dekun
e2bf58cfd3
保本后结束趋势计划，持仓转入下单监控（备注趋势回调），交易所同时挂保本止损与计划止盈；中控或交易所平仓均经下单监控写入交易记录（trend_plan_id、开仓类型），四所共用 strategy_trend_register。 Co-authored-by: Cursor <cursoragent@cursor.com>
105 lines
3.2 KiB
Python
105 lines
3.2 KiB
Python
"""策略交易写入 trade_records 时的类型与复盘开仓类型标注。"""
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from __future__ import annotations
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from typing import Optional
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MONITOR_TYPE_TREND_PULLBACK = "趋势回调"
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MONITOR_TYPE_ROLL = "顺势加仓"
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ENTRY_REASON_TREND_PULLBACK = "趋势回调"
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ENTRY_REASON_ROLL = "顺势加仓"
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STRATEGY_ENTRY_REASON_OPTIONS = (
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ENTRY_REASON_TREND_PULLBACK,
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ENTRY_REASON_ROLL,
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)
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# 趋势回调保本移交下单监控：order_monitors.key_signal_type / 平仓备注
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TREND_HANDOFF_KEY_SIGNAL = ENTRY_REASON_TREND_PULLBACK
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TREND_HANDOFF_TRADE_NOTE = "趋势回调计划"
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def handoff_trade_miss_reason(miss_reason, row) -> Optional[str]:
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"""趋势保本移交的监控单平仓：交易记录备注带来源。"""
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if trend_plan_id_from_monitor_row(row) is None:
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return miss_reason
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base = (miss_reason or "").strip()
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if TREND_HANDOFF_TRADE_NOTE in base:
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return base or TREND_HANDOFF_TRADE_NOTE
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if base:
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return f"{TREND_HANDOFF_TRADE_NOTE}；{base}"
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return TREND_HANDOFF_TRADE_NOTE
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def trend_plan_id_from_monitor_row(row) -> Optional[int]:
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if row is None:
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return None
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try:
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keys = row.keys() if hasattr(row, "keys") else []
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except Exception:
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keys = []
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if "trend_plan_id" not in keys or row["trend_plan_id"] in (None, ""):
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return None
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try:
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tid = int(row["trend_plan_id"])
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return tid if tid > 0 else None
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except (TypeError, ValueError):
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return None
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def order_had_roll_fills(conn, order_monitor_id) -> bool:
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try:
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oid = int(order_monitor_id)
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except (TypeError, ValueError):
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return False
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if oid <= 0:
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return False
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try:
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row = conn.execute(
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"""SELECT 1 FROM roll_legs l
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INNER JOIN roll_groups g ON g.id = l.roll_group_id
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WHERE g.order_monitor_id=? AND l.status='filled'
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LIMIT 1""",
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(oid,),
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).fetchone()
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return row is not None
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except Exception:
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return False
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def _row_monitor_type(row, default_manual: str) -> str:
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if row is None:
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return default_manual
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try:
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keys = row.keys() if hasattr(row, "keys") else []
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except Exception:
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keys = []
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if "monitor_type" in keys:
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mt = (row["monitor_type"] or "").strip()
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if mt:
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return mt
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return default_manual
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def trade_record_monitor_type(conn, order_row, *, default_manual: str = "下单监控") -> str:
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"""平仓写入 trade_records 时：曾顺势加仓则标「顺势加仓」，否则沿用监控单类型。"""
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oid = None
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try:
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keys = order_row.keys() if hasattr(order_row, "keys") else []
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if "id" in keys and order_row["id"] is not None:
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oid = int(order_row["id"])
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except Exception:
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oid = None
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if oid and order_had_roll_fills(conn, oid):
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return MONITOR_TYPE_ROLL
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return _row_monitor_type(order_row, default_manual)
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def entry_reason_for_monitor_type(monitor_type: str | None) -> str:
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mt = (monitor_type or "").strip()
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if mt == MONITOR_TYPE_TREND_PULLBACK:
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return ENTRY_REASON_TREND_PULLBACK
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if mt == MONITOR_TYPE_ROLL:
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return ENTRY_REASON_ROLL
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return ""
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