Add key-level auto trade, AI analysis, and trading UX improvements.
Key monitors use 5m close triggers with WeChat alerts and box/convergence auto orders; add pending-order worker, structured WeChat notify, AI settings/messages, session clock, CTP margin sizing, and dual-layer position limits. Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
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# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""交易事件推送：企业微信 + AI 分析。"""
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from __future__ import annotations
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from typing import Callable, Optional
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from contract_specs import calc_position_metrics, get_contract_spec
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from sl_tp_guard import monitor_source_label
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from wechat_notify import format_close_done, format_key_open_success, format_open_success
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def _risk_amount(capital: float, risk_percent: float) -> Optional[float]:
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try:
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return round(float(capital) * float(risk_percent) / 100.0, 2)
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except (TypeError, ValueError):
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return None
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def notify_manual_open_filled(
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*,
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send_wechat: Callable[[str], None],
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get_setting: Callable[[str, str], str],
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mode_label: str,
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sym: str,
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symbol_name: str,
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direction: str,
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entry: float,
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sl: Optional[float],
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tp: Optional[float],
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lots: int,
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capital: float,
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order_id: str = "",
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trailing_be: bool = False,
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be_tick_buffer: int = 2,
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schedule_ai_fn=None,
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db_path: str = "",
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) -> None:
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if not sl:
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return
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spec = get_contract_spec(sym)
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tick = float(spec.get("tick_size") or 1.0)
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try:
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rp = float(get_setting("risk_percent", "1") or 1)
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except (TypeError, ValueError):
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rp = 1.0
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metrics = calc_position_metrics(direction, entry, sl, tp or entry, lots, entry, capital, sym)
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msg = format_open_success(
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symbol_name=symbol_name,
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symbol=sym,
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direction=direction,
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mode_label=mode_label,
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order_id=order_id,
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entry=entry,
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stop_loss=float(sl),
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take_profit=float(tp) if tp else None,
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lots=lots,
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capital=capital,
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margin=metrics.get("margin"),
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margin_pct=metrics.get("position_pct"),
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risk_percent=rp,
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risk_amount=_risk_amount(capital, rp),
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trailing_be=trailing_be,
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be_tick_buffer=be_tick_buffer,
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tick_size=tick,
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source="期货下单",
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)
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send_wechat(msg)
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if schedule_ai_fn and db_path:
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schedule_ai_fn(
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db_path=db_path,
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get_setting_fn=get_setting,
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kind="open",
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title=f"{symbol_name or sym} 开仓",
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payload={
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"symbol": sym,
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"direction": direction,
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"entry": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"lots": lots,
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"capital": capital,
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},
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send_wechat_fn=None,
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)
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def notify_key_breakout_open(
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*,
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send_wechat: Callable[[str], None],
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get_setting: Callable[[str, str], str],
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mode_label: str,
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row: dict,
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break_side: str,
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bar_time: str,
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direction: str,
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entry: float,
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sl: float,
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tp: float,
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lots: int,
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capital: float,
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order_id: str = "",
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schedule_ai_fn=None,
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db_path: str = "",
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) -> None:
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sym = row.get("symbol") or ""
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name = row.get("symbol_name") or sym
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trailing_be = bool(int(row.get("trailing_be") or 0))
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try:
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rp = float(get_setting("risk_percent", "1") or 1)
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be_buf = int(float(get_setting("trailing_be_tick_buffer", "2") or 2))
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except (TypeError, ValueError):
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rp, be_buf = 1.0, 2
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spec = get_contract_spec(sym)
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tick = float(spec.get("tick_size") or 1.0)
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metrics = calc_position_metrics(direction, entry, sl, tp, lots, entry, capital, sym)
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msg = format_key_open_success(
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symbol_name=name,
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symbol=sym,
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monitor_type=row.get("monitor_type") or "",
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trade_mode=row.get("trade_mode") or "顺势",
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bar_time=bar_time,
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break_side=break_side,
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direction=direction,
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mode_label=mode_label,
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order_id=order_id,
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entry=entry,
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stop_loss=sl,
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take_profit=tp,
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lots=lots,
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capital=capital,
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margin=metrics.get("margin"),
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margin_pct=metrics.get("position_pct"),
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risk_percent=rp,
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risk_amount=_risk_amount(capital, rp),
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trailing_be=trailing_be,
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be_tick_buffer=be_buf,
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tick_size=tick,
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)
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send_wechat(msg)
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if schedule_ai_fn and db_path:
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schedule_ai_fn(
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db_path=db_path,
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get_setting_fn=get_setting,
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kind="key_open",
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title=f"{name} 关键位开仓",
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payload={
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"monitor_type": row.get("monitor_type"),
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"trade_mode": row.get("trade_mode"),
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"break_side": break_side,
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"entry": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"lots": lots,
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},
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)
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def notify_trade_log_close(
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*,
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send_wechat: Callable[[str], None],
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get_setting: Callable[[str, str], str],
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mode_label: str,
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capital: float,
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sym: str,
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symbol_name: str,
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direction: str,
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entry: float,
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close_price: float,
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sl: Optional[float],
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tp: Optional[float],
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lots: float,
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pnl_net: float,
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equity_after: Optional[float],
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holding_minutes: int,
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result: str,
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monitor_type: str = "",
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schedule_ai_fn=None,
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db_path: str = "",
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) -> None:
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src = monitor_source_label(monitor_type) if monitor_type else "期货下单"
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note = ""
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if tp and sl:
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if direction == "long":
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if close_price > tp or close_price < sl:
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note = "成交价不在计划止盈/止损带内（可能为手动或其他类型平仓）"
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else:
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if close_price < tp or close_price > sl:
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note = "成交价不在计划止盈/止损带内（可能为手动或其他类型平仓）"
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msg = format_close_done(
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symbol_name=symbol_name,
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symbol=sym,
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mode_label=mode_label,
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direction=direction,
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result=result,
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pnl_net=pnl_net,
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equity_after=equity_after,
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capital=capital,
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entry=entry,
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close_price=close_price,
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stop_loss=sl,
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take_profit=tp,
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lots=lots,
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holding_minutes=holding_minutes,
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note=note,
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)
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send_wechat(msg)
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if schedule_ai_fn and db_path:
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schedule_ai_fn(
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db_path=db_path,
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get_setting_fn=get_setting,
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kind="close",
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title=f"{symbol_name or sym} 平仓",
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payload={
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"source": src,
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"result": result,
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"pnl_net": pnl_net,
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"entry": entry,
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"close_price": close_price,
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"lots": lots,
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},
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)
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