314d3206c0
Co-authored-by: Cursor <cursoragent@cursor.com>
554 lines
19 KiB
Python
554 lines
19 KiB
Python
import os
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import sqlite3
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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 datetime
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from typing import Optional
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from functools import wraps
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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,
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)
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from werkzeug.security import check_password_hash, generate_password_hash
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from symbols import search_symbols, ths_to_codes
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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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load_dotenv()
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app = Flask(__name__)
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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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DB_PATH = os.path.join(os.path.dirname(os.path.abspath(__file__)), "futures.db")
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# —————————————— 设置读写 ——————————————
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def get_db():
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conn = sqlite3.connect(DB_PATH)
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conn.row_factory = sqlite3.Row
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return conn
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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 init_db():
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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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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 trade_records ADD COLUMN market_code TEXT",
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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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except sqlite3.OperationalError:
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pass
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conn.commit()
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conn.close()
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if not get_setting("admin_username"):
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username = os.getenv("ADMIN_USERNAME", "admin")
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password = os.getenv("ADMIN_PASSWORD", "admin123")
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set_setting("admin_username", username)
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set_setting("admin_password_hash", generate_password_hash(password))
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if not get_setting("wechat_webhook") and os.getenv("WECHAT_WEBHOOK"):
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set_setting("wechat_webhook", os.getenv("WECHAT_WEBHOOK"))
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if not get_setting("ths_refresh_token") and os.getenv("THS_REFRESH_TOKEN"):
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set_setting("ths_refresh_token", os.getenv("THS_REFRESH_TOKEN"))
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init_db()
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def sync_ths_token():
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set_ths_refresh_token(get_setting("ths_refresh_token"))
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sync_ths_token()
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# —————————————— 推送 ——————————————
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def send_wechat_msg(content: str):
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webhook = get_setting("wechat_webhook")
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if not webhook:
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return
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full = f"【国内期货】\n{content}"
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data = {"msgtype": "text", "text": {"content": full}}
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try:
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requests.post(webhook, json=data, timeout=10)
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except Exception:
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pass
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# —————————————— 行情 ——————————————
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def resolve_market_codes(ths_code: str, market_code: str = "", sina_code: str = "") -> tuple[str, str]:
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"""返回 (market_code, sina_code) 用于行情拉取。"""
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if market_code:
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return market_code, sina_code
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if sina_code and "." in sina_code:
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return sina_code, ""
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codes = ths_to_codes(ths_code)
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if codes:
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return codes["market_code"], codes["sina_code"]
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if ths_code.startswith("nf_") or ths_code.startswith("CFF_RE_"):
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return ths_code, ths_code
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return "", sina_code or ""
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def fetch_price(ths_code: str, market_code: str = "", sina_code: str = "") -> Optional[float]:
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mc, sc = resolve_market_codes(ths_code, market_code, sina_code)
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if not mc and not sc:
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return None
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return market_get_price(mc, sc)
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# —————————————— 监控逻辑 ——————————————
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def check_order_plans():
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conn = get_db()
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rows = conn.execute(
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"SELECT * FROM order_plans WHERE status IN ('planned', 'active')"
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).fetchall()
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for r in rows:
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sym = r["symbol"]
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sina = r["sina_code"] if "sina_code" in r.keys() else ""
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market = r["market_code"] if "market_code" in r.keys() else ""
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p = fetch_price(sym, market, sina)
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if not p:
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continue
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direction = r["direction"]
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zone_upper = r["zone_upper"]
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zone_lower = r["zone_lower"]
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stop_loss = r["stop_loss"]
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take_profit = r["take_profit"]
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status = r["status"]
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pid = r["id"]
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name = r["symbol_name"] or sym
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# 计划状态:价格进入决策区间则激活并通知
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if status == "planned":
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in_zone = zone_lower <= p <= zone_upper
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if in_zone:
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msg = (
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f"【开单计划触发】{name} ({sym})\n"
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f"方向:{'做多' if direction == 'long' else '做空'}\n"
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f"决策区间:{zone_lower} ~ {zone_upper}\n"
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f"当前价:{p}\n"
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f"止损:{stop_loss} 止盈:{take_profit}"
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)
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send_wechat_msg(msg)
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conn.execute(
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"UPDATE order_plans SET status='active', triggered_at=? WHERE id=?",
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(datetime.now().isoformat(), pid),
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)
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status = "active"
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# 激活状态:监控止盈止损
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if status == "active":
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res = None
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if direction == "long":
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if p >= take_profit:
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res = "止盈"
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elif p <= stop_loss:
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res = "止损"
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elif direction == "short":
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if p <= take_profit:
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res = "止盈"
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elif p >= stop_loss:
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res = "止损"
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if res:
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msg = (
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f"[{'做多' if direction == 'long' else '做空'}] {name} 已{res}\n"
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f"决策区间:{zone_lower} ~ {zone_upper}\n"
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f"止损:{stop_loss} 止盈:{take_profit}\n"
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f"当前价:{p}"
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)
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send_wechat_msg(msg)
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conn.execute(
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"""INSERT INTO trade_records
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(symbol, symbol_name, monitor_type, direction,
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trigger_price, stop_loss, take_profit, result)
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VALUES (?,?,?,?,?,?,?,?)""",
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(sym, name, "开单计划", direction, p, stop_loss, take_profit, res),
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)
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conn.execute(
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"UPDATE order_plans SET status='closed' WHERE id=?", (pid,)
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)
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conn.commit()
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conn.close()
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def check_key_monitors():
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conn = get_db()
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rows = conn.execute("SELECT * FROM key_monitors").fetchall()
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for r in rows:
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sym = r["symbol"]
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typ = r["monitor_type"]
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up = r["upper"]
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low = r["lower"]
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up_trig = r["upper_triggered"]
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low_trig = r["lower_triggered"]
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name = r["symbol_name"] or sym
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pid = r["id"]
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sina = r["sina_code"] if "sina_code" in r.keys() else ""
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market = r["market_code"] if "market_code" in r.keys() else ""
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p = fetch_price(sym, market, sina)
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if not p:
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continue
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if typ in ("箱体突破", "收敛突破"):
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if p > up and not up_trig:
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send_wechat_msg(f"{name} 突破{typ}上沿 {up}\n当前价:{p}")
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conn.execute(
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"UPDATE key_monitors SET upper_triggered=1 WHERE id=?", (pid,)
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)
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if p < low and not low_trig:
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send_wechat_msg(f"{name} 跌破{typ}下沿 {low}\n当前价:{p}")
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conn.execute(
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"UPDATE key_monitors SET lower_triggered=1 WHERE id=?", (pid,)
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)
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elif typ == "关键阻力位" and p > up and not up_trig:
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send_wechat_msg(f"{name} 突破阻力位 {up}\n当前价:{p}")
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conn.execute(
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"UPDATE key_monitors SET upper_triggered=1 WHERE id=?", (pid,)
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)
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elif typ == "关键支撑位" and p < low and not low_trig:
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send_wechat_msg(f"{name} 跌破支撑位 {low}\n当前价:{p}")
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conn.execute(
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"UPDATE key_monitors SET lower_triggered=1 WHERE id=?", (pid,)
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)
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conn.commit()
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conn.close()
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def background_task():
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while True:
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try:
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check_key_monitors()
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check_order_plans()
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except Exception:
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pass
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time.sleep(3)
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# —————————————— 登录 ——————————————
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def login_required(f):
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@wraps(f)
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def wrap(*args, **kwargs):
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if not session.get("logged_in"):
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return redirect(url_for("login"))
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return f(*args, **kwargs)
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return wrap
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@app.route("/login", methods=["GET", "POST"])
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def login():
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if request.method == "POST":
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u = request.form.get("username", "").strip()
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p = request.form.get("password", "")
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admin_u = get_setting("admin_username")
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admin_hash = get_setting("admin_password_hash")
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if u == admin_u and check_password_hash(admin_hash, p):
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session["logged_in"] = True
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session["username"] = u
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return redirect(url_for("plans"))
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flash("账号或密码错误")
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return render_template("login.html")
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@app.route("/logout")
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def logout():
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session.clear()
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return redirect(url_for("login"))
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# —————————————— API ——————————————
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@app.route("/api/symbols/search")
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@login_required
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def api_symbol_search():
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q = request.args.get("q", "")
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return jsonify(search_symbols(q))
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# —————————————— 页面路由 ——————————————
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@app.route("/")
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@login_required
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def index():
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return redirect(url_for("plans"))
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@app.route("/plans")
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@login_required
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def plans():
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conn = get_db()
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plan_list = conn.execute(
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"SELECT * FROM order_plans WHERE status != 'closed' ORDER BY id DESC"
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).fetchall()
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closed = conn.execute(
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"SELECT * FROM order_plans WHERE status='closed' ORDER BY id DESC LIMIT 20"
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).fetchall()
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conn.close()
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return render_template("plans.html", plans=plan_list, closed=closed)
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@app.route("/add_plan", methods=["POST"])
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@login_required
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def add_plan():
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d = request.form
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direction = d.get("direction")
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symbol = d.get("symbol", "").strip()
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symbol_name = d.get("symbol_name", "").strip()
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market_code = d.get("market_code", "").strip()
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sina_code = d.get("sina_code", "").strip()
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if not direction:
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flash("请选择多空方向")
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return redirect(url_for("plans"))
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if not symbol or not market_code:
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flash("请从下拉列表选择品种(同花顺合约代码)")
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return redirect(url_for("plans"))
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conn = get_db()
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conn.execute(
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"""INSERT INTO order_plans
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(symbol, symbol_name, market_code, sina_code, direction,
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zone_upper, zone_lower, stop_loss, take_profit)
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VALUES (?,?,?,?,?,?,?,?)""",
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(
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symbol, symbol_name, market_code, sina_code, direction,
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float(d["zone_upper"]), float(d["zone_lower"]),
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float(d["stop_loss"]), float(d["take_profit"]),
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),
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)
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conn.commit()
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conn.close()
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flash("开单计划已添加")
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return redirect(url_for("plans"))
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@app.route("/del_plan/<int:pid>")
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@login_required
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def del_plan(pid):
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conn = get_db()
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conn.execute("DELETE FROM order_plans WHERE id=?", (pid,))
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conn.commit()
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conn.close()
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flash("已删除")
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return redirect(url_for("plans"))
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@app.route("/keys")
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@login_required
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def keys():
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conn = get_db()
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key_list = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall()
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conn.close()
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return render_template("keys.html", keys=key_list)
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@app.route("/add_key", methods=["POST"])
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@login_required
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def add_key():
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d = request.form
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direction = d.get("direction")
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symbol = d.get("symbol", "").strip()
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symbol_name = d.get("symbol_name", "").strip()
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market_code = d.get("market_code", "").strip()
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sina_code = d.get("sina_code", "").strip()
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if not direction:
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flash("请选择多空方向")
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return redirect(url_for("keys"))
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if not symbol or not market_code:
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flash("请从下拉列表选择品种(同花顺合约代码)")
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return redirect(url_for("keys"))
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conn = get_db()
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conn.execute(
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"""INSERT INTO key_monitors
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(symbol, symbol_name, market_code, sina_code, monitor_type, direction, upper, lower)
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VALUES (?,?,?,?,?,?,?,?)""",
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(symbol, symbol_name, market_code, sina_code, d["type"], direction, float(d["upper"]), float(d["lower"])),
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)
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conn.commit()
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conn.close()
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flash("关键位监控已添加")
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return redirect(url_for("keys"))
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@app.route("/del_key/<int:pid>")
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@login_required
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def del_key(pid):
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conn = get_db()
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conn.execute("DELETE FROM key_monitors WHERE id=?", (pid,))
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conn.commit()
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conn.close()
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flash("已删除")
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return redirect(url_for("keys"))
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@app.route("/records")
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@login_required
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def records():
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conn = get_db()
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record_list = conn.execute(
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"SELECT * FROM trade_records ORDER BY id DESC"
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).fetchall()
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conn.close()
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return render_template("records.html", records=record_list)
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@app.route("/del_record/<int:rid>")
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@login_required
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def del_record(rid):
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conn = get_db()
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conn.execute("DELETE FROM trade_records WHERE id=?", (rid,))
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conn.commit()
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conn.close()
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flash("已删除")
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return redirect(url_for("records"))
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@app.route("/stats")
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@login_required
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def stats():
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conn = get_db()
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total = conn.execute(
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"SELECT COUNT(*) FROM trade_records WHERE result IN ('止盈','止损')"
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).fetchone()[0]
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win = conn.execute(
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"SELECT COUNT(*) FROM trade_records WHERE result='止盈'"
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).fetchone()[0]
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loss = conn.execute(
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"SELECT COUNT(*) FROM trade_records WHERE result='止损'"
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).fetchone()[0]
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rate = round(win / total * 100, 2) if total else 0
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by_symbol = conn.execute(
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"""SELECT symbol_name, symbol, COUNT(*) as cnt,
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SUM(CASE WHEN result='止盈' THEN 1 ELSE 0 END) as wins
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FROM trade_records WHERE result IN ('止盈','止损')
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GROUP BY symbol ORDER BY cnt DESC"""
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).fetchall()
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by_type = conn.execute(
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"""SELECT monitor_type, COUNT(*) as cnt,
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SUM(CASE WHEN result='止盈' THEN 1 ELSE 0 END) as wins
|
|
FROM trade_records WHERE result IN ('止盈','止损')
|
|
GROUP BY monitor_type ORDER BY cnt DESC"""
|
|
).fetchall()
|
|
|
|
by_direction = conn.execute(
|
|
"""SELECT direction, COUNT(*) as cnt,
|
|
SUM(CASE WHEN result='止盈' THEN 1 ELSE 0 END) as wins
|
|
FROM trade_records WHERE result IN ('止盈','止损')
|
|
GROUP BY direction"""
|
|
).fetchall()
|
|
|
|
recent = conn.execute(
|
|
"SELECT * FROM trade_records ORDER BY id DESC LIMIT 10"
|
|
).fetchall()
|
|
conn.close()
|
|
|
|
return render_template(
|
|
"stats.html",
|
|
total=total, win=win, loss=loss, rate=rate,
|
|
by_symbol=by_symbol, by_type=by_type, by_direction=by_direction,
|
|
recent=recent,
|
|
)
|
|
|
|
|
|
@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 == "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")
|
|
return render_template(
|
|
"settings.html",
|
|
webhook=webhook,
|
|
username=username,
|
|
quote_label=get_quote_source_label(),
|
|
)
|
|
|
|
# —————————————— 启动 ——————————————
|
|
|
|
if __name__ == "__main__":
|
|
threading.Thread(target=background_task, daemon=True).start()
|
|
app.run(host=HOST, port=PORT, debug=DEBUG)
|