模拟盘无 API Key 时复盘K线改为优先走 OKX 公开行情接口。

Co-authored-by: Cursor <cursoragent@cursor.com>

app.py

@@ -924,19 +924,118 @@ def _ohlcv_dict_rows_to_lists(rows, lim):
     return [[r["ts"], r["o"], r["h"], r["l"], r["c"], r.get("v", 0)] for r in pick]
 
 
-def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
+def _okx_swap_inst_id(exchange_symbol):
-    lim = max(2, int(limit or ORDER_CHART_LIMIT))
+    """ETH/USDT:USDT → ETH-USDT-SWAP(公开 candles 用)."""
+    sym = str(exchange_symbol or "").strip().upper()
+    if not sym:
+        return ""
+    if "/" in sym:
+        base, rest = sym.split("/", 1)
+        quote = rest.split(":", 1)[0].strip() or "USDT"
+        return f"{base.strip()}-{quote}-SWAP"
+    if sym.endswith("-SWAP"):
+        return sym
+    if "-" in sym:
+        return sym
+    if sym.endswith("USDT") and len(sym) > 4:
+        return f"{sym[:-4]}-USDT-SWAP"
+    return sym
+
+
+def _okx_public_bar(timeframe):
+    """ccxt 周期 → OKX public bar(1H/4H 大写 H)."""
+    s = str(timeframe or "").strip()
+    if not s:
+        return "15m"
+    low = s.lower()
+    if low.endswith("m") and low[:-1].isdigit():
+        return low
+    if low.endswith("h") and low[:-1].isdigit():
+        return f"{low[:-1]}H"
+    if low.endswith("d") and low[:-1].isdigit():
+        return f"{low[:-1]}D"
+    return s
+
+
+def _fetch_ohlcv_public(exchange_symbol, timeframe, limit=100, since_ms=None, end_ts_ms=None):
+    """无 API Key 也可拉永续 K 线:OKX public_get_market_candles."""
+    inst = _okx_swap_inst_id(exchange_symbol)
+    bar = _okx_public_bar(timeframe)
+    lim = max(2, min(int(limit or 100), 300))
+    if not inst or not hasattr(exchange, "public_get_market_candles"):
+        return []
+    params = {"instId": inst, "bar": bar, "limit": str(lim)}
+    # after=ts → 早于 ts 的更旧数据,适合「截止到平仓」
+    if end_ts_ms:
+        try:
+            params["after"] = str(int(end_ts_ms))
+        except (TypeError, ValueError):
+            pass
     try:
-        if not end_ts_ms:
+        raw = (exchange.public_get_market_candles(params) or {}).get("data") or []
-            ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=lim)
-        else:
-            period = _timeframe_period_ms(timeframe)
-            since = int(end_ts_ms) - period * (lim + 10)
-            ohlcv = exchange.fetch_ohlcv(
-                exchange_symbol, timeframe=timeframe, since=max(0, since), limit=lim + 20
-            )
     except Exception:
         return []
+    out = []
+    for row in reversed(list(raw or [])):
+        if not row or len(row) < 5:
+            continue
+        try:
+            ts = int(row[0])
+            o = float(row[1])
+            h = float(row[2])
+            l = float(row[3])
+            c = float(row[4])
+            v = float(row[5]) if len(row) > 5 else 0.0
+        except (TypeError, ValueError, IndexError):
+            continue
+        if since_ms is not None:
+            try:
+                if ts < int(since_ms):
+                    continue
+            except (TypeError, ValueError):
+                pass
+        if end_ts_ms is not None:
+            try:
+                if ts > int(end_ts_ms):
+                    continue
+            except (TypeError, ValueError):
+                pass
+        out.append([ts, o, h, l, c, v])
+    if len(out) > lim:
+        return out[-lim:]
+    return out
+
+
+def _fetch_ohlcv_safe(exchange_symbol, timeframe, limit=100, since_ms=None, end_ts_ms=None):
+    """公开接口优先(模拟盘无密钥);失败再试 ccxt.fetch_ohlcv."""
+    pub = _fetch_ohlcv_public(
+        exchange_symbol,
+        timeframe,
+        limit=limit,
+        since_ms=since_ms,
+        end_ts_ms=end_ts_ms,
+    )
+    if pub:
+        return pub
+    try:
+        kwargs = {"timeframe": timeframe, "limit": int(limit or 100)}
+        if since_ms:
+            kwargs["since"] = max(0, int(since_ms))
+        return list(exchange.fetch_ohlcv(exchange_symbol, **kwargs) or [])
+    except Exception:
+        return []
+
+
+def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
+    lim = max(2, int(limit or ORDER_CHART_LIMIT))
+    ohlcv = _fetch_ohlcv_safe(
+        exchange_symbol,
+        timeframe,
+        limit=lim + 20,
+        end_ts_ms=end_ts_ms,
+    )
+    if not ohlcv and end_ts_ms:
+        ohlcv = _fetch_ohlcv_safe(exchange_symbol, timeframe, limit=lim)
     rows = _ohlcv_to_rows(ohlcv)
     if not rows:
         return []
@@ -977,7 +1076,11 @@ def generate_multi_timeframe_chart_png(
                 ordered.append(tf)
         timeframes = ordered[:4] if ordered else preferred_layout
 
-    ensure_markets_loaded()
+    try:
+        ensure_markets_loaded()
+    except Exception:
+        # 模拟盘无 API Key 时 load_markets 可能失败;公开 candles 不依赖 markets
+        pass
     panels = []
     cell_w, cell_h = 980, 520
     end_ts_ms = None
@@ -1001,17 +1104,18 @@ def generate_multi_timeframe_chart_png(
                     now_ms=marker_payload.get("now_ts_ms"),
                 )
                 if win:
-                    ohlcv = exchange.fetch_ohlcv(
+                    ohlcv = _fetch_ohlcv_safe(
                         exchange_symbol,
-                        timeframe=tf,
+                        tf,
-                        since=max(0, int(win["since_ms"])),
                         limit=int(win["fetch_limit"]),
+                        since_ms=max(0, int(win["since_ms"])),
+                        end_ts_ms=end_ts_ms,
                     )
                     rows = trim_rows_for_trade_review(_ohlcv_to_rows(ohlcv), win)
             if not rows:
                 ohlcv = _fetch_ohlcv_ending_at(exchange_symbol, tf, limit, end_ts_ms)
                 if not ohlcv and end_ts_ms:
-                    ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit)
+                    ohlcv = _fetch_ohlcv_safe(exchange_symbol, tf, limit=limit)
                 rows = _ohlcv_to_rows(ohlcv)[-limit:]
         except Exception:
             rows = []

lib/sim/broker_lib.py

@@ -12,7 +12,19 @@ from lib.sim.wallets_lib import InsufficientFunds, SimWallets
 
 
 def _now() -> str:
-    return datetime.utcnow().strftime("%Y-%m-%d %H:%M:%S")
+    """业务时区墙钟(默认 Asia/Shanghai);勿用 utcnow,否则复盘K线标记会偏 8 小时."""
+    try:
+        from lib.options.options_time_lib import options_app_now_str
+
+        return options_app_now_str()
+    except Exception:
+        from zoneinfo import ZoneInfo
+
+        tz = ZoneInfo(
+            (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+            or "Asia/Shanghai"
+        )
+        return datetime.now(tz).strftime("%Y-%m-%d %H:%M:%S")
 
 
 def _ticker_bid_ask(exchange: Any, symbol: str) -> tuple[float, float]:

tests/test_okx_public_ohlcv_mapping.py

@@ -0,0 +1,40 @@
+"""OKX 公开 K 线小测(无网络):instId / bar 映射."""
+from __future__ import annotations
+
+import unittest
+
+
+class OkxPublicOhlcvMappingTests(unittest.TestCase):
+    def test_swap_inst_and_bar(self):
+        # 避免 import 整站 app:直接复刻映射逻辑做契约校验
+        def swap_inst(exchange_symbol: str) -> str:
+            sym = str(exchange_symbol or "").strip().upper()
+            if not sym:
+                return ""
+            if "/" in sym:
+                base, rest = sym.split("/", 1)
+                quote = rest.split(":", 1)[0].strip() or "USDT"
+                return f"{base.strip()}-{quote}-SWAP"
+            if sym.endswith("-SWAP"):
+                return sym
+            return sym
+
+        def public_bar(timeframe: str) -> str:
+            low = str(timeframe or "").strip().lower()
+            if low.endswith("m") and low[:-1].isdigit():
+                return low
+            if low.endswith("h") and low[:-1].isdigit():
+                return f"{low[:-1]}H"
+            if low.endswith("d") and low[:-1].isdigit():
+                return f"{low[:-1]}D"
+            return low or "15m"
+
+        self.assertEqual(swap_inst("ETH/USDT:USDT"), "ETH-USDT-SWAP")
+        self.assertEqual(swap_inst("BTC/USDT:USDT"), "BTC-USDT-SWAP")
+        self.assertEqual(public_bar("15m"), "15m")
+        self.assertEqual(public_bar("1h"), "1H")
+        self.assertEqual(public_bar("4h"), "4H")
+
+
+if __name__ == "__main__":
+    unittest.main()