dekun
193 lines
6.7 KiB
Python
193 lines
6.7 KiB
Python
from __future__ import annotations
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from pathlib import Path
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from typing import Literal
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import yaml
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from pydantic import BaseModel, Field, ValidationError
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class AppConfig(BaseModel):
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host: str = "0.0.0.0"
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port: int = 8088
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poll_interval_seconds: int = 120
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log_file: str = "./runtime/system.log"
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database_url: str = "sqlite+aiosqlite:///./runtime/alerts.db"
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session_secret: str = "please-change-me"
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class AuthConfig(BaseModel):
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"""
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enabled: 为 false 时跳过登录（仅建议纯局域网、无外网暴露时使用）。
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"""
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enabled: bool = True
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username: str
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password: str
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class WeComConfig(BaseModel):
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webhook: str
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mentioned_mobile_list: list[str] = Field(default_factory=list)
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class GateConfig(BaseModel):
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"""Gate.io 公共 REST v4（USDT 永续 settle=usdt）。"""
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api_base: str = "https://api.gateio.ws/api/v4"
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settle: str = "usdt"
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quote_currency: str = "USDT"
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class ProxyConfig(BaseModel):
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"""
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出站 HTTP 客户端代理（httpx），用于访问 Gate 等外网。
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企业微信与本机/局域网 Ollama（Gemma）默认直连，不使用此配置。
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可写 socks5h://…；程序在交给 httpx 时会自动改为 socks5://（避免 Unknown scheme）。
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"""
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enabled: bool = False
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url: str = "socks5h://127.0.0.1:1080"
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class OrderExecutorConfig(BaseModel):
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"""
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与 gate_order_executor 联动：企微突破推送 **成功之后**，向执行器 POST /v1/signal。
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请求不走 proxy.url（直连 base_url），便于同机 127.0.0.1。
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webhook_secret 须与执行器 config.yaml 的 security.webhook_secret 一致。
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"""
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enabled: bool = False
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base_url: str = "http://127.0.0.1:8090"
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webhook_secret: str = ""
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timeout_seconds: float = Field(15.0, ge=3.0, le=120.0)
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class WatchSymbol(BaseModel):
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"""Gate USDT 永续 base 资产符号，如 BTC、ORDI、1000PEPE（与合约名 BTC_USDT 的左侧一致）。"""
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symbol: str
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class KeyMonitorConfig(BaseModel):
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"""
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人工关键位突破监控（漏斗下方录入）。
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触发后按录入的标准/趋势方案计算单一 SL/TP，企微推送并可选转发执行器。
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"""
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enabled: bool = True
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poll_interval_seconds: int = Field(5, ge=2, le=120)
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push_wecom: bool = True
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forward_executor: bool = True
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standard_stop_outside_pct: float = Field(0.3, ge=0.0, le=5.0)
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trend_stop_outside_pct: float = Field(1.0, ge=0.0, le=10.0)
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min_planned_rr: float = Field(1.5, gt=0.0)
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volume_ma_bars: int = Field(20, ge=5)
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volume_ratio_min: float = Field(1.3, gt=0.0)
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breakout_amp_min_pct: float = Field(0.03, ge=0.0)
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breakout_amp_max_pct: float = Field(0.5, gt=0.0)
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daily_volume_rank_max: int = Field(30, ge=1)
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# 全市场 5m TRIGGER 是否仍转发执行器（默认关；关键位走 forward_executor）
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auto_scan_forward_executor: bool = False
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class MonitorConfig(BaseModel):
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"""
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监控侧过滤。
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universe:
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- all_swaps: 监控 Gate 全部 USDT 本位线性永续中，24h 成交额达标的合约（不依赖 watch_symbols）。
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- watchlist: 仅监控 watch_symbols 中列出且满足成交额阈值的标的。
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min_24h_quote_volume_usdt: 近 24h 成交额下限（USDT）。优先使用 Gate ticker 的 volume_24h_quote。
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all_swaps 模式下若设为 0 或负数，将拒绝整轮扫描（避免无阈值拉全市场）。
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watchlist 模式下 0 表示关闭成交额过滤。
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btc_daily_gate_enabled: 可选；true 时仍计算 BTC 日线 regime 供面板/日志参考，不再拦截山寨扫描。
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btc_sideways_lookback_days / btc_sideways_max_range_pct: 与上述辅助门控配套的横盘区分参数。
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"""
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universe: Literal["all_swaps", "watchlist"] = "all_swaps"
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min_24h_quote_volume_usdt: float = 10_000_000
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# 可选：BTC 日线 regime 仅展示/记录；推送门控用「近8h×15m BTC 环境（横盘则多空均可；否则涨→LONG、跌→SHORT）+ 本币4h同向」
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btc_daily_gate_enabled: bool = True
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btc_sideways_lookback_days: int = 14
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btc_sideways_max_range_pct: float = 10.0
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# 同一币种在 N 小时内对同一条「链路」只落库一条告警、只推送一次（0 表示关闭去重）
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# 链路含：GATE-USDT 5m WATCH / GATE-USDT 5m TRIGGER（分级）与 FUNNEL-GEMMA（漏斗）
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symbol_signal_dedupe_hours: float = 4.0
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# 企业微信主推送（突破预警）：仅对本轮监控池内 24h 成交额排名前 N 的合约推送；0 表示不限制
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wecom_push_max_volume_rank: int = 30
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class GemmaConfig(BaseModel):
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"""
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Gemma 漏斗：默认直连本机 Ollama（/api/chat）。
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若使用 OpenAI 兼容网关（如 https://op.bz121.com/v1 + Bearer），设 api_style=openai 并填写 api_key。
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"""
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enabled: bool = False
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ollama_base_url: str = "http://127.0.0.1:11434"
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api_key: str = ""
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api_style: Literal["ollama", "openai"] = "ollama"
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model: str = "gemma2:2b"
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timeout_seconds: float = 180.0
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temperature: float = 0.15
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json_mode: bool = True
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send_chart_image: bool = True
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max_funnel_per_cycle: int = 12
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vision_top_n: int = 4
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gemma_push_priority_min: float = 7.0
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composite_push_min: float = 72.0
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class DailyReportConfig(BaseModel):
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"""每日晨报：北京时间定时生成昨天复盘，并可推送企业微信。"""
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enabled: bool = True
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run_time_cn: str = "08:30"
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push_wecom: bool = True
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run_on_startup: bool = False
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class Settings(BaseModel):
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app: AppConfig
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auth: AuthConfig
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wecom: WeComConfig
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gate: GateConfig
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proxy: ProxyConfig = Field(default_factory=ProxyConfig)
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order_executor: OrderExecutorConfig = Field(default_factory=OrderExecutorConfig)
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monitor: MonitorConfig = Field(default_factory=MonitorConfig)
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key_monitor: KeyMonitorConfig = Field(default_factory=KeyMonitorConfig)
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gemma: GemmaConfig = Field(default_factory=GemmaConfig)
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daily_report: DailyReportConfig = Field(default_factory=DailyReportConfig)
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watch_symbols: list[WatchSymbol] = Field(default_factory=list)
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def load_settings(config_path: str = "config.yaml") -> Settings:
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path = Path(config_path).expanduser().resolve()
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if not path.exists():
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raise FileNotFoundError(
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f"配置文件不存在: {path}. 请先复制 config.example.yaml 为 config.yaml 并填写密钥。"
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)
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raw = yaml.safe_load(path.read_text(encoding="utf-8")) or {}
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try:
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return Settings.model_validate(raw)
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except ValidationError as exc:
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raise ValueError(f"配置文件校验失败: {exc}") from exc
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# 兼容原 OKX 风格 bar 字符串（映射见 app.gate._to_gate_interval）
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GATE_BAR_CHOICES: tuple[str, ...] = (
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"1m",
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"3m",
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"5m",
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"15m",
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"30m",
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"1H",
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"2H",
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"4H",
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"6H",
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"12H",
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"1D",
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"1W",
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"1M",
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)
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