Files
qihuo/app.py
T

1802 lines
63 KiB
Python

import os
from locale_fix import ensure_process_locale
ensure_process_locale()
import sqlite3
import time
import threading
import requests
from datetime import datetime, timedelta
from typing import Optional
from functools import wraps
from zoneinfo import ZoneInfo
from werkzeug.utils import secure_filename
from dotenv import load_dotenv
from flask import (
Flask, render_template, request, redirect, url_for,
flash, session, jsonify, Response, stream_with_context,
)
from werkzeug.security import check_password_hash, generate_password_hash
from functools import wraps
from symbols import (
search_symbols,
ths_to_codes,
list_main_contracts_grouped,
list_recommended_symbols_grouped,
refresh_main_index,
)
from contract_specs import calc_position_metrics
from fee_specs import (
calc_fee_breakdown,
calc_round_trip_fee,
list_fee_rates_for_ui,
count_fee_rates_by_source,
purge_non_ctp_fee_rates,
)
from nav_settings import NAV_TOGGLES, get_nav_items, nav_enabled, save_nav_items
from contract_profile import get_contract_profile
from stats_engine import STATS_VIEWS, load_stats_cache, refresh_stats_cache
from kline_store import ensure_kline_tables
from kline_stream import kline_hub, sse_format
from kline_chart import generate_review_kline_chart, fetch_market_klines, MARKET_PERIODS
from market import get_price as market_get_price, set_ths_refresh_token, get_quote_source_label
from db_conn import connect_db
from strategy.strategy_db import init_strategy_tables
from install_trading import install_trading
from vnpy_bridge import try_init_vnpy
load_dotenv(os.path.join(os.path.dirname(os.path.abspath(__file__)), ".env"))
app = Flask(__name__)
app.secret_key = os.getenv("SECRET_KEY", "futures_monitor_default_secret")
HOST = os.getenv("HOST", "0.0.0.0")
PORT = int(os.getenv("PORT", "6600"))
DEBUG = os.getenv("DEBUG", "false").lower() in ("1", "true", "yes")
DB_PATH = os.path.join(os.path.dirname(os.path.abspath(__file__)), "futures.db")
UPLOAD_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "uploads")
TZ = ZoneInfo("Asia/Shanghai")
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"]
EXIT_TRIGGERS = ["止盈", "止损", "手工平仓", "移动止损", "时间离场", "其他"]
BEHAVIOR_TAGS = ["怕踏空", "报复开仓", "盈利飘了", "拿不住单", "扛单", "重仓违规"]
KLINE_PERIODS = ["1m", "3m", "5m", "15m", "30m", "1h", "4h", "1d"]
KLINE_CUTOFFS = ["平仓时间", "开仓时间", "当前时间"]
def today_str() -> str:
return datetime.now(TZ).date().isoformat()
def calc_holding_duration(open_time: str, close_time: str) -> str:
try:
o = datetime.fromisoformat(open_time.strip().replace(" ", "T")[:19])
c = datetime.fromisoformat(close_time.strip().replace(" ", "T")[:19])
delta = c - o
if delta.total_seconds() < 0:
return ""
secs = int(delta.total_seconds())
h, rem = divmod(secs, 3600)
m, _ = divmod(rem, 60)
if h:
return f"{h}小时{m}分钟"
return f"{m}分钟"
except Exception:
return ""
def holding_to_minutes(open_time: str, close_time: str) -> int:
try:
o = datetime.fromisoformat(open_time.strip().replace(" ", "T"))
c = datetime.fromisoformat(close_time.strip().replace(" ", "T"))
secs = int((c - o).total_seconds())
return max(0, secs // 60)
except Exception:
return 0
def classify_close_result(direction: str, close: float, sl: float, tp: float) -> str:
"""根据平仓价与止损/止盈距离判断结果。"""
if close is None:
return "手动平仓"
tol = max(abs(close) * 0.002, 1.0)
if abs(close - tp) <= tol:
return "止盈"
if abs(close - sl) <= tol:
return "止损"
return "手动平仓"
def calc_rr_ratio(direction: str, entry: float, stop: float, target: float) -> Optional[float]:
"""盈亏比 = 盈利空间 / 风险空间。"""
if entry is None or stop is None or target is None:
return None
if direction == "long":
risk = entry - stop
if risk <= 0:
return None
return round((target - entry) / risk, 2)
if direction == "short":
risk = stop - entry
if risk <= 0:
return None
return round((entry - target) / risk, 2)
return None
def calc_theoretical_pnl(direction: str, entry: float, target: float, lots: float) -> Optional[float]:
if entry is None or target is None or lots is None:
return None
if direction == "long":
return round((target - entry) * lots, 2)
if direction == "short":
return round((entry - target) * lots, 2)
return None
def parse_review_date_filter(preset: str, start: str, end: str) -> tuple[str, str]:
today = datetime.now(TZ).date()
if preset == "today":
s = today.isoformat()
return s, s
if preset == "week":
monday = today - timedelta(days=today.weekday())
return monday.isoformat(), today.isoformat()
if preset == "month":
return today.replace(day=1).isoformat(), today.isoformat()
return start.strip(), end.strip()
def expire_old_plans():
"""当日结束后计划自动失效,保留历史。"""
today = today_str()
conn = get_db()
conn.execute(
"UPDATE order_plans SET status='expired' WHERE plan_date < ? AND status IN ('planned', 'active')",
(today,),
)
conn.execute(
"UPDATE order_plans SET plan_date=date(created_at) WHERE plan_date IS NULL OR plan_date=''"
)
conn.commit()
conn.close()
def get_db():
return connect_db()
def get_setting(key: str, default: str = "") -> str:
conn = get_db()
row = conn.execute("SELECT value FROM settings WHERE key=?", (key,)).fetchone()
conn.close()
return row["value"] if row else default
def set_setting(key: str, value: str):
conn = get_db()
conn.execute(
"INSERT INTO settings (key, value) VALUES (?, ?) ON CONFLICT(key) DO UPDATE SET value=?",
(key, value, value),
)
conn.commit()
conn.close()
def require_nav(key: str):
"""导航项关闭时拒绝访问对应页面。"""
def decorator(f):
@wraps(f)
def wrapped(*args, **kwargs):
if not nav_enabled(get_setting, key):
flash("该页面已在系统设置中关闭")
return redirect(url_for("positions"))
return f(*args, **kwargs)
return wrapped
return decorator
@app.context_processor
def inject_globals():
trade_js = os.path.join(os.path.dirname(os.path.abspath(__file__)), "static", "js", "trade.js")
asset_v = str(int(os.path.getmtime(trade_js))) if os.path.isfile(trade_js) else "0"
return {"nav_items": get_nav_items(get_setting), "asset_v": asset_v}
def _trading_mode() -> str:
return (get_setting("trading_mode", "simulation") or "simulation").strip()
def touch_stats_cache():
try:
conn = get_db()
capital = float(get_setting("live_capital", "0") or 0)
refresh_stats_cache(conn, capital)
conn.close()
except Exception as exc:
app.logger.warning("stats cache refresh failed: %s", exc)
def get_stats_data() -> dict:
conn = get_db()
capital = float(get_setting("live_capital", "0") or 0)
data = load_stats_cache(conn)
if not data:
data = refresh_stats_cache(conn, capital)
conn.close()
return data
def init_db():
conn = get_db()
c = conn.cursor()
c.execute("CREATE TABLE IF NOT EXISTS settings (key TEXT PRIMARY KEY, value TEXT)")
c.execute('''CREATE TABLE IF NOT EXISTS order_plans
(id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT, symbol_name TEXT, direction TEXT,
zone_upper REAL, zone_lower REAL,
stop_loss REAL, take_profit REAL,
status TEXT DEFAULT "planned",
triggered_at TIMESTAMP,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS key_monitors
(id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT, symbol_name TEXT, monitor_type TEXT, direction TEXT,
upper REAL, lower REAL,
upper_triggered INTEGER DEFAULT 0,
lower_triggered INTEGER DEFAULT 0,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS trade_records
(id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT, symbol_name TEXT, monitor_type TEXT, direction TEXT,
trigger_price REAL, stop_loss REAL, take_profit REAL,
result TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
migrations = [
"ALTER TABLE key_monitors ADD COLUMN symbol_name TEXT",
"ALTER TABLE key_monitors ADD COLUMN upper_triggered INTEGER DEFAULT 0",
"ALTER TABLE key_monitors ADD COLUMN lower_triggered INTEGER DEFAULT 0",
"ALTER TABLE trade_records ADD COLUMN symbol_name TEXT",
"ALTER TABLE order_plans ADD COLUMN sina_code TEXT",
"ALTER TABLE order_plans ADD COLUMN market_code TEXT",
"ALTER TABLE key_monitors ADD COLUMN market_code TEXT",
"ALTER TABLE key_monitors ADD COLUMN sina_code TEXT",
"ALTER TABLE trade_records ADD COLUMN market_code TEXT",
"ALTER TABLE order_plans ADD COLUMN plan_date TEXT",
"ALTER TABLE order_plans ADD COLUMN decision_reason TEXT",
"ALTER TABLE key_monitors ADD COLUMN status TEXT DEFAULT 'active'",
"ALTER TABLE key_monitors ADD COLUMN archived_at TEXT",
"ALTER TABLE review_records ADD COLUMN direction TEXT",
"ALTER TABLE review_records ADD COLUMN entry_price REAL",
"ALTER TABLE review_records ADD COLUMN stop_loss REAL",
"ALTER TABLE review_records ADD COLUMN take_profit REAL",
"ALTER TABLE review_records ADD COLUMN close_price REAL",
"ALTER TABLE review_records ADD COLUMN lots REAL",
"ALTER TABLE review_records ADD COLUMN holding_duration TEXT",
"ALTER TABLE review_records ADD COLUMN initial_pnl REAL",
"ALTER TABLE review_records ADD COLUMN actual_pnl REAL",
"ALTER TABLE review_records ADD COLUMN is_emotion INTEGER DEFAULT 0",
"ALTER TABLE review_records ADD COLUMN symbol_name TEXT",
"ALTER TABLE review_records ADD COLUMN market_code TEXT",
"ALTER TABLE review_records ADD COLUMN sina_code TEXT",
"ALTER TABLE trade_logs ADD COLUMN fee REAL",
"ALTER TABLE trade_logs ADD COLUMN pnl_net REAL",
"ALTER TABLE trade_logs ADD COLUMN margin_pct REAL",
"ALTER TABLE trade_logs ADD COLUMN equity_after REAL",
"ALTER TABLE review_records ADD COLUMN fee REAL",
"ALTER TABLE review_records ADD COLUMN pnl_net REAL",
]
for sql in migrations:
try:
c.execute(sql)
except sqlite3.OperationalError:
pass
c.execute('''CREATE TABLE IF NOT EXISTS review_records
(id INTEGER PRIMARY KEY AUTOINCREMENT,
open_time TEXT, close_time TEXT,
symbol TEXT, timeframe TEXT,
pnl REAL,
open_type TEXT, expected_rr REAL, actual_rr REAL,
exit_trigger TEXT, exit_supplement TEXT,
watch_after_breakeven TEXT, new_position_while_occupied TEXT,
screenshot TEXT,
auto_kline INTEGER DEFAULT 0,
kline_period1 TEXT, kline_period2 TEXT,
kline_count INTEGER, kline_cutoff TEXT,
behavior_tags TEXT, notes TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS position_monitors
(id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT, symbol_name TEXT, market_code TEXT, sina_code TEXT,
direction TEXT, lots REAL, entry_price REAL,
stop_loss REAL, take_profit REAL, open_time TEXT,
status TEXT DEFAULT 'active',
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS trade_logs
(id INTEGER PRIMARY KEY AUTOINCREMENT,
symbol TEXT, symbol_name TEXT, market_code TEXT, sina_code TEXT,
monitor_type TEXT, direction TEXT,
entry_price REAL, stop_loss REAL, take_profit REAL, close_price REAL,
lots REAL, margin REAL, holding_minutes INTEGER,
open_time TEXT, close_time TEXT,
pnl REAL, result TEXT,
verified INTEGER DEFAULT 0,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
c.execute('''CREATE TABLE IF NOT EXISTS fee_rates
(product TEXT PRIMARY KEY,
exchange TEXT,
mult INTEGER,
open_fixed REAL DEFAULT 0,
open_ratio REAL DEFAULT 0,
close_yesterday_fixed REAL DEFAULT 0,
close_yesterday_ratio REAL DEFAULT 0,
close_today_fixed REAL DEFAULT 0,
close_today_ratio REAL DEFAULT 0,
updated_at TEXT)''')
c.execute('''CREATE TABLE IF NOT EXISTS stats_cache
(key TEXT PRIMARY KEY,
data_json TEXT NOT NULL,
updated_at TEXT NOT NULL)''')
for sql in (
"ALTER TABLE fee_rates ADD COLUMN source TEXT DEFAULT 'local'",
):
try:
c.execute(sql)
except sqlite3.OperationalError:
pass
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)
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("trailing_be_tick_buffer"):
set_setting("trailing_be_tick_buffer", "2")
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))
init_db()
def sync_ths_token():
set_ths_refresh_token(get_setting("ths_refresh_token"))
sync_ths_token()
def build_market_quote_payload(
symbol: str,
market_code: str = "",
sina_code: str = "",
) -> 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
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}{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():
conn = get_db()
rows = conn.execute(
"SELECT * FROM key_monitors WHERE status='active' OR status IS NULL"
).fetchall()
for r in rows:
sym = r["symbol"]
typ = r["monitor_type"]
up = r["upper"]
low = r["lower"]
up_trig = r["upper_triggered"]
low_trig = r["lower_triggered"]
name = r["symbol_name"] or sym
pid = r["id"]
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
if typ in ("箱体突破", "收敛突破"):
if p > up and not up_trig:
send_wechat_msg(f"{name} 突破{typ}上沿 {up}\n当前价:{p}")
conn.execute(
"UPDATE key_monitors SET upper_triggered=1 WHERE id=?", (pid,)
)
if p < low and not low_trig:
send_wechat_msg(f"{name} 跌破{typ}下沿 {low}\n当前价:{p}")
conn.execute(
"UPDATE key_monitors SET lower_triggered=1 WHERE id=?", (pid,)
)
elif typ == "关键阻力位" and p > up and not up_trig:
send_wechat_msg(f"{name} 突破阻力位 {up}\n当前价:{p}")
conn.execute(
"UPDATE key_monitors SET upper_triggered=1 WHERE id=?", (pid,)
)
elif typ == "关键支撑位" and p < low and not low_trig:
send_wechat_msg(f"{name} 跌破支撑位 {low}\n当前价:{p}")
conn.execute(
"UPDATE key_monitors SET lower_triggered=1 WHERE id=?", (pid,)
)
conn.commit()
conn.close()
def background_task():
while True:
try:
expire_old_plans()
check_key_monitors()
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,
build_market_quote_payload,
get_mode_fn=lambda: get_trading_mode(get_setting),
),
daemon=True,
).start()
threading.Thread(target=refresh_main_index, daemon=True).start()
# —————————————— 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
@app.route("/")
def index():
if session.get("logged_in"):
return redirect(url_for("plans"))
return redirect(url_for("login"))
@app.route("/manifest.webmanifest")
def web_manifest():
response = app.send_static_file("manifest.json")
response.mimetype = "application/manifest+json"
return response
@app.route("/sw.js")
def service_worker():
response = app.send_static_file("sw.js")
response.headers["Cache-Control"] = "no-cache"
response.headers["Service-Worker-Allowed"] = "/"
return response
@app.route("/login", methods=["GET", "POST"])
def login():
if request.method == "POST":
u = request.form.get("username", "").strip()
p = request.form.get("password", "")
admin_u = get_setting("admin_username")
admin_hash = get_setting("admin_password_hash")
if u == admin_u and check_password_hash(admin_hash, p):
session["logged_in"] = True
session["username"] = u
return redirect(url_for("plans"))
flash("账号或密码错误")
return render_template("login.html")
@app.route("/logout")
def logout():
session.clear()
return redirect(url_for("login"))
# —————————————— API ——————————————
@app.route("/api/symbols/search")
@login_required
def api_symbol_search():
q = request.args.get("q", "")
return jsonify(search_symbols(q))
@app.route("/api/symbols/mains")
@login_required
def api_symbols_mains():
return jsonify(list_main_contracts_grouped())
@app.route("/api/symbols/recommended")
@login_required
def api_symbols_recommended():
"""品种下拉:仅展示当前资金下推荐的品种(与下方品种推荐表一致)。"""
from recommend_store import recommend_payload
from trading_context import (
get_account_capital,
get_fixed_lots,
get_max_margin_pct,
get_sizing_mode,
get_trading_mode,
)
conn = get_db()
try:
capital = get_account_capital(conn, get_setting)
payload = recommend_payload(
conn,
live_capital=capital,
max_margin_pct=get_max_margin_pct(get_setting),
trading_mode=get_trading_mode(get_setting),
sizing_mode=get_sizing_mode(get_setting),
fixed_lots=get_fixed_lots(get_setting),
)
return jsonify(list_recommended_symbols_grouped(payload.get("rows") or []))
finally:
conn.close()
@app.route("/api/key_prices")
@login_required
def api_key_prices():
"""关键位监控列表:批量现价与距上/下沿距离。"""
conn = get_db()
rows = conn.execute(
"SELECT id, symbol, market_code, sina_code, upper, lower "
"FROM key_monitors WHERE status='active' OR status IS NULL"
).fetchall()
conn.close()
out = []
for r in rows:
sym = r["symbol"]
market = r["market_code"] or ""
sina = r["sina_code"] or ""
upper = float(r["upper"])
lower = float(r["lower"])
price = fetch_price(sym, market, sina)
dist_upper = None
dist_lower = None
if price is not None:
dist_upper = round(upper - price, 2)
dist_lower = round(price - lower, 2)
out.append({
"id": r["id"],
"price": price,
"dist_upper": dist_upper,
"dist_lower": dist_lower,
})
return jsonify(out)
@app.route("/api/plan_prices")
@login_required
def api_plan_prices():
"""今日计划:批量现价与距决策区间上/下沿距离。"""
today = today_str()
conn = get_db()
rows = conn.execute(
"SELECT id, symbol, market_code, sina_code, zone_upper, zone_lower "
"FROM order_plans WHERE plan_date=? AND status IN ('planned', 'active')",
(today,),
).fetchall()
conn.close()
out = []
for r in rows:
sym = r["symbol"]
market = r["market_code"] or ""
sina = r["sina_code"] or ""
upper = float(r["zone_upper"])
lower = float(r["zone_lower"])
price = fetch_price(sym, market, sina)
dist_upper = None
dist_lower = None
in_zone = False
if price is not None:
dist_upper = round(upper - price, 2)
dist_lower = round(price - lower, 2)
in_zone = lower <= price <= upper
out.append({
"id": r["id"],
"price": price,
"dist_upper": dist_upper,
"dist_lower": dist_lower,
"in_zone": in_zone,
})
return jsonify(out)
@app.route("/api/position_live")
@login_required
def api_position_live():
capital = float(get_setting("live_capital", "0") or 0)
now_iso = datetime.now(TZ).strftime("%Y-%m-%dT%H:%M")
conn = get_db()
rows = conn.execute(
"SELECT * FROM position_monitors WHERE status='active' ORDER BY id DESC"
).fetchall()
conn.close()
out = []
for r in rows:
sym = r["symbol"]
market = r["market_code"] or ""
sina = r["sina_code"] or ""
direction = r["direction"]
entry = float(r["entry_price"])
sl = float(r["stop_loss"])
tp = float(r["take_profit"])
lots = float(r["lots"] or 1)
mark = fetch_price(sym, market, sina)
metrics = calc_position_metrics(
direction, entry, sl, tp, lots, mark, capital, sym,
)
holding = calc_holding_duration(r["open_time"] or "", now_iso)
close_est = mark if mark is not None else entry
fee_info = calc_fee_breakdown(
sym, entry, close_est, lots, r["open_time"] or "", now_iso,
trading_mode=_trading_mode(),
)
est_net = None
if metrics.get("float_pnl") is not None:
est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
out.append({
"id": r["id"],
"symbol": r["symbol_name"] or sym,
"symbol_code": sym,
"direction": "做多" if direction == "long" else "做空",
"lots": lots,
"entry_price": entry,
"stop_loss": sl,
"take_profit": tp,
"open_time": r["open_time"],
"mark_price": mark,
"holding_duration": holding,
"est_fee": fee_info["total_fee"],
"est_fee_open": fee_info["open_fee"],
"est_fee_close": fee_info["close_fee"],
"est_fee_close_type": fee_info["close_type"],
"est_pnl_net": est_net,
**metrics,
})
return jsonify(out)
@login_required
def index():
if nav_enabled(get_setting, "plans"):
return redirect(url_for("plans"))
return redirect(url_for("positions"))
@app.route("/plans")
@login_required
@require_nav("plans")
def plans():
today = today_str()
start = request.args.get("start", "")
end = request.args.get("end", "")
conn = get_db()
plan_list = conn.execute(
"SELECT * FROM order_plans WHERE plan_date=? AND status IN ('planned', 'active') ORDER BY id DESC",
(today,),
).fetchall()
sql = "SELECT * FROM order_plans WHERE plan_date < ? OR status IN ('closed', 'expired')"
params: list = [today]
if start:
sql += " AND plan_date >= ?"
params.append(start)
if end:
sql += " AND plan_date <= ?"
params.append(end)
sql += " ORDER BY plan_date DESC, id DESC LIMIT 200"
history = conn.execute(sql, params).fetchall()
conn.close()
return render_template(
"plans.html",
plans=plan_list,
history=history,
today=today,
start=start,
end=end,
)
@app.route("/add_plan", methods=["POST"])
@login_required
def add_plan():
d = request.form
direction = d.get("direction")
symbol = d.get("symbol", "").strip()
symbol_name = d.get("symbol_name", "").strip()
market_code = d.get("market_code", "").strip()
sina_code = d.get("sina_code", "").strip()
if not direction:
flash("请选择多空方向")
return redirect(url_for("plans"))
if not symbol or not market_code:
flash("请从下拉列表选择品种(同花顺合约代码)")
return redirect(url_for("plans"))
conn = get_db()
conn.execute(
"""INSERT INTO order_plans
(symbol, symbol_name, market_code, sina_code, direction,
zone_upper, zone_lower, stop_loss, take_profit, plan_date, decision_reason)
VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
(
symbol, symbol_name, market_code, sina_code, direction,
float(d["zone_upper"]), float(d["zone_lower"]),
float(d["stop_loss"]), float(d["take_profit"]),
today_str(),
d.get("decision_reason", "").strip(),
),
)
conn.commit()
conn.close()
flash("开单计划已添加")
return redirect(url_for("plans"))
@app.route("/del_plan/<int:pid>")
@login_required
def del_plan(pid):
conn = get_db()
conn.execute("DELETE FROM order_plans WHERE id=?", (pid,))
conn.commit()
conn.close()
flash("已删除")
return redirect(url_for("plans"))
@app.route("/keys")
@login_required
def keys():
conn = get_db()
key_list = conn.execute(
"SELECT * FROM key_monitors WHERE status='active' OR status IS NULL ORDER BY id DESC"
).fetchall()
history = conn.execute(
"SELECT * FROM key_monitors WHERE status='archived' ORDER BY archived_at DESC LIMIT 100"
).fetchall()
conn.close()
return render_template("keys.html", keys=key_list, history=history)
@app.route("/add_key", methods=["POST"])
@login_required
def add_key():
d = request.form
direction = d.get("direction")
symbol = d.get("symbol", "").strip()
symbol_name = d.get("symbol_name", "").strip()
market_code = d.get("market_code", "").strip()
sina_code = d.get("sina_code", "").strip()
if not direction:
flash("请选择多空方向")
return redirect(url_for("keys"))
if not symbol or not market_code:
flash("请从下拉列表选择品种(同花顺合约代码)")
return redirect(url_for("keys"))
conn = get_db()
conn.execute(
"""INSERT INTO key_monitors
(symbol, symbol_name, market_code, sina_code, monitor_type, direction, upper, lower)
VALUES (?,?,?,?,?,?,?,?)""",
(symbol, symbol_name, market_code, sina_code, d["type"], direction, float(d["upper"]), float(d["lower"])),
)
conn.commit()
conn.close()
flash("关键位监控已添加")
return redirect(url_for("keys"))
@app.route("/add_position", methods=["POST"])
@login_required
def add_position():
flash("持仓由策略交易或 CTP 自动同步,无需手工录入")
return redirect(url_for("positions"))
@app.route("/del_position/<int:pid>")
@login_required
def del_position(pid):
return close_position(pid)
@app.route("/close_position/<int:pid>", methods=["POST"])
@login_required
def close_position(pid):
conn = get_db()
row = conn.execute("SELECT * FROM position_monitors WHERE id=?", (pid,)).fetchone()
if not row:
conn.close()
flash("持仓不存在")
return redirect(url_for("positions"))
sym = row["symbol"]
market = row["market_code"] or ""
sina = row["sina_code"] or ""
direction = row["direction"]
entry = float(row["entry_price"])
sl = float(row["stop_loss"])
tp = float(row["take_profit"])
lots = float(row["lots"] or 1)
open_time = row["open_time"] or ""
close_time = datetime.now(TZ).strftime("%Y-%m-%dT%H:%M")
close_price = fetch_price(sym, market, sina)
if close_price is None:
conn.close()
flash("无法获取现价,平仓失败")
return redirect(url_for("positions"))
capital = float(get_setting("live_capital", "0") or 0)
metrics = calc_position_metrics(direction, entry, sl, tp, lots, close_price, capital, sym)
pnl = metrics.get("float_pnl") or 0.0
fee = calc_round_trip_fee(sym, entry, close_price, lots, open_time, close_time, trading_mode=_trading_mode())
pnl_net = round(pnl - fee, 2)
result = classify_close_result(direction, close_price, sl, tp)
minutes = holding_to_minutes(open_time, close_time)
margin_pct = metrics.get("position_pct")
from trade_log_lib import calc_equity_after
equity_after = calc_equity_after(capital, pnl_net)
conn.execute(
"""INSERT INTO trade_logs
(symbol, symbol_name, market_code, sina_code, monitor_type, direction,
entry_price, stop_loss, take_profit, close_price, lots, margin,
margin_pct, holding_minutes, open_time, close_time, pnl, fee, pnl_net,
equity_after, result)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
sym, row["symbol_name"], market, sina, "持仓监控", direction,
entry, sl, tp, close_price, lots, metrics["margin"],
margin_pct,
minutes, open_time, close_time, pnl, fee, pnl_net, equity_after, result,
),
)
conn.execute("DELETE FROM position_monitors WHERE id=?", (pid,))
conn.commit()
conn.close()
touch_stats_cache()
flash(f"已平仓,盈亏 {pnl:.2f} 元(扣费后 {pnl_net:.2f} 元),已记入交易记录")
return redirect(url_for("positions"))
@app.route("/trades")
@login_required
def trades():
return redirect(url_for("records"))
@app.route("/update_trade/<int:tid>", methods=["POST"])
@login_required
def update_trade(tid):
d = request.form
conn = get_db()
conn.execute(
"""UPDATE trade_logs SET
symbol_name=?, monitor_type=?, direction=?,
entry_price=?, stop_loss=?, take_profit=?, close_price=?,
lots=?, margin=?, holding_minutes=?, open_time=?, close_time=?,
pnl=?, result=?, verified=1
WHERE id=?""",
(
d.get("symbol_name", "").strip(),
d.get("monitor_type", "").strip(),
d.get("direction", "").strip(),
float(d.get("entry_price") or 0),
float(d.get("stop_loss") or 0),
float(d.get("take_profit") or 0),
float(d.get("close_price") or 0),
float(d.get("lots") or 0),
float(d.get("margin") or 0),
int(d.get("holding_minutes") or 0),
d.get("open_time", "").strip(),
d.get("close_time", "").strip(),
float(d.get("pnl") or 0),
d.get("result", "").strip(),
tid,
),
)
conn.commit()
conn.close()
touch_stats_cache()
flash("交易记录已核对保存")
return redirect(url_for("records"))
@app.route("/del_trade/<int:tid>")
@login_required
def del_trade(tid):
conn = get_db()
conn.execute("DELETE FROM trade_logs WHERE id=?", (tid,))
conn.commit()
conn.close()
touch_stats_cache()
flash("已删除")
return redirect(url_for("records"))
@app.route("/fill_review/<int:tid>")
@login_required
def fill_review_from_trade(tid):
conn = get_db()
row = conn.execute("SELECT * FROM trade_logs WHERE id=?", (tid,)).fetchone()
conn.close()
if not row:
flash("记录不存在")
return redirect(url_for("records"))
q = {
"symbol": row["symbol"],
"symbol_name": row["symbol_name"] or row["symbol"],
"market_code": row["market_code"] or "",
"sina_code": row["sina_code"] or "",
"direction": row["direction"],
"entry_price": row["entry_price"],
"stop_loss": row["stop_loss"],
"take_profit": row["take_profit"],
"close_price": row["close_price"],
"lots": row["lots"],
"open_time": row["open_time"],
"close_time": row["close_time"],
"pnl": row["pnl"],
}
params = {k: v for k, v in q.items() if v is not None}
return redirect(url_for("records", **params) + "#review-panel")
@app.route("/del_key/<int:pid>")
@login_required
def del_key(pid):
conn = get_db()
conn.execute(
"UPDATE key_monitors SET status='archived', archived_at=? WHERE id=?",
(datetime.now(TZ).isoformat(), pid),
)
conn.commit()
conn.close()
flash("已移入监控历史")
return redirect(url_for("keys"))
@app.route("/records")
@login_required
def records():
preset = request.args.get("preset", "")
start = request.args.get("start", "")
end = request.args.get("end", "")
if preset:
start, end = parse_review_date_filter(preset, start, end)
conn = get_db()
sql = "SELECT * FROM review_records WHERE 1=1"
params: list = []
if start:
sql += " AND date(close_time) >= ?"
params.append(start)
if end:
sql += " AND date(close_time) <= ?"
params.append(end)
sql += " ORDER BY id DESC LIMIT 200"
review_list = conn.execute(sql, params).fetchall()
auto_list = conn.execute(
"SELECT * FROM trade_records ORDER BY id DESC LIMIT 30"
).fetchall()
trade_list = conn.execute(
"SELECT * FROM trade_logs ORDER BY id DESC LIMIT 500"
).fetchall()
from trade_log_lib import enrich_trades_for_records
try:
initial_capital = float(get_setting("live_capital", "0") or 0)
except (TypeError, ValueError):
initial_capital = 0.0
trades, equity_curve = enrich_trades_for_records(
[dict(r) for r in trade_list],
initial_capital=initial_capital,
)
conn.close()
trade_prefill_keys = (
"symbol", "symbol_name", "market_code", "sina_code", "direction",
"entry_price", "stop_loss", "take_profit", "close_price",
"lots", "open_time", "close_time", "pnl",
)
prefill = {k: request.args.get(k) for k in trade_prefill_keys if request.args.get(k)}
return render_template(
"records.html",
reviews=review_list,
trades=trades,
equity_curve=equity_curve,
auto_records=auto_list,
preset=preset,
start=start,
end=end,
prefill=prefill,
open_types=OPEN_TYPES,
exit_triggers=EXIT_TRIGGERS,
behavior_tags=BEHAVIOR_TAGS,
kline_periods=KLINE_PERIODS,
kline_cutoffs=KLINE_CUTOFFS,
)
@app.route("/add_review", methods=["POST"])
@login_required
def add_review():
d = request.form
open_type = d.get("open_type", "").strip()
exit_trigger = d.get("exit_trigger", "").strip()
if not open_type:
flash("请选择开仓类型")
return redirect(url_for("records"))
if not exit_trigger:
flash("请选择离场触发")
return redirect(url_for("records"))
symbol = d.get("symbol", "").strip()
symbol_name = d.get("symbol_name", "").strip()
market_code = d.get("market_code", "").strip()
sina_code = d.get("sina_code", "").strip()
if not symbol or not market_code:
flash("请从下拉列表选择品种(同花顺合约代码)")
return redirect(url_for("records"))
screenshot = ""
f = request.files.get("screenshot")
if f and f.filename:
fname = secure_filename(f.filename)
ts = datetime.now(TZ).strftime("%Y%m%d%H%M%S")
screenshot = f"{ts}_{fname}"
f.save(os.path.join(UPLOAD_DIR, screenshot))
tags = [t for t in BEHAVIOR_TAGS if d.get(f"tag_{t}")]
is_emotion = 1 if tags else 0
def num(key: str) -> Optional[float]:
v = d.get(key, "").strip()
if not v:
return None
return float(v)
open_time = d.get("open_time", "").strip()
close_time = d.get("close_time", "").strip()
direction = d.get("direction", "").strip()
entry_price = num("entry_price")
stop_loss = num("stop_loss")
take_profit = num("take_profit")
close_price = num("close_price")
lots = num("lots") or 1.0
holding = calc_holding_duration(open_time, close_time)
initial_pnl = calc_rr_ratio(direction, entry_price, stop_loss, take_profit)
actual_pnl = calc_rr_ratio(direction, entry_price, stop_loss, close_price)
gross_pnl = num("pnl")
if gross_pnl is None and entry_price and close_price:
spec_mult = calc_position_metrics(
direction, entry_price, stop_loss, take_profit,
lots, close_price, 0, symbol,
)
gross_pnl = spec_mult.get("float_pnl")
fee = calc_round_trip_fee(
symbol, entry_price or 0, close_price or 0, lots, open_time, close_time,
trading_mode=_trading_mode(),
)
pnl_net = round((gross_pnl or 0) - fee, 2) if gross_pnl is not None else None
auto_kline = bool(d.get("auto_kline"))
if auto_kline and not screenshot:
try:
generated = generate_review_kline_chart(
symbol=symbol,
periods=[d.get("kline_period1", "15m"), d.get("kline_period2", "1h")],
count=int(d.get("kline_count") or 300),
cutoff_label=d.get("kline_cutoff", "平仓时间"),
open_time=open_time,
close_time=close_time,
entry_price=entry_price,
stop_loss=stop_loss,
take_profit=take_profit,
close_price=close_price,
upload_dir=UPLOAD_DIR,
)
if generated:
screenshot = generated
except Exception as exc:
app.logger.warning("auto kline failed: %s", exc)
conn = get_db()
conn.execute(
"""INSERT INTO review_records
(open_time, close_time, symbol, symbol_name, market_code, sina_code,
timeframe, direction,
entry_price, stop_loss, take_profit, close_price, lots,
holding_duration, initial_pnl, actual_pnl, pnl, fee, pnl_net,
open_type, expected_rr, actual_rr, exit_trigger, exit_supplement,
watch_after_breakeven, new_position_while_occupied, screenshot,
auto_kline, kline_period1, kline_period2, kline_count, kline_cutoff,
behavior_tags, is_emotion, notes)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
open_time, close_time,
symbol, symbol_name, market_code, sina_code,
d.get("timeframe", "").strip(),
direction,
entry_price, stop_loss, take_profit, close_price, lots,
holding, initial_pnl, actual_pnl, gross_pnl, fee, pnl_net,
open_type,
None,
None,
exit_trigger,
d.get("exit_supplement", "").strip(),
d.get("watch_after_breakeven", ""),
d.get("new_position_while_occupied", ""),
screenshot,
1 if auto_kline else 0,
d.get("kline_period1", "15m"),
d.get("kline_period2", "1h"),
int(d.get("kline_count") or 300),
d.get("kline_cutoff", "平仓时间"),
",".join(tags),
is_emotion,
d.get("notes", "").strip(),
),
)
hook = getattr(app, "_risk_review_hook", None)
if hook:
hook(
conn,
",".join(tags),
exit_trigger,
d.get("exit_supplement", "").strip(),
)
conn.commit()
conn.close()
touch_stats_cache()
flash("复盘记录已保存")
return redirect(url_for("records"))
@app.route("/del_review/<int:rid>")
@login_required
def del_review(rid):
conn = get_db()
row = conn.execute("SELECT screenshot FROM review_records WHERE id=?", (rid,)).fetchone()
if row and row["screenshot"]:
path = os.path.join(UPLOAD_DIR, row["screenshot"])
if os.path.isfile(path):
os.remove(path)
conn.execute("DELETE FROM review_records WHERE id=?", (rid,))
conn.commit()
conn.close()
touch_stats_cache()
flash("已删除")
return redirect(url_for("records"))
@app.route("/uploads/<path:filename>")
@login_required
def uploaded_file(filename):
from flask import send_from_directory
return send_from_directory(UPLOAD_DIR, filename)
@app.route("/del_record/<int:rid>")
@login_required
def del_record(rid):
conn = get_db()
conn.execute("DELETE FROM trade_records WHERE id=?", (rid,))
conn.commit()
conn.close()
flash("已删除")
return redirect(url_for("records"))
@app.route("/stats")
@login_required
def stats():
return render_template("stats.html")
@app.route("/api/stats")
@login_required
def api_stats():
return jsonify(get_stats_data())
@app.route("/api/stats/views")
@login_required
def api_stats_views():
return jsonify({"views": STATS_VIEWS})
@app.route("/api/stats/refresh", methods=["POST"])
@login_required
def api_stats_refresh():
conn = get_db()
capital = float(get_setting("live_capital", "0") or 0)
data = refresh_stats_cache(conn, capital)
conn.close()
return jsonify(data)
@app.route("/market")
@login_required
@require_nav("market")
def market_page():
symbol = request.args.get("symbol", "").strip()
period = request.args.get("period", "15m").strip()
valid = {p["key"] for p in MARKET_PERIODS}
if period not in valid:
period = "15m"
ctp_st = {}
try:
from vnpy_bridge import ctp_status
from trading_context import get_trading_mode
ctp_st = ctp_status(get_trading_mode(get_setting))
except Exception:
pass
return render_template(
"market.html",
symbol=symbol,
period=period,
market_periods=MARKET_PERIODS,
quote_label=get_quote_source_label(ctp_connected=bool(ctp_st.get("connected"))),
ctp_connected=bool(ctp_st.get("connected")),
)
@app.route("/api/kline")
@login_required
def api_kline():
symbol = request.args.get("symbol", "").strip()
period = request.args.get("period", "15m").strip()
if not symbol:
return jsonify({"error": "请提供合约代码"}), 400
try:
from trading_context import get_trading_mode
data = fetch_market_klines(
symbol, period, DB_PATH, trading_mode=get_trading_mode(get_setting),
)
except Exception as exc:
app.logger.warning("kline api failed: %s", exc)
return jsonify({"error": str(exc)}), 500
if not data.get("chart_symbol"):
return jsonify({"error": "无法识别合约代码"}), 400
if not data.get("bars"):
return jsonify({"error": "未获取到K线数据,请稍后重试或更换合约"}), 404
return jsonify(data)
@app.route("/api/kline/stream")
@login_required
def api_kline_stream():
from queue import Empty
symbol = request.args.get("symbol", "").strip()
period = request.args.get("period", "15m").strip()
market_code = request.args.get("market_code", "").strip()
sina_code = request.args.get("sina_code", "").strip()
if not symbol:
return jsonify({"error": "请提供合约代码"}), 400
def generate():
from trading_context import get_trading_mode
mode = get_trading_mode(get_setting)
sub = kline_hub.subscribe(symbol, period, market_code, sina_code)
try:
kline_data = fetch_market_klines(
symbol, period, DB_PATH, trading_mode=mode,
)
if kline_data.get("bars"):
yield sse_format("kline", kline_data)
yield sse_format(
"quote",
build_market_quote_payload(symbol, market_code, sina_code),
)
while True:
try:
msg = sub.queue.get(timeout=20)
yield sse_format(msg["event"], msg["data"])
except Empty:
yield ": heartbeat\n\n"
finally:
kline_hub.unsubscribe(sub)
return Response(
stream_with_context(generate()),
mimetype="text/event-stream",
headers={
"Cache-Control": "no-cache",
"Connection": "keep-alive",
"X-Accel-Buffering": "no",
},
)
@app.route("/api/market_quote")
@login_required
def api_market_quote():
symbol = request.args.get("symbol", "").strip()
market_code = request.args.get("market_code", "").strip()
sina_code = request.args.get("sina_code", "").strip()
if not symbol and not market_code:
return jsonify({"error": "请提供合约"}), 400
return jsonify(build_market_quote_payload(symbol, market_code, sina_code))
@app.route("/contract")
@login_required
@require_nav("contract")
def contract_profile_page():
symbol = request.args.get("symbol", "").strip()
profile = None
error = None
if symbol:
try:
profile = get_contract_profile(symbol)
if not profile:
error = "未查询到该合约简介,请检查合约代码"
except Exception as exc:
app.logger.warning("contract profile failed: %s", exc)
error = f"查询失败:{exc}"
return render_template(
"contract.html",
symbol=symbol,
profile=profile,
error=error,
)
@app.route("/api/contract_profile")
@login_required
def api_contract_profile():
symbol = request.args.get("symbol", "").strip()
if not symbol:
return jsonify({"error": "请提供合约代码"}), 400
try:
profile = get_contract_profile(symbol)
except Exception as exc:
return jsonify({"error": str(exc)}), 500
if not profile:
return jsonify({"error": "未查询到合约简介"}), 404
return jsonify(profile)
@app.route("/fees", methods=["GET", "POST"])
@login_required
@require_nav("fees")
def fees():
from trading_context import get_trading_mode
from ctp_fee_worker import (
schedule_ctp_fee_sync,
get_fee_last_sync,
fees_synced_today,
fee_sync_in_progress,
)
from vnpy_bridge import ctp_status
mode = get_trading_mode(get_setting)
if request.method == "POST":
action = request.form.get("action")
if action == "sync_ctp":
force = request.form.get("force") == "1"
_, msg = schedule_ctp_fee_sync(
mode,
get_setting=get_setting,
set_setting=set_setting,
force=force,
)
flash(msg)
return redirect(url_for("fees"))
rates = list_fee_rates_for_ui()
fee_counts = count_fee_rates_by_source()
ctp_st = ctp_status(mode)
return render_template(
"fees.html",
rates=rates,
fee_counts=fee_counts,
fee_last_sync=get_fee_last_sync(get_setting),
fee_synced_today=fees_synced_today(get_setting),
fee_sync_running=fee_sync_in_progress(),
ctp_connected=bool(ctp_st.get("connected")),
)
@app.route("/settings", methods=["GET", "POST"])
@login_required
def settings():
if request.method == "POST":
action = request.form.get("action")
if action == "wechat":
webhook = request.form.get("wechat_webhook", "").strip()
set_setting("wechat_webhook", webhook)
flash("企业微信配置已保存")
elif action == "trading":
mode = request.form.get("trading_mode", "simulation").strip()
if mode not in ("simulation", "live"):
mode = "simulation"
sizing = request.form.get("position_sizing_mode", "fixed").strip()
if sizing == "risk":
sizing = "amount"
if sizing not in ("fixed", "amount"):
sizing = "fixed"
set_setting("trading_mode", mode)
set_setting("position_sizing_mode", sizing)
try:
fl = int(float(request.form.get("fixed_lots", "1") or 1))
set_setting("fixed_lots", str(max(1, fl)))
except ValueError:
flash("固定手数无效")
return redirect(url_for("settings"))
try:
fa = float(request.form.get("fixed_amount", "5000") or 5000)
set_setting("fixed_amount", str(max(1.0, fa)))
except ValueError:
flash("固定金额无效")
return redirect(url_for("settings"))
try:
rp = float(request.form.get("risk_percent", "1") or 1)
set_setting("risk_percent", str(max(0.1, min(100.0, rp))))
except ValueError:
pass
try:
mp = float(request.form.get("max_margin_pct", "30") or 30)
set_setting("max_margin_pct", str(max(1.0, min(100.0, mp))))
except ValueError:
flash("保证金比例无效")
return redirect(url_for("settings"))
try:
tb = int(float(request.form.get("trailing_be_tick_buffer", "2") or 2))
set_setting("trailing_be_tick_buffer", str(max(1, min(20, tb))))
except ValueError:
flash("移动保本缓冲无效")
return redirect(url_for("settings"))
flash("交易模式已保存")
elif action == "ctp":
from ctp_settings import save_ctp_settings_from_form
save_ctp_settings_from_form(request.form, set_setting)
try:
from vnpy_bridge import get_bridge, _persist_last_error
b = get_bridge()
b.mark_disconnected()
if (request.form.get("simnow_password") or "").strip() or (
request.form.get("ctp_live_password") or ""
).strip():
b._clear_login_cooldown()
b._last_error = ""
_persist_last_error("")
except Exception:
pass
flash("CTP 配置已保存,请在持仓监控页重连 CTP")
elif action == "nav":
items = {k: request.form.get(f"nav_{k}") == "on" for k in NAV_TOGGLES}
save_nav_items(set_setting, items)
flash("导航显示已保存")
elif action == "password":
old_p = request.form.get("old_password", "")
new_p = request.form.get("new_password", "")
new_p2 = request.form.get("new_password2", "")
admin_hash = get_setting("admin_password_hash")
if not check_password_hash(admin_hash, old_p):
flash("原密码错误")
elif len(new_p) < 6:
flash("新密码至少 6 位")
elif new_p != new_p2:
flash("两次新密码不一致")
else:
set_setting("admin_password_hash", generate_password_hash(new_p))
flash("密码修改成功")
return redirect(url_for("settings"))
webhook = get_setting("wechat_webhook")
username = get_setting("admin_username")
ctp_st = {}
try:
from vnpy_bridge import ctp_status
from trading_context import get_trading_mode
ctp_st = ctp_status(get_trading_mode(get_setting))
except Exception:
pass
from ctp_settings import get_ctp_settings_for_ui
return render_template(
"settings.html",
webhook=webhook,
username=username,
quote_label=get_quote_source_label(ctp_connected=bool(ctp_st.get("connected"))),
ctp_status=ctp_st,
ctp_cfg=get_ctp_settings_for_ui(),
trading_mode=get_setting("trading_mode", "simulation"),
position_sizing_mode=get_setting("position_sizing_mode", "fixed"),
fixed_lots=get_setting("fixed_lots", "1"),
fixed_amount=get_setting("fixed_amount", "5000"),
risk_percent=get_setting("risk_percent", "1"),
max_margin_pct=get_setting("max_margin_pct", "30"),
trailing_be_tick_buffer=get_setting("trailing_be_tick_buffer", "2"),
nav_items=get_nav_items(get_setting),
nav_toggles=NAV_TOGGLES,
)
install_trading(
app,
login_required=login_required,
require_nav=require_nav,
get_db=get_db,
get_setting=get_setting,
set_setting=set_setting,
fetch_price=fetch_price,
send_wechat_msg=send_wechat_msg,
)
try_init_vnpy({})
start_background_threads()
# —————————————— 启动 ——————————————
if __name__ == "__main__":
app.run(host=HOST, port=PORT, debug=DEBUG, threaded=True)