Restructure into modules/ with single-process CTP and config/ layout.

Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-01 14:42:16 +08:00
parent b354d6c701
commit e5a586f903
209 changed files with 21962 additions and 20963 deletions
@@ -0,0 +1,169 @@
+# Copyright (c) 2025-2026 马建军. All rights reserved.
+# 专有软件 — 未经授权禁止复制、传播、转售。
+# 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。
+# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
+
+"""策略相关表结构。"""
+from __future__ import annotations
+
+from modules.core.db_conn import rollback_if_postgres
+
+ROLL_GROUPS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_groups (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    order_monitor_id INTEGER,
+    symbol TEXT NOT NULL,
+    direction TEXT NOT NULL,
+    initial_take_profit REAL,
+    initial_stop_loss REAL,
+    current_stop_loss REAL,
+    risk_percent REAL DEFAULT 2,
+    leg_count INTEGER DEFAULT 0,
+    status TEXT DEFAULT 'active',
+    created_at TEXT,
+    updated_at TEXT
+)
+"""
+
+ROLL_LEGS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_legs (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    roll_group_id INTEGER NOT NULL,
+    leg_index INTEGER NOT NULL,
+    add_mode TEXT NOT NULL,
+    fill_price REAL,
+    lots INTEGER,
+    new_stop_loss REAL,
+    status TEXT DEFAULT 'filled',
+    created_at TEXT
+)
+"""
+
+TREND_PLANS_SQL = """
+CREATE TABLE IF NOT EXISTS trend_pullback_plans (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    status TEXT DEFAULT 'active',
+    symbol TEXT NOT NULL,
+    symbol_name TEXT,
+    direction TEXT NOT NULL DEFAULT 'long',
+    stop_loss REAL NOT NULL,
+    add_upper REAL NOT NULL,
+    take_profit REAL NOT NULL,
+    risk_percent REAL DEFAULT 5,
+    capital_snapshot REAL,
+    plan_margin REAL,
+    target_lots INTEGER,
+    first_lots INTEGER,
+    remainder_lots INTEGER,
+    dca_legs INTEGER DEFAULT 5,
+    leg_amounts_json TEXT,
+    grid_prices_json TEXT,
+    legs_done INTEGER DEFAULT 0,
+    first_order_done INTEGER DEFAULT 0,
+    avg_entry_price REAL,
+    lots_open INTEGER DEFAULT 0,
+    opened_at TEXT,
+    message TEXT,
+    period TEXT DEFAULT '15m'
+)
+"""
+
+STRATEGY_SNAPSHOTS_SQL = """
+CREATE TABLE IF NOT EXISTS strategy_trade_snapshots (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    strategy_type TEXT NOT NULL,
+    source_id INTEGER,
+    symbol TEXT,
+    direction TEXT,
+    result_label TEXT,
+    opened_at TEXT,
+    closed_at TEXT,
+    pnl_amount REAL,
+    snapshot_json TEXT NOT NULL,
+    created_at TEXT
+)
+"""
+
+TRADE_ORDER_MONITORS_SQL = """
+CREATE TABLE IF NOT EXISTS trade_order_monitors (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    symbol TEXT NOT NULL,
+    symbol_name TEXT,
+    market_code TEXT,
+    direction TEXT NOT NULL,
+    lots INTEGER NOT NULL,
+    entry_price REAL,
+    stop_loss REAL,
+    take_profit REAL,
+    open_time TEXT,
+    monitor_type TEXT DEFAULT 'manual',
+    status TEXT DEFAULT 'active',
+    created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+)
+"""
+
+CTP_SIM_ACCOUNT_SQL = """
+CREATE TABLE IF NOT EXISTS ctp_sim_account (
+    id INTEGER PRIMARY KEY CHECK (id = 1),
+    balance REAL DEFAULT 100000,
+    available REAL DEFAULT 100000,
+    updated_at TEXT
+)
+"""
+
+CTP_SIM_POSITIONS_SQL = """
+CREATE TABLE IF NOT EXISTS ctp_sim_positions (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    symbol TEXT NOT NULL,
+    direction TEXT NOT NULL,
+    lots INTEGER NOT NULL,
+    avg_price REAL NOT NULL,
+    updated_at TEXT,
+    UNIQUE(symbol, direction)
+)
+"""
+
+
+ROLL_LEG_EXTRA_COLUMNS = (
+    "ALTER TABLE roll_legs ADD COLUMN limit_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN breakthrough_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN last_mark_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN invalidated_reason TEXT",
+    "ALTER TABLE roll_legs ADD COLUMN capital_snapshot REAL",
+    "ALTER TABLE trade_order_monitors ADD COLUMN risk_percent REAL",
+)
+
+
+_TABLES_READY = False
+
+
+def init_strategy_tables(conn) -> None:
+    global _TABLES_READY
+    if _TABLES_READY:
+        return
+    for sql in (
+        ROLL_GROUPS_SQL,
+        ROLL_LEGS_SQL,
+        TREND_PLANS_SQL,
+        STRATEGY_SNAPSHOTS_SQL,
+        TRADE_ORDER_MONITORS_SQL,
+        CTP_SIM_ACCOUNT_SQL,
+        CTP_SIM_POSITIONS_SQL,
+    ):
+        conn.execute(sql)
+    conn.commit()
+    try:
+        conn.execute("ALTER TABLE trend_pullback_plans ADD COLUMN period TEXT DEFAULT '15m'")
+    except Exception:
+        pass
+    for sql in ROLL_LEG_EXTRA_COLUMNS:
+        try:
+            conn.execute(sql)
+            conn.commit()
+        except Exception:
+            rollback_if_postgres(conn)
+            pass
+    if not conn.execute("SELECT id FROM ctp_sim_account WHERE id=1").fetchone():
+        conn.execute("INSERT INTO ctp_sim_account (id, balance, available) VALUES (1, 100000, 100000)")
+    conn.commit()
+    _TABLES_READY = True