移除全部对冲计划模块：crypto_okx 改为币本位单独期权执行机。
交易模式锁定 options；okx_trade_mode / 到期盈亏迁入 options；保留期权/桥/关键位/企微与中控预留快照口径。恢复点：backup/before-remove-hedge 与 tag backup-before-remove-hedge-20260930。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -0,0 +1,74 @@
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"""OKX 交易模式(币本位期权专用机:仅单独期权).
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历史 .env 若仍为 perp_options / options_options,读取时归一为 options,
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对冲模块已移除,不可再启用.
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"""
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from __future__ import annotations
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import os
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from typing import Optional
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MODE_OPTIONS = "options"
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# 兼容旧配置名,不再作为可选模式
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MODE_PERP = "perp_options"
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MODE_OO = "options_options"
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VALID_MODES = frozenset({MODE_OPTIONS})
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UI_MODES = frozenset({MODE_OPTIONS})
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_ALIASES = {
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"option": MODE_OPTIONS,
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"standalone": MODE_OPTIONS,
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"期权": MODE_OPTIONS,
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"单独期权": MODE_OPTIONS,
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"po": MODE_OPTIONS,
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"perp": MODE_OPTIONS,
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"perp_options": MODE_OPTIONS,
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"永期": MODE_OPTIONS,
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"永期对冲": MODE_OPTIONS,
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"oo": MODE_OPTIONS,
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"options_options": MODE_OPTIONS,
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"期期": MODE_OPTIONS,
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"期期对冲": MODE_OPTIONS,
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}
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def normalize_okx_trade_mode(raw: Optional[str] = None) -> str:
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s = str(raw or "").strip().lower()
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if s in VALID_MODES:
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return s
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if s in _ALIASES:
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return _ALIASES[s]
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# 未知或空 → 单独期权
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return MODE_OPTIONS
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def legacy_infer_okx_trade_mode() -> str:
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return MODE_OPTIONS
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def get_okx_trade_mode() -> str:
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return normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
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def hedge_module_enabled() -> bool:
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return False
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def show_perp_options() -> bool:
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return False
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def show_options_options() -> bool:
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return False
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def standalone_options_open_allowed() -> bool:
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return True
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def mode_label(mode: Optional[str] = None) -> str:
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return "单独期权"
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def block_standalone_open_by_mode_msg() -> Optional[str]:
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return None
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@@ -1,85 +1,77 @@
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"""实例数据看板用的轻量期权持仓(无余额/历史;含 close_preview 供净盈亏)."""
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from __future__ import annotations
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from typing import Any
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def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict[str, Any]]:
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"""
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拉期权持仓 + 本地目标/对冲标注 + 买一净盈亏预览,供看板后台聚合.
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不走 options dashboard snapshot(避免余额/历史).
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"""
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if not cfg.get("enabled"):
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return []
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ex = cfg.get("exchange_options")
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ready_fn = cfg.get("options_api_ready")
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if not callable(ready_fn):
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return []
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ok, _reason = ready_fn(ex)
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if not ok:
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return []
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fetch_fn = cfg.get("fetch_option_positions")
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if not callable(fetch_fn):
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return []
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raw = fetch_fn(ex)
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if raw is None:
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return []
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if not raw:
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return []
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from lib.options.options_db import init_options_tables, sum_open_premium_paid
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from lib.options.options_history_lib import enrich_position_row_display
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from lib.options.options_positions_lib import attach_close_preview
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meta_cache: dict[str, dict[str, Any] | None] = {}
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rows: list[dict[str, Any]] = []
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get_db = cfg.get("get_db")
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if not callable(get_db):
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for p in raw:
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if not isinstance(p, dict):
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continue
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row = enrich_position_row_display(cfg, ex, p, meta_cache=meta_cache)
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attach_close_preview(cfg, ex, row)
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rows.append(row)
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return rows
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conn = get_db()
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try:
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init_options_tables(conn)
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try:
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from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
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from lib.options.options_target_lib import targets_by_inst
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tgt_map = targets_by_inst(conn)
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hedge_target_map = active_options_targets_by_inst(conn)
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except Exception:
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tgt_map = {}
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hedge_target_map = {}
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for p in raw:
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if not isinstance(p, dict):
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continue
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inst = str(p.get("instId") or "").strip()
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premium_override = sum_open_premium_paid(conn, inst) if inst else None
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row = enrich_position_row_display(
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cfg,
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ex,
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p,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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attach_close_preview(cfg, ex, row, premium_paid=premium_override)
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mon = tgt_map.get(str(row.get("inst_id") or ""))
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if mon:
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row["target_index"] = mon.get("target_index")
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row["target_monitor_id"] = mon.get("id")
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row["target_monitor"] = mon
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hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
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if hedge_target:
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row["hedge_plan_target"] = hedge_target
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if not mon:
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row["target_index"] = hedge_target.get("target_index")
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rows.append(row)
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finally:
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conn.close()
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return rows
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"""实例数据看板用的轻量期权持仓(无余额/历史;含 close_preview 供净盈亏)."""
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from __future__ import annotations
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from typing import Any
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def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict[str, Any]]:
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"""
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拉期权持仓 + 本地目标/对冲标注 + 买一净盈亏预览,供看板后台聚合.
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不走 options dashboard snapshot(避免余额/历史).
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"""
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if not cfg.get("enabled"):
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return []
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ex = cfg.get("exchange_options")
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ready_fn = cfg.get("options_api_ready")
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if not callable(ready_fn):
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return []
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ok, _reason = ready_fn(ex)
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if not ok:
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return []
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fetch_fn = cfg.get("fetch_option_positions")
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if not callable(fetch_fn):
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return []
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raw = fetch_fn(ex)
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if raw is None:
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return []
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if not raw:
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return []
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from lib.options.options_db import init_options_tables, sum_open_premium_paid
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from lib.options.options_history_lib import enrich_position_row_display
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from lib.options.options_positions_lib import attach_close_preview
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meta_cache: dict[str, dict[str, Any] | None] = {}
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rows: list[dict[str, Any]] = []
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get_db = cfg.get("get_db")
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if not callable(get_db):
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for p in raw:
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if not isinstance(p, dict):
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continue
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row = enrich_position_row_display(cfg, ex, p, meta_cache=meta_cache)
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attach_close_preview(cfg, ex, row)
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rows.append(row)
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return rows
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conn = get_db()
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try:
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init_options_tables(conn)
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try:
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from lib.options.options_target_lib import targets_by_inst
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tgt_map = targets_by_inst(conn)
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except Exception:
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tgt_map = {}
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for p in raw:
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if not isinstance(p, dict):
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continue
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inst = str(p.get("instId") or "").strip()
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premium_override = sum_open_premium_paid(conn, inst) if inst else None
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row = enrich_position_row_display(
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cfg,
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ex,
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p,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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attach_close_preview(cfg, ex, row, premium_paid=premium_override)
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mon = tgt_map.get(str(row.get("inst_id") or ""))
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if mon:
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row["target_index"] = mon.get("target_index")
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row["target_monitor_id"] = mon.get("id")
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row["target_monitor"] = mon
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rows.append(row)
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finally:
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conn.close()
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return rows
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@@ -28,15 +28,12 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
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try:
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conn = cfg["get_db"]()
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try:
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from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
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from lib.options.options_profit_exit_lib import profit_exit_by_inst
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from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
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target_monitors = list_active_targets(conn) + list_closing_targets(conn)
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tgt_map = targets_by_inst(conn)
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hedge_target_map = active_options_targets_by_inst(conn)
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profit_exit_map = profit_exit_by_inst(conn)
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target_monitors.extend(hedge_target_map.values())
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for pe in profit_exit_map.values():
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if pe.get("profit_exit_enabled"):
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target_monitors.append(
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@@ -59,12 +56,6 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
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p["profit_exit_mult"] = pe.get("profit_exit_mult")
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p["profit_exit_state"] = pe.get("profit_exit_state")
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p["profit_exit_required_recycle"] = pe.get("required_recycle")
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hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
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if hedge_target:
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p["hedge_plan_target"] = hedge_target
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if not mon:
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# 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。
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p["target_index"] = hedge_target.get("target_index")
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try:
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from lib.instance.instance_dashboard_lib import (
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_format_options_target,
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@@ -74,7 +74,7 @@ def option_position_limit_block_msg(
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- 拉持仓失败:拒绝开仓(避免绕过上限)
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"""
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try:
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from lib.hedge_plan.okx_trade_mode_lib import standalone_options_open_allowed
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from lib.options.okx_trade_mode_lib import standalone_options_open_allowed
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# 对冲模式用 MAX_ACTIVE_HEDGE_PLANS 管「组数」,不占用期权笔数上限
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if max_active is None and not standalone_options_open_allowed():
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@@ -28,6 +28,28 @@ def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
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return float(quote_per_unit) * float(ct_mult)
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def option_expiry_pnl(
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*,
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opt_type: str,
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strike: float,
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spot: float,
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sheets: float,
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ct_mult: float,
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premium_paid: float,
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) -> float:
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"""到期按实值估算盈亏(权利金币种口径);模拟盘到期结算等复用."""
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o = (opt_type or "").strip().upper()
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intrinsic_per_coin = 0.0
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if o in ("C", "CALL"):
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intrinsic_per_coin = max(0.0, float(spot) - float(strike))
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elif o in ("P", "PUT"):
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intrinsic_per_coin = max(0.0, float(strike) - float(spot))
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else:
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return -float(premium_paid)
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value = intrinsic_per_coin * float(sheets) * float(ct_mult or 0.01)
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return value - float(premium_paid)
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def format_quote_liquidity(px: float | None, sz: float | None, *, px_decimals: int = 4) -> str | None:
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"""盘口展示:价格/张数,如 17.2/150."""
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if px is None:
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@@ -310,34 +310,12 @@ def run_options_profit_exits(
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"""扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数."""
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ensure_profit_exit_columns(conn)
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pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
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hedge_managed: set[str] = set()
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try:
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from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
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init_hedge_plan_tables(conn)
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hedge_managed = active_hedge_option_inst_ids(conn)
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except Exception:
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# 对冲表异常时不得整段跳过翻倍出场
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hedge_managed = set()
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rules = profit_exit_by_inst(conn)
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triggered = 0
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for inst_id, info in list(rules.items()):
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if not inst_id:
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continue
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if inst_id in hedge_managed:
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_mark_state(conn, inst_id, "idle")
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conn.execute(
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"""
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UPDATE options_trades
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SET profit_exit_enabled = 0, profit_exit_state = 'idle'
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WHERE inst_id = ? AND status = 'open'
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""",
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(inst_id,),
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)
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_commit(conn)
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continue
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pos = pos_by_inst.get(inst_id)
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if not pos:
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# 本轮暂无持仓:不改状态(避免接口抖动误标 done);真正平完由 sync 收尾
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+1997
-2108
File diff suppressed because it is too large
Load Diff
@@ -586,32 +586,11 @@ def _mark_option_legs_excluded(
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def sync_hedge_plans_closed(conn: sqlite3.Connection) -> dict[str, Any]:
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"""从本地 hedge_plans 导入已结束计划(计划级)."""
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"""对冲模块已移除:不再导入对冲计划到复盘."""
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init_options_review_tables(conn)
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from lib.hedge_plan.hedge_plan_db import get_plan_legs, init_hedge_plan_tables, list_plans
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return {"ok": True, "fetched": 0, "inserted": 0, "updated": 0, "skipped": 0, "removed": True}
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init_hedge_plan_tables(conn)
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plans = list_plans(conn, status="closed", limit=500)
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inserted = updated = skipped = 0
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for plan in plans:
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legs = get_plan_legs(conn, int(plan["id"]))
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action = upsert_hedge_plan_row(conn, plan, legs)
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if action == "inserted":
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inserted += 1
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elif action == "updated":
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updated += 1
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else:
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skipped += 1
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last_id = max((int(p["id"]) for p in plans), default=0)
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set_sync_state(conn, "hedge_last_sync_at", _now_str())
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set_sync_state(conn, "hedge_last_plan_id", str(last_id))
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return {
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"ok": True,
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"fetched": len(plans),
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"inserted": inserted,
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"updated": updated,
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"skipped": skipped,
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}
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|
||||
|
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def sync_all_review_sources(
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@@ -653,16 +632,12 @@ def ensure_local_review_synced(
|
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if backfill_exchange_pnl and ex is not None:
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try:
|
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from lib.exchange.okx_options_lib import fetch_all_option_positions_history
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from lib.hedge_plan.hedge_plan_settle_lib import (
|
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backfill_hedge_option_legs_realized_pnl,
|
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)
|
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from lib.options.options_monitor_lib import (
|
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backfill_closed_options_realized_pnl_from_history,
|
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)
|
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|
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hist = fetch_all_option_positions_history(ex, limit=200)
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backfill_closed_options_realized_pnl_from_history(conn, hist)
|
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backfill_hedge_option_legs_realized_pnl(conn, hist)
|
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except Exception:
|
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pass
|
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out = sync_all_review_sources(conn, ex=ex, from_exchange=False)
|
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|
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@@ -1,452 +1,452 @@
|
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"""OKX 期权复盘模块:Flask 路由注册(含对冲计划级复盘)."""
|
||||
from __future__ import annotations
|
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|
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import os
|
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from typing import Any
|
||||
|
||||
from flask import Flask, jsonify, request, send_file
|
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from jinja2 import ChoiceLoader, FileSystemLoader
|
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from werkzeug.utils import secure_filename
|
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|
||||
from lib.options.options_review_db import SOURCE_TYPES, init_options_review_tables
|
||||
from lib.options.options_review_images_lib import (
|
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OPTIONS_REVIEW_UPLOAD_TFS,
|
||||
normalize_options_review_draft_id,
|
||||
options_review_image_paths,
|
||||
options_review_upload_dir,
|
||||
save_options_review_slot_file,
|
||||
)
|
||||
from lib.options.options_review_lib import (
|
||||
SOURCE_LABELS,
|
||||
compute_review_stats,
|
||||
count_review_trades,
|
||||
delete_review_entry,
|
||||
ensure_local_review_synced,
|
||||
get_review_trade,
|
||||
hide_review_trade,
|
||||
list_review_trades,
|
||||
save_review_entry,
|
||||
)
|
||||
|
||||
|
||||
def _review_source_for_mode(requested: str | None) -> str | None:
|
||||
"""按当前交易模式钳制复盘 source_type;不允许跨模式窥探."""
|
||||
try:
|
||||
from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
|
||||
|
||||
mode = get_okx_trade_mode()
|
||||
except Exception:
|
||||
mode = "options"
|
||||
allowed = {
|
||||
"options": "option_spot",
|
||||
"perp_options": "perp_options",
|
||||
"options_options": "options_options",
|
||||
}.get(mode, "option_spot")
|
||||
req = (requested or "").strip()
|
||||
if not req:
|
||||
return allowed
|
||||
if req == allowed:
|
||||
return allowed
|
||||
# 显式 all=1 仍拒绝跨模式,除非管理员扩展;此处一律钳制
|
||||
return allowed
|
||||
|
||||
|
||||
def attach_options_review_templates(app: Flask, repo_root: str) -> None:
|
||||
tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
|
||||
if not os.path.isdir(tpl_dir):
|
||||
return
|
||||
existing = app.jinja_loader
|
||||
loaders = [FileSystemLoader(tpl_dir)]
|
||||
if existing is not None:
|
||||
if isinstance(existing, ChoiceLoader):
|
||||
loaders = list(existing.loaders) + loaders
|
||||
else:
|
||||
loaders.insert(0, existing)
|
||||
app.jinja_loader = ChoiceLoader(loaders)
|
||||
|
||||
|
||||
def install_options_review(app: Flask, repo_root: str, app_module: Any) -> None:
|
||||
attach_options_review_templates(app, repo_root)
|
||||
cfg = {
|
||||
"get_db": app_module.get_db,
|
||||
"login_required": app_module.login_required,
|
||||
"exchange_options": getattr(app_module, "exchange_options", None),
|
||||
"render_main_page": app_module.render_main_page,
|
||||
"upload_folder": getattr(app_module, "UPLOAD_FOLDER", None)
|
||||
or os.path.join(getattr(app_module, "BASE_DIR", repo_root), "static", "images"),
|
||||
"options_enabled": bool(getattr(app_module, "OKX_OPTIONS_ENABLED", False)),
|
||||
"app_module": app_module,
|
||||
}
|
||||
app.extensions["options_review_cfg"] = cfg
|
||||
register_options_review_routes(app, cfg, repo_root)
|
||||
|
||||
|
||||
def _require_ex(cfg: dict[str, Any]):
|
||||
from lib.exchange.okx_options_lib import options_api_ready
|
||||
|
||||
if not cfg.get("options_enabled"):
|
||||
return None, "期权模块未启用"
|
||||
ex = cfg.get("exchange_options")
|
||||
ok, reason = options_api_ready(ex)
|
||||
if not ok:
|
||||
return None, reason or "期权 API 未配置"
|
||||
return ex, ""
|
||||
|
||||
|
||||
def _truthy(raw: Any) -> bool:
|
||||
return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
|
||||
|
||||
|
||||
def _prepare_review_entry_images(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
data: dict[str, Any],
|
||||
) -> dict[str, Any]:
|
||||
"""客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
|
||||
from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
|
||||
from lib.options.options_review_images_lib import parse_options_review_images_json
|
||||
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
cleaned: list[dict[str, str]] = []
|
||||
for item in images:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
tf = str(item.get("tf") or "").strip()
|
||||
file = str(item.get("file") or "").strip()
|
||||
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
continue
|
||||
cleaned.append({"tf": tf, "file": file})
|
||||
|
||||
want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
|
||||
if not want_chart:
|
||||
row = conn.execute(
|
||||
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
|
||||
(int(trade_id),),
|
||||
).fetchone()
|
||||
if row:
|
||||
for item in parse_options_review_images_json(row["images_json"]):
|
||||
if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
cleaned.insert(0, dict(item))
|
||||
break
|
||||
|
||||
out = dict(data)
|
||||
out["images"] = cleaned
|
||||
return out
|
||||
|
||||
|
||||
def _maybe_schedule_options_review_chart(
|
||||
cfg: dict[str, Any],
|
||||
trade: dict[str, Any],
|
||||
data: dict[str, Any],
|
||||
) -> bool:
|
||||
"""纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
|
||||
if str(trade.get("source_type") or "").strip() != "option_spot":
|
||||
return False
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
|
||||
if has_manual or not _truthy(data.get("journal_exchange_chart")):
|
||||
return False
|
||||
|
||||
app_module = cfg.get("app_module")
|
||||
if app_module is None:
|
||||
return False
|
||||
if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
|
||||
return False
|
||||
generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
|
||||
if not callable(generate_fn):
|
||||
return False
|
||||
|
||||
from lib.instance.journal_chart_lib import (
|
||||
parse_journal_chart_anchor,
|
||||
parse_journal_chart_limit,
|
||||
parse_journal_chart_timeframes,
|
||||
)
|
||||
from lib.options.options_review_chart_async_lib import (
|
||||
schedule_options_review_exchange_chart,
|
||||
underlying_to_okx_perp_symbol,
|
||||
)
|
||||
from lib.options.options_review_images_lib import options_review_upload_dir
|
||||
from lib.options.options_review_lib import _now_str
|
||||
|
||||
fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
|
||||
journal_tfs = parse_journal_chart_timeframes(
|
||||
data.get("journal_chart_tf1"),
|
||||
data.get("journal_chart_tf2"),
|
||||
fallback_tfs or None,
|
||||
)
|
||||
journal_limit = parse_journal_chart_limit(
|
||||
data.get("journal_chart_limit"),
|
||||
int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
|
||||
)
|
||||
chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
|
||||
|
||||
underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
|
||||
exchange_symbol = underlying_to_okx_perp_symbol(
|
||||
underlying,
|
||||
normalize_symbol_input_fn=app_module.normalize_symbol_input,
|
||||
normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
|
||||
)
|
||||
if not exchange_symbol:
|
||||
return False
|
||||
|
||||
to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
|
||||
if not callable(to_ms):
|
||||
return False
|
||||
entry_ts = to_ms(trade.get("opened_at"))
|
||||
exit_ts = to_ms(trade.get("closed_at"))
|
||||
if entry_ts is None and exit_ts is None:
|
||||
return False
|
||||
|
||||
now_ms = None
|
||||
app_now = getattr(app_module, "app_now", None)
|
||||
if callable(app_now):
|
||||
try:
|
||||
now_ms = int(app_now().timestamp() * 1000)
|
||||
except Exception:
|
||||
now_ms = None
|
||||
|
||||
inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
|
||||
upload_folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
schedule_options_review_exchange_chart(
|
||||
trade_id=int(trade["id"]),
|
||||
exchange_symbol=exchange_symbol,
|
||||
title_prefix=f"{underlying or 'OPT'} {inst} review",
|
||||
journal_tfs=journal_tfs,
|
||||
journal_limit=journal_limit,
|
||||
marker_payload={
|
||||
"entry_ts_ms": entry_ts,
|
||||
"exit_ts_ms": exit_ts,
|
||||
# 只按时间钉进/出场,不传价格与止损
|
||||
"chart_anchor": chart_anchor,
|
||||
"now_ts_ms": now_ms,
|
||||
},
|
||||
upload_folder=upload_folder,
|
||||
generate_chart_fn=generate_fn,
|
||||
get_db_fn=cfg["get_db"],
|
||||
now_str_fn=_now_str,
|
||||
)
|
||||
return True
|
||||
|
||||
|
||||
def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
|
||||
lr = cfg["login_required"]
|
||||
|
||||
@app.route("/options/review")
|
||||
@lr
|
||||
def options_review_page():
|
||||
from lib.instance.instance_embed_lib import redirect_to_embed_shell_if_enabled
|
||||
|
||||
redir = redirect_to_embed_shell_if_enabled("options_review")
|
||||
if redir is not None:
|
||||
return redir
|
||||
return cfg["render_main_page"]("options_review")
|
||||
|
||||
@app.route("/static/options_review.js")
|
||||
@lr
|
||||
def static_options_review_js():
|
||||
path = os.path.join(repo_root, "lib", "common", "static", "options_review.js")
|
||||
if not os.path.isfile(path):
|
||||
return ("not found", 404)
|
||||
return send_file(path, mimetype="application/javascript; charset=utf-8")
|
||||
|
||||
@app.route("/static/images/options_journal/<path:filename>")
|
||||
def static_options_review_image(filename: str):
|
||||
"""截图文件名含 32 位 draft id,按静态资源提供(不强制登录,避免 iframe img 偶发 401)."""
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
safe = os.path.basename(filename or "")
|
||||
path = os.path.join(folder, safe)
|
||||
if not os.path.isfile(path):
|
||||
# 兼容误走合约 journal 上传、落在 UPLOAD_FOLDER 根目录的文件
|
||||
root = os.path.abspath(cfg["upload_folder"] or "")
|
||||
alt = os.path.join(root, safe)
|
||||
if os.path.isfile(alt):
|
||||
path = alt
|
||||
else:
|
||||
return ("not found", 404)
|
||||
return send_file(path)
|
||||
|
||||
@app.route("/api/options/review/sync", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_sync():
|
||||
"""刷新本地 options_trades + 已结束对冲计划;尽量用交易所历史盈亏覆盖本地估算."""
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_review_tables(conn)
|
||||
ex, _err = _require_ex(cfg)
|
||||
result = ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
return jsonify(result)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades")
|
||||
@lr
|
||||
def api_options_review_trades():
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
# 翻页可跳过同步,仅刷新当前卡片列表
|
||||
do_sync = (request.args.get("sync") or "1").strip().lower() not in (
|
||||
"0",
|
||||
"false",
|
||||
"no",
|
||||
)
|
||||
if do_sync:
|
||||
ex, _err = _require_ex(cfg)
|
||||
ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
filt = dict(
|
||||
source_type=_review_source_for_mode(request.args.get("source_type")),
|
||||
underlying=(request.args.get("underlying") or "").strip() or None,
|
||||
opt_type=(request.args.get("opt_type") or "").strip() or None,
|
||||
strategy_tag=(request.args.get("strategy_tag") or "").strip() or None,
|
||||
q=(request.args.get("q") or "").strip() or None,
|
||||
reviewed=(request.args.get("reviewed") or "").strip() or None,
|
||||
include_hedge_legs=(request.args.get("include_hedge_legs") or "")
|
||||
.strip()
|
||||
.lower()
|
||||
in ("1", "true", "yes"),
|
||||
closed_from=(request.args.get("closed_from") or "").strip() or None,
|
||||
closed_to=(request.args.get("closed_to") or "").strip() or None,
|
||||
)
|
||||
limit = min(500, max(1, int(request.args.get("limit") or 200)))
|
||||
offset = max(0, int(request.args.get("offset") or 0))
|
||||
total = count_review_trades(conn, **filt)
|
||||
items = list_review_trades(conn, **filt, limit=limit, offset=offset)
|
||||
pages = max(1, (total + limit - 1) // limit) if total else 1
|
||||
page = (offset // limit) + 1 if limit else 1
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
"trades": items,
|
||||
"source_labels": SOURCE_LABELS,
|
||||
"total": total,
|
||||
"limit": limit,
|
||||
"offset": offset,
|
||||
"page": page,
|
||||
"pages": pages,
|
||||
}
|
||||
)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades/<int:trade_id>")
|
||||
@lr
|
||||
def api_options_review_trade_detail(trade_id: int):
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
item = get_review_trade(conn, trade_id)
|
||||
if not item:
|
||||
return jsonify({"ok": False, "msg": "未找到"}), 404
|
||||
return jsonify({"ok": True, "trade": item})
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/entry", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_entry_save():
|
||||
data = request.get_json(silent=True) or {}
|
||||
try:
|
||||
trade_id = int(data.get("trade_id"))
|
||||
except (TypeError, ValueError):
|
||||
return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
data = _prepare_review_entry_images(conn, trade_id, data)
|
||||
out = save_review_entry(conn, trade_id, data)
|
||||
if out.get("ok"):
|
||||
conn.commit()
|
||||
chart_queued = _maybe_schedule_options_review_chart(
|
||||
cfg, out.get("trade") or {}, data
|
||||
)
|
||||
if chart_queued:
|
||||
out = dict(out)
|
||||
out["chart_queued"] = True
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades/<int:trade_id>", methods=["DELETE"])
|
||||
@lr
|
||||
def api_options_review_trade_hide(trade_id: int):
|
||||
"""从复盘列表删除并持久隐藏(刷新本地源也不会再导入)."""
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
out = hide_review_trade(conn, trade_id)
|
||||
if out.get("ok"):
|
||||
entry = out.get("entry") or {}
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
for path in options_review_image_paths(entry, folder):
|
||||
try:
|
||||
os.remove(path)
|
||||
except OSError:
|
||||
pass
|
||||
conn.commit()
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/entry/<int:trade_id>", methods=["DELETE"])
|
||||
@lr
|
||||
def api_options_review_entry_delete(trade_id: int):
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
out = delete_review_entry(conn, trade_id)
|
||||
if out.get("ok"):
|
||||
entry = out.get("entry") or {}
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
for path in options_review_image_paths(entry, folder):
|
||||
try:
|
||||
os.remove(path)
|
||||
except OSError:
|
||||
pass
|
||||
conn.commit()
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/upload_slot", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_upload_slot():
|
||||
draft_id = normalize_options_review_draft_id(
|
||||
request.form.get("draft_id") if request.form else None
|
||||
)
|
||||
tf = str((request.form.get("tf") if request.form else None) or "").strip()
|
||||
if not draft_id:
|
||||
return jsonify({"ok": False, "error": "invalid draft_id"}), 400
|
||||
if tf not in OPTIONS_REVIEW_UPLOAD_TFS:
|
||||
return jsonify({"ok": False, "error": "invalid tf"}), 400
|
||||
f = request.files.get("file") if request.files else None
|
||||
if not f or not getattr(f, "filename", None):
|
||||
return jsonify({"ok": False, "error": "no file"}), 400
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
item = save_options_review_slot_file(
|
||||
f, draft_id, tf, folder, secure_filename_fn=secure_filename
|
||||
)
|
||||
if not item:
|
||||
return jsonify({"ok": False, "error": "save failed"}), 500
|
||||
return jsonify({"ok": True, "tf": tf, "file": item["file"]})
|
||||
|
||||
@app.route("/api/options/review/stats")
|
||||
@lr
|
||||
def api_options_review_stats():
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
ex, _err = _require_ex(cfg)
|
||||
ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
stats = compute_review_stats(
|
||||
conn,
|
||||
source_type=_review_source_for_mode(request.args.get("source_type")),
|
||||
underlying=(request.args.get("underlying") or "").strip() or None,
|
||||
include_hedge_legs=(request.args.get("include_hedge_legs") or "").strip().lower()
|
||||
in ("1", "true", "yes"),
|
||||
closed_from=(request.args.get("closed_from") or "").strip() or None,
|
||||
closed_to=(request.args.get("closed_to") or "").strip() or None,
|
||||
require_strategy=(request.args.get("require_strategy") or "").strip().lower()
|
||||
in ("1", "true", "yes"),
|
||||
)
|
||||
stats["source_types"] = list(SOURCE_TYPES)
|
||||
stats["source_labels"] = SOURCE_LABELS
|
||||
return jsonify(stats)
|
||||
finally:
|
||||
conn.close()
|
||||
"""OKX 期权复盘模块:Flask 路由注册(含对冲计划级复盘)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any
|
||||
|
||||
from flask import Flask, jsonify, request, send_file
|
||||
from jinja2 import ChoiceLoader, FileSystemLoader
|
||||
from werkzeug.utils import secure_filename
|
||||
|
||||
from lib.options.options_review_db import SOURCE_TYPES, init_options_review_tables
|
||||
from lib.options.options_review_images_lib import (
|
||||
OPTIONS_REVIEW_UPLOAD_TFS,
|
||||
normalize_options_review_draft_id,
|
||||
options_review_image_paths,
|
||||
options_review_upload_dir,
|
||||
save_options_review_slot_file,
|
||||
)
|
||||
from lib.options.options_review_lib import (
|
||||
SOURCE_LABELS,
|
||||
compute_review_stats,
|
||||
count_review_trades,
|
||||
delete_review_entry,
|
||||
ensure_local_review_synced,
|
||||
get_review_trade,
|
||||
hide_review_trade,
|
||||
list_review_trades,
|
||||
save_review_entry,
|
||||
)
|
||||
|
||||
|
||||
def _review_source_for_mode(requested: str | None) -> str | None:
|
||||
"""按当前交易模式钳制复盘 source_type;不允许跨模式窥探."""
|
||||
try:
|
||||
from lib.options.okx_trade_mode_lib import get_okx_trade_mode
|
||||
|
||||
mode = get_okx_trade_mode()
|
||||
except Exception:
|
||||
mode = "options"
|
||||
allowed = {
|
||||
"options": "option_spot",
|
||||
"perp_options": "perp_options",
|
||||
"options_options": "options_options",
|
||||
}.get(mode, "option_spot")
|
||||
req = (requested or "").strip()
|
||||
if not req:
|
||||
return allowed
|
||||
if req == allowed:
|
||||
return allowed
|
||||
# 显式 all=1 仍拒绝跨模式,除非管理员扩展;此处一律钳制
|
||||
return allowed
|
||||
|
||||
|
||||
def attach_options_review_templates(app: Flask, repo_root: str) -> None:
|
||||
tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
|
||||
if not os.path.isdir(tpl_dir):
|
||||
return
|
||||
existing = app.jinja_loader
|
||||
loaders = [FileSystemLoader(tpl_dir)]
|
||||
if existing is not None:
|
||||
if isinstance(existing, ChoiceLoader):
|
||||
loaders = list(existing.loaders) + loaders
|
||||
else:
|
||||
loaders.insert(0, existing)
|
||||
app.jinja_loader = ChoiceLoader(loaders)
|
||||
|
||||
|
||||
def install_options_review(app: Flask, repo_root: str, app_module: Any) -> None:
|
||||
attach_options_review_templates(app, repo_root)
|
||||
cfg = {
|
||||
"get_db": app_module.get_db,
|
||||
"login_required": app_module.login_required,
|
||||
"exchange_options": getattr(app_module, "exchange_options", None),
|
||||
"render_main_page": app_module.render_main_page,
|
||||
"upload_folder": getattr(app_module, "UPLOAD_FOLDER", None)
|
||||
or os.path.join(getattr(app_module, "BASE_DIR", repo_root), "static", "images"),
|
||||
"options_enabled": bool(getattr(app_module, "OKX_OPTIONS_ENABLED", False)),
|
||||
"app_module": app_module,
|
||||
}
|
||||
app.extensions["options_review_cfg"] = cfg
|
||||
register_options_review_routes(app, cfg, repo_root)
|
||||
|
||||
|
||||
def _require_ex(cfg: dict[str, Any]):
|
||||
from lib.exchange.okx_options_lib import options_api_ready
|
||||
|
||||
if not cfg.get("options_enabled"):
|
||||
return None, "期权模块未启用"
|
||||
ex = cfg.get("exchange_options")
|
||||
ok, reason = options_api_ready(ex)
|
||||
if not ok:
|
||||
return None, reason or "期权 API 未配置"
|
||||
return ex, ""
|
||||
|
||||
|
||||
def _truthy(raw: Any) -> bool:
|
||||
return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
|
||||
|
||||
|
||||
def _prepare_review_entry_images(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
data: dict[str, Any],
|
||||
) -> dict[str, Any]:
|
||||
"""客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
|
||||
from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
|
||||
from lib.options.options_review_images_lib import parse_options_review_images_json
|
||||
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
cleaned: list[dict[str, str]] = []
|
||||
for item in images:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
tf = str(item.get("tf") or "").strip()
|
||||
file = str(item.get("file") or "").strip()
|
||||
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
continue
|
||||
cleaned.append({"tf": tf, "file": file})
|
||||
|
||||
want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
|
||||
if not want_chart:
|
||||
row = conn.execute(
|
||||
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
|
||||
(int(trade_id),),
|
||||
).fetchone()
|
||||
if row:
|
||||
for item in parse_options_review_images_json(row["images_json"]):
|
||||
if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
cleaned.insert(0, dict(item))
|
||||
break
|
||||
|
||||
out = dict(data)
|
||||
out["images"] = cleaned
|
||||
return out
|
||||
|
||||
|
||||
def _maybe_schedule_options_review_chart(
|
||||
cfg: dict[str, Any],
|
||||
trade: dict[str, Any],
|
||||
data: dict[str, Any],
|
||||
) -> bool:
|
||||
"""纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
|
||||
if str(trade.get("source_type") or "").strip() != "option_spot":
|
||||
return False
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
|
||||
if has_manual or not _truthy(data.get("journal_exchange_chart")):
|
||||
return False
|
||||
|
||||
app_module = cfg.get("app_module")
|
||||
if app_module is None:
|
||||
return False
|
||||
if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
|
||||
return False
|
||||
generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
|
||||
if not callable(generate_fn):
|
||||
return False
|
||||
|
||||
from lib.instance.journal_chart_lib import (
|
||||
parse_journal_chart_anchor,
|
||||
parse_journal_chart_limit,
|
||||
parse_journal_chart_timeframes,
|
||||
)
|
||||
from lib.options.options_review_chart_async_lib import (
|
||||
schedule_options_review_exchange_chart,
|
||||
underlying_to_okx_perp_symbol,
|
||||
)
|
||||
from lib.options.options_review_images_lib import options_review_upload_dir
|
||||
from lib.options.options_review_lib import _now_str
|
||||
|
||||
fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
|
||||
journal_tfs = parse_journal_chart_timeframes(
|
||||
data.get("journal_chart_tf1"),
|
||||
data.get("journal_chart_tf2"),
|
||||
fallback_tfs or None,
|
||||
)
|
||||
journal_limit = parse_journal_chart_limit(
|
||||
data.get("journal_chart_limit"),
|
||||
int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
|
||||
)
|
||||
chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
|
||||
|
||||
underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
|
||||
exchange_symbol = underlying_to_okx_perp_symbol(
|
||||
underlying,
|
||||
normalize_symbol_input_fn=app_module.normalize_symbol_input,
|
||||
normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
|
||||
)
|
||||
if not exchange_symbol:
|
||||
return False
|
||||
|
||||
to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
|
||||
if not callable(to_ms):
|
||||
return False
|
||||
entry_ts = to_ms(trade.get("opened_at"))
|
||||
exit_ts = to_ms(trade.get("closed_at"))
|
||||
if entry_ts is None and exit_ts is None:
|
||||
return False
|
||||
|
||||
now_ms = None
|
||||
app_now = getattr(app_module, "app_now", None)
|
||||
if callable(app_now):
|
||||
try:
|
||||
now_ms = int(app_now().timestamp() * 1000)
|
||||
except Exception:
|
||||
now_ms = None
|
||||
|
||||
inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
|
||||
upload_folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
schedule_options_review_exchange_chart(
|
||||
trade_id=int(trade["id"]),
|
||||
exchange_symbol=exchange_symbol,
|
||||
title_prefix=f"{underlying or 'OPT'} {inst} review",
|
||||
journal_tfs=journal_tfs,
|
||||
journal_limit=journal_limit,
|
||||
marker_payload={
|
||||
"entry_ts_ms": entry_ts,
|
||||
"exit_ts_ms": exit_ts,
|
||||
# 只按时间钉进/出场,不传价格与止损
|
||||
"chart_anchor": chart_anchor,
|
||||
"now_ts_ms": now_ms,
|
||||
},
|
||||
upload_folder=upload_folder,
|
||||
generate_chart_fn=generate_fn,
|
||||
get_db_fn=cfg["get_db"],
|
||||
now_str_fn=_now_str,
|
||||
)
|
||||
return True
|
||||
|
||||
|
||||
def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
|
||||
lr = cfg["login_required"]
|
||||
|
||||
@app.route("/options/review")
|
||||
@lr
|
||||
def options_review_page():
|
||||
from lib.instance.instance_embed_lib import redirect_to_embed_shell_if_enabled
|
||||
|
||||
redir = redirect_to_embed_shell_if_enabled("options_review")
|
||||
if redir is not None:
|
||||
return redir
|
||||
return cfg["render_main_page"]("options_review")
|
||||
|
||||
@app.route("/static/options_review.js")
|
||||
@lr
|
||||
def static_options_review_js():
|
||||
path = os.path.join(repo_root, "lib", "common", "static", "options_review.js")
|
||||
if not os.path.isfile(path):
|
||||
return ("not found", 404)
|
||||
return send_file(path, mimetype="application/javascript; charset=utf-8")
|
||||
|
||||
@app.route("/static/images/options_journal/<path:filename>")
|
||||
def static_options_review_image(filename: str):
|
||||
"""截图文件名含 32 位 draft id,按静态资源提供(不强制登录,避免 iframe img 偶发 401)."""
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
safe = os.path.basename(filename or "")
|
||||
path = os.path.join(folder, safe)
|
||||
if not os.path.isfile(path):
|
||||
# 兼容误走合约 journal 上传、落在 UPLOAD_FOLDER 根目录的文件
|
||||
root = os.path.abspath(cfg["upload_folder"] or "")
|
||||
alt = os.path.join(root, safe)
|
||||
if os.path.isfile(alt):
|
||||
path = alt
|
||||
else:
|
||||
return ("not found", 404)
|
||||
return send_file(path)
|
||||
|
||||
@app.route("/api/options/review/sync", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_sync():
|
||||
"""刷新本地 options_trades + 已结束对冲计划;尽量用交易所历史盈亏覆盖本地估算."""
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_review_tables(conn)
|
||||
ex, _err = _require_ex(cfg)
|
||||
result = ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
return jsonify(result)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades")
|
||||
@lr
|
||||
def api_options_review_trades():
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
# 翻页可跳过同步,仅刷新当前卡片列表
|
||||
do_sync = (request.args.get("sync") or "1").strip().lower() not in (
|
||||
"0",
|
||||
"false",
|
||||
"no",
|
||||
)
|
||||
if do_sync:
|
||||
ex, _err = _require_ex(cfg)
|
||||
ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
filt = dict(
|
||||
source_type=_review_source_for_mode(request.args.get("source_type")),
|
||||
underlying=(request.args.get("underlying") or "").strip() or None,
|
||||
opt_type=(request.args.get("opt_type") or "").strip() or None,
|
||||
strategy_tag=(request.args.get("strategy_tag") or "").strip() or None,
|
||||
q=(request.args.get("q") or "").strip() or None,
|
||||
reviewed=(request.args.get("reviewed") or "").strip() or None,
|
||||
include_hedge_legs=(request.args.get("include_hedge_legs") or "")
|
||||
.strip()
|
||||
.lower()
|
||||
in ("1", "true", "yes"),
|
||||
closed_from=(request.args.get("closed_from") or "").strip() or None,
|
||||
closed_to=(request.args.get("closed_to") or "").strip() or None,
|
||||
)
|
||||
limit = min(500, max(1, int(request.args.get("limit") or 200)))
|
||||
offset = max(0, int(request.args.get("offset") or 0))
|
||||
total = count_review_trades(conn, **filt)
|
||||
items = list_review_trades(conn, **filt, limit=limit, offset=offset)
|
||||
pages = max(1, (total + limit - 1) // limit) if total else 1
|
||||
page = (offset // limit) + 1 if limit else 1
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
"trades": items,
|
||||
"source_labels": SOURCE_LABELS,
|
||||
"total": total,
|
||||
"limit": limit,
|
||||
"offset": offset,
|
||||
"page": page,
|
||||
"pages": pages,
|
||||
}
|
||||
)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades/<int:trade_id>")
|
||||
@lr
|
||||
def api_options_review_trade_detail(trade_id: int):
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
item = get_review_trade(conn, trade_id)
|
||||
if not item:
|
||||
return jsonify({"ok": False, "msg": "未找到"}), 404
|
||||
return jsonify({"ok": True, "trade": item})
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/entry", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_entry_save():
|
||||
data = request.get_json(silent=True) or {}
|
||||
try:
|
||||
trade_id = int(data.get("trade_id"))
|
||||
except (TypeError, ValueError):
|
||||
return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
data = _prepare_review_entry_images(conn, trade_id, data)
|
||||
out = save_review_entry(conn, trade_id, data)
|
||||
if out.get("ok"):
|
||||
conn.commit()
|
||||
chart_queued = _maybe_schedule_options_review_chart(
|
||||
cfg, out.get("trade") or {}, data
|
||||
)
|
||||
if chart_queued:
|
||||
out = dict(out)
|
||||
out["chart_queued"] = True
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/trades/<int:trade_id>", methods=["DELETE"])
|
||||
@lr
|
||||
def api_options_review_trade_hide(trade_id: int):
|
||||
"""从复盘列表删除并持久隐藏(刷新本地源也不会再导入)."""
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
out = hide_review_trade(conn, trade_id)
|
||||
if out.get("ok"):
|
||||
entry = out.get("entry") or {}
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
for path in options_review_image_paths(entry, folder):
|
||||
try:
|
||||
os.remove(path)
|
||||
except OSError:
|
||||
pass
|
||||
conn.commit()
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/entry/<int:trade_id>", methods=["DELETE"])
|
||||
@lr
|
||||
def api_options_review_entry_delete(trade_id: int):
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
out = delete_review_entry(conn, trade_id)
|
||||
if out.get("ok"):
|
||||
entry = out.get("entry") or {}
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
for path in options_review_image_paths(entry, folder):
|
||||
try:
|
||||
os.remove(path)
|
||||
except OSError:
|
||||
pass
|
||||
conn.commit()
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/review/upload_slot", methods=["POST"])
|
||||
@lr
|
||||
def api_options_review_upload_slot():
|
||||
draft_id = normalize_options_review_draft_id(
|
||||
request.form.get("draft_id") if request.form else None
|
||||
)
|
||||
tf = str((request.form.get("tf") if request.form else None) or "").strip()
|
||||
if not draft_id:
|
||||
return jsonify({"ok": False, "error": "invalid draft_id"}), 400
|
||||
if tf not in OPTIONS_REVIEW_UPLOAD_TFS:
|
||||
return jsonify({"ok": False, "error": "invalid tf"}), 400
|
||||
f = request.files.get("file") if request.files else None
|
||||
if not f or not getattr(f, "filename", None):
|
||||
return jsonify({"ok": False, "error": "no file"}), 400
|
||||
folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
item = save_options_review_slot_file(
|
||||
f, draft_id, tf, folder, secure_filename_fn=secure_filename
|
||||
)
|
||||
if not item:
|
||||
return jsonify({"ok": False, "error": "save failed"}), 500
|
||||
return jsonify({"ok": True, "tf": tf, "file": item["file"]})
|
||||
|
||||
@app.route("/api/options/review/stats")
|
||||
@lr
|
||||
def api_options_review_stats():
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
ex, _err = _require_ex(cfg)
|
||||
ensure_local_review_synced(conn, ex=ex if ex is not None else None)
|
||||
conn.commit()
|
||||
stats = compute_review_stats(
|
||||
conn,
|
||||
source_type=_review_source_for_mode(request.args.get("source_type")),
|
||||
underlying=(request.args.get("underlying") or "").strip() or None,
|
||||
include_hedge_legs=(request.args.get("include_hedge_legs") or "").strip().lower()
|
||||
in ("1", "true", "yes"),
|
||||
closed_from=(request.args.get("closed_from") or "").strip() or None,
|
||||
closed_to=(request.args.get("closed_to") or "").strip() or None,
|
||||
require_strategy=(request.args.get("require_strategy") or "").strip().lower()
|
||||
in ("1", "true", "yes"),
|
||||
)
|
||||
stats["source_types"] = list(SOURCE_TYPES)
|
||||
stats["source_labels"] = SOURCE_LABELS
|
||||
return jsonify(stats)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
+474
-501
@@ -1,501 +1,474 @@
|
||||
"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import time
|
||||
from typing import Any, Callable
|
||||
|
||||
from lib.options.options_db import init_options_tables
|
||||
from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
|
||||
|
||||
|
||||
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 _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
|
||||
from lib.exchange.okx_options_lib import option_fields_from_inst_id
|
||||
|
||||
inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
|
||||
mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
|
||||
if mark is None:
|
||||
mark = fetch_option_mark_px(ex, inst_id)
|
||||
opt_type = pos.get("optType") or (quote or {}).get("opt_type")
|
||||
strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
|
||||
if not opt_type or strike is None:
|
||||
pt, ps = option_fields_from_inst_id(inst_id)
|
||||
opt_type = opt_type or pt
|
||||
if strike is None:
|
||||
strike = ps
|
||||
idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
|
||||
return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
|
||||
|
||||
|
||||
def ensure_target_tables(conn: sqlite3.Connection) -> None:
|
||||
init_options_tables(conn)
|
||||
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)
|
||||
"""
|
||||
)
|
||||
|
||||
|
||||
def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
|
||||
"""Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
|
||||
ot = (opt_type or "").strip().upper()
|
||||
if ot == "P":
|
||||
return index_px <= target_index
|
||||
return index_px >= target_index
|
||||
|
||||
|
||||
def upsert_target_monitor(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
inst_id: str,
|
||||
target_index: float,
|
||||
underlying: str | None = None,
|
||||
opt_type: str | None = None,
|
||||
trade_id: int | None = None,
|
||||
sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
ensure_target_tables(conn)
|
||||
inst_id = (inst_id or "").strip()
|
||||
if not inst_id:
|
||||
return {"ok": False, "msg": "缺少 inst_id"}
|
||||
if target_index is None or float(target_index) <= 0:
|
||||
return {"ok": False, "msg": "目标位无效"}
|
||||
target_index = float(target_index)
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT id FROM options_target_monitors
|
||||
WHERE inst_id = ? AND status IN ('active', 'closing')
|
||||
ORDER BY CASE status WHEN 'active' THEN 0 WHEN 'closing' THEN 1 ELSE 2 END, id DESC
|
||||
LIMIT 1
|
||||
""",
|
||||
(inst_id,),
|
||||
).fetchone()
|
||||
if row:
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET target_index = ?,
|
||||
underlying = COALESCE(?, underlying),
|
||||
opt_type = COALESCE(?, opt_type),
|
||||
trade_id = COALESCE(?, trade_id),
|
||||
sheets = COALESCE(?, sheets),
|
||||
status = 'active',
|
||||
trigger_idx = NULL,
|
||||
close_ord_id = NULL,
|
||||
message = NULL,
|
||||
triggered_at = NULL
|
||||
WHERE id = ?
|
||||
""",
|
||||
(target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
|
||||
)
|
||||
mon_id = int(row["id"])
|
||||
# 同一合约其他进行中的委托取消,避免双轨触发重复推送
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '被新目标位覆盖'
|
||||
WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(inst_id, mon_id),
|
||||
)
|
||||
else:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO options_target_monitors
|
||||
(inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
|
||||
VALUES (?, ?, ?, ?, ?, ?, 'active')
|
||||
""",
|
||||
(inst_id, underlying, opt_type, target_index, trade_id, sheets),
|
||||
)
|
||||
mon_id = int(cur.lastrowid)
|
||||
return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
|
||||
|
||||
|
||||
def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
|
||||
ensure_target_tables(conn)
|
||||
if monitor_id is not None:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '手动取消'
|
||||
WHERE id = ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(int(monitor_id),),
|
||||
)
|
||||
return int(cur.rowcount or 0)
|
||||
if inst_id:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '手动取消'
|
||||
WHERE inst_id = ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(inst_id.strip(),),
|
||||
)
|
||||
return int(cur.rowcount or 0)
|
||||
return 0
|
||||
|
||||
|
||||
def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
|
||||
return {
|
||||
"id": int(r["id"]),
|
||||
"inst_id": r["inst_id"],
|
||||
"underlying": r["underlying"],
|
||||
"opt_type": r["opt_type"],
|
||||
"target_index": _safe_float(r["target_index"]),
|
||||
"trade_id": r["trade_id"],
|
||||
"sheets": r["sheets"],
|
||||
"status": r["status"],
|
||||
"message": r["message"],
|
||||
"created_at": r["created_at"],
|
||||
}
|
||||
|
||||
|
||||
def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
|
||||
ensure_target_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
|
||||
status, message, created_at
|
||||
FROM options_target_monitors
|
||||
WHERE status = 'active'
|
||||
ORDER BY id DESC
|
||||
"""
|
||||
).fetchall()
|
||||
return [_row_to_target(r) for r in rows]
|
||||
|
||||
|
||||
def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
|
||||
"""已挂出平仓单、等待成交的目标(不再重复推送微信)."""
|
||||
ensure_target_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
|
||||
status, message, created_at
|
||||
FROM options_target_monitors
|
||||
WHERE status = 'closing'
|
||||
ORDER BY id DESC
|
||||
"""
|
||||
).fetchall()
|
||||
return [_row_to_target(r) for r in rows]
|
||||
|
||||
|
||||
def targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
|
||||
"""UI/持仓挂载:active 与 closing 都算进行中."""
|
||||
out: dict[str, dict[str, Any]] = {}
|
||||
for t in list_closing_targets(conn) + list_active_targets(conn):
|
||||
inst = str(t.get("inst_id") or "")
|
||||
if inst and inst not in out:
|
||||
out[inst] = t
|
||||
return out
|
||||
|
||||
|
||||
def mark_monitor(
|
||||
conn: sqlite3.Connection,
|
||||
monitor_id: int,
|
||||
*,
|
||||
status: str,
|
||||
trigger_idx: float | None = None,
|
||||
close_ord_id: str | None = None,
|
||||
message: str | None = None,
|
||||
) -> None:
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = ?,
|
||||
trigger_idx = COALESCE(?, trigger_idx),
|
||||
close_ord_id = COALESCE(?, close_ord_id),
|
||||
message = COALESCE(?, message),
|
||||
triggered_at = CASE
|
||||
WHEN ? IN ('triggered', 'expired', 'closing') THEN COALESCE(triggered_at, CURRENT_TIMESTAMP)
|
||||
ELSE triggered_at
|
||||
END
|
||||
WHERE id = ?
|
||||
""",
|
||||
(status, trigger_idx, close_ord_id, message, status, int(monitor_id)),
|
||||
)
|
||||
|
||||
|
||||
def cancel_orphans_without_position(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
live_inst_ids: set[str],
|
||||
) -> int:
|
||||
"""持仓已消失的目标委托标记为 expired(到期/已平),不挂止损."""
|
||||
ensure_target_tables(conn)
|
||||
rows = list_active_targets(conn) + list_closing_targets(conn)
|
||||
n = 0
|
||||
for t in rows:
|
||||
inst = str(t.get("inst_id") or "")
|
||||
if inst and inst not in live_inst_ids:
|
||||
mark_monitor(conn, int(t["id"]), status="expired", message="持仓已平/到期,委托结束")
|
||||
n += 1
|
||||
return n
|
||||
|
||||
|
||||
def _commit_monitor(conn: sqlite3.Connection) -> None:
|
||||
"""状态变更立刻落库,避免后续 sync 异常回滚后重复触发/推送."""
|
||||
try:
|
||||
conn.commit()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def close_option_by_bid_depth(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
inst_id: str,
|
||||
*,
|
||||
sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""目标触发后只锁买一限价卖出;需过 2×门控(通过后同仓续批只验流动性)."""
|
||||
from lib.options.options_close_exec_lib import close_option_by_bid1
|
||||
|
||||
return close_option_by_bid1(
|
||||
cfg,
|
||||
ex,
|
||||
inst_id,
|
||||
sheets=sheets,
|
||||
require_recycle_gate=True,
|
||||
signal_note="目标位平仓",
|
||||
)
|
||||
|
||||
|
||||
|
||||
def _notify_target_close(
|
||||
cfg: dict[str, Any] | None,
|
||||
send_wechat: Callable[[str], None] | None,
|
||||
*,
|
||||
account_label: str,
|
||||
inst_id: str,
|
||||
target: float,
|
||||
idx: float,
|
||||
result: dict[str, Any],
|
||||
conn: Any = None,
|
||||
) -> None:
|
||||
"""目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
|
||||
from lib.options.options_notify_lib import resolve_premium_ccy
|
||||
|
||||
ccy = resolve_premium_ccy(inst_id=inst_id)
|
||||
if result.get("fully_closed") or result.get("already_flat"):
|
||||
if cfg is not None:
|
||||
try:
|
||||
from lib.options.options_notify_lib import notify_options_close
|
||||
|
||||
notify_options_close(
|
||||
cfg,
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
reason="目标位平仓",
|
||||
sheets=result.get("submitted_sheets"),
|
||||
premium_received=result.get("premium_received"),
|
||||
close_quote=result.get("locked_bid_px") or result.get("bid"),
|
||||
target_index=target,
|
||||
trigger_idx=idx,
|
||||
premium_ccy=ccy,
|
||||
)
|
||||
return
|
||||
except Exception:
|
||||
pass
|
||||
if not send_wechat:
|
||||
return
|
||||
try:
|
||||
recv = result.get("premium_received")
|
||||
send_wechat(
|
||||
"\n".join(
|
||||
[
|
||||
"【OKX期权·目标位平仓】",
|
||||
f"账户:{account_label}",
|
||||
f"合约:{inst_id}",
|
||||
f"目标指数:{target:g}",
|
||||
f"触发指数:{idx:g}",
|
||||
f"提交张数:{result.get('submitted_sheets') or '—'}",
|
||||
f"预估收回:{recv if recv is not None else '—'} {ccy}",
|
||||
f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
|
||||
]
|
||||
)
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _result_fully_done(result: dict[str, Any]) -> bool:
|
||||
if result.get("already_flat"):
|
||||
return True
|
||||
if result.get("fully_closed"):
|
||||
return True
|
||||
remaining = result.get("remaining_sheets")
|
||||
if remaining is not None and int(remaining) <= 0 and result.get("ok"):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def run_options_target_closes(
|
||||
conn: sqlite3.Connection,
|
||||
positions: list[dict[str, Any]],
|
||||
*,
|
||||
close_fn: Callable[[str], dict[str, Any]],
|
||||
index_fn: Callable[[dict[str, Any]], float | None] | None = None,
|
||||
send_wechat: Callable[[str], None] | None = None,
|
||||
account_label: str = "OKX期权",
|
||||
cfg: dict[str, Any] | None = None,
|
||||
) -> int:
|
||||
"""
|
||||
扫描 active 目标委托;指数到位后限价平仓.
|
||||
状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
|
||||
未完全成交进入 closing,仅重试平仓不再推送.
|
||||
返回本次新触发(并推送)的条数.
|
||||
"""
|
||||
ensure_target_tables(conn)
|
||||
pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
|
||||
live_ids = {k for k in pos_by_inst if k}
|
||||
hedge_managed: set[str] = set()
|
||||
try:
|
||||
from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
|
||||
|
||||
init_hedge_plan_tables(conn)
|
||||
hedge_managed = active_hedge_option_inst_ids(conn)
|
||||
except Exception:
|
||||
# fail-closed:本轮不执行任何单独目标平仓,避免误平对冲腿
|
||||
return 0
|
||||
cancel_orphans_without_position(conn, live_inst_ids=live_ids)
|
||||
_commit_monitor(conn)
|
||||
|
||||
# 先处理已挂单等待成交的,绝不再发微信
|
||||
for mon in list_closing_targets(conn):
|
||||
inst_id = str(mon.get("inst_id") or "")
|
||||
if not inst_id:
|
||||
continue
|
||||
if inst_id in hedge_managed:
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="expired",
|
||||
message="已移交对冲计划托管,跳过单独目标平仓",
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
if inst_id not in pos_by_inst:
|
||||
mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
result = close_fn(inst_id)
|
||||
idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
|
||||
if result.get("already_flat") or _result_fully_done(result):
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="triggered",
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message="目标位限价平仓完成",
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="closing",
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
|
||||
triggered = 0
|
||||
for mon in list_active_targets(conn):
|
||||
inst_id = str(mon.get("inst_id") or "")
|
||||
target = _safe_float(mon.get("target_index"))
|
||||
if not inst_id or target is None:
|
||||
continue
|
||||
if inst_id in hedge_managed:
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="expired",
|
||||
message="已移交对冲计划托管,跳过单独目标平仓",
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
pos = pos_by_inst.get(inst_id)
|
||||
if not pos:
|
||||
continue
|
||||
if index_fn is not None:
|
||||
idx = index_fn(pos)
|
||||
else:
|
||||
idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
|
||||
if idx is None:
|
||||
continue
|
||||
opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
|
||||
if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
|
||||
continue
|
||||
|
||||
result = close_fn(inst_id)
|
||||
if result.get("already_flat"):
|
||||
mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
if not result.get("ok"):
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="active",
|
||||
trigger_idx=idx,
|
||||
message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
|
||||
done = _result_fully_done(result)
|
||||
status = "triggered" if done else "closing"
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status=status,
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
|
||||
)
|
||||
# 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
|
||||
_commit_monitor(conn)
|
||||
triggered += 1
|
||||
_notify_target_close(
|
||||
cfg,
|
||||
send_wechat,
|
||||
account_label=account_label,
|
||||
inst_id=inst_id,
|
||||
target=target,
|
||||
idx=idx,
|
||||
result=result,
|
||||
conn=conn,
|
||||
)
|
||||
return triggered
|
||||
"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import time
|
||||
from typing import Any, Callable
|
||||
|
||||
from lib.options.options_db import init_options_tables
|
||||
from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
|
||||
|
||||
|
||||
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 _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
|
||||
from lib.exchange.okx_options_lib import option_fields_from_inst_id
|
||||
|
||||
inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
|
||||
mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
|
||||
if mark is None:
|
||||
mark = fetch_option_mark_px(ex, inst_id)
|
||||
opt_type = pos.get("optType") or (quote or {}).get("opt_type")
|
||||
strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
|
||||
if not opt_type or strike is None:
|
||||
pt, ps = option_fields_from_inst_id(inst_id)
|
||||
opt_type = opt_type or pt
|
||||
if strike is None:
|
||||
strike = ps
|
||||
idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
|
||||
return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
|
||||
|
||||
|
||||
def ensure_target_tables(conn: sqlite3.Connection) -> None:
|
||||
init_options_tables(conn)
|
||||
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)
|
||||
"""
|
||||
)
|
||||
|
||||
|
||||
def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
|
||||
"""Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
|
||||
ot = (opt_type or "").strip().upper()
|
||||
if ot == "P":
|
||||
return index_px <= target_index
|
||||
return index_px >= target_index
|
||||
|
||||
|
||||
def upsert_target_monitor(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
inst_id: str,
|
||||
target_index: float,
|
||||
underlying: str | None = None,
|
||||
opt_type: str | None = None,
|
||||
trade_id: int | None = None,
|
||||
sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
ensure_target_tables(conn)
|
||||
inst_id = (inst_id or "").strip()
|
||||
if not inst_id:
|
||||
return {"ok": False, "msg": "缺少 inst_id"}
|
||||
if target_index is None or float(target_index) <= 0:
|
||||
return {"ok": False, "msg": "目标位无效"}
|
||||
target_index = float(target_index)
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT id FROM options_target_monitors
|
||||
WHERE inst_id = ? AND status IN ('active', 'closing')
|
||||
ORDER BY CASE status WHEN 'active' THEN 0 WHEN 'closing' THEN 1 ELSE 2 END, id DESC
|
||||
LIMIT 1
|
||||
""",
|
||||
(inst_id,),
|
||||
).fetchone()
|
||||
if row:
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET target_index = ?,
|
||||
underlying = COALESCE(?, underlying),
|
||||
opt_type = COALESCE(?, opt_type),
|
||||
trade_id = COALESCE(?, trade_id),
|
||||
sheets = COALESCE(?, sheets),
|
||||
status = 'active',
|
||||
trigger_idx = NULL,
|
||||
close_ord_id = NULL,
|
||||
message = NULL,
|
||||
triggered_at = NULL
|
||||
WHERE id = ?
|
||||
""",
|
||||
(target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
|
||||
)
|
||||
mon_id = int(row["id"])
|
||||
# 同一合约其他进行中的委托取消,避免双轨触发重复推送
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '被新目标位覆盖'
|
||||
WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(inst_id, mon_id),
|
||||
)
|
||||
else:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO options_target_monitors
|
||||
(inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
|
||||
VALUES (?, ?, ?, ?, ?, ?, 'active')
|
||||
""",
|
||||
(inst_id, underlying, opt_type, target_index, trade_id, sheets),
|
||||
)
|
||||
mon_id = int(cur.lastrowid)
|
||||
return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
|
||||
|
||||
|
||||
def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
|
||||
ensure_target_tables(conn)
|
||||
if monitor_id is not None:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '手动取消'
|
||||
WHERE id = ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(int(monitor_id),),
|
||||
)
|
||||
return int(cur.rowcount or 0)
|
||||
if inst_id:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = 'cancelled', message = '手动取消'
|
||||
WHERE inst_id = ? AND status IN ('active', 'closing')
|
||||
""",
|
||||
(inst_id.strip(),),
|
||||
)
|
||||
return int(cur.rowcount or 0)
|
||||
return 0
|
||||
|
||||
|
||||
def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
|
||||
return {
|
||||
"id": int(r["id"]),
|
||||
"inst_id": r["inst_id"],
|
||||
"underlying": r["underlying"],
|
||||
"opt_type": r["opt_type"],
|
||||
"target_index": _safe_float(r["target_index"]),
|
||||
"trade_id": r["trade_id"],
|
||||
"sheets": r["sheets"],
|
||||
"status": r["status"],
|
||||
"message": r["message"],
|
||||
"created_at": r["created_at"],
|
||||
}
|
||||
|
||||
|
||||
def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
|
||||
ensure_target_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
|
||||
status, message, created_at
|
||||
FROM options_target_monitors
|
||||
WHERE status = 'active'
|
||||
ORDER BY id DESC
|
||||
"""
|
||||
).fetchall()
|
||||
return [_row_to_target(r) for r in rows]
|
||||
|
||||
|
||||
def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
|
||||
"""已挂出平仓单、等待成交的目标(不再重复推送微信)."""
|
||||
ensure_target_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
|
||||
status, message, created_at
|
||||
FROM options_target_monitors
|
||||
WHERE status = 'closing'
|
||||
ORDER BY id DESC
|
||||
"""
|
||||
).fetchall()
|
||||
return [_row_to_target(r) for r in rows]
|
||||
|
||||
|
||||
def targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
|
||||
"""UI/持仓挂载:active 与 closing 都算进行中."""
|
||||
out: dict[str, dict[str, Any]] = {}
|
||||
for t in list_closing_targets(conn) + list_active_targets(conn):
|
||||
inst = str(t.get("inst_id") or "")
|
||||
if inst and inst not in out:
|
||||
out[inst] = t
|
||||
return out
|
||||
|
||||
|
||||
def mark_monitor(
|
||||
conn: sqlite3.Connection,
|
||||
monitor_id: int,
|
||||
*,
|
||||
status: str,
|
||||
trigger_idx: float | None = None,
|
||||
close_ord_id: str | None = None,
|
||||
message: str | None = None,
|
||||
) -> None:
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_target_monitors
|
||||
SET status = ?,
|
||||
trigger_idx = COALESCE(?, trigger_idx),
|
||||
close_ord_id = COALESCE(?, close_ord_id),
|
||||
message = COALESCE(?, message),
|
||||
triggered_at = CASE
|
||||
WHEN ? IN ('triggered', 'expired', 'closing') THEN COALESCE(triggered_at, CURRENT_TIMESTAMP)
|
||||
ELSE triggered_at
|
||||
END
|
||||
WHERE id = ?
|
||||
""",
|
||||
(status, trigger_idx, close_ord_id, message, status, int(monitor_id)),
|
||||
)
|
||||
|
||||
|
||||
def cancel_orphans_without_position(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
live_inst_ids: set[str],
|
||||
) -> int:
|
||||
"""持仓已消失的目标委托标记为 expired(到期/已平),不挂止损."""
|
||||
ensure_target_tables(conn)
|
||||
rows = list_active_targets(conn) + list_closing_targets(conn)
|
||||
n = 0
|
||||
for t in rows:
|
||||
inst = str(t.get("inst_id") or "")
|
||||
if inst and inst not in live_inst_ids:
|
||||
mark_monitor(conn, int(t["id"]), status="expired", message="持仓已平/到期,委托结束")
|
||||
n += 1
|
||||
return n
|
||||
|
||||
|
||||
def _commit_monitor(conn: sqlite3.Connection) -> None:
|
||||
"""状态变更立刻落库,避免后续 sync 异常回滚后重复触发/推送."""
|
||||
try:
|
||||
conn.commit()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def close_option_by_bid_depth(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
inst_id: str,
|
||||
*,
|
||||
sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""目标触发后只锁买一限价卖出;需过 2×门控(通过后同仓续批只验流动性)."""
|
||||
from lib.options.options_close_exec_lib import close_option_by_bid1
|
||||
|
||||
return close_option_by_bid1(
|
||||
cfg,
|
||||
ex,
|
||||
inst_id,
|
||||
sheets=sheets,
|
||||
require_recycle_gate=True,
|
||||
signal_note="目标位平仓",
|
||||
)
|
||||
|
||||
|
||||
|
||||
def _notify_target_close(
|
||||
cfg: dict[str, Any] | None,
|
||||
send_wechat: Callable[[str], None] | None,
|
||||
*,
|
||||
account_label: str,
|
||||
inst_id: str,
|
||||
target: float,
|
||||
idx: float,
|
||||
result: dict[str, Any],
|
||||
conn: Any = None,
|
||||
) -> None:
|
||||
"""目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
|
||||
from lib.options.options_notify_lib import resolve_premium_ccy
|
||||
|
||||
ccy = resolve_premium_ccy(inst_id=inst_id)
|
||||
if result.get("fully_closed") or result.get("already_flat"):
|
||||
if cfg is not None:
|
||||
try:
|
||||
from lib.options.options_notify_lib import notify_options_close
|
||||
|
||||
notify_options_close(
|
||||
cfg,
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
reason="目标位平仓",
|
||||
sheets=result.get("submitted_sheets"),
|
||||
premium_received=result.get("premium_received"),
|
||||
close_quote=result.get("locked_bid_px") or result.get("bid"),
|
||||
target_index=target,
|
||||
trigger_idx=idx,
|
||||
premium_ccy=ccy,
|
||||
)
|
||||
return
|
||||
except Exception:
|
||||
pass
|
||||
if not send_wechat:
|
||||
return
|
||||
try:
|
||||
recv = result.get("premium_received")
|
||||
send_wechat(
|
||||
"\n".join(
|
||||
[
|
||||
"【OKX期权·目标位平仓】",
|
||||
f"账户:{account_label}",
|
||||
f"合约:{inst_id}",
|
||||
f"目标指数:{target:g}",
|
||||
f"触发指数:{idx:g}",
|
||||
f"提交张数:{result.get('submitted_sheets') or '—'}",
|
||||
f"预估收回:{recv if recv is not None else '—'} {ccy}",
|
||||
f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
|
||||
]
|
||||
)
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _result_fully_done(result: dict[str, Any]) -> bool:
|
||||
if result.get("already_flat"):
|
||||
return True
|
||||
if result.get("fully_closed"):
|
||||
return True
|
||||
remaining = result.get("remaining_sheets")
|
||||
if remaining is not None and int(remaining) <= 0 and result.get("ok"):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def run_options_target_closes(
|
||||
conn: sqlite3.Connection,
|
||||
positions: list[dict[str, Any]],
|
||||
*,
|
||||
close_fn: Callable[[str], dict[str, Any]],
|
||||
index_fn: Callable[[dict[str, Any]], float | None] | None = None,
|
||||
send_wechat: Callable[[str], None] | None = None,
|
||||
account_label: str = "OKX期权",
|
||||
cfg: dict[str, Any] | None = None,
|
||||
) -> int:
|
||||
"""
|
||||
扫描 active 目标委托;指数到位后限价平仓.
|
||||
状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
|
||||
未完全成交进入 closing,仅重试平仓不再推送.
|
||||
返回本次新触发(并推送)的条数.
|
||||
"""
|
||||
ensure_target_tables(conn)
|
||||
pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
|
||||
live_ids = {k for k in pos_by_inst if k}
|
||||
cancel_orphans_without_position(conn, live_inst_ids=live_ids)
|
||||
_commit_monitor(conn)
|
||||
|
||||
# 先处理已挂单等待成交的,绝不再发微信
|
||||
for mon in list_closing_targets(conn):
|
||||
inst_id = str(mon.get("inst_id") or "")
|
||||
if not inst_id:
|
||||
continue
|
||||
if inst_id not in pos_by_inst:
|
||||
mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
result = close_fn(inst_id)
|
||||
idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
|
||||
if result.get("already_flat") or _result_fully_done(result):
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="triggered",
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message="目标位限价平仓完成",
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="closing",
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
|
||||
triggered = 0
|
||||
for mon in list_active_targets(conn):
|
||||
inst_id = str(mon.get("inst_id") or "")
|
||||
target = _safe_float(mon.get("target_index"))
|
||||
if not inst_id or target is None:
|
||||
continue
|
||||
pos = pos_by_inst.get(inst_id)
|
||||
if not pos:
|
||||
continue
|
||||
if index_fn is not None:
|
||||
idx = index_fn(pos)
|
||||
else:
|
||||
idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
|
||||
if idx is None:
|
||||
continue
|
||||
opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
|
||||
if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
|
||||
continue
|
||||
|
||||
result = close_fn(inst_id)
|
||||
if result.get("already_flat"):
|
||||
mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
if not result.get("ok"):
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status="active",
|
||||
trigger_idx=idx,
|
||||
message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
|
||||
)
|
||||
_commit_monitor(conn)
|
||||
continue
|
||||
|
||||
done = _result_fully_done(result)
|
||||
status = "triggered" if done else "closing"
|
||||
mark_monitor(
|
||||
conn,
|
||||
int(mon["id"]),
|
||||
status=status,
|
||||
trigger_idx=idx,
|
||||
close_ord_id=result.get("close_ord_id"),
|
||||
message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
|
||||
)
|
||||
# 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
|
||||
_commit_monitor(conn)
|
||||
triggered += 1
|
||||
_notify_target_close(
|
||||
cfg,
|
||||
send_wechat,
|
||||
account_label=account_label,
|
||||
inst_id=inst_id,
|
||||
target=target,
|
||||
idx=idx,
|
||||
result=result,
|
||||
conn=conn,
|
||||
)
|
||||
return triggered
|
||||
|
||||
Reference in New Issue
Block a user