dekun
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>
219 lines
7.5 KiB
Python
219 lines
7.5 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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"""交易记录：字段补全、资金曲线数据。"""
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from __future__ import annotations
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from typing import Any
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TRADE_LOG_EXTRA_COLUMNS = (
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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 trade_logs ADD COLUMN source TEXT DEFAULT 'local'",
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"ALTER TABLE trade_logs ADD COLUMN ctp_trade_key TEXT",
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)
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def ensure_trade_log_columns(conn) -> None:
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for sql in TRADE_LOG_EXTRA_COLUMNS:
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try:
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conn.execute(sql)
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except Exception:
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pass
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def calc_equity_after(capital: float, pnl_net: float) -> float | None:
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cap = float(capital or 0)
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if cap <= 0:
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return None
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return round(cap + float(pnl_net or 0), 2)
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def recalc_trade_log_pnl(
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*,
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symbol: str,
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direction: str,
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entry_price: float,
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close_price: float,
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lots: float,
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stop_loss: float | None = None,
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take_profit: float | None = None,
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open_time: str = "",
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close_time: str = "",
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trading_mode: str = "simulation",
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capital: float = 0.0,
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) -> dict[str, float]:
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"""按开/平仓价重算盈亏与手续费（跨日持仓可手动改价后核对）。"""
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from modules.core.contract_specs import calc_position_metrics
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from modules.fees.fee_specs import calc_round_trip_fee
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sym = (symbol or "").strip()
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direction = (direction or "long").strip().lower()
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entry = float(entry_price or close_price or 0)
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close_px = float(close_price or 0)
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lots_f = float(lots or 0)
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sl = float(stop_loss) if stop_loss is not None else entry
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tp = float(take_profit) if take_profit is not None else entry
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metrics = calc_position_metrics(
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direction, entry, sl, tp, lots_f, close_px, capital, sym,
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)
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pnl = round(float(metrics.get("float_pnl") or 0), 2)
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fee = calc_round_trip_fee(
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sym, entry, close_px, lots_f, open_time, close_time, trading_mode=trading_mode,
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)
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pnl_net = round(pnl - fee, 2)
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return {"pnl": pnl, "fee": round(fee, 2), "pnl_net": pnl_net}
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def _read_initial_capital(conn, initial_capital: float | None = None) -> float:
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if initial_capital is not None and initial_capital > 0:
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return float(initial_capital)
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try:
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row = conn.execute("SELECT value FROM settings WHERE key='live_capital'").fetchone()
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if row and row[0]:
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val = float(row[0] or 0)
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if val > 0:
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return val
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except (TypeError, ValueError):
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pass
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try:
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from modules.trading.product_recommend import DISCONNECTED_RECOMMEND_CAPITAL
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return float(DISCONNECTED_RECOMMEND_CAPITAL)
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except Exception:
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return 100_000.0
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def refresh_trade_log_equity_chain(
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conn,
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initial_capital: float | None = None,
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) -> int:
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"""按平仓时间顺序重算 trade_logs.equity_after（起始=参考资金 live_capital）。"""
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base = _read_initial_capital(conn, initial_capital)
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rows = [
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dict(r)
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for r in conn.execute(
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"SELECT id, close_time, pnl_net FROM trade_logs ORDER BY close_time ASC, id ASC"
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).fetchall()
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]
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running = float(base or 0)
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updated = 0
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for row in rows:
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if running <= 0:
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break
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running = round(running + float(row.get("pnl_net") or 0), 2)
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conn.execute(
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"UPDATE trade_logs SET equity_after=? WHERE id=?",
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(running, int(row["id"])),
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)
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updated += 1
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return updated
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def _norm_symbol(symbol: str) -> str:
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return (symbol or "").split(".")[0].strip().lower()
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def _norm_close_minute(ts: str) -> str:
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"""统一 close_time 到分钟粒度，兼容 ISO `T` 与空格分隔。"""
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return (ts or "").strip().replace("T", " ")[:16]
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def purge_duplicate_local_trade_logs(conn) -> int:
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"""删除已被 CTP 柜台记录覆盖的本地重复成交。"""
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removed = 0
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ctp_rows = [
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dict(r)
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for r in conn.execute("SELECT * FROM trade_logs WHERE source='ctp'").fetchall()
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]
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local_rows = [
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dict(r)
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for r in conn.execute(
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"""SELECT * FROM trade_logs
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WHERE COALESCE(source, 'local') != 'ctp'
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AND (ctp_trade_key IS NULL OR ctp_trade_key = '')"""
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).fetchall()
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]
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for ctp in ctp_rows:
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ct16 = _norm_close_minute(ctp.get("close_time") or "")
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sym_n = _norm_symbol(ctp.get("symbol") or "")
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lots = float(ctp.get("lots") or 0)
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direction = (ctp.get("direction") or "long").strip().lower()
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for loc in local_rows:
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if loc.get("id") == ctp.get("id"):
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continue
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if _norm_symbol(loc.get("symbol") or "") != sym_n:
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continue
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if (loc.get("direction") or "long").strip().lower() != direction:
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continue
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if _norm_close_minute(loc.get("close_time") or "") != ct16:
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continue
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if abs(float(loc.get("lots") or 0) - lots) > 0.01:
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continue
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conn.execute("DELETE FROM trade_logs WHERE id=?", (loc["id"],))
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removed += 1
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return removed
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def _attach_symbol_meta(t: dict[str, Any]) -> None:
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try:
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from modules.core.symbols import position_symbol_meta
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sym = (t.get("symbol") or "").strip()
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meta = position_symbol_meta(sym)
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if not t.get("symbol_name"):
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t["symbol_name"] = meta.get("name") or sym
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t["symbol_exchange"] = meta.get("exchange") or ""
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t["symbol_is_main"] = bool(meta.get("is_main"))
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except Exception:
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t.setdefault("symbol_exchange", "")
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t.setdefault("symbol_is_main", False)
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def enrich_trades_for_records(
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trades: list[dict[str, Any]],
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*,
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initial_capital: float = 0.0,
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) -> tuple[list[dict[str, Any]], list[dict[str, Any]]]:
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"""表格仍按 id 降序；资金曲线按平仓时间升序用最新资金绘制。"""
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rows = [dict(t) for t in trades]
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chrono = sorted(
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rows,
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key=lambda t: ((t.get("close_time") or ""), int(t.get("id") or 0)),
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)
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running = float(initial_capital or 0)
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curve: list[dict[str, Any]] = []
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equity_by_id: dict[int, float | None] = {}
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for t in chrono:
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_attach_symbol_meta(t)
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pnl_net = float(t.get("pnl_net") or 0)
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if running > 0:
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running = round(running + pnl_net, 2)
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eq: float | None = running
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else:
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eq = None
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equity_by_id[int(t.get("id") or 0)] = eq
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cap_before = float(eq or 0) - pnl_net if eq is not None else 0.0
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if t.get("margin_pct") is None:
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margin = float(t.get("margin") or 0)
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if margin > 0 and cap_before > 0:
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t["margin_pct"] = round(margin / cap_before * 100, 2)
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if eq is not None:
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curve.append({
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"time": (t.get("close_time") or "")[:19],
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"value": float(eq),
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"id": int(t.get("id") or 0),
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})
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for t in rows:
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tid = int(t.get("id") or 0)
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if tid in equity_by_id:
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t["equity_after"] = equity_by_id[tid]
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return rows, curve
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