dekun
384 lines
12 KiB
Python
384 lines
12 KiB
Python
"""趋势户开仓类型：反转·启动 / 顺势·大分歧 / 波段·小分歧；日内户单独 profile。"""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Any, Mapping, Optional, Sequence, Tuple
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from lib.trade.trade_policy_lib import TradePolicy
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PROFILE_TREND_DIV = "trend_div"
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PROFILE_INTRADAY = "intraday"
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ENTRY_CATEGORY_REVERSAL = "reversal"
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ENTRY_CATEGORY_TREND = "trend"
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ENTRY_CATEGORY_SWING = "swing"
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ENTRY_MODEL_LAUNCH_A = "launch_a"
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ENTRY_MODEL_LAUNCH_B = "launch_b"
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ENTRY_MODEL_BIG_DIV_A = "big_div_a"
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ENTRY_MODEL_BIG_DIV_B = "big_div_b"
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ENTRY_MODEL_SMALL_DIV = "small_div"
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ENTRY_CATEGORY_INTRADAY = "intraday"
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ENTRY_MODEL_LIQUIDITY_FALSE_BREAK = "liquidity_false_break"
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ENTRY_MODEL_STRUCTURE_BREAKOUT = "structure_breakout"
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VALID_ENTRY_MODEL_CODES = frozenset(
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{
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ENTRY_MODEL_LAUNCH_A,
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ENTRY_MODEL_LAUNCH_B,
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ENTRY_MODEL_BIG_DIV_A,
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ENTRY_MODEL_BIG_DIV_B,
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ENTRY_MODEL_SMALL_DIV,
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}
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)
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INTRADAY_ENTRY_MODEL_CODES = frozenset(
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{
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ENTRY_MODEL_LIQUIDITY_FALSE_BREAK,
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ENTRY_MODEL_STRUCTURE_BREAKOUT,
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}
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)
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ALL_ENTRY_MODEL_CODES = VALID_ENTRY_MODEL_CODES | INTRADAY_ENTRY_MODEL_CODES
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ENTRY_CATEGORY_LABELS: dict[str, str] = {
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ENTRY_CATEGORY_REVERSAL: "反转",
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ENTRY_CATEGORY_TREND: "顺势",
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ENTRY_CATEGORY_SWING: "波段",
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}
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TREND_DIV_ENTRY_REASON_LABELS: Tuple[str, ...] = (
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"启动A",
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"启动B",
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"大分歧A",
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"大分歧B",
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"小分歧",
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)
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INTRADAY_LEGACY_TREND_ENTRY_REASONS: Tuple[str, ...] = (
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"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",
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"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",
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"趋势多头：小分歧低吸入场（左侧），确认条件：二次探底",
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"趋势空头：小分歧高吸入场（左侧），确认条件：二次探顶",
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"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",
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)
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# code, label, category, trade_style, help
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_ENTRY_SPECS: Tuple[Tuple[str, str, str, str, str], ...] = (
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(
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ENTRY_MODEL_LAUNCH_A,
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"启动A",
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ENTRY_CATEGORY_REVERSAL,
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"trend",
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"反转链结构内：摸参考极值前小收敛，或 B 失败后 5m N 字试仓（不单列）",
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),
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(
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ENTRY_MODEL_LAUNCH_B,
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"启动B",
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ENTRY_CATEGORY_REVERSAL,
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"trend",
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"第二次到参考极值附近、无小收敛时的实体突破",
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),
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(
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ENTRY_MODEL_BIG_DIV_A,
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"大分歧A",
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ENTRY_CATEGORY_TREND,
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"trend",
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"主升已确立：突破前收敛，不创新低企稳（空：不创新高）",
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),
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(
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ENTRY_MODEL_BIG_DIV_B,
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"大分歧B",
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ENTRY_CATEGORY_TREND,
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"trend",
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"主升已确立：结构实体突破确认后入场",
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),
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(
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ENTRY_MODEL_SMALL_DIV,
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"小分歧",
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ENTRY_CATEGORY_SWING,
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"swing",
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"主升已确立：二次探底 N 字或 5m 三均线重新多头（空：二次探顶 / 空头均线）",
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),
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)
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_INTRADAY_ENTRY_SPECS: Tuple[Tuple[str, str, str, str, str], ...] = (
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(
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ENTRY_MODEL_LIQUIDITY_FALSE_BREAK,
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"假破",
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ENTRY_CATEGORY_INTRADAY,
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"trend",
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"流动性扫单 → 假突破验证 → 5m N 字 → 15m 顶/底分型",
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),
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(
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ENTRY_MODEL_STRUCTURE_BREAKOUT,
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"结构突破",
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ENTRY_CATEGORY_INTRADAY,
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"trend",
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"15m 结构有效突破（收盘确认）",
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),
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)
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_CODE_TO_LABEL = {code: label for code, label, _, _, _ in _ENTRY_SPECS}
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_CODE_TO_LABEL.update({code: label for code, label, _, _, _ in _INTRADAY_ENTRY_SPECS})
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_CODE_TO_STYLE = {code: style for code, _, _, style, _ in _ENTRY_SPECS}
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_CODE_TO_STYLE.update({code: style for code, _, _, style, _ in _INTRADAY_ENTRY_SPECS})
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_CODE_TO_CATEGORY = {code: cat for code, _, cat, _, _ in _ENTRY_SPECS}
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_CODE_TO_CATEGORY.update({code: cat for code, _, cat, _, _ in _INTRADAY_ENTRY_SPECS})
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_LABEL_TO_CODE = {label: code for code, label, _, _, _ in _ENTRY_SPECS}
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_LABEL_TO_CODE.update({label: code for code, label, _, _, _ in _INTRADAY_ENTRY_SPECS})
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_CODE_TO_HELP = {code: help for code, _, _, _, help in _ENTRY_SPECS}
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_CODE_TO_HELP.update({code: help for code, _, _, _, help in _INTRADAY_ENTRY_SPECS})
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_CATEGORY_ORDER: Tuple[str, ...] = (
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ENTRY_CATEGORY_REVERSAL,
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ENTRY_CATEGORY_TREND,
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ENTRY_CATEGORY_SWING,
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)
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_INTRADAY_WHITELIST = frozenset({"BTC", "ETH"})
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@dataclass(frozen=True)
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class EntryModelOption:
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code: str
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label: str
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category: str
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trade_style: str
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help: str
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def is_intraday_trading_profile(policy: TradePolicy) -> bool:
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"""日内户：启用 BTC/ETH 白名单（env 中 TRADE_SYMBOL_WHITELIST）。"""
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if not policy.symbol_restrict_enabled:
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return False
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if not policy.symbol_whitelist:
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return False
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return all(s in _INTRADAY_WHITELIST for s in policy.symbol_whitelist)
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def order_entry_profile(policy: TradePolicy) -> str:
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return PROFILE_INTRADAY if is_intraday_trading_profile(policy) else PROFILE_TREND_DIV
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def entry_model_options() -> Tuple[EntryModelOption, ...]:
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return tuple(
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EntryModelOption(code=code, label=label, category=cat, trade_style=style, help=help)
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for code, label, cat, style, help in _ENTRY_SPECS
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)
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def intraday_entry_model_options() -> Tuple[EntryModelOption, ...]:
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return tuple(
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EntryModelOption(code=code, label=label, category=cat, trade_style=style, help=help)
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for code, label, cat, style, help in _INTRADAY_ENTRY_SPECS
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)
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def entry_model_categories() -> list[dict[str, Any]]:
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"""两级 UI：反转 / 顺势 / 波段 → 子选项。"""
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opts = entry_model_options()
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out: list[dict[str, Any]] = []
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for cat_key in _CATEGORY_ORDER:
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children = [
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{
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"code": o.code,
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"label": o.label,
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"trade_style": o.trade_style,
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"help": o.help,
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}
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for o in opts
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if o.category == cat_key
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]
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if not children:
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continue
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out.append(
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{
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"key": cat_key,
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"label": ENTRY_CATEGORY_LABELS.get(cat_key, cat_key),
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"options": children,
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}
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)
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return out
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def entry_model_category(code: Optional[str]) -> str:
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c = normalize_entry_model_code(code)
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return _CODE_TO_CATEGORY.get(c, "")
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def normalize_entry_model_code(raw: Optional[str]) -> str:
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v = (raw or "").strip().lower()
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if v in ALL_ENTRY_MODEL_CODES:
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return v
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label = (raw or "").strip()
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if label in _LABEL_TO_CODE:
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return _LABEL_TO_CODE[label]
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return ""
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def entry_model_label(code: Optional[str]) -> str:
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c = normalize_entry_model_code(code)
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return _CODE_TO_LABEL.get(c, "")
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def trade_style_for_entry_model(code: Optional[str]) -> str:
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c = normalize_entry_model_code(code)
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return _CODE_TO_STYLE.get(c, "trend")
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def trade_style_label_zh(trade_style: str) -> str:
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return "波段单" if (trade_style or "").strip().lower() == "swing" else "趋势单"
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def trend_manual_entry_reason_count(policy: TradePolicy) -> int:
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if is_intraday_trading_profile(policy):
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return len(INTRADAY_LEGACY_TREND_ENTRY_REASONS)
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return len(TREND_DIV_ENTRY_REASON_LABELS)
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def build_trend_div_entry_reason_options(
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strategy_options: Sequence[str],
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) -> Tuple[str, ...]:
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return TREND_DIV_ENTRY_REASON_LABELS + tuple(strategy_options)
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def build_intraday_entry_reason_options(
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key_options: Sequence[str],
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strategy_options: Sequence[str],
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) -> Tuple[str, ...]:
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return INTRADAY_LEGACY_TREND_ENTRY_REASONS + tuple(key_options) + tuple(strategy_options)
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def entry_reason_options_for_policy(
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policy: TradePolicy,
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key_options: Sequence[str],
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strategy_options: Sequence[str],
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) -> Tuple[str, ...]:
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if is_intraday_trading_profile(policy):
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return build_intraday_entry_reason_options(key_options, strategy_options)
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return build_trend_div_entry_reason_options(strategy_options)
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def parse_manual_order_style_fields(
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policy: TradePolicy,
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form: Mapping[str, Any],
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*,
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default_trade_style: str = "trend",
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) -> Tuple[str, Optional[str], Optional[str]]:
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"""返回 (trade_style, entry_model_code|None, error_message|None)。"""
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if is_intraday_trading_profile(policy):
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entry_model = normalize_entry_model_code(form.get("entry_model"))
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if entry_model in INTRADAY_ENTRY_MODEL_CODES:
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return "trend", entry_model, None
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raw_style = (form.get("trade_style") or "").strip().lower()
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if raw_style in ("trend", "swing"):
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return raw_style, None, None
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return "", None, "请选择开仓类型（假破 / 结构突破）"
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entry_model = normalize_entry_model_code(form.get("entry_model"))
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if not entry_model:
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return "", None, "请选择开仓类型（反转 / 顺势 / 波段）"
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trade_style = trade_style_for_entry_model(entry_model)
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return trade_style, entry_model, None
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def resolve_trade_record_entry_reason(
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*,
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entry_reason: Optional[str] = None,
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entry_model: Optional[str] = None,
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key_signal_type: Optional[str] = None,
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monitor_type: Optional[str] = None,
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entry_reason_from_key_signal=None,
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entry_reason_for_monitor_type=None,
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) -> str:
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er = (entry_reason or "").strip()
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if er:
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return er
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label = entry_model_label(entry_model)
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if label:
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return label
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kst = (key_signal_type or "").strip()
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if kst and entry_reason_from_key_signal is not None:
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from_key = (entry_reason_from_key_signal(kst) or "").strip()
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if from_key:
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return from_key
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if entry_reason_for_monitor_type is not None:
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from_mt = (entry_reason_for_monitor_type(monitor_type) or "").strip()
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if from_mt:
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return from_mt
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return ""
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def enrich_entry_model_display(item: dict) -> dict:
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code = normalize_entry_model_code(item.get("entry_model"))
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if code:
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item["entry_model"] = code
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item["entry_model_label"] = entry_model_label(code)
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cat = entry_model_category(code)
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if cat:
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item["entry_model_category"] = cat
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item["entry_model_category_label"] = ENTRY_CATEGORY_LABELS.get(cat, "")
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else:
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item.setdefault("entry_model_label", "")
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return item
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def open_position_button_label(policy: TradePolicy, sizing_mode: str) -> str:
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from lib.trade.position_sizing_lib import mode_label_zh
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mode_txt = mode_label_zh(sizing_mode)
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if is_intraday_trading_profile(policy):
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return f"开仓（日内·{mode_txt}）"
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return f"开仓（{mode_txt}）"
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def order_entry_template_context(policy: TradePolicy) -> dict:
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profile = order_entry_profile(policy)
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opts = entry_model_options()
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intraday_opts = intraday_entry_model_options()
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return {
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"order_entry_profile": profile,
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"intraday_discipline": profile == PROFILE_INTRADAY,
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"intraday_entry_model_options": [
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{
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"code": o.code,
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"label": o.label,
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"trade_style": o.trade_style,
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"help": o.help,
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}
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for o in intraday_opts
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],
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"entry_model_options": [
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{
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"code": o.code,
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"label": o.label,
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"category": o.category,
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"trade_style": o.trade_style,
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"help": o.help,
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}
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for o in opts
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],
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"entry_model_categories": entry_model_categories(),
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"entry_model_trade_style_map": {o.code: o.trade_style for o in opts},
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"entry_model_code_to_category": {o.code: o.category for o in opts},
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}
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def hub_meta_entry_context(policy: TradePolicy) -> dict:
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"""供 /api/hub/meta：中控按 profile 隐藏平仓/委托等。"""
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profile = order_entry_profile(policy)
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return {
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"order_entry_profile": profile,
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"intraday_discipline": profile == PROFILE_INTRADAY,
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}
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def migrate_entry_model_columns(conn) -> None:
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for table in ("order_monitors", "trade_records"):
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try:
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conn.execute(f"ALTER TABLE {table} ADD COLUMN entry_model TEXT")
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except Exception:
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pass
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