Enrich WeCom open/close notifies with Chinese qty, margin, and PnL.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-02 08:58:49 +08:00
parent aab0b9bdf6
commit 0e3b9e53ac
8 changed files with 373 additions and 32 deletions
@@ -27,6 +27,30 @@ _last_fault_key: str | None = None
 _last_fault_ms: float = 0.0
 _FAULT_DEDUP_SEC = 300.0

+CLOSE_REASON_ZH: dict[str, str] = {
+    "expiry": "到期结算全平",
+    "target_perp_only": "净盈利达标·只平永续（期权归档到期）",
+    "fixed_usdt": "固定净盈利达标·双腿全平",
+    "premium_multiple": "权利金倍数达标·双腿全平",
+    "emergency": "紧急全平",
+    "emergency_perp": "紧急·只平永续",
+    "manual": "手动全平",
+    "perp_pending_retry": "续平永续",
+    "liquidity_retry": "等待流动性后全平",
+    "unknown": "未知原因",
+}
+
+BIAS_ZH: dict[str, str] = {
+    "call_ask_gt_put": "买Call + 永续空",
+    "put_ask_gt_call": "买Put + 永续多",
+    "strike_below_spot": "买Call + 永续空",
+    "strike_above_spot": "买Put + 永续多",
+    "fixed_long_put": "固定方向·买Put + 永续多",
+    "fixed_short_call": "固定方向·买Call + 永续空",
+    "manual_call": "手动·买Call + 永续空",
+    "manual_put": "手动·买Put + 永续多",
+}
+

 def _as_bool(raw: str | None, default: bool = False) -> bool:
    if raw is None or raw == "":
@@ -84,6 +108,64 @@ def venue_label() -> str | None:
    return "实盘·OKX"


+def close_reason_zh(reason: str | None) -> str:
+    r = str(reason or "").strip()
+    if not r:
+        return "未知原因"
+    return CLOSE_REASON_ZH.get(r, r)
+
+
+def direction_zh(extra: dict[str, Any]) -> str:
+    bias = str(extra.get("bias") or "").strip()
+    if bias in BIAS_ZH:
+        return BIAS_ZH[bias]
+    opt = str(extra.get("option_side") or "").strip().lower()
+    perp = str(extra.get("perp_side") or "").strip().lower()
+    if opt == "put" and perp == "long":
+        return "买Put + 永续多"
+    if opt == "call" and perp == "short":
+        return "买Call + 永续空"
+    if opt == "put":
+        return "买Put"
+    if opt == "call":
+        return "买Call"
+    if bias:
+        return bias
+    return "—"
+
+
+def _fmt_num(x: Any, digits: int = 2) -> str:
+    try:
+        if x is None or x == "":
+            return "—"
+        return f"{float(x):.{digits}f}"
+    except (TypeError, ValueError):
+        return "—"
+
+
+def _fmt_money(x: Any, *, signed: bool = False) -> str:
+    try:
+        if x is None or x == "":
+            return "—"
+        v = float(x)
+        if signed:
+            return f"{v:+.2f}U"
+        return f"{v:.2f}U"
+    except (TypeError, ValueError):
+        return "—"
+
+
+def _pick_float(data: dict[str, Any], *keys: str) -> float | None:
+    for k in keys:
+        if k not in data or data[k] is None or data[k] == "":
+            continue
+        try:
+            return float(data[k])
+        except (TypeError, ValueError):
+            continue
+    return None
+
+
 def build_markdown(*, tag: str, title: str, lines: list[str] | None = None) -> str:
    body = "\n".join(f"> {ln}" if not ln.startswith(">") else ln for ln in (lines or []))
    machine = wecom_machine_name()
@@ -175,15 +257,48 @@ def notify_pause() -> None:


 def notify_open(*, group_id: str, detail: str = "", extra: dict[str, Any] | None = None) -> None:
-    extra = extra or {}
+    extra = dict(extra or {})
+    perp = extra.get("perp") if isinstance(extra.get("perp"), dict) else {}
+    option = extra.get("option") if isinstance(extra.get("option"), dict) else {}
+
+    perp_qty = _pick_float(extra, "perp_qty_eth") or _pick_float(perp, "qty_eth")
+    opt_qty = _pick_float(extra, "option_qty_eth") or _pick_float(option, "qty_eth")
+    premium = _pick_float(extra, "initial_premium", "premium")
+    margin = _pick_float(extra, "perp_margin", "margin")
+    leverage = _pick_float(extra, "leverage")
+    perp_px = _pick_float(extra, "perp_entry_px") or _pick_float(perp, "fill_px")
+    opt_px = _pick_float(extra, "option_entry_px") or _pick_float(option, "fill_px")
+
+    # 缺保证金时用成交价×数量÷杠杆估算
+    if margin is None and perp_px is not None and perp_qty is not None:
+        try:
+            from ..sim.ledger import Ledger
+
+            s = get_settings()
+            lev = float(leverage) if leverage and leverage > 0 else float(
+                Ledger().get_setting_float("leverage", s.leverage) or s.leverage or 1
+            )
+            if lev > 0:
+                margin = abs(perp_px * perp_qty) / lev
+                leverage = lev
+        except Exception:
+            pass
+
    lines = [
-        f"**组**: `{group_id}`",
-        f"**方向**: {extra.get('bias') or extra.get('option_side') or '—'}",
-        f"**期权**: `{extra.get('option_inst_id') or '—'}`",
-        f"**行权/到期**: {extra.get('strike') or '—'} / {extra.get('expiry_ymd') or '—'}",
+        f"**组号**: `{group_id}`",
+        f"**方向**: {direction_zh(extra)}",
+        f"**期权合约**: `{extra.get('option_inst_id') or '—'}`",
+        f"**行权价 / 到期**: {_fmt_num(extra.get('strike'), 0)} / {extra.get('expiry_ymd') or '—'}",
+        f"**开仓数量**: 永续 {_fmt_num(perp_qty, 4)} ETH · 期权 {_fmt_num(opt_qty, 4)} ETH",
+        f"**成交均价**: 永续 {_fmt_num(perp_px, 4)} · 期权 {_fmt_num(opt_px, 4)}",
+        f"**权利金占用**: {_fmt_money(premium)}",
+        f"**保证金占用**: {_fmt_money(margin)}"
+        + (f"（杠杆 {_fmt_num(leverage, 0)}x）" if leverage else ""),
    ]
-    if detail:
-        lines.append(f"**说明**: {detail}")
+    # 说明仅在非模板英文码时展示
+    d = str(detail or "").strip()
+    if d and d not in ("opened", "opened_live", "ok"):
+        lines.append(f"**说明**: {d}")
    notify_async(build_markdown(tag=TAG_OPEN, title="开仓成功", lines=lines))


@@ -194,26 +309,44 @@ def notify_close(
    group_id: str | None = None,
    data: dict[str, Any] | None = None,
 ) -> None:
-    data = data or {}
-    reason_zh = {
-        "expiry": "到期平仓",
-        "target_perp_only": "目标平仓·只平永续",
-        "fixed_usdt": "目标平仓·双腿",
-        "premium_multiple": "目标平仓·双腿",
-        "emergency": "紧急全平",
-        "emergency_perp": "紧急·只平永续",
-        "manual": "手动全平",
-        "perp_pending_retry": "续平永续",
-    }.get(reason, reason)
+    data = dict(data or {})
+    reason_zh = close_reason_zh(reason)
+    gid = group_id or data.get("group_id") or "—"
+
+    perp_pnl = _pick_float(data, "perp_pnl")
+    opt_pnl = _pick_float(data, "option_pnl", "opt_pnl")
+    net = _pick_float(data, "net", "net_pnl", "interim_net", "realized_pnl")
+    # 只平永续时 interim_net 可能是净利口径
+    if data.get("option_abandoned") and opt_pnl is None:
+        opt_note = "期权已归档，待到期结算（本组未计入期权最终盈亏）"
+    else:
+        opt_note = None
+
    lines = [
-        f"**原因**: {reason_zh} (`{reason}`)",
-        f"**组**: `{group_id or data.get('group_id') or '—'}`",
+        f"**组号**: `{gid}`",
+        f"**平仓方式**: {reason_zh}",
+        f"**永续盈亏**: {_fmt_money(perp_pnl, signed=True)}",
+        f"**期权盈亏**: {_fmt_money(opt_pnl, signed=True)}",
+        f"**净利润**: {_fmt_money(net, signed=True)}",
    ]
-    if detail:
-        lines.append(f"**说明**: {detail}")
-    net = data.get("net_pnl")
-    if net is not None:
-        lines.append(f"**净盈亏**: {net}")
+    if opt_note:
+        lines.append(f"**备注**: {opt_note}")
+    fees = _pick_float(data, "fees", "fees_total")
+    if fees is None:
+        fo = _pick_float(data, "fees_open")
+        fc = _pick_float(data, "fees_close")
+        if fo is not None or fc is not None:
+            fees = (fo or 0.0) + (fc or 0.0)
+    if fees is not None:
+        lines.append(f"**手续费合计**: {_fmt_money(fees)}")
+    d = str(detail or "").strip()
+    if d and d not in (
+        "closed",
+        "perp_closed_option_residual",
+        "ok",
+        "manual",
+    ):
+        lines.append(f"**说明**: {d}")
    notify_async(build_markdown(tag=TAG_CLOSE, title=f"平仓 · {reason_zh}", lines=lines))