Files
qihuo/modules/strategy/strategy_snapshot_lib.py
T
dekun e5a586f903 Restructure into modules/ with single-process CTP and config/ layout.
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>
2026-07-01 14:42:16 +08:00

76 lines
2.1 KiB
Python

# Copyright (c) 2025-2026 马建军. All rights reserved.
# 专有软件 — 未经授权禁止复制、传播、转售。
# 严禁用于:带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
"""策略结束快照。"""
from __future__ import annotations
import json
from datetime import datetime
from typing import Any
STRATEGY_TREND = "trend_pullback"
STRATEGY_ROLL = "roll"
MAX_ROWS = 100
def save_snapshot(
conn,
*,
strategy_type: str,
source_id: int,
symbol: str,
direction: str,
result_label: str,
payload: dict,
pnl: float | None = None,
opened_at: str = "",
) -> None:
now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
conn.execute(
"""INSERT INTO strategy_trade_snapshots (
strategy_type, source_id, symbol, direction, result_label,
opened_at, closed_at, pnl_amount, snapshot_json, created_at
) VALUES (?,?,?,?,?,?,?,?,?,?)""",
(
strategy_type,
source_id,
symbol,
direction,
result_label,
opened_at,
now,
pnl,
json.dumps(payload, ensure_ascii=False),
now,
),
)
conn.execute(
"""DELETE FROM strategy_trade_snapshots WHERE id NOT IN (
SELECT id FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?
)""",
(MAX_ROWS,),
)
def list_snapshots(conn, limit: int = 100) -> tuple[list[dict], list[dict]]:
rows = conn.execute(
"SELECT * FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?",
(max(1, min(limit, 200)),),
).fetchall()
trend, roll = [], []
for r in rows:
d = dict(r)
try:
d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
except Exception:
d["snapshot"] = {}
st = d.get("strategy_type")
d["strategy_label"] = "趋势回调" if st == STRATEGY_TREND else "顺势加仓"
if st == STRATEGY_TREND:
trend.append(d)
else:
roll.append(d)
return trend, roll