e5a586f903
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>
869 lines
32 KiB
Python
869 lines
32 KiB
Python
# 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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import os
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import sys
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_ROOT = os.path.dirname(os.path.abspath(__file__))
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_legacy = os.path.join(_ROOT, "_legacy")
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if _legacy not in sys.path:
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sys.path.insert(0, _legacy)
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from modules.core.paths import ROOT, UPLOADS_DIR, DB_PATH, ensure_runtime_dirs, resolve_env_file
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from locale_fix import ensure_process_locale
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ensure_process_locale()
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ensure_runtime_dirs()
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import time
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import threading
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import requests
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from datetime import date, datetime, timedelta
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from typing import Optional
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from functools import wraps
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from zoneinfo import ZoneInfo
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from werkzeug.utils import secure_filename
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from dotenv import load_dotenv
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from flask import (
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Flask, render_template, request, redirect, url_for,
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flash, session, jsonify, Response, stream_with_context,
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)
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from werkzeug.security import check_password_hash, generate_password_hash
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from functools import wraps
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from symbols import (
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search_symbols,
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ths_to_codes,
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list_main_contracts_grouped,
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list_recommended_symbols_grouped,
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refresh_main_index,
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)
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from contract_specs import calc_position_metrics
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from fee_specs import (
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calc_fee_breakdown,
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calc_round_trip_fee,
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list_fee_rates_for_ui,
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count_fee_rates_by_source,
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purge_non_ctp_fee_rates,
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)
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from nav_settings import NAV_TOGGLES, get_nav_items, nav_enabled, save_nav_items
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from stats_engine import (
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STATS_VIEWS,
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build_all_stats,
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get_calendar_day,
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get_calendar_month,
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load_stats_cache,
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refresh_stats_cache,
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)
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from kline_store import ensure_kline_tables
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from kline_stream import kline_hub, sse_format
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from kline_chart import generate_review_kline_chart, fetch_market_klines, MARKET_PERIODS
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from market import get_price as market_get_price, set_ths_refresh_token, get_quote_source_label
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from db_conn import OperationalError, connect_db, database_label, is_benign_migration_error, is_db_contention_error, is_schema_migration_error, rollback_if_postgres
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from admin_settings import save_admin_credentials
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from db_backup import (
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backup_dir,
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backup_in_progress,
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default_restore_dir,
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get_backup_last_at,
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list_backups,
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resolve_backup_file,
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schedule_backup,
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start_backup_worker,
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)
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from strategy.strategy_db import init_strategy_tables
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load_dotenv(resolve_env_file())
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load_dotenv(os.path.join(ROOT, ".env")) # 兼容旧路径
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app = Flask(
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__name__,
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template_folder=os.path.join(ROOT, "modules", "web", "templates"),
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static_folder=os.path.join(ROOT, "modules", "web", "static"),
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)
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app.secret_key = os.getenv("SECRET_KEY", "futures_monitor_default_secret")
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HOST = os.getenv("HOST", "0.0.0.0")
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PORT = int(os.getenv("PORT", "6600"))
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DEBUG = os.getenv("DEBUG", "false").lower() in ("1", "true", "yes")
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UPLOAD_DIR = str(UPLOADS_DIR)
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TZ = ZoneInfo("Asia/Shanghai")
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OPEN_TYPES = ["突破开仓", "回调开仓", "追涨杀跌", "计划内开仓", "震荡摸顶底", "其他"]
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EXIT_TRIGGERS = ["止盈", "止损", "手工平仓", "移动止损", "时间离场", "其他"]
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BEHAVIOR_TAGS = ["怕踏空", "报复开仓", "盈利飘了", "拿不住单", "扛单", "重仓违规"]
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KLINE_PERIODS = ["1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"]
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KLINE_CUTOFFS = ["平仓时间", "开仓时间", "当前时间"]
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def today_str() -> str:
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return datetime.now(TZ).date().isoformat()
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def calc_holding_duration(open_time: str, close_time: str) -> str:
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try:
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o = datetime.fromisoformat(open_time.strip().replace(" ", "T")[:19])
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c = datetime.fromisoformat(close_time.strip().replace(" ", "T")[:19])
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delta = c - o
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if delta.total_seconds() < 0:
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return ""
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secs = int(delta.total_seconds())
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h, rem = divmod(secs, 3600)
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m, _ = divmod(rem, 60)
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if h:
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return f"{h}小时{m}分钟"
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return f"{m}分钟"
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except Exception:
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return ""
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def holding_to_minutes(open_time: str, close_time: str) -> int:
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try:
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o = datetime.fromisoformat(open_time.strip().replace(" ", "T"))
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c = datetime.fromisoformat(close_time.strip().replace(" ", "T"))
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secs = int((c - o).total_seconds())
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return max(0, secs // 60)
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except Exception:
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return 0
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def classify_close_result(direction: str, close: float, sl: float, tp: float) -> str:
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"""根据平仓价与止损/止盈距离判断结果。"""
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if close is None:
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return "手动平仓"
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tol = max(abs(close) * 0.002, 1.0)
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if abs(close - tp) <= tol:
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return "止盈"
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if abs(close - sl) <= tol:
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return "止损"
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return "手动平仓"
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def calc_rr_ratio(direction: str, entry: float, stop: float, target: float) -> Optional[float]:
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"""盈亏比 = 盈利空间 / 风险空间。"""
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if entry is None or stop is None or target is None:
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return None
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if direction == "long":
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risk = entry - stop
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if risk <= 0:
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return None
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return round((target - entry) / risk, 2)
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if direction == "short":
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risk = stop - entry
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if risk <= 0:
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return None
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return round((entry - target) / risk, 2)
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return None
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def calc_theoretical_pnl(direction: str, entry: float, target: float, lots: float) -> Optional[float]:
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if entry is None or target is None or lots is None:
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return None
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if direction == "long":
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return round((target - entry) * lots, 2)
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if direction == "short":
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return round((entry - target) * lots, 2)
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return None
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def parse_review_date_filter(preset: str, start: str, end: str) -> tuple[str, str]:
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today = datetime.now(TZ).date()
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if preset == "today":
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s = today.isoformat()
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return s, s
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if preset == "week":
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monday = today - timedelta(days=today.weekday())
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return monday.isoformat(), today.isoformat()
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if preset == "month":
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return today.replace(day=1).isoformat(), today.isoformat()
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return start.strip(), end.strip()
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def expire_old_plans():
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"""当日结束后计划自动失效,保留历史。"""
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today = today_str()
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conn = get_db()
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conn.execute(
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"UPDATE order_plans SET status='expired' WHERE plan_date < ? AND status IN ('planned', 'active')",
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(today,),
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)
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conn.execute(
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"UPDATE order_plans SET plan_date=date(created_at) WHERE plan_date IS NULL OR plan_date=''"
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)
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conn.commit()
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conn.close()
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def get_db():
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return connect_db()
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def get_setting(key: str, default: str = "") -> str:
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conn = get_db()
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row = conn.execute("SELECT value FROM settings WHERE key=?", (key,)).fetchone()
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conn.close()
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return row["value"] if row else default
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def set_setting(key: str, value: str):
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conn = get_db()
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conn.execute(
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"INSERT INTO settings (key, value) VALUES (?, ?) ON CONFLICT(key) DO UPDATE SET value=?",
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(key, value, value),
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)
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conn.commit()
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conn.close()
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def require_nav(key: str):
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"""导航项关闭时拒绝访问对应页面。"""
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def decorator(f):
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@wraps(f)
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def wrapped(*args, **kwargs):
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if not nav_enabled(get_setting, key):
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flash("该页面已在系统设置中关闭")
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return redirect(url_for("positions"))
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return f(*args, **kwargs)
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return wrapped
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return decorator
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def _static_asset_v() -> str:
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base = os.path.dirname(os.path.abspath(__file__))
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rels = (
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"static/js/trade.js",
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"static/js/dashboard.js",
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"static/js/orientation.js",
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"static/css/records.css",
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"static/js/records.js",
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"static/js/settings.js",
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"static/css/mobile.css",
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"static/css/responsive.css",
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"static/css/trade.css",
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"static/css/dashboard.css",
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"static/css/doc.css",
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"static/css/base.css",
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)
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mtimes = []
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for rel in rels:
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path = os.path.join(base, rel.replace("/", os.sep))
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if os.path.isfile(path):
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mtimes.append(os.path.getmtime(path))
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return str(int(max(mtimes))) if mtimes else "0"
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def _ua_is_phone(ua: str) -> bool:
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ua_l = (ua or "").lower()
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if "ipad" in ua_l:
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return False
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if "android" in ua_l and "mobile" not in ua_l:
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return False
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if any(x in ua_l for x in ("iphone", "ipod", "windows phone", "iemobile")):
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return True
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if "android" in ua_l and "mobile" in ua_l:
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return True
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if "mobile" in ua_l or "harmonyos" in ua_l or "openharmony" in ua_l:
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return True
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return False
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@app.context_processor
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def inject_globals():
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return {"nav_items": get_nav_items(get_setting), "asset_v": _static_asset_v()}
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def _trading_mode() -> str:
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return (get_setting("trading_mode", "simulation") or "simulation").strip()
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def touch_stats_cache():
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try:
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conn = get_db()
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capital = float(get_setting("live_capital", "0") or 0)
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refresh_stats_cache(conn, capital)
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conn.close()
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except Exception as exc:
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app.logger.warning("stats cache refresh failed: %s", exc)
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def get_stats_data() -> dict:
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conn = get_db()
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try:
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capital = float(get_setting("live_capital", "0") or 0)
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data = load_stats_cache(conn)
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if data:
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return data
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try:
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return refresh_stats_cache(conn, capital)
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except OperationalError as exc:
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if not is_db_contention_error(exc):
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raise
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app.logger.warning("stats cache refresh contention, compute without save: %s", exc)
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return build_all_stats(conn, capital)
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finally:
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conn.close()
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def init_db():
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import strategy.strategy_db as strategy_db
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import risk.account_risk_lib as account_risk_lib
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strategy_db._TABLES_READY = False
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account_risk_lib._SCHEMA_READY = False
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conn = get_db()
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c = conn.cursor()
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c.execute("CREATE TABLE IF NOT EXISTS settings (key TEXT PRIMARY KEY, value TEXT)")
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c.execute('''CREATE TABLE IF NOT EXISTS order_plans
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, symbol_name TEXT, direction TEXT,
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zone_upper REAL, zone_lower REAL,
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stop_loss REAL, take_profit REAL,
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status TEXT DEFAULT 'planned',
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triggered_at TIMESTAMP,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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c.execute('''CREATE TABLE IF NOT EXISTS key_monitors
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, symbol_name TEXT, monitor_type TEXT, direction TEXT,
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upper REAL, lower REAL,
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upper_triggered INTEGER DEFAULT 0,
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lower_triggered INTEGER DEFAULT 0,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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c.execute('''CREATE TABLE IF NOT EXISTS trade_records
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, symbol_name TEXT, monitor_type TEXT, direction TEXT,
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trigger_price REAL, stop_loss REAL, take_profit REAL,
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result TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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conn.commit()
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migrations = [
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"ALTER TABLE key_monitors ADD COLUMN symbol_name TEXT",
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"ALTER TABLE key_monitors ADD COLUMN upper_triggered INTEGER DEFAULT 0",
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"ALTER TABLE key_monitors ADD COLUMN lower_triggered INTEGER DEFAULT 0",
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"ALTER TABLE trade_records ADD COLUMN symbol_name TEXT",
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"ALTER TABLE order_plans ADD COLUMN sina_code TEXT",
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"ALTER TABLE order_plans ADD COLUMN market_code TEXT",
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"ALTER TABLE key_monitors ADD COLUMN market_code TEXT",
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"ALTER TABLE key_monitors ADD COLUMN sina_code TEXT",
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"ALTER TABLE trade_records ADD COLUMN market_code TEXT",
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"ALTER TABLE order_plans ADD COLUMN plan_date TEXT",
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"ALTER TABLE order_plans ADD COLUMN decision_reason TEXT",
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"ALTER TABLE key_monitors ADD COLUMN status TEXT DEFAULT 'active'",
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"ALTER TABLE key_monitors ADD COLUMN archived_at TEXT",
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"ALTER TABLE key_monitors ADD COLUMN trade_mode TEXT DEFAULT '顺势'",
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"ALTER TABLE key_monitors ADD COLUMN risk_reward REAL DEFAULT 2",
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"ALTER TABLE key_monitors ADD COLUMN trailing_be INTEGER DEFAULT 0",
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"ALTER TABLE key_monitors ADD COLUMN last_trigger_bar TEXT",
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"ALTER TABLE key_monitors ADD COLUMN alert_push_count INTEGER DEFAULT 0",
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"ALTER TABLE key_monitors ADD COLUMN alert_last_push_at TEXT",
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"ALTER TABLE key_monitors ADD COLUMN alert_break_side TEXT",
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"ALTER TABLE key_monitors ADD COLUMN breakout_bar_time TEXT",
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"ALTER TABLE key_monitors ADD COLUMN alert_close_price REAL",
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"ALTER TABLE key_monitors ADD COLUMN bar_period TEXT DEFAULT '5m'",
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"ALTER TABLE review_records ADD COLUMN direction TEXT",
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"ALTER TABLE review_records ADD COLUMN entry_price REAL",
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"ALTER TABLE review_records ADD COLUMN stop_loss REAL",
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"ALTER TABLE review_records ADD COLUMN take_profit REAL",
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"ALTER TABLE review_records ADD COLUMN close_price REAL",
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"ALTER TABLE review_records ADD COLUMN lots REAL",
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"ALTER TABLE review_records ADD COLUMN holding_duration TEXT",
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"ALTER TABLE review_records ADD COLUMN initial_pnl REAL",
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"ALTER TABLE review_records ADD COLUMN actual_pnl REAL",
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"ALTER TABLE review_records ADD COLUMN is_emotion INTEGER DEFAULT 0",
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"ALTER TABLE review_records ADD COLUMN symbol_name TEXT",
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"ALTER TABLE review_records ADD COLUMN market_code TEXT",
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"ALTER TABLE review_records ADD COLUMN sina_code TEXT",
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"ALTER TABLE trade_logs ADD COLUMN fee REAL",
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"ALTER TABLE trade_logs ADD COLUMN pnl_net REAL",
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"ALTER TABLE trade_logs ADD COLUMN margin_pct REAL",
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"ALTER TABLE trade_logs ADD COLUMN equity_after REAL",
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"ALTER TABLE review_records ADD COLUMN fee REAL",
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"ALTER TABLE review_records ADD COLUMN pnl_net REAL",
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]
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for sql in migrations:
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try:
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c.execute(sql)
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conn.commit()
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except Exception as exc:
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if not is_schema_migration_error(exc):
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raise
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rollback_if_postgres(conn)
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c.execute('''CREATE TABLE IF NOT EXISTS review_records
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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open_time TEXT, close_time TEXT,
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symbol TEXT, timeframe TEXT,
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pnl REAL,
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open_type TEXT, expected_rr REAL, actual_rr REAL,
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exit_trigger TEXT, exit_supplement TEXT,
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watch_after_breakeven TEXT, new_position_while_occupied TEXT,
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screenshot TEXT,
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auto_kline INTEGER DEFAULT 0,
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kline_period1 TEXT, kline_period2 TEXT,
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kline_count INTEGER, kline_cutoff TEXT,
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behavior_tags TEXT, notes TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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c.execute('''CREATE TABLE IF NOT EXISTS position_monitors
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, symbol_name TEXT, market_code TEXT, sina_code TEXT,
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direction TEXT, lots REAL, entry_price REAL,
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stop_loss REAL, take_profit REAL, open_time TEXT,
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status TEXT DEFAULT 'active',
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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c.execute('''CREATE TABLE IF NOT EXISTS trade_logs
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(id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, symbol_name TEXT, market_code TEXT, sina_code TEXT,
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monitor_type TEXT, direction TEXT,
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entry_price REAL, stop_loss REAL, take_profit REAL, close_price REAL,
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lots REAL, margin REAL, holding_minutes INTEGER,
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open_time TEXT, close_time TEXT,
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pnl REAL, result TEXT,
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verified INTEGER DEFAULT 0,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
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c.execute('''CREATE TABLE IF NOT EXISTS fee_rates
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(product TEXT PRIMARY KEY,
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exchange TEXT,
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mult INTEGER,
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open_fixed REAL DEFAULT 0,
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open_ratio REAL DEFAULT 0,
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close_yesterday_fixed REAL DEFAULT 0,
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close_yesterday_ratio REAL DEFAULT 0,
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close_today_fixed REAL DEFAULT 0,
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close_today_ratio REAL DEFAULT 0,
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updated_at TEXT)''')
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c.execute('''CREATE TABLE IF NOT EXISTS stats_cache
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(key TEXT PRIMARY KEY,
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data_json TEXT NOT NULL,
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updated_at TEXT NOT NULL)''')
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conn.commit()
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for sql in (
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"ALTER TABLE fee_rates ADD COLUMN source TEXT DEFAULT 'local'",
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):
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try:
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c.execute(sql)
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conn.commit()
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except Exception as exc:
|
|
if not is_schema_migration_error(exc):
|
|
raise
|
|
rollback_if_postgres(conn)
|
|
ensure_kline_tables(conn)
|
|
init_strategy_tables(conn)
|
|
from risk.account_risk_lib import ensure_account_risk_schema
|
|
from recommend_store import ensure_recommend_tables
|
|
|
|
ensure_account_risk_schema(conn)
|
|
ensure_recommend_tables(conn)
|
|
from ai_messages import ensure_ai_messages_table
|
|
|
|
ensure_ai_messages_table(conn)
|
|
conn.commit()
|
|
conn.close()
|
|
|
|
sync_admin_from_env()
|
|
|
|
if not get_setting("wechat_webhook") and os.getenv("WECHAT_WEBHOOK"):
|
|
set_setting("wechat_webhook", os.getenv("WECHAT_WEBHOOK"))
|
|
|
|
if not get_setting("ths_refresh_token") and os.getenv("THS_REFRESH_TOKEN"):
|
|
set_setting("ths_refresh_token", os.getenv("THS_REFRESH_TOKEN"))
|
|
|
|
from ctp_settings import seed_ctp_settings_from_env
|
|
seed_ctp_settings_from_env(set_setting)
|
|
|
|
os.makedirs(UPLOAD_DIR, exist_ok=True)
|
|
expire_old_plans()
|
|
|
|
if not get_setting("fee_multiplier"):
|
|
set_setting("fee_multiplier", "2")
|
|
if not get_setting("trading_mode"):
|
|
set_setting("trading_mode", "simulation")
|
|
if not get_setting("position_sizing_mode"):
|
|
set_setting("position_sizing_mode", "fixed")
|
|
if not get_setting("fixed_lots"):
|
|
set_setting("fixed_lots", "1")
|
|
if not get_setting("fixed_amount"):
|
|
set_setting("fixed_amount", "5000")
|
|
if not get_setting("risk_percent"):
|
|
set_setting("risk_percent", "1")
|
|
if not get_setting("max_margin_pct"):
|
|
set_setting("max_margin_pct", "30")
|
|
if not get_setting("roll_max_margin_pct"):
|
|
set_setting("roll_max_margin_pct", "50")
|
|
if not get_setting("trailing_be_tick_buffer"):
|
|
set_setting("trailing_be_tick_buffer", "2")
|
|
if not get_setting("pending_order_timeout_min"):
|
|
set_setting("pending_order_timeout_min", "5")
|
|
if not get_setting("ai_enabled"):
|
|
set_setting("ai_enabled", "0")
|
|
if not get_setting("ai_provider"):
|
|
set_setting("ai_provider", "ollama")
|
|
if not get_setting("ai_ollama_base_url"):
|
|
set_setting("ai_ollama_base_url", "http://127.0.0.1:11434")
|
|
if not get_setting("ai_ollama_model"):
|
|
set_setting("ai_ollama_model", "qwen2.5:7b")
|
|
if not get_setting("ai_openai_base_url"):
|
|
set_setting("ai_openai_base_url", "https://api.openai.com/v1")
|
|
if not get_setting("ai_openai_model"):
|
|
set_setting("ai_openai_model", "gpt-4o-mini")
|
|
if not get_setting("ai_daily_report_enabled"):
|
|
set_setting("ai_daily_report_enabled", "1")
|
|
if not get_setting("ai_daily_report_hour"):
|
|
set_setting("ai_daily_report_hour", "15")
|
|
if not get_setting("ai_daily_report_minute"):
|
|
set_setting("ai_daily_report_minute", "5")
|
|
if not get_setting("backup_auto_enabled"):
|
|
set_setting("backup_auto_enabled", "1")
|
|
if not get_setting("backup_auto_hour"):
|
|
set_setting("backup_auto_hour", "3")
|
|
if not get_setting("backup_keep_count"):
|
|
set_setting("backup_keep_count", "30")
|
|
if not get_setting("fee_source_mode"):
|
|
set_setting("fee_source_mode", "ctp")
|
|
set_setting("fee_source_mode", "ctp")
|
|
try:
|
|
purge_non_ctp_fee_rates()
|
|
except Exception:
|
|
pass
|
|
|
|
|
|
def sync_admin_from_env():
|
|
"""
|
|
从 .env 同步管理员账号。
|
|
- 首次建库:自动写入 ADMIN_USERNAME / ADMIN_PASSWORD
|
|
- 已建库后改 .env:需设 ADMIN_SYNC_FROM_ENV=true 并重启服务
|
|
"""
|
|
sync = os.getenv("ADMIN_SYNC_FROM_ENV", "false").lower() in ("1", "true", "yes")
|
|
env_username = os.getenv("ADMIN_USERNAME", "").strip()
|
|
env_password = os.getenv("ADMIN_PASSWORD", "").strip()
|
|
placeholder_passwords = {"", "change-me-on-first-login", "admin123"}
|
|
|
|
if not get_setting("admin_username"):
|
|
username = env_username or "admin"
|
|
password = env_password if env_password not in placeholder_passwords else "admin123"
|
|
set_setting("admin_username", username)
|
|
set_setting("admin_password_hash", generate_password_hash(password))
|
|
return
|
|
|
|
if not sync:
|
|
return
|
|
|
|
if env_username:
|
|
set_setting("admin_username", env_username)
|
|
if env_password and env_password not in placeholder_passwords:
|
|
set_setting("admin_password_hash", generate_password_hash(env_password))
|
|
|
|
|
|
if os.getenv("QIHUO_SKIP_INIT_DB") != "1":
|
|
init_db()
|
|
app.logger.info("数据库: %s", database_label())
|
|
|
|
|
|
def sync_ths_token():
|
|
set_ths_refresh_token(get_setting("ths_refresh_token"))
|
|
|
|
|
|
if os.getenv("QIHUO_INIT_ONLY") != "1":
|
|
sync_ths_token()
|
|
|
|
|
|
def build_market_quote_payload(
|
|
symbol: str,
|
|
market_code: str = "",
|
|
sina_code: str = "",
|
|
*,
|
|
prefer_sina: bool = False,
|
|
) -> dict:
|
|
if not market_code or not sina_code:
|
|
codes = ths_to_codes(symbol)
|
|
if codes:
|
|
market_code = codes.get("market_code", "") or market_code
|
|
sina_code = codes.get("sina_code", "") or sina_code
|
|
quote_source = "sina"
|
|
price = None
|
|
prev_close = None
|
|
if not prefer_sina:
|
|
try:
|
|
from vnpy_bridge import ctp_status, ctp_get_tick_detail
|
|
from trading_context import get_trading_mode
|
|
|
|
mode = get_trading_mode(get_setting)
|
|
if ctp_status(mode).get("connected"):
|
|
detail = ctp_get_tick_detail(mode, symbol)
|
|
if detail.get("price"):
|
|
price = detail["price"]
|
|
quote_source = "ctp"
|
|
if detail.get("pre_close") is not None:
|
|
prev_close = detail["pre_close"]
|
|
except Exception:
|
|
pass
|
|
if price is None:
|
|
price = fetch_price(symbol, market_code, sina_code)
|
|
name = symbol
|
|
codes = ths_to_codes(symbol)
|
|
if codes:
|
|
name = codes.get("name", symbol)
|
|
if prev_close is None and sina_code:
|
|
from market import fetch_raw_for_volume
|
|
raw = fetch_raw_for_volume(sina_code)
|
|
if raw and raw.get("prev_close") is not None:
|
|
prev_close = raw["prev_close"]
|
|
return {
|
|
"symbol": symbol,
|
|
"name": name,
|
|
"price": price,
|
|
"prev_close": prev_close,
|
|
"quote_source": quote_source,
|
|
}
|
|
|
|
|
|
# —————————————— 推送 ——————————————
|
|
|
|
def send_wechat_msg(content: str):
|
|
webhook = get_setting("wechat_webhook")
|
|
if not webhook:
|
|
return
|
|
full = f"【国内期货】\n{content}"
|
|
data = {"msgtype": "text", "text": {"content": full}}
|
|
try:
|
|
requests.post(webhook, json=data, timeout=10)
|
|
except Exception:
|
|
pass
|
|
|
|
# —————————————— 行情 ——————————————
|
|
|
|
def resolve_market_codes(ths_code: str, market_code: str = "", sina_code: str = "") -> tuple[str, str]:
|
|
"""返回 (market_code, sina_code) 用于行情拉取。"""
|
|
if market_code:
|
|
return market_code, sina_code
|
|
if sina_code and "." in sina_code:
|
|
return sina_code, ""
|
|
codes = ths_to_codes(ths_code)
|
|
if codes:
|
|
return codes["market_code"], codes["sina_code"]
|
|
if ths_code.startswith("nf_") or ths_code.startswith("CFF_RE_"):
|
|
return ths_code, ths_code
|
|
return "", sina_code or ""
|
|
|
|
|
|
def fetch_price(ths_code: str, market_code: str = "", sina_code: str = "") -> Optional[float]:
|
|
sym = (ths_code or "").strip()
|
|
if sym:
|
|
try:
|
|
from vnpy_bridge import ctp_status, ctp_get_tick_price
|
|
from trading_context import get_trading_mode
|
|
|
|
mode = get_trading_mode(get_setting)
|
|
if ctp_status(mode).get("connected"):
|
|
p = ctp_get_tick_price(mode, sym)
|
|
if p and p > 0:
|
|
return p
|
|
except Exception:
|
|
pass
|
|
mc, sc = resolve_market_codes(sym, market_code, sina_code)
|
|
if not mc and not sc:
|
|
return None
|
|
return market_get_price(mc, sc)
|
|
|
|
# —————————————— 监控逻辑 ——————————————
|
|
|
|
def check_order_plans():
|
|
expire_old_plans()
|
|
today = today_str()
|
|
conn = get_db()
|
|
rows = conn.execute(
|
|
"SELECT * FROM order_plans WHERE plan_date=? AND status IN ('planned', 'active')",
|
|
(today,),
|
|
).fetchall()
|
|
|
|
for r in rows:
|
|
sym = r["symbol"]
|
|
sina = r["sina_code"] if "sina_code" in r.keys() else ""
|
|
market = r["market_code"] if "market_code" in r.keys() else ""
|
|
p = fetch_price(sym, market, sina)
|
|
if not p:
|
|
continue
|
|
|
|
direction = r["direction"]
|
|
zone_upper = r["zone_upper"]
|
|
zone_lower = r["zone_lower"]
|
|
stop_loss = r["stop_loss"]
|
|
take_profit = r["take_profit"]
|
|
status = r["status"]
|
|
pid = r["id"]
|
|
name = r["symbol_name"] or sym
|
|
reason = r["decision_reason"] if "decision_reason" in r.keys() and r["decision_reason"] else "—"
|
|
|
|
# 计划状态:价格进入决策区间则激活并通知
|
|
if status == "planned":
|
|
in_zone = zone_lower <= p <= zone_upper
|
|
if in_zone:
|
|
msg = (
|
|
f"【开单计划触发】{name} ({sym})\n"
|
|
f"方向:{'做多' if direction == 'long' else '做空'}\n"
|
|
f"决策区间:{zone_lower} ~ {zone_upper}\n"
|
|
f"决策理由:{reason}\n"
|
|
f"当前价:{p}\n"
|
|
f"止损:{stop_loss} 止盈:{take_profit}"
|
|
)
|
|
send_wechat_msg(msg)
|
|
conn.execute(
|
|
"UPDATE order_plans SET status='active', triggered_at=? WHERE id=?",
|
|
(datetime.now().isoformat(), pid),
|
|
)
|
|
status = "active"
|
|
|
|
# 激活状态:监控止盈止损
|
|
if status == "active":
|
|
res = None
|
|
if direction == "long":
|
|
if p >= take_profit:
|
|
res = "止盈"
|
|
elif p <= stop_loss:
|
|
res = "止损"
|
|
elif direction == "short":
|
|
if p <= take_profit:
|
|
res = "止盈"
|
|
elif p >= stop_loss:
|
|
res = "止损"
|
|
|
|
if res:
|
|
msg = (
|
|
f"[{'做多' if direction == 'long' else '做空'}] {name} 已{res}\n"
|
|
f"决策区间:{zone_lower} ~ {zone_upper}\n"
|
|
f"止损:{stop_loss} 止盈:{take_profit}\n"
|
|
f"当前价:{p}"
|
|
)
|
|
send_wechat_msg(msg)
|
|
conn.execute(
|
|
"""INSERT INTO trade_records
|
|
(symbol, symbol_name, monitor_type, direction,
|
|
trigger_price, stop_loss, take_profit, result)
|
|
VALUES (?,?,?,?,?,?,?,?)""",
|
|
(sym, name, "开单计划", direction, p, stop_loss, take_profit, res),
|
|
)
|
|
conn.execute(
|
|
"UPDATE order_plans SET status='closed' WHERE id=?", (pid,)
|
|
)
|
|
|
|
conn.commit()
|
|
conn.close()
|
|
|
|
|
|
def check_key_monitors():
|
|
from db_conn import DB_PATH
|
|
from key_monitor_lib import run_key_monitor_check
|
|
from trading_context import get_trading_mode
|
|
|
|
conn = get_db()
|
|
try:
|
|
execute_fn = getattr(app, "_execute_key_breakout", None)
|
|
run_key_monitor_check(
|
|
conn,
|
|
db_path=DB_PATH,
|
|
get_trading_mode_fn=lambda: get_trading_mode(get_setting),
|
|
send_wechat=send_wechat_msg,
|
|
execute_breakout_fn=execute_fn,
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
|
|
|
|
def background_task():
|
|
while True:
|
|
try:
|
|
expire_old_plans()
|
|
check_key_monitors()
|
|
fn_roll = getattr(app, "_check_roll_monitors", None)
|
|
if fn_roll:
|
|
fn_roll()
|
|
check_order_plans()
|
|
fn = getattr(app, "_check_trend_plans", None)
|
|
if fn:
|
|
fn(app)
|
|
except Exception:
|
|
pass
|
|
time.sleep(3)
|
|
|
|
|
|
def start_background_threads():
|
|
from trading_context import get_trading_mode
|
|
|
|
threading.Thread(target=background_task, daemon=True).start()
|
|
threading.Thread(
|
|
target=lambda: kline_hub.worker_loop(
|
|
DB_PATH,
|
|
lambda sym, mc, sc: build_market_quote_payload(
|
|
sym, mc, sc, prefer_sina=True,
|
|
),
|
|
get_mode_fn=lambda: get_trading_mode(get_setting),
|
|
),
|
|
daemon=True,
|
|
).start()
|
|
threading.Thread(target=refresh_main_index, daemon=True).start()
|
|
start_backup_worker(get_setting_fn=get_setting, set_setting_fn=set_setting)
|
|
|
|
|
|
# —————————————— 登录 ——————————————
|
|
|
|
def login_required(f):
|
|
@wraps(f)
|
|
def wrap(*args, **kwargs):
|
|
if not session.get("logged_in"):
|
|
return redirect(url_for("login"))
|
|
return f(*args, **kwargs)
|
|
return wrap
|
|
|
|
|
|
from modules.core import AppDeps, register_all_modules, start_module_workers
|
|
|
|
if os.getenv("QIHUO_INIT_ONLY") != "1":
|
|
_deps = AppDeps(
|
|
app=app,
|
|
get_db=get_db,
|
|
get_setting=get_setting,
|
|
set_setting=set_setting,
|
|
login_required=login_required,
|
|
require_nav=require_nav,
|
|
fetch_price=fetch_price,
|
|
send_wechat_msg=send_wechat_msg,
|
|
touch_stats_cache=touch_stats_cache,
|
|
get_stats_data=get_stats_data,
|
|
build_market_quote_payload=build_market_quote_payload,
|
|
today_str=today_str,
|
|
expire_old_plans=expire_old_plans,
|
|
check_order_plans=check_order_plans,
|
|
check_key_monitors=check_key_monitors,
|
|
background_task=background_task,
|
|
start_background_threads=start_background_threads,
|
|
tz=TZ,
|
|
db_path=DB_PATH,
|
|
upload_dir=UPLOAD_DIR,
|
|
open_types=OPEN_TYPES,
|
|
exit_triggers=EXIT_TRIGGERS,
|
|
behavior_tags=BEHAVIOR_TAGS,
|
|
kline_periods=KLINE_PERIODS,
|
|
kline_cutoffs=KLINE_CUTOFFS,
|
|
calc_holding_duration=calc_holding_duration,
|
|
holding_to_minutes=holding_to_minutes,
|
|
classify_close_result=classify_close_result,
|
|
calc_rr_ratio=calc_rr_ratio,
|
|
calc_theoretical_pnl=calc_theoretical_pnl,
|
|
parse_review_date_filter=parse_review_date_filter,
|
|
trading_mode=_trading_mode,
|
|
static_asset_v=_static_asset_v,
|
|
ua_is_phone=_ua_is_phone,
|
|
)
|
|
register_all_modules(_deps)
|
|
start_module_workers(_deps)
|
|
|
|
# —————————————— 启动 ——————————————
|
|
|
|
if __name__ == "__main__":
|
|
app.run(host=HOST, port=PORT, debug=DEBUG, threaded=True)
|