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Add futures roll strategy with breakout monitoring and fixed-amount sizing.

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Replace percent-based risk with system fixed amount, support market/breakout add modes only, allow pending submission outside trading hours, and fix short breakout geometry plus route registration.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-29 12:05:21 +08:00
parent 7ce59d2d71
commit 44bec23296
8 changed files with 982 additions and 160 deletions
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static/js/strategy.js
+90 -8
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@@ -87,18 +87,71 @@
function formatRoll(preview) {
if (!preview) return '';
var lines = [];
if (preview.add_mode_label) lines.push('方式：' + preview.add_mode_label);
if (preview.add_lots != null) lines.push('加仓手数：' + preview.add_lots);
if (preview.qty_after != null) lines.push('合计手数：' + preview.qty_after);
if (preview.avg_entry_after != null) lines.push('加仓后均价：' + preview.avg_entry_after);
if (preview.new_stop_loss != null) lines.push('新止损：' + preview.new_stop_loss);
if (preview.total_lots != null) lines.push('合计手数：' + preview.total_lots);
if (preview.worst_loss != null) lines.push('最坏亏损：' + preview.worst_loss + ' 元');
if (preview.trigger_price != null) lines.push('触发价：' + preview.trigger_price);
if (preview.risk_budget != null) lines.push('风险预算（固定金额）：' + preview.risk_budget + ' 元');
if (preview.loss_at_sl != null) lines.push('打到止损亏损：' + preview.loss_at_sl + ' 元');
if (preview.reward_at_tp != null) lines.push('止盈盈利：' + preview.reward_at_tp + ' 元');
if (preview.margin_usage_pct != null) {
lines.push('滚仓后保证金占用：' + preview.margin_usage_pct + '%');
}
if (preview.margin_cap_note) lines.push(preview.margin_cap_note);
if (preview.message) lines.push(preview.message);
if (preview.is_pending) lines.push('（提交后为程序监控，触价后自动市价加仓）');
return lines.length ? lines.join('\n') : JSON.stringify(preview, null, 2);
}
function syncRollModeUi() {
var modeEl = document.getElementById('roll-add-mode');
var breakEl = document.getElementById('roll-break-price');
var execHint = document.getElementById('roll-exec-hint');
var btnExec = document.getElementById('btn-roll-exec');
if (!modeEl) return;
var mode = modeEl.value || 'market';
var isBreak = mode === 'breakout';
if (breakEl) {
breakEl.hidden = !isBreak;
breakEl.required = isBreak;
}
if (execHint) execHint.hidden = false;
if (btnExec) {
btnExec.textContent = mode === 'market' ? '执行滚仓' : '提交监控';
}
}
function syncRollRiskHint() {
/* 固定金额由服务端渲染在 #roll-risk-budget，切换监控单无需变更 */
}
var rollCountdownTimer = null;
function startRollCountdown(btn, payload) {
var sec = 10;
btn.disabled = true;
function tick() {
btn.textContent = '确认执行 (' + sec + 's)';
if (sec <= 0) {
clearInterval(rollCountdownTimer);
rollCountdownTimer = null;
jsonPost('/api/strategy/roll/execute', payload).then(function (d) {
if (!d.ok) { alert(d.error || d.message || '失败'); btn.disabled = false; btn.textContent = '执行滚仓'; return; }
alert(d.message || '已提交');
location.reload();
}).catch(function () {
btn.disabled = false;
btn.textContent = '执行滚仓';
});
return;
}
sec -= 1;
}
tick();
rollCountdownTimer = setInterval(tick, 1000);
}
var trendForm = document.getElementById('trend-form');
var btnPreview = document.getElementById('btn-trend-preview');
var btnExec = document.getElementById('btn-trend-exec');
@@ -140,10 +193,20 @@
var btnRollP = document.getElementById('btn-roll-preview');
var btnRollE = document.getElementById('btn-roll-exec');
var rollPrev = document.getElementById('roll-preview');
var rollPayload = null;
var rollMonitorSel = document.getElementById('roll-monitor-select');
var rollModeSel = document.getElementById('roll-add-mode');
if (rollModeSel) rollModeSel.addEventListener('change', syncRollModeUi);
if (rollMonitorSel) rollMonitorSel.addEventListener('change', syncRollRiskHint);
syncRollModeUi();
syncRollRiskHint();
if (btnRollP && rollForm) {
btnRollP.addEventListener('click', function () {
btnRollP.disabled = true;
jsonPost('/api/strategy/roll/preview', formData(rollForm)).then(function (d) {
rollPayload = formData(rollForm);
jsonPost('/api/strategy/roll/preview', rollPayload).then(function (d) {
if (!d.ok) {
showPreview(rollPrev, d.error, false, false);
btnRollE.hidden = true;
@@ -158,18 +221,37 @@
}
if (btnRollE && rollForm) {
btnRollE.addEventListener('click', function () {
var payload = rollPayload || formData(rollForm);
var mode = (payload.add_mode || 'market');
if (mode === 'market') {
if (!confirm('确认执行市价滚仓？')) return;
startRollCountdown(btnRollE, payload);
return;
}
btnRollE.disabled = true;
btnRollE.textContent = '执行中…';
jsonPost('/api/strategy/roll/execute', formData(rollForm)).then(function (d) {
if (!d.ok) { alert(d.error); return; }
btnRollE.textContent = '提交中…';
jsonPost('/api/strategy/roll/execute', payload).then(function (d) {
if (!d.ok) { alert(d.error || '失败'); return; }
alert(d.message || '已提交监控');
location.reload();
}).finally(function () {
btnRollE.disabled = false;
btnRollE.textContent = '执行滚仓';
syncRollModeUi();
});
});
}
document.querySelectorAll('.roll-cancel-leg').forEach(function (btn) {
btn.addEventListener('click', function () {
var legId = btn.getAttribute('data-leg-id');
if (!legId || !confirm('删除该监控腿？')) return;
jsonPost('/api/strategy/roll/cancel/' + legId, {}).then(function (d) {
if (!d.ok) { alert(d.error); return; }
location.reload();
});
});
});
var btnStop = document.getElementById('btn-trend-stop');
if (btnStop) {
btnStop.addEventListener('click', function () {