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crypto_monitor/crypto_monitor_gate_bot/app.py
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dekun d467760d5c 顺势加仓 v2：程序监控滚仓、文档页与平仓同步 
重写滚仓计仓与四种加仓方式（市价/斐波/突破），程序盯 mark 触价成交；风险读监控单；pending 可删不可改；手动平仓同步结束滚仓。新增 /strategy/roll/docs 说明页与顺势加仓滚仓说明.md。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-26 22:03:23 +08:00

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from flask import Flask, render_template, request, redirect, url_for, flash, session, jsonify, Response, send_file
import sqlite3
import csv
from io import StringIO
import time
import threading
import requests
import os
import re
import base64
import json
import math
from datetime import datetime, timedelta, timezone
try:
from zoneinfo import ZoneInfo
except ImportError:
ZoneInfo = None # type: ignore
from functools import wraps
import uuid
import ccxt
from werkzeug.utils import secure_filename
try:
from PIL import Image, ImageDraw, ImageFont
except ImportError:
Image = None # type: ignore
ImageDraw = None # type: ignore
ImageFont = None # type: ignore
BASE_DIR = os.path.dirname(os.path.abspath(__file__))
_REPO_ROOT = os.path.dirname(BASE_DIR)
import sys
if _REPO_ROOT not in sys.path:
sys.path.insert(0, _REPO_ROOT)
from ai_client import ai_generate, ai_review, ai_short_advice
from ai_review_lib import (
build_journal_ai_chart_path,
collect_images_for_ai_review,
journal_row_lines_for_ai,
)
from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
from fib_key_monitor_lib import (
FIB_KEY_MONITOR_TYPES,
KEY_ENTRY_REASON_BY_SIGNAL,
backfill_missing_key_signal_types,
calc_fib_plan,
entry_reason_from_key_signal,
fib_invalidate_by_mark,
fib_ratio_from_type,
is_fib_key_monitor_type,
key_signal_type_for_trade_record,
stored_key_signal_type,
)
from false_breakout_key_monitor_lib import (
FALSE_BREAKOUT_MONITOR_TYPE,
FALSE_BREAKOUT_VALIDITY_HOURS,
calc_false_breakout_plan,
expires_at_text,
false_breakout_gate_preview,
is_false_breakout_expired,
is_false_breakout_key_monitor_type,
is_limit_key_monitor_type,
key_price_from_row,
normalize_false_breakout_symbol,
storage_bounds_from_key_price,
)
from strategy_trade_labels import (
STRATEGY_ENTRY_REASON_OPTIONS,
apply_order_monitor_source_labels,
entry_reason_for_monitor_type,
handoff_trade_miss_reason,
order_monitor_source_type,
trade_record_monitor_type as resolve_trade_record_monitor_type,
trend_plan_id_from_monitor_row,
)
from journal_chart_lib import (
JOURNAL_CHART_DEFAULT_LIMIT,
JOURNAL_CHART_DEFAULT_TF1,
JOURNAL_CHART_DEFAULT_TF2,
JOURNAL_CHART_TF_CHOICES,
compose_chart_panels,
marker_points_for_timeframe,
parse_journal_chart_anchor,
parse_journal_chart_limit,
parse_journal_chart_timeframes,
JOURNAL_CHART_DEFAULT_ANCHOR,
price_levels_from_marker_payload,
render_candles_subplot,
trade_review_fetch_window,
trim_rows_for_trade_review,
)
from key_sl_tp_lib import (
breakeven_enabled_from_row,
normalize_sl_tp_mode,
parse_breakeven_enabled_form,
plan_key_sl_tp,
sl_tp_mode_from_row,
sl_tp_mode_label,
sl_tp_plan_summary_text,
)
from time_close_lib import (
TIME_CLOSE_RESULT,
apply_time_close_to_payload,
ensure_time_close_schema,
parse_time_close_enabled_form,
parse_time_close_hours_form,
should_trigger_time_close,
time_close_insert_values,
time_close_label,
time_close_settings_from_row,
)
from manual_sltp_lib import (
normalize_open_sltp_mode,
resolve_entrust_sltp_prices,
resolve_open_sltp_prices,
)
from trigger_entry_key_monitor_lib import (
TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED,
TRIGGER_ENTRY_CLOSE_EXPIRED,
TRIGGER_ENTRY_CLOSE_FILLED,
TRIGGER_ENTRY_CLOSE_TP_INVALIDATE,
TRIGGER_ENTRY_MONITOR_TYPE,
TRIGGER_ENTRY_VALIDITY_HOURS,
check_trigger_entry_intent_limit,
count_pending_trigger_entries,
is_trigger_entry_expired,
is_trigger_entry_key_monitor_type,
trigger_entry_expires_at_text,
trigger_entry_gate_preview,
trigger_entry_invalidate_by_tp,
trigger_entry_reached,
validate_trigger_entry_geometry,
validate_trigger_entry_rr,
)
from position_sizing_lib import (
OPEN_SOURCE_KEY_AUTO,
OPEN_SOURCE_KEY_TRIGGER,
OPEN_SOURCE_MANUAL,
assert_open_source_allowed,
compute_full_margin_sizing,
format_risk_display_text,
full_margin_requires_flat_position,
is_full_margin_mode,
leverage_for_full_margin,
load_position_sizing_mode,
mode_label_zh,
risk_percent_for_storage,
)
from key_monitor_full_margin_lib import (
monitor_type_disallowed_in_full_margin,
purge_disallowed_key_monitors,
)
from auto_transfer_daily_lib import run_auto_transfer_once_per_day
from key_monitor_lib import (
KEY_DIRECTION_WATCH,
KEY_MONITOR_ALERT_ONLY_TYPES,
KEY_MONITOR_AUTO_TYPES,
KEY_MONITOR_RS_TYPE,
KEY_MONITOR_RS_TYPES,
auto_amp_ok,
auto_confirm_ok,
claim_rs_level_notify,
detect_rs_box_break,
format_auto_amp_line,
format_auto_confirm_line,
key_monitor_rule_template_context,
notify_interval_elapsed,
resolve_rs_break_for_alert,
rs_break_from_direction,
run_rs_level_alert_tick,
)
from order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
)
from wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from hub_auth import request_allowed as hub_request_allowed
from instance_nav_lib import request_is_hub_soft_nav
from hub_volume_rank_lib import resolve_daily_volume_rank
from history_window_lib import (
PRESET_CUSTOM,
PRESET_UTC_LAST24H,
PRESET_UTC_LAST7D,
PRESET_UTC_TODAY,
list_window_redirect_query,
normalize_bj_datetime_storage,
resolve_list_window,
resolve_window,
sql_list_time_field,
utc_window_to_bj_sql_strings,
utc_window_to_utc_sql_strings,
)
from trade_result_lib import count_winning_trades, normalize_result_with_pnl
def load_env_file(path):
if not os.path.exists(path):
return
raw_bytes = open(path, "rb").read()
text = ""
for enc in ("utf-8-sig", "utf-16", "utf-16-le", "utf-16-be"):
try:
text = raw_bytes.decode(enc)
break
except Exception:
continue
if not text:
text = raw_bytes.decode("utf-8", errors="ignore")
text = text.replace("\x00", "")
for line in text.splitlines():
raw = line.strip()
if not raw or raw.startswith("#") or "=" not in raw:
continue
key, value = raw.split("=", 1)
clean_key = key.strip().lstrip("\ufeff")
if not clean_key.replace("_", "").isalnum():
continue
clean_value = value.strip().strip('"').strip("'")
os.environ[clean_key] = clean_value
load_env_file(os.path.join(BASE_DIR, ".env"))
def resolve_path(path_value):
if os.path.isabs(path_value):
return path_value
return os.path.join(BASE_DIR, path_value)
app = Flask(__name__)
app.secret_key = os.getenv("FLASK_SECRET_KEY", "crypto_monitor_2026_secret_key")
# ====================== 登录配置 ======================
USERNAME = os.getenv("APP_USERNAME", "dekun")
PASSWORD = os.getenv("APP_PASSWORD", "Woaini88@")
AUTH_DISABLED = os.getenv("APP_AUTH_DISABLED", "false").lower() in ("1", "true", "yes", "on")
# 企业微信机器人Webhook
WECHAT_WEBHOOK = os.getenv("WECHAT_WEBHOOK", "https://qyapi.weixin.qq.com/cgi-bin/webhook/send?key=replace-me")
SYSTEM_TYPE = "CRYPTO"
HOST = os.getenv("APP_HOST", "0.0.0.0")
PORT = int(os.getenv("APP_PORT", "5000"))
DEBUG = os.getenv("APP_DEBUG", "false").lower() == "true"
DB_PATH = resolve_path(os.getenv("DB_PATH", "crypto.db"))
# 训练参数（可由 .env 覆盖）
DAILY_START_CAPITAL = float(os.getenv("DAILY_START_CAPITAL", "30"))
DAILY_LOSS_CAPITAL = float(os.getenv("DAILY_LOSS_CAPITAL", "20"))
DAILY_PROFIT_CAPITAL = float(os.getenv("DAILY_PROFIT_CAPITAL", "50"))
BTC_LEVERAGE = int(os.getenv("BTC_LEVERAGE", "10"))
ALT_LEVERAGE = int(os.getenv("ALT_LEVERAGE", "5"))
# 交易日滚动与「可开仓」整点：按应用本地时区 wall clock（默认北京时间 UTC+8）
TRADING_DAY_RESET_HOUR = int(os.getenv("TRADING_DAY_RESET_HOUR", "8"))
# false 时关闭「整点前禁止新开仓」守卫（交易日划分仍用 TRADING_DAY_RESET_HOUR）
TRADING_DAY_RESET_OPEN_GUARD_ENABLED = os.getenv(
"TRADING_DAY_RESET_OPEN_GUARD_ENABLED", "true"
).lower() in ("1", "true", "yes", "on")
APP_TIMEZONE = os.getenv("APP_TIMEZONE", "Asia/Shanghai")
def _resolve_app_tz():
if ZoneInfo is not None:
try:
return ZoneInfo((APP_TIMEZONE or "Asia/Shanghai").strip())
except Exception:
pass
return timezone(timedelta(hours=8))
APP_TZ = _resolve_app_tz()
LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true"
GATE_API_KEY = (os.getenv("GATE_API_KEY") or "").strip()
GATE_API_SECRET = (os.getenv("GATE_API_SECRET") or "").strip()
GATE_TD_MODE = (os.getenv("GATE_TD_MODE") or "cross").strip().lower()
GATE_POS_MODE = (os.getenv("GATE_POS_MODE") or "hedge").strip().lower()
# 永续仓位止盈止损触发单：POST /futures/{settle}/price_orders，order_type=close-*-position（全平）
GATE_TPSL_TRIGGER_EXPIRATION = int(os.getenv("GATE_TPSL_TRIGGER_EXPIRATION", str(7 * 86400)))
GATE_TPSL_PRICE_TYPE = int(os.getenv("GATE_TPSL_PRICE_TYPE", "0"))
if GATE_TPSL_PRICE_TYPE < 0 or GATE_TPSL_PRICE_TYPE > 2:
GATE_TPSL_PRICE_TYPE = 0
GATE_TPSL_USE_POSITION_ORDER = os.getenv("GATE_TPSL_USE_POSITION_ORDER", "true").lower() in ("1", "true", "yes")
# 仓位类触发单相对 mark/last 的最小间距（%），避免 Gate 1026 AUTO_TRIGGER_PRICE_*_LAST
GATE_TPSL_LAST_PRICE_GAP_PCT = float(os.getenv("GATE_TPSL_LAST_PRICE_GAP_PCT", "0.05"))
# 页面展示的交易所名称（多实例/多环境时可按需区分）
EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "Gate.io").strip() or "Gate.io"
_GATE_DEFAULT_MARGIN_MODE = "cross" if GATE_TD_MODE in ("cross", "cross_margin") else "isolated"
BALANCE_REFRESH_SECONDS = int(os.getenv("BALANCE_REFRESH_SECONDS", "60"))
PRICE_REFRESH_SECONDS = int(os.getenv("PRICE_REFRESH_SECONDS", "5"))
KEY_ALERT_MAX_TIMES = int(os.getenv("KEY_ALERT_MAX_TIMES", "3"))
KEY_ALERT_INTERVAL_MINUTES = int(os.getenv("KEY_ALERT_INTERVAL_MINUTES", "5"))
KEY_AUTO_MIN_PLANNED_RR = float(os.getenv("KEY_AUTO_MIN_PLANNED_RR", "1.5"))
KEY_STOP_OUTSIDE_BREAKOUT_PCT = float(os.getenv("KEY_STOP_OUTSIDE_BREAKOUT_PCT", "0.5"))
KEY_TREND_STOP_OUTSIDE_PCT = float(os.getenv("KEY_TREND_STOP_OUTSIDE_PCT", "1"))
MANUAL_MIN_PLANNED_RR = float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4"))
MAX_ACTIVE_POSITIONS = max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1")))
KEY_VOLUME_MA_BARS = max(1, int(os.getenv("KEY_VOLUME_MA_BARS", "20")))
KEY_VOLUME_RATIO_MIN = float(os.getenv("KEY_VOLUME_RATIO_MIN", "1.3"))
KEY_BREAKOUT_AMP_MIN_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MIN_PCT", "0.03"))
KEY_BREAKOUT_AMP_MAX_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MAX_PCT", "0.5"))
KEY_DAILY_VOLUME_RANK_MAX = max(1, int(os.getenv("KEY_DAILY_VOLUME_RANK_MAX", "30")))
KEY_CONFIRM_BREAKOUT_BAR = int(os.getenv("KEY_CONFIRM_BREAKOUT_BAR", "-2"))
KEY_CONFIRM_BAR = int(os.getenv("KEY_CONFIRM_BAR", "-1"))
KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT = os.getenv("KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT", "true").lower() == "true"
ORDER_MONITOR_TYPE_MANUAL = "下单监控"
ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控"
EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip()
EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200"))))
_LAST_EXCHANGE_PNL_SYNC_AT = 0.0
# KEY_MONITOR_AUTO_TYPES / KEY_MONITOR_ALERT_ONLY_TYPES：见 key_monitor_lib
AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true"
AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30"))
AUTO_TRANSFER_FROM = os.getenv("AUTO_TRANSFER_FROM", "funding")
AUTO_TRANSFER_TO = os.getenv("AUTO_TRANSFER_TO", "swap")
FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true"
FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0"))
# 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账
AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
POSITION_SIZING_MODE = load_position_sizing_mode()
WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
RECONCILE_STARTUP_GRACE_SEC = int(os.getenv("RECONCILE_STARTUP_GRACE_SEC", "90"))
RECONCILE_FLAT_CONFIRM_POLLS = max(1, int(os.getenv("RECONCILE_FLAT_CONFIRM_POLLS", "3")))
KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
_APP_STARTED_AT = time.time()
_RECONCILE_FLAT_STREAK = {}
FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images"))
ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100"))
ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts"))
from daily_open_limit_lib import (
build_daily_open_alert_prompt,
can_trade_new_open,
check_daily_open_hard_limit,
count_opens_for_trading_day,
format_daily_open_counter_line,
format_daily_open_summary_short,
load_daily_open_limits_from_env,
should_send_daily_open_alert,
)
DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT = load_daily_open_limits_from_env()
RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2"))
BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0"))
BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02"))
BREAKEVEN_STEP_R = float(os.getenv("BREAKEVEN_STEP_R", "1.0"))
DEFAULT_TRADE_STYLE = (os.getenv("DEFAULT_TRADE_STYLE", "trend") or "trend").strip().lower()
GATE_SOCKS_PROXY = (os.getenv("GATE_SOCKS_PROXY") or "").strip()
GATE_HTTP_PROXY = (os.getenv("GATE_HTTP_PROXY") or "").strip()
GATE_HTTPS_PROXY = (os.getenv("GATE_HTTPS_PROXY") or "").strip()
def build_gate_ccxt_proxies():
"""
为 ccxt 配置代理（常用于本机网络不稳定时通过 SSH 动态转发 SOCKS5 出口）。
推荐：
- 本机：ssh -N -D 127.0.0.1:1080 user@vps
- .env：GATE_SOCKS_PROXY=socks5h://127.0.0.1:1080
说明：
- socks5h 让代理端解析域名（避免本机 DNS/策略差异）；若你明确要本机解析可用 socks5://
"""
socks = GATE_SOCKS_PROXY.strip()
http = GATE_HTTP_PROXY.strip()
https = GATE_HTTPS_PROXY.strip() or http
if socks:
return {"http": socks, "https": socks}
if http or https:
return {"http": http, "https": https}
return None
GATE_CCXT_PROXIES = build_gate_ccxt_proxies()
os.makedirs(UPLOAD_FOLDER, exist_ok=True)
os.makedirs(ORDER_CHART_DIR, exist_ok=True)
app.config["UPLOAD_FOLDER"] = UPLOAD_FOLDER
# Gate.io USDT 永续（swap）
exchange = ccxt.gateio({
"enableRateLimit": True,
"options": {
"defaultType": "swap",
"defaultMarginMode": _GATE_DEFAULT_MARGIN_MODE,
},
})
if GATE_CCXT_PROXIES:
exchange.proxies = GATE_CCXT_PROXIES
if GATE_API_KEY and GATE_API_SECRET:
exchange.apiKey = GATE_API_KEY
exchange.secret = GATE_API_SECRET
MARKETS_LOADED = False
ACCOUNT_BALANCE_CACHE = {
"updated_at": 0.0,
"funding_usdt": None,
"trading_usdt": None
}
LIQUIDITY_RANK_CACHE = {
"updated_at": 0.0,
"version": 0,
"ranks": {},
"total": 0,
}
# 企业微信推送
def send_wechat_msg(content):
send_wechat_webhook(
WECHAT_WEBHOOK, content, timeout=WECHAT_TIMEOUT_SECONDS
)
_BREAKEVEN_EXCHANGE_WARNED_IDS = set()
def _send_breakeven_exchange_warn_once(order_id, message):
"""移动保本同步交易所失败：同一笔监控单只推送一次，避免轮询刷屏。"""
oid = int(order_id)
if oid in _BREAKEVEN_EXCHANGE_WARNED_IDS:
return
_BREAKEVEN_EXCHANGE_WARNED_IDS.add(oid)
send_wechat_msg(message)
def _clear_breakeven_exchange_warn(order_id):
_BREAKEVEN_EXCHANGE_WARNED_IDS.discard(int(order_id))
def _wechat_account_label():
return (os.getenv("GATE_ACCOUNT_LABEL") or "gate实盘账户").strip()
def _wechat_direction_text(direction):
d = (direction or "").lower()
return "多头（long）" if d == "long" else "空头（short）"
def _wechat_trading_capital_text(fallback=None):
try:
_, trading_capital = get_exchange_capitals(force=True)
except Exception:
trading_capital = None
if trading_capital is not None:
return f"{round(float(trading_capital), 2)}U"
if fallback is not None:
try:
return f"{round(float(fallback), 2)}U"
except Exception:
pass
return "-"
def build_wechat_close_message(
symbol,
direction,
result,
pnl_amount,
hold_seconds=None,
trigger_price=None,
current_price=None,
stop_loss=None,
take_profit=None,
close_order_id=None,
extra_note=None,
session_capital_fallback=None,
):
hold_txt = format_hold_minutes(calc_hold_minutes(hold_seconds)) if hold_seconds is not None else "-"
ep = format_price_for_symbol(symbol, trigger_price)
cp = format_price_for_symbol(symbol, current_price)
tp = format_price_for_symbol(symbol, take_profit)
sl = format_wechat_scalar_2dp(stop_loss)
cap_txt = _wechat_trading_capital_text(session_capital_fallback)
try:
if pnl_amount is not None:
pv = float(pnl_amount)
pnl_disp = f"{'+' if pv > 0 else ''}{round(pv, 2)} U"
else:
pnl_disp = "-"
except (TypeError, ValueError):
pnl_disp = "-"
lines = [
f"📉 {symbol} 平仓完成",
f"💼 账户：{_wechat_account_label()}",
"",
"🧾 平仓概要",
f"🔖 平仓单号：{close_order_id or '-'}",
f"📌 方向：{_wechat_direction_text(direction)}",
f"📌 平仓结果：{result or '-'}",
f"💰 本单盈亏：{pnl_disp}",
f"⏱ 持仓时长：{hold_txt}",
f"💵 交易账户资金：{cap_txt}",
"",
"🎯 价位（计划）",
f"开仓成交价：{ep}",
f"离场参考价：{cp}",
f"止盈价位：{tp}",
f"止损价位：{sl}",
]
if extra_note:
lines.extend(["", "📎 备注", extra_note])
return "\n".join(lines)
def build_wechat_breakeven_message(symbol, direction, arm_txt, now_rr, locked_r, new_sl):
sl_fmt = format_wechat_scalar_2dp(new_sl)
return "\n".join(
[
f"# 🛡️ {symbol} 保护位更新",
f"**账户：{_wechat_account_label()}**",
"",
"---",
"",
"### 移动保本/止盈",
f"- 方向：**{_wechat_direction_text(direction)}**",
f"- 类型：**{arm_txt}**",
f"- 当前RR：`{round(float(now_rr), 2)}R`",
f"- 锁定RR：`{round(float(locked_r), 2)}R`",
f"- 新保护位：`{sl_fmt}`",
]
)
def build_wechat_monitor_error_message(symbol, direction, scene, error_text):
return "\n".join(
[
f"# ⚠️ {symbol} 下单监控异常",
f"**账户：{_wechat_account_label()}**",
"",
"---",
"",
"### 异常信息",
f"- 方向：**{_wechat_direction_text(direction)}**",
f"- 场景：{scene}",
f"- 错误：{str(error_text)}",
]
)
def build_wechat_key_monitor_message(
symbol,
direction,
monitor_type,
trigger_time,
key_price,
confirm_close,
hard_lines,
btc8h_status,
coin4h_status,
swing4h_pct,
op_lines,
risk_tip=None,
):
lines = [
f"# 🎯 {symbol} 关键位确认推送",
f"**账户：{_wechat_account_label()}**",
"",
"---",
"",
"### 交易对 / 触发时间",
f"- 交易对：**{symbol}**",
f"- 触发时间：`{trigger_time}`",
"",
"### 方向与确认K",
f"- 方向：**{_wechat_direction_text(direction)}**",
"- 确认K：第二根5m收盘完成",
"",
"### 关键价位",
f"- 类型：**{monitor_type}**",
f"- 箱体关键位：`{key_price}`",
f"- 第二根确认收盘价：`{confirm_close}`",
"",
"### 硬条件校验结果",
]
lines.extend([f"- {x}" for x in hard_lines])
lines.extend(
[
"",
"### 市场状态说明",
f"- BTC 8h 状态：**{btc8h_status}**",
f"- 本币 4h(EMA55) 状态：**{coin4h_status}**",
f"- 4h震荡幅度（5m近48根）：`{round(float(swing4h_pct), 3)}%`",
"",
"### 操作提示",
]
)
lines.extend([f"- {x}" for x in op_lines])
if risk_tip:
lines.extend(["", f"### 逆势风险提醒", f"- {risk_tip}"])
return "\n".join(lines)
def _read_image_base64(image_path):
try:
with open(image_path, "rb") as f:
return base64.b64encode(f.read()).decode("utf-8")
except Exception:
return None
def _extract_json_object(text):
if not text:
return None
clean = text.strip()
if clean.startswith("```"):
clean = clean.replace("```json", "").replace("```", "").strip()
try:
return json.loads(clean)
except Exception:
pass
match = re.search(r"\{[\s\S]*\}", clean)
if not match:
return None
try:
return json.loads(match.group(0))
except Exception:
return None
def _load_font(size):
if not ImageFont:
return None
candidates = [
"/usr/share/fonts/truetype/dejavu/DejaVuSans.ttf",
"/usr/share/fonts/truetype/noto/NotoSansCJK-Regular.ttc",
"C:\\Windows\\Fonts\\msyh.ttc",
"C:\\Windows\\Fonts\\arial.ttf",
]
for path in candidates:
if path and os.path.exists(path):
try:
return ImageFont.truetype(path, size)
except Exception:
continue
try:
return ImageFont.load_default()
except Exception:
return None
def _ohlcv_to_rows(ohlcv):
rows = []
for bar in ohlcv or []:
if not bar or len(bar) < 6:
continue
try:
rows.append(
{
"ts": int(bar[0]),
"o": float(bar[1]),
"h": float(bar[2]),
"l": float(bar[3]),
"c": float(bar[4]),
"v": float(bar[5]),
}
)
except Exception:
continue
return rows
def _local_input_datetime_to_ms(dt_text):
raw = str(dt_text or "").strip()
if not raw:
return None
raw = raw.replace("T", " ")
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M"):
try:
dt = datetime.strptime(raw, fmt)
aware = dt.replace(tzinfo=APP_TZ)
return int(aware.timestamp() * 1000)
except Exception:
continue
return None
def _marker_tag_label(tag):
t = str(tag or "").strip().upper()
if t == "ENTRY":
return "开仓"
if t == "EXIT":
return "平仓"
return str(tag or "")
def _pick_marker_point(rows, target_ts_ms, target_price=None):
if not rows or target_ts_ms is None:
return None, None
idx = min(range(len(rows)), key=lambda i: abs(int(rows[i]["ts"]) - int(target_ts_ms)))
if target_price is not None:
try:
p = float(target_price)
if p > 0:
return idx, p
except Exception:
pass
return idx, float(rows[idx]["c"])
def _render_candles_subplot(rows, title, width, height, bg_rgb=(255, 255, 255), marker_points=None):
if not Image or not ImageDraw:
raise RuntimeError("缺少依赖：Pillow（pip install Pillow）")
img = Image.new("RGB", (width, height), bg_rgb)
draw = ImageDraw.Draw(img)
font = _load_font(14)
small = _load_font(12)
pad_l, pad_r, pad_t, pad_b = 46, 12, 26, 28
plot_w = max(10, width - pad_l - pad_r)
plot_h = max(10, height - pad_t - pad_b)
header_bg = (245, 247, 250)
draw.rectangle((0, 0, width, pad_t), fill=header_bg)
if font:
draw.text((10, 6), title, fill=(25, 35, 60), font=font)
else:
draw.text((10, 6), title, fill=(25, 35, 60))
if not rows:
if small:
draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120), font=small)
else:
draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120))
return img
lo = min(r["l"] for r in rows)
hi = max(r["h"] for r in rows)
if hi <= lo:
hi = lo + 1e-12
n = len(rows)
marker_by_idx = {}
for mp in marker_points or []:
try:
idx = int(mp.get("idx"))
except Exception:
continue
if idx < 0 or idx >= n:
continue
marker_by_idx.setdefault(idx, []).append(mp)
x0 = pad_l
for i, r in enumerate(rows):
x1 = pad_l + int((i + 1) * plot_w / n)
x_mid = (x0 + x1) // 2
wick_x = x_mid
y_high = pad_t + int((hi - r["h"]) / (hi - lo) * plot_h)
y_low = pad_t + int((hi - r["l"]) / (hi - lo) * plot_h)
y_open = pad_t + int((hi - r["o"]) / (hi - lo) * plot_h)
y_close = pad_t + int((hi - r["c"]) / (hi - lo) * plot_h)
top = min(y_open, y_close)
bot = max(y_open, y_close)
up = r["c"] >= r["o"]
wick_color = (120, 120, 120)
edge_color = (20, 20, 20)
draw.line((wick_x, y_high, wick_x, y_low), fill=wick_color)
body_w = max(1, (x1 - x0) - 2)
left = x0 + 1
if bot - top < 2:
mid = (top + bot) // 2
draw.rectangle((left, mid, left + body_w, mid + 1), fill=edge_color)
else:
if up:
draw.rectangle((left, top, left + body_w, bot), fill=(255, 255, 255), outline=edge_color, width=1)
else:
draw.rectangle((left, top, left + body_w, bot), fill=edge_color, outline=edge_color, width=1)
for j, mp in enumerate(marker_by_idx.get(i, [])):
tag = str(mp.get("tag") or "")
label = _marker_tag_label(tag)
m_price = float(mp.get("price") or r["c"])
y_m = pad_t + int((hi - m_price) / (hi - lo) * plot_h)
y_m = max(pad_t + 4, min(pad_t + plot_h - 4, y_m))
x_off = (j - (len(marker_by_idx[i]) - 1) / 2.0) * 14
x_draw = int(x_mid + x_off)
if tag == "ENTRY":
m_color = (0, 195, 95)
tri = [(x_draw, y_m - 20), (x_draw - 9, y_m - 4), (x_draw + 9, y_m - 4)]
text_y = y_m - 36
else:
m_color = (235, 65, 65)
tri = [(x_draw, y_m + 20), (x_draw - 9, y_m + 4), (x_draw + 9, y_m + 4)]
text_y = y_m + 12
draw.ellipse((x_draw - 5, y_m - 5, x_draw + 5, y_m + 5), fill=m_color, outline=(255, 255, 255), width=1)
draw.polygon(tri, fill=m_color)
draw.line((x_draw, y_m, x_draw, y_m - 16 if tag == "ENTRY" else y_m + 16), fill=m_color, width=3)
if font:
draw.text((x_draw + 8, text_y), label, fill=m_color, font=font)
else:
draw.text((x_draw + 8, text_y), label, fill=m_color)
x0 = x1
if len(marker_points or []) >= 2:
try:
entry = next((m for m in marker_points if m.get("tag") == "ENTRY"), None)
exitp = next((m for m in marker_points if m.get("tag") == "EXIT"), None)
if entry is not None and exitp is not None:
ex_i, ex_p = int(entry["idx"]), float(entry["price"])
xx_i, xx_p = int(exitp["idx"]), float(exitp["price"])
x_ex = pad_l + int((ex_i + 0.5) * plot_w / n)
x_xx = pad_l + int((xx_i + 0.5) * plot_w / n)
y_ex = pad_t + int((hi - ex_p) / (hi - lo) * plot_h)
y_xx = pad_t + int((hi - xx_p) / (hi - lo) * plot_h)
draw.line((x_ex, y_ex, x_xx, y_xx), fill=(35, 135, 255), width=3)
except Exception:
pass
# 极简风格：不画网格与坐标轴，仅保留右下角轻量区间信息
if small:
draw.text((width - 210, height - 22), f"L={lo:.6g} H={hi:.6g}", fill=(120, 125, 135), font=small)
return img
def _timeframe_period_ms(tf):
s = (tf or "").strip().lower()
if s.endswith("m"):
try:
return int(s[:-1]) * 60 * 1000
except ValueError:
pass
if s.endswith("h"):
try:
return int(s[:-1]) * 3600 * 1000
except ValueError:
pass
if s.endswith("d"):
try:
return int(s[:-1]) * 86400 * 1000
except ValueError:
pass
return 300000
def _ohlcv_dict_rows_to_lists(rows, lim):
if not rows:
return []
pick = rows[-lim:] if len(rows) >= lim else rows
return [[r["ts"], r["o"], r["h"], r["l"], r["c"], r.get("v", 0)] for r in pick]
def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
"""以 end_ts_ms 为终点向前取 K 线（无 end 则拉最近 limit 根）。"""
lim = max(2, int(limit or ORDER_CHART_LIMIT))
try:
if not end_ts_ms:
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=lim)
else:
period = _timeframe_period_ms(timeframe)
since = int(end_ts_ms) - period * (lim + 10)
ohlcv = exchange.fetch_ohlcv(
exchange_symbol, timeframe=timeframe, since=max(0, since), limit=lim + 20
)
except Exception:
return []
rows = _ohlcv_to_rows(ohlcv)
if not rows:
return []
if not end_ts_ms:
return _ohlcv_dict_rows_to_lists(rows, lim)
filtered = [r for r in rows if int(r["ts"]) <= int(end_ts_ms)]
if len(filtered) >= 2:
return _ohlcv_dict_rows_to_lists(filtered, lim)
return _ohlcv_dict_rows_to_lists(rows, lim)
def generate_multi_timeframe_chart_png(
exchange_symbol,
title_prefix,
timeframes=None,
limit=None,
out_dir=None,
filename=None,
filename_prefix="chart",
marker_payload=None,
marker_timeframes=None,
layout="grid",
):
if not ORDER_CHART_ENABLED:
return None
if not Image:
return None
requested = list(timeframes or ORDER_CHART_TFS)
limit = limit or ORDER_CHART_LIMIT
if layout == "vertical":
timeframes = requested[:2] if requested else [JOURNAL_CHART_DEFAULT_TF1, JOURNAL_CHART_DEFAULT_TF2]
else:
preferred_layout = ["5m", "15m", "1h", "4h"]
requested_set = set(requested or [])
ordered = [tf for tf in preferred_layout if tf in requested_set]
for tf in requested:
if tf not in ordered:
ordered.append(tf)
timeframes = ordered[:4] if ordered else preferred_layout
ensure_markets_loaded()
panels = []
cell_w, cell_h = 980, 520
end_ts_ms = None
if marker_payload:
try:
end_ts_ms = int(marker_payload.get("exit_ts_ms") or marker_payload.get("entry_ts_ms") or 0) or None
except (TypeError, ValueError):
end_ts_ms = None
default_marker_tfs = {str(t).strip().lower() for t in timeframes}
price_levels = price_levels_from_marker_payload(marker_payload)
for tf in timeframes:
rows = []
try:
if layout == "vertical" and marker_payload:
win = trade_review_fetch_window(
marker_payload.get("entry_ts_ms"),
marker_payload.get("exit_ts_ms"),
tf,
limit,
anchor=marker_payload.get("chart_anchor"),
now_ms=marker_payload.get("now_ts_ms"),
)
if win:
ohlcv = exchange.fetch_ohlcv(
exchange_symbol,
timeframe=tf,
since=max(0, int(win["since_ms"])),
limit=int(win["fetch_limit"]),
)
rows = trim_rows_for_trade_review(_ohlcv_to_rows(ohlcv), win)
if not rows:
ohlcv = _fetch_ohlcv_ending_at(exchange_symbol, tf, limit, end_ts_ms)
if not ohlcv and end_ts_ms:
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit)
rows = _ohlcv_to_rows(ohlcv)[-limit:]
except Exception:
rows = []
title = f"{title_prefix} | {tf} x{len(rows)}"
tf_key = str(tf).strip().lower()
if marker_payload:
if marker_timeframes:
marker_tfs = {str(x).strip().lower() for x in marker_timeframes if str(x).strip()}
else:
marker_tfs = default_marker_tfs
else:
marker_tfs = set()
points = (
marker_points_for_timeframe(rows, marker_payload)
if marker_payload and tf_key in marker_tfs
else []
)
panels.append(
render_candles_subplot(
rows,
title,
width=cell_w,
height=cell_h,
bg_rgb=(255, 255, 255),
marker_points=points,
price_levels=price_levels,
)
)
if not panels:
return None
out = compose_chart_panels(panels, layout=layout, cell_w=cell_w, cell_h=cell_h, gap=10)
if out is None:
return None
target_dir = out_dir or ORDER_CHART_DIR
os.makedirs(target_dir, exist_ok=True)
fname = filename or f"{filename_prefix}_{uuid.uuid4().hex}.png"
out_path = os.path.join(target_dir, fname)
out.save(out_path, format="PNG")
return fname
def generate_order_open_chart(
exchange_symbol,
title_prefix,
timeframes=None,
limit=None,
opened_at_ms=None,
entry_price=None,
):
marker_payload = None
if opened_at_ms:
marker_payload = {
"entry_ts_ms": opened_at_ms,
"exit_ts_ms": None,
"entry_price": entry_price,
"exit_price": None,
}
marker_tfs = (
{x.strip().lower() for x in (timeframes or ORDER_CHART_TFS) if x and str(x).strip()}
or {"5m", "15m", "1h", "4h"}
)
return generate_multi_timeframe_chart_png(
exchange_symbol,
title_prefix,
timeframes=timeframes,
limit=limit,
out_dir=ORDER_CHART_DIR,
filename=None,
filename_prefix="order",
marker_payload=marker_payload,
marker_timeframes=marker_tfs,
)
def journal_coin_from_symbol(symbol):
sym = (symbol or "").strip().upper()
if not sym:
return ""
if "/" in sym:
return sym.split("/")[0].strip()
if "-" in sym:
return sym.split("-")[0].strip()
if sym.endswith("USDT"):
return sym[:-4].strip()
return sym
EARLY_EXIT_TRIGGERS = (
"",
"止盈",
"保本止盈",
"移动止盈",
TIME_CLOSE_RESULT,
"手动平仓",
"止损",
"其他",
)
# 与用户约定的固定开仓类型
ENTRY_REASON_OPTIONS = (
"趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低",
"趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高",
"趋势多头：小分歧低吸入场（左侧），确认条件：二次探底",
"趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶",
"波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20",
"关键位箱体突破",
"关键位收敛突破",
"关键位斐波0.618",
"关键位斐波0.786",
"关键位假突破",
"关键位触价开仓",
) + STRATEGY_ENTRY_REASON_OPTIONS
STATS_SEGMENT_DEFS = (
("all", "全部交易", {"segment": "all"}),
("manual", "下单监控", {"segment": "manual"}),
("key_box", "关键位箱体突破", {"segment": "key_box"}),
("key_conv", "关键位收敛结构", {"segment": "key_conv"}),
("key_fib618", "关键位斐波0.618", {"segment": "key_fib618"}),
("key_fib786", "关键位斐波0.786", {"segment": "key_fib786"}),
("key_false_breakout", "关键位假突破", {"segment": "key_false_breakout"}),
("key_trigger", "关键位触价开仓", {"segment": "key_trigger"}),
)
# 复盘表单「其他」选项的 value（非入库值；自定义文本走 entry_reason_custom）
ENTRY_REASON_OTHER = "__OTHER__"
def normalize_entry_reason(raw, custom_text=None):
v = str(raw or "").strip()
if v == ENTRY_REASON_OTHER:
c = str(custom_text or "").strip()
return c[:2000] if c else ""
return v if v in ENTRY_REASON_OPTIONS else ""
def entry_reason_valid_for_storage(s):
"""允许五种固定整句、或自定义短文本（不含未解析的 __OTHER__ 占位）。"""
t = str(s or "").strip()
if not t:
return True
if t == ENTRY_REASON_OTHER:
return False
if t in ENTRY_REASON_OPTIONS:
return True
return 1 <= len(t) <= 2000
def normalize_early_exit_trigger(raw):
v = str(raw or "").strip()
return v if v in EARLY_EXIT_TRIGGERS else ""
def compose_early_exit_reason_saved(trigger, note):
"""Readable single-line string stored in early_exit_reason for legacy consumers."""
t = normalize_early_exit_trigger(trigger)
n = str(note or "").strip()
if t and n:
return f"{t}｜{n}"
return t or n
def journal_exit_reason_stored(trigger, note):
"""exit_reason 列与表单「一处」对齐：非手工=触发类型；手工=离场说明全文。"""
t = normalize_early_exit_trigger(trigger)
n = str(note or "").strip()
if t == "手动平仓":
return n
return t
def ai_extract_journal_from_image(image_b64):
prompt = """
你是交易复盘信息提取助手。请从截图中提取可识别字段，并只输出 JSON（不要 markdown，不要解释）。
要求：
1) 仅输出一个 JSON 对象。
2) 时间输出为 YYYY-MM-DDTHH:MM（用于 HTML datetime-local），无法识别填空字符串。
3) 不要猜测主观原因；early_exit_note（仅手工平仓）、note 默认留空，除非图中明确写出。
4) 允许字段为空。
5) entry_reason：优先从下列完整字符串中选一个（一字不差）；若无法归类则可将简述写入 entry_reason（保存时也可选表单「其他」手写）：
- 趋势多头：4h大结构突破前进场，确认条件：三次探顶，5m收敛不创新低
- 趋势空头：4h大结构突破前进场，确认条件：三次探底，5m收敛不创新高
- 趋势多头：小分歧低吸入场（左侧），确认条件：二次探底
- 趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶
- 波段单：5m顺势突破，确认条件：2根k线+成交量放大+4h同向+日成交量前20
6) early_exit_trigger 只能从下列取值中选一个（无法识别则填空字符串）：止盈、保本止盈、移动止盈、时间平仓、手动平仓、止损、其他。
7) 若触发为「手动平仓」，early_exit_note 必须写出图中可见的补充说明；其他触发类型 early_exit_note 留空。
8) 若图中有无法归类的离场说明原文，可放进 early_exit_note，early_exit_trigger 填「其他」或留空。
JSON 字段：
{
"open_datetime": "",
"close_datetime": "",
"coin": "",
"tf": "",
"pnl": "",
"expect_rr": "",
"real_rr": "",
"entry_reason": "",
"early_exit_trigger": "",
"early_exit_note": "",
"early_exit_reason": "",
"note": ""
}
""".strip()
try:
raw = ai_generate(prompt, images_b64=[image_b64], temperature=0.1)
if raw.startswith("AI 调用失败"):
return {}
data = _extract_json_object(raw) or {}
if not isinstance(data, dict):
data = {}
trig_in = data.get("early_exit_trigger")
note_in = data.get("early_exit_note")
legacy_reason = str(data.get("early_exit_reason") or "").strip()
out = {
"open_datetime": str(data.get("open_datetime") or "").strip(),
"close_datetime": str(data.get("close_datetime") or "").strip(),
"coin": str(data.get("coin") or "").strip(),
"tf": str(data.get("tf") or "").strip(),
"pnl": str(data.get("pnl") or "").strip(),
"expect_rr": str(data.get("expect_rr") or "").strip(),
"real_rr": str(data.get("real_rr") or "").strip(),
"entry_reason": normalize_entry_reason(data.get("entry_reason")),
"early_exit_trigger": normalize_early_exit_trigger(trig_in),
"early_exit_note": str(note_in or "").strip(),
"early_exit_reason": legacy_reason,
"note": str(data.get("note") or "").strip(),
}
if not out["early_exit_trigger"] and not out["early_exit_note"] and legacy_reason:
out["early_exit_note"] = legacy_reason
if out["early_exit_trigger"] == "手动平仓" and not out["early_exit_note"] and legacy_reason:
out["early_exit_note"] = legacy_reason
if out["early_exit_trigger"] != "手动平仓":
out["early_exit_note"] = ""
out["exit_reason"] = journal_exit_reason_stored(out["early_exit_trigger"], out["early_exit_note"])
return out
except Exception:
return None
# 初始化数据库（支持多空方向）
def init_db():
conn = sqlite3.connect(DB_PATH)
c = conn.cursor()
# 关键位监控
c.execute('''CREATE TABLE IF NOT EXISTS key_monitors
(id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT,
direction TEXT DEFAULT "long", upper REAL, lower REAL,
notification_count INTEGER DEFAULT 0, last_notified_at TEXT,
max_notify INTEGER DEFAULT 3, notify_interval_min INTEGER DEFAULT 5,
breakout_limit_pct REAL DEFAULT 1.5,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
# 订单监控（核心：加 direction 方向字段）
c.execute('''CREATE TABLE IF NOT EXISTS order_monitors
(id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, direction TEXT DEFAULT "long",
exchange_symbol TEXT,
trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL,
margin_capital REAL DEFAULT 30, leverage INTEGER DEFAULT 5,
trade_style TEXT DEFAULT "trend",
risk_percent REAL, risk_amount REAL,
breakeven_rr_trigger REAL, breakeven_offset_pct REAL, breakeven_step_r REAL,
breakeven_armed INTEGER DEFAULT 0, breakeven_price REAL,
notional_value REAL, position_ratio REAL, base_amount REAL,
order_amount REAL, exchange_order_id TEXT, exchange_close_order_id TEXT,
exchange_margin_usdt REAL,
opened_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP, opened_at_ms INTEGER, session_date TEXT,
status TEXT DEFAULT "active")''')
# 交易记录（必须存多空）
c.execute('''CREATE TABLE IF NOT EXISTS trade_records
(id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT,
direction TEXT DEFAULT "long", trigger_price REAL, stop_loss REAL, initial_stop_loss REAL, take_profit REAL,
margin_capital REAL, leverage INTEGER, pnl_amount REAL DEFAULT 0, hold_seconds INTEGER DEFAULT 0,
trade_style TEXT DEFAULT "trend", risk_amount REAL, planned_rr REAL, actual_rr REAL,
hold_minutes INTEGER DEFAULT 0, opened_at TEXT, opened_at_ms INTEGER, closed_at TEXT, closed_at_ms INTEGER,
result TEXT, miss_reason TEXT, exchange_trade_id TEXT,
reviewed_opened_at TEXT, reviewed_closed_at TEXT, reviewed_stop_loss REAL, reviewed_take_profit REAL, reviewed_pnl_amount REAL,
reviewed_result TEXT, reviewed_miss_reason TEXT, reviewed_hold_seconds INTEGER, reviewed_hold_minutes INTEGER,
reviewed_at TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS trading_sessions
(session_date TEXT PRIMARY KEY, start_capital REAL, current_capital REAL,
updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS journal_entries
(id TEXT PRIMARY KEY, open_datetime TEXT, close_datetime TEXT, hold_duration TEXT,
coin TEXT, tf TEXT, pnl TEXT, entry_reason TEXT, exit_reason TEXT,
expect_rr TEXT, real_rr TEXT, early_exit TEXT, early_exit_reason TEXT,
early_exit_trigger TEXT, early_exit_note TEXT,
mood_score INTEGER, mood_ai_score INTEGER, mood_ai_comment TEXT, mood_issues TEXT, post_breakeven_stare TEXT,
new_trade_while_occupied TEXT, note TEXT, image TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS ai_reviews
(id TEXT PRIMARY KEY, review_type TEXT, target_date TEXT, content TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS transfer_logs
(id INTEGER PRIMARY KEY AUTOINCREMENT, transfer_type TEXT, transfer_day TEXT,
amount REAL, from_account TEXT, to_account TEXT, status TEXT, message TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''DROP INDEX IF EXISTS idx_transfer_logs_unique_day''')
c.execute('''CREATE UNIQUE INDEX IF NOT EXISTS idx_transfer_logs_auto_daily_unique
ON transfer_logs(transfer_type, transfer_day)
WHERE transfer_type = 'auto_daily' ''')
# 给旧表加 direction 字段（兼容老数据，不报错）
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN direction TEXT DEFAULT 'long'")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_symbol TEXT")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN margin_capital REAL DEFAULT 30")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN leverage INTEGER DEFAULT 5")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN trade_style TEXT DEFAULT 'trend'")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN risk_percent REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN risk_amount REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_rr_trigger REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_offset_pct REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_step_r REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_armed INTEGER DEFAULT 0")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_price REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN initial_stop_loss REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN notional_value REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN position_ratio REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN base_amount REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN order_amount REAL")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_order_id TEXT")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_close_order_id TEXT")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at TEXT")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN opened_at_ms INTEGER")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN session_date TEXT")
except: pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN breakeven_enabled INTEGER DEFAULT 1")
except Exception:
pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN exchange_margin_usdt REAL")
except Exception:
pass
try:
c.execute(f"ALTER TABLE order_monitors ADD COLUMN monitor_type TEXT DEFAULT '{ORDER_MONITOR_TYPE_MANUAL}'")
except Exception:
pass
try:
c.execute(
"UPDATE order_monitors SET monitor_type=? WHERE monitor_type IS NULL OR TRIM(monitor_type)=''",
(ORDER_MONITOR_TYPE_MANUAL,),
)
except Exception:
pass
try:
c.execute("UPDATE order_monitors SET opened_at = datetime('now') WHERE opened_at IS NULL OR opened_at = ''")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN direction TEXT DEFAULT 'long'")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN margin_capital REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN leverage INTEGER")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN pnl_amount REAL DEFAULT 0")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN hold_seconds INTEGER DEFAULT 0")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN hold_minutes INTEGER DEFAULT 0")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN trade_style TEXT DEFAULT 'trend'")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN risk_amount REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN planned_rr REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN actual_rr REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN initial_stop_loss REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN exchange_trade_id TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN opened_at TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN opened_at_ms INTEGER")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN closed_at TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN closed_at_ms INTEGER")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_opened_at TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_closed_at TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_stop_loss REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_take_profit REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_pnl_amount REAL")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_result TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_miss_reason TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_seconds INTEGER")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_hold_minutes INTEGER")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_at TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN entry_reason TEXT")
except: pass
try:
c.execute("ALTER TABLE trade_records ADD COLUMN reviewed_entry_reason TEXT")
except: pass
try:
c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_score INTEGER")
except: pass
try:
c.execute("ALTER TABLE journal_entries ADD COLUMN mood_ai_comment TEXT")
except: pass
try:
c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_trigger TEXT")
except: pass
try:
c.execute("ALTER TABLE journal_entries ADD COLUMN early_exit_note TEXT")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN direction TEXT DEFAULT 'long'")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN notification_count INTEGER DEFAULT 0")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN last_notified_at TEXT")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN max_notify INTEGER DEFAULT 3")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN notify_interval_min INTEGER DEFAULT 5")
except: pass
try:
c.execute("ALTER TABLE key_monitors ADD COLUMN breakout_limit_pct REAL DEFAULT 1.5")
except: pass
for ddl in (
"ALTER TABLE key_monitors ADD COLUMN fib_limit_order_id TEXT",
"ALTER TABLE key_monitors ADD COLUMN fib_entry_price REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_stop_loss REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_take_profit REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_order_amount REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_margin_capital REAL",
"ALTER TABLE key_monitors ADD COLUMN fib_leverage INTEGER",
"ALTER TABLE key_monitors ADD COLUMN sl_tp_mode TEXT DEFAULT 'standard'",
"ALTER TABLE key_monitors ADD COLUMN manual_take_profit REAL",
"ALTER TABLE key_monitors ADD COLUMN breakeven_enabled INTEGER DEFAULT 0",
"ALTER TABLE key_monitors ADD COLUMN last_rs_bar_ts INTEGER",
"ALTER TABLE key_monitors ADD COLUMN session_date TEXT",
):
try:
c.execute(ddl)
except Exception:
pass
ensure_time_close_schema(c)
try:
c.execute("ALTER TABLE trading_sessions ADD COLUMN key_sizing_capital_snapshot REAL")
except Exception:
pass
try:
c.execute("ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT")
except Exception:
pass
for ddl in (
"ALTER TABLE trade_records ADD COLUMN key_signal_type TEXT",
"ALTER TABLE trade_records ADD COLUMN exchange_realized_pnl REAL",
"ALTER TABLE trade_records ADD COLUMN exchange_opened_at TEXT",
"ALTER TABLE trade_records ADD COLUMN exchange_closed_at TEXT",
"ALTER TABLE trade_records ADD COLUMN exchange_sync_key TEXT",
):
try:
c.execute(ddl)
except Exception:
pass
c.execute(
"""CREATE TABLE IF NOT EXISTS key_monitor_history
(id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT, monitor_type TEXT, direction TEXT,
upper REAL, lower REAL, notification_count INTEGER, last_alert_message TEXT,
close_reason TEXT, closed_at TEXT)"""
)
from strategy_db import init_strategy_tables
init_strategy_tables(conn)
from account_risk_lib import ensure_account_risk_schema
ensure_account_risk_schema(conn)
backfill_missing_key_signal_types(conn, monitor_type=ORDER_MONITOR_TYPE_KEY_AUTO)
conn.commit()
conn.close()
init_db()
def _purge_key_monitors_if_full_margin():
if not is_full_margin_mode(POSITION_SIZING_MODE):
return
conn = get_db()
try:
purge_disallowed_key_monitors(
conn,
sizing_mode=POSITION_SIZING_MODE,
select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
cancel_fib_limit=_cancel_fib_monitor_limit,
delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
send_wechat=send_wechat_msg,
)
conn.commit()
except Exception as e:
print(f"[full_margin] purge key monitors: {e}", flush=True)
finally:
conn.close()
def get_db():
conn = sqlite3.connect(DB_PATH)
conn.row_factory = sqlite3.Row
return conn
def hub_account_risk_status(conn):
from account_risk_lib import (
apply_position_limit_risk,
compute_account_risk_status,
enrich_risk_status_countdown,
ensure_account_risk_schema,
)
ensure_account_risk_schema(conn)
now = app_now()
st = compute_account_risk_status(
conn,
trading_day=get_trading_day(),
now=now,
fmt_local_ms=ms_to_app_local_str,
)
st = enrich_risk_status_countdown(st, now=now, daily_reset_hour=TRADING_DAY_RESET_HOUR)
from strategy_trade_labels import count_position_limit_active_monitors
return apply_position_limit_risk(
st,
count_position_limit_active_monitors(conn),
max_active_positions=MAX_ACTIVE_POSITIONS,
)
def hub_user_initiated_close(
conn,
*,
source,
count=1,
trade_record_id=None,
closed_at_ms=None,
):
from account_risk_lib import CLOSE_SOURCE_USER_HUB, on_user_initiated_close
src = (source or "").strip() or CLOSE_SOURCE_USER_HUB
on_user_initiated_close(
conn,
source=src,
trade_record_id=trade_record_id,
closed_at_ms=closed_at_ms,
trading_day=get_trading_day(),
now=app_now(),
count=count,
)
def app_now():
"""应用本地时区当前墙钟时间（无时区的 datetime，便于与库中字符串直接比较）。"""
return datetime.now(APP_TZ).replace(tzinfo=None)
def app_now_str():
return app_now().strftime("%Y-%m-%d %H:%M:%S")
def utc_now_dt():
"""当前时刻（UTC，aware）。"""
return datetime.now(timezone.utc)
def utc_calendar_date_str():
"""UTC 自然日 YYYY-MM-DD（用于自动划转去重等与交易所日界对齐的计算）。"""
return utc_now_dt().strftime("%Y-%m-%d")
def get_trading_day(now=None):
"""交易日字符串：本地时钟下若小时 < TRADING_DAY_RESET_HOUR 则归属「上一日历日」。"""
now = now or app_now()
if getattr(now, "tzinfo", None):
now = now.astimezone(APP_TZ).replace(tzinfo=None)
if now.hour < TRADING_DAY_RESET_HOUR:
return (now - timedelta(days=1)).strftime("%Y-%m-%d")
return now.strftime("%Y-%m-%d")
TRADE_COMPLETED_RESULTS = (
"止盈",
"止损",
"保本止盈",
"移动止盈",
"手动平仓",
"强制清仓",
"外部平仓",
TIME_CLOSE_RESULT,
)
REVIEW_RESULT_OPTIONS = ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓", TIME_CLOSE_RESULT)
def parse_dt_for_trading_day(s):
if not s:
return None
s = str(s).strip().replace("Z", "").replace("T", " ")
if not s:
return None
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16), ("%Y-%m-%d", 10)):
try:
return datetime.strptime(s[:ln], fmt)
except ValueError:
continue
return None
def insert_key_monitor_history(conn, row, notification_count, last_msg, close_reason):
conn.execute(
"""INSERT INTO key_monitor_history
(symbol, monitor_type, direction, upper, lower, notification_count, last_alert_message, close_reason, closed_at)
VALUES (?,?,?,?,?,?,?,?,?)""",
(
row["symbol"],
row["monitor_type"],
row["direction"] or "long",
row["upper"],
row["lower"],
int(notification_count or 0),
(last_msg or "")[:800] if last_msg else None,
close_reason,
app_now_str(),
),
)
def _session_week_bounds(trading_day_str):
end = datetime.strptime(trading_day_str, "%Y-%m-%d").date()
start = end - timedelta(days=6)
return start.strftime("%Y-%m-%d"), trading_day_str
def _calendar_month_bounds(local_dt):
y, m = local_dt.year, local_dt.month
start = f"{y:04d}-{m:02d}-01"
if m == 12:
end_d = datetime(y, 12, 31).date()
else:
end_d = (datetime(y, m + 1, 1) - timedelta(days=1)).date()
return start, end_d.strftime("%Y-%m-%d")
def _count_opens_between(conn, start_td, end_td):
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ?",
(start_td, end_td),
).fetchone()[0]
def _list_window_from_request():
return resolve_list_window(request.args, session, default_preset=PRESET_UTC_TODAY)
def _redirect_records():
qs = list_window_redirect_query(session)
return redirect(f"/records?{qs}" if qs else "/records")
def _pnl_row_matches_segment(row, segment_key):
try:
mt = (row["monitor_type"] or "").strip()
kst = (row["key_signal_type"] or "").strip()
except Exception:
return False
if segment_key == "all":
return True
if segment_key == "manual":
return mt == ORDER_MONITOR_TYPE_MANUAL and not kst
if segment_key == "key_box":
return kst == "箱体突破"
if segment_key == "key_conv":
return kst == "收敛突破"
if segment_key == "key_fib618":
return kst == "斐波回调0.618"
if segment_key == "key_fib786":
return kst == "斐波回调0.786"
if segment_key == "key_false_breakout":
return kst == FALSE_BREAKOUT_MONITOR_TYPE
if segment_key == "key_trigger":
return kst == TRIGGER_ENTRY_MONITOR_TYPE
return False
def _count_opens_for_segment(conn, start_td, end_td, segment_key):
if segment_key == "manual":
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ? "
"AND (monitor_type IS NULL OR monitor_type=? OR TRIM(monitor_type)='') "
"AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')",
(start_td, end_td, ORDER_MONITOR_TYPE_MANUAL),
).fetchone()[0]
kst_map = {
"key_box": "箱体突破",
"key_conv": "收敛突破",
"key_fib618": "斐波回调0.618",
"key_fib786": "斐波回调0.786",
"key_false_breakout": FALSE_BREAKOUT_MONITOR_TYPE,
"key_trigger": TRIGGER_ENTRY_MONITOR_TYPE,
}
kst = kst_map.get(segment_key)
if kst:
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ? AND key_signal_type=?",
(start_td, end_td, kst),
).fetchone()[0]
return conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date >= ? AND session_date <= ?",
(start_td, end_td),
).fetchone()[0]
def _load_completed_trade_pnls(conn):
q = """SELECT pnl_amount, reviewed_pnl_amount, closed_at, reviewed_closed_at, created_at, opened_at,
result, reviewed_result, monitor_type, key_signal_type
FROM trade_records
ORDER BY COALESCE(closed_at, created_at, opened_at) ASC, id ASC"""
rows = conn.execute(q).fetchall()
out = []
for r in rows:
effective_result = (r["reviewed_result"] or r["result"] or "").strip()
if effective_result not in TRADE_COMPLETED_RESULTS:
continue
try:
p = float(r["reviewed_pnl_amount"] if r["reviewed_pnl_amount"] is not None else (r["pnl_amount"] or 0))
except (TypeError, ValueError):
p = 0.0
t = parse_dt_for_trading_day(r["reviewed_closed_at"]) or parse_dt_for_trading_day(r["closed_at"]) or parse_dt_for_trading_day(r["created_at"])
td = get_trading_day(t) if t else None
out.append((p, t, td, r))
return out
def _compute_period_metrics(trades):
"""trades: list of (pnl, close_dt, close_trading_day)"""
trades = [(p, t, td) for p, t, td in trades if t is not None]
trades.sort(key=lambda x: x[1])
closed = len(trades)
wins = sum(1 for p, _, _ in trades if p > 0)
losses = sum(1 for p, _, _ in trades if p < 0)
net = round(sum(p for p, _, _ in trades), 2)
loss_sum_raw = sum(p for p, _, _ in trades if p < 0)
loss_sum_u = round(abs(loss_sum_raw), 2) if loss_sum_raw < 0 else 0.0
neg_pnls = [p for p, _, _ in trades if p < 0]
pos_pnls = [p for p, _, _ in trades if p > 0]
max_single_loss = round(min(neg_pnls), 2) if neg_pnls else None
max_single_profit = round(max(pos_pnls), 2) if pos_pnls else None
cum = peak = max_dd = 0.0
for p, _, _ in trades:
cum += p
peak = max(peak, cum)
max_dd = max(max_dd, peak - cum)
max_dd = round(max_dd, 2)
streak = 0
for p, _, _ in reversed(trades):
if p < 0:
streak += 1
else:
break
daily = {}
for p, _, td in trades:
if td:
daily[td] = daily.get(td, 0.0) + p
max_loss_streak_days = 0
worst_day = None
worst_day_pnl = None
if daily:
sorted_days = sorted(daily.keys())
run = 0
for d in sorted_days:
if daily[d] < 0:
run += 1
max_loss_streak_days = max(max_loss_streak_days, run)
else:
run = 0
worst_day = min(daily.keys(), key=lambda x: daily[x])
worst_day_pnl = round(daily[worst_day], 2)
win_rate_pct = round(wins / (wins + losses) * 100, 2) if (wins + losses) else None
return {
"closed_count": closed,
"win_count": wins,
"loss_count": losses,
"win_rate_pct": win_rate_pct,
"net_pnl_u": net,
"loss_sum_u": loss_sum_u,
"max_single_loss": max_single_loss,
"max_single_profit": max_single_profit,
"max_drawdown_u": max_dd,
"consecutive_losses": streak,
"max_loss_streak_days": max_loss_streak_days,
"worst_day": worst_day,
"worst_day_pnl": worst_day_pnl,
"opens_count": 0,
"range_label": "",
}
def compute_stats_bundle(conn, trading_day, now_dt=None):
"""日 / 周 / 月 统计：平仓按北京时间交易日（默认 8:00 切日）计入。"""
now_dt = now_dt or app_now()
pnls = _load_completed_trade_pnls(conn)
total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0]
w_start, w_end = _session_week_bounds(trading_day)
m_start, m_end = _calendar_month_bounds(now_dt)
def in_week(tr):
return tr[2] and w_start <= tr[2] <= w_end
def in_month(tr):
return tr[2] and m_start <= tr[2] <= m_end
def slice_metrics(seg_key):
seg_rows = [tr for tr in pnls if _pnl_row_matches_segment(tr[3], seg_key)]
day_tr = [(p, t, td) for p, t, td, _r in seg_rows if td == trading_day]
week_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and w_start <= td <= w_end]
month_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and m_start <= td <= m_end]
dm = _compute_period_metrics(day_tr)
wm = _compute_period_metrics(week_tr)
mm = _compute_period_metrics(month_tr)
dm["opens_count"] = _count_opens_for_segment(conn, trading_day, trading_day, seg_key)
wm["opens_count"] = _count_opens_for_segment(conn, w_start, w_end, seg_key)
mm["opens_count"] = _count_opens_for_segment(conn, m_start, m_end, seg_key)
dm["range_label"] = f"北京时间交易日 {trading_day}（{TRADING_DAY_RESET_HOUR}:00 切日）"
wm["range_label"] = f"{w_start} ~ {w_end}（北京日期，近7天）"
mm["range_label"] = f"{m_start} ~ {m_end}（北京自然月）"
return dm, wm, mm
segments = []
for seg_key, seg_title, _meta in STATS_SEGMENT_DEFS:
dm, wm, mm = slice_metrics(seg_key)
segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
dm, wm, mm = slice_metrics("all")
return {
"trading_day": trading_day,
"total_opens_all": total_opens_all,
"day": dm,
"week": wm,
"month": mm,
"segments": segments,
"stats_reset_hour": TRADING_DAY_RESET_HOUR,
}
def infer_leverage(symbol):
sym = (symbol or "").strip().upper()
if sym.startswith("BTC") or sym.startswith("ETH"):
return BTC_LEVERAGE
return ALT_LEVERAGE
def normalize_exchange_symbol(symbol):
sym = symbol.strip().upper()
if ":" in sym:
return sym
if "/" in sym:
base, quote = sym.split("/", 1)
quote_clean = quote.split(":")[0]
return f"{base}/{quote_clean}:{quote_clean}"
return sym
def resolve_monitor_exchange_symbol(row):
"""将监控行上的 symbol / exchange_symbol 统一到 ccxt 永续合约 symbol，便于与 fetch_positions 结果比对。"""
raw = ""
try:
if row["exchange_symbol"]:
raw = str(row["exchange_symbol"]).strip()
except (KeyError, IndexError, TypeError):
raw = ""
if not raw:
try:
raw = str(row["symbol"] or "").strip()
except (KeyError, IndexError, TypeError):
raw = ""
return normalize_exchange_symbol(raw) if raw else ""
def _position_contract_symbol_match(position_symbol, wanted_exchange_symbol):
if not position_symbol or not wanted_exchange_symbol:
return False
a = normalize_exchange_symbol(str(position_symbol).strip())
b = normalize_exchange_symbol(str(wanted_exchange_symbol).strip())
return a == b
def _position_matches_wanted_contract(wanted_unified_sym, position_dict):
"""统一 symbol 比对；不一致时用 Gate 原始 contract 与 ccxt market.id 对齐（兼容 1000PEPE 等命名差异）。"""
if not wanted_unified_sym or not position_dict:
return False
ps = position_dict.get("symbol")
if _position_contract_symbol_match(ps, wanted_unified_sym):
return True
try:
ensure_markets_loaded()
mid = (exchange.market(wanted_unified_sym).get("id") or "").strip().upper()
info = position_dict.get("info") or {}
c_raw = str(info.get("contract") or "").strip().upper()
if mid and c_raw and mid == c_raw:
return True
except Exception:
pass
return False
def _position_row_effective_contracts(p):
"""张数：优先 ccxt contracts，否则用 Gate 原始 size/pos（避免统一层为 0 时被误判空仓）。"""
if not p:
return 0.0
info = p.get("info") or {}
for val in (p.get("contracts"), info.get("size"), info.get("pos")):
if val is None or val == "":
continue
try:
x = abs(float(val))
if x > 0:
return x
except (TypeError, ValueError):
continue
return 0.0
def normalize_symbol_input(symbol):
sym = (symbol or "").strip().upper()
if not sym:
return ""
if "/" in sym:
return sym
if ":" in sym:
sym = sym.split(":")[0]
return f"{sym}/USDT"
def normalize_kline_limit(limit_raw, default=200):
try:
n = int(limit_raw)
except Exception:
return default
return 200 if n >= 200 else 100
def get_recommended_capital(current_capital):
if current_capital <= DAILY_LOSS_CAPITAL:
return DAILY_LOSS_CAPITAL
if current_capital >= DAILY_PROFIT_CAPITAL:
return DAILY_PROFIT_CAPITAL
return DAILY_START_CAPITAL
def ensure_session(conn, session_date):
row = conn.execute(
"SELECT * FROM trading_sessions WHERE session_date = ?",
(session_date,)
).fetchone()
if row:
return row
conn.execute(
"INSERT INTO trading_sessions (session_date, start_capital, current_capital) VALUES (?,?,?)",
(session_date, DAILY_START_CAPITAL, DAILY_START_CAPITAL)
)
conn.commit()
return conn.execute(
"SELECT * FROM trading_sessions WHERE session_date = ?",
(session_date,)
).fetchone()
def update_session_capital(conn, session_date, pnl_amount):
session_row = ensure_session(conn, session_date)
new_capital = float(session_row["current_capital"]) + float(pnl_amount)
conn.execute(
"UPDATE trading_sessions SET current_capital = ?, updated_at = CURRENT_TIMESTAMP WHERE session_date = ?",
(round(new_capital, 4), session_date)
)
conn.commit()
return round(new_capital, 4)
def calc_hold_seconds(opened_at_str, closed_at_dt):
try:
opened_at = datetime.strptime(opened_at_str, "%Y-%m-%d %H:%M:%S")
return int((closed_at_dt - opened_at).total_seconds())
except Exception:
return 0
def calc_hold_minutes(seconds):
if not seconds or seconds <= 0:
return 0
return max(1, int(seconds // 60))
def get_opened_at_value(row):
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
if "opened_at" in keys:
value = row["opened_at"]
if value:
return value
return app_now_str()
def get_effective_trade_field(row, reviewed_key, base_key, default=None):
try:
keys = row.keys() if hasattr(row, "keys") else row.keys()
except Exception:
keys = []
if reviewed_key in keys:
v = row[reviewed_key]
if v is not None and str(v).strip() != "":
return v
if base_key in keys:
v = row[base_key]
if v is not None and str(v).strip() != "":
return v
return default
def to_effective_trade_dict(row):
item = row_to_dict(row)
from order_monitor_display_lib import snapshot_stop_loss
open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
item["display_open_stop_loss"] = open_stop
item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
item["effective_miss_reason"] = get_effective_trade_field(row, "reviewed_miss_reason", "miss_reason", item.get("miss_reason"))
item["effective_pnl_amount"] = get_effective_trade_field(row, "reviewed_pnl_amount", "pnl_amount", item.get("pnl_amount"))
item["effective_hold_minutes"] = get_effective_trade_field(row, "reviewed_hold_minutes", "hold_minutes", item.get("hold_minutes"))
item["effective_hold_seconds"] = get_effective_trade_field(row, "reviewed_hold_seconds", "hold_seconds", item.get("hold_seconds"))
er_eff = get_effective_trade_field(row, "reviewed_entry_reason", "entry_reason", item.get("entry_reason"))
item["effective_entry_reason"] = (str(er_eff).strip() if er_eff is not None else "") or ""
try:
_keys = row.keys() if hasattr(row, "keys") else []
except Exception:
_keys = []
_reviewed_pnl_raw = row["reviewed_pnl_amount"] if "reviewed_pnl_amount" in _keys else None
has_reviewed_pnl = _reviewed_pnl_raw is not None and str(_reviewed_pnl_raw).strip() != ""
ex_pnl = item.get("exchange_realized_pnl")
if not has_reviewed_pnl and ex_pnl is not None and str(ex_pnl).strip() != "":
try:
item["effective_pnl_amount"] = round(float(ex_pnl), 2)
item["display_pnl_source"] = "exchange"
ex_open = (str(item.get("exchange_opened_at") or "").strip() or None)
ex_close = (str(item.get("exchange_closed_at") or "").strip() or None)
if ex_open:
item["effective_opened_at"] = ex_open
if ex_close:
item["effective_closed_at"] = ex_close
except (TypeError, ValueError):
item["display_pnl_source"] = "local"
elif has_reviewed_pnl:
item["display_pnl_source"] = "reviewed"
else:
item["display_pnl_source"] = "local"
item["effective_result"] = normalize_result_with_pnl(
item.get("effective_result"),
item.get("effective_pnl_amount"),
)
return item
def format_price_magnitude_fallback(value):
"""无 markets 或解析失败时的价格展示兜底（按量级）。"""
try:
v = float(value)
except Exception:
return str(value)
if v == 0:
return "0"
av = abs(v)
if av >= 10000:
d = 2
elif av >= 100:
d = 3
elif av >= 1:
d = 4
elif av >= 0.01:
d = 6
elif av >= 0.0001:
d = 8
else:
d = 10
text = f"{v:.{d}f}"
return text.rstrip("0").rstrip(".") if "." in text else text
def resolve_ccxt_price_symbol(symbol):
"""将界面/库中的品种名转为 ccxt 永续合约 id（如 BTC/USDT -> BTC/USDT:USDT）。"""
s = (symbol or "").strip()
if not s:
return ""
if "/" not in s and ":" not in s:
s = f"{s.upper()}/USDT"
else:
s = s.upper()
return normalize_exchange_symbol(s)
def round_price_to_exchange(exchange_symbol, price):
"""与交易所 tick 对齐后的 float，供入库与计算；失败时退回 float(price)。"""
if price in (None, ""):
return None
try:
v = float(price)
except (TypeError, ValueError):
return None
if not exchange_symbol:
return v
try:
ensure_markets_loaded()
s = exchange.price_to_precision(exchange_symbol, v)
return float(s)
except Exception:
return v
def format_price_for_symbol(symbol, value):
"""价格展示：与交易所 price_to_precision 一致（与入库 round_price_to_exchange 对齐）。"""
if value in (None, ""):
return "-"
try:
v = float(value)
except Exception:
return str(value)
ex = resolve_ccxt_price_symbol(symbol)
if not ex:
return format_price_magnitude_fallback(v)
try:
ensure_markets_loaded()
return exchange.price_to_precision(ex, v)
except Exception:
return format_price_magnitude_fallback(v)
def format_usdt(value):
"""USDT 资金类展示：固定两位小数。"""
if value in (None, ""):
return "-"
try:
return f"{float(value):.2f}"
except (TypeError, ValueError):
return str(value)
def format_signed_usdt(value):
"""USDT 盈亏等可正可负：+1.23 / -0.50 / 0.00"""
if value in (None, ""):
return "-"
try:
v = float(value)
except (TypeError, ValueError):
return str(value)
if v == 0:
return "0.00"
sign = "+" if v > 0 else ""
return f"{sign}{v:.2f}"
def format_wechat_scalar_2dp(value):
"""企业微信推送：数值统一两位小数（与交易所 tick 无关）。"""
if value in (None, ""):
return "-"
try:
return f"{float(value):.2f}"
except (TypeError, ValueError):
return str(value)
def format_hold_minutes(minutes):
if not minutes:
return "0分钟"
total = int(minutes)
hours = total // 60
mins = total % 60
if hours:
return f"{hours}小时{mins}分钟"
return f"{mins}分钟"
def calc_pnl(direction, trigger_price, exit_price, margin_capital, leverage):
try:
trigger = float(trigger_price)
exit_p = float(exit_price)
margin = float(margin_capital)
lev = float(leverage)
if trigger <= 0:
return 0.0
if direction == "short":
pnl_ratio = (trigger - exit_p) / trigger
else:
pnl_ratio = (exit_p - trigger) / trigger
return round(margin * lev * pnl_ratio, 4)
except Exception:
return 0.0
def calc_rr_ratio(direction, entry_price, stop_loss, take_profit):
try:
entry = float(entry_price)
sl = float(stop_loss)
tp = float(take_profit)
if entry <= 0 or sl <= 0 or tp <= 0:
return None
if direction == "short":
risk = sl - entry
reward = entry - tp
else:
risk = entry - sl
reward = tp - entry
if risk <= 0 or reward <= 0:
return None
return round(reward / risk, 4)
except Exception:
return None
def calc_risk_fraction(direction, entry_price, stop_loss):
try:
entry = float(entry_price)
sl = float(stop_loss)
if entry <= 0 or sl <= 0:
return None
if direction == "short":
risk = sl - entry
else:
risk = entry - sl
if risk <= 0:
return None
return risk / entry
except Exception:
return None
def calc_risk_amount_from_plan(direction, entry_price, stop_loss, margin_capital, leverage):
rf = calc_risk_fraction(direction, entry_price, stop_loss)
if rf is None:
return None
try:
notional = float(margin_capital) * float(leverage)
if notional <= 0:
return None
return round(notional * rf, 6)
except Exception:
return None
def calc_actual_rr(pnl_amount, risk_amount):
try:
r = float(risk_amount or 0)
if r <= 0:
return None
return round(float(pnl_amount or 0) / r, 4)
except Exception:
return None
def calc_breakeven_stop(direction, entry_price, risk_fraction, locked_r, offset_pct):
"""
按“已锁定R”计算目标止损位：
- long: entry + locked_r * (entry*risk_fraction) + offset
- short: entry - locked_r * (entry*risk_fraction) - offset
"""
try:
entry = float(entry_price)
rf = float(risk_fraction)
lr = float(locked_r)
off = float(offset_pct) / 100.0
if entry <= 0 or rf <= 0 or lr < 0:
return None
base_move = entry * rf * lr
offset_move = entry * off
if direction == "short":
return round(entry - base_move - offset_move, 8)
return round(entry + base_move + offset_move, 8)
except Exception:
return None
def insert_trade_record(
conn,
symbol,
monitor_type,
direction,
trigger_price,
stop_loss,
initial_stop_loss=None,
take_profit=None,
margin_capital=None,
leverage=None,
pnl_amount=0,
hold_seconds=0,
trade_style=None,
risk_amount=None,
planned_rr=None,
actual_rr=None,
result="",
miss_reason=None,
opened_at=None,
opened_at_ms=None,
closed_at=None,
closed_at_ms=None,
exchange_trade_id=None,
key_signal_type=None,
entry_reason=None,
trend_plan_id=None,
):
hold_minutes = calc_hold_minutes(hold_seconds)
open_ts = opened_at or app_now_str()
close_ts = closed_at or app_now_str()
open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
from order_monitor_display_lib import snapshot_stop_loss
snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
er = (
(entry_reason or "").strip()
or entry_reason_from_key_signal(kst)
or entry_reason_for_monitor_type(monitor_type)
or ""
)
conn.execute(
"INSERT INTO trade_records (symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id,entry_reason,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, monitor_type, kst, direction, trigger_price, snap_sl, snap_sl, take_profit,
margin_capital, leverage, pnl_amount, hold_seconds,
trade_style, risk_amount, planned_rr, actual_rr, hold_minutes,
open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er or None,
trend_plan_id,
)
)
def calc_duration_text(open_str, close_str):
try:
fmt = "%Y-%m-%dT%H:%M"
o = datetime.strptime(open_str, fmt)
c = datetime.strptime(close_str, fmt)
delta = c - o
seconds = int(delta.total_seconds())
if seconds <= 0:
return "0分钟"
d = seconds // 86400
h = (seconds % 86400) // 3600
m = (seconds % 3600) // 60
parts = []
if d:
parts.append(f"{d}天")
if h:
parts.append(f"{h}小时")
if m or not parts:
parts.append(f"{m}分钟")
return " ".join(parts)
except Exception:
return "计算失败"
def row_to_dict(row):
return {k: row[k] for k in row.keys()}
def enrich_order_item(raw_item, current_capital):
item = dict(raw_item or {})
margin = float(item.get("margin_capital") or 0)
lev = float(item.get("leverage") or 0)
notional = item.get("notional_value")
ratio = item.get("position_ratio")
if notional is None:
notional = round(margin * lev, 2) if margin and lev else 0
if ratio is None:
ratio = round(margin / current_capital * 100, 2) if current_capital else 0
item["notional_value"] = notional
item["position_ratio"] = ratio
enrich_order_display_fields(item, calc_rr_ratio)
try:
be = item.get("breakeven_enabled")
item["breakeven_enabled"] = 0 if be is not None and int(be) == 0 else 1
except Exception:
item["breakeven_enabled"] = 1
return apply_order_monitor_source_labels(item, default_manual=ORDER_MONITOR_TYPE_MANUAL)
def ensure_exchange_live_ready():
if not LIVE_TRADING_ENABLED:
return False, "未开启实盘下单（LIVE_TRADING_ENABLED=false）"
if not (GATE_API_KEY and GATE_API_SECRET):
return False, "缺少 Gate API 密钥配置（GATE_API_KEY / GATE_API_SECRET）"
return True, ""
def order_row_monitor_type(row):
return order_monitor_source_type(row, default_manual=ORDER_MONITOR_TYPE_MANUAL)
def trade_record_monitor_type(conn, row):
return resolve_trade_record_monitor_type(
conn, row, default_manual=ORDER_MONITOR_TYPE_MANUAL
)
def order_row_key_signal_type(row):
if row is None:
return None
try:
keys = row.keys() if hasattr(row, "keys") else []
except Exception:
keys = []
if "key_signal_type" not in keys:
return None
kst = (row["key_signal_type"] or "").strip()
if kst in KEY_MONITOR_AUTO_TYPES or is_fib_key_monitor_type(kst) or is_false_breakout_key_monitor_type(kst):
return kst
return None
def exchange_private_api_configured():
"""仅表示已配置密钥；与是否允许下单（LIVE_TRADING_ENABLED）无关，用于只读拉仓等。"""
return bool(GATE_API_KEY and GATE_API_SECRET)
def _extract_usdt_total(balance):
usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {}
total_map = balance.get("total", {}) if isinstance(balance, dict) else {}
free_map = balance.get("free", {}) if isinstance(balance, dict) else {}
total = usdt_info.get("total")
if total is None:
total = usdt_info.get("equity")
if total is None:
total = total_map.get("USDT")
if total is None:
total = usdt_info.get("free")
if total is None:
total = free_map.get("USDT")
try:
return float(total) if total is not None else None
except Exception:
return None
def _extract_usdt_free(balance):
usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {}
free_map = balance.get("free", {}) if isinstance(balance, dict) else {}
free = usdt_info.get("free")
if free is None:
free = free_map.get("USDT")
try:
return float(free) if free is not None else None
except Exception:
return None
def _parse_usdt_from_gate_unified_accounts_body(data):
"""
解析 Gate GET /unified/accounts 响应体中的 USDT（dict 或 list 形态的 balances 均支持）。
ccxt fetch_balance(unifiedAccount) 在 balances 为数组时会访问 .keys() 崩溃，故资金兜底走此解析。
"""
if not isinstance(data, dict):
return None
raw_fd = data.get("funding")
if isinstance(raw_fd, (int, float)):
return float(raw_fd)
if isinstance(raw_fd, str) and raw_fd.strip():
try:
return float(raw_fd)
except Exception:
pass
if isinstance(raw_fd, dict):
u = raw_fd.get("USDT") or raw_fd.get("usdt")
if isinstance(u, dict):
for k in ("equity", "available", "total", "amount"):
v = u.get(k)
if v is not None:
try:
return float(v)
except Exception:
pass
balances = data.get("balances")
if isinstance(balances, list):
for row in balances:
if not isinstance(row, dict):
continue
sym = str(row.get("currency") or row.get("asset") or row.get("name") or "").upper()
if sym != "USDT":
continue
for k in ("equity", "balance", "available", "total", "amount"):
v = row.get(k)
if v is not None:
try:
return float(v)
except Exception:
pass
elif isinstance(balances, dict):
u = balances.get("USDT") or balances.get("usdt")
if isinstance(u, dict):
for k in ("equity", "available", "total", "amount"):
v = u.get(k)
if v is not None:
try:
return float(v)
except Exception:
pass
tb = data.get("total_balance")
if isinstance(tb, dict):
u = tb.get("USDT") or tb.get("usdt")
if isinstance(u, (int, float, str)):
try:
return float(u)
except Exception:
pass
if isinstance(u, dict):
for k in ("equity", "available", "amount", "total"):
val = u.get(k)
if val is not None:
try:
return float(val)
except Exception:
pass
return None
def _parse_gate_spot_accounts_response_usdt(response):
"""解析 GET /spot/accounts 列表中的 USDT（与 fetch_balance spot 同源，ccxt 解析失败时可兜底）。"""
rows = None
if isinstance(response, list):
rows = response
elif isinstance(response, dict):
inner = response.get("result")
if isinstance(inner, list):
rows = inner
elif isinstance(inner, dict) and isinstance(inner.get("list"), list):
rows = inner["list"]
if not rows:
return None
for row in rows:
if not isinstance(row, dict):
continue
if str(row.get("currency") or "").upper() != "USDT":
continue
ts = row.get("total")
if ts is not None and str(ts).strip() != "":
try:
return float(ts)
except Exception:
pass
try:
return float(row.get("available") or 0) + float(row.get("locked") or 0)
except Exception:
pass
return None
def _fetch_usdt_by_types(type_candidates):
"""统一只用 ccxt.fetch_balance；spot 必须带 marginMode=spot，否则会随 defaultMarginMode 误走 cross_margin。"""
for t in type_candidates:
try:
params = {"type": t}
if t == "spot":
params["marginMode"] = "spot"
bal = exchange.fetch_balance(params=params)
val = _extract_usdt_total(bal)
if val is not None:
return val
except Exception:
continue
return None
def _fetch_gate_funding_usdt():
"""
Gate「资金账户」：
1) fetch_balance(type=spot, marginMode=spot) — 避免 defaultMarginMode=cross 误走 cross_margin；
2) privateSpotGetAccounts — 与 1 同源，ccxt 聚合异常或解析不到 USDT 时再试原始列表；
3) privateUnifiedGetAccounts + 自解析 — 统一账户 balances 常为数组，ccxt unified fetch_balance 会崩。
"""
spot_seen_ok = False
try:
ensure_markets_loaded()
bal = exchange.fetch_balance(params={"type": "spot", "marginMode": "spot"})
spot_seen_ok = True
val = _extract_usdt_total(bal)
if val is not None:
return float(val)
except Exception:
pass
try:
resp = exchange.privateSpotGetAccounts({})
v = _parse_gate_spot_accounts_response_usdt(resp)
if v is not None:
return float(v)
except Exception:
pass
try:
raw = exchange.privateUnifiedGetAccounts({})
body = raw
if isinstance(body, dict) and isinstance(body.get("result"), dict):
body = body["result"]
v = _parse_usdt_from_gate_unified_accounts_body(body) if isinstance(body, dict) else None
if v is not None:
return float(v)
except Exception:
pass
if spot_seen_ok:
return 0.0
return None
def get_available_trading_usdt():
ok_live, _ = ensure_exchange_live_ready()
if not ok_live:
return None
for t in ["swap", "spot"]:
try:
params = {"type": t}
if t == "spot":
params["marginMode"] = "spot"
bal = exchange.fetch_balance(params=params)
free_val = _extract_usdt_free(bal)
if free_val is not None:
return free_val
except Exception:
continue
return None
def get_synced_leverage(exchange_symbol, direction):
ensure_markets_loaded()
try:
positions = exchange.fetch_positions([exchange_symbol])
for p in positions:
if not _position_matches_wanted_contract(exchange_symbol, p):
continue
info = p.get("info", {}) or {}
side = (p.get("side") or info.get("posSide") or "").lower()
if GATE_POS_MODE == "hedge" and side and side != direction:
continue
lev = p.get("leverage")
if lev is None or lev == 0 or str(lev) == "0":
lev = info.get("cross_leverage_limit") or info.get("leverage")
if lev:
try:
return int(float(lev))
except Exception:
pass
except Exception:
pass
return None
def friendly_exchange_error(err, available_usdt=None):
msg = str(err)
low = msg.lower()
if (
"51008" in msg
or "insufficient" in low
or "margin" in low and ("not enough" in low or "不足" in msg)
or "balance" in low and "insufficient" in low
):
tail = f"（当前交易账户可用约 {round(available_usdt, 2)}U）" if available_usdt is not None else ""
return f"交易所下单失败：保证金不足 {tail}。请降低保证金/杠杆，或先划转USDT到合约账户。"
clean = re.sub(r"\s+", " ", msg).strip()
return f"交易所下单失败：{clean}"
def get_exchange_capitals(force=False):
ok_live, _ = ensure_exchange_live_ready()
if not ok_live:
return None, None
now_ts = time.time()
if (not force) and ACCOUNT_BALANCE_CACHE["updated_at"] and now_ts - ACCOUNT_BALANCE_CACHE["updated_at"] < BALANCE_REFRESH_SECONDS:
return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
try:
ACCOUNT_BALANCE_CACHE["funding_usdt"] = _fetch_gate_funding_usdt()
except Exception:
ACCOUNT_BALANCE_CACHE["funding_usdt"] = None
try:
ACCOUNT_BALANCE_CACHE["trading_usdt"] = _fetch_usdt_by_types(["swap", "spot"])
except Exception:
# 勿保留上一次成功请求的旧值：鉴权失败时否则会误以为「合约余额仍能读」
ACCOUNT_BALANCE_CACHE["trading_usdt"] = None
ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts
return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
def execute_transfer_usdt(amount, from_account, to_account):
from gate_transfer_lib import execute_transfer_usdt as _gate_execute_transfer_usdt
return _gate_execute_transfer_usdt(
exchange,
amount,
from_account,
to_account,
transfer_ccy=TRANSFER_CCY,
ensure_live_ready=ensure_exchange_live_ready,
ensure_markets_loaded=ensure_markets_loaded,
)
def get_account_usdt_total(account_type):
"""读取各账户 USDT。funding 走 _fetch_gate_funding_usdt；spot 同样 marginMode=spot，一律 ccxt。"""
raw = (account_type or "").strip().lower()
if raw == "funding":
return _fetch_gate_funding_usdt()
at = raw
try:
params = {"type": at}
if at == "spot":
params["marginMode"] = "spot"
bal = exchange.fetch_balance(params=params)
val = _extract_usdt_total(bal)
if val is not None:
return val
return 0.0 if at == "spot" else None
except Exception:
return None
def _auto_transfer_active_count(conn):
from gate_transfer_lib import count_auto_transfer_blockers
return count_auto_transfer_blockers(conn, count_order_monitors=get_active_position_count)
def auto_transfer_once_per_day():
run_auto_transfer_once_per_day(
enabled=AUTO_TRANSFER_ENABLED,
bj_hour=AUTO_TRANSFER_BJ_HOUR,
target_amount=AUTO_TRANSFER_AMOUNT,
from_account=AUTO_TRANSFER_FROM,
to_account=AUTO_TRANSFER_TO,
funds_decimals=2,
get_db=get_db,
get_active_position_count=_auto_transfer_active_count,
get_account_usdt_total=get_account_usdt_total,
execute_transfer_usdt=execute_transfer_usdt,
send_wechat_msg=send_wechat_msg,
utc_now_dt=utc_now_dt,
app_tz=APP_TZ,
utc_calendar_date_str=utc_calendar_date_str,
app_now_str=app_now_str,
)
def trading_day_reset_allows_new_open(now):
"""是否允许在满足其它风控的前提下于当前时刻新开仓（仅「整点前禁开」守卫）。"""
if not TRADING_DAY_RESET_OPEN_GUARD_ENABLED:
return True
return now.hour >= TRADING_DAY_RESET_HOUR
def get_active_position_count(conn):
return int(conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0])
def clear_key_sizing_snapshot_if_flat(conn, session_date):
if get_active_position_count(conn) > 0:
return
conn.execute(
"UPDATE trading_sessions SET key_sizing_capital_snapshot = NULL, updated_at = CURRENT_TIMESTAMP WHERE session_date = ?",
(session_date,),
)
conn.commit()
def get_key_sizing_capital_snapshot(conn, session_date):
row = ensure_session(conn, session_date)
try:
val = row["key_sizing_capital_snapshot"]
except (KeyError, IndexError):
return None
if val is None:
return None
try:
return float(val)
except (TypeError, ValueError):
return None
def set_key_sizing_capital_snapshot(conn, session_date, capital):
ensure_session(conn, session_date)
conn.execute(
"UPDATE trading_sessions SET key_sizing_capital_snapshot = ?, updated_at = CURRENT_TIMESTAMP WHERE session_date = ?",
(round(float(capital), 2), session_date),
)
conn.commit()
def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
live = float(live_capital)
active = get_active_position_count(conn)
if active <= 0:
set_key_sizing_capital_snapshot(conn, trading_day, live)
return live
if KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT:
snap = get_key_sizing_capital_snapshot(conn, trading_day)
if snap is not None and snap > 0:
return snap
return live
def precheck_risk(conn, symbol, direction):
now = app_now()
from account_risk_lib import account_risk_blocks_trading
ok_risk, risk_reason = account_risk_blocks_trading(
conn,
trading_day=get_trading_day(now),
now=now,
fmt_local_ms=ms_to_app_local_str,
)
if not ok_risk:
return False, risk_reason
if not trading_day_reset_allows_new_open(now):
return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
from account_risk_lib import position_limit_reached
reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
if reached:
return False, f"已达最大持仓数（{active_count}/{mx}）"
ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR
)
if not ok_daily:
return False, daily_reason
if direction not in ("long", "short"):
return False, "方向必须为 long 或 short"
if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"):
expected = BTC_LEVERAGE
else:
expected = ALT_LEVERAGE
if expected <= 0:
return False, "杠杆配置异常"
return True, ""
def prepare_order_amount(exchange_symbol, margin_capital, leverage, fallback_price):
ensure_markets_loaded()
notional = float(margin_capital) * float(leverage)
ticker = exchange.fetch_ticker(exchange_symbol)
price = float(ticker.get("last") or fallback_price)
if price <= 0:
raise ValueError("触发价必须大于 0")
market = exchange.market(exchange_symbol)
contract_size = float(market.get("contractSize") or 1)
if market.get("contract"):
# 合约 amount 按张数/合约乘数解析；ccxt 会再做精度与符号处理
amount = notional / (price * contract_size)
else:
amount = notional / price
min_amount = (market.get("limits", {}).get("amount", {}) or {}).get("min")
if min_amount and amount < float(min_amount):
raise ValueError(f"下单数量过小，最小数量为 {min_amount}")
amount_precise = float(exchange.amount_to_precision(exchange_symbol, amount))
if amount_precise <= 0:
raise ValueError("下单数量精度后为 0，请提高基数或降低价格")
return amount_precise, price
def _to_positive_float(value):
try:
n = float(value)
return n if n > 0 else None
except Exception:
return None
def _extract_order_price_value(order_obj):
if not isinstance(order_obj, dict):
return None
for key in ("average", "price"):
v = _to_positive_float(order_obj.get(key))
if v is not None:
return v
cost = _to_positive_float(order_obj.get("cost"))
filled = _to_positive_float(order_obj.get("filled"))
if cost is not None and filled is not None and filled > 0:
return cost / filled
info = order_obj.get("info") if isinstance(order_obj.get("info"), dict) else {}
for key in ("avgPx", "fillPx", "avgPrice", "fillPrice", "px"):
v = _to_positive_float(info.get(key))
if v is not None:
return v
return None
def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price):
price = _extract_order_price_value(order_resp)
if price is not None:
return round(price, 8)
order_id = (order_resp or {}).get("id")
if order_id:
try:
fetched = exchange.fetch_order(order_id, exchange_symbol)
fetched_price = _extract_order_price_value(fetched)
if fetched_price is not None:
return round(fetched_price, 8)
except Exception:
pass
fallback = _to_positive_float(fallback_price)
return round(fallback, 8) if fallback is not None else 0.0
def get_contract_size(exchange_symbol):
ensure_markets_loaded()
market = exchange.market(exchange_symbol)
return float(market.get("contractSize") or 1)
def parse_positive_float(value):
if value is None:
return None
raw = str(value).strip()
if not raw:
return None
num = float(raw)
if num <= 0:
raise ValueError("数值必须大于0")
return num
def build_gate_order_params(direction, reduce_only=False):
params = {}
if reduce_only:
params["reduceOnly"] = True
return params
def _gate_contracts_amount_for_tpsl(order, fallback_amount):
for key in ("filled", "amount"):
v = order.get(key)
try:
fv = float(v)
if fv > 0:
return fv
except Exception:
pass
return float(fallback_amount)
def _gate_clamp_tpsl_to_last_price(exchange_symbol, direction, stop_loss, take_profit, *, sl_only=False):
"""
Gate price_orders 规则：空仓止损/多仓止盈 trigger>last；空仓止盈/多仓止损 trigger<last。
计划价可能已穿过现价时，按最小间距自动微调并返回说明。
"""
ensure_markets_loaded()
last = get_price(exchange_symbol)
if last is None or float(last) <= 0:
return float(stop_loss), float(take_profit), None
last = float(last)
sl = float(stop_loss)
tp = float(take_profit)
gap = max(0.0, float(GATE_TPSL_LAST_PRICE_GAP_PCT)) / 100.0
if gap <= 0:
gap = 0.0005
notes = []
direction = (direction or "long").strip().lower()
if direction == "short":
if sl <= last:
sl = float(exchange.price_to_precision(exchange_symbol, last * (1 + gap)))
notes.append(f"止损触发价须高于现价 {last}，已调整为 {sl}")
if not sl_only and tp >= last:
tp = float(exchange.price_to_precision(exchange_symbol, last * (1 - gap)))
notes.append(f"止盈触发价须低于现价 {last}，已调整为 {tp}")
else:
if sl >= last:
sl = float(exchange.price_to_precision(exchange_symbol, last * (1 - gap)))
notes.append(f"止损触发价须低于现价 {last}，已调整为 {sl}")
if not sl_only and tp <= last:
tp = float(exchange.price_to_precision(exchange_symbol, last * (1 + gap)))
notes.append(f"止盈触发价须高于现价 {last}，已调整为 {tp}")
return sl, tp, ("；".join(notes) if notes else None)
def _gate_place_tp_sl_orders_legacy_conditional(exchange_symbol, direction, contracts_amount, stop_loss, take_profit):
"""ccxt 市价减仓条件单（两张单分别带 stopLossPrice / takeProfitPrice），与官方仓位类触发单等价逻辑不同路径。"""
ensure_markets_loaded()
close_side = "sell" if direction == "long" else "buy"
base = {"reduceOnly": True}
last_err = None
for attempt in range(8):
try:
exchange.create_order(
exchange_symbol, "market", close_side, contracts_amount, None,
dict(base, stopLossPrice=float(stop_loss)),
)
exchange.create_order(
exchange_symbol, "market", close_side, contracts_amount, None,
dict(base, takeProfitPrice=float(take_profit)),
)
return
except Exception as e:
last_err = e
time.sleep(0.2 * (attempt + 1))
raise RuntimeError(f"交易所未接受条件止盈/止损委托参数：{last_err}")
def _gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, stop_loss, take_profit):
"""
Gate 永续官方仓位类触发单：POST futures/{settle}/price_orders，
order_type=close-long-position / close-short-position，单向全平 close+size=0；双向需 auto_size。
与 App 内展示的「条件委托」一致，平仓后仍需 cancel_gate_swap_trigger_orders 避免残留。
"""
stop_loss, take_profit, _ = _gate_clamp_tpsl_to_last_price(
exchange_symbol, direction, stop_loss, take_profit
)
ensure_markets_loaded()
market = exchange.market(exchange_symbol)
if not market.get("swap"):
raise RuntimeError("仅支持永续合约 symbol")
settle = market["settleId"]
contract = market["id"]
order_type = "close-long-position" if direction == "long" else "close-short-position"
close_side = "sell" if direction == "long" else "buy"
if close_side == "sell":
sl_rule, tp_rule = 2, 1
else:
sl_rule, tp_rule = 1, 2
initial = {
"contract": contract,
"size": 0,
"price": "0",
"close": True,
"reduce_only": True,
"tif": "ioc",
"text": "api",
}
if GATE_POS_MODE == "hedge":
initial["auto_size"] = "close_long" if direction == "long" else "close_short"
# Gate API 1018：auto_size=close_long|close_short 时 initial.close 须为 false
initial["close"] = False
sl_s = exchange.price_to_precision(exchange_symbol, float(stop_loss))
tp_s = exchange.price_to_precision(exchange_symbol, float(take_profit))
def _payload(trigger_price, rule):
trig = {
"strategy_type": 0,
"price_type": GATE_TPSL_PRICE_TYPE,
"price": trigger_price,
"rule": rule,
}
if GATE_TPSL_TRIGGER_EXPIRATION > 0:
trig["expiration"] = GATE_TPSL_TRIGGER_EXPIRATION
return {
"settle": settle,
"initial": dict(initial),
"trigger": trig,
"order_type": order_type,
}
last_err = None
for attempt in range(8):
try:
exchange.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule))
try:
exchange.privateFuturesPostSettlePriceOrders(_payload(tp_s, tp_rule))
except Exception:
cancel_gate_swap_trigger_orders(exchange_symbol)
raise
return
except Exception as e:
last_err = e
time.sleep(0.2 * (attempt + 1))
raise RuntimeError(f"交易所未接受仓位类条件止盈/止损：{last_err}")
def _gate_td_mode_is_cross():
return _GATE_DEFAULT_MARGIN_MODE == "cross"
def _gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amount, stop_loss, take_profit):
pos_err = None
if GATE_TPSL_USE_POSITION_ORDER:
try:
_gate_place_tp_sl_orders_position_price_orders(exchange_symbol, direction, stop_loss, take_profit)
return
except Exception as e:
pos_err = e
if _gate_td_mode_is_cross():
raise RuntimeError(
f"交易所未接受仓位类条件止盈/止损（全仓不支持 ccxt 条件单回退）：{pos_err}"
) from e
try:
_gate_place_tp_sl_orders_legacy_conditional(
exchange_symbol, direction, contracts_amount, stop_loss, take_profit,
)
except Exception as legacy_err:
if pos_err is not None:
raise RuntimeError(
f"交易所未接受仓位类条件止盈/止损：{pos_err}；条件单回退亦失败：{legacy_err}"
) from legacy_err
raise
def _gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss):
"""Gate 永续：仅挂仓位类止损触发单（趋势回调用）。"""
stop_loss, _, _ = _gate_clamp_tpsl_to_last_price(
exchange_symbol, direction, stop_loss, stop_loss, sl_only=True
)
ensure_markets_loaded()
market = exchange.market(exchange_symbol)
if not market.get("swap"):
raise RuntimeError("仅支持永续合约 symbol")
settle = market["settleId"]
contract = market["id"]
order_type = "close-long-position" if direction == "long" else "close-short-position"
close_side = "sell" if direction == "long" else "buy"
sl_rule = 2 if close_side == "sell" else 1
initial = {
"contract": contract,
"size": 0,
"price": "0",
"close": True,
"reduce_only": True,
"tif": "ioc",
"text": "api",
}
if GATE_POS_MODE == "hedge":
initial["auto_size"] = "close_long" if direction == "long" else "close_short"
initial["close"] = False
sl_s = exchange.price_to_precision(exchange_symbol, float(stop_loss))
def _payload(trigger_price, rule):
trig = {
"strategy_type": 0,
"price_type": GATE_TPSL_PRICE_TYPE,
"price": trigger_price,
"rule": rule,
}
if GATE_TPSL_TRIGGER_EXPIRATION > 0:
trig["expiration"] = GATE_TPSL_TRIGGER_EXPIRATION
return {
"settle": settle,
"initial": dict(initial),
"trigger": trig,
"order_type": order_type,
}
last_err = None
for attempt in range(8):
try:
exchange.privateFuturesPostSettlePriceOrders(_payload(sl_s, sl_rule))
return
except Exception as e:
last_err = e
time.sleep(0.2 * (attempt + 1))
raise RuntimeError(f"交易所未接受仅止损仓位触发单：{last_err}")
def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
try:
e = float(entry_price)
pct = float(
offset_pct
if offset_pct is not None
else float(os.getenv("TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT", "0.3"))
)
except (TypeError, ValueError):
return None
if e <= 0:
return None
direction = (direction or "long").strip().lower()
if direction == "short":
return e * (1.0 - pct / 100.0)
return e * (1.0 + pct / 100.0)
def ensure_markets_loaded(force=False):
global MARKETS_LOADED
if force or not MARKETS_LOADED:
exchange.load_markets(reload=force)
MARKETS_LOADED = True
def place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=None, take_profit=None):
ensure_markets_loaded()
exchange.set_leverage(leverage, exchange_symbol)
side = "buy" if direction == "long" else "sell"
params = build_gate_order_params(direction, reduce_only=False)
order = exchange.create_order(exchange_symbol, "market", side, amount, None, params)
order.setdefault("tpsl_attached", False)
if stop_loss and take_profit:
try:
contracts_amt = _gate_contracts_amount_for_tpsl(order, amount)
_gate_place_tp_sl_orders(exchange_symbol, direction, contracts_amt, stop_loss, take_profit)
order["tpsl_attached"] = True
except RuntimeError:
raise
except Exception as e:
raise RuntimeError(f"交易所未接受条件止盈/止损委托，已拒绝开仓：{str(e)}") from e
return order
def close_exchange_order(order_row):
ensure_markets_loaded()
exchange_symbol = order_row["exchange_symbol"] or normalize_exchange_symbol(order_row["symbol"])
amount = float(order_row["order_amount"] or 0)
if amount <= 0:
raise ValueError("平仓失败：缺少有效下单数量")
direction = order_row["direction"]
side = "sell" if direction == "long" else "buy"
params = build_gate_order_params(direction, reduce_only=True)
return exchange.create_order(exchange_symbol, "market", side, amount, None, params)
def _gate_swap_trigger_order_params():
"""永续条件单（止盈/止损触发委托）查询/撤销用的 ccxt 参数。"""
p = {"type": "swap", "trigger": True}
try:
exchange.load_unified_status()
if exchange.options.get("unifiedAccount"):
p["unifiedAccount"] = True
except Exception:
pass
return p
def cancel_gate_swap_trigger_orders(exchange_symbol):
"""
仓位已平时撤销该合约下剩余的永续条件委托（trigger / price_orders），避免孤儿单残留。
与 App 内「仓位附带止盈止损」不同，本系统挂的是独立触发单，平仓后交易所未必自动撤。
"""
ok, _ = ensure_exchange_live_ready()
if not ok or not exchange_symbol:
return
ensure_markets_loaded()
params = _gate_swap_trigger_order_params()
sym = exchange_symbol
try:
exchange.cancel_all_orders(sym, params)
return
except Exception:
pass
try:
pending = exchange.fetch_open_orders(sym, params=params)
except Exception:
return
for o in pending or []:
oid = o.get("id")
if oid is None:
continue
try:
exchange.cancel_order(str(oid), sym, params)
except Exception:
pass
def _gate_list_trigger_open_orders(exchange_symbol):
params = _gate_swap_trigger_order_params()
try:
return exchange.fetch_open_orders(exchange_symbol, params=params) or []
except Exception:
return []
def _gate_order_trigger_price(order):
for key in ("stopPrice", "triggerPrice", "price"):
try:
v = float(order.get(key) or 0)
if v > 0:
return v
except Exception:
pass
info = order.get("info") or {}
if isinstance(info, dict):
trig = info.get("trigger")
if isinstance(trig, dict):
try:
v = float(trig.get("price") or 0)
if v > 0:
return v
except Exception:
pass
for key in ("trigger_price", "triggerPrice", "stopPrice", "price"):
try:
v = float(info.get(key) or 0)
if v > 0:
return v
except Exception:
pass
return None
def _gate_tpsl_role_from_order(order, direction):
info = order.get("info") or {}
if not isinstance(info, dict):
info = {}
ot = str(info.get("order_type") or info.get("orderType") or order.get("type") or "").lower()
if "take" in ot and "profit" in ot:
return "tp"
if "stop" in ot and "loss" in ot:
return "sl"
trig = info.get("trigger")
rule = None
if isinstance(trig, dict) and trig.get("rule") is not None:
try:
rule = int(trig["rule"])
except Exception:
rule = None
if rule is None:
try:
rule = int(info.get("rule"))
except Exception:
rule = None
if rule is not None:
if direction == "long":
return "sl" if rule == 2 else ("tp" if rule == 1 else None)
return "sl" if rule == 1 else ("tp" if rule == 2 else None)
if order.get("stopLossPrice"):
return "sl"
if order.get("takeProfitPrice"):
return "tp"
typ = str(order.get("type") or "").upper()
if "TAKE" in typ:
return "tp"
if "STOP" in typ:
return "sl"
return None
def _gate_tpsl_slot_from_order(order, exchange_symbol):
trig = _gate_order_trigger_price(order)
try:
amt = float(order.get("amount") or order.get("remaining") or 0)
except Exception:
amt = None
if amt is not None and amt <= 0:
amt = None
oid = order.get("id")
if oid is None and isinstance(order.get("info"), dict):
oid = order["info"].get("id") or order["info"].get("order_id")
disp = format_price_for_symbol(exchange_symbol, trig) if trig else "-"
return {
"order_id": str(oid) if oid is not None else "",
"channel": "gate_trigger",
"trigger_price": trig,
"trigger_display": disp,
"amount": amt,
"type": str(order.get("type") or ""),
}
def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=None):
slots = {"sl": None, "tp": None}
if not exchange_symbol:
return slots
ok, _ = ensure_exchange_live_ready()
if not ok:
return slots
try:
ensure_markets_loaded()
ambiguous = []
for order in _gate_list_trigger_open_orders(exchange_symbol):
role = _gate_tpsl_role_from_order(order, direction)
slot = _gate_tpsl_slot_from_order(order, exchange_symbol)
if role in ("sl", "tp"):
if slots[role] is None:
slots[role] = slot
continue
ambiguous.append(slot)
for slot in ambiguous:
trig = slot.get("trigger_price")
if trig is None:
continue
try:
plan_sl_f = float(plan_sl) if plan_sl is not None else None
plan_tp_f = float(plan_tp) if plan_tp is not None else None
except Exception:
plan_sl_f = plan_tp_f = None
if plan_sl_f is not None and plan_tp_f is not None:
role = "sl" if abs(trig - plan_sl_f) <= abs(trig - plan_tp_f) else "tp"
elif plan_sl_f is not None:
role = "sl"
elif plan_tp_f is not None:
role = "tp"
else:
continue
if slots[role] is None:
slots[role] = slot
except Exception:
pass
return slots
def cancel_gate_tpsl_slot(exchange_symbol, slot):
if not slot or not exchange_symbol:
return
ensure_markets_loaded()
oid = slot.get("order_id")
if not oid:
return
params = _gate_swap_trigger_order_params()
exchange.cancel_order(str(oid), exchange_symbol, params)
def _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data):
return resolve_entrust_sltp_prices(direction, live_price, sltp_mode, data)
def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
ok, reason = ensure_exchange_live_ready()
if not ok:
raise RuntimeError(reason or "实盘未就绪")
ex_sym = resolve_monitor_exchange_symbol(order_row)
direction = order_row["direction"]
sl, tp, adjust_note = _gate_clamp_tpsl_to_last_price(
ex_sym, direction, float(stop_loss), float(take_profit)
)
cancel_gate_swap_trigger_orders(ex_sym)
contracts = get_live_position_contracts(ex_sym, direction)
if contracts is None or float(contracts) <= 0:
raise ValueError("交易所当前无该方向持仓，无法挂止盈止损")
amt = float(contracts)
if amt <= 0:
try:
amt = float(order_row["order_amount"] or 0)
except Exception:
amt = 0
if amt <= 0:
raise ValueError("无法确定平仓数量")
_gate_place_tp_sl_orders(ex_sym, direction, amt, sl, tp)
def extract_trade_price_from_order(order):
if not order:
return None
for k in ("average", "avgPrice", "price"):
try:
v = float(order.get(k) or 0)
if v > 0:
return v
except Exception:
pass
try:
info = order.get("info") or {}
if isinstance(info, dict):
for k in ("fillPx", "avgPx", "fill_price"):
v = float(info.get(k) or 0)
if v > 0:
return v
except Exception:
pass
return None
def is_no_position_error(err_msg):
msg = (err_msg or "").lower()
keywords = [
"no position", "position does not exist", "position not exist",
"pos size is 0", "nothing to close", "reduceonly", "51008",
"empty position", "increase_position",
]
return any(k in msg for k in keywords)
def _gate_fetch_position_rows(exchange_symbol):
"""优先拉 USDT 本位全量持仓（与页面一致），避免单合约查询在重启后返回空列表误判空仓。"""
try:
ensure_markets_loaded()
except Exception:
return None
try:
return exchange.fetch_positions(None, {"settle": "usdt"}) or []
except Exception:
pass
if not exchange_symbol:
return None
try:
return exchange.fetch_positions([exchange_symbol]) or []
except Exception:
return None
def _sum_live_position_contracts(rows, exchange_symbol, direction, relax_direction=False):
total = 0.0
if not rows:
return total
direction = (direction or "long").strip().lower()
for p in rows:
if not _position_matches_wanted_contract(exchange_symbol, p):
continue
contracts = _position_row_effective_contracts(p)
if contracts <= 0:
continue
if (not relax_direction) and GATE_POS_MODE == "hedge":
info = p.get("info", {}) or {}
side = (p.get("side") or info.get("posSide") or "").lower()
if side and side != direction:
continue
total += contracts
return total
def get_live_position_contracts(exchange_symbol, direction):
rows = _gate_fetch_position_rows(exchange_symbol)
if rows is None:
return None
total = _sum_live_position_contracts(rows, exchange_symbol, direction, relax_direction=False)
if total <= 0 and GATE_POS_MODE == "hedge":
total = _sum_live_position_contracts(rows, exchange_symbol, direction, relax_direction=True)
return total
def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False):
"""在 fetch_positions 结果中取与当前监控方向一致、张数最大的一条（与 get_live_position_contracts 过滤规则一致）。"""
if not rows:
return None
candidates = []
for p in rows:
if not _position_matches_wanted_contract(exchange_symbol, p):
continue
info = p.get("info", {}) or {}
side = (p.get("side") or info.get("posSide") or "").lower()
contracts = _position_row_effective_contracts(p)
if contracts <= 0:
continue
if (not relax_hedge) and GATE_POS_MODE == "hedge":
if side and side != (direction or "").lower():
continue
candidates.append((contracts, p))
if not candidates and (not relax_hedge) and GATE_POS_MODE == "hedge":
return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True)
if not candidates:
return None
candidates.sort(key=lambda x: x[0], reverse=True)
return candidates[0][1]
def _coerce_float(*values):
for v in values:
if v is None or v == "":
continue
try:
return float(v)
except (TypeError, ValueError):
continue
return None
def parse_ccxt_position_metrics(position, order_leverage=None):
"""
从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏（Gate 等所字段略有差异，做多键兜底）。
与 App「仓位保证金」对齐时优先用 initialMargin；缺失时再尝试 info 内字段。
"""
if not position:
return None
p = position
info = p.get("info", {}) or {}
# Gate 全仓：ccxt 的 initialMargin 常为空；collateral 来自 API 的 margin，与 App「保证金」一致
initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
if initial is None or initial <= 0:
initial = _coerce_float(
info.get("margin"),
info.get("cross_margin"),
info.get("iso_margin"),
info.get("initial_margin"),
info.get("position_margin"),
info.get("initialMargin"),
)
notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
if notional is None or notional <= 0:
notional = _coerce_float(info.get("value"))
if notional is not None:
notional = abs(notional)
# 全仓且 API margin 为 0 时：用名义/杠杆粗算展示（与交易所「约占用」接近）
if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage:
try:
lev = float(order_leverage)
if lev > 0:
approx = notional / lev
if approx > 0:
initial = approx
except (TypeError, ValueError):
pass
unrealized = _coerce_float(
p.get("unrealizedPnl"),
info.get("unrealised_pnl"),
info.get("unrealized_pnl"),
)
mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice"))
out = {}
if initial is not None and initial > 0:
out["initial_margin"] = round(initial, 2)
if notional is not None and notional > 0:
out["notional"] = round(notional, 2)
if unrealized is not None:
out["unrealized_pnl"] = round(unrealized, 2)
if mark is not None and mark > 0:
out["mark_price"] = round(mark, 8)
if out:
sym = (p.get("symbol") or "").strip()
try:
cs = float(get_contract_size(sym)) if sym else 1.0
except Exception:
cs = 1.0
from hub_position_metrics import enrich_ccxt_position_metrics_out
enrich_ccxt_position_metrics_out(p, out, contract_size=cs, funds_decimals=2)
return out or None
def get_live_position_exchange_metrics(exchange_symbol, direction, order_leverage=None):
ensure_markets_loaded()
if not exchange_private_api_configured() or not exchange_symbol:
return None
try:
rows = exchange.fetch_positions(None, {"settle": "usdt"}) or []
except Exception:
try:
rows = exchange.fetch_positions([exchange_symbol]) or []
except Exception:
return None
p = _select_live_position_row(rows, exchange_symbol, direction)
return parse_ccxt_position_metrics(p, order_leverage=order_leverage)
def _order_row_exchange_margin_usdt(row):
if not row:
return None
try:
keys = row.keys()
except Exception:
return None
if "exchange_margin_usdt" not in keys:
return None
v = row["exchange_margin_usdt"]
if v is None:
return None
try:
x = float(v)
except (TypeError, ValueError):
return None
return x if x > 0 else None
def margin_capital_for_trade_record(order_row):
"""trade_records.基数：优先交易所持仓保证金快照，旧数据无快照时回退计划保证金。"""
ex = _order_row_exchange_margin_usdt(order_row)
if ex is not None:
return round(ex, 2)
if not order_row:
return None
try:
v = order_row["margin_capital"]
except (TypeError, KeyError, IndexError):
return None
if v is None:
return None
try:
return float(v)
except (TypeError, ValueError):
return None
def try_persist_exchange_margin_for_order(conn, order_id, exchange_symbol, direction, order_leverage=None, max_attempts=6, sleep_s=0.45):
"""开仓成功后持仓可见时拉取交易所保证金并写入 order_monitors（平仓后无法再取）。"""
if not conn or not order_id or not exchange_private_api_configured():
return False
direction = (direction or "long").lower()
ex_sym = (exchange_symbol or "").strip()
if not ex_sym:
return False
n = max(1, int(max_attempts))
delay = max(0.05, float(sleep_s))
for _ in range(n):
pm = get_live_position_exchange_metrics(ex_sym, direction, order_leverage=order_leverage)
if pm and pm.get("initial_margin") is not None:
try:
v = float(pm["initial_margin"])
except (TypeError, ValueError):
v = 0.0
if v > 0:
conn.execute(
"UPDATE order_monitors SET exchange_margin_usdt=? WHERE id=?",
(round(v, 4), int(order_id)),
)
return True
time.sleep(delay)
return False
def opened_at_str_to_ms(opened_at_str):
if not opened_at_str:
return None
dt = parse_dt_for_trading_day(opened_at_str)
if dt is None:
return None
try:
aware = dt.replace(tzinfo=APP_TZ)
return int(aware.timestamp() * 1000)
except Exception:
return None
def _to_ms_with_fallback(ms_value, dt_str):
try:
if ms_value is not None and str(ms_value).strip() != "":
v = int(float(ms_value))
if v > 0:
return v
except Exception:
pass
return opened_at_str_to_ms(dt_str)
def ms_to_app_local_str(ms):
if ms is None:
return app_now_str()
try:
dt = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc).astimezone(APP_TZ)
return dt.replace(tzinfo=None).strftime("%Y-%m-%d %H:%M:%S")
except Exception:
return app_now_str()
def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price):
"""根据成交价相对止盈/止损位归类；无法可靠归类时返回 None。"""
try:
tp = float(take_profit)
sl = float(stop_loss)
ex = float(exit_price)
trig = float(trigger_price)
except (TypeError, ValueError):
return None
band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
if direction == "long":
if ex >= tp - band:
return "止盈"
if ex <= sl + band:
return "止损"
else:
if ex <= tp + band:
return "止盈"
if ex >= sl - band:
return "止损"
return None
def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None):
"""取开仓以来最近一笔减仓成交（与方向一致）；失败返回 None。"""
if not (GATE_API_KEY and GATE_API_SECRET):
return None
ensure_markets_loaded()
since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
close_side = "sell" if direction == "long" else "buy"
def pick_from_trades(trades):
if not trades:
return None
candidates = []
for t in trades:
if (t.get("side") or "").lower() != close_side:
continue
info = t.get("info") or {}
if not isinstance(info, dict):
info = {}
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
if GATE_POS_MODE == "hedge":
if pos_side in ("long", "short") and pos_side != direction:
continue
ts = t.get("timestamp")
if ts is None:
continue
candidates.append(t)
if not candidates:
return None
return max(candidates, key=lambda x: x.get("timestamp") or 0)
try:
trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=100)
hit = pick_from_trades(trades)
if hit is None and since_ms:
trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100)
hit = pick_from_trades(trades)
if hit is not None:
return hit
except Exception:
pass
try:
from gate_position_history_lib import pick_gate_position_close
pos = pick_gate_position_close(
fetch_gate_positions_close_history(),
exchange_symbol,
direction,
opened_at_ms=since_ms,
)
if pos:
return {
"price": None,
"timestamp": pos["close_ms"],
"side": close_side,
"_from_position_history": True,
"_realized_pnl": pos.get("pnl"),
"_sync_key": pos.get("sync_key"),
"_open_ms": pos.get("open_ms"),
}
except Exception:
pass
return None
def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, closed_at_str=None, opened_at_ms=None, closed_at_ms=None):
"""
拉取某条历史记录对应的减仓成交（用于按 id 回填）。
返回按时间排序的成交列表。
"""
if not (GATE_API_KEY and GATE_API_SECRET):
return []
ensure_markets_loaded()
since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
close_side = "sell" if direction == "long" else "buy"
closed_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str) if (closed_at_str or closed_at_ms is not None) else None
# 历史记录回填给一点缓冲，兼容成交落在记录时间附近的情况
if closed_ms is not None:
closed_ms += 6 * 60 * 60 * 1000
candidates = []
all_side_candidates = []
try:
trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200)
except Exception:
trades = []
if not trades and since_ms:
try:
trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=200)
except Exception:
trades = []
for t in trades or []:
if (t.get("side") or "").lower() != close_side:
continue
ts = t.get("timestamp")
if ts is None:
continue
try:
ts = int(ts)
except Exception:
continue
if since_ms and ts < since_ms:
continue
if closed_ms and ts > closed_ms:
continue
info = t.get("info") or {}
if not isinstance(info, dict):
info = {}
pos_side = (info.get("posSide") or t.get("posSide") or "").lower()
if GATE_POS_MODE == "hedge":
if pos_side in ("long", "short") and pos_side != direction:
continue
all_side_candidates.append(t)
if since_ms and ts < since_ms:
continue
if closed_ms and ts > closed_ms:
continue
candidates.append(t)
candidates.sort(key=lambda x: x.get("timestamp") or 0)
if candidates:
return candidates
# 严格窗口为空时，降级为“按平仓时间就近匹配”，降低时区/时间误差导致的回填失败。
all_side_candidates.sort(key=lambda x: x.get("timestamp") or 0)
if not all_side_candidates:
return []
if not closed_ms:
return all_side_candidates[-20:]
near = []
for t in all_side_candidates:
ts = t.get("timestamp")
if ts is None:
continue
try:
delta = abs(int(ts) - int(closed_ms))
except Exception:
continue
# 放宽到前后 7 天
if delta <= 7 * 24 * 60 * 60 * 1000:
near.append((delta, t))
if near:
near.sort(key=lambda x: x[0])
picked = [x[1] for x in near[:20]]
picked.sort(key=lambda x: x.get("timestamp") or 0)
return picked
return all_side_candidates[-20:]
def calc_weighted_exit_price(trades):
if not trades:
return None
total_amount = 0.0
weighted_sum = 0.0
for t in trades:
try:
price = float(t.get("price") or 0)
amount = float(t.get("amount") or 0)
except Exception:
continue
if price <= 0:
continue
if amount <= 0:
amount = 1.0
weighted_sum += price * amount
total_amount += amount
if total_amount <= 0:
return None
return weighted_sum / total_amount
def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_manual=False):
"""
交易所已无仓、本地仍为 active 时，推断平仓类型/时间/盈亏。
返回 (result, pnl_amount, closed_at_str, miss_reason)。
"""
direction = row["direction"]
sym = row["symbol"]
trigger_price = row["trigger_price"]
stop_loss = row["stop_loss"]
take_profit = row["take_profit"]
margin_capital = row["margin_capital"] or DAILY_START_CAPITAL
leverage = row["leverage"] or infer_leverage(sym)
exchange_symbol = row["exchange_symbol"] or normalize_exchange_symbol(sym)
trade = fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=opened_at_ms)
exit_px = None
closed_at_str = app_now_str()
if trade:
try:
exit_px = float(trade.get("price") or 0) or None
except (TypeError, ValueError):
exit_px = None
ts = trade.get("timestamp")
if ts:
closed_at_str = ms_to_app_local_str(int(ts))
if trade.get("_from_position_history"):
pnl_hist = trade.get("_realized_pnl")
if pnl_hist is not None:
note = "中控平仓后按 Gate 平仓历史同步盈亏" if prefer_manual else "按 Gate 平仓历史同步盈亏"
res = "手动平仓" if prefer_manual else "外部平仓"
return (res, float(pnl_hist), closed_at_str, note)
if exit_px is None or exit_px <= 0:
p = get_price(sym)
if p:
guessed = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, p)
if guessed:
pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage)
return (
normalize_result_with_pnl(guessed, pnl),
pnl,
closed_at_str,
"未能拉取成交明细，按当前市价与止盈/止损位近似归类（建议核对交易所账单）",
)
return (
"外部平仓",
0.0,
closed_at_str,
"检测到交易所仓位已关闭，且无法从成交记录还原平仓价",
)
result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px)
pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage)
if prefer_manual:
return (
"手动平仓",
pnl,
closed_at_str,
"中控平仓后按交易所成交记录同步",
)
if result:
return (
normalize_result_with_pnl(result, pnl),
pnl,
closed_at_str,
"按交易所成交记录同步为止盈/止损平仓",
)
return (
"外部平仓",
pnl,
closed_at_str,
"交易所已平仓，成交价不在计划止盈/止损带内（可能为手动或其他类型平仓）",
)
def reconcile_hub_external_close(conn, symbol, direction):
"""中控市价全平后：立即同步匹配 order_monitor，并读 Gate 平仓历史。"""
if not exchange_private_api_configured():
return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
from gate_position_history_lib import unified_symbol_for_match
sym_u = unified_symbol_for_match(symbol)
dir_l = (direction or "").strip().lower()
if dir_l not in ("long", "short"):
return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
synced = 0
rows = conn.execute(
"SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
).fetchall()
for r in rows:
if unified_symbol_for_match(r["symbol"]) != sym_u:
continue
if (r["direction"] or "").strip().lower() != dir_l:
continue
oid = int(r["id"])
if r["status"] == "error":
opened_at_chk = get_opened_at_value(r)
existing = conn.execute(
"SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
(r["symbol"], opened_at_chk, order_row_monitor_type(r)),
).fetchone()
if existing:
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
synced += 1
continue
exchange_symbol = resolve_monitor_exchange_symbol(r)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None:
continue
if live_contracts > 0:
time.sleep(0.6)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None or live_contracts > 0:
continue
global _RECONCILE_FLAT_STREAK
_RECONCILE_FLAT_STREAK.pop(oid, None)
cancel_gate_swap_trigger_orders(exchange_symbol)
opened_at = get_opened_at_value(r)
opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at)
result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
r, opened_at, opened_at_ms=opened_at_ms, prefer_manual=True
)
closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
session_date = r["session_date"] or get_trading_day(closed_at_dt)
update_session_capital(conn, session_date, pnl_amount)
insert_trade_record(
conn,
symbol=r["symbol"],
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=r["direction"],
trigger_price=r["trigger_price"],
stop_loss=r["stop_loss"],
initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
take_profit=r["take_profit"],
margin_capital=margin_capital_for_trade_record(r),
leverage=r["leverage"],
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result=result,
miss_reason=handoff_trade_miss_reason(miss_reason, r),
opened_at=opened_at,
closed_at=closed_at,
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
synced += 1
try:
sync_trade_records_from_exchange(conn, force=True)
except Exception:
pass
return {"ok": True, "synced": synced}
def reconcile_external_closes(conn, days=None):
global _RECONCILE_FLAT_STREAK
if not exchange_private_api_configured():
return 0
if time.time() - _APP_STARTED_AT < RECONCILE_STARTUP_GRACE_SEC:
return 0
synced_count = 0
cutoff_ms = None
if days is not None:
try:
d = int(days)
if d > 0:
cutoff_ms = int((app_now() - timedelta(days=d)).timestamp() * 1000)
except Exception:
cutoff_ms = None
rows = conn.execute(
"SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
).fetchall()
for r in rows:
if cutoff_ms is not None:
opened_at_v = get_opened_at_value(r)
opened_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at_v)
# 手动同步按最近 N 天过滤，避免把更早历史单误同步进来
if opened_ms is None or opened_ms < cutoff_ms:
continue
oid = int(r["id"])
if r["status"] == "error":
opened_at_chk = get_opened_at_value(r)
existing = conn.execute(
"SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
(r["symbol"], opened_at_chk, order_row_monitor_type(r)),
).fetchone()
if existing:
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
synced_count += 1
continue
exchange_symbol = resolve_monitor_exchange_symbol(r)
live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
if live_contracts is None:
_RECONCILE_FLAT_STREAK.pop(oid, None)
continue
if live_contracts > 0:
_RECONCILE_FLAT_STREAK.pop(oid, None)
continue
if r["status"] != "error":
streak = int(_RECONCILE_FLAT_STREAK.get(oid, 0)) + 1
_RECONCILE_FLAT_STREAK[oid] = streak
if streak < RECONCILE_FLAT_CONFIRM_POLLS:
continue
_RECONCILE_FLAT_STREAK.pop(oid, None)
print(
f"[reconcile_external_closes] {r['symbol']} id={oid} "
f"flat x{streak} polls -> sync close"
)
else:
_RECONCILE_FLAT_STREAK.pop(oid, None)
print(
f"[reconcile_external_closes] error recovery {r['symbol']} id={oid} flat -> sync close"
)
cancel_gate_swap_trigger_orders(exchange_symbol)
opened_at = get_opened_at_value(r)
opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at)
result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(r, opened_at, opened_at_ms=opened_at_ms)
closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
session_date = r["session_date"] or get_trading_day(closed_at_dt)
update_session_capital(conn, session_date, pnl_amount)
insert_trade_record(
conn,
symbol=r["symbol"],
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=r["direction"],
trigger_price=r["trigger_price"],
stop_loss=r["stop_loss"],
initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
take_profit=r["take_profit"],
margin_capital=margin_capital_for_trade_record(r),
leverage=r["leverage"],
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result=result,
miss_reason=handoff_trade_miss_reason(miss_reason, r),
opened_at=opened_at,
closed_at=closed_at,
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
if result in ("止盈", "止损", "保本止盈", "移动止盈", "手动平仓", "强制清仓"):
send_wechat_msg(
build_wechat_close_message(
symbol=r["symbol"],
direction=r["direction"],
result=f"{result}（自动同步）",
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=r["trigger_price"],
current_price="-",
stop_loss=r["stop_loss"],
take_profit=r["take_profit"],
close_order_id="-",
extra_note=miss_reason,
)
)
else:
send_wechat_msg(
build_wechat_close_message(
symbol=r["symbol"],
direction=r["direction"],
result="外部平仓（自动同步）",
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=r["trigger_price"],
current_price="-",
stop_loss=r["stop_loss"],
take_profit=r["take_profit"],
close_order_id="-",
extra_note=miss_reason,
)
)
synced_count += 1
return synced_count
# 获取实时价格
def get_price(symbol):
try:
ensure_markets_loaded()
return exchange.fetch_ticker(normalize_exchange_symbol(symbol))["last"]
except:
return None
# 获取5分钟K线收盘价
def get_5m_close(symbol):
try:
ensure_markets_loaded()
ohlcv = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), KLINE_TIMEFRAME, limit=1)
return ohlcv[-1][4] if ohlcv else None
except:
return None
def _safe_float(v):
try:
return float(v)
except Exception:
return None
def _compute_ema(values, period=55):
arr = [float(x) for x in values if x is not None]
if len(arr) < period:
return None
k = 2.0 / (period + 1.0)
ema = arr[0]
for val in arr[1:]:
ema = val * k + ema * (1 - k)
return ema
def _status_by_ema55(symbol, timeframe):
try:
bars = exchange.fetch_ohlcv(normalize_exchange_symbol(symbol), timeframe=timeframe, limit=80)
if not bars or len(bars) < 56:
return "横盘", None, None
closes = [float(x[4]) for x in bars if x and len(x) >= 5]
ema55 = _compute_ema(closes, 55)
last_close = closes[-1]
if ema55 is None or last_close <= 0:
return "横盘", last_close, ema55
diff_pct = (last_close - ema55) / ema55 * 100.0
if abs(diff_pct) < 0.1:
return "横盘", last_close, ema55
return ("多头" if diff_pct > 0 else "空头"), last_close, ema55
except Exception:
return "横盘", None, None
def _daily_volume_rank(symbol):
"""
返回(symbol_rank, total_count)，按 USDT 永续 24h 成交额降序。
走 hub_volume_rank_lib 轻量 ticker API，避免 fetch_tickers() 全市场拉取。
"""
sym_norm = normalize_symbol_input(symbol)
target_base = journal_coin_from_symbol(sym_norm)
return resolve_daily_volume_rank(
target_base,
LIQUIDITY_RANK_CACHE,
now_ts=time.time(),
ttl_sec=max(30, BALANCE_REFRESH_SECONDS),
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
)
def _key_hard_checks(symbol, direction, upper, lower, monitor_type):
"""
关键位门控：量能、突破幅度、第二根确认、日成交量前30。
使用最近闭合K：breakout=倒数第2根，confirm=倒数第1根。
"""
out = {"ok": False}
ex_sym = normalize_exchange_symbol(symbol)
bars = exchange.fetch_ohlcv(ex_sym, timeframe=KLINE_TIMEFRAME, limit=80) or []
if len(bars) < 24:
out["reason"] = "5m K线数量不足"
return out
closed = bars[:-1] if len(bars) >= 3 else bars
min_closed = KEY_VOLUME_MA_BARS + 3
if len(closed) < min_closed:
out["reason"] = f"{KLINE_TIMEFRAME} 闭合K线不足"
return out
try:
breakout = closed[KEY_CONFIRM_BREAKOUT_BAR]
confirm = closed[KEY_CONFIRM_BAR]
except IndexError:
out["reason"] = "确认K索引超出范围，请检查 KEY_CONFIRM_* 配置"
return out
prev_vol = closed[KEY_CONFIRM_BREAKOUT_BAR - KEY_VOLUME_MA_BARS : KEY_CONFIRM_BREAKOUT_BAR]
avg20 = sum(float(x[5]) for x in prev_vol) / max(len(prev_vol), 1)
vol_break = float(breakout[5])
vol_ok = vol_break > avg20 * KEY_VOLUME_RATIO_MIN if avg20 > 0 else False
close_b = float(breakout[4])
high_b = float(breakout[2])
low_b = float(breakout[3])
cfm_close = float(confirm[4])
edge = float(upper) if direction == "long" else float(lower)
breakout_ok = (close_b > float(upper)) if direction == "long" else (close_b < float(lower))
amp_ok, amp_pct = auto_amp_ok(
direction, close_b, float(upper), float(lower), KEY_BREAKOUT_AMP_MIN_PCT
)
amp_ok = amp_ok and breakout_ok
confirm_ok_raw = auto_confirm_ok(direction, cfm_close, float(upper), float(lower))
confirm_ok = confirm_ok_raw and breakout_ok
rank, total = _daily_volume_rank(symbol)
rank_ok = (rank is not None) and (rank <= KEY_DAILY_VOLUME_RANK_MAX)
swing4h_pct = 0.0
try:
seg48 = closed[-48:] if len(closed) >= 48 else closed
hh = max(float(x[2]) for x in seg48)
ll = min(float(x[3]) for x in seg48)
swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
except Exception:
swing4h_pct = 0.0
out.update(
{
"ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]),
"vol_ok": vol_ok,
"avg20": avg20,
"vol_break": vol_break,
"amp_ok": amp_ok,
"amp_pct": amp_pct,
"breakout_ok": breakout_ok,
"breakout_close": close_b,
"confirm_ok": confirm_ok,
"confirm_close": cfm_close,
"edge_price": edge,
"rank": rank,
"rank_total": total,
"rank_ok": rank_ok,
"breakout_high": high_b,
"breakout_low": low_b,
"breakout_ts": breakout[0],
"confirm_ts": confirm[0],
"swing4h_pct": swing4h_pct,
"monitor_type": monitor_type,
"direction": direction,
}
)
return out
def calc_price_diff_pct(current_price, target_price):
try:
if target_price is None:
return None, None
t = float(target_price)
if t == 0:
return None, None
c = float(current_price)
diff = c - t
pct = diff / t * 100
return round(diff, 6), round(pct, 4)
except Exception:
return None, None
def _finalize_key_monitor_one_shot(conn, row, last_msg, close_reason):
"""本条关键位一次性结案：写历史并从当前表删除。"""
n = int(row["notification_count"] or 0) + 1
insert_key_monitor_history(conn, row, n, last_msg, close_reason)
conn.execute("DELETE FROM key_monitors WHERE id=?", (row["id"],))
def _fetch_last_closed_bar(symbol):
"""最近一根闭合 K：[ts, o, h, l, c, v] 或 None。"""
ex_sym = normalize_exchange_symbol(symbol)
bars = exchange.fetch_ohlcv(ex_sym, timeframe=KLINE_TIMEFRAME, limit=5) or []
if len(bars) < 2:
return None
closed = bars[:-1]
return closed[-1] if closed else None
def _key_rs_gate_preview(symbol, upper, lower):
"""页面门控预览：阻力/支撑仅显示距上/下沿与是否已越线。"""
bar = _fetch_last_closed_bar(symbol)
if not bar:
return {"summary": "5m数据不足", "metrics": ""}
close = float(bar[4])
br = detect_rs_box_break(close, upper, lower)
if br:
return {
"summary": f"已越线:{br['break_label']}",
"metrics": f"收盘:{format_price_for_symbol(symbol, close)}",
}
return {
"summary": "待突破",
"metrics": f"收盘:{format_price_for_symbol(symbol, close)}",
}
def _process_key_rs_level_alert(conn, row):
"""关键阻力位/支撑位：5m 收盘越上沿或下沿后，按间隔推送最多 KEY_ALERT_MAX_TIMES 次。"""
sym = row["symbol"]
typ = (row["monitor_type"] or "").strip()
up, low = float(row["upper"]), float(row["lower"])
if up <= low:
return
bar = _fetch_last_closed_bar(sym)
if not bar:
return
close = float(bar[4])
ts = bar[0]
now_dt = app_now()
tick = run_rs_level_alert_tick(
row,
close,
ts,
now_dt,
default_max_notify=KEY_ALERT_MAX_TIMES,
default_interval_min=KEY_ALERT_INTERVAL_MINUTES,
)
if not tick:
return
br = tick["break_info"]
notify_index = int(tick["notify_index"])
max_n = int(tick["notify_max"])
interval = int(tick["interval_min"])
bar_ts = tick.get("bar_ts")
prior_count = int(tick.get("prior_count", notify_index - 1))
notified_at = app_now_str()
if not claim_rs_level_notify(
conn,
row["id"],
notify_index,
br["direction"],
notified_at,
bar_ts,
prior_count=prior_count,
):
return
conn.commit()
trigger_time = ms_to_app_local_str(int(ts)) if ts else app_now_str()
msg = build_wechat_rs_level_message(
symbol=sym,
monitor_type=typ,
account_label=_wechat_account_label(),
trigger_time=trigger_time,
upper_txt=format_price_for_symbol(sym, up),
lower_txt=format_price_for_symbol(sym, low),
close_txt=format_price_for_symbol(sym, close),
edge_txt=format_price_for_symbol(sym, br["edge_price"]),
break_label=br["break_label"],
direction=br["direction"],
notify_index=notify_index,
notify_max=max_n,
interval_min=interval,
)
send_wechat_msg(msg)
conn.execute(
"UPDATE key_monitors SET last_alert_message=? WHERE id=?",
(msg, row["id"]),
)
conn.commit()
if notify_index >= max_n:
hist_row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (row["id"],)).fetchone()
if hist_row:
insert_key_monitor_history(conn, hist_row, notify_index, msg, "key_level_alert_done")
conn.execute("DELETE FROM key_monitors WHERE id=?", (row["id"],))
conn.commit()
def _key_hard_lines_from_checks(checks):
direction = (checks.get("direction") or "long").lower()
return [
f"量能：{'通过' if checks['vol_ok'] else '不通过'}（突破K量 {round(checks['vol_break'], 4)} / 前20均量 {round(checks['avg20'], 4)}，阈值1.3x）",
f"突破价位：{'通过' if checks['breakout_ok'] else '不通过'}（突破K收盘 {round(float(checks['breakout_close']), 8)}，关键位 {checks['edge_price']}）",
format_auto_amp_line(checks["amp_ok"], checks["amp_pct"], KEY_BREAKOUT_AMP_MIN_PCT),
format_auto_confirm_line(
checks["confirm_ok"], checks["confirm_close"], checks["edge_price"], direction
),
f"日成交量排名：{'通过' if checks['rank_ok'] else '不通过'}（{checks['rank']}/{checks['rank_total']}，要求前{KEY_DAILY_VOLUME_RANK_MAX})",
]
def _key_plan_sl_tp_for_row(row, direction, upper, lower, checks):
"""按 key_monitors 录入的方案计算计划 SL/TP。"""
mode = sl_tp_mode_from_row(row, "standard")
manual_tp = _sqlite_row_val(row, "manual_take_profit")
planned = plan_key_sl_tp(
mode,
direction,
upper,
lower,
checks,
outside_pct=KEY_STOP_OUTSIDE_BREAKOUT_PCT,
trend_outside_pct=KEY_TREND_STOP_OUTSIDE_PCT,
manual_take_profit=manual_tp,
)
return planned, mode
def _market_open_for_key_monitor(
conn,
symbol,
direction,
exchange_symbol,
stop_loss,
take_profit,
key_signal_type=None,
breakeven_enabled=0,
time_close_enabled=0,
time_close_hours=None,
):
"""
与手动「实盘下单」对齐的市价开仓与 order_monitors 写入。
返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict])
"""
ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
if not ok_src:
return False, src_msg, None
now = app_now()
ok, reason = precheck_risk(conn, symbol, direction)
if not ok:
return False, f"风控拒绝下单：{reason}", None
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live, None
default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
trading_day = get_trading_day(now)
opens_today_before = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
live_capital = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
capital_base = resolve_capital_base_for_key_open(conn, trading_day, live_capital)
trade_style = (DEFAULT_TRADE_STYLE or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
available_usdt = get_available_trading_usdt()
live_price = get_price(symbol)
if live_price is None:
return False, "获取交易所实时价格失败（以损定仓需要当前价）", None
try:
ensure_markets_loaded()
except Exception:
pass
lp_r = round_price_to_exchange(exchange_symbol, live_price)
if lp_r is not None:
live_price = lp_r
sl_adj = round_price_to_exchange(exchange_symbol, float(stop_loss))
tp_adj = round_price_to_exchange(exchange_symbol, float(take_profit))
if sl_adj is not None:
stop_loss = float(sl_adj)
if tp_adj is not None:
take_profit = float(tp_adj)
risk_fraction = calc_risk_fraction(direction, live_price, stop_loss)
if risk_fraction is None:
return False, "止损方向不合法（相对当前市价）；请核对上下沿与方向", None
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金", None
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
None,
)
position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
try:
amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
contract_size = get_contract_size(exchange_symbol)
base_amount = round(float(amount) * contract_size, 8)
order_resp = place_exchange_order(
exchange_symbol, direction, amount, leverage,
stop_loss=stop_loss, take_profit=take_profit,
)
open_order_id = order_resp.get("id", "")
tpsl_attached = bool(order_resp.get("tpsl_attached"))
trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price)
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt), None
trigger_price = round_price_to_exchange(exchange_symbol, trigger_price)
stop_loss = round_price_to_exchange(exchange_symbol, stop_loss)
take_profit = round_price_to_exchange(exchange_symbol, take_profit)
opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
planned_rr = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit)
breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER)
breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT)
breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0
risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage)
if risk_amount_final is None:
risk_amount_final = risk_amount
else:
try:
risk_amount_final = round(float(risk_amount_final), 4)
except (TypeError, ValueError):
risk_amount_final = risk_amount
if direction == "short":
breakeven_raw = float(trigger_price) * (1 - breakeven_offset_pct / 100.0)
else:
breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, tc_at = time_close_insert_values(
time_close_enabled, time_close_hours, opened_at_ms
)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
"time_close_enabled, time_close_hours, time_close_at_ms) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
be_enabled,
notional_value,
position_ratio,
base_amount,
amount,
open_order_id,
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(key_signal_type),
tc_en,
tc_h,
tc_at,
),
)
new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
try_persist_exchange_margin_for_order(conn, new_order_id, exchange_symbol, direction, order_leverage=leverage)
opens_today_after = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
return True, None, {
"new_order_id": new_order_id,
"open_order_id": open_order_id,
"trigger_price": trigger_price,
"planned_rr_fill": planned_rr,
"risk_amount_final": risk_amount_final,
"margin_capital": margin_capital,
"leverage": leverage,
"amount": amount,
"base_amount": base_amount,
"notional_value": notional_value,
"position_ratio": position_ratio,
"tpsl_attached": tpsl_attached,
"opens_today_before": opens_today_before,
"opens_today_after": opens_today_after,
"trading_day": trading_day,
"risk_percent": risk_percent,
"breakeven_rr_trigger": breakeven_rr_trigger,
"breakeven_price": breakeven_price,
"capital_base_at_open": capital_base,
}
def _sqlite_row_val(row, key, default=None):
try:
v = row[key]
return default if v is None else v
except (KeyError, IndexError, TypeError):
return default
def get_symbol_mark_price(symbol):
"""斐波失效判定用标记价。"""
ex_sym = normalize_exchange_symbol(symbol)
try:
ensure_markets_loaded()
ticker = exchange.fetch_ticker(ex_sym)
m = _coerce_float(ticker.get("mark"), ticker.get("last"))
if m is None:
info = ticker.get("info") or {}
m = _coerce_float(info.get("mark_price"), info.get("last"))
if m is not None and m > 0:
return float(m)
except Exception:
pass
p = get_price(symbol)
return float(p) if p is not None else None
def cancel_fib_limit_order(exchange_symbol, order_id):
"""仅撤销本条斐波限价单，不用 cancel_all。"""
if not order_id:
return False
ok_live, _ = ensure_exchange_live_ready()
if not ok_live:
return False
ensure_markets_loaded()
oid = str(order_id)
try:
exchange.cancel_order(oid, exchange_symbol)
return True
except Exception:
pass
try:
for o in exchange.fetch_open_orders(exchange_symbol) or []:
if str(o.get("id")) == oid:
exchange.cancel_order(oid, exchange_symbol)
return True
except Exception:
pass
return False
def fib_limit_order_status(exchange_symbol, order_id):
if not order_id:
return "missing"
ensure_markets_loaded()
oid = str(order_id)
try:
o = exchange.fetch_order(oid, exchange_symbol)
st = (o.get("status") or "").lower()
if st in ("closed", "filled"):
filled = float(o.get("filled") or 0)
if filled > 0 or st == "filled":
return "filled"
if st in ("canceled", "cancelled", "expired", "rejected"):
return "canceled"
if st in ("open", "new", "partially_filled"):
return "open"
except Exception:
pass
try:
for o in exchange.fetch_open_orders(exchange_symbol) or []:
if str(o.get("id")) == oid:
return "open"
except Exception:
pass
return "unknown"
def place_fib_limit_order(exchange_symbol, direction, amount, leverage, limit_price):
ensure_markets_loaded()
exchange.set_leverage(leverage, exchange_symbol)
side = "buy" if direction == "long" else "sell"
price = round_price_to_exchange(exchange_symbol, float(limit_price))
if price is None or price <= 0:
raise ValueError("挂单价无效")
params = build_gate_order_params(direction, reduce_only=False)
return exchange.create_order(exchange_symbol, "limit", side, amount, price, params)
def _fib_key_exists_for_symbol(conn, symbol):
ph = ",".join("?" * len(FIB_KEY_MONITOR_TYPES))
row = conn.execute(
f"SELECT id FROM key_monitors WHERE symbol=? AND monitor_type IN ({ph})",
(symbol, *tuple(FIB_KEY_MONITOR_TYPES)),
).fetchone()
return row is not None
def _fib_plan_for_row(row):
typ = (row["monitor_type"] or "").strip()
ratio = fib_ratio_from_type(typ)
if ratio is None:
return None
return calc_fib_plan(row["direction"], row["upper"], row["lower"], ratio)
def _limit_key_plan_for_row(row):
typ = (row["monitor_type"] or "").strip()
if is_fib_key_monitor_type(typ):
return _fib_plan_for_row(row)
if is_false_breakout_key_monitor_type(typ):
direction = (row["direction"] or "long").lower()
key_px = key_price_from_row(direction, row["upper"], row["lower"])
if key_px is None:
return None
return calc_false_breakout_plan(direction, key_px)
return None
def _cancel_fib_monitor_limit(row):
ex_sym = normalize_exchange_symbol(row["symbol"])
oid = _sqlite_row_val(row, "fib_limit_order_id")
if oid:
cancel_fib_limit_order(ex_sym, oid)
def _fib_has_live_position(exchange_symbol, direction):
live = get_live_position_contracts(exchange_symbol, direction)
return live is not None and float(live) > 0
def _insert_order_monitor_from_fib_fill(
conn, row, trigger_price, stop_loss, take_profit, amount, leverage, margin_capital,
notional_value, position_ratio, base_amount, exchange_order_id, tpsl_attached,
):
symbol = row["symbol"]
direction = (row["direction"] or "long").lower()
exchange_symbol = normalize_exchange_symbol(symbol)
typ = (row["monitor_type"] or "").strip()
now = app_now()
trading_day = get_trading_day(now)
trade_style = (DEFAULT_TRADE_STYLE or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage)
if risk_amount_final is None:
risk_amount_final = round(float(margin_capital) * risk_percent / 100.0, 4)
breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER)
breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT)
breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0
if direction == "short":
breakeven_raw = float(trigger_price) * (1 - breakeven_offset_pct / 100.0)
else:
breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
tc_en, tc_h, _ = time_close_settings_from_row(row)
tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
"time_close_enabled, time_close_hours, time_close_at_ms) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
1 if breakeven_enabled_from_row(row, 0) else 0,
notional_value,
position_ratio,
base_amount,
amount,
exchange_order_id or "",
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(typ),
tc_en,
tc_h,
tc_at,
),
)
new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
try_persist_exchange_margin_for_order(conn, new_order_id, exchange_symbol, direction, order_leverage=leverage)
return new_order_id
def _finalize_fib_key_fill(conn, row):
symbol = row["symbol"]
direction = (row["direction"] or "long").lower()
typ = (row["monitor_type"] or "").strip()
kind = "假突破" if is_false_breakout_key_monitor_type(typ) else "斐波"
ex_sym = normalize_exchange_symbol(symbol)
plan = _limit_key_plan_for_row(row)
if not plan:
_finalize_key_monitor_one_shot(conn, row, f"{kind}计划无效", "fib_plan_invalid")
return
entry_plan, sl_plan, tp_plan = plan
sl = float(_sqlite_row_val(row, "fib_stop_loss", sl_plan) or sl_plan)
tp = float(_sqlite_row_val(row, "fib_take_profit", tp_plan) or tp_plan)
sl_adj = round_price_to_exchange(ex_sym, sl)
tp_adj = round_price_to_exchange(ex_sym, tp)
if sl_adj is not None:
sl = float(sl_adj)
if tp_adj is not None:
tp = float(tp_adj)
amount = float(_sqlite_row_val(row, "fib_order_amount") or 0)
leverage = int(_sqlite_row_val(row, "fib_leverage") or infer_leverage(symbol) or 5)
margin_capital = float(_sqlite_row_val(row, "fib_margin_capital") or 0)
oid = _sqlite_row_val(row, "fib_limit_order_id")
entry_px = float(_sqlite_row_val(row, "fib_entry_price", entry_plan) or entry_plan)
trigger_price = entry_px
if oid:
try:
o = exchange.fetch_order(str(oid), ex_sym)
trigger_price = resolve_order_entry_price(o, ex_sym, entry_px)
except Exception:
pass
tr_adj = round_price_to_exchange(ex_sym, trigger_price)
if tr_adj is not None:
trigger_price = float(tr_adj)
if amount <= 0:
live_amt = get_live_position_contracts(ex_sym, direction)
amount = float(live_amt or 0)
if amount <= 0:
send_wechat_msg(
f"# ❌ {symbol} {kind}成交后处理失败\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 无法取得持仓/下单数量，未挂 TP/SL\n"
)
return
ok, reason = precheck_risk(conn, symbol, direction)
if not ok:
send_wechat_msg(
f"# ❌ {symbol} {kind}成交后风控拒绝\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}\n"
f"- 原因：{reason}\n"
f"- 请手动处理仓位与挂单\n"
)
return
tpsl_attached = False
try:
_gate_place_tp_sl_orders(ex_sym, direction, amount, sl, tp)
tpsl_attached = True
except Exception as e:
send_wechat_msg(
f"# ❌ {symbol} {kind}成交后挂 TP/SL 失败\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 错误：{friendly_exchange_error(e)}\n"
f"- 请手动补挂止盈止损\n"
)
return
contract_size = get_contract_size(ex_sym)
base_amount = round(float(amount) * contract_size, 8)
notional_value = round(float(margin_capital) * leverage, 4) if margin_capital else 0
session_row = ensure_session(conn, get_trading_day(app_now()))
capital_base = float(session_row["current_capital"] or 0)
position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base and margin_capital else 0
planned_rr = calc_rr_ratio(direction, trigger_price, sl, tp)
new_order_id = _insert_order_monitor_from_fib_fill(
conn, row, trigger_price, sl, tp, amount, leverage, margin_capital,
notional_value, position_ratio, base_amount, oid, tpsl_attached,
)
rr_txt = format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-"
close_reason = "false_breakout_filled" if is_false_breakout_key_monitor_type(typ) else "fib_filled"
succ = (
f"# ✅ {symbol} {kind}限价成交\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 来源：{ORDER_MONITOR_TYPE_KEY_AUTO}（限价 @ E）\n"
f"- 类型：{typ}｜{_wechat_direction_text(direction)}\n"
f"- 订单 ID：**{new_order_id}**\n"
f"- 成交价：{format_price_for_symbol(symbol, trigger_price)}\n"
f"- 止损：{format_wechat_scalar_2dp(sl)}｜止盈：{format_price_for_symbol(symbol, tp)}\n"
f"- 计划 RR：{rr_txt}:1\n"
f"- {'已挂交易所 TP/SL' if tpsl_attached else 'TP/SL 未挂上'}\n"
)
send_wechat_msg(succ)
_finalize_key_monitor_one_shot(conn, row, succ, close_reason)
def _trigger_entry_exists_for_symbol(conn, symbol):
row = conn.execute(
"SELECT id FROM key_monitors WHERE symbol=? AND monitor_type=?",
(symbol, TRIGGER_ENTRY_MONITOR_TYPE),
).fetchone()
return row is not None
def _add_trigger_entry_key_monitor(
conn,
symbol,
direction_sel,
entry,
sl,
tp,
breakeven_enabled=0,
time_close_enabled=0,
time_close_hours=None,
):
if _trigger_entry_exists_for_symbol(conn, symbol):
return False, f"{symbol} 已有触价开仓监控（同币仅允许一条）"
ex_sym = normalize_exchange_symbol(symbol)
mark = get_symbol_mark_price(symbol)
geom_err = validate_trigger_entry_geometry(direction_sel, entry, sl, tp, mark_at_add=mark)
if geom_err:
return False, geom_err
rr_err = validate_trigger_entry_rr(
direction_sel, entry, sl, tp, KEY_AUTO_MIN_PLANNED_RR, calc_rr_ratio
)
if rr_err:
return False, rr_err
entry = float(round_price_to_exchange(ex_sym, entry) or entry)
sl = float(round_price_to_exchange(ex_sym, sl) or sl)
tp = float(round_price_to_exchange(ex_sym, tp) or tp)
geom_err = validate_trigger_entry_geometry(direction_sel, entry, sl, tp, mark_at_add=mark)
if geom_err:
return False, geom_err
rr_err = validate_trigger_entry_rr(
direction_sel, entry, sl, tp, KEY_AUTO_MIN_PLANNED_RR, calc_rr_ratio
)
if rr_err:
return False, rr_err
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live
now = app_now()
trading_day = get_trading_day(now)
opens_today = count_opens_for_trading_day(conn, trading_day)
ok_intent, intent_msg = check_trigger_entry_intent_limit(
conn, trading_day, opens_today, DAILY_OPEN_HARD_LIMIT
)
if not ok_intent:
return False, intent_msg
if is_full_margin_mode(POSITION_SIZING_MODE):
ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
if not ok_flat:
return False, flat_msg
if count_pending_trigger_entries(conn, trading_day) > 0:
return False, "全仓杠杆模式下仅允许一条待触发触价监控"
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
live_capital = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
capital_base = resolve_capital_base_for_key_open(conn, trading_day, live_capital)
available_usdt = get_available_trading_usdt()
if is_full_margin_mode(POSITION_SIZING_MODE):
leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
sizing, sizing_err = compute_full_margin_sizing(
symbol=symbol,
available_usdt=available_usdt if available_usdt is not None else 0.0,
capital_base=capital_base,
buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
btc_leverage=BTC_LEVERAGE,
alt_leverage=ALT_LEVERAGE,
funds_decimals=2,
)
if sizing_err:
return False, sizing_err
margin_capital = float(sizing["margin_capital"])
amount_plan = None
else:
default_leverage = get_synced_leverage(ex_sym, direction_sel) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
risk_fraction = calc_risk_fraction(direction_sel, entry, sl)
if risk_fraction is None:
return False, "止损方向不合法（相对计划入场价）"
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金"
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
)
try:
amount_plan, _ = prepare_order_amount(ex_sym, margin_capital, leverage, entry)
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt)
upper_px = round_price_to_exchange(ex_sym, max(entry, tp))
lower_px = round_price_to_exchange(ex_sym, min(entry, sl))
if upper_px is None or lower_px is None or float(upper_px) <= float(lower_px):
upper_px, lower_px = float(max(entry, tp, sl)), float(min(entry, tp, sl))
if upper_px <= lower_px:
lower_px = upper_px * 0.9999
be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, "
"time_close_enabled, time_close_hours, session_date) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
TRIGGER_ENTRY_MONITOR_TYPE,
direction_sel,
float(upper_px),
float(lower_px),
entry,
sl,
tp,
float(amount_plan) if amount_plan is not None else None,
margin_capital,
leverage,
be_flag,
tc_en,
tc_h,
trading_day,
),
)
return True, None
def _market_open_for_trigger_entry(
conn,
symbol,
direction,
exchange_symbol,
entry_price,
stop_loss,
take_profit,
breakeven_enabled=0,
time_close_enabled=0,
time_close_hours=None,
):
"""触价触发后市价开仓，计仓规则与实盘下单/关键位 RR 门槛一致。"""
ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_TRIGGER)
if not ok_src:
return False, src_msg, None
now = app_now()
ok, reason = precheck_risk(conn, symbol, direction)
if not ok:
return False, f"风控拒绝下单：{reason}", None
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live, None
trading_day = get_trading_day(now)
opens_today_before = count_opens_for_trading_day(conn, trading_day)
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
live_capital = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
capital_base = resolve_capital_base_for_key_open(conn, trading_day, live_capital)
trade_style = (DEFAULT_TRADE_STYLE or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
available_usdt = get_available_trading_usdt()
live_price = get_symbol_mark_price(symbol) or get_price(symbol)
if live_price is None:
return False, "获取标记价/实时价失败", None
try:
ensure_markets_loaded()
except Exception:
pass
lp_r = round_price_to_exchange(exchange_symbol, live_price)
if lp_r is not None:
live_price = float(lp_r)
entry_price = float(entry_price)
sl_adj = round_price_to_exchange(exchange_symbol, float(stop_loss))
tp_adj = round_price_to_exchange(exchange_symbol, float(take_profit))
if sl_adj is not None:
stop_loss = float(sl_adj)
if tp_adj is not None:
take_profit = float(tp_adj)
planned_rr = calc_rr_ratio(direction, entry_price, stop_loss, take_profit)
if planned_rr is None or planned_rr <= KEY_AUTO_MIN_PLANNED_RR:
rr_txt = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算"
return False, f"计划盈亏比 {rr_txt}:1 未达要求（>{KEY_AUTO_MIN_PLANNED_RR}:1）", None
risk_percent = max(0.01, float(RISK_PERCENT))
if is_full_margin_mode(POSITION_SIZING_MODE):
ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
if not ok_flat:
return False, flat_msg, None
leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
sizing, sizing_err = compute_full_margin_sizing(
symbol=symbol,
available_usdt=available_usdt if available_usdt is not None else 0.0,
capital_base=capital_base,
buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
btc_leverage=BTC_LEVERAGE,
alt_leverage=ALT_LEVERAGE,
funds_decimals=2,
)
if sizing_err:
return False, sizing_err, None
margin_capital = float(sizing["margin_capital"])
notional_value = float(sizing["notional_value"])
position_ratio = float(sizing["position_ratio"])
risk_amount = margin_capital
else:
default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
risk_fraction = calc_risk_fraction(direction, entry_price, stop_loss)
if risk_fraction is None:
return False, "止损方向不合法（相对计划入场价）", None
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金", None
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
None,
)
position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
try:
amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
contract_size = get_contract_size(exchange_symbol)
base_amount = round(float(amount) * contract_size, 8)
order_resp = place_exchange_order(
exchange_symbol, direction, amount, leverage,
stop_loss=stop_loss, take_profit=take_profit,
)
open_order_id = order_resp.get("id", "")
tpsl_attached = bool(order_resp.get("tpsl_attached"))
trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price)
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt), None
trigger_price = round_price_to_exchange(exchange_symbol, trigger_price)
stop_loss = round_price_to_exchange(exchange_symbol, stop_loss)
take_profit = round_price_to_exchange(exchange_symbol, take_profit)
opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
planned_rr_fill = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit)
breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER)
breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT)
breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0
risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage)
if risk_amount_final is None:
risk_amount_final = risk_amount
else:
try:
risk_amount_final = round(float(risk_amount_final), 4)
except (TypeError, ValueError):
risk_amount_final = risk_amount
if direction == "short":
breakeven_raw = float(trigger_price) * (1 - breakeven_offset_pct / 100.0)
else:
breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, tc_at = time_close_insert_values(time_close_enabled, time_close_hours, opened_at_ms)
risk_percent_db = risk_percent_for_storage(POSITION_SIZING_MODE, risk_percent)
conn.execute(
"INSERT INTO order_monitors "
"(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
"margin_capital, leverage, trade_style, risk_percent, risk_amount, "
"breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
"notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
"time_close_enabled, time_close_hours, time_close_at_ms) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
exchange_symbol,
direction,
trigger_price,
stop_loss,
stop_loss,
take_profit,
margin_capital,
leverage,
trade_style,
risk_percent_db,
risk_amount_final,
breakeven_rr_trigger,
breakeven_offset_pct,
breakeven_step_r,
0,
breakeven_price,
be_enabled,
notional_value,
position_ratio,
base_amount,
amount,
open_order_id,
opened_at_bj,
opened_at_ms,
trading_day,
ORDER_MONITOR_TYPE_KEY_AUTO,
stored_key_signal_type(TRIGGER_ENTRY_MONITOR_TYPE),
tc_en,
tc_h,
tc_at,
),
)
new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
try_persist_exchange_margin_for_order(conn, new_order_id, exchange_symbol, direction, order_leverage=leverage)
opens_today_after = count_opens_for_trading_day(conn, trading_day)
return True, None, {
"new_order_id": new_order_id,
"open_order_id": open_order_id,
"trigger_price": trigger_price,
"planned_rr_fill": planned_rr_fill,
"risk_amount_final": risk_amount_final,
"margin_capital": margin_capital,
"leverage": leverage,
"amount": amount,
"tpsl_attached": tpsl_attached,
"opens_today_before": opens_today_before,
"opens_today_after": opens_today_after,
"trading_day": trading_day,
"stop_loss": stop_loss,
"take_profit": take_profit,
}
def _execute_trigger_entry_cross(conn, row):
"""标记价触达计划入场：先删监控行防重复触发，再市价开仓。"""
symbol = row["symbol"]
direction = (row["direction"] or "long").lower()
ex_sym = normalize_exchange_symbol(symbol)
entry = float(_sqlite_row_val(row, "fib_entry_price") or 0)
sl = float(_sqlite_row_val(row, "fib_stop_loss") or 0)
tp = float(_sqlite_row_val(row, "fib_take_profit") or 0)
be_en = breakeven_enabled_from_row(row, 0)
tc_en, tc_h, _ = time_close_settings_from_row(row)
kid = int(row["id"])
conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
conn.commit()
try:
ok, err, det = _market_open_for_trigger_entry(
conn,
symbol,
direction,
ex_sym,
entry,
sl,
tp,
breakeven_enabled=be_en,
time_close_enabled=tc_en,
time_close_hours=tc_h,
)
except Exception as e:
fail_msg = friendly_exchange_error(e)
send_wechat_msg(
f"# ❌ {symbol} 触价开仓异常\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 计划入场：{format_price_for_symbol(symbol, entry)}\n"
f"- 原因：{fail_msg}\n"
)
insert_key_monitor_history(conn, row, 0, fail_msg, TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED)
return False, fail_msg
if ok and det:
rr_txt = format_wechat_scalar_2dp(det.get("planned_rr_fill")) if det.get("planned_rr_fill") is not None else "-"
msg = (
f"# ✅ {symbol} 触价开仓成交\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 来源：{ORDER_MONITOR_TYPE_KEY_AUTO}（程序触价 @ E）\n"
f"- 类型：{TRIGGER_ENTRY_MONITOR_TYPE}｜{_wechat_direction_text(direction)}\n"
f"- 订单 ID：**{det.get('new_order_id')}**\n"
f"- 计划入场：{format_price_for_symbol(symbol, entry)}\n"
f"- 成交价：{format_price_for_symbol(symbol, det.get('trigger_price'))}\n"
f"- 止损：{format_wechat_scalar_2dp(det.get('stop_loss'))}｜止盈：{format_price_for_symbol(symbol, det.get('take_profit'))}\n"
f"- 计划 RR：{rr_txt}:1\n"
f"- {'已挂交易所 TP/SL' if det.get('tpsl_attached') else 'TP/SL 未挂上'}\n"
)
send_wechat_msg(msg)
insert_key_monitor_history(conn, row, 0, msg, TRIGGER_ENTRY_CLOSE_FILLED)
return True, None
fail_msg = err or "触价触发后开仓失败"
send_wechat_msg(
f"# ❌ {symbol} 触价开仓失败\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 计划入场：{format_price_for_symbol(symbol, entry)}\n"
f"- 原因：{fail_msg}\n"
)
insert_key_monitor_history(conn, row, 0, fail_msg, TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED)
return False, fail_msg
def check_trigger_entry_key_monitors():
conn = get_db()
rows = conn.execute("SELECT * FROM key_monitors WHERE monitor_type=?", (TRIGGER_ENTRY_MONITOR_TYPE,)).fetchall()
now_dt = app_now()
for r in rows:
symbol = r["symbol"]
direction = (r["direction"] or "long").lower()
entry = float(_sqlite_row_val(r, "fib_entry_price") or 0)
sl = float(_sqlite_row_val(r, "fib_stop_loss") or 0)
tp = float(_sqlite_row_val(r, "fib_take_profit") or 0)
if entry <= 0 or sl <= 0 or tp <= 0:
_finalize_key_monitor_one_shot(conn, r, "触价计划价位无效", "fib_plan_invalid")
continue
mark = get_symbol_mark_price(symbol)
if mark is None:
continue
if is_trigger_entry_expired(r["created_at"], now_dt, hours=TRIGGER_ENTRY_VALIDITY_HOURS):
exp_txt = trigger_entry_expires_at_text(r["created_at"], hours=TRIGGER_ENTRY_VALIDITY_HOURS)
msg = (
f"# ⚠️ {symbol} 触价开仓已过期\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{TRIGGER_ENTRY_MONITOR_TYPE}｜{_wechat_direction_text(direction)}\n"
f"- 有效期 {TRIGGER_ENTRY_VALIDITY_HOURS}h（应于 {exp_txt} 前触发）\n"
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, TRIGGER_ENTRY_CLOSE_EXPIRED)
continue
if trigger_entry_invalidate_by_tp(direction, mark, tp):
msg = (
f"# ⚠️ {symbol} 触价开仓失效\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 标记价 {format_price_for_symbol(symbol, mark)} 已触达止盈侧（未成交）\n"
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, TRIGGER_ENTRY_CLOSE_TP_INVALIDATE)
continue
if trigger_entry_reached(direction, mark, entry):
_execute_trigger_entry_cross(conn, r)
conn.commit()
conn.close()
def check_fib_key_monitors():
conn = get_db()
rows = conn.execute("SELECT * FROM key_monitors").fetchall()
for r in rows:
typ = (r["monitor_type"] or "").strip()
if not is_limit_key_monitor_type(typ):
continue
symbol = r["symbol"]
direction = (r["direction"] or "long").lower()
ex_sym = normalize_exchange_symbol(symbol)
up, low = float(r["upper"]), float(r["lower"])
oid = _sqlite_row_val(r, "fib_limit_order_id")
if is_false_breakout_key_monitor_type(typ):
now_dt = app_now()
if is_false_breakout_expired(r["created_at"], now_dt):
_cancel_fib_monitor_limit(r)
exp_txt = expires_at_text(r["created_at"])
msg = (
f"# ⚠️ {symbol} 假突破监控已过期\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}｜{_wechat_direction_text(direction)}\n"
f"- 有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h（应于 {exp_txt} 前成交）\n"
f"- 已撤销限价单\n"
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, "false_breakout_expired")
continue
mark = get_symbol_mark_price(symbol)
if mark is None:
continue
status = fib_limit_order_status(ex_sym, oid) if oid else "missing"
if status == "filled" or (status != "open" and _fib_has_live_position(ex_sym, direction)):
_finalize_fib_key_fill(conn, r)
continue
if is_fib_key_monitor_type(typ) and status == "open":
if fib_invalidate_by_mark(direction, mark, up, low):
_cancel_fib_monitor_limit(r)
msg = (
f"# ⚠️ {symbol} 斐波监控失效\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}｜{_wechat_direction_text(direction)}\n"
f"- 标记价 {format_price_for_symbol(symbol, mark)} 已触达止盈侧（未成交），已撤限价单\n"
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, "fib_invalidate")
continue
if is_fib_key_monitor_type(typ) and status in ("canceled", "missing", "unknown") and fib_invalidate_by_mark(direction, mark, up, low):
msg = (
f"# ⚠️ {symbol} 斐波监控失效（限价已不在挂单）\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 标记价触达止盈侧，本条已结案\n"
)
send_wechat_msg(msg)
_finalize_key_monitor_one_shot(conn, r, msg, "fib_invalidate")
conn.commit()
conn.close()
def _false_breakout_exists_for_symbol(conn, symbol):
row = conn.execute(
"SELECT id FROM key_monitors WHERE symbol=? AND monitor_type=?",
(symbol, FALSE_BREAKOUT_MONITOR_TYPE),
).fetchone()
return row is not None
def _add_false_breakout_key_monitor(
conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=0,
time_close_enabled=0, time_close_hours=None,
):
if _false_breakout_exists_for_symbol(conn, symbol):
return False, f"{symbol} 已有假突破监控（同币仅允许一条）"
plan = calc_false_breakout_plan(direction_sel, key_px)
if not plan:
return False, "假突破价位无效，请核对方向与关键价位"
entry, sl, tp = plan
ex_sym = normalize_exchange_symbol(symbol)
entry = round_price_to_exchange(ex_sym, entry)
sl = round_price_to_exchange(ex_sym, sl)
tp = round_price_to_exchange(ex_sym, tp)
if entry is None or sl is None or tp is None:
return False, "假突破价位经交易所精度舍入后无效"
entry, sl, tp = float(entry), float(sl), float(tp)
ok, reason = precheck_risk(conn, symbol, direction_sel)
if not ok:
return False, reason
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live
now = app_now()
trading_day = get_trading_day(now)
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
live_capital = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
capital_base = resolve_capital_base_for_key_open(conn, trading_day, live_capital)
default_leverage = get_synced_leverage(ex_sym, direction_sel) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
available_usdt = get_available_trading_usdt()
risk_fraction = calc_risk_fraction(direction_sel, entry, sl)
if risk_fraction is None:
return False, "止损方向不合法（相对挂单价）；请核对方向与关键价位"
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金"
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
)
try:
amount, _ = prepare_order_amount(ex_sym, margin_capital, leverage, entry)
order_resp = place_fib_limit_order(ex_sym, direction_sel, amount, leverage, entry)
oid = str(order_resp.get("id") or "")
if not oid:
return False, "交易所未返回限价单 ID"
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt)
be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, FALSE_BREAKOUT_MONITOR_TYPE, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
),
)
return True, None
def _add_fib_key_monitor(
conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0,
time_close_enabled=0, time_close_hours=None,
):
if _fib_key_exists_for_symbol(conn, symbol):
return False, f"{symbol} 已有斐波监控（同币仅允许一条 0.618/0.786）"
ratio = fib_ratio_from_type(mt)
plan = calc_fib_plan(direction_sel, upper_px, lower_px, ratio)
if not plan:
return False, "斐波上下沿无效（需上沿 H > 下沿 L）"
entry, sl, tp = plan
ex_sym = normalize_exchange_symbol(symbol)
entry = round_price_to_exchange(ex_sym, entry)
sl = round_price_to_exchange(ex_sym, sl)
tp = round_price_to_exchange(ex_sym, tp)
if entry is None or sl is None or tp is None:
return False, "斐波价位经交易所精度舍入后无效"
entry, sl, tp = float(entry), float(sl), float(tp)
planned_rr = calc_rr_ratio(direction_sel, entry, sl, tp)
if planned_rr is None or planned_rr <= KEY_AUTO_MIN_PLANNED_RR:
fmt_rr = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算"
return False, f"斐波计划盈亏比 {fmt_rr}:1 未达要求（>{KEY_AUTO_MIN_PLANNED_RR}:1）"
ok, reason = precheck_risk(conn, symbol, direction_sel)
if not ok:
return False, reason
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
return False, reason_live
now = app_now()
trading_day = get_trading_day(now)
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
live_capital = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
capital_base = resolve_capital_base_for_key_open(conn, trading_day, live_capital)
default_leverage = get_synced_leverage(ex_sym, direction_sel) or infer_leverage(symbol)
leverage = int(default_leverage) if default_leverage else 5
if leverage <= 0:
leverage = 5
available_usdt = get_available_trading_usdt()
risk_fraction = calc_risk_fraction(direction_sel, entry, sl)
if risk_fraction is None:
return False, "止损方向不合法（相对挂单价 E）；请核对上下沿与方向"
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 4)
notional_value = round(risk_amount / risk_fraction, 4)
margin_capital = round(notional_value / leverage, 4)
if capital_base and margin_capital > capital_base:
return False, "以损定仓后保证金超过当前交易资金"
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
if margin_capital > max_margin:
return (
False,
f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U",
)
try:
amount, _ = prepare_order_amount(ex_sym, margin_capital, leverage, entry)
order_resp = place_fib_limit_order(ex_sym, direction_sel, amount, leverage, entry)
oid = str(order_resp.get("id") or "")
if not oid:
return False, "交易所未返回限价单 ID"
except Exception as e:
return False, friendly_exchange_error(e, available_usdt=available_usdt)
be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
conn.execute(
"INSERT INTO key_monitors "
"(symbol, monitor_type, direction, upper, lower, "
"fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
"fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, mt, direction_sel, upper_px, lower_px,
oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
),
)
return True, None
# 关键位监控（箱体/收敛可自动开仓；阻力/支撑为双向 5m 收盘突破 + 三次提醒）
def check_key_monitors():
conn = get_db()
rows = conn.execute("SELECT * FROM key_monitors").fetchall()
for r in rows:
sym, typ_raw, up, low = r["symbol"], r["monitor_type"], r["upper"], r["lower"]
typ = (typ_raw or "").strip()
if is_limit_key_monitor_type(typ):
continue
if typ in KEY_MONITOR_RS_TYPES:
try:
_process_key_rs_level_alert(conn, r)
except Exception as e:
print(f"[key_rs_level_alert] {sym} id={r['id']}: {e}")
continue
direction = (r["direction"] or "long").lower()
if direction == KEY_DIRECTION_WATCH:
continue
try:
checks = _key_hard_checks(sym, direction, up, low, typ)
except Exception:
checks = {"ok": False}
if not checks.get("ok"):
continue
btc8h_status, _, _ = _status_by_ema55("BTC/USDT", "8h")
coin4h_status, _, _ = _status_by_ema55(sym, "4h")
risk_tip = None
if (direction == "long" and coin4h_status == "空头") or (direction == "short" and coin4h_status == "多头"):
risk_tip = "当前信号与本币4h(EMA55)主趋势逆势，建议降低仓位并严格执行止损。"
key_price = float(low) if direction == "long" else float(up)
hard_lines = _key_hard_lines_from_checks(checks)
trigger_time = ms_to_app_local_str(int(checks["confirm_ts"])) if checks.get("confirm_ts") else app_now_str()
if typ not in KEY_MONITOR_AUTO_TYPES:
continue
plan_tuple, sl_tp_mode = _key_plan_sl_tp_for_row(r, direction, up, low, checks)
if not plan_tuple:
fmt_rr = "无法计算（止损/止盈与确认价几何关系无效）"
rr_msg = (
f"# ⚠️ {sym} 关键位自动单：计划无效\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}｜方案：{sl_tp_mode_label(sl_tp_mode)}\n"
f"- 方向：**{_wechat_direction_text(direction)}**\n"
f"- 触发时间：`{trigger_time}`\n"
f"- 确认K收盘(E)：`{format_price_for_symbol(sym, checks.get('confirm_close'))}`\n"
f"- **{fmt_rr}**（未开仓）\n"
"---\n"
"### 硬条件\n"
+ "\n".join(f"- {x}" for x in hard_lines)
)
if risk_tip:
rr_msg += f"\n---\n### 逆势风险提示\n- {risk_tip}"
send_wechat_msg(rr_msg)
_finalize_key_monitor_one_shot(conn, r, rr_msg, "rr_insufficient")
continue
E, sl_raw, tp_raw, box_h = plan_tuple
exchange_symbol = normalize_exchange_symbol(sym)
try:
ensure_markets_loaded()
except Exception:
pass
sl_px = round_price_to_exchange(exchange_symbol, sl_raw)
tp_px = round_price_to_exchange(exchange_symbol, tp_raw)
if sl_px is not None:
sl_raw = float(sl_px)
if tp_px is not None:
tp_raw = float(tp_px)
planned_rr = calc_rr_ratio(direction, E, sl_raw, tp_raw)
rr_ok = planned_rr is not None and planned_rr > KEY_AUTO_MIN_PLANNED_RR
if not rr_ok:
fmt_rr = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算（止损/止盈与确认价几何关系无效）"
plan_line = sl_tp_plan_summary_text(
sl_tp_mode, direction, E, sl_raw, tp_raw, box_h,
outside_pct=KEY_STOP_OUTSIDE_BREAKOUT_PCT,
trend_outside_pct=KEY_TREND_STOP_OUTSIDE_PCT,
)
rr_msg = (
f"# ⚠️ {sym} 关键位自动单：计划 RR 未达标\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}｜{plan_line}\n"
f"- 方向：**{_wechat_direction_text(direction)}**\n"
f"- 触发时间：`{trigger_time}`\n"
f"- 确认K收盘(E)：`{format_price_for_symbol(sym, E)}`\n"
f"- 箱体高 H：`{format_price_for_symbol(sym, box_h)}`\n"
f"- 计划止损：`{format_wechat_scalar_2dp(sl_raw)}`\n"
f"- 计划止盈：`{format_price_for_symbol(sym, tp_raw)}`\n"
f"- **计划 RR（按确认收盘 E）：{fmt_rr} : 1**（要求 **>{KEY_AUTO_MIN_PLANNED_RR}:1**，未开仓）\n"
"---\n"
"### 硬条件\n"
+ "\n".join(f"- {x}" for x in hard_lines)
)
if risk_tip:
rr_msg += f"\n---\n### 逆势风险提示\n- {risk_tip}"
send_wechat_msg(rr_msg)
_finalize_key_monitor_one_shot(conn, r, rr_msg, "rr_insufficient")
continue
key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None
be_on = breakeven_enabled_from_row(r, 0)
tc_en, tc_h, _ = time_close_settings_from_row(r)
ok_trade, trade_err, det = _market_open_for_key_monitor(
conn,
sym,
direction,
exchange_symbol,
sl_raw,
tp_raw,
key_signal_type=key_sig,
breakeven_enabled=1 if be_on else 0,
time_close_enabled=tc_en,
time_close_hours=tc_h,
)
planned_rr_txt = (
format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-"
)
if not ok_trade:
fail_msg = (
f"# ❌ {sym} 关键位自动单失败\n"
f"**账户：{_wechat_account_label()}**\n"
f"- 类型：{typ}\n"
f"- 方向：**{_wechat_direction_text(direction)}**\n"
f"- 触发时间：`{trigger_time}`\n"
f"- 确认K收盘(E)：`{format_price_for_symbol(sym, E)}`\n"
f"- 计划止损：`{format_wechat_scalar_2dp(sl_raw)}`\n"
f"- 计划止盈：`{format_price_for_symbol(sym, tp_raw)}`\n"
f"- **计划 RR（按 E）：{planned_rr_txt} : 1**（已通过 RR 阈值）\n"
f"- **失败原因：{trade_err}**\n"
"---\n"
"### 硬条件\n"
+ "\n".join(f"- {x}" for x in hard_lines)
)
if risk_tip:
fail_msg += f"\n---\n### 逆势风险提示\n- {risk_tip}"
send_wechat_msg(fail_msg)
_finalize_key_monitor_one_shot(conn, r, fail_msg, "exchange_failed")
continue
tpsl_txt = (
"已在交易所挂条件委托（止盈、止损触发单）"
if det.get("tpsl_attached")
else "⚠️ 条件委托挂接状态异常或未挂上"
)
rr_fill = det.get("planned_rr_fill")
rr_fill_txt = format_wechat_scalar_2dp(rr_fill) if rr_fill is not None else "-"
succ_msg_lines = [
f"# ✅ {sym} 关键位自动开仓成功",
f"**账户：{_wechat_account_label()}**",
f"- **来源：**{ORDER_MONITOR_TYPE_KEY_AUTO}（市价）",
f"- 页面订单 ID：**{det['new_order_id']}**",
f"- 交易所订单 ID：`{det.get('open_order_id') or '-'}`",
f"- 类型：{typ}｜方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_on else '关'}",
f"- 方向：**{_wechat_direction_text(direction)}**",
f"- 触发时间：`{trigger_time}`",
f"- 确认K收盘(E)：{format_price_for_symbol(sym, E)}（RR 阈值按此计价）",
f"- **计划 RR（E）：{planned_rr_txt}:1**",
f"- 开仓成交价：**{format_price_for_symbol(sym, det['trigger_price'])}**",
f"- **成交价侧计划 RR：**{rr_fill_txt}:1",
f"- 止损：{format_wechat_scalar_2dp(sl_raw)}",
f"- 止盈：{format_price_for_symbol(sym, tp_raw)}",
f"- 风险：{det.get('risk_percent')}%≈{format_wechat_scalar_2dp(det.get('risk_amount_final'))}U｜基数 {format_wechat_scalar_2dp(det.get('margin_capital'))}U｜杠杆 {det.get('leverage')}x",
f"- 名义 {format_wechat_scalar_2dp(det.get('notional_value'))}U｜张数 {format_wechat_scalar_2dp(det.get('amount'))}｜折算标的 {det.get('base_amount')}",
f"- **{tpsl_txt}**",
f"- 保本触发：{det.get('breakeven_rr_trigger')}R→{format_price_for_symbol(sym, det.get('breakeven_price'))}",
f"- {format_daily_open_summary_short(det.get('opens_today_after'), DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT)}",
]
succ_msg_lines.extend(["---", "### 硬条件"] + [f"- {x}" for x in hard_lines])
if risk_tip:
succ_msg_lines.extend(["---", "### 逆势风险提示", f"- {risk_tip}"])
succ_msg = "\n".join(succ_msg_lines)
send_wechat_msg(succ_msg)
_finalize_key_monitor_one_shot(conn, r, succ_msg, "auto_opened")
if should_send_daily_open_alert(
det.get("opens_today_before", 0),
det.get("opens_today_after", 0),
DAILY_OPEN_ALERT_THRESHOLD,
):
advice = ai_short_advice(
build_daily_open_alert_prompt(
det["trading_day"],
det.get("opens_today_after", 0),
DAILY_OPEN_ALERT_THRESHOLD,
hard_limit=DAILY_OPEN_HARD_LIMIT,
detail_line=f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。",
)
)
if advice:
send_wechat_msg(f"【AI提醒】今日开仓次数已达 {det['opens_today_after']}\n{advice[:800]}")
conn.commit()
conn.close()
# 止盈止损监控（已修复：严格区分多空，无默认做多）
def check_order_monitors():
conn = get_db()
rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
for r in rows:
pid, sym, direction, trigger_price, stop_loss, take_profit = r["id"], r["symbol"], r["direction"], r["trigger_price"], r["stop_loss"], r["take_profit"]
margin_capital = r["margin_capital"] or DAILY_START_CAPITAL
leverage = r["leverage"] or infer_leverage(sym)
trade_basis_row = row_to_dict(r)
ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym)
if _order_row_exchange_margin_usdt(r) is None and exchange_private_api_configured():
pm = get_live_position_exchange_metrics(ex_sym, direction, order_leverage=leverage)
if pm and pm.get("initial_margin") is not None:
try:
mv = float(pm["initial_margin"])
if mv > 0:
conn.execute(
"UPDATE order_monitors SET exchange_margin_usdt=? WHERE id=?",
(round(mv, 4), pid),
)
trade_basis_row["exchange_margin_usdt"] = round(mv, 4)
except (TypeError, ValueError):
pass
session_date = r["session_date"] or get_trading_day()
p = get_price(sym)
if not p: continue
# 到达设定 R 倍后，按阶梯持续上移止损（本地风控层）
risk_amount = float(r["risk_amount"] or 0)
breakeven_armed = int(r["breakeven_armed"] or 0)
trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER)
step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0)
step_r = 1.0 if step_r <= 0 else step_r
breakeven_enabled = True
try:
if "breakeven_enabled" in r.keys():
breakeven_enabled = int(r["breakeven_enabled"] or 0) != 0
except Exception:
breakeven_enabled = True
if breakeven_enabled and risk_amount > 0 and trigger_rr > 0:
now_pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage)
now_rr = now_pnl / risk_amount
if now_rr >= trigger_rr:
steps = int((now_rr - trigger_rr) // step_r)
locked_r = max(0.0, steps * step_r)
notional = float(margin_capital or 0) * float(leverage or 0)
risk_frac = (risk_amount / notional) if notional > 0 else None
if risk_frac and risk_frac > 0:
new_sl = calc_breakeven_stop(
direction,
trigger_price,
risk_frac,
locked_r=locked_r,
offset_pct=float(r["breakeven_offset_pct"] or BREAKEVEN_OFFSET_PCT),
)
if new_sl is not None:
should_move = (direction == "short" and new_sl < float(stop_loss)) or (
direction == "long" and new_sl > float(stop_loss)
)
if should_move:
was_armed = breakeven_armed
ex_sym = resolve_monitor_exchange_symbol(r)
new_sl = round_price_to_exchange(ex_sym, new_sl)
tp_ex = float(take_profit or 0)
ok_live, _live_reason = ensure_exchange_live_ready()
synced_ex = not ok_live
if ok_live and tp_ex > 0:
try:
replace_active_monitor_tpsl_on_exchange(r, new_sl, tp_ex)
synced_ex = True
_clear_breakeven_exchange_warn(pid)
except Exception as e:
print(
f"[breakeven] exchange tpsl replace failed order={pid} {sym}: {e}",
flush=True,
)
_send_breakeven_exchange_warn_once(
pid,
f"⚠️ {sym} 移动保本止损未同步交易所：{friendly_exchange_error(e)}",
)
elif ok_live:
print(
f"[breakeven] skip exchange order={pid} {sym}: invalid take_profit",
flush=True,
)
if synced_ex:
conn.execute(
"UPDATE order_monitors SET stop_loss=?, breakeven_armed=1, breakeven_price=? WHERE id=?",
(new_sl, new_sl, pid),
)
stop_loss = new_sl
breakeven_armed = 1
if not was_armed:
arm_txt = "保本止盈"
be_msg = build_wechat_breakeven_message(
sym,
direction,
arm_txt,
now_rr,
locked_r,
new_sl,
)
if ok_live:
be_msg += "\n- 交易所：已先撤后挂止盈止损"
send_wechat_msg(be_msg)
res = None
if should_trigger_time_close(r):
res = TIME_CLOSE_RESULT
# 做多
if not res and direction == "long":
if p >= take_profit: res = "止盈"
elif p <= stop_loss: res = "止损"
# 做空
elif not res and direction == "short":
if p <= take_profit: res = "止盈"
elif p >= stop_loss: res = "止损"
if res:
now = app_now()
opened_at = get_opened_at_value(r)
opened_at_ms = (r["opened_at_ms"] if "opened_at_ms" in r.keys() else None)
closed_at = now.strftime("%Y-%m-%d %H:%M:%S")
hold_seconds = calc_hold_seconds(opened_at, now)
pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage)
if res == "止损" and float(pnl_amount or 0) > 0:
res = normalize_result_with_pnl("止损", pnl_amount)
else:
res = normalize_result_with_pnl(res, pnl_amount)
close_order_id = ""
try:
close_resp = close_exchange_order(r)
close_order_id = close_resp.get("id", "")
# 平仓入库优先使用交易所返回成交价；拿不到再回退拉成交明细。
exit_p = extract_trade_price_from_order(close_resp)
if exit_p and exit_p > 0:
pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage)
guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p)
if guessed_res:
res = normalize_result_with_pnl(guessed_res, pnl_amount)
else:
res = normalize_result_with_pnl(res, pnl_amount)
else:
ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym)
tr = fetch_latest_closing_fill(
ex_sym,
direction,
opened_at,
opened_at_ms=opened_at_ms,
)
if tr and tr.get("price"):
try:
exit_p = float(tr["price"])
pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage)
guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p)
if guessed_res:
if guessed_res == "止损" and float(pnl_amount or 0) > 0:
res = normalize_result_with_pnl("止损", pnl_amount)
else:
res = normalize_result_with_pnl(guessed_res, pnl_amount)
else:
res = normalize_result_with_pnl(res, pnl_amount)
except (TypeError, ValueError):
pass
ts = tr.get("timestamp")
if ts:
closed_at = ms_to_app_local_str(int(ts))
hold_seconds = calc_hold_seconds(
opened_at, parse_dt_for_trading_day(closed_at) or now
)
except Exception as e:
if is_no_position_error(str(e)):
ex_sym = r["exchange_symbol"] or normalize_exchange_symbol(sym)
cancel_gate_swap_trigger_orders(ex_sym)
tr = fetch_latest_closing_fill(
ex_sym,
direction,
opened_at,
opened_at_ms=opened_at_ms,
)
if tr and tr.get("price"):
try:
exit_p = float(tr["price"])
pnl_amount = calc_pnl(direction, trigger_price, exit_p, margin_capital, leverage)
# 交易所已返回真实成交价时，以真实成交结果为准，避免本地轮询竞态导致误判。
guessed_res = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_p)
if guessed_res:
if guessed_res == "止损" and float(pnl_amount or 0) > 0:
res = normalize_result_with_pnl("止损", pnl_amount)
else:
res = normalize_result_with_pnl(guessed_res, pnl_amount)
else:
res = normalize_result_with_pnl(res, pnl_amount)
except (TypeError, ValueError):
pass
ts = tr.get("timestamp")
if ts:
closed_at = ms_to_app_local_str(int(ts))
hold_seconds = calc_hold_seconds(
opened_at, parse_dt_for_trading_day(closed_at) or now
)
insert_trade_record(
conn,
symbol=sym,
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=direction,
trigger_price=trigger_price,
stop_loss=stop_loss,
initial_stop_loss=r["initial_stop_loss"] or stop_loss,
take_profit=take_profit,
margin_capital=margin_capital_for_trade_record(trade_basis_row),
leverage=leverage,
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result=res,
miss_reason=handoff_trade_miss_reason(
"触发价已触达，仓位已由交易所止盈/止损或其他方式平掉（本地补记）",
r,
),
opened_at=opened_at,
closed_at=closed_at,
)
session_capital = update_session_capital(conn, session_date, pnl_amount)
send_wechat_msg(
build_wechat_close_message(
symbol=sym,
direction=direction,
result=f"{res}（交易所已先行平仓）",
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=trigger_price,
current_price=p,
stop_loss=stop_loss,
take_profit=take_profit,
close_order_id="-",
extra_note="本地补记：仓位由交易所止盈/止损或其他方式先行平掉",
session_capital_fallback=session_capital,
)
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (pid,))
conn.commit()
continue
ex_sym_fail = r["exchange_symbol"] or normalize_exchange_symbol(sym)
cancel_gate_swap_trigger_orders(ex_sym_fail)
live_contracts = get_live_position_contracts(ex_sym_fail, direction)
if live_contracts is not None and live_contracts <= 0:
record_res, record_pnl, record_closed, sync_miss = resolve_synced_flat_close(
r, opened_at, opened_at_ms=opened_at_ms
)
record_miss = f"{sync_miss}；本地触发{res}时平仓API失败：{e}"
monitor_status = "stopped"
else:
record_res, record_pnl, record_closed = res, pnl_amount, closed_at
record_miss = f"触发{res}后交易所平仓失败（请核对交易所仓位）：{e}"
monitor_status = "error"
record_hold = calc_hold_seconds(
opened_at, parse_dt_for_trading_day(record_closed) or now
)
insert_trade_record(
conn,
symbol=sym,
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=direction,
trigger_price=trigger_price,
stop_loss=stop_loss,
initial_stop_loss=r["initial_stop_loss"] or stop_loss,
take_profit=take_profit,
margin_capital=margin_capital_for_trade_record(trade_basis_row),
leverage=leverage,
pnl_amount=record_pnl,
hold_seconds=record_hold,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
actual_rr=calc_actual_rr(record_pnl, r["risk_amount"]),
result=record_res,
miss_reason=handoff_trade_miss_reason(record_miss, r),
opened_at=opened_at,
closed_at=record_closed,
)
session_capital = update_session_capital(conn, session_date, record_pnl)
conn.execute("UPDATE order_monitors SET status=? WHERE id=?", (monitor_status, pid))
conn.commit()
send_wechat_msg(
build_wechat_monitor_error_message(
symbol=sym,
direction=direction,
scene=f"触发{res}后交易所平仓失败",
error_text=str(e),
)
)
if monitor_status == "stopped":
send_wechat_msg(
build_wechat_close_message(
symbol=sym,
direction=direction,
result=f"{record_res}（已补记入交易记录）",
pnl_amount=record_pnl,
hold_seconds=record_hold,
trigger_price=trigger_price,
current_price=p,
stop_loss=stop_loss,
take_profit=take_profit,
close_order_id="-",
extra_note=record_miss,
session_capital_fallback=session_capital,
)
)
continue
cancel_gate_swap_trigger_orders(r["exchange_symbol"] or normalize_exchange_symbol(sym))
session_capital = update_session_capital(conn, session_date, pnl_amount)
send_wechat_msg(
build_wechat_close_message(
symbol=sym,
direction=direction,
result=res,
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=trigger_price,
current_price=p,
stop_loss=stop_loss,
take_profit=take_profit,
close_order_id=close_order_id or "-",
session_capital_fallback=session_capital,
)
)
insert_trade_record(
conn,
symbol=sym,
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=direction,
trigger_price=trigger_price,
stop_loss=stop_loss,
initial_stop_loss=r["initial_stop_loss"] or stop_loss,
take_profit=take_profit,
margin_capital=margin_capital_for_trade_record(trade_basis_row),
leverage=leverage,
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result=res,
miss_reason=handoff_trade_miss_reason(None, r),
opened_at=opened_at,
closed_at=closed_at,
)
conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, pid))
clear_key_sizing_snapshot_if_flat(conn, get_trading_day())
conn.commit()
conn.close()
def force_close_before_reset():
if not FORCE_CLOSE_ENABLED:
return
now = app_now()
# 每天北京时间指定整点小时内执行一次性兜底清仓（默认 00:xx）
if now.hour != FORCE_CLOSE_BJ_HOUR:
return
conn = get_db()
rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
for r in rows:
p = get_price(r["symbol"])
if not p:
continue
direction = r["direction"]
trigger_price = r["trigger_price"]
margin_capital = r["margin_capital"] or DAILY_START_CAPITAL
leverage = r["leverage"] or infer_leverage(r["symbol"])
session_date = r["session_date"] or get_trading_day(now)
opened_at = get_opened_at_value(r)
closed_at = now.strftime("%Y-%m-%d %H:%M:%S")
hold_seconds = calc_hold_seconds(opened_at, now)
pnl_amount = calc_pnl(direction, trigger_price, p, margin_capital, leverage)
try:
close_resp = close_exchange_order(r)
close_order_id = close_resp.get("id", "")
cancel_gate_swap_trigger_orders(r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"]))
except Exception as e:
conn.execute("UPDATE order_monitors SET status='error' WHERE id=?", (r["id"],))
conn.commit()
send_wechat_msg(
build_wechat_monitor_error_message(
symbol=r["symbol"],
direction=direction,
scene="强制清仓失败",
error_text=str(e),
)
)
continue
session_capital = update_session_capital(conn, session_date, pnl_amount)
insert_trade_record(
conn,
symbol=r["symbol"],
monitor_type=trade_record_monitor_type(conn, r),
trend_plan_id=trend_plan_id_from_monitor_row(r),
key_signal_type=order_row_key_signal_type(r),
direction=direction,
trigger_price=trigger_price,
stop_loss=r["stop_loss"],
initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
take_profit=r["take_profit"],
margin_capital=margin_capital_for_trade_record(r),
leverage=leverage,
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=r["trade_style"],
risk_amount=r["risk_amount"],
planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
result="强制清仓",
miss_reason=handoff_trade_miss_reason(
f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓",
r,
),
opened_at=opened_at,
closed_at=closed_at,
)
conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, r["id"]))
send_wechat_msg(
build_wechat_close_message(
symbol=r["symbol"],
direction=direction,
result="强制清仓",
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=trigger_price,
current_price=p,
stop_loss=r["stop_loss"],
take_profit=r["take_profit"],
close_order_id=close_order_id or "-",
extra_note=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓",
session_capital_fallback=session_capital,
)
)
conn.commit()
conn.close()
# 后台线程
def background_task():
while True:
try:
auto_transfer_once_per_day()
conn = get_db()
reconcile_external_closes(conn)
conn.commit()
conn.close()
force_close_before_reset()
check_fib_key_monitors()
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
if _roll_cfg:
from strategy_roll_monitor_lib import check_roll_monitors
check_roll_monitors(_roll_cfg)
check_key_monitors()
check_order_monitors()
cfg = app.extensions.get("strategy_trend_cfg")
if cfg:
from strategy_trend_register import check_trend_pullback_plans
check_trend_pullback_plans(cfg)
except:
pass
time.sleep(MONITOR_POLL_SECONDS)
# ====================== 登录路由 ======================
@app.route("/login", methods=["GET", "POST"])
def login():
if AUTH_DISABLED:
session["logged_in"] = True
return redirect("/")
if request.method == "POST":
username = request.form.get("username")
password = request.form.get("password")
if username == USERNAME and password == PASSWORD:
session["logged_in"] = True
return redirect("/")
else:
flash("账号或密码错误")
return render_template("login.html", exchange_display=EXCHANGE_DISPLAY_NAME)
@app.route("/logout")
def logout():
session.clear()
return redirect("/" if AUTH_DISABLED else "/login")
# 登录校验装饰器
def login_required(f):
@wraps(f)
def decorated(*args, **kwargs):
if hub_request_allowed(bool(session.get("logged_in")), AUTH_DISABLED):
return f(*args, **kwargs)
return redirect("/login")
return decorated
@app.route("/sync_positions")
@login_required
def sync_positions():
days_raw = (request.args.get("days") or "").strip()
sync_days = None
if days_raw:
try:
sync_days = max(1, min(365, int(days_raw)))
except Exception:
sync_days = None
conn = get_db()
synced = reconcile_external_closes(conn, days=sync_days)
conn.commit()
conn.close()
if sync_days is not None:
flash(f"同步完成：最近 {sync_days} 天内 {synced} 笔持仓已按交易所状态更新")
else:
flash(f"同步完成：{synced} 笔持仓已按交易所状态更新")
return redirect("/")
@app.route("/api/sync_positions", methods=["POST"])
@login_required
def api_sync_positions():
payload = request.get_json(silent=True) or {}
days_raw = str(payload.get("days", "")).strip()
if not days_raw:
return jsonify({"ok": False, "msg": "请填写天数"}), 400
try:
days = int(days_raw)
except Exception:
return jsonify({"ok": False, "msg": "天数必须是整数"}), 400
if days < 1 or days > 365:
return jsonify({"ok": False, "msg": "天数范围 1-365"}), 400
conn = get_db()
synced = reconcile_external_closes(conn, days=days)
conn.commit()
conn.close()
return jsonify({"ok": True, "days": days, "synced": int(synced)})
def _coerce_ts_ms(val):
if val is None or val == "":
return None
try:
v = float(val)
except (TypeError, ValueError):
return None
if v > 1e12:
return int(v)
if v > 1e9:
return int(v * 1000.0)
return int(v * 1000.0)
def _unified_symbol_for_match(symbol_str):
"""统一 ETH/USDT:USDT、ETH_USDT、ETH/USDT 便于与 trade_records 比对。"""
s = (symbol_str or "").strip().upper()
if not s:
return ""
if ":" in s:
s = s.split(":")[0]
if "_" in s and "/" not in s:
s = s.replace("_", "/")
if s.endswith("USDT") and "/" not in s and len(s) > 4:
s = f"{s[:-4]}/USDT"
return s
def exchange_position_sync_since_ms():
s = EXCHANGE_POSITION_SYNC_FROM_BJ
if s:
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d", 10)):
try:
chunk = s[:ln] if len(s) >= ln else s[:10]
dt = datetime.strptime(chunk, fmt)
aware = dt.replace(tzinfo=APP_TZ)
return int(aware.timestamp() * 1000)
except Exception:
continue
dt0 = app_now() - timedelta(days=90)
try:
aware0 = datetime(dt0.year, dt0.month, dt0.day, 0, 0, 0, tzinfo=APP_TZ)
except Exception:
aware0 = datetime.now(APP_TZ)
return int(aware0.timestamp() * 1000)
def _normalize_gate_position_history_entry(p):
if not p or not isinstance(p, dict):
return None
info = p.get("info") or {}
sym = p.get("symbol") or ""
if not sym:
c_alt = str(info.get("contract") or "").strip()
if c_alt:
sym = c_alt.replace("_", "/")
side = (p.get("side") or info.get("side") or "").strip().lower()
if side not in ("long", "short"):
sz = info.get("accum_size") if info.get("accum_size") is not None else info.get("size")
try:
szf = float(sz)
if szf > 0:
side = "long"
elif szf < 0:
side = "short"
except (TypeError, ValueError):
side = ""
rp = p.get("realizedPnl")
if rp is None:
rp = info.get("pnl")
try:
rp_f = float(rp) if rp is not None and str(rp).strip() != "" else None
except (TypeError, ValueError):
rp_f = None
close_ms = _coerce_ts_ms(p.get("lastUpdateTimestamp"))
if close_ms is None:
close_ms = _coerce_ts_ms(info.get("time"))
open_ms = _coerce_ts_ms(p.get("timestamp"))
if open_ms is None:
open_ms = _coerce_ts_ms(info.get("first_open_time"))
c_raw = str(info.get("contract") or "").strip()
t_raw = info.get("time")
sync_key = f"{c_raw}|{t_raw}|{side}"
return {
"symbol_u": _unified_symbol_for_match(sym),
"side": side,
"close_ms": close_ms,
"open_ms": open_ms,
"pnl": rp_f,
"sync_key": sync_key,
}
def fetch_gate_positions_close_history():
if not exchange_private_api_configured():
return []
ensure_markets_loaded()
since_ms = exchange_position_sync_since_ms()
until_ms = int(time.time() * 1000)
out = []
offset = 0
page_limit = min(100, int(EXCHANGE_POSITION_HISTORY_LIMIT))
max_total = int(EXCHANGE_POSITION_HISTORY_LIMIT)
def _pull(params_extra):
nonlocal offset
offset = 0
while len(out) < max_total:
params = dict(params_extra)
params["offset"] = offset
params["until"] = until_ms
try:
rows = exchange.fetch_positions_history(
None,
since=int(since_ms),
limit=page_limit,
params=params,
)
except Exception:
return False
if not rows:
break
for p in rows:
h = _normalize_gate_position_history_entry(p)
if h and h["close_ms"] and h["side"] in ("long", "short") and h["symbol_u"]:
out.append(h)
offset += len(rows)
if len(rows) < page_limit:
break
return True
if not _pull({"settle": "usdt"}):
_pull({})
return out[:max_total]
def sync_trade_records_from_exchange(conn, force=False):
"""为未同步的 trade_records 回填 Gate 平仓历史中的已实现盈亏。返回统计 dict。"""
global _LAST_EXCHANGE_PNL_SYNC_AT
stats = {"ok": False, "hist_count": 0, "matched": 0, "pending": 0, "skipped": False}
if not exchange_private_api_configured():
stats["reason"] = "未配置 GATE_API_KEY / GATE_API_SECRET"
return stats
now = time.time()
if not force and now - _LAST_EXCHANGE_PNL_SYNC_AT < 25.0:
stats["ok"] = True
stats["skipped"] = True
return stats
try:
hist = fetch_gate_positions_close_history()
except Exception as e:
stats["reason"] = str(e)
return stats
stats["hist_count"] = len(hist)
if not hist:
stats["ok"] = True
stats["reason"] = "交易所平仓历史为空（请检查 API 权限或 EXCHANGE_POSITION_SYNC_FROM_BJ）"
return stats
candidates = conn.execute(
"""
SELECT id, symbol, direction, closed_at, closed_at_ms, opened_at, opened_at_ms
FROM trade_records
WHERE (exchange_sync_key IS NULL OR TRIM(exchange_sync_key) = '')
OR exchange_realized_pnl IS NULL
ORDER BY id DESC
LIMIT 200
"""
).fetchall()
stats["pending"] = len(candidates)
if not candidates:
stats["ok"] = True
_LAST_EXCHANGE_PNL_SYNC_AT = now
return stats
used = set()
matched = 0
for tr in candidates:
close_ms_trade = _to_ms_with_fallback(
tr["closed_at_ms"] if "closed_at_ms" in tr.keys() else None, tr["closed_at"]
) or opened_at_str_to_ms(tr["closed_at"])
open_ms_trade = _to_ms_with_fallback(
tr["opened_at_ms"] if "opened_at_ms" in tr.keys() else None, tr["opened_at"]
) or opened_at_str_to_ms(tr["opened_at"])
if close_ms_trade is None:
continue
best = None
best_d = None
for h in hist:
sk = h["sync_key"]
if not sk or sk in used:
continue
if h["symbol_u"] != _unified_symbol_for_match(tr["symbol"]):
continue
if h["side"] != (tr["direction"] or "long").strip().lower():
continue
cm = h["close_ms"]
if cm is None:
continue
if open_ms_trade is not None:
if cm < open_ms_trade - 15 * 60 * 1000:
continue
if cm > open_ms_trade + 15 * 86400 * 1000:
continue
else:
if abs(cm - close_ms_trade) > 3 * 86400 * 1000:
continue
d = abs(cm - close_ms_trade)
if best_d is None or d < best_d:
best_d = d
best = h
if best is None or best_d is None or best_d > 90 * 60 * 1000:
continue
sk = best["sync_key"]
if sk in used:
continue
eo = ms_to_app_local_str(best["open_ms"]) if best.get("open_ms") else None
ec = ms_to_app_local_str(best["close_ms"]) if best.get("close_ms") else None
pnl_val = best.get("pnl")
if pnl_val is None:
pnl_val = 0.0
conn.execute(
"""
UPDATE trade_records
SET exchange_realized_pnl = ?, exchange_opened_at = ?, exchange_closed_at = ?, exchange_sync_key = ?
WHERE id = ?
""",
(float(pnl_val), eo, ec, sk, int(tr["id"])),
)
used.add(sk)
matched += 1
stats["matched"] = matched
stats["ok"] = True
_LAST_EXCHANGE_PNL_SYNC_AT = now
try:
conn.commit()
except Exception:
pass
return stats
# ====================== 主页面 ======================
def render_main_page(page="trade", embed_mode=None):
now = app_now()
trading_day = get_trading_day(now)
list_window = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(list_window["start_utc"], list_window["end_utc"], APP_TZ)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
from instance_embed_context_lib import (
embed_render_plan,
minimal_stats_bundle,
trade_records_summary,
)
plan = embed_render_plan(page, embed_mode)
if plan.exchange_capitals:
funding_capital, trading_capital = get_exchange_capitals()
else:
funding_capital, trading_capital = None, None
# 资金账户：仅展示交易所读取结果（含 0）。不可用 TOTAL_CAPITAL 兜底，否则会与实盘不符。
funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
key_list = (
conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
)
key_history = (
conn.execute(
"SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
(start_bj, end_bj),
).fetchall()
if plan.key_history
else []
)
stats_bundle = (
compute_stats_bundle(conn, trading_day, now)
if plan.stats_bundle
else minimal_stats_bundle(TRADING_DAY_RESET_HOUR)
)
order_list = []
if plan.orders:
raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
for o in raw_order_list:
order_list.append(enrich_order_item(row_to_dict(o), current_capital))
exchange_pnl_sync = {}
if exchange_private_api_configured() and not request_is_hub_soft_nav() and embed_mode not in (
"fragment",
"shell",
):
try:
exchange_pnl_sync = sync_trade_records_from_exchange(conn) or {}
except Exception as e:
exchange_pnl_sync = {"ok": False, "reason": str(e)}
tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
if plan.records_rows:
raw_records = conn.execute(
f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
(start_bj, end_bj),
).fetchall()
records = [to_effective_trade_dict(r) for r in raw_records]
total = len(records)
miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
win = count_winning_trades(records)
occupied_miss_total = sum(
1
for r in records
if (r.get("effective_result") or "") == "错过"
and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
)
rate = round(win / total * 100, 2) if total else 0
elif plan.records_summary:
summary = trade_records_summary(conn, start_bj, end_bj, tr_ts)
records = summary["records"]
total = summary["total"]
miss_count = summary["miss_count"]
rate = summary["rate"]
occupied_miss_total = summary["occupied_miss_total"]
else:
records = []
total = miss_count = rate = occupied_miss_total = 0
active_count = len(order_list)
from strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
risk_status = hub_account_risk_status(conn)
can_trade = can_trade_new_open(
time_allows=trading_day_reset_allows_new_open(now),
active_count=position_limit_count,
max_active_positions=MAX_ACTIVE_POSITIONS,
opens_today=opens_today,
hard_limit=DAILY_OPEN_HARD_LIMIT,
extra_blocks=not risk_status.get("can_trade", True),
)
key_rule_ctx = key_monitor_rule_template_context(
kline_timeframe=KLINE_TIMEFRAME,
key_breakout_amp_min_pct=KEY_BREAKOUT_AMP_MIN_PCT,
key_volume_ma_bars=KEY_VOLUME_MA_BARS,
key_volume_ratio_min=KEY_VOLUME_RATIO_MIN,
key_auto_min_planned_rr=KEY_AUTO_MIN_PLANNED_RR,
key_daily_volume_rank_max=KEY_DAILY_VOLUME_RANK_MAX,
key_confirm_breakout_bar=KEY_CONFIRM_BREAKOUT_BAR,
key_confirm_bar=KEY_CONFIRM_BAR,
key_alert_max_times=KEY_ALERT_MAX_TIMES,
key_alert_interval_minutes=KEY_ALERT_INTERVAL_MINUTES,
key_stop_outside_breakout_pct=KEY_STOP_OUTSIDE_BREAKOUT_PCT,
key_trend_stop_outside_pct=KEY_TREND_STOP_OUTSIDE_PCT,
false_breakout_validity_hours=FALSE_BREAKOUT_VALIDITY_HOURS,
trigger_entry_validity_hours=TRIGGER_ENTRY_VALIDITY_HOURS,
)
strategy_extra = {}
if plan.strategy:
from strategy_ui import strategy_render_extras
strategy_extra = strategy_render_extras(
conn,
page,
default_risk_percent=float(RISK_PERCENT),
request_obj=request,
trend_cfg=app.extensions.get("strategy_trend_cfg"),
)
conn.close()
from instance_embed_lib import embed_context_extras
template_ctx = dict(
page=page,
key=key_list,
key_history=key_history,
stats_bundle=stats_bundle,
order=order_list,
record=records,
total=total,
miss_count=miss_count,
rate=rate,
trading_day=trading_day,
funding_usdt=funding_usdt,
daily_start_capital=DAILY_START_CAPITAL,
current_capital=current_capital,
recommended_capital=recommended_capital,
btc_leverage=BTC_LEVERAGE,
alt_leverage=ALT_LEVERAGE,
reset_hour=TRADING_DAY_RESET_HOUR,
balance_refresh_seconds=BALANCE_REFRESH_SECONDS,
auto_transfer_enabled=AUTO_TRANSFER_ENABLED,
auto_transfer_amount=AUTO_TRANSFER_AMOUNT,
auto_transfer_from=AUTO_TRANSFER_FROM,
auto_transfer_to=AUTO_TRANSFER_TO,
auto_transfer_bj_hour=AUTO_TRANSFER_BJ_HOUR,
transfer_amount_fmt=format_usdt(AUTO_TRANSFER_AMOUNT),
full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
price_refresh_seconds=PRICE_REFRESH_SECONDS,
active_count=position_limit_count,
can_trade=can_trade,
opens_today=opens_today,
daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD,
focus_key_id=(key_list[0]["id"] if key_list else None),
focus_order_id=(order_list[0]["id"] if order_list else None),
data_export_version=3,
list_window=list_window,
list_window_presets={
"utc_today": PRESET_UTC_TODAY,
"utc_last24h": PRESET_UTC_LAST24H,
"utc_last7d": PRESET_UTC_LAST7D,
"custom": PRESET_CUSTOM,
},
key_alert_max_times=KEY_ALERT_MAX_TIMES,
risk_percent=RISK_PERCENT,
position_sizing_mode=POSITION_SIZING_MODE,
position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
open_position_button_label=(
"开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"
),
breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
occupied_miss_total=occupied_miss_total,
price_fmt=format_price_for_symbol,
funds_fmt=format_usdt,
usdt_fmt=format_usdt,
signed_usdt_fmt=format_signed_usdt,
entry_reason_options=list(ENTRY_REASON_OPTIONS),
entry_reason_other_value=ENTRY_REASON_OTHER,
journal_chart_tf_choices=JOURNAL_CHART_TF_CHOICES,
journal_chart_default_tf1=JOURNAL_CHART_DEFAULT_TF1,
journal_chart_default_tf2=JOURNAL_CHART_DEFAULT_TF2,
journal_chart_default_limit=JOURNAL_CHART_DEFAULT_LIMIT,
journal_chart_default_anchor=JOURNAL_CHART_DEFAULT_ANCHOR,
exchange_display=EXCHANGE_DISPLAY_NAME,
risk_status=risk_status,
max_active_positions=MAX_ACTIVE_POSITIONS,
manual_min_planned_rr=MANUAL_MIN_PLANNED_RR,
key_auto_min_planned_rr=KEY_AUTO_MIN_PLANNED_RR,
key_rule_ctx=key_rule_ctx,
kline_timeframe=KLINE_TIMEFRAME,
exchange_pnl_sync=exchange_pnl_sync,
**strategy_extra,
**embed_context_extras("gate_bot"),
)
if embed_mode == "fragment":
return render_template("embed_page_fragment.html", **template_ctx)
if embed_mode == "shell":
return render_template("embed_shell.html", initial_tab=page, **template_ctx)
return render_template("index.html", **template_ctx)
@app.route("/api/sync_exchange_pnl")
@login_required
def api_sync_exchange_pnl():
conn = get_db()
stats = sync_trade_records_from_exchange(conn, force=True)
try:
conn.commit()
except Exception:
pass
conn.close()
return jsonify(stats)
@app.route("/")
@login_required
def index():
return redirect("/trade")
@app.route("/key_monitor")
@login_required
def key_monitor_page():
return render_main_page("key_monitor")
@app.route("/trade")
@login_required
def trade_page():
return render_main_page("trade")
@app.route("/records")
@login_required
def records_page():
return render_main_page("records")
@app.route("/stats")
@login_required
def stats_page():
return render_main_page("stats")
@app.route("/api/account_snapshot")
@login_required
def api_account_snapshot():
now = app_now()
trading_day = get_trading_day(now)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
funding_capital, trading_capital = get_exchange_capitals(force=True)
funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
from strategy_trade_labels import count_position_limit_active_monitors
position_limit_count = count_position_limit_active_monitors(conn)
opens_today = count_opens_for_trading_day(conn, trading_day)
risk_status = hub_account_risk_status(conn)
conn.close()
can_trade = can_trade_new_open(
time_allows=trading_day_reset_allows_new_open(now),
active_count=position_limit_count,
max_active_positions=MAX_ACTIVE_POSITIONS,
opens_today=opens_today,
hard_limit=DAILY_OPEN_HARD_LIMIT,
extra_blocks=not risk_status.get("can_trade", True),
)
available_trading_usdt = get_available_trading_usdt()
return jsonify({
"funding_usdt": funding_usdt,
"current_capital": current_capital,
"available_trading_usdt": round(available_trading_usdt, 2) if available_trading_usdt is not None else None,
"recommended_capital": recommended_capital,
"active_count": position_limit_count,
"max_active_positions": MAX_ACTIVE_POSITIONS,
"can_trade": can_trade,
"opens_today": opens_today,
"daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT,
"daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD,
"manual_min_planned_rr": MANUAL_MIN_PLANNED_RR,
"trading_day": trading_day,
"risk_status": risk_status,
})
@app.route("/api/price_snapshot")
@login_required
def api_price_snapshot():
conn = get_db()
key_rows = conn.execute(
"SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_stop_loss,fib_take_profit,fib_limit_order_id,created_at FROM key_monitors"
).fetchall()
order_rows = conn.execute(
"SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,"
"time_close_enabled,time_close_hours,time_close_at_ms,opened_at_ms FROM order_monitors WHERE status='active'"
).fetchall()
try:
ensure_markets_loaded()
except Exception:
pass
symbol_set = set()
for r in key_rows:
symbol_set.add(r["symbol"])
for r in order_rows:
symbol_set.add(r["symbol"])
prices = {}
for s in symbol_set:
p = get_price(s)
if p is not None:
prices[s] = float(p)
all_swap_positions = []
if exchange_private_api_configured():
try:
ensure_markets_loaded()
# 显式 USDT 本位；不传 symbols 拉全量，再在本地按合约对齐
all_swap_positions = exchange.fetch_positions(None, {"settle": "usdt"}) or []
except Exception:
try:
all_swap_positions = exchange.fetch_positions() or []
except Exception:
all_swap_positions = []
key_prices = []
for r in key_rows:
is_fib = is_fib_key_monitor_type(r["monitor_type"])
is_fb = is_false_breakout_key_monitor_type(r["monitor_type"])
is_te = is_trigger_entry_key_monitor_type(r["monitor_type"])
if is_fib or is_fb or is_te:
price = get_symbol_mark_price(r["symbol"])
else:
price = prices.get(r["symbol"])
if price is None:
continue
upper_diff, upper_pct = calc_price_diff_pct(price, r["upper"])
lower_diff, lower_pct = calc_price_diff_pct(price, r["lower"])
gate = None
gate_summary = "-"
gate_metrics = ""
fib_gate_ok = True
fb_gate_ok = True
te_gate_ok = True
if is_fib:
direction = (r["direction"] or "long").lower()
inval = fib_invalidate_by_mark(direction, price, r["upper"], r["lower"])
fib_gate_ok = not inval
entry = _sqlite_row_val(r, "fib_entry_price")
entry_txt = format_price_for_symbol(r["symbol"], entry) if entry else "-"
gate_summary = f"斐波 挂E={entry_txt} {'标记价将失效' if inval else '等待成交'}"
if _sqlite_row_val(r, "fib_limit_order_id"):
gate_metrics = f"限价单:{_sqlite_row_val(r, 'fib_limit_order_id')}"
elif is_fb:
entry = _sqlite_row_val(r, "fib_entry_price")
entry_txt = format_price_for_symbol(r["symbol"], entry) if entry else "-"
prev = false_breakout_gate_preview(
entry_display=entry_txt,
limit_order_id=_sqlite_row_val(r, "fib_limit_order_id"),
created_at=_sqlite_row_val(r, "created_at"),
now=app_now(),
)
gate_summary = prev.get("summary") or "-"
gate_metrics = prev.get("metrics") or ""
fb_gate_ok = bool(prev.get("gate_ok"))
elif is_te:
direction = (r["direction"] or "long").lower()
entry = _sqlite_row_val(r, "fib_entry_price")
tp_v = _sqlite_row_val(r, "fib_take_profit")
entry_txt = format_price_for_symbol(r["symbol"], entry) if entry else "-"
tp_txt = format_price_for_symbol(r["symbol"], tp_v) if tp_v else "-"
tp_inv = trigger_entry_invalidate_by_tp(direction, price, float(tp_v)) if tp_v else False
prev = trigger_entry_gate_preview(
entry_display=entry_txt,
take_profit_display=tp_txt,
created_at=_sqlite_row_val(r, "created_at"),
now=app_now(),
tp_invalidated=tp_inv,
hours=TRIGGER_ENTRY_VALIDITY_HOURS,
)
gate_summary = prev.get("summary") or "-"
gate_metrics = prev.get("metrics") or ""
te_gate_ok = bool(prev.get("gate_ok"))
elif (r["monitor_type"] or "").strip() in KEY_MONITOR_RS_TYPES:
try:
prev = _key_rs_gate_preview(r["symbol"], r["upper"], r["lower"])
gate_summary = prev.get("summary") or "-"
gate_metrics = prev.get("metrics") or ""
except Exception:
gate_summary = "-"
elif (r["monitor_type"] or "").strip() in KEY_MONITOR_AUTO_TYPES:
try:
gate = _key_hard_checks(
r["symbol"],
(r["direction"] or "long").lower(),
r["upper"],
r["lower"],
r["monitor_type"],
)
except Exception:
gate = None
if gate:
rank_seg = "ERR" if int(gate.get("rank_total") or 0) <= 0 else f"{gate.get('rank')}/{gate.get('rank_total')}"
gate_summary = (
f"量:{'Y' if gate.get('vol_ok') else 'N'} "
f"破:{'Y' if gate.get('breakout_ok') else 'N'} "
f"幅:{'Y' if gate.get('amp_ok') else 'N'} "
f"二确:{'Y' if gate.get('confirm_ok') else 'N'} "
f"排:{'Y' if gate.get('rank_ok') else 'N'}({rank_seg})"
)
if gate.get("breakout_ok"):
try:
vol_now = round(float(gate.get("vol_break") or 0), 4)
vol_avg = round(float(gate.get("avg20") or 0), 4)
amp_pct = round(float(gate.get("amp_pct") or 0), 4)
cfm_close = round(float(gate.get("confirm_close") or 0), 8)
edge = round(float(gate.get("edge_price") or 0), 8)
gate_metrics = (
f"量值:{vol_now}/{vol_avg} "
f"幅值:{amp_pct}% "
f"二确值:{cfm_close}@{edge}"
)
except Exception:
gate_metrics = ""
px_disp = format_price_for_symbol(r["symbol"], price)
try:
price_num = float(px_disp) if px_disp != "-" else float(price)
except Exception:
price_num = float(price)
key_prices.append({
"id": r["id"],
"symbol": r["symbol"],
"price": price_num,
"price_display": px_disp,
"upper_diff": upper_diff,
"upper_pct": upper_pct,
"lower_diff": lower_diff,
"lower_pct": lower_pct,
"gate_summary": gate_summary,
"gate_ok": (
fib_gate_ok if is_fib
else fb_gate_ok if is_fb
else te_gate_ok if is_te
else bool(gate and gate.get("ok"))
),
"gate_metrics": gate_metrics,
})
order_prices = []
for r in order_rows:
price = prices.get(r["symbol"])
if price is None:
continue
margin = float(r["margin_capital"] or 0)
leverage = float(r["leverage"] or 0)
entry = float(r["trigger_price"] or 0)
pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
exchange_tpsl = {"sl": None, "tp": None}
ex_sym = resolve_monitor_exchange_symbol(r)
prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
lev_row = r["leverage"] if "leverage" in r.keys() else None
ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
payload = {
"id": r["id"],
"symbol": r["symbol"],
"float_pnl": round(pnl, 2),
"float_pct": pnl_pct,
"plan_margin": round(margin, 2) if margin else None,
"exchange_initial_margin": None,
"exchange_notional": None,
"exchange_mark_price": None,
"pnl_source": "plan",
}
if ex_metrics:
if ex_metrics.get("initial_margin") is not None:
payload["exchange_initial_margin"] = ex_metrics["initial_margin"]
if ex_metrics.get("notional") is not None:
payload["exchange_notional"] = ex_metrics["notional"]
if ex_metrics.get("mark_price") is not None:
payload["exchange_mark_price"] = ex_metrics["mark_price"]
if ex_metrics.get("unrealized_pnl") is not None:
payload["float_pnl"] = round(float(ex_metrics["unrealized_pnl"]), 2)
payload["pnl_source"] = "exchange"
denom = ex_metrics.get("initial_margin") or margin
payload["float_pct"] = (
round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct
)
px_for_fmt = float(price)
if ex_metrics and ex_metrics.get("mark_price") is not None:
try:
px_for_fmt = float(ex_metrics["mark_price"])
except (TypeError, ValueError):
pass
px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
try:
payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
except Exception:
payload["price"] = px_for_fmt
payload["price_display"] = px_disp
if exchange_private_api_configured():
try:
exchange_tpsl = fetch_exchange_tpsl_slots(
ex_sym,
r["direction"],
plan_sl=r["stop_loss"],
plan_tp=r["take_profit"],
)
except Exception:
exchange_tpsl = {"sl": None, "tp": None}
payload["exchange_tpsl"] = exchange_tpsl
apply_order_price_display_fields(
payload,
direction=r["direction"],
entry_price=entry,
initial_stop_loss=r["initial_stop_loss"],
stop_loss=r["stop_loss"],
take_profit=r["take_profit"],
calc_rr_ratio_fn=calc_rr_ratio,
exchange_tpsl=exchange_tpsl,
format_price_fn=format_price_for_symbol,
symbol=r["symbol"],
)
apply_time_close_to_payload(payload, r)
payload["opened_at"] = r["opened_at"] if "opened_at" in r.keys() else None
open_ms = r["opened_at_ms"] if "opened_at_ms" in r.keys() else None
payload["opened_at_ms"] = int(open_ms) if open_ms not in (None, "") else None
new_sl, new_tp, changed = order_monitor_tpsl_needs_sync(
r["stop_loss"], r["take_profit"], exchange_tpsl
)
if changed:
try:
conn.execute(
"UPDATE order_monitors SET stop_loss=?, take_profit=? WHERE id=?",
(new_sl, new_tp, int(r["id"])),
)
except Exception:
pass
order_prices.append(payload)
try:
conn.commit()
except Exception:
pass
conn.close()
from hub_position_metrics import build_position_marks_list
position_marks = build_position_marks_list(
all_swap_positions,
format_mark_display=lambda sym, px: format_price_for_symbol(sym, px),
)
return jsonify({
"updated_at": app_now_str(),
"key_prices": key_prices,
"order_prices": order_prices,
"position_marks": position_marks,
"positions_raw_count": len(all_swap_positions),
})
@app.route("/api/order/<int:order_id>/cancel_tpsl", methods=["POST"])
@login_required
def api_order_cancel_tpsl(order_id):
data = request.get_json(silent=True) or {}
role = (data.get("role") or "").strip().lower()
if role not in ("sl", "tp"):
return jsonify({"ok": False, "msg": "role 须为 sl 或 tp"}), 400
conn = get_db()
row = conn.execute(
"SELECT * FROM order_monitors WHERE id=? AND status='active'",
(order_id,),
).fetchone()
conn.close()
if not row:
return jsonify({"ok": False, "msg": "持仓不存在或已结束"}), 404
ok, reason = ensure_exchange_live_ready()
if not ok:
return jsonify({"ok": False, "msg": reason}), 400
ex_sym = resolve_monitor_exchange_symbol(row)
slots = fetch_exchange_tpsl_slots(
ex_sym, row["direction"], plan_sl=row["stop_loss"], plan_tp=row["take_profit"]
)
slot = slots.get(role)
if not slot:
return jsonify({"ok": False, "msg": f"交易所未找到{'止损' if role == 'sl' else '止盈'}委托"}), 404
try:
cancel_gate_tpsl_slot(ex_sym, slot)
slots = fetch_exchange_tpsl_slots(
ex_sym, row["direction"], plan_sl=row["stop_loss"], plan_tp=row["take_profit"]
)
return jsonify({"ok": True, "msg": "已撤单", "exchange_tpsl": slots})
except Exception as e:
return jsonify({"ok": False, "msg": friendly_exchange_error(e)}), 400
@app.route("/api/order/<int:order_id>/place_tpsl", methods=["POST"])
@login_required
def api_order_place_tpsl(order_id):
data = request.get_json(silent=True) or {}
conn = get_db()
row = conn.execute(
"SELECT * FROM order_monitors WHERE id=? AND status='active'",
(order_id,),
).fetchone()
if not row:
conn.close()
return jsonify({"ok": False, "msg": "持仓不存在或已结束"}), 404
symbol = row["symbol"]
direction = row["direction"]
live_price = get_price(symbol)
if live_price is None:
conn.close()
return jsonify({"ok": False, "msg": "获取交易所实时价格失败"}), 400
try:
sltp_mode = (data.get("sltp_mode") or "price").strip().lower()
stop_loss, take_profit = _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data)
except Exception as e:
conn.close()
return jsonify({"ok": False, "msg": str(e)}), 400
planned_rr = calc_rr_ratio(direction, live_price, stop_loss, take_profit)
if planned_rr is None or planned_rr < MANUAL_MIN_PLANNED_RR:
conn.close()
rr_txt = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算"
return jsonify(
{
"ok": False,
"msg": f"计划盈亏比 {rr_txt}:1 低于最低要求 {MANUAL_MIN_PLANNED_RR}:1",
}
), 400
try:
replace_active_monitor_tpsl_on_exchange(row, stop_loss, take_profit)
except Exception as e:
conn.close()
return jsonify({"ok": False, "msg": friendly_exchange_error(e)}), 400
conn.execute(
"UPDATE order_monitors SET stop_loss=?, take_profit=? WHERE id=?",
(stop_loss, take_profit, order_id),
)
conn.commit()
ex_sym = resolve_monitor_exchange_symbol(row)
slots = fetch_exchange_tpsl_slots(ex_sym, direction, plan_sl=stop_loss, plan_tp=take_profit)
conn.close()
return jsonify(
{
"ok": True,
"msg": "已先撤后挂止盈止损",
"stop_loss": stop_loss,
"take_profit": take_profit,
"planned_rr": planned_rr,
"exchange_tpsl": slots,
}
)
@app.route("/api/symbol_liquidity_rank")
@login_required
def api_symbol_liquidity_rank():
symbol = normalize_symbol_input(request.args.get("symbol"))
if not symbol:
return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400
rank, total = _daily_volume_rank(symbol)
if total <= 0:
return jsonify({"ok": False, "msg": "日成交量排名读取失败"}), 502
if rank is None:
return jsonify({"ok": True, "symbol": symbol, "rank": None, "total": int(total), "in_top30": False})
return jsonify(
{
"ok": True,
"symbol": symbol,
"rank": int(rank),
"total": int(total),
"in_top30": bool(rank <= KEY_DAILY_VOLUME_RANK_MAX),
"rank_max": KEY_DAILY_VOLUME_RANK_MAX,
}
)
@app.route("/api/order_defaults")
@login_required
def api_order_defaults():
symbol = normalize_symbol_input(request.args.get("symbol"))
direction = (request.args.get("direction") or "long").strip().lower()
if not symbol:
return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400
if direction not in ("long", "short"):
direction = "long"
exchange_symbol = normalize_exchange_symbol(symbol)
leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
available = get_available_trading_usdt()
last_price = get_price(symbol)
return jsonify({
"ok": True,
"symbol": symbol,
"exchange_symbol": exchange_symbol,
"direction": direction,
"leverage": leverage,
"available_trading_usdt": round(available, 2) if available is not None else None,
"last_price": round(float(last_price), 8) if last_price is not None else None,
})
@app.route("/order_focus")
@login_required
def order_focus():
now = app_now()
trading_day = get_trading_day(now)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
_, trading_capital_live = get_exchange_capitals()
current_capital = round(trading_capital_live, 2) if trading_capital_live is not None else round(local_current_capital, 2)
raw_orders = conn.execute("SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC").fetchall()
conn.close()
orders = [enrich_order_item(row_to_dict(r), current_capital) for r in raw_orders]
picked_id = request.args.get("order_id", "").strip()
selected = None
if picked_id.isdigit():
selected = next((o for o in orders if int(o["id"]) == int(picked_id)), None)
if selected is None and orders:
selected = orders[0]
return render_template(
"order_focus_v2.html",
orders=orders,
selected_order=selected,
default_timeframe=KLINE_TIMEFRAME,
price_refresh_seconds=PRICE_REFRESH_SECONDS,
exchange_display=EXCHANGE_DISPLAY_NAME,
)
@app.route("/api/order_kline")
@login_required
def api_order_kline():
order_id_raw = (request.args.get("order_id") or "").strip()
if not order_id_raw.isdigit():
return jsonify({"ok": False, "msg": "order_id 无效"}), 400
order_id = int(order_id_raw)
timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip()
allowed_tfs = {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"}
if timeframe not in allowed_tfs:
timeframe = KLINE_TIMEFRAME
limit = 100
now = app_now()
trading_day = get_trading_day(now)
conn = get_db()
session_row = ensure_session(conn, trading_day)
local_current_capital = float(session_row["current_capital"])
_, trading_capital_live = get_exchange_capitals()
current_capital = round(trading_capital_live, 2) if trading_capital_live is not None else round(local_current_capital, 2)
row = conn.execute("SELECT * FROM order_monitors WHERE id=? AND status='active'", (order_id,)).fetchone()
conn.close()
if not row:
return jsonify({"ok": False, "msg": "订单不存在或已结束"}), 404
order_item = enrich_order_item(row_to_dict(row), current_capital)
exchange_symbol = order_item.get("exchange_symbol") or normalize_exchange_symbol(order_item["symbol"])
try:
ensure_markets_loaded()
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit)
except Exception as e:
return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500
candles = []
for bar in ohlcv or []:
if not bar or len(bar) < 6:
continue
ts = int(bar[0] // 1000)
candles.append({
"time": ts,
"open": float(bar[1]),
"high": float(bar[2]),
"low": float(bar[3]),
"close": float(bar[4]),
"volume": float(bar[5]),
})
from focus_chart_lib import (
build_order_kline_order_payload,
load_swap_positions_for_order_kline,
metrics_for_order_item,
)
current_price = get_price(order_item["symbol"])
positions = load_swap_positions_for_order_kline(
exchange,
private_configured=exchange_private_api_configured(),
ensure_markets_fn=ensure_markets_loaded,
)
ex_metrics = metrics_for_order_item(
order_item,
positions,
resolve_ex_sym_fn=resolve_monitor_exchange_symbol,
select_live_fn=_select_live_position_row,
parse_metrics_fn=parse_ccxt_position_metrics,
)
order_payload = build_order_kline_order_payload(
order_item,
ticker_price=current_price,
format_price_fn=format_price_for_symbol,
calc_pnl_fn=calc_pnl,
calc_rr_ratio_fn=calc_rr_ratio,
ex_metrics=ex_metrics,
)
from focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
exchange_symbol,
candles,
ensure_markets_fn=ensure_markets_loaded,
)
return jsonify({
"ok": True,
"timeframe": timeframe,
"limit": limit,
"order": order_payload,
"candles": candles,
"updated_at": app_now_str(),
**price_fields,
})
@app.route("/key_focus")
@login_required
def key_focus():
conn = get_db()
key_rows = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall()
conn.close()
key_list = [row_to_dict(r) for r in key_rows]
key_id_raw = (request.args.get("key_id") or "").strip()
symbol_query = normalize_symbol_input(request.args.get("symbol"))
selected_key = None
if key_id_raw.isdigit():
selected_key = next((k for k in key_list if int(k["id"]) == int(key_id_raw)), None)
if selected_key is None and symbol_query:
selected_key = next((k for k in key_list if (k.get("symbol") or "").upper() == symbol_query), None)
if selected_key is None and key_list:
selected_key = key_list[0]
default_symbol = symbol_query or ((selected_key or {}).get("symbol")) or "BTC/USDT"
return render_template(
"key_focus_v2.html",
key_list=key_list,
selected_key=selected_key,
default_symbol=default_symbol,
default_timeframe=KLINE_TIMEFRAME,
default_kline_limit=200,
price_refresh_seconds=PRICE_REFRESH_SECONDS,
exchange_display=EXCHANGE_DISPLAY_NAME,
)
@app.route("/api/key_kline")
@login_required
def api_key_kline():
key_id_raw = (request.args.get("key_id") or "").strip()
symbol_input = normalize_symbol_input(request.args.get("symbol"))
timeframe = (request.args.get("timeframe") or KLINE_TIMEFRAME).strip()
if timeframe not in {"1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"}:
timeframe = KLINE_TIMEFRAME
limit = normalize_kline_limit(request.args.get("limit"), default=200)
conn = get_db()
key_row = None
if key_id_raw.isdigit():
key_row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (int(key_id_raw),)).fetchone()
if key_row is None and symbol_input:
key_row = conn.execute(
"SELECT * FROM key_monitors WHERE upper(symbol)=? ORDER BY id DESC LIMIT 1",
(symbol_input,),
).fetchone()
if key_row is not None:
symbol = (key_row["symbol"] or "").upper()
else:
symbol = symbol_input
conn.close()
if not symbol:
return jsonify({"ok": False, "msg": "请先输入币种或选择关键位"}), 400
exchange_symbol = normalize_exchange_symbol(symbol)
try:
ensure_markets_loaded()
ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=limit)
except Exception as e:
return jsonify({"ok": False, "msg": f"K线加载失败：{friendly_exchange_error(e)}"}), 500
candles = []
for bar in ohlcv or []:
if not bar or len(bar) < 6:
continue
candles.append({
"time": int(bar[0] // 1000),
"open": float(bar[1]),
"high": float(bar[2]),
"low": float(bar[3]),
"close": float(bar[4]),
"volume": float(bar[5]),
})
current_price = get_price(symbol)
key_info = None
if key_row is not None:
upper = float(key_row["upper"]) if key_row["upper"] is not None else None
lower = float(key_row["lower"]) if key_row["lower"] is not None else None
upper_diff, upper_pct = calc_price_diff_pct(current_price, upper) if current_price else (None, None)
lower_diff, lower_pct = calc_price_diff_pct(current_price, lower) if current_price else (None, None)
key_info = {
"id": key_row["id"],
"monitor_type": key_row["monitor_type"],
"direction": key_row["direction"] or "long",
"upper": upper,
"lower": lower,
"notification_count": int(key_row["notification_count"] or 0),
"upper_diff": upper_diff,
"upper_pct": upper_pct,
"lower_diff": lower_diff,
"lower_pct": lower_pct,
}
from focus_chart_lib import enrich_key_kline_response
price_display, key_info = enrich_key_kline_response(
symbol=symbol,
current_price=current_price,
key_info=key_info,
format_price_fn=format_price_for_symbol,
)
from focus_chart_lib import kline_api_price_fields
price_fields = kline_api_price_fields(
exchange,
exchange_symbol,
candles,
ensure_markets_fn=ensure_markets_loaded,
)
return jsonify({
"ok": True,
"symbol": symbol,
"timeframe": timeframe,
"limit": limit,
"current_price": round(float(current_price), 8) if current_price is not None else None,
"current_price_display": price_display,
"key_monitor": key_info,
"candles": candles,
"updated_at": app_now_str(),
**price_fields,
})
@app.route("/add_key", methods=["POST"])
@login_required
def add_key():
conn = None
try:
d = request.form
symbol = normalize_symbol_input(d.get("symbol"))
if not symbol:
flash("symbol 不能为空")
return redirect("/key_monitor")
mt = (d.get("type") or "").strip()
direction_pre = (d.get("direction") or "").strip().lower()
dup_msg = check_duplicate_submit(
session, submit_scope_add_key(symbol, mt, direction_pre or "watch")
)
if dup_msg:
flash(dup_msg)
return redirect("/key_monitor")
direction_sel = (d.get("direction") or "").strip().lower()
if mt in KEY_MONITOR_RS_TYPES:
direction_sel = KEY_DIRECTION_WATCH
mt = KEY_MONITOR_RS_TYPE
elif direction_sel not in ("long", "short"):
flash("箱体/收敛突破请选择做多或做空")
return redirect("/key_monitor")
allowed_types = (
tuple(KEY_MONITOR_AUTO_TYPES)
+ tuple(KEY_MONITOR_ALERT_ONLY_TYPES)
+ tuple(FIB_KEY_MONITOR_TYPES)
+ (FALSE_BREAKOUT_MONITOR_TYPE,)
+ (TRIGGER_ENTRY_MONITOR_TYPE,)
)
if mt not in allowed_types:
flash("监控类型无效")
return redirect("/key_monitor")
if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
flash(
"全仓杠杆模式下不可添加箱体/收敛突破、斐波或假突破监控；"
"可使用「触价开仓」或阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
)
return redirect("/key_monitor")
skip_volume_rank = is_false_breakout_key_monitor_type(mt)
rank, total = None, None
if not skip_volume_rank:
rank, total = _daily_volume_rank(symbol)
if rank is None:
flash("日成交量排名读取失败，请稍后重试")
return redirect("/key_monitor")
if rank > KEY_DAILY_VOLUME_RANK_MAX:
flash(
f"{symbol} 当前日成交量排名为 {rank}/{total}，不在前{KEY_DAILY_VOLUME_RANK_MAX}，已拒绝添加关键位"
)
return redirect("/key_monitor")
conn = get_db()
if mt in KEY_MONITOR_AUTO_TYPES:
occupied = get_active_position_count(conn)
if occupied >= MAX_ACTIVE_POSITIONS:
conn.close()
conn = None
flash(
f"当前持仓已达上限（{occupied}/{MAX_ACTIVE_POSITIONS}）：无法添加「箱体突破 / 收敛突破」。"
"请平仓后再试，或使用「关键支撑阻力」（仅提醒）。"
)
return redirect("/key_monitor")
ex_sym_key = normalize_exchange_symbol(symbol)
try:
ensure_markets_loaded()
except Exception:
pass
be_flag = parse_breakeven_enabled_form(d.get("breakeven_enabled"))
tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
if tc_en and not tc_h:
tc_en = 0
if is_trigger_entry_key_monitor_type(mt):
if direction_sel not in ("long", "short"):
conn.close()
conn = None
flash("触价开仓请选择做多或做空")
return redirect("/key_monitor")
try:
entry_px = float(d.get("trigger_entry") or 0)
sl_px = float(d.get("trigger_sl") or 0)
tp_px = float(d.get("trigger_tp") or 0)
except (TypeError, ValueError):
entry_px = sl_px = tp_px = 0
if entry_px <= 0 or sl_px <= 0 or tp_px <= 0:
conn.close()
conn = None
flash("触价开仓须填写有效的入场价、止损价、止盈价")
return redirect("/key_monitor")
ok_te, err_te = _add_trigger_entry_key_monitor(
conn, symbol, direction_sel, entry_px, sl_px, tp_px, breakeven_enabled=be_flag,
time_close_enabled=tc_en, time_close_hours=tc_h,
)
conn.commit()
conn.close()
conn = None
if not ok_te:
flash(err_te or "触价开仓监控添加失败")
return redirect("/key_monitor")
flash(
f"触价开仓已添加（{symbol} 日成交量排名 {rank}/{total}）"
f"｜有效期 {TRIGGER_ENTRY_VALIDITY_HOURS}h"
f"｜标记价触达入场价后下一轮询市价开仓"
f"｜移动保本：{'开' if be_flag else '关'}"
+ (f"｜{time_close_label(tc_h)}" if tc_en else "")
)
return redirect("/key_monitor")
if is_false_breakout_key_monitor_type(mt):
fb_sym = normalize_false_breakout_symbol(symbol)
if not fb_sym:
conn.close()
conn = None
flash("假突破仅支持 BTC / ETH")
return redirect("/key_monitor")
symbol = fb_sym
if direction_sel not in ("long", "short"):
conn.close()
conn = None
flash("假突破请选择做多或做空")
return redirect("/key_monitor")
try:
key_px = float(d.get("key_price") or 0)
except (TypeError, ValueError):
key_px = 0
if key_px <= 0:
conn.close()
conn = None
flash("请填写关键价位（做空填高点，做多填低点）")
return redirect("/key_monitor")
ex_sym_key = normalize_exchange_symbol(symbol)
key_adj = round_price_to_exchange(ex_sym_key, key_px)
key_px = float(key_adj) if key_adj is not None else float(key_px)
try:
upper_px, lower_px = storage_bounds_from_key_price(direction_sel, key_px)
except ValueError as e:
conn.close()
conn = None
flash(str(e))
return redirect("/key_monitor")
ok_fb, err_fb = _add_false_breakout_key_monitor(
conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=be_flag,
time_close_enabled=tc_en, time_close_hours=tc_h,
)
conn.commit()
conn.close()
conn = None
if not ok_fb:
flash(err_fb or "假突破监控添加失败")
return redirect("/key_monitor")
flash(
f"假突破监控已添加，限价单已挂出（{symbol}）"
f"｜有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h｜移动保本：{'开' if be_flag else '关'}"
+ (f"｜{time_close_label(tc_h)}" if tc_en else "")
)
return redirect("/key_monitor")
try:
upper_raw = float(d.get("upper") or 0)
lower_raw = float(d.get("lower") or 0)
except (TypeError, ValueError):
conn.close()
conn = None
flash("上下沿须为有效数字")
return redirect("/key_monitor")
upper_px = round_price_to_exchange(ex_sym_key, upper_raw)
lower_px = round_price_to_exchange(ex_sym_key, lower_raw)
if float(upper_px) <= float(lower_px):
conn.close()
conn = None
flash("上沿必须大于下沿")
return redirect("/key_monitor")
if is_fib_key_monitor_type(mt):
ok_fib, err_fib = _add_fib_key_monitor(
conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,
time_close_enabled=tc_en, time_close_hours=tc_h,
)
conn.commit()
conn.close()
conn = None
if not ok_fib:
flash(err_fib or "斐波监控添加失败")
return redirect("/key_monitor")
flash(
f"斐波监控已添加，限价单已挂出（{symbol} 日成交量排名 {rank}/{total}）"
f"｜移动保本：{'开' if be_flag else '关'}"
+ (f"｜{time_close_label(tc_h)}" if tc_en else "")
)
return redirect("/key_monitor")
sl_tp_mode = "standard"
manual_tp = None
if mt in KEY_MONITOR_AUTO_TYPES:
sl_tp_mode = normalize_sl_tp_mode(d.get("sl_tp_mode"))
if sl_tp_mode == "trend_manual":
try:
manual_tp = float(d.get("manual_take_profit") or 0)
except (TypeError, ValueError):
manual_tp = 0
if manual_tp <= 0:
conn.close()
conn = None
flash("趋势单方案须填写有效止盈价")
return redirect("/key_monitor")
if direction_sel == "long" and manual_tp <= upper_px:
conn.close()
conn = None
flash("做多趋势单：止盈价应高于上沿（阻力）")
return redirect("/key_monitor")
if direction_sel == "short" and manual_tp >= lower_px:
conn.close()
conn = None
flash("做空趋势单：止盈价应低于下沿（支撑）")
return redirect("/key_monitor")
mtpx = round_price_to_exchange(ex_sym_key, manual_tp)
if mtpx is not None:
manual_tp = float(mtpx)
if mt in KEY_MONITOR_RS_TYPES:
conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
"max_notify,notify_interval_min,time_close_enabled,time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol,
mt,
direction_sel,
upper_px,
lower_px,
sl_tp_mode,
manual_tp,
be_flag,
KEY_ALERT_MAX_TIMES,
KEY_ALERT_INTERVAL_MINUTES,
tc_en,
tc_h,
),
)
else:
conn.execute(
"INSERT INTO key_monitors "
"(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
"time_close_enabled,time_close_hours) "
"VALUES (?,?,?,?,?,?,?,?,?,?)",
(symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag, tc_en, tc_h),
)
conn.commit()
conn.close()
conn = None
ctr = False
try:
coin4h_status, _, _ = _status_by_ema55(symbol, "4h")
ctr = (direction_sel == "long" and coin4h_status == "空头") or (
direction_sel == "short" and coin4h_status == "多头"
)
except Exception:
pass
extra = ""
if mt in KEY_MONITOR_AUTO_TYPES:
extra = f"｜方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_flag else '关'}"
if tc_en:
extra += f"｜{time_close_label(tc_h)}"
if mt in KEY_MONITOR_RS_TYPES:
flash(
f"添加成功（{symbol} 日成交量排名 {rank}/{total}）｜关键支撑阻力：双向监控上/下沿，"
f"5m 收盘突破后微信提醒 {KEY_ALERT_MAX_TIMES} 次（间隔 {KEY_ALERT_INTERVAL_MINUTES} 分钟）"
)
else:
flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）{extra}")
if ctr:
flash(
"⚠️ 4h EMA55 提示：当前与所选方向逆势；「箱体突破/收敛突破」在条件满足时仍会按计划自动市价开仓，请注意仓位。"
)
return redirect("/key_monitor")
except Exception as e:
if conn is not None:
try:
conn.close()
except Exception:
pass
flash(f"添加关键位失败：{e}")
return redirect("/key_monitor")
@app.route("/add_order", methods=["POST"])
@login_required
def add_order():
d = request.form
now = app_now()
conn = get_db()
direction = d.get("direction", "long")
symbol = normalize_symbol_input(d.get("symbol"))
if not symbol:
conn.close()
flash("symbol 不能为空")
return redirect("/")
dup_msg = check_duplicate_submit(session, submit_scope_add_order(symbol, direction))
if dup_msg:
conn.close()
flash(dup_msg)
return redirect("/trade")
ok, reason = precheck_risk(conn, symbol, direction)
if not ok:
if "已达最大持仓数" in reason:
try:
tp_raw = parse_positive_float(d.get("tp"))
sl_raw = parse_positive_float(d.get("sl"))
tgt_raw = parse_positive_float(d.get("tgt"))
except Exception:
tp_raw = sl_raw = tgt_raw = None
ex_miss = normalize_exchange_symbol(symbol)
try:
ensure_markets_loaded()
except Exception:
pass
insert_trade_record(
conn,
symbol=symbol,
monitor_type="下单监控",
direction=direction if direction in ("long", "short") else "long",
trigger_price=round_price_to_exchange(ex_miss, tp_raw) if tp_raw else 0,
stop_loss=round_price_to_exchange(ex_miss, sl_raw) if sl_raw else 0,
take_profit=round_price_to_exchange(ex_miss, tgt_raw) if tgt_raw else 0,
result="错过",
miss_reason=f"持仓占用：{reason}",
opened_at=app_now_str(),
closed_at=app_now_str(),
)
conn.commit()
conn.close()
flash(f"风控拒绝下单：{reason}")
return redirect("/trade")
ok_live, reason_live = ensure_exchange_live_ready()
if not ok_live:
conn.close()
flash(f"风控拒绝下单：{reason_live}")
return redirect("/trade")
exchange_symbol = normalize_exchange_symbol(symbol)
trading_day = get_trading_day(now)
opens_today_before = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
session_row = ensure_session(conn, trading_day)
_, trading_capital_live = get_exchange_capitals(force=True)
capital_base = float(trading_capital_live) if trading_capital_live is not None else float(session_row["current_capital"])
trade_style = (d.get("trade_style") or DEFAULT_TRADE_STYLE or "trend").strip().lower()
if trade_style not in ("trend", "swing"):
trade_style = "trend"
available_usdt = get_available_trading_usdt()
live_price = get_price(symbol)
if live_price is None:
conn.close()
flash("获取交易所实时价格失败，请稍后重试")
return redirect("/")
try:
ensure_markets_loaded()
except Exception:
pass
lp_r = round_price_to_exchange(exchange_symbol, live_price)
if lp_r is not None:
live_price = lp_r
sltp_mode = normalize_open_sltp_mode(d.get("sltp_mode"))
try:
stop_loss, take_profit = resolve_open_sltp_prices(
direction, live_price, sltp_mode, d
)
except ValueError as e:
conn.close()
flash(str(e) or "止盈止损参数错误")
return redirect("/")
if stop_loss <= 0 or take_profit <= 0:
conn.close()
flash("价格参数必须大于0")
return redirect("/trade")
planned_rr_manual = calc_rr_ratio(direction, live_price, stop_loss, take_profit)
if planned_rr_manual is None or planned_rr_manual < MANUAL_MIN_PLANNED_RR:
conn.close()
rr_txt = f"{planned_rr_manual:.4f}" if planned_rr_manual is not None else "无法计算"
flash(f"风控拒绝下单：计划盈亏比 {rr_txt}:1 低于最低要求 {MANUAL_MIN_PLANNED_RR}:1")
return redirect("/trade")
sl_adj = round_price_to_exchange(exchange_symbol, stop_loss)
tp_adj = round_price_to_exchange(exchange_symbol, take_profit)
if sl_adj is not None:
stop_loss = sl_adj
if tp_adj is not None:
take_profit = tp_adj
risk_fraction = calc_risk_fraction(direction, live_price, stop_loss)
if risk_fraction is None:
conn.close()
flash("止损方向不合法：请检查入场方向与止损价格关系")
return redirect("/")
risk_percent = max(0.01, float(RISK_PERCENT))
risk_amount = round(capital_base * risk_percent / 100.0, 2)
if is_full_margin_mode(POSITION_SIZING_MODE):
ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
if not ok_flat:
conn.close()
flash(flat_msg)
return redirect("/")
leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
sizing, sizing_err = compute_full_margin_sizing(
symbol=symbol,
available_usdt=available_usdt if available_usdt is not None else 0.0,
capital_base=capital_base,
buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
btc_leverage=BTC_LEVERAGE,
alt_leverage=ALT_LEVERAGE,
funds_decimals=2,
)
if sizing_err:
conn.close()
flash(sizing_err)
return redirect("/")
margin_capital = sizing["margin_capital"]
notional_value = sizing["notional_value"]
position_ratio = sizing["position_ratio"]
else:
default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
try:
leverage_input = parse_positive_float(d.get("leverage"))
leverage = int(leverage_input) if leverage_input is not None else default_leverage
except Exception:
conn.close()
flash("杠杆参数格式错误")
return redirect("/")
if leverage <= 0:
conn.close()
flash("杠杆必须大于0")
return redirect("/")
notional_value = round(risk_amount / risk_fraction, 2)
margin_capital = round(notional_value / leverage, 2)
if capital_base and margin_capital > capital_base:
conn.close()
flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
return redirect("/")
if available_usdt is not None:
max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 2)
if margin_capital > max_margin:
conn.close()
flash(f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U")
return redirect("/")
position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
try:
amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
contract_size = get_contract_size(exchange_symbol)
base_amount = round(float(amount) * contract_size, 8)
order_resp = place_exchange_order(exchange_symbol, direction, amount, leverage, stop_loss=stop_loss, take_profit=take_profit)
open_order_id = order_resp.get("id", "")
tpsl_attached = bool(order_resp.get("tpsl_attached"))
trigger_price = resolve_order_entry_price(order_resp, exchange_symbol, quote_price)
except Exception as e:
conn.close()
flash(friendly_exchange_error(e, available_usdt=available_usdt))
return redirect("/")
trigger_price = round_price_to_exchange(exchange_symbol, trigger_price)
stop_loss = round_price_to_exchange(exchange_symbol, stop_loss)
take_profit = round_price_to_exchange(exchange_symbol, take_profit)
make_order_chart = d.get("order_chart", "").lower() in ("1", "true", "on", "yes")
opened_at_bj = app_now_str()
opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
planned_rr = calc_rr_ratio(direction, trigger_price, stop_loss, take_profit)
breakeven_rr_trigger = float(BREAKEVEN_RR_TRIGGER)
breakeven_offset_pct = float(BREAKEVEN_OFFSET_PCT)
breakeven_step_r = float(BREAKEVEN_STEP_R) if float(BREAKEVEN_STEP_R) > 0 else 1.0
risk_amount_final = calc_risk_amount_from_plan(direction, trigger_price, stop_loss, margin_capital, leverage) or risk_amount
risk_percent_db = risk_percent_for_storage(POSITION_SIZING_MODE, risk_percent)
risk_display = format_risk_display_text(
POSITION_SIZING_MODE, risk_percent, risk_amount_final, decimals=2
)
if direction == "short":
breakeven_raw = float(trigger_price) * (1 - breakeven_offset_pct / 100.0)
else:
breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
if tc_en and not tc_h:
tc_en = 0
tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
conn.execute(
"INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, time_close_enabled, time_close_hours, time_close_at_ms) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
margin_capital, leverage, trade_style, risk_percent_db, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
breakeven_enabled,
notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
ORDER_MONITOR_TYPE_MANUAL,
tc_en, tc_h, tc_at,
)
)
conn.commit()
new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
try_persist_exchange_margin_for_order(conn, new_order_id, exchange_symbol, direction, order_leverage=leverage)
conn.commit()
opens_today_after = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(trading_day,),
).fetchone()[0]
conn.close()
chart_name = None
chart_url = None
if make_order_chart and ORDER_CHART_ENABLED:
try:
title_prefix = f"{symbol} {direction} #{new_order_id}"
chart_name = generate_order_open_chart(
exchange_symbol,
title_prefix,
opened_at_ms=opened_at_ms,
entry_price=trigger_price,
)
if chart_name:
chart_url = f"/static/images/order_charts/{chart_name}"
except Exception:
chart_name = None
chart_url = None
if chart_name:
try:
journal_id = f"order_{new_order_id}"
coin = journal_coin_from_symbol(symbol)
open_local = (opened_at_bj or "")[:16].replace(" ", "T")
if len(open_local) < 16:
open_local = app_now().strftime("%Y-%m-%dT%H:%M")
close_local = open_local
hold_duration = calc_duration_text(open_local, close_local)
note = (
f"auto_from_open_order id={new_order_id} oid={open_order_id} "
f"chart={chart_name} tfs={','.join(ORDER_CHART_TFS)} limit={ORDER_CHART_LIMIT}"
)
conn = get_db()
conn.execute(
"""INSERT OR REPLACE INTO journal_entries
(id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason,
expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note,
mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare,
new_trade_while_occupied, note, image)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
journal_id,
open_local,
close_local,
hold_duration,
coin,
"multi",
"0",
"auto:open",
"待平仓",
"",
"",
"否",
"",
"",
"",
None,
None,
None,
"",
"否",
"否",
note,
chart_name,
),
)
conn.commit()
conn.close()
except Exception:
try:
conn.close()
except Exception:
pass
_, trading_capital_after = get_exchange_capitals(force=True)
account_base_display = (
round(float(trading_capital_after), 2)
if trading_capital_after is not None
else round(float(capital_base), 2)
)
account_name = (os.getenv("GATE_ACCOUNT_LABEL") or "gate实盘账户").strip()
dir_text = "多头（long）" if direction == "long" else "空头（short）"
order_state_text = (
"已在交易所挂条件委托（止盈、止损各一张触发单）"
if tpsl_attached
else "条件委托未挂上（已拦截）"
)
rr_show = planned_rr if planned_rr is not None else "-"
try:
rr_show_fmt = f"{float(planned_rr):.2f}" if planned_rr is not None else None
except (TypeError, ValueError):
rr_show_fmt = None
rr_line = f"RR {rr_show_fmt} : 1" if rr_show_fmt is not None else f"RR {rr_show} : 1"
ep_wx = format_price_for_symbol(symbol, trigger_price)
sl_wx = format_wechat_scalar_2dp(stop_loss)
tp_wx = format_price_for_symbol(symbol, take_profit)
be_wx = format_price_for_symbol(symbol, breakeven_price)
style_zh = "Swing 波段" if trade_style == "swing" else "Trend 趋势"
wx_lines = [
f"📈 {symbol} 开仓成功",
f"💼 交易类型：{dir_text}",
"🧾 订单基础信息",
f"🔖 交易所订单 ID：{open_order_id}",
f"📈 交易风格：{style_zh}",
f"⚠️ 单笔风控风险：{risk_display}",
"📊 仓位配置详情",
f"账户基数：{account_base_display} USDT",
f"合约杠杆：{leverage} 倍",
f"名义仓位：{format_wechat_scalar_2dp(notional_value)} USDT",
f"仓位占比：{position_ratio}%",
f"合约张数：{format_wechat_scalar_2dp(amount)} 张",
f"折算标的：{base_amount} {journal_coin_from_symbol(symbol)}",
"🎯 价位 & 盈亏比",
f"开仓成交价：{ep_wx}",
f"止损价位：{sl_wx}",
f"止盈价位：{tp_wx}",
f"计划盈亏比：{rr_line}",
f"移动保本位：{breakeven_rr_trigger}R → {be_wx}",
"📌 状态统计",
f"✅ 条件委托：{order_state_text}",
format_daily_open_counter_line(
opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT
),
]
if chart_url:
wx_lines.append(f"多周期K线图：{chart_url}")
send_wechat_msg("\n".join(wx_lines))
flash_lines = [
f"实盘开单成功：风格 {trade_style}；风险 {risk_display}；基数 {round(float(margin_capital), 2)}U，杠杆 {leverage}x，名义仓位 {format_wechat_scalar_2dp(notional_value)}U，仓位占比 {position_ratio}%，合约张数 {format_wechat_scalar_2dp(amount)}（折算标的 {base_amount}），"
f"计划RR {format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）",
format_daily_open_summary_short(
opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT
),
]
if chart_url:
flash_lines.append(f"已生成多周期K线图：{chart_url}")
flash(" ".join(flash_lines))
if should_send_daily_open_alert(
opens_today_before, opens_today_after, DAILY_OPEN_ALERT_THRESHOLD
):
advice = ai_short_advice(
build_daily_open_alert_prompt(
trading_day,
opens_today_after,
DAILY_OPEN_ALERT_THRESHOLD,
hard_limit=DAILY_OPEN_HARD_LIMIT,
detail_line=f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{round(float(margin_capital), 2)}U。",
)
)
if advice:
send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}")
flash(f"【AI提醒】今日开仓次数已达 {opens_today_after}：{advice[:300]}")
return redirect("/")
@app.route("/delete_key_monitor/<int:kid>", methods=["POST"])
@login_required
def delete_key_monitor(kid):
conn = get_db()
row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (kid,)).fetchone()
if not row:
conn.close()
return jsonify({"ok": False, "error": "not_found"})
if is_limit_key_monitor_type(row["monitor_type"]):
_cancel_fib_monitor_limit(row)
insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual")
cur = conn.execute("DELETE FROM key_monitors WHERE id=?", (kid,))
conn.commit()
conn.close()
return jsonify({"ok": cur.rowcount > 0})
@app.route("/delete_key_history/<int:hid>", methods=["POST"])
@login_required
def delete_key_history(hid):
conn = get_db()
cur = conn.execute("DELETE FROM key_monitor_history WHERE id=?", (hid,))
conn.commit()
conn.close()
return jsonify({"ok": cur.rowcount > 0})
@app.route("/del_key/<int:id>")
@login_required
def del_key(id):
conn = get_db()
row = conn.execute("SELECT * FROM key_monitors WHERE id=?", (id,)).fetchone()
if row:
if is_limit_key_monitor_type(row["monitor_type"]):
_cancel_fib_monitor_limit(row)
insert_key_monitor_history(conn, row, int(row["notification_count"] or 0), None, "manual")
conn.execute("DELETE FROM key_monitors WHERE id=?", (id,))
conn.commit()
conn.close()
resp = redirect("/")
resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0"
resp.headers["Pragma"] = "no-cache"
return resp
def _csv_response(filename, rows, header):
buf = StringIO()
w = csv.writer(buf)
w.writerow(header)
for row in rows:
w.writerow(row)
out = "\ufeff" + buf.getvalue()
return Response(
out,
mimetype="text/csv; charset=utf-8",
headers={
"Content-Disposition": f'attachment; filename="{filename}"',
"Cache-Control": "no-store",
},
)
def _md_response(filename, content):
return Response(
content,
mimetype="text/markdown; charset=utf-8",
headers={
"Content-Disposition": f'attachment; filename="{filename}"',
"Cache-Control": "no-store",
},
)
@app.route("/export/trade_records")
@login_required
def export_trade_records():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute(
"SELECT id,symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,"
"margin_capital,leverage,pnl_amount,hold_seconds,hold_minutes,planned_rr,actual_rr,risk_amount,"
"opened_at,closed_at,result,miss_reason,entry_reason,reviewed_entry_reason,"
"exchange_realized_pnl,exchange_opened_at,exchange_closed_at,created_at "
f"FROM trade_records WHERE {sql_list_time_field('closed_at', 'created_at', 'opened_at')} >= ? "
f"AND {sql_list_time_field('closed_at', 'created_at', 'opened_at')} <= ? ORDER BY id ASC",
(start_bj, end_bj),
).fetchall()
conn.close()
head = [
"id", "symbol", "monitor_type", "key_signal_type", "direction", "trigger_price",
"stop_loss_open_snapshot", "initial_stop_loss", "take_profit", "margin_capital", "leverage",
"pnl_amount", "hold_seconds", "hold_minutes", "planned_rr", "actual_rr", "risk_amount",
"opened_at", "closed_at", "result", "miss_reason", "entry_reason", "reviewed_entry_reason",
"exchange_realized_pnl", "exchange_opened_at", "exchange_closed_at", "created_at", "开仓类型",
]
data = []
for r in rows:
er0 = (r["entry_reason"] or "").strip() if r["entry_reason"] else ""
er1 = (r["reviewed_entry_reason"] or "").strip() if r["reviewed_entry_reason"] else ""
kst = (r["key_signal_type"] or "").strip() if "key_signal_type" in r.keys() else ""
eff = er1 or er0 or entry_reason_from_key_signal(kst) or ""
snap = r["initial_stop_loss"] if r["initial_stop_loss"] not in (None, "") else r["stop_loss"]
data.append((
r["id"], r["symbol"], r["monitor_type"], kst, r["direction"], r["trigger_price"],
snap, r["initial_stop_loss"], r["take_profit"], r["margin_capital"], r["leverage"],
r["pnl_amount"], r["hold_seconds"], r["hold_minutes"], r["planned_rr"], r["actual_rr"], r["risk_amount"],
r["opened_at"], r["closed_at"], r["result"], r["miss_reason"], r["entry_reason"], r["reviewed_entry_reason"],
r["exchange_realized_pnl"] if "exchange_realized_pnl" in r.keys() else None,
r["exchange_opened_at"] if "exchange_opened_at" in r.keys() else None,
r["exchange_closed_at"] if "exchange_closed_at" in r.keys() else None,
r["created_at"], eff,
))
day = app_now().strftime("%Y%m%d")
return _csv_response(f"trade_records_v3_{day}.csv", data, head)
@app.route("/export/journal_entries")
@login_required
def export_journal_entries():
conn = get_db()
rows = conn.execute(
"SELECT id,open_datetime,close_datetime,hold_duration,coin,tf,pnl,entry_reason,exit_reason,"
"expect_rr,real_rr,early_exit,early_exit_trigger,early_exit_note,early_exit_reason,mood_issues,"
"post_breakeven_stare,new_trade_while_occupied,note,image,created_at FROM journal_entries ORDER BY created_at ASC"
).fetchall()
conn.close()
head = [
"id",
"open_datetime",
"close_datetime",
"hold_duration",
"coin",
"tf",
"pnl",
"entry_reason",
"exit_reason",
"expect_rr",
"real_rr",
"early_exit",
"early_exit_trigger",
"early_exit_note",
"early_exit_reason",
"mood_issues",
"post_breakeven_stare",
"new_trade_while_occupied",
"note",
"image",
"created_at",
]
data = [tuple(r[h] for h in head) for r in rows]
day = app_now().strftime("%Y%m%d")
return _csv_response(f"journal_entries_v1_{day}.csv", data, head)
@app.route("/export/key_monitors")
@login_required
def export_key_monitors():
conn = get_db()
rows = conn.execute(
"SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_notified_at,max_notify,"
"notify_interval_min,breakout_limit_pct,created_at FROM key_monitors ORDER BY id ASC"
).fetchall()
conn.close()
head = [
"id",
"symbol",
"monitor_type",
"direction",
"upper",
"lower",
"notification_count",
"last_notified_at",
"max_notify",
"notify_interval_min",
"breakout_limit_pct",
"created_at",
]
data = [tuple(r[h] for h in head) for r in rows]
day = app_now().strftime("%Y%m%d")
return _csv_response(f"key_monitors_active_v1_{day}.csv", data, head)
@app.route("/export/key_monitor_history")
@login_required
def export_key_monitor_history():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
rows = conn.execute(
"SELECT id,symbol,monitor_type,direction,upper,lower,notification_count,last_alert_message,close_reason,closed_at "
"FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id ASC",
(start_bj, end_bj),
).fetchall()
conn.close()
head = [
"id",
"symbol",
"monitor_type",
"direction",
"upper",
"lower",
"notification_count",
"last_alert_message",
"close_reason",
"closed_at",
]
data = [tuple(r[h] for h in head) for r in rows]
day = app_now().strftime("%Y%m%d")
return _csv_response(f"key_monitor_history_v1_{day}.csv", data, head)
@app.route("/del_order/<int:id>")
@login_required
def del_order(id):
conn = get_db()
row = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone()
if not row:
conn.close()
flash("订单不存在")
return redirect("/")
if row["status"] == "active":
try:
p = get_price(row["symbol"]) or float(row["trigger_price"])
opened_at = get_opened_at_value(row)
closed_at = app_now_str()
hold_seconds = calc_hold_seconds(opened_at, app_now())
pnl_amount = calc_pnl(
row["direction"],
row["trigger_price"],
p,
row["margin_capital"] or DAILY_START_CAPITAL,
row["leverage"] or infer_leverage(row["symbol"])
)
close_resp = close_exchange_order(row)
close_order_id = close_resp.get("id", "")
cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]))
session_date = row["session_date"] or get_trading_day()
session_capital = update_session_capital(conn, session_date, pnl_amount)
row_snap = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone() or row
insert_trade_record(
conn,
symbol=row["symbol"],
monitor_type=trade_record_monitor_type(conn, row),
trend_plan_id=trend_plan_id_from_monitor_row(row),
key_signal_type=order_row_key_signal_type(row),
direction=row["direction"],
trigger_price=row["trigger_price"],
stop_loss=row["stop_loss"],
initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"],
take_profit=row["take_profit"],
margin_capital=margin_capital_for_trade_record(row_snap),
leverage=row["leverage"],
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=row["trade_style"],
risk_amount=row["risk_amount"],
planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]),
actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]),
result="手动平仓",
miss_reason=handoff_trade_miss_reason("用户手动删除订单触发平仓", row),
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
source=CLOSE_SOURCE_USER_INSTANCE,
trade_record_id=insert_trade_record_id(conn),
closed_at_ms=_to_ms_with_fallback(None, closed_at),
trading_day=session_date,
now=app_now(),
)
conn.execute("UPDATE order_monitors SET status='stopped', exchange_close_order_id=? WHERE id=?", (close_order_id, id))
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
pass
clear_key_sizing_snapshot_if_flat(conn, session_date)
conn.commit()
conn.close()
send_wechat_msg(
build_wechat_close_message(
symbol=row["symbol"],
direction=row["direction"],
result="手动平仓",
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trigger_price=row["trigger_price"],
current_price=p,
stop_loss=row["stop_loss"],
take_profit=row["take_profit"],
close_order_id=close_order_id or "-",
extra_note="用户在页面手动平仓",
session_capital_fallback=session_capital,
)
)
flash("已按实盘流程手动平仓")
return redirect("/trade")
except Exception as e:
if is_no_position_error(str(e)):
cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]))
opened_at = get_opened_at_value(row)
opened_at_ms = _to_ms_with_fallback(row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at)
result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(row, opened_at, opened_at_ms=opened_at_ms)
miss_reason = f"手动删除时无持仓：{miss_reason}"
closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
session_date = row["session_date"] or get_trading_day(closed_at_dt)
update_session_capital(conn, session_date, pnl_amount)
row_snap = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone() or row
insert_trade_record(
conn,
symbol=row["symbol"],
monitor_type=trade_record_monitor_type(conn, row),
trend_plan_id=trend_plan_id_from_monitor_row(row),
key_signal_type=order_row_key_signal_type(row),
direction=row["direction"],
trigger_price=row["trigger_price"],
stop_loss=row["stop_loss"],
initial_stop_loss=row["initial_stop_loss"] or row["stop_loss"],
take_profit=row["take_profit"],
margin_capital=margin_capital_for_trade_record(row_snap),
leverage=row["leverage"],
pnl_amount=pnl_amount,
hold_seconds=hold_seconds,
trade_style=row["trade_style"],
risk_amount=row["risk_amount"],
planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]),
actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]),
result=result,
miss_reason=handoff_trade_miss_reason(miss_reason, row),
opened_at=opened_at,
closed_at=closed_at,
)
from account_risk_lib import CLOSE_SOURCE_USER_INSTANCE, insert_trade_record_id, on_user_initiated_close
on_user_initiated_close(
conn,
source=CLOSE_SOURCE_USER_INSTANCE,
trade_record_id=insert_trade_record_id(conn),
closed_at_ms=_to_ms_with_fallback(None, closed_at),
trading_day=session_date,
now=app_now(),
)
conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (id,))
try:
_rcfg = app.extensions.get("strategy_roll_cfg")
if isinstance(_rcfg, dict):
from strategy_register import roll_sync_after_external_close
roll_sync_after_external_close(_rcfg, conn, row["symbol"], row["direction"])
except Exception:
pass
conn.commit()
conn.close()
flash("该仓位在交易所已不存在，已按成交记录同步结束并记账")
return redirect("/")
conn.close()
flash(f"手动平仓失败：{str(e)}")
return redirect("/")
conn.execute("DELETE FROM order_monitors WHERE id=?",(id,))
conn.commit()
conn.close()
return redirect("/")
@app.route("/add_miss", methods=["POST"])
@login_required
def add_miss():
d = request.form
direction = d.get("direction", "long")
sym_in = normalize_symbol_input(d.get("symbol"))
ex_sym = normalize_exchange_symbol(sym_in)
try:
ensure_markets_loaded()
except Exception:
pass
try:
tp_px = round_price_to_exchange(ex_sym, float(d["tp"]))
sl_px = round_price_to_exchange(ex_sym, float(d["sl"]))
tgt_px = round_price_to_exchange(ex_sym, float(d["tgt"]))
except Exception:
flash("价格格式错误")
return _redirect_records()
conn = get_db()
insert_trade_record(
conn,
symbol=sym_in,
monitor_type=d["type"],
direction=direction,
trigger_price=tp_px,
stop_loss=sl_px,
take_profit=tgt_px,
result="错过",
miss_reason=d["reason"],
opened_at=app_now_str(),
closed_at=app_now_str(),
)
conn.commit()
conn.close()
flash("已记录错过机会")
return _redirect_records()
@app.route("/add_journal", methods=["POST"])
@login_required
def add_journal():
d = request.form
entry_reason_norm = normalize_entry_reason(d.get("entry_reason"), d.get("entry_reason_custom"))
if not entry_reason_norm:
flash("请选择开仓类型；若选「其他」请在下方填写自定义说明")
return _redirect_records()
early_exit_trigger = normalize_early_exit_trigger(d.get("early_exit_trigger"))
early_exit_note = str(d.get("early_exit_note") or "").strip()
if not early_exit_trigger:
flash("请选择离场触发")
return _redirect_records()
if early_exit_trigger == "手动平仓" and not early_exit_note:
flash("手工平仓必须填写补充说明")
return _redirect_records()
if early_exit_trigger != "手动平仓":
early_exit_note = ""
# 兼容字段：仅「手工平仓」记为「主观提前」语义下的「是」
early_exit_raw = "是" if early_exit_trigger == "手动平仓" else "否"
early_exit_reason_saved = compose_early_exit_reason_saved(early_exit_trigger, early_exit_note)
exit_reason_stored = journal_exit_reason_stored(early_exit_trigger, early_exit_note)
image_filename = None
uploaded_tmp = None
entry_id = uuid.uuid4().hex
file = request.files.get("screenshot")
if file and file.filename:
ext = os.path.splitext(file.filename)[1]
image_filename = f"{uuid.uuid4().hex}{ext}"
save_path = os.path.join(app.config["UPLOAD_FOLDER"], secure_filename(image_filename))
file.save(save_path)
uploaded_tmp = image_filename
mood_issues = ",".join(request.form.getlist("mood_issues"))
hold_duration = calc_duration_text(d.get("open_datetime", ""), d.get("close_datetime", ""))
real_rr_text = (d.get("real_rr") or "").strip()
try:
risk_amount_hint = float(d.get("risk_amount_hint") or 0)
pnl_hint = float(d.get("pnl") or 0)
# 口径统一：实际RR = 实际盈亏 / 以损定仓对应的初始风险金额
if risk_amount_hint > 0:
real_rr_text = f"{(pnl_hint / risk_amount_hint):.4f}"
except Exception:
pass
want_exchange_chart = d.get("journal_exchange_chart", "").lower() in ("1", "true", "on", "yes")
chart_msg = None
if want_exchange_chart and ORDER_CHART_ENABLED:
coin = (d.get("coin") or "").strip().upper()
symbol_guess = normalize_symbol_input(coin) or coin
exchange_symbol = normalize_exchange_symbol(symbol_guess)
title_prefix = f"{symbol_guess} journal {entry_id[:8]}"
journal_tfs = parse_journal_chart_timeframes(
d.get("journal_chart_tf1"),
d.get("journal_chart_tf2"),
ORDER_CHART_TFS[:2] if ORDER_CHART_TFS else None,
)
journal_limit = parse_journal_chart_limit(d.get("journal_chart_limit"), ORDER_CHART_LIMIT)
chart_anchor = parse_journal_chart_anchor(d.get("journal_chart_anchor"))
marker_payload = {
"entry_ts_ms": _local_input_datetime_to_ms(d.get("open_datetime")),
"exit_ts_ms": _local_input_datetime_to_ms(d.get("close_datetime")),
"entry_price": d.get("entry_price_hint"),
"exit_price": d.get("exit_price_hint"),
"stop_loss_price": d.get("stop_loss_hint"),
"chart_anchor": chart_anchor,
"now_ts_ms": int(app_now().timestamp() * 1000),
}
try:
chart_fname = f"journal_{entry_id}.png"
saved = generate_multi_timeframe_chart_png(
exchange_symbol,
title_prefix,
timeframes=journal_tfs,
limit=journal_limit,
out_dir=app.config["UPLOAD_FOLDER"],
filename=chart_fname,
filename_prefix="journal",
marker_payload=marker_payload,
marker_timeframes={x.strip().lower() for x in journal_tfs},
layout="vertical",
)
if saved:
image_filename = saved
chart_msg = f"已生成复盘K线图（{'/'.join(journal_tfs)} 各{journal_limit}根）：/static/images/{saved}"
if uploaded_tmp:
try:
old_path = os.path.join(app.config["UPLOAD_FOLDER"], uploaded_tmp)
if os.path.exists(old_path):
os.remove(old_path)
except Exception:
pass
else:
chart_msg = "已勾选自动生成K线图，但生成失败（返回空）。请检查 Pillow 是否安装、Gate 网络/代理是否正常。"
except Exception as e:
image_filename = uploaded_tmp
chart_msg = f"自动生成K线图失败：{str(e)}"
conn = get_db()
conn.execute(
"""INSERT INTO journal_entries
(id, open_datetime, close_datetime, hold_duration, coin, tf, pnl, entry_reason, exit_reason,
expect_rr, real_rr, early_exit, early_exit_reason, early_exit_trigger, early_exit_note,
mood_score, mood_ai_score, mood_ai_comment, mood_issues, post_breakeven_stare,
new_trade_while_occupied, note, image)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
entry_id,
normalize_bj_datetime_storage(d.get("open_datetime")),
normalize_bj_datetime_storage(d.get("close_datetime")),
hold_duration,
d.get("coin"),
d.get("tf"),
d.get("pnl"), entry_reason_norm, exit_reason_stored, d.get("expect_rr"), real_rr_text,
early_exit_raw, early_exit_reason_saved, early_exit_trigger, early_exit_note,
None, None, None, mood_issues,
d.get("post_breakeven_stare"), d.get("new_trade_while_occupied"), d.get("note"), image_filename
)
)
from account_risk_lib import on_journal_saved
on_journal_saved(
conn,
early_exit_trigger=early_exit_trigger,
early_exit_note=early_exit_note,
mood_issues_raw=mood_issues,
trading_day=get_trading_day(),
now=app_now(),
)
conn.commit()
conn.close()
if chart_msg:
flash(f"交易复盘记录已保存。{chart_msg}")
else:
flash("交易复盘记录已保存")
return _redirect_records()
@app.route("/api/journals")
@login_required
def api_journals():
win = _list_window_from_request()
start_bj, end_bj = utc_window_to_bj_sql_strings(win["start_utc"], win["end_utc"], APP_TZ)
conn = get_db()
j_ts = sql_list_time_field("close_datetime", "created_at", "open_datetime")
rows = conn.execute(
f"SELECT * FROM journal_entries WHERE {j_ts} >= ? AND {j_ts} <= ? ORDER BY created_at DESC LIMIT 500",
(start_bj, end_bj),
).fetchall()
conn.close()
result = []
for r in rows:
item = row_to_dict(r)
item["mood_issues"] = [x for x in (item.get("mood_issues") or "").split(",") if x]
result.append(item)
return jsonify(result)
@app.route("/api/journal_prefill", methods=["POST"])
@login_required
def api_journal_prefill():
file = request.files.get("screenshot")
if not file or not file.filename:
return jsonify({"ok": False, "msg": "请先选择截图文件"}), 400
try:
raw = file.read()
if not raw:
return jsonify({"ok": False, "msg": "截图为空"}), 400
image_b64 = base64.b64encode(raw).decode("utf-8")
except Exception as e:
return jsonify({"ok": False, "msg": f"读取截图失败：{str(e)}"}), 400
parsed = ai_extract_journal_from_image(image_b64)
if parsed is None:
return jsonify({"ok": False, "msg": "AI 识别失败，请稍后重试"}), 500
return jsonify({"ok": True, "data": parsed})
@app.route("/delete_journal/<jid>", methods=["POST"])
@login_required
def delete_journal(jid):
conn = get_db()
row = conn.execute("SELECT image FROM journal_entries WHERE id=?", (jid,)).fetchone()
if row and row["image"]:
img_path = os.path.join(app.config["UPLOAD_FOLDER"], row["image"])
if os.path.exists(img_path):
os.remove(img_path)
conn.execute("DELETE FROM journal_entries WHERE id=?", (jid,))
conn.commit()
conn.close()
return jsonify({"ok": True})
@app.route("/api/reviews")
@login_required
def api_reviews():
win = _list_window_from_request()
start_sql, end_sql = utc_window_to_utc_sql_strings(win["start_utc"], win["end_utc"])
conn = get_db()
rows = conn.execute(
"SELECT * FROM ai_reviews WHERE created_at >= ? AND created_at <= ? ORDER BY created_at DESC LIMIT 200",
(start_sql, end_sql),
).fetchall()
conn.close()
return jsonify([row_to_dict(r) for r in rows])
_REPO_STATIC_DIR = os.path.join(os.path.dirname(BASE_DIR), "static")
_AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
_FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
_MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
@app.route("/static/ai_review_render.js")
def static_ai_review_render_js():
if not os.path.isfile(_AI_REVIEW_RENDER_JS):
return Response("not found", status=404, mimetype="text/plain; charset=utf-8")
return send_file(_AI_REVIEW_RENDER_JS, mimetype="application/javascript; charset=utf-8")
@app.route("/static/form_submit_guard.js")
def static_form_submit_guard_js():
if not os.path.isfile(_FORM_SUBMIT_GUARD_JS):
return Response("not found", status=404, mimetype="text/plain; charset=utf-8")
return send_file(_FORM_SUBMIT_GUARD_JS, mimetype="application/javascript; charset=utf-8")
@app.route("/static/manual_order_rr_preview.js")
def static_manual_order_rr_preview_js():
if not os.path.isfile(_MANUAL_ORDER_RR_PREVIEW_JS):
return Response("not found", status=404, mimetype="text/plain; charset=utf-8")
return send_file(_MANUAL_ORDER_RR_PREVIEW_JS, mimetype="application/javascript; charset=utf-8")
@app.route("/export/review_md/<rid>")
@login_required
def export_review_md(rid):
conn = get_db()
row = conn.execute("SELECT * FROM ai_reviews WHERE id=?", (rid,)).fetchone()
conn.close()
if not row:
return Response("review not found", status=404, mimetype="text/plain; charset=utf-8")
review_type = "日复盘" if row["review_type"] == "daily" else "周复盘"
target_date = row["target_date"] or "-"
created_at = row["created_at"] or app_now_str()
content = (row["content"] or "").strip()
if not content:
content = "（无内容）"
md = (
f"# {review_type}报告\n\n"
f"- 目标日期: {target_date}\n"
f"- 生成时间: {created_at}\n"
f"- 报告ID: {row['id']}\n\n"
f"---\n\n"
f"{content}\n"
)
safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date"
safe_type = "daily" if row["review_type"] == "daily" else "weekly"
filename = f"ai_review_{safe_type}_{safe_target}_{row['id'][:8]}.md"
return _md_response(filename, md)
@app.route("/export/reviews_md_bundle")
@login_required
def export_reviews_md_bundle():
review_type = (request.args.get("review_type") or "").strip().lower()
target_date = (request.args.get("target_date") or "").strip()
if review_type not in ("daily", "weekly"):
return Response("invalid review_type", status=400, mimetype="text/plain; charset=utf-8")
if not target_date:
return Response("target_date required", status=400, mimetype="text/plain; charset=utf-8")
conn = get_db()
rows = conn.execute(
"SELECT * FROM ai_reviews WHERE review_type=? AND target_date=? ORDER BY created_at ASC, id ASC",
(review_type, target_date),
).fetchall()
conn.close()
if not rows:
return Response("no reviews found", status=404, mimetype="text/plain; charset=utf-8")
title = "日复盘" if review_type == "daily" else "周复盘"
lines = [
f"# {title}汇总报告",
"",
f"- 目标日期: {target_date}",
f"- 条目数量: {len(rows)}",
f"- 导出时间: {app_now_str()}",
"",
"---",
"",
]
for idx, row in enumerate(rows, 1):
created_at = row["created_at"] or "-"
content = (row["content"] or "").strip() or "（无内容）"
lines.extend(
[
f"## 第{idx}条",
"",
f"- 报告ID: {row['id']}",
f"- 生成时间: {created_at}",
"",
content,
"",
"---",
"",
]
)
md = "\n".join(lines)
safe_target = re.sub(r"[^0-9A-Za-z_-]+", "-", str(target_date)).strip("-") or "unknown-date"
filename = f"ai_reviews_{review_type}_bundle_{safe_target}.md"
return _md_response(filename, md)
@app.route("/delete_review/<rid>", methods=["POST"])
@login_required
def delete_review(rid):
conn = get_db()
conn.execute("DELETE FROM ai_reviews WHERE id=?", (rid,))
conn.commit()
conn.close()
return jsonify({"ok": True})
@app.route("/delete_trade_record/<int:rid>", methods=["POST"])
@login_required
def delete_trade_record(rid):
conn = get_db()
cur = conn.execute("DELETE FROM trade_records WHERE id=?", (rid,))
conn.commit()
conn.close()
return jsonify({"ok": cur.rowcount > 0, "deleted": cur.rowcount})
@app.route("/api/trade_record_review_update", methods=["POST"])
@login_required
def api_trade_record_review_update():
payload = request.get_json(silent=True) or {}
rec_id = payload.get("id")
try:
rec_id = int(rec_id)
except Exception:
return jsonify({"ok": False, "msg": "记录ID无效"}), 400
reviewed_opened_at = str(payload.get("reviewed_opened_at") or "").strip()
reviewed_closed_at = str(payload.get("reviewed_closed_at") or "").strip()
reviewed_stop_loss_raw = payload.get("reviewed_stop_loss")
reviewed_take_profit_raw = payload.get("reviewed_take_profit")
reviewed_result = str(payload.get("reviewed_result") or "").strip()
reviewed_miss_reason = str(payload.get("reviewed_miss_reason") or "").strip()
reviewed_pnl_raw = payload.get("reviewed_pnl_amount")
if reviewed_result and reviewed_result not in REVIEW_RESULT_OPTIONS:
return jsonify({"ok": False, "msg": "结果仅允许：止盈/止损/保本止盈/移动止盈/手动平仓"}), 400
try:
reviewed_open_dt = datetime.strptime(reviewed_opened_at[:19], "%Y-%m-%d %H:%M:%S")
reviewed_close_dt = datetime.strptime(reviewed_closed_at[:19], "%Y-%m-%d %H:%M:%S")
except Exception:
return jsonify({"ok": False, "msg": "开仓/平仓时间格式错误，需为 YYYY-MM-DD HH:MM:SS"}), 400
if reviewed_close_dt < reviewed_open_dt:
return jsonify({"ok": False, "msg": "平仓时间不能早于开仓时间"}), 400
hold_seconds = int((reviewed_close_dt - reviewed_open_dt).total_seconds())
hold_minutes = calc_hold_minutes(hold_seconds)
try:
reviewed_pnl_amount = float(reviewed_pnl_raw)
except Exception:
return jsonify({"ok": False, "msg": "盈亏必须为数字"}), 400
reviewed_stop_loss = None
if reviewed_stop_loss_raw not in (None, ""):
try:
reviewed_stop_loss = float(reviewed_stop_loss_raw)
except Exception:
return jsonify({"ok": False, "msg": "止损必须为数字"}), 400
reviewed_take_profit = None
if reviewed_take_profit_raw not in (None, ""):
try:
reviewed_take_profit = float(reviewed_take_profit_raw)
except Exception:
return jsonify({"ok": False, "msg": "止盈必须为数字"}), 400
_MISSING_ER = object()
reviewed_entry_reason_update = _MISSING_ER
if "reviewed_entry_reason" in payload:
s = str(payload.get("reviewed_entry_reason") or "").strip()
if s and not entry_reason_valid_for_storage(s):
return jsonify({"ok": False, "msg": "开仓类型须为五种固定整句之一、自定义说明（2000字内）或留空"}), 400
reviewed_entry_reason_update = s or None
conn = get_db()
row = conn.execute("SELECT risk_amount, symbol FROM trade_records WHERE id=?", (rec_id,)).fetchone()
if not row:
conn.close()
return jsonify({"ok": False, "msg": "记录不存在"}), 404
risk_amount = row["risk_amount"]
ex_review = resolve_ccxt_price_symbol(row["symbol"])
try:
ensure_markets_loaded()
except Exception:
pass
if reviewed_stop_loss is not None:
reviewed_stop_loss = round_price_to_exchange(ex_review, reviewed_stop_loss)
if reviewed_take_profit is not None:
reviewed_take_profit = round_price_to_exchange(ex_review, reviewed_take_profit)
actual_rr = calc_actual_rr(reviewed_pnl_amount, risk_amount)
base_params = [
reviewed_opened_at,
reviewed_closed_at,
reviewed_stop_loss,
reviewed_take_profit,
round(reviewed_pnl_amount, 4),
reviewed_result or None,
reviewed_miss_reason or None,
hold_seconds,
hold_minutes,
app_now_str(),
actual_rr,
]
if reviewed_entry_reason_update is not _MISSING_ER:
conn.execute(
"""UPDATE trade_records
SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?,
reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?,
reviewed_at=?, actual_rr=COALESCE(?, actual_rr), reviewed_entry_reason=?
WHERE id=?""",
tuple(base_params + [reviewed_entry_reason_update, rec_id]),
)
else:
conn.execute(
"""UPDATE trade_records
SET reviewed_opened_at=?, reviewed_closed_at=?, reviewed_stop_loss=?, reviewed_take_profit=?, reviewed_pnl_amount=?,
reviewed_result=?, reviewed_miss_reason=?, reviewed_hold_seconds=?, reviewed_hold_minutes=?,
reviewed_at=?, actual_rr=COALESCE(?, actual_rr)
WHERE id=?""",
tuple(base_params + [rec_id]),
)
if reviewed_result == "手动平仓" and reviewed_miss_reason:
from account_risk_lib import apply_manual_close_journal_cooloff
apply_manual_close_journal_cooloff(
conn,
early_exit_note=reviewed_miss_reason,
trading_day=get_trading_day(),
now=app_now(),
)
conn.commit()
conn.close()
return jsonify({"ok": True, "id": rec_id, "actual_rr": actual_rr, "hold_minutes": hold_minutes})
@app.route("/manual_transfer", methods=["POST"])
@login_required
def manual_transfer():
try:
amount = float(request.form.get("amount", "0"))
except Exception:
flash("划转金额格式错误")
return redirect("/")
from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
conn = get_db()
conn.execute(
"INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)",
("manual", get_trading_day(), amount, from_account, to_account, "success" if ok else "failed", msg[:500])
)
conn.commit()
conn.close()
if ok:
flash(f"手动划转成功：{amount}U {from_account}->{to_account}")
else:
flash(f"手动划转失败：{msg}")
return redirect(request.referrer or "/trade")
def _journal_ai_chart_builder(row):
return build_journal_ai_chart_path(
row,
app.config["UPLOAD_FOLDER"],
order_chart_enabled=ORDER_CHART_ENABLED,
normalize_exchange_symbol_fn=lambda c: normalize_exchange_symbol(normalize_symbol_input(c)),
generate_chart_fn=generate_multi_timeframe_chart_png,
local_datetime_to_ms_fn=_local_input_datetime_to_ms,
now_ts_ms_fn=lambda: int(app_now().timestamp() * 1000),
)
@app.route("/ai_daily_review", methods=["POST"])
@login_required
def ai_daily_review():
date = request.form.get("date", "")
conn = get_db()
rows = conn.execute(
"SELECT * FROM journal_entries WHERE substr(open_datetime, 1, 10)=? ORDER BY open_datetime ASC",
(date,)
).fetchall()
conn.close()
if not rows:
return jsonify({"result": "该日无交易记录"})
text = f"【每日交易记录】{date}\n总笔数：{len(rows)}\n\n"
for idx, row in enumerate(rows, 1):
text += journal_row_lines_for_ai(idx, row)
text += "\n"
image_paths = collect_images_for_ai_review(
rows,
app.config["UPLOAD_FOLDER"],
build_chart_if_missing=_journal_ai_chart_builder,
)
ai_result = ai_review(text, "每日", image_paths=image_paths)
full = f"【AI日复盘 {date}】\n{ai_result}\n\n原始记录：\n{text}"
conn = get_db()
conn.execute(
"INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)",
(uuid.uuid4().hex, "daily", date, full)
)
conn.commit()
conn.close()
return jsonify({"result": full})
@app.route("/ai_weekly_review", methods=["POST"])
@login_required
def ai_weekly_review():
start_date = request.form.get("start_date", "")
end_date = request.form.get("end_date", "")
conn = get_db()
rows = conn.execute(
"SELECT * FROM journal_entries WHERE substr(open_datetime,1,10) >= ? AND substr(open_datetime,1,10) <= ? ORDER BY open_datetime ASC",
(start_date, end_date)
).fetchall()
conn.close()
if not rows:
return jsonify({"result": "该时间段无交易记录"})
text = f"【周交易记录】{start_date}~{end_date}\n总笔数：{len(rows)}\n\n"
for idx, row in enumerate(rows, 1):
text += journal_row_lines_for_ai(idx, row)
text += "\n"
image_paths = collect_images_for_ai_review(
rows,
app.config["UPLOAD_FOLDER"],
build_chart_if_missing=_journal_ai_chart_builder,
)
ai_result = ai_review(text, "周度", image_paths=image_paths)
full = f"【AI周复盘 {start_date}~{end_date}】\n{ai_result}\n\n原始记录：\n{text}"
conn = get_db()
conn.execute(
"INSERT INTO ai_reviews (id, review_type, target_date, content) VALUES (?,?,?,?)",
(uuid.uuid4().hex, "weekly", f"{start_date}~{end_date}", full)
)
conn.commit()
conn.close()
return jsonify({"result": full})
def _hub_meta_bundle():
return {
"exchange_display": EXCHANGE_DISPLAY_NAME,
"key_gate_rule_text": (
f"周期 {KLINE_TIMEFRAME}｜确认K：突破棒偏移 {KEY_CONFIRM_BREAKOUT_BAR}、确认棒偏移 {KEY_CONFIRM_BAR}｜"
f"量能：突破量 > 前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}｜"
f"自动开仓盈亏比 > {KEY_AUTO_MIN_PLANNED_RR}:1｜日成交量排名前 {KEY_DAILY_VOLUME_RANK_MAX}"
),
"manual_min_planned_rr": MANUAL_MIN_PLANNED_RR,
"max_active_positions": MAX_ACTIVE_POSITIONS,
"btc_leverage": BTC_LEVERAGE,
"alt_leverage": ALT_LEVERAGE,
}
def _hub_account_bundle():
funding_capital, trading_capital = get_exchange_capitals(force=True)
funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
trading_usdt = round(trading_capital, 2) if trading_capital is not None else None
available = get_available_trading_usdt()
return {
"funding_usdt": funding_usdt,
"trading_usdt": trading_usdt,
"available_trading_usdt": round(available, 2) if available is not None else None,
"trading_day": get_trading_day(app_now()),
}
def _hub_fetch_market(base=""):
from hub_market_info_lib import fetch_usdt_swap_market_info
return fetch_usdt_swap_market_info(
base_or_symbol=base,
normalize_symbol_input=normalize_symbol_input,
normalize_exchange_symbol=normalize_exchange_symbol,
ensure_markets_loaded=ensure_markets_loaded,
exchange=exchange,
exchange_id="gate_bot",
)
def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
from hub_ohlcv_lib import fetch_ohlcv_for_hub
return fetch_ohlcv_for_hub(
symbol=symbol,
timeframe=timeframe,
since_ms=since_ms,
limit=limit,
normalize_symbol_input=normalize_symbol_input,
normalize_exchange_symbol=normalize_exchange_symbol,
ensure_markets_loaded=ensure_markets_loaded,
exchange=exchange,
friendly_error=friendly_exchange_error,
)
def _hub_fetch_volume_rank(top_n=20):
from hub_volume_rank_lib import fetch_usdt_swap_volume_rank
return fetch_usdt_swap_volume_rank(
exchange=exchange,
ensure_markets_loaded=ensure_markets_loaded,
top_n=top_n,
exchange_id="gateio",
)
try:
import sys
from pathlib import Path
_repo_root = Path(__file__).resolve().parent.parent
if str(_repo_root) not in sys.path:
sys.path.insert(0, str(_repo_root))
from hub_bridge import install_on_app
install_on_app(
app,
exchange="gate_bot",
capabilities=["order", "key"],
has_trend=True,
get_db=get_db,
row_to_dict=row_to_dict,
meta_fn=_hub_meta_bundle,
account_fn=_hub_account_bundle,
views={"add_order": add_order, "add_key": add_key},
ohlcv_fn=_hub_fetch_ohlcv,
volume_rank_fn=_hub_fetch_volume_rank,
market_fn=_hub_fetch_market,
reconcile_hub_flat_fn=reconcile_hub_external_close,
risk_status_fn=hub_account_risk_status,
user_close_fn=hub_user_initiated_close,
render_main_page_fn=render_main_page,
login_required_fn=login_required,
)
except Exception as _hub_err:
print(f"[hub_bridge] gate_bot: {_hub_err}")
@app.route("/strategy")
@login_required
def strategy_trading_page():
return render_main_page("strategy")
@app.route("/strategy/trend")
@login_required
def strategy_trend_page():
qs = request.query_string.decode()
return redirect(f"/strategy?{qs}" if qs else "/strategy")
@app.route("/strategy/roll")
@login_required
def strategy_roll_page():
return redirect("/strategy")
from strategy_register import install_strategy_trading
from strategy_trend_register import install_strategy_trend
install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
_purge_key_monitors_if_full_margin()
# 启动
if __name__ == "__main__":
threading.Thread(target=background_task, daemon=True).start()
app.run(host=HOST, port=PORT, debug=DEBUG)
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