dekun
e5a586f903
Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports. Co-authored-by: Cursor <cursoragent@cursor.com>
407 lines
13 KiB
Python
407 lines
13 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""关键位监控：5 分钟收盘触发、支阻区微信提醒、箱体/收敛自动单。"""
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from __future__ import annotations
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import logging
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from datetime import datetime, timedelta
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from typing import Any, Callable, Optional
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from zoneinfo import ZoneInfo
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from modules.core.contract_specs import get_contract_spec
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from modules.market.kline_chart import fetch_market_klines
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logger = logging.getLogger(__name__)
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TZ = ZoneInfo("Asia/Shanghai")
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TYPE_BOX = "箱体突破"
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TYPE_CONV = "收敛突破"
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TYPE_ZONE = "关键支阻区"
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AUTO_TYPES = (TYPE_BOX, TYPE_CONV)
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ZONE_TYPES = (TYPE_ZONE, "关键阻力位", "关键支撑位")
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ALERT_MAX_PUSH = 3
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ALERT_INTERVAL_SEC = 300
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SL_TICK_BUFFER = 2
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DEFAULT_BAR_PERIOD = "5m"
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PERIOD_MINUTES_MAP = {
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"1m": 1, "2m": 2, "3m": 3, "5m": 5, "15m": 15, "30m": 30,
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"1h": 60, "2h": 120, "4h": 240, "d": 1440, "1d": 1440,
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}
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def key_monitor_periods() -> list[dict[str, str]]:
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"""关键位监控可选 K 线周期（触发用）。"""
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from modules.market.kline_chart import MARKET_PERIODS
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allowed = frozenset({"5m", "15m", "30m", "1h", "2h", "4h", "d"})
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return [p for p in MARKET_PERIODS if p["key"] in allowed]
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def normalize_bar_period(raw: str) -> str:
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valid = {p["key"] for p in key_monitor_periods()}
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k = (raw or DEFAULT_BAR_PERIOD).strip()
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return k if k in valid else DEFAULT_BAR_PERIOD
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def bar_period_label(key: str) -> str:
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k = normalize_bar_period(key)
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for p in key_monitor_periods():
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if p["key"] == k:
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return p["label"]
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return k
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def bar_period_minutes(period: str) -> int:
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return PERIOD_MINUTES_MAP.get(normalize_bar_period(period), 5)
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def normalize_monitor_type(raw: str) -> str:
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t = (raw or "").strip()
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if t in ("关键阻力位", "关键支撑位"):
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return TYPE_ZONE
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return t
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def is_auto_trade_type(typ: str) -> bool:
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return normalize_monitor_type(typ) in AUTO_TYPES
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def is_zone_type(typ: str) -> bool:
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return normalize_monitor_type(typ) == TYPE_ZONE
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def resolve_order_direction(break_side: str, trade_mode: str) -> str:
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"""突破方向 + 顺势/反转 → 下单方向。"""
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side = (break_side or "").strip().lower()
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mode = (trade_mode or "顺势").strip()
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if mode == "反转":
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return "short" if side == "upper" else "long"
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return "long" if side == "upper" else "short"
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def break_direction_label(break_side: str) -> tuple[str, str]:
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if break_side == "upper":
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return "向上突破上沿", "long"
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return "向下突破下沿", "short"
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def calc_breakout_sl_tp(
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*,
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sym: str,
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direction: str,
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entry: float,
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bar: dict,
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risk_reward: float,
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) -> tuple[float, float]:
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tick = float(get_contract_spec(sym).get("tick_size") or 1.0)
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bar_high = float(bar.get("high") or entry)
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bar_low = float(bar.get("low") or entry)
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if direction == "long":
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sl = bar_low - SL_TICK_BUFFER * tick
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risk = max(entry - sl, tick)
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tp = entry + risk * risk_reward
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else:
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sl = bar_high + SL_TICK_BUFFER * tick
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risk = max(sl - entry, tick)
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tp = entry - risk * risk_reward
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return sl, tp
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def _parse_bar_time(raw: str) -> Optional[datetime]:
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s = (raw or "").strip().replace("T", " ")
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if not s:
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return None
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for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M"):
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try:
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return datetime.strptime(s[:19], fmt).replace(tzinfo=TZ)
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except ValueError:
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continue
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return None
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def last_closed_bar(
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bars: list[dict],
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period_minutes: int = 5,
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now: Optional[datetime] = None,
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) -> Optional[dict]:
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"""取最近一根已收盘 K 线。"""
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dnow = now or datetime.now(TZ)
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mins = max(1, int(period_minutes or 5))
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for bar in reversed(bars or []):
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dt = _parse_bar_time(str(bar.get("time") or ""))
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if not dt:
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continue
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bar_end = dt + timedelta(minutes=mins)
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if dnow >= bar_end:
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return bar
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return None
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def detect_break_side(close: float, upper: float, lower: float) -> Optional[str]:
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if close > upper:
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return "upper"
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if close < lower:
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return "lower"
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return None
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def fetch_closed_bar(
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sym: str,
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period: str,
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*,
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db_path: str,
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trading_mode: str,
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) -> Optional[dict]:
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p = normalize_bar_period(period)
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try:
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data = fetch_market_klines(
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sym,
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p,
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db_path=db_path,
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trading_mode=trading_mode,
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prefer_ctp=False,
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)
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bars = data.get("bars") or []
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return last_closed_bar(bars, bar_period_minutes(p))
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except Exception as exc:
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logger.debug("key monitor kline %s %s: %s", sym, p, exc)
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return None
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def _now_iso() -> str:
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return datetime.now(TZ).strftime("%Y-%m-%d %H:%M:%S")
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def archive_monitor(conn, pid: int) -> None:
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conn.execute(
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"UPDATE key_monitors SET status='archived', archived_at=? WHERE id=?",
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(_now_iso(), pid),
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)
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def format_zone_alert(
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row: dict,
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*,
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break_side: str,
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close_price: float,
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bar_time: str,
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push_index: int,
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max_push: int = ALERT_MAX_PUSH,
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) -> str:
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name = row.get("symbol_name") or row.get("symbol") or ""
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upper = float(row.get("upper") or 0)
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lower = float(row.get("lower") or 0)
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break_label, alert_dir = break_direction_label(break_side)
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dir_cn = "多头（long）" if alert_dir == "long" else "空头（short）"
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boundary = upper if break_side == "upper" else lower
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lines = [
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f"📌 {name} 关键位突破提醒（{push_index}/{max_push}）",
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"",
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"🧾 突破概要",
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"📌 类型：关键支阻区",
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f"⏱ 触发时间：{bar_time}",
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f"📊 上沿：{upper:g}｜下沿：{lower:g}",
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f"💹 触发收盘：{close_price:g}",
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f"🎯 {break_label}（{dir_cn}）",
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f"📍 突破价位：{boundary:g}",
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"",
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"📎 说明",
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f"· 人工盯盘，共推送 {max_push} 次（间隔约 {ALERT_INTERVAL_SEC // 60} 分钟）",
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"· 推送完毕后本条监控自动结案",
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"· 不参与自动开仓",
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]
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return "\n".join(lines)
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def format_auto_breakout_msg(
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row: dict,
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*,
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break_side: str,
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direction: str,
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entry: float,
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sl: float,
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tp: float,
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lots: int,
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bar_time: str,
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ok: bool,
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detail: str = "",
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) -> str:
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name = row.get("symbol_name") or row.get("symbol") or ""
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typ = normalize_monitor_type(row.get("monitor_type") or "")
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trade_mode = row.get("trade_mode") or "顺势"
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break_label, _ = break_direction_label(break_side)
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dir_cn = "做多" if direction == "long" else "做空"
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rr = float(row.get("risk_reward") or 2)
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period_label = bar_period_label(row.get("bar_period") or DEFAULT_BAR_PERIOD)
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lines = [
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f"{'✅' if ok else '❌'} {name} {typ}自动单",
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f"⏱ {period_label} 收盘：{bar_time}",
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f"🎯 {break_label} · {trade_mode} · {dir_cn}",
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f"💹 入场：{entry:g} 止损：{sl:g} 止盈：{tp:g}（盈亏比 {rr:g}）",
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f"📦 手数：{lots}",
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]
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if int(row.get("trailing_be") or 0):
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lines.append("🛡 已开启移动保本（达目标盈亏比自动止盈）")
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if detail:
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lines.append(detail)
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return "\n".join(lines)
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def _should_send_followup_push(row: dict, now: datetime) -> bool:
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count = int(row.get("alert_push_count") or 0)
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if count <= 0 or count >= ALERT_MAX_PUSH:
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return False
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last_raw = (row.get("alert_last_push_at") or "").strip()
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if not last_raw:
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return True
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try:
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last = datetime.fromisoformat(last_raw.replace("Z", "")).replace(tzinfo=TZ)
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except ValueError:
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return True
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return (now - last).total_seconds() >= ALERT_INTERVAL_SEC
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def _record_zone_push(conn, pid: int, *, break_side: str, bar_time: str, now_iso: str) -> int:
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row = conn.execute(
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"SELECT alert_push_count FROM key_monitors WHERE id=?", (pid,),
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).fetchone()
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count = int(row["alert_push_count"] or 0) + 1
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conn.execute(
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"""UPDATE key_monitors SET
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alert_push_count=?, alert_last_push_at=?, alert_break_side=?,
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breakout_bar_time=?, upper_triggered=?, lower_triggered=?
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WHERE id=?""",
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(
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count,
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now_iso,
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break_side,
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bar_time,
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1 if break_side == "upper" else 0,
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1 if break_side == "lower" else 0,
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pid,
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),
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)
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return count
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def _handle_zone_alert(
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conn,
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row: dict,
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*,
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break_side: str,
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bar: dict,
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send_wechat: Callable[[str], None],
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) -> None:
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pid = int(row["id"])
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now_iso = _now_iso()
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bar_time = str(bar.get("time") or "")[:19]
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close_price = float(bar.get("close") or 0)
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bar_key = bar_time
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last_bar = (row.get("last_trigger_bar") or "").strip()
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if last_bar == bar_key and int(row.get("alert_push_count") or 0) > 0:
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return
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push_n = _record_zone_push(conn, pid, break_side=break_side, bar_time=bar_time, now_iso=now_iso)
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conn.execute(
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"UPDATE key_monitors SET last_trigger_bar=?, alert_close_price=? WHERE id=?",
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(bar_key, close_price, pid),
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)
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send_wechat(format_zone_alert(
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row, break_side=break_side, close_price=close_price, bar_time=bar_time, push_index=push_n,
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))
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if push_n >= ALERT_MAX_PUSH:
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archive_monitor(conn, pid)
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def run_key_monitor_check(
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conn,
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*,
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db_path: str,
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get_trading_mode_fn: Callable[[], str],
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send_wechat: Callable[[str], None],
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execute_breakout_fn: Callable[[Any, dict, str], tuple[bool, str]] | None = None,
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) -> None:
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"""扫描 active 关键位监控（5m 收盘触发）。"""
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rows = conn.execute(
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"SELECT * FROM key_monitors WHERE status='active' OR status IS NULL"
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).fetchall()
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mode = get_trading_mode_fn()
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now = datetime.now(TZ)
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for r in rows:
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row = dict(r)
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pid = int(row["id"])
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sym = (row.get("symbol") or "").strip()
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typ = normalize_monitor_type(row.get("monitor_type") or "")
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if not sym:
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continue
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try:
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upper = float(row.get("upper") or 0)
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lower = float(row.get("lower") or 0)
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except (TypeError, ValueError):
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continue
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if upper <= lower:
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continue
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alert_count = int(row.get("alert_push_count") or 0)
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if is_zone_type(typ) and alert_count > 0:
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if alert_count >= ALERT_MAX_PUSH:
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archive_monitor(conn, pid)
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continue
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if _should_send_followup_push(row, now):
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break_side = (row.get("alert_break_side") or "upper").strip()
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bar_time = (row.get("breakout_bar_time") or row.get("last_trigger_bar") or "")[:19]
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close_price = float(row.get("alert_close_price") or 0)
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if close_price <= 0:
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close_price = float(row.get("upper") if break_side == "upper" else row.get("lower") or 0)
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push_n = _record_zone_push(
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conn, pid, break_side=break_side, bar_time=bar_time, now_iso=_now_iso(),
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)
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send_wechat(format_zone_alert(
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row, break_side=break_side, close_price=close_price, bar_time=bar_time, push_index=push_n,
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))
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if push_n >= ALERT_MAX_PUSH:
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archive_monitor(conn, pid)
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continue
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bar_period = normalize_bar_period(row.get("bar_period") or DEFAULT_BAR_PERIOD)
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bar = fetch_closed_bar(sym, bar_period, db_path=db_path, trading_mode=mode)
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if not bar:
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continue
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bar_time = str(bar.get("time") or "")[:19]
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if not bar_time:
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continue
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if (row.get("last_trigger_bar") or "").strip() == bar_time:
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continue
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try:
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close_price = float(bar.get("close") or 0)
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except (TypeError, ValueError):
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continue
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break_side = detect_break_side(close_price, upper, lower)
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if not break_side:
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continue
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if is_zone_type(typ):
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_handle_zone_alert(conn, row, break_side=break_side, bar=bar, send_wechat=send_wechat)
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continue
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if is_auto_trade_type(typ):
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if not execute_breakout_fn:
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logger.warning("key monitor auto trade skipped: no executor")
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continue
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ok, detail = execute_breakout_fn(conn, row, bar, break_side)
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conn.execute(
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"UPDATE key_monitors SET last_trigger_bar=?, breakout_bar_time=?, alert_break_side=? WHERE id=?",
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(bar_time, bar_time, break_side, pid),
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)
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if ok:
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archive_monitor(conn, pid)
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