dekun/crypto_okx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

移植期权复盘自动K线、时区修复与保存后轮询展示，与今日 crypto_monitor 改动对齐。

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-15 11:51:41 +08:00
parent 45c7e73db5
commit d6bb99b5bb
13 changed files with 1165 additions and 368 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/common/static/options_review.js
+139 -17
View File
@@ -582,31 +582,103 @@
}
}
var detailChartPollTimer = null;
var detailChartPollTradeId = 0;
function hideDetail() {
hideLightbox();
stopDetailChartPoll();
var backdrop = $("or-detail-backdrop");
if (backdrop) backdrop.hidden = true;
}
function openDetail(tradeId) {
function stopDetailChartPoll() {
if (detailChartPollTimer) {
clearTimeout(detailChartPollTimer);
detailChartPollTimer = null;
}
detailChartPollTradeId = 0;
}
function tradeHasAutoChart(t) {
var images = ((t && t.entry) || {}).images || [];
for (var i = 0; i < images.length; i++) {
var tf = String((images[i] && images[i].tf) || "").trim();
var file = String((images[i] && images[i].file) || "").trim();
if (tf === "auto" && file) return true;
}
return false;
}
function openDetail(tradeId, opts) {
opts = opts || {};
var waitAuto = !!opts.waitAutoChart;
var backdrop = $("or-detail-backdrop");
if (!backdrop) return;
stopDetailChartPoll();
backdrop.hidden = false;
($("or-detail-title") || {}).textContent = "加载中…";
($("or-detail-meta") || {}).innerHTML = "";
($("or-detail-text") || {}).innerHTML = "";
($("or-detail-images") || {}).innerHTML = "";
($("or-detail-images") || {}).innerHTML = waitAuto
? '<div class="or-detail-img-cell"><span class="or-detail-img-label">自动K线</span><div class="or-detail-img-miss">生成中…</div></div>'
: "";
fetch("/api/options/review/trades/" + tradeId, { credentials: "same-origin" })
.then(function (r) {
function applyTrade(trade, pendingAuto) {
renderDetail(trade, { pendingAuto: !!pendingAuto });
}
function fetchOnce() {
return fetch("/api/options/review/trades/" + tradeId, {
credentials: "same-origin",
}).then(function (r) {
return r.json();
})
});
}
fetchOnce()
.then(function (data) {
if (!data.ok || !data.trade) {
($("or-detail-title") || {}).textContent = "加载失败";
return;
}
renderDetail(data.trade);
if (!waitAuto || tradeHasAutoChart(data.trade)) {
applyTrade(data.trade, false);
return;
}
applyTrade(data.trade, true);
detailChartPollTradeId = tradeId;
var tries = 0;
var maxTries = 20;
function poll() {
if (detailChartPollTradeId !== tradeId) return;
tries += 1;
fetchOnce()
.then(function (again) {
if (detailChartPollTradeId !== tradeId) return;
if (again.ok && again.trade && tradeHasAutoChart(again.trade)) {
stopDetailChartPoll();
applyTrade(again.trade, false);
loadReviewed({ sync: false, soft: true });
return;
}
if (tries >= maxTries) {
stopDetailChartPoll();
applyTrade((again && again.trade) || data.trade, false);
return;
}
detailChartPollTimer = setTimeout(poll, 1500);
})
.catch(function () {
if (detailChartPollTradeId !== tradeId) return;
if (tries >= maxTries) {
stopDetailChartPoll();
return;
}
detailChartPollTimer = setTimeout(poll, 1500);
});
}
detailChartPollTimer = setTimeout(poll, 1200);
})
.catch(function () {
($("or-detail-title") || {}).textContent = "加载失败";
@@ -626,9 +698,29 @@
return base + encodeURIComponent(name);
}
function renderDetailImages(images) {
function chartTfLabel(tf) {
if (tf === "auto") return "自动K线";
if (tf === "_") return "截图";
return tf;
}
function setChartOptionsVisible(visible) {
var box = $("or-chart-options");
var hint = $("or-chart-hint");
if (box) box.classList.toggle("hidden", !visible);
if (hint) hint.classList.toggle("hidden", !visible);
}
function resetChartOptions() {
var cb = $("or-exchange-chart");
if (cb) cb.checked = false;
}
function renderDetailImages(images, opts) {
var imagesHost = $("or-detail-images");
if (!imagesHost) return;
opts = opts || {};
var pendingAuto = !!opts.pendingAuto;
var byTf = {};
(images || []).forEach(function (img) {
var tf = String((img && img.tf) || "").trim();
@@ -637,16 +729,29 @@
var key = tf || "_";
byTf[key] = file;
});
var order = ["5m", "15m", "1h", "4h"];
// 互斥:有自动K线只显示自动;否则只显示手动四周期
var hasAuto = !!byTf.auto;
if (pendingAuto && !hasAuto) {
imagesHost.innerHTML =
'<div class="or-detail-img-cell">' +
'<span class="or-detail-img-label">自动K线</span>' +
'<div class="or-detail-img-miss">生成中…</div>' +
"</div>";
return;
}
var order = hasAuto ? ["auto"] : ["5m", "15m", "1h", "4h"];
var keys = order.slice();
Object.keys(byTf).forEach(function (k) {
if (keys.indexOf(k) < 0) keys.push(k);
});
if (!hasAuto) {
Object.keys(byTf).forEach(function (k) {
if (k === "auto") return;
if (keys.indexOf(k) < 0) keys.push(k);
});
}
var cells = keys
.map(function (tf) {
var file = byTf[tf];
if (!file) {
if (order.indexOf(tf) < 0) return "";
if (hasAuto || order.indexOf(tf) < 0) return "";
return (
'<div class="or-detail-img-cell">' +
'<span class="or-detail-img-label">' +
@@ -657,7 +762,7 @@
);
}
var src = optionsJournalImgSrc(file);
var label = escapeHtml(tf === "_" ? "截图" : tf);
var label = escapeHtml(chartTfLabel(tf));
return (
'<div class="or-detail-img-cell">' +
'<span class="or-detail-img-label">' +
@@ -698,7 +803,7 @@
});
}
function renderDetail(t) {
function renderDetail(t, opts) {
var e = t.entry || {};
reviewedCache[t.id] = t;
($("or-detail-title") || {}).textContent =
@@ -782,7 +887,7 @@
var imagesHost = $("or-detail-images");
if (imagesHost) {
renderDetailImages(e.images || []);
renderDetailImages(e.images || [], opts || {});
}
}
@@ -992,6 +1097,8 @@
($("or-f-note") || {}).value = "";
setMoodTags("");
resetUploadSlots();
resetChartOptions();
setChartOptionsVisible(false);
var summary = $("or-journal-summary");
if (summary) {
summary.textContent = "截图槽位与合约复盘相同(5m / 15m / 1h / 4h).";
@@ -1053,6 +1160,8 @@
setSelectValue($("or-f-entry"), e.entry_logic || "");
($("or-f-note") || {}).value = e.note || "";
setMoodTags(e.mistake_tags);
resetChartOptions();
setChartOptionsVisible(t.source_type === "option_spot");
var summary = $("or-journal-summary");
if (summary) {
@@ -1068,6 +1177,8 @@
}
(e.images || []).forEach(function (img) {
var tf = String((img && img.tf) || "").trim();
if (tf === "auto") return;
var hidden = document.querySelector(
'#or-upload-slots .or-upload-hidden[data-tf="' + img.tf + '"]'
);
@@ -1167,6 +1278,15 @@
note: ($("or-f-note") || {}).value || "",
images: collectImages(),
};
var chartBox = $("or-chart-options");
var chartVisible = chartBox && !chartBox.classList.contains("hidden");
if (chartVisible && ($("or-exchange-chart") || {}).checked) {
payload.journal_exchange_chart = true;
payload.journal_chart_tf1 = ($("or-chart-tf1") || {}).value || "";
payload.journal_chart_tf2 = ($("or-chart-tf2") || {}).value || "";
payload.journal_chart_limit = ($("or-chart-limit") || {}).value || "";
payload.journal_chart_anchor = ($("or-chart-anchor") || {}).value || "close";
}
($("or-save-status") || {}).textContent = "保存中…";
fetch("/api/options/review/entry", {
method: "POST",
@@ -1182,10 +1302,12 @@
($("or-save-status") || {}).textContent = data.msg || "保存失败";
return;
}
($("or-save-status") || {}).textContent = "已保存";
($("or-save-status") || {}).textContent = data.chart_queued
? "已保存,K线图后台生成中"
: "已保存";
hideJournalForm();
reloadAll();
openDetail(tradeId);
openDetail(tradeId, { waitAutoChart: !!data.chart_queued });
})
.catch(function () {
($("or-save-status") || {}).textContent = "保存失败";
lib/exchange/okx_options_lib.py
+3 -9
View File
@@ -213,16 +213,10 @@ def option_history_row_key(
def _ms_to_iso(ms: Any) -> str | None:
val = _safe_float(ms)
if val is None or val <= 0:
return None
try:
from datetime import datetime, timezone
"""OKX ms → 业务时区墙钟(默认 Asia/Shanghai);勿用系统本地时区."""
from lib.options.options_time_lib import ms_to_options_app_str
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone()
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError):
return None
return ms_to_options_app_str(ms)
def option_instrument_meta_cached(
lib/options/options_close_exec_lib.py
+4 -1
View File
@@ -363,12 +363,15 @@ def close_option_by_bid1(
ELSE signal_note
END"""
params.append(signal_note)
from lib.options.options_time_lib import options_app_now_str
params.append(options_app_now_str())
params.append(int(row["id"]))
conn.execute(
f"""
UPDATE options_trades
SET status = 'closed', close_quote = ?, premium_received = ?,
realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
realized_pnl = ?, close_ord_id = ?, closed_at = ?
{note_sql}
WHERE id = ?
""",
lib/options/options_coin_open_lib.py
+5 -2
View File
@@ -400,6 +400,8 @@ def open_coin_option_buy_full(
def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
from lib.options.options_time_lib import options_app_now_str
pe = 1 if kwargs.get("profit_exit_enabled") else 0
pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
pe_state = "active" if pe else "idle"
@@ -409,8 +411,8 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, signal_note, exchange_ord_id,
margin_mode, premium_ccy, bridge_id, budget_usdt,
profit_exit_enabled, profit_exit_mult, profit_exit_state
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
""",
(
kwargs["inst_id"],
@@ -430,6 +432,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
pe,
pe_mult,
pe_state,
options_app_now_str(),
),
)
conn.commit()
lib/options/options_monitor_lib.py
+8 -24
View File
@@ -1,16 +1,12 @@
"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
from __future__ import annotations
import os
import sqlite3
import time
from datetime import datetime, timezone
from typing import Any, Callable
from zoneinfo import ZoneInfo
from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
def _safe_float(v: Any) -> float | None:
@@ -151,18 +147,7 @@ def run_options_profit_alerts(
def _created_at_ms(created_at: Any) -> int | None:
"""墙钟 created_at → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
if not created_at:
return None
raw = str(created_at).strip()
if not raw:
return None
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(raw[:ln], fmt).replace(tzinfo=_APP_TZ)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
return options_wall_clock_to_ms(created_at)
def _group_key_for_closed_trade(row: Any) -> str:
@@ -327,21 +312,20 @@ def sync_open_options_trades(
prem_recv = round(paid + float(realized_pnl), 4)
close_ms = close_info.get("close_ms")
if close_ms:
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
closed_at = ms_to_options_app_str(close_ms)
elif exp_ms is not None and now_ms >= int(exp_ms):
close_reason = "expired"
close_quote = 0.0
prem_recv = 0.0
realized_pnl = round(-paid, 4)
if exp_ms:
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
closed_at = ms_to_options_app_str(exp_ms)
else:
continue
if not closed_at:
closed_at = options_app_now_str()
conn.execute(
"""
UPDATE options_trades
@@ -350,7 +334,7 @@ def sync_open_options_trades(
premium_received = ?,
realized_pnl = ?,
close_ord_id = COALESCE(?, close_ord_id),
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
closed_at = COALESCE(?, closed_at),
signal_note = CASE
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
THEN '到期结算'
lib/options/options_register.py
+9 -4
View File
@@ -1218,13 +1218,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
opt_type = meta.get("optType")
open_underlying = u
open_opt_type = opt_type
from lib.options.options_time_lib import options_app_now_str
cur = conn.execute(
"""
INSERT INTO options_trades
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, signal_note, exchange_ord_id,
profit_exit_enabled, profit_exit_mult, profit_exit_state)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?)
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?, ?)
""",
(
inst_id,
@@ -1241,6 +1243,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
1 if profit_exit_enabled else 0,
profit_exit_mult if profit_exit_enabled else 1.0,
"active" if profit_exit_enabled else "idle",
options_app_now_str(),
),
)
trade_id = int(cur.lastrowid)
@@ -1341,6 +1344,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
try:
conn = cfg["get_db"]()
try:
from lib.options.options_time_lib import options_app_now_str
init_options_tables(conn)
conn.execute(
"""
@@ -1350,10 +1355,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销'
ELSE signal_note
END,
closed_at = CURRENT_TIMESTAMP
closed_at = ?
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
""",
(inst_id, ord_id),
(options_app_now_str(), inst_id, ord_id),
)
conn.commit()
finally:
lib/options/options_review_chart_async_lib.py
+137
View File
@@ -0,0 +1,137 @@
"""期权复盘自动 K 线:后台线程生成标的永续双周期拼图,写回 images_json."""
from __future__ import annotations
import logging
import threading
from typing import Any, Callable, Optional
from lib.options.options_review_images_lib import (
images_json_dumps,
parse_options_review_images_json,
)
logger = logging.getLogger(__name__)
OPTIONS_REVIEW_AUTO_CHART_TF = "auto"
def underlying_to_okx_perp_symbol(
underlying: str,
*,
normalize_symbol_input_fn: Callable[[str], str],
normalize_okx_symbol_fn: Callable[[str], str],
) -> str:
"""ETH / ETH-USD / ETH-USDT-SWAP → ETH/USDT:USDT."""
raw = str(underlying or "").strip().upper()
if not raw:
return ""
base = raw.split("-", 1)[0].split("/", 1)[0].strip()
if not base:
return ""
guess = normalize_symbol_input_fn(base) or f"{base}/USDT"
return str(normalize_okx_symbol_fn(guess) or "").strip()
def merge_auto_chart_into_images(
existing: Optional[list],
filename: str,
) -> list[dict[str, str]]:
"""保留手动槽位,用 tf=auto 放置拼图(方案甲一张总图)."""
fname = str(filename or "").strip()
out: list[dict[str, str]] = []
for item in existing or []:
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
out.append({"tf": tf, "file": file})
if fname:
out.insert(0, {"tf": OPTIONS_REVIEW_AUTO_CHART_TF, "file": fname})
return out
def build_options_review_chart_filename(trade_id: int) -> str:
return f"options_journal_chart_{int(trade_id)}.png"
def schedule_options_review_exchange_chart(
*,
trade_id: int,
exchange_symbol: str,
title_prefix: str,
journal_tfs: list[str],
journal_limit: int,
marker_payload: dict[str, Any],
upload_folder: str,
generate_chart_fn: Callable[..., str | None],
get_db_fn: Callable[[], Any],
now_str_fn: Callable[[], str],
) -> None:
"""保存后立即返回;线程内画图并合并进 options_review_entries.images_json."""
tid = int(trade_id or 0)
if tid <= 0 or not callable(generate_chart_fn) or not callable(get_db_fn):
return
symbol = str(exchange_symbol or "").strip()
if not symbol:
return
tfs = [str(x).strip() for x in (journal_tfs or []) if str(x).strip()]
if not tfs:
return
def _run() -> None:
try:
chart_fname = build_options_review_chart_filename(tid)
saved = generate_chart_fn(
symbol,
title_prefix,
timeframes=tfs,
limit=journal_limit,
out_dir=upload_folder,
filename=chart_fname,
filename_prefix="options_journal_chart",
marker_payload=marker_payload,
marker_timeframes={x.lower() for x in tfs},
layout="vertical",
)
if not saved:
logger.warning("options review chart async empty trade_id=%s", tid)
return
conn = get_db_fn()
try:
row = conn.execute(
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
(tid,),
).fetchone()
if not row:
logger.warning(
"options review chart async missing entry trade_id=%s", tid
)
return
images = parse_options_review_images_json(row["images_json"])
merged = merge_auto_chart_into_images(images, saved)
primary = merged[0]["file"] if merged else saved
conn.execute(
"""UPDATE options_review_entries
SET images_json=?, image=?, updated_at=?
WHERE trade_id=?""",
(
images_json_dumps(merged),
primary,
now_str_fn(),
tid,
),
)
conn.commit()
finally:
conn.close()
except Exception:
logger.exception("options review chart async failed trade_id=%s", tid)
threading.Thread(
target=_run,
name=f"options-review-chart-{tid}",
daemon=True,
).start()
lib/options/options_review_lib.py
+7 -1
View File
@@ -643,6 +643,9 @@ def ensure_local_review_synced(
backfill_exchange_pnl: bool = True,
) -> dict[str, Any]:
"""列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
from lib.options.options_time_lib import migrate_options_utc_wall_clock_to_app
ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
if backfill_exchange_pnl and ex is not None:
try:
from lib.exchange.okx_options_lib import fetch_all_option_positions_history
@@ -658,7 +661,10 @@ def ensure_local_review_synced(
backfill_hedge_option_legs_realized_pnl(conn, hist)
except Exception:
pass
return sync_all_review_sources(conn, ex=ex, from_exchange=False)
out = sync_all_review_sources(conn, ex=ex, from_exchange=False)
if isinstance(out, dict):
out["ts_migrate"] = ts_migrate
return out
def _row_to_dict(row: Any) -> dict[str, Any]:
lib/options/options_review_register.py
+452 -310
View File
@@ -1,310 +1,452 @@
"""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.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 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:
out = save_review_entry(conn, trade_id, data)
if out.get("ok"):
conn.commit()
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.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()
lib/options/options_time_lib.py
+121
View File
@@ -0,0 +1,121 @@
"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
from __future__ import annotations
import os
import sqlite3
from datetime import datetime, timezone
from typing import Any, Optional
from zoneinfo import ZoneInfo
_APP_TZ = ZoneInfo(
(os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
or "Asia/Shanghai"
)
_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
def options_app_tz() -> ZoneInfo:
return _APP_TZ
def options_app_now_str() -> str:
return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
def ms_to_options_app_str(ms: Any) -> Optional[str]:
"""交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
try:
val = float(ms)
except (TypeError, ValueError):
return None
if val <= 0:
return None
try:
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError, OverflowError):
return None
def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
"""业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
"""把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
except ValueError:
continue
return None
def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
"""一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
"""
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import get_sync_state, set_sync_state
init_options_review_tables(conn)
if get_sync_state(conn, _MIGRATE_FLAG) == "1":
return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
def _shift_table(table: str, cols: tuple[str, ...]) -> int:
try:
rows = conn.execute(
f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
).fetchall()
except sqlite3.Error:
return 0
n = 0
for row in rows:
sets: list[str] = []
vals: list[Any] = []
for col in cols:
old = row[col]
new = utc_wall_clock_to_app_str(old)
if new and str(old or "").strip() != new:
sets.append(f"{col}=?")
vals.append(new)
if not sets:
continue
vals.append(int(row["_rid"]))
conn.execute(
f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
vals,
)
n += 1
return n
trades = 0
try:
from lib.options.options_db import init_options_tables
init_options_tables(conn)
trades = _shift_table("options_trades", ("created_at", "closed_at"))
except Exception:
trades = 0
review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
hidden = _shift_table("options_review_hidden", ("closed_at",))
set_sync_state(conn, _MIGRATE_FLAG, "1")
return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
lib/options/templates/options_review_panel.html
+31
View File
@@ -327,6 +327,37 @@
</div>
<p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p>
<div class="form-row or-chart-options journal-chart-options hidden" id="or-chart-options" style="flex-wrap:wrap;align-items:center">
<label style="display:flex;align-items:center;gap:6px;font-size:.82rem">
<input type="checkbox" id="or-exchange-chart" value="true">
保存后后台生成 K 线图并作为截图(不阻塞保存)
</label>
<label style="font-size:.82rem;color:#9aa">周期1</label>
<select id="or-chart-tf1" style="min-width:72px">
{% for tf in journal_chart_tf_choices %}
<option value="{{ tf }}" {% if tf == journal_chart_default_tf1 %}selected{% endif %}>{{ tf }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">周期2</label>
<select id="or-chart-tf2" style="min-width:72px">
{% for tf in journal_chart_tf_choices %}
<option value="{{ tf }}" {% if tf == journal_chart_default_tf2 %}selected{% endif %}>{{ tf }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">K线数</label>
<select id="or-chart-limit" style="min-width:72px">
{% for n in [100, 150, 200, 250, 300, 400, 500] %}
<option value="{{ n }}" {% if n == journal_chart_default_limit %}selected{% endif %}>{{ n }}</option>
{% endfor %}
</select>
<label style="font-size:.82rem;color:#9aa">K线截止</label>
<select id="or-chart-anchor" style="min-width:96px" title="K线窗口右端对齐的时间">
<option value="close" {% if journal_chart_default_anchor == 'close' %}selected{% endif %}>平仓时间</option>
<option value="now" {% if journal_chart_default_anchor == 'now' %}selected{% endif %}>当前时间</option>
</select>
</div>
<div class="sub or-chart-hint hidden" id="or-chart-hint" style="font-size:.72rem;margin-top:2px;margin-bottom:0">纯期权:按标的永续画双周期上下图;只按时间标记进场/出场,不标止损;有手动截图时不自动生成</div>
<div class="or-mood-grid mood-grid">
<label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label>
<label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label>
tests/test_options_review_chart_async_lib.py
+157
View File
@@ -0,0 +1,157 @@
"""期权复盘自动 K 线:单元测试."""
from __future__ import annotations
import sqlite3
import unittest
from unittest.mock import MagicMock, patch
from lib.options.options_review_chart_async_lib import (
OPTIONS_REVIEW_AUTO_CHART_TF,
build_options_review_chart_filename,
merge_auto_chart_into_images,
schedule_options_review_exchange_chart,
underlying_to_okx_perp_symbol,
)
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import save_review_entry, upsert_option_history_row
def _conn() -> sqlite3.Connection:
c = sqlite3.connect(":memory:")
c.row_factory = sqlite3.Row
init_options_review_tables(c)
return c
class OptionsReviewChartAsyncTests(unittest.TestCase):
def test_underlying_to_okx_perp_symbol(self):
self.assertEqual(
underlying_to_okx_perp_symbol(
"ETH-USD",
normalize_symbol_input_fn=lambda s: f"{s}/USDT",
normalize_okx_symbol_fn=lambda s: f"{s.split('/')[0]}/USDT:USDT"
if "/" in s
else s,
),
"ETH/USDT:USDT",
)
def test_merge_auto_chart_keeps_manual_slots(self):
merged = merge_auto_chart_into_images(
[
{"tf": "auto", "file": "old.png"},
{"tf": "15m", "file": "m15.png"},
],
"new_auto.png",
)
self.assertEqual(merged[0]["tf"], OPTIONS_REVIEW_AUTO_CHART_TF)
self.assertEqual(merged[0]["file"], "new_auto.png")
self.assertEqual(merged[1], {"tf": "15m", "file": "m15.png"})
def test_chart_filename(self):
self.assertEqual(
build_options_review_chart_filename(12), "options_journal_chart_12.png"
)
@patch("lib.options.options_review_chart_async_lib.threading.Thread")
def test_schedule_starts_daemon_thread(self, mock_thread_cls):
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=7,
exchange_symbol="ETH/USDT:USDT",
title_prefix="t",
journal_tfs=["15m", "1h"],
journal_limit=100,
marker_payload={},
upload_folder="/tmp",
generate_chart_fn=MagicMock(),
get_db_fn=MagicMock(),
now_str_fn=lambda: "2026-09-15 12:00:00",
)
mock_thread_cls.assert_called_once()
self.assertTrue(mock_thread_cls.call_args.kwargs.get("daemon"))
thread.start.assert_called_once()
def test_writeback_merges_auto_image(self):
import tempfile
from pathlib import Path
from lib.options.options_review_images_lib import parse_options_review_images_json
with tempfile.TemporaryDirectory() as td:
db_path = Path(td) / "t.db"
def get_db():
c = sqlite3.connect(str(db_path))
c.row_factory = sqlite3.Row
return c
conn = get_db()
init_options_review_tables(conn)
upsert_option_history_row(
conn,
{
"history_key": "ex:chart1",
"inst_id": "ETH-USD-260328-2000-C",
"underlying": "ETH",
"opt_type": "C",
"realized_pnl": 1.0,
"created_at": "2026-09-01 10:00:00",
"closed_at": "2026-09-01 12:00:00",
},
)
trade_id = conn.execute(
"SELECT id FROM options_review_trades WHERE history_key='ex:chart1'"
).fetchone()["id"]
save_review_entry(
conn,
trade_id,
{
"strategy_tag": "测试",
"images": [{"tf": "15m", "file": "options_journal_x_15m.png"}],
},
)
conn.commit()
conn.close()
chart_name = build_options_review_chart_filename(trade_id)
generate = MagicMock(return_value=chart_name)
with patch(
"lib.options.options_review_chart_async_lib.threading.Thread"
) as mock_thread_cls:
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=trade_id,
exchange_symbol="ETH/USDT:USDT",
title_prefix="ETH review",
journal_tfs=["15m", "1h"],
journal_limit=200,
marker_payload={"entry_ts_ms": 1, "exit_ts_ms": 2},
upload_folder=td,
generate_chart_fn=generate,
get_db_fn=get_db,
now_str_fn=lambda: "2026-09-15 12:00:00",
)
target = mock_thread_cls.call_args.kwargs["target"]
target()
conn = get_db()
try:
row = conn.execute(
"SELECT images_json, image FROM options_review_entries WHERE trade_id=?",
(trade_id,),
).fetchone()
self.assertEqual(row["image"], chart_name)
images = parse_options_review_images_json(row["images_json"])
self.assertEqual(images[0]["tf"], "auto")
self.assertEqual(images[0]["file"], chart_name)
self.assertTrue(any(x.get("tf") == "15m" for x in images))
finally:
conn.close()
if __name__ == "__main__":
unittest.main()
tests/test_options_time_lib.py
+92
View File
@@ -0,0 +1,92 @@
"""期权业务时区与 UTC 墙钟迁移单测."""
from __future__ import annotations
import sqlite3
import unittest
from datetime import datetime, timezone
from zoneinfo import ZoneInfo
from lib.options.options_db import init_options_tables
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import get_sync_state, upsert_option_history_row
from lib.options.options_time_lib import (
migrate_options_utc_wall_clock_to_app,
ms_to_options_app_str,
options_wall_clock_to_ms,
utc_wall_clock_to_app_str,
)
class OptionsTimeLibTests(unittest.TestCase):
def test_ms_to_shanghai_wall_clock(self):
# 2026-09-13 21:41:57 UTC → 2026-09-14 05:41:57 Asia/Shanghai
ms = int(
datetime(2026, 9, 13, 21, 41, 57, tzinfo=timezone.utc).timestamp() * 1000
)
self.assertEqual(ms_to_options_app_str(ms), "2026-09-14 05:41:57")
def test_utc_wall_to_app(self):
self.assertEqual(
utc_wall_clock_to_app_str("2026-09-13 21:41:57"),
"2026-09-14 05:41:57",
)
def test_wall_clock_to_ms_roundtrip(self):
raw = "2026-09-14 05:41:57"
ms = options_wall_clock_to_ms(raw)
self.assertIsNotNone(ms)
dt = datetime.fromtimestamp(ms / 1000.0, tz=ZoneInfo("Asia/Shanghai"))
self.assertEqual(dt.strftime("%Y-%m-%d %H:%M:%S"), raw)
def test_migrate_once(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
init_options_review_tables(conn)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status,
created_at, closed_at
) VALUES ('ETH-USD-260917-2525-P', 'ETH', 'P', 1, 0.01, 1, 'closed',
'2026-09-13 21:41:57', '2026-09-14 02:31:00')
"""
)
upsert_option_history_row(
conn,
{
"history_key": "local_opt:1",
"inst_id": "ETH-USD-260917-2525-P",
"underlying": "ETH",
"opt_type": "P",
"realized_pnl": 0.5,
"created_at": "2026-09-13 21:41:57",
"closed_at": "2026-09-14 02:31:00",
},
)
conn.commit()
first = migrate_options_utc_wall_clock_to_app(conn)
self.assertEqual(first["skipped"], 0)
self.assertGreaterEqual(first["trades"], 1)
self.assertGreaterEqual(first["review"], 1)
row = conn.execute(
"SELECT created_at, closed_at FROM options_trades WHERE id=1"
).fetchone()
self.assertEqual(row["created_at"], "2026-09-14 05:41:57")
self.assertEqual(row["closed_at"], "2026-09-14 10:31:00")
rev = conn.execute(
"SELECT opened_at, closed_at FROM options_review_trades WHERE history_key='local_opt:1'"
).fetchone()
self.assertEqual(rev["opened_at"], "2026-09-14 05:41:57")
self.assertEqual(rev["closed_at"], "2026-09-14 10:31:00")
self.assertEqual(get_sync_state(conn, "options_ts_utc_wall_to_app_done"), "1")
second = migrate_options_utc_wall_clock_to_app(conn)
self.assertEqual(second["skipped"], 1)
if __name__ == "__main__":
unittest.main()