_fn = lambda _s: 5
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leverage = int(data.get("leverage") or 0) or int(lev_fn(symbol))
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conn = get_db()
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init_strategy_tables(conn)
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mon = _get_active_monitor(conn, cfg, symbol, direction)
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if not mon:
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return False, "监控单已不存在"
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rg, legs_done = _get_or_create_roll_group_meta(conn, mon)
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new_sl = float(preview["new_stop_loss"])
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tp0 = float(preview["initial_take_profit"])
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if add_mode == "market":
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order = cfg["market_add"](ex_sym, direction, amount, leverage)
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fill = float(cfg.get("resolve_fill_price", lambda o, s, p: p)(order, ex_sym, preview["add_price"]) or preview["add_price"])
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status = "filled"
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oid = str(order.get("id") or "") if isinstance(order, dict) else ""
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else:
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price = cfg["price_to_precision"](ex_sym, float(preview["add_price"]))
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order = cfg["limit_add"](ex_sym, direction, amount, price, leverage)
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oid = str(order.get("id") or "") if isinstance(order, dict) else ""
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conn.execute(
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"""INSERT INTO roll_legs (
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roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
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amount, new_stop_loss, exchange_order_id, status, created_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
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(
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rg["id"],
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legs_done + 1,
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preview["add_mode_label"],
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preview.get("fib_upper"),
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preview.get("fib_lower"),
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price,
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amount,
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new_sl,
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oid,
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"pending",
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cfg["app_now_str"](),
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),
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)
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conn.execute(
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"UPDATE roll_groups SET leg_count=?, updated_at=? WHERE id=?",
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(legs_done + 1, cfg["app_now_str"](), rg["id"]),
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)
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conn.commit()
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return True, f"已挂限价加仓单 #{oid}，成交后请在页面点「同步持仓并更新止损」"
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cfg["replace_tpsl"](ex_sym, direction, new_sl, tp0, mon)
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conn.execute(
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"""INSERT INTO roll_legs (
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roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
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fill_price, amount, new_stop_loss, exchange_order_id, status, created_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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rg["id"],
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legs_done + 1,
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preview["add_mode_label"],
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preview.get("fib_upper"),
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preview.get("fib_lower"),
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None,
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fill,
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amount,
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new_sl,
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oid,
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"filled",
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cfg["app_now_str"](),
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),
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)
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conn.execute(
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"UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
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(legs_done + 1, new_sl, cfg["app_now_str"](), rg["id"]),
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)
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conn.execute(
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"UPDATE order_monitors SET stop_loss=? WHERE id=?",
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(new_sl, mon["id"]),
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)
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conn.commit()
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return True, f"滚仓第 {legs_done + 1} 腿已市价成交，交易所止损已更新，止盈仍为首仓 {tp0}"
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except Exception as e:
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fe = cfg.get("friendly_error")
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return False, fe(e) if callable(fe) else str(e)
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finally:
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if conn is not None:
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try:
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conn.close()
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except Exception:
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pass
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def _get_active_monitor(conn, cfg: dict, symbol: str, direction: str) -> Optional[dict]:
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row = conn.execute(
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"SELECT * FROM order_monitors WHERE status='active' AND symbol=? AND direction=? ORDER BY id DESC LIMIT 1",
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(symbol, direction),
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).fetchone()
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return _row_to_dict(row) if row else None
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def _get_or_create_roll_group_meta(conn, mon: dict) -> tuple[dict, int]:
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row = conn.execute(
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"SELECT * FROM roll_groups WHERE order_monitor_id=? AND status='active' ORDER BY id DESC LIMIT 1",
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(mon["id"],),
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).fetchone()
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if row:
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d = _row_to_dict(row)
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return d, int(d.get("leg_count") or 0)
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now = mon.get("created_at") or ""
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cur = conn.execute(
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"""INSERT INTO roll_groups (
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order_monitor_id, symbol, exchange_symbol, direction,
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initial_take_profit, initial_stop_loss, current_stop_loss,
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risk_percent, leg_count, status, created_at, updated_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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mon["id"],
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mon["symbol"],
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mon.get("exchange_symbol"),
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mon["direction"],
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mon.get("take_profit"),
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mon.get("stop_loss"),
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mon.get("stop_loss"),
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mon.get("risk_percent") or 2,
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0,
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"active",
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now,
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now,
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),
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)
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gid = int(cur.lastrowid)
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return {"id": gid, "leg_count": 0, "initial_take_profit": mon.get("take_profit")}, 0
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