qihuo/strategy/strategy_db.py

# 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

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)
        except Exception:
            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