crypto_monitor/scripts/patch_position_sizing_to_exchanges.py

#!/usr/bin/env python3
"""一次性:为 okx/gate 注入与 binance 一致的计仓模式补丁(已 patch 过则跳过)."""
from __future__ import annotations

import re
from pathlib import Path

ROOT = Path(__file__).resolve().parents[1]

IMPORT_BLOCK = '''from position_sizing_lib import (
    OPEN_SOURCE_KEY_AUTO,
    OPEN_SOURCE_MANUAL,
    assert_open_source_allowed,
    compute_full_margin_sizing,
    full_margin_requires_flat_position,
    is_full_margin_mode,
    leverage_for_full_margin,
    load_position_sizing_mode,
    mode_label_zh,
)
from lib.key_monitor.key_monitor_full_margin_lib import (
    monitor_type_disallowed_in_full_margin,
    purge_disallowed_key_monitors,
)
'''

ENV_LINE = (
    "# 计仓模式:risk=以损定仓(默认);full_margin=合约可用×比例全仓杠杆(仅 env 切换,须无仓)\n"
    "POSITION_SIZING_MODE = load_position_sizing_mode()\n"
)

PURGE_FN = '''

def _purge_key_monitors_if_full_margin():
    if not is_full_margin_mode(POSITION_SIZING_MODE):
        return
    conn = get_db()
    try:
        cancel = globals().get("_cancel_fib_monitor_limit")
        if not callable(cancel):
            cancel = lambda _row: None
        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,
            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()


'''

MARKET_OPEN_GUARD = '''    ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
    if not ok_src:
        return False, src_msg, None
'''

ADD_KEY_GUARD = '''    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/收敛突破或斐波监控;"
            "请改用阻力/支撑(仅提醒),或切换 POSITION_SIZING_MODE=risk 并重启(须无持仓)."
        )
        return redirect("/key_monitor")
'''

TEMPLATE_RULE = '''            <div class="rule-tip">
                计仓模式:<strong>{{ position_sizing_mode_label }}</strong>(仅 .env <code>POSITION_SIZING_MODE</code>,须无仓后重启)
                {% if position_sizing_mode == 'full_margin' %}
                ｜全仓:合约可用×{{ full_margin_buffer_ratio }},BTC/ETH {{ btc_leverage }}x,其它 {{ alt_leverage }}x,单仓;张数按交易所精度
                {% else %}
                ｜以损定仓:风险 {{ risk_percent }}%
                {% endif %}
                ｜移动保本:下单可勾选关闭;开启时 {{ breakeven_rr_trigger }}R 触发(每 1R 阶梯上移),偏移 {{ breakeven_offset_pct }}%
            </div>'''

APPS = [
    ("crypto_monitor_okx", 4, "_market_open_for_key_monitor", True),
    ("crypto_monitor_gate", 2, "_market_open_for_key_monitor", True),
]


def patch_app(app_dir: str, funds_dec: int, market_fn: str | None, has_fib: bool):
    path = ROOT / app_dir / "app.py"
    text = path.read_text(encoding="utf-8")
    if "POSITION_SIZING_MODE" in text:
        print(f"SKIP {app_dir}/app.py (already patched)")
        return
    if "from position_sizing_lib import" not in text:
        anchor = "from key_monitor_lib import ("
        if anchor not in text:
            anchor = "from form_submit_lib import"
            text = text.replace(
                anchor,
                IMPORT_BLOCK + "\n" + anchor,
                1,
            )
        else:
            text = text.replace(anchor, IMPORT_BLOCK + anchor, 1)
    if "POSITION_SIZING_MODE = load_position_sizing_mode()" not in text:
        text = text.replace(
            "AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n",
            "AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n" + ENV_LINE,
            1,
        )
    if "_purge_key_monitors_if_full_margin" not in text:
        text = text.replace("init_db()\n\n\ndef get_db():", "init_db()" + PURGE_FN + "\ndef get_db():", 1)
        text = text.replace(
            "install_strategy_trend(app,",
            "_purge_key_monitors_if_full_margin()\n\ninstall_strategy_trend(app,",
            1,
        )
    if market_fn and MARKET_OPEN_GUARD.strip() not in text:
        text = text.replace(
            f"def {market_fn}(\n",
            f"def {market_fn}(\n",
            1,
        )
        text = text.replace(
            '    """\n    与手动',
            MARKET_OPEN_GUARD + '    """\n    与手动',
            1,
        )
        # fallback: after docstring closing
        if MARKET_OPEN_GUARD.strip() not in text:
            pat = rf"(def {market_fn}\([^)]+\):\s*\n\s*\"\"\"[^\"\"]*\"\"\"\s*\n)"
            text = re.sub(pat, r"\1" + MARKET_OPEN_GUARD, text, count=1)
    if has_fib and ADD_KEY_GUARD.strip() not in text:
        text = text.replace(
            '    if mt not in allowed_types:',
            ADD_KEY_GUARD + '    if mt not in allowed_types:',
            1,
        ) if "if mt not in allowed_types:" in text else text.replace(
            '    rank, total = _daily_volume_rank(symbol)',
            ADD_KEY_GUARD + '    rank, total = _daily_volume_rank(symbol)',
            1,
        )
    # render_template risk_percent= add template vars
    if "position_sizing_mode=POSITION_SIZING_MODE" not in text:
        text = text.replace(
            "risk_percent=RISK_PERCENT,\n",
            "risk_percent=RISK_PERCENT,\n"
            "        position_sizing_mode=POSITION_SIZING_MODE,\n"
            "        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),\n"
            "        open_position_button_label=(\n"
            '            "开仓(全仓杠杆)" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓(以损定仓)"\n'
            "        ),\n",
            1,
        )
    path.write_text(text, encoding="utf-8")
    print(f"DONE {app_dir}/app.py (partial — verify add_order block manually if needed)")


def patch_template(app_dir: str):
    tpl = ROOT / app_dir / "templates" / "index.html"
    if not tpl.exists():
        return
    text = tpl.read_text(encoding="utf-8")
    if "position_sizing_mode_label" in text:
        print(f"SKIP {tpl}")
        return
    old = re.search(
        r'<div class="rule-tip">\s*以损定仓:风险 \{\{ risk_percent \}\}%.*?</div>',
        text,
        re.S,
    )
    if old:
        text = text[: old.start()] + TEMPLATE_RULE + text[old.end() :]
    text = text.replace(
        '<button type="submit">开仓(以损定仓)</button>',
        '<button type="submit">{{ open_position_button_label }}</button>',
    )
    text = text.replace(
        '<input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">',
        '{% if position_sizing_mode != \'full_margin\' %}\n'
        '                <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">\n'
        '                {% endif %}',
        1,
    )
    tpl.write_text(text, encoding="utf-8")
    print(f"DONE {tpl}")


def main():
    for app_dir, funds, mfn, fib in APPS:
        patch_app(app_dir, funds, mfn, fib)
        patch_template(app_dir)


if __name__ == "__main__":
    main()