dekun
71 lines
2.1 KiB
Python
71 lines
2.1 KiB
Python
"""策略交易写入 trade_records 时的类型与复盘开仓类型标注。"""
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from __future__ import annotations
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MONITOR_TYPE_TREND_PULLBACK = "趋势回调"
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MONITOR_TYPE_ROLL = "顺势加仓"
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ENTRY_REASON_TREND_PULLBACK = "趋势回调"
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ENTRY_REASON_ROLL = "顺势加仓"
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STRATEGY_ENTRY_REASON_OPTIONS = (
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ENTRY_REASON_TREND_PULLBACK,
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ENTRY_REASON_ROLL,
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)
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def order_had_roll_fills(conn, order_monitor_id) -> bool:
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try:
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oid = int(order_monitor_id)
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except (TypeError, ValueError):
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return False
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if oid <= 0:
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return False
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try:
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row = conn.execute(
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"""SELECT 1 FROM roll_legs l
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INNER JOIN roll_groups g ON g.id = l.roll_group_id
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WHERE g.order_monitor_id=? AND l.status='filled'
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LIMIT 1""",
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(oid,),
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).fetchone()
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return row is not None
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except Exception:
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return False
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def _row_monitor_type(row, default_manual: str) -> str:
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if row is None:
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return default_manual
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try:
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keys = row.keys() if hasattr(row, "keys") else []
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except Exception:
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keys = []
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if "monitor_type" in keys:
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mt = (row["monitor_type"] or "").strip()
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if mt:
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return mt
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return default_manual
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def trade_record_monitor_type(conn, order_row, *, default_manual: str = "下单监控") -> str:
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"""平仓写入 trade_records 时：曾顺势加仓则标「顺势加仓」，否则沿用监控单类型。"""
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oid = None
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try:
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keys = order_row.keys() if hasattr(order_row, "keys") else []
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if "id" in keys and order_row["id"] is not None:
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oid = int(order_row["id"])
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except Exception:
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oid = None
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if oid and order_had_roll_fills(conn, oid):
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return MONITOR_TYPE_ROLL
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return _row_monitor_type(order_row, default_manual)
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def entry_reason_for_monitor_type(monitor_type: str | None) -> str:
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mt = (monitor_type or "").strip()
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if mt == MONITOR_TYPE_TREND_PULLBACK:
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return ENTRY_REASON_TREND_PULLBACK
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if mt == MONITOR_TYPE_ROLL:
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return ENTRY_REASON_ROLL
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return ""
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