User edition: prune docs, license gate, obfuscate core lib.
Keep deploy/basic docs only; integrate sq.bz121.com license client; encrypt strategy/trade/key_monitor/options/hedge_plan for release. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,12 @@
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = 'eNq7lppkmWqWkpJoYWmSbGqeaJJiYJRSYWCZKGZgYpASYJmW6m2hPT9FLAEoL2gClBc3NEqxOJqdmGpSzmWR6BUgLpjKGMwvyJ9SGygQ58znYnltyZW73c3tnzdf6L50cW6PJaO3jJsAt11oWBSXY4RwtoBzuFhKTACzZbSLC290uJulbRpPBK+AXbq4i9R7+9hIrhB3jlg+C6D57kYpJpaGqQAEmzEt'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
+12
-134
@@ -1,134 +1,12 @@
|
||||
"""期权模块 SQLite 表."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
|
||||
|
||||
def init_options_tables(conn: sqlite3.Connection) -> None:
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
inst_id TEXT NOT NULL,
|
||||
underlying TEXT NOT NULL,
|
||||
opt_type TEXT NOT NULL,
|
||||
strike REAL,
|
||||
exp_time TEXT,
|
||||
sheets INTEGER NOT NULL,
|
||||
eth_amount REAL NOT NULL,
|
||||
open_quote REAL,
|
||||
premium_paid REAL,
|
||||
status TEXT DEFAULT 'open',
|
||||
close_quote REAL,
|
||||
premium_received REAL,
|
||||
realized_pnl REAL,
|
||||
profit_alert_sent INTEGER DEFAULT 0,
|
||||
signal_note TEXT,
|
||||
exchange_ord_id TEXT,
|
||||
close_ord_id TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
closed_at TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_convert_log (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
from_ccy TEXT,
|
||||
to_ccy TEXT,
|
||||
rfq_sz REAL,
|
||||
received_sz REAL,
|
||||
quote_id TEXT,
|
||||
status TEXT,
|
||||
message TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_history_hidden (
|
||||
history_key TEXT PRIMARY KEY,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_transfer_log (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
ccy TEXT,
|
||||
amount REAL,
|
||||
from_account TEXT,
|
||||
to_account TEXT,
|
||||
status TEXT,
|
||||
message TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_target_monitors (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
inst_id TEXT NOT NULL,
|
||||
underlying TEXT,
|
||||
opt_type TEXT,
|
||||
target_index REAL NOT NULL,
|
||||
trade_id INTEGER,
|
||||
sheets INTEGER,
|
||||
status TEXT DEFAULT 'active',
|
||||
trigger_idx REAL,
|
||||
close_ord_id TEXT,
|
||||
message TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
triggered_at TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
|
||||
ON options_target_monitors(status)
|
||||
"""
|
||||
)
|
||||
init_options_review_tables(conn)
|
||||
|
||||
|
||||
def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | None:
|
||||
"""同合约所有 open 腿权利金合计(加仓后显示/门控用)."""
|
||||
inst = (inst_id or "").strip()
|
||||
if not inst:
|
||||
return None
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT SUM(premium_paid) AS total, COUNT(*) AS n
|
||||
FROM options_trades
|
||||
WHERE inst_id = ? AND status = 'open' AND premium_paid IS NOT NULL
|
||||
""",
|
||||
(inst,),
|
||||
).fetchone()
|
||||
if not row or int(row["n"] or 0) < 1:
|
||||
return None
|
||||
return round(float(row["total"] or 0), 4)
|
||||
|
||||
|
||||
def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
|
||||
"""同合约所有 open 腿张数合计."""
|
||||
inst = (inst_id or "").strip()
|
||||
if not inst:
|
||||
return None
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT SUM(sheets) AS total, COUNT(*) AS n
|
||||
FROM options_trades
|
||||
WHERE inst_id = ? AND status = 'open'
|
||||
""",
|
||||
(inst,),
|
||||
).fetchone()
|
||||
if not row or int(row["n"] or 0) < 1:
|
||||
return None
|
||||
return int(row["total"] or 0)
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
@@ -1,86 +1,12 @@
|
||||
"""期权历史列表(交易所 positions-history + 当前持仓)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from lib.options.options_db import init_options_tables, sum_open_premium_paid
|
||||
|
||||
|
||||
def enrich_position_row_display(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
raw_pos: dict[str, Any],
|
||||
*,
|
||||
meta_cache: dict[str, dict[str, Any] | None] | None = None,
|
||||
premium_override: float | None = None,
|
||||
) -> dict[str, Any]:
|
||||
from lib.exchange.okx_options_lib import format_position_row, format_usdc_amount, tick_sz_and_ct_mult
|
||||
|
||||
inst_id = str(raw_pos.get("instId") or "").strip()
|
||||
tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
|
||||
row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
|
||||
if premium_override is not None:
|
||||
row["premium_paid"] = premium_override
|
||||
row["premium_paid_fmt"] = format_usdc_amount(premium_override)
|
||||
return row
|
||||
|
||||
|
||||
def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
"""与期权历史页相同的数据源:交易所全平记录 + 当前持仓,排除本地隐藏项."""
|
||||
from lib.exchange.okx_options_lib import (
|
||||
fetch_all_option_positions_history,
|
||||
format_live_option_history_row,
|
||||
format_option_history_row,
|
||||
tick_sz_and_ct_mult,
|
||||
)
|
||||
|
||||
meta_cache: dict[str, dict[str, Any] | None] = {}
|
||||
items: list[dict[str, Any]] = []
|
||||
|
||||
raw_live = cfg["fetch_option_positions"](ex)
|
||||
if raw_live is None:
|
||||
return []
|
||||
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
hidden_keys = {
|
||||
str(r["history_key"])
|
||||
for r in conn.execute("SELECT history_key FROM options_history_hidden").fetchall()
|
||||
}
|
||||
for p in raw_live:
|
||||
inst = str(p.get("instId") or "").strip()
|
||||
premium_override = sum_open_premium_paid(conn, inst) if inst else None
|
||||
row = enrich_position_row_display(
|
||||
cfg,
|
||||
ex,
|
||||
p,
|
||||
meta_cache=meta_cache,
|
||||
premium_override=premium_override,
|
||||
)
|
||||
open_ms = None
|
||||
ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
|
||||
try:
|
||||
if ctime is not None and str(ctime).strip():
|
||||
open_ms = int(float(ctime))
|
||||
except (TypeError, ValueError):
|
||||
open_ms = None
|
||||
items.append(format_live_option_history_row(row, open_ms=open_ms))
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
hist_raw = fetch_all_option_positions_history(ex, limit=200)
|
||||
for raw in hist_raw:
|
||||
inst_id = str(raw.get("instId") or "").strip()
|
||||
tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
|
||||
items.append(format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult))
|
||||
|
||||
open_rows = [x for x in items if x.get("status") == "open"]
|
||||
closed = [x for x in items if x.get("status") != "open"]
|
||||
closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
|
||||
open_rows.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
|
||||
return [
|
||||
x
|
||||
for x in (open_rows + closed)
|
||||
if str(x.get("history_key") or "") not in hidden_keys
|
||||
]
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
+12
-104
@@ -1,104 +1,12 @@
|
||||
"""中控只读聚合:OKX 期权持仓 / 资金 / 本地统计."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from lib.options.options_history_lib import load_options_history
|
||||
from lib.options.options_stats_lib import compute_options_stats_from_history
|
||||
|
||||
|
||||
def _compute_options_stats(ex, cfg) -> dict[str, Any]:
|
||||
history = load_options_history(ex, cfg)
|
||||
return compute_options_stats_from_history(history)
|
||||
|
||||
|
||||
def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
|
||||
if not cfg.get("enabled"):
|
||||
return {"ok": True, "enabled": False}
|
||||
ex = cfg.get("exchange_options")
|
||||
ready_fn = cfg.get("options_api_ready")
|
||||
if not callable(ready_fn):
|
||||
return {"ok": False, "enabled": True, "msg": "期权模块未就绪"}
|
||||
ok, reason = ready_fn(ex)
|
||||
if not ok:
|
||||
return {"ok": False, "enabled": True, "msg": reason or "期权 API 未配置"}
|
||||
try:
|
||||
from lib.options.options_positions_lib import build_display_option_positions
|
||||
|
||||
raw = cfg["fetch_option_positions"](ex)
|
||||
if raw is None:
|
||||
return {"ok": False, "enabled": True, "msg": "获取期权持仓失败"}
|
||||
positions = build_display_option_positions(cfg, ex, raw)
|
||||
target_monitors: list[dict[str, Any]] = []
|
||||
try:
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
|
||||
from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
|
||||
|
||||
target_monitors = list_active_targets(conn) + list_closing_targets(conn)
|
||||
tgt_map = targets_by_inst(conn)
|
||||
hedge_target_map = active_options_targets_by_inst(conn)
|
||||
target_monitors.extend(hedge_target_map.values())
|
||||
for p in positions:
|
||||
mon = tgt_map.get(str(p.get("inst_id") or ""))
|
||||
if mon:
|
||||
p["target_index"] = mon.get("target_index")
|
||||
p["target_monitor_id"] = mon.get("id")
|
||||
p["target_monitor"] = mon
|
||||
hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
|
||||
if hedge_target:
|
||||
p["hedge_plan_target"] = hedge_target
|
||||
if not mon:
|
||||
# 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
|
||||
p["target_index"] = hedge_target.get("target_index")
|
||||
try:
|
||||
from lib.instance.instance_dashboard_lib import (
|
||||
_format_options_target,
|
||||
_resolve_options_source,
|
||||
)
|
||||
|
||||
inst = str(p.get("inst_id") or "")
|
||||
source_key, source_label = _resolve_options_source(conn, inst)
|
||||
p["source"] = source_key
|
||||
p["source_label"] = source_label
|
||||
p["target_monitor_text"] = _format_options_target(p)
|
||||
except Exception:
|
||||
p.setdefault("source_label", "—")
|
||||
p.setdefault("target_monitor_text", "—")
|
||||
finally:
|
||||
conn.close()
|
||||
except Exception:
|
||||
target_monitors = []
|
||||
from lib.options.options_positions_lib import net_pnl_from_display_row
|
||||
|
||||
upl_total = 0.0
|
||||
has_upl = False
|
||||
for p in positions:
|
||||
# 与持仓卡「净盈亏」一致(买一回收−权利金);不用交易所标记价 upl
|
||||
net = net_pnl_from_display_row(p)
|
||||
if net is None:
|
||||
continue
|
||||
has_upl = True
|
||||
upl_total += float(net)
|
||||
bal = cfg["fetch_options_balances"](ex)
|
||||
stats = _compute_options_stats(ex, cfg)
|
||||
return {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"positions": positions,
|
||||
"position_count": len(positions),
|
||||
"target_monitors": target_monitors,
|
||||
"upl_total_usdc": round(upl_total, 4) if has_upl else None,
|
||||
"balances": bal,
|
||||
"funding_usdc": bal.get("funding_usdc"),
|
||||
"funding_usdt": bal.get("funding_usdt"),
|
||||
"trading_usdc": bal.get("trading_usdc"),
|
||||
"trading_usdt": bal.get("trading_usdt"),
|
||||
"stats": stats,
|
||||
"trade_budget": cfg.get("trade_budget"),
|
||||
"account_label": cfg.get("account_label") or "OKX期权",
|
||||
}
|
||||
except Exception as e:
|
||||
return {"ok": False, "enabled": True, "msg": str(e)}
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
File diff suppressed because one or more lines are too long
@@ -1,124 +1,12 @@
|
||||
"""期权限价挂单:展示 enrichment + 超时自动撤单."""
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
|
||||
def _safe_float(v: Any) -> float | None:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def order_age_seconds(order: dict[str, Any], *, now_ms: float | None = None) -> float | None:
|
||||
"""根据交易所 cTime(ms) 估算挂单时长(秒)."""
|
||||
ct = _safe_float(order.get("c_time") or order.get("cTime"))
|
||||
if ct is None or ct <= 0:
|
||||
return None
|
||||
# OKX 一般为毫秒时间戳
|
||||
if ct < 1e12:
|
||||
ct *= 1000.0
|
||||
now = float(now_ms if now_ms is not None else time.time() * 1000.0)
|
||||
age = (now - ct) / 1000.0
|
||||
return age if age >= 0 else 0.0
|
||||
|
||||
|
||||
def is_close_pending_order(order: dict[str, Any]) -> bool:
|
||||
"""平仓向限价挂单:卖出 / reduceOnly."""
|
||||
side = str(order.get("side") or "").lower()
|
||||
if side == "sell":
|
||||
return True
|
||||
return bool(order.get("reduce_only"))
|
||||
|
||||
|
||||
def enrich_pending_orders(
|
||||
orders: list[dict[str, Any]] | None,
|
||||
*,
|
||||
ttl_seconds: float = 600.0,
|
||||
now_ms: float | None = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""为 UI 附加挂单时长与自动撤倒计时."""
|
||||
ttl = max(0.0, float(ttl_seconds or 0))
|
||||
now = float(now_ms if now_ms is not None else time.time() * 1000.0)
|
||||
out: list[dict[str, Any]] = []
|
||||
for raw in orders or []:
|
||||
o = dict(raw)
|
||||
age = order_age_seconds(o, now_ms=now)
|
||||
is_close = is_close_pending_order(o)
|
||||
o["age_sec"] = round(age, 1) if age is not None else None
|
||||
o["is_close_order"] = is_close
|
||||
o["auto_cancel_enabled"] = bool(is_close and ttl > 0)
|
||||
if age is not None and is_close and ttl > 0:
|
||||
remain = max(0.0, ttl - age)
|
||||
o["ttl_seconds"] = ttl
|
||||
o["expire_in_sec"] = round(remain, 1)
|
||||
o["stale"] = remain <= 0
|
||||
else:
|
||||
o["ttl_seconds"] = ttl if is_close else None
|
||||
o["expire_in_sec"] = None
|
||||
o["stale"] = False
|
||||
out.append(o)
|
||||
return out
|
||||
|
||||
|
||||
def cancel_stale_close_pending_orders(
|
||||
*,
|
||||
fetch_pending: Any,
|
||||
cancel_order: Any,
|
||||
ttl_seconds: float = 600.0,
|
||||
now_ms: float | None = None,
|
||||
ex: Any = None,
|
||||
) -> dict[str, Any]:
|
||||
"""
|
||||
平仓限价挂单超过 ttl 自动撤销.
|
||||
fetch_pending(ex) -> list; cancel_order(ex, inst_id=..., ord_id=...).
|
||||
"""
|
||||
ttl = float(ttl_seconds or 0)
|
||||
if ttl <= 0:
|
||||
return {"ok": True, "cancelled": 0, "checked": 0, "skipped": "ttl_disabled"}
|
||||
try:
|
||||
orders = fetch_pending(ex) if ex is not None else fetch_pending()
|
||||
except TypeError:
|
||||
orders = fetch_pending(ex)
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e), "cancelled": 0, "checked": 0}
|
||||
enriched = enrich_pending_orders(orders or [], ttl_seconds=ttl, now_ms=now_ms)
|
||||
cancelled: list[dict[str, Any]] = []
|
||||
errors: list[str] = []
|
||||
checked = 0
|
||||
for o in enriched:
|
||||
if not o.get("is_close_order"):
|
||||
continue
|
||||
checked += 1
|
||||
if not o.get("stale"):
|
||||
continue
|
||||
inst = str(o.get("inst_id") or "").strip()
|
||||
oid = str(o.get("ord_id") or "").strip()
|
||||
if not inst or not oid:
|
||||
continue
|
||||
try:
|
||||
if ex is not None:
|
||||
res = cancel_order(ex, inst_id=inst, ord_id=oid)
|
||||
else:
|
||||
res = cancel_order(inst_id=inst, ord_id=oid)
|
||||
except TypeError:
|
||||
res = cancel_order(ex, inst_id=inst, ord_id=oid)
|
||||
except Exception as e:
|
||||
errors.append(f"{oid}:{e}")
|
||||
continue
|
||||
if res.get("ok"):
|
||||
cancelled.append({"inst_id": inst, "ord_id": oid, "age_sec": o.get("age_sec")})
|
||||
else:
|
||||
errors.append(f"{oid}:{res.get('msg') or 'cancel_failed'}")
|
||||
return {
|
||||
"ok": True,
|
||||
"cancelled": len(cancelled),
|
||||
"checked": checked,
|
||||
"orders": cancelled,
|
||||
"errors": errors,
|
||||
"ttl_seconds": ttl,
|
||||
}
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
+12
-1283
File diff suppressed because one or more lines are too long
@@ -1,143 +1,12 @@
|
||||
"""期权复盘(含对冲) SQLite 表."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
|
||||
|
||||
SOURCE_OPTION = "option_spot"
|
||||
SOURCE_PERP_OPTIONS = "perp_options"
|
||||
SOURCE_OPTIONS_OPTIONS = "options_options"
|
||||
SOURCE_TYPES = (SOURCE_OPTION, SOURCE_PERP_OPTIONS, SOURCE_OPTIONS_OPTIONS)
|
||||
|
||||
|
||||
def init_options_review_tables(conn: sqlite3.Connection) -> None:
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_review_trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
source_type TEXT NOT NULL,
|
||||
history_key TEXT NOT NULL UNIQUE,
|
||||
underlying TEXT,
|
||||
opened_at TEXT,
|
||||
closed_at TEXT,
|
||||
hold_seconds INTEGER,
|
||||
realized_pnl_total REAL,
|
||||
status_raw TEXT,
|
||||
synced_at TEXT,
|
||||
-- 纯期权
|
||||
pos_id TEXT,
|
||||
inst_id TEXT,
|
||||
opt_type TEXT,
|
||||
strike REAL,
|
||||
exp_time TEXT,
|
||||
sheets INTEGER,
|
||||
open_avg REAL,
|
||||
close_avg REAL,
|
||||
premium_paid REAL,
|
||||
realized_pnl REAL,
|
||||
-- 对冲计划
|
||||
hedge_plan_id INTEGER,
|
||||
plan_close_reason TEXT,
|
||||
realized_pnl_perp REAL,
|
||||
realized_pnl_options REAL,
|
||||
premium_total REAL,
|
||||
direction TEXT,
|
||||
tp REAL,
|
||||
sl REAL,
|
||||
target_price REAL,
|
||||
target_price_up REAL,
|
||||
target_price_down REAL,
|
||||
legs_json TEXT,
|
||||
-- 双计防护:纯期权腿已归属对冲计划
|
||||
linked_hedge_plan_id INTEGER,
|
||||
excluded_as_hedge_leg INTEGER DEFAULT 0
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_history_key
|
||||
ON options_review_trades(history_key)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_hedge_plan
|
||||
ON options_review_trades(hedge_plan_id)
|
||||
WHERE hedge_plan_id IS NOT NULL
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_options_review_trades_closed
|
||||
ON options_review_trades(closed_at)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_options_review_trades_source
|
||||
ON options_review_trades(source_type)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_review_entries (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
trade_id INTEGER NOT NULL UNIQUE,
|
||||
strategy_tag TEXT,
|
||||
direction_view TEXT,
|
||||
entry_logic TEXT,
|
||||
exit_reason TEXT,
|
||||
followed_plan TEXT,
|
||||
mistake_tags TEXT,
|
||||
result_tag TEXT,
|
||||
note TEXT,
|
||||
images_json TEXT,
|
||||
image TEXT,
|
||||
reviewed_at TEXT,
|
||||
updated_at TEXT,
|
||||
FOREIGN KEY(trade_id) REFERENCES options_review_trades(id)
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_review_sync_state (
|
||||
key TEXT PRIMARY KEY,
|
||||
value TEXT,
|
||||
updated_at TEXT
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_review_hidden (
|
||||
history_key TEXT PRIMARY KEY,
|
||||
inst_id TEXT,
|
||||
closed_at TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_options_review_hidden_inst
|
||||
ON options_review_hidden(inst_id, closed_at)
|
||||
"""
|
||||
)
|
||||
_ensure_column(conn, "options_review_trades", "linked_hedge_plan_id", "INTEGER")
|
||||
_ensure_column(conn, "options_review_trades", "excluded_as_hedge_leg", "INTEGER DEFAULT 0")
|
||||
_ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
|
||||
_ensure_column(conn, "options_review_trades", "target_price_down", "REAL")
|
||||
|
||||
|
||||
def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
|
||||
rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
|
||||
names: set[str] = set()
|
||||
for r in rows:
|
||||
try:
|
||||
names.add(str(r["name"]))
|
||||
except (TypeError, KeyError, IndexError):
|
||||
names.add(str(r[1]))
|
||||
if col not in names:
|
||||
conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -1,173 +1,12 @@
|
||||
"""期权本地交易统计(胜率 / 盈亏 / 持仓时长)."""
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from lib.instance.instance_embed_context_lib import profit_loss_ratio_from_averages
|
||||
from lib.options.options_db import init_options_tables
|
||||
|
||||
|
||||
def _parse_ts(raw: Any) -> datetime | None:
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
s = str(raw).strip().replace(" ", "T", 1)
|
||||
try:
|
||||
return datetime.fromisoformat(s)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _hold_seconds(created_at: Any, closed_at: Any) -> float | None:
|
||||
start = _parse_ts(created_at)
|
||||
end = _parse_ts(closed_at)
|
||||
if start is None or end is None:
|
||||
return None
|
||||
sec = (end - start).total_seconds()
|
||||
return sec if sec >= 0 else None
|
||||
|
||||
|
||||
def _avg_seconds(values: list[float]) -> float | None:
|
||||
if not values:
|
||||
return None
|
||||
return round(sum(values) / len(values), 1)
|
||||
|
||||
|
||||
def compute_options_stats_from_history(history: list[dict[str, Any]]) -> dict[str, Any]:
|
||||
"""基于期权历史列表(交易所)计算统计."""
|
||||
wins: list[float] = []
|
||||
losses: list[float] = []
|
||||
win_holds: list[float] = []
|
||||
loss_holds: list[float] = []
|
||||
all_holds: list[float] = []
|
||||
open_holds: list[float] = []
|
||||
now = datetime.now()
|
||||
|
||||
for row in history:
|
||||
if row.get("status") == "open":
|
||||
start = _parse_ts(row.get("created_at"))
|
||||
if start is not None:
|
||||
sec = (now - start).total_seconds()
|
||||
if sec >= 0:
|
||||
open_holds.append(sec)
|
||||
continue
|
||||
pnl_raw = row.get("realized_pnl")
|
||||
if pnl_raw is None:
|
||||
continue
|
||||
try:
|
||||
pnl = float(pnl_raw)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
hold = _hold_seconds(row.get("created_at"), row.get("closed_at"))
|
||||
if hold is not None:
|
||||
all_holds.append(hold)
|
||||
if pnl > 0:
|
||||
wins.append(pnl)
|
||||
if hold is not None:
|
||||
win_holds.append(hold)
|
||||
elif pnl < 0:
|
||||
losses.append(pnl)
|
||||
if hold is not None:
|
||||
loss_holds.append(hold)
|
||||
|
||||
total_closed = len(wins) + len(losses)
|
||||
win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0
|
||||
avg_win = sum(wins) / len(wins) if wins else None
|
||||
avg_loss = sum(losses) / len(losses) if losses else None
|
||||
|
||||
total_profit = round(sum(wins), 4) if wins else 0.0
|
||||
total_loss = round(abs(sum(losses)), 4) if losses else 0.0
|
||||
net_realized = round(sum(wins) + sum(losses), 4)
|
||||
return {
|
||||
"total_closed": total_closed,
|
||||
"win_count": len(wins),
|
||||
"loss_count": len(losses),
|
||||
"win_rate": win_rate,
|
||||
"profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
|
||||
"avg_win": round(avg_win, 4) if avg_win is not None else None,
|
||||
"avg_loss": round(abs(avg_loss), 4) if avg_loss is not None else None,
|
||||
"total_profit": total_profit,
|
||||
"total_loss": total_loss,
|
||||
"net_realized_pnl": net_realized,
|
||||
"avg_hold_sec": _avg_seconds(all_holds),
|
||||
"avg_win_hold_sec": _avg_seconds(win_holds),
|
||||
"avg_loss_hold_sec": _avg_seconds(loss_holds),
|
||||
"open_count": len(open_holds),
|
||||
"avg_open_hold_sec": _avg_seconds(open_holds),
|
||||
}
|
||||
|
||||
|
||||
def compute_options_stats(get_db) -> dict[str, Any]:
|
||||
conn = get_db()
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
closed_rows = conn.execute(
|
||||
"""
|
||||
SELECT realized_pnl, created_at, closed_at
|
||||
FROM options_trades
|
||||
WHERE status = 'closed' AND realized_pnl IS NOT NULL
|
||||
"""
|
||||
).fetchall()
|
||||
open_rows = conn.execute(
|
||||
"""
|
||||
SELECT created_at FROM options_trades WHERE status = 'open'
|
||||
"""
|
||||
).fetchall()
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
wins: list[float] = []
|
||||
losses: list[float] = []
|
||||
win_holds: list[float] = []
|
||||
loss_holds: list[float] = []
|
||||
all_holds: list[float] = []
|
||||
now = datetime.now()
|
||||
|
||||
for row in closed_rows:
|
||||
pnl = float(row["realized_pnl"])
|
||||
hold = _hold_seconds(row["created_at"], row["closed_at"])
|
||||
if hold is not None:
|
||||
all_holds.append(hold)
|
||||
if pnl > 0:
|
||||
wins.append(pnl)
|
||||
if hold is not None:
|
||||
win_holds.append(hold)
|
||||
elif pnl < 0:
|
||||
losses.append(pnl)
|
||||
if hold is not None:
|
||||
loss_holds.append(hold)
|
||||
|
||||
open_holds: list[float] = []
|
||||
for row in open_rows:
|
||||
start = _parse_ts(row["created_at"])
|
||||
if start is None:
|
||||
continue
|
||||
sec = (now - start).total_seconds()
|
||||
if sec >= 0:
|
||||
open_holds.append(sec)
|
||||
|
||||
total_closed = len(wins) + len(losses)
|
||||
win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0
|
||||
avg_win = sum(wins) / len(wins) if wins else None
|
||||
avg_loss = sum(losses) / len(losses) if losses else None
|
||||
|
||||
total_profit = round(sum(wins), 4) if wins else 0.0
|
||||
total_loss = round(abs(sum(losses)), 4) if losses else 0.0
|
||||
net_realized = round(sum(wins) + sum(losses), 4)
|
||||
return {
|
||||
"total_closed": total_closed,
|
||||
"win_count": len(wins),
|
||||
"loss_count": len(losses),
|
||||
"win_rate": win_rate,
|
||||
"profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
|
||||
"avg_win": round(avg_win, 4) if avg_win is not None else None,
|
||||
"avg_loss": round(abs(avg_loss), 4) if avg_loss is not None else None,
|
||||
"total_profit": total_profit,
|
||||
"total_loss": total_loss,
|
||||
"net_realized_pnl": net_realized,
|
||||
"avg_hold_sec": _avg_seconds(all_holds),
|
||||
"avg_win_hold_sec": _avg_seconds(win_holds),
|
||||
"avg_loss_hold_sec": _avg_seconds(loss_holds),
|
||||
"open_count": len(open_holds),
|
||||
"avg_open_hold_sec": _avg_seconds(open_holds),
|
||||
}
|
||||
# obfuscated module — do not edit
|
||||
import base64, marshal, zlib
|
||||
_B = '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'
|
||||
_K = '5eb9e6dda894c57a4e02d809ae440d49'
|
||||
def _d(b, k):
|
||||
raw = zlib.decompress(base64.b64decode(b))
|
||||
key = k.encode("utf-8") if isinstance(k, str) else k
|
||||
out = bytearray(len(raw))
|
||||
for i, c in enumerate(raw):
|
||||
out[i] = c ^ key[i % len(key)]
|
||||
return bytes(out)
|
||||
exec(marshal.loads(_d(_B, _K)), globals())
|
||||
|
||||
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user