dekun
6e423eebfb
新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
71 lines
1.9 KiB
Python
71 lines
1.9 KiB
Python
"""策略结束快照。"""
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from __future__ import annotations
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import json
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from datetime import datetime
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from typing import Any
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STRATEGY_TREND = "trend_pullback"
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STRATEGY_ROLL = "roll"
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MAX_ROWS = 100
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def save_snapshot(
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conn,
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*,
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strategy_type: str,
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source_id: int,
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symbol: str,
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direction: str,
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result_label: str,
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payload: dict,
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pnl: float | None = None,
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opened_at: str = "",
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) -> None:
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now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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conn.execute(
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"""INSERT INTO strategy_trade_snapshots (
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strategy_type, source_id, symbol, direction, result_label,
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opened_at, closed_at, pnl_amount, snapshot_json, created_at
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) VALUES (?,?,?,?,?,?,?,?,?,?)""",
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(
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strategy_type,
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source_id,
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symbol,
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direction,
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result_label,
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opened_at,
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now,
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pnl,
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json.dumps(payload, ensure_ascii=False),
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now,
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),
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)
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conn.execute(
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"""DELETE FROM strategy_trade_snapshots WHERE id NOT IN (
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SELECT id FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?
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)""",
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(MAX_ROWS,),
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)
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def list_snapshots(conn, limit: int = 100) -> tuple[list[dict], list[dict]]:
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rows = conn.execute(
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"SELECT * FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?",
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(max(1, min(limit, 200)),),
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).fetchall()
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trend, roll = [], []
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for r in rows:
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d = dict(r)
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try:
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d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
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except Exception:
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d["snapshot"] = {}
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st = d.get("strategy_type")
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d["strategy_label"] = "趋势回调" if st == STRATEGY_TREND else "顺势加仓"
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if st == STRATEGY_TREND:
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trend.append(d)
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else:
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roll.append(d)
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return trend, roll
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