dekun
a1abe159fa
Add deploy/manage.sh bootstrap for git.bz121.com/dekun/crypto_okx and point docs at this repo. Co-authored-by: Cursor <cursoragent@cursor.com>
121 lines
3.6 KiB
Python
121 lines
3.6 KiB
Python
"""交易结果展示与入库时的语义归一化."""
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from __future__ import annotations
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from typing import Optional
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_WIN_EPS = 1e-9
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def classify_exit_by_levels(
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direction,
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trigger_price,
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stop_loss,
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take_profit,
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exit_price,
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) -> Optional[str]:
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"""根据成交价相对止盈/止损位归类;无法可靠归类时返回 None.
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交易所条件止盈常按标记价触发、市价成交,成交价可能偏离计划止盈数个 tick.
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因此先用窄带,失败后再用宽带;仍失败则看是否落在入场→止盈/止损的「盈利/亏损侧」。
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"""
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try:
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tp = float(take_profit)
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sl = float(stop_loss)
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ex = float(exit_price)
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trig = float(trigger_price)
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except (TypeError, ValueError):
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return None
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d = (direction or "").strip().lower()
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if d not in ("long", "short"):
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return None
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band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
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# 宽带:覆盖 BTC 等高价币种条件单滑点(实测 Gate 止盈成交可偏出窄带 ~100U)
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band_loose = max(abs(trig) * 0.003, abs(tp - sl) * 0.05, band * 4.0, 1e-12)
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def _is_tp(b: float) -> bool:
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return ex >= tp - b if d == "long" else ex <= tp + b
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def _is_sl(b: float) -> bool:
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return ex <= sl + b if d == "long" else ex >= sl - b
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if _is_tp(band):
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return "止盈"
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if _is_sl(band):
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return "止损"
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if _is_tp(band_loose):
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return "止盈"
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if _is_sl(band_loose):
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return "止损"
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# 盈利侧且更靠近止盈 → 止盈; 亏损侧且更靠近止损 → 止损
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if d == "long":
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if ex > trig and abs(ex - tp) <= abs(ex - trig):
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return "止盈"
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if ex < trig and abs(ex - sl) <= abs(ex - trig):
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return "止损"
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else:
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if ex < trig and abs(ex - tp) <= abs(ex - trig):
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return "止盈"
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if ex > trig and abs(ex - sl) <= abs(ex - trig):
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return "止损"
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return None
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def normalize_display_result(result):
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"""展示用:外部平仓一律视为手动平仓."""
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res = (result or "").strip()
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if res == "外部平仓" or res.startswith("外部平仓"):
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return "手动平仓"
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return res
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def is_winning_pnl(pnl_amount) -> bool:
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"""胜率统计:盈亏为正即计为盈利单."""
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try:
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return float(pnl_amount or 0) > _WIN_EPS
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except (TypeError, ValueError):
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return False
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def sql_effective_pnl_expr() -> str:
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"""与 to_effective_trade_dict / hub_trades_lib 一致的盈亏 SQL 表达式."""
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return "COALESCE(reviewed_pnl_amount, exchange_realized_pnl, pnl_amount, 0)"
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def count_winning_trades(trades) -> int:
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return sum(1 for r in trades or [] if is_winning_pnl(r.get("effective_pnl_amount")))
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MISS_TRADE_RESULT = "错过"
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def is_miss_trade_result(result) -> bool:
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return (result or "").strip() == MISS_TRADE_RESULT
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def filter_trade_records_excluding_miss(records):
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"""列表/统计:不展示,不计入「错过」类交易记录."""
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return [
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r
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for r in (records or [])
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if not is_miss_trade_result(r.get("effective_result") or r.get("result"))
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]
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def normalize_result_with_pnl(result, pnl_amount):
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"""
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非手动平仓且实际盈利时,不应记为「止损」.
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程序触发的止损类平仓若盈亏为正,归类为「移动止盈」.
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"""
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res = normalize_display_result(result)
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if res == "手动平仓":
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return res
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if res == "止损":
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try:
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if float(pnl_amount or 0) > 0:
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return "移动止盈"
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except (TypeError, ValueError):
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pass
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return res
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