dekun
166 lines
5.3 KiB
Python
166 lines
5.3 KiB
Python
"""触价开仓关键位监控：程序盯价、触达计划入场后市价成交（四所共用逻辑）。"""
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from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Any, Callable, Optional
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from false_breakout_key_monitor_lib import (
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_parse_created_at,
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expires_at_text,
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is_false_breakout_expired,
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)
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from strategy_trend_lib import trend_dca_level_reached
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TRIGGER_ENTRY_MONITOR_TYPE = "触价开仓"
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TRIGGER_ENTRY_VALIDITY_HOURS = 24
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TRIGGER_ENTRY_CLOSE_FILLED = "trigger_entry_filled"
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TRIGGER_ENTRY_CLOSE_TP_INVALIDATE = "trigger_tp_invalidate"
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TRIGGER_ENTRY_CLOSE_EXPIRED = "trigger_entry_expired"
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TRIGGER_ENTRY_CLOSE_EXCHANGE_FAILED = "trigger_exchange_failed"
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KEY_ENTRY_REASON_TRIGGER = "关键位触价开仓"
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def is_trigger_entry_key_monitor_type(monitor_type: Optional[str]) -> bool:
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return (monitor_type or "").strip() == TRIGGER_ENTRY_MONITOR_TYPE
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def trigger_entry_reached(direction: str, mark_price: float, entry: float) -> bool:
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return trend_dca_level_reached(direction, mark_price, entry)
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def trigger_entry_invalidate_by_tp(direction: str, mark_price: float, take_profit: float) -> bool:
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"""未开仓前标记价先触达止盈侧则失效。"""
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try:
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m = float(mark_price)
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tp = float(take_profit)
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except (TypeError, ValueError):
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return False
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d = (direction or "long").strip().lower()
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if d == "short":
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return m <= tp
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return m >= tp
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def validate_trigger_entry_geometry(
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direction: str,
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entry: float,
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stop_loss: float,
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take_profit: float,
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mark_at_add: Optional[float] = None,
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) -> Optional[str]:
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"""返回错误文案；合法则 None。"""
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try:
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e = float(entry)
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sl = float(stop_loss)
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tp = float(take_profit)
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except (TypeError, ValueError):
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return "入场价、止损、止盈须为有效数字"
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if e <= 0 or sl <= 0 or tp <= 0:
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return "入场价、止损、止盈须大于 0"
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d = (direction or "long").strip().lower()
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if d == "long":
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if not (sl < e < tp):
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return "做多：须满足 止损 < 入场价 < 止盈"
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if mark_at_add is not None and float(mark_at_add) >= tp:
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return "做多：当前价已不低于止盈，无法添加触价开仓"
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elif d == "short":
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if not (tp < e < sl):
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return "做空：须满足 止盈 < 入场价 < 止损"
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if mark_at_add is not None and float(mark_at_add) <= tp:
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return "做空：当前价已不高于止盈，无法添加触价开仓"
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else:
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return "方向须为 long 或 short"
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return None
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def validate_trigger_entry_rr(
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direction: str,
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entry: float,
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stop_loss: float,
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take_profit: float,
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min_rr: float,
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calc_rr_ratio: Callable[..., Optional[float]],
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) -> Optional[str]:
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rr = calc_rr_ratio(direction, entry, stop_loss, take_profit)
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if rr is None or rr <= float(min_rr):
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fmt = f"{rr:.4f}" if rr is not None else "无法计算"
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return f"计划盈亏比 {fmt}:1 未达要求（>{float(min_rr)}:1）"
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return None
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def is_trigger_entry_expired(
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created_at: Any,
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now: datetime,
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*,
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hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
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) -> bool:
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return is_false_breakout_expired(created_at, now, hours=hours)
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def trigger_entry_expires_at_text(
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created_at: Any,
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*,
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hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
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) -> str:
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return expires_at_text(created_at, hours=hours)
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def count_pending_trigger_entries(conn: Any, trading_day: str) -> int:
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td = (trading_day or "").strip()
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if not td:
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return 0
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row = conn.execute(
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"SELECT COUNT(*) FROM key_monitors WHERE monitor_type=? AND session_date=?",
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(TRIGGER_ENTRY_MONITOR_TYPE, td),
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).fetchone()
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return int(row[0] if row else 0)
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def check_trigger_entry_intent_limit(
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conn: Any,
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trading_day: str,
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opens_today: int,
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hard_limit: int,
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) -> tuple[bool, str]:
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"""当日开仓意图：已成交次数 + 待触发触价条数。"""
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if int(hard_limit) <= 0:
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return True, ""
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pending = count_pending_trigger_entries(conn, trading_day)
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total = int(opens_today) + pending
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if total >= int(hard_limit):
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return (
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False,
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f"本交易日开仓意图已达上限（已开 {int(opens_today)} + 待触发 {pending} / 硬上限 {int(hard_limit)}）",
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)
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return True, ""
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def trigger_entry_gate_preview(
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*,
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entry_display: str,
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take_profit_display: str,
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created_at: Any = None,
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now: Optional[datetime] = None,
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expired: bool = False,
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tp_invalidated: bool = False,
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hours: int = TRIGGER_ENTRY_VALIDITY_HOURS,
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) -> dict[str, Any]:
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now_dt = now or datetime.now()
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is_exp = expired or is_trigger_entry_expired(created_at, now_dt, hours=hours)
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exp_txt = trigger_entry_expires_at_text(created_at, hours=hours)
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if tp_invalidated:
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status = "止盈侧失效"
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elif is_exp:
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status = "已过期"
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else:
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status = "触价待触发"
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metrics_parts: list[str] = [f"TP:{take_profit_display}"]
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if exp_txt != "—":
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metrics_parts.append(f"截至:{exp_txt}")
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return {
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"summary": f"触价 E={entry_display} {status}",
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"metrics": " ".join(metrics_parts),
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"gate_ok": not is_exp and not tp_invalidated,
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}
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