dekun
1370 lines
57 KiB
Python
1370 lines
57 KiB
Python
"""期货下单、品种推荐、策略交易路由注册。"""
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from __future__ import annotations
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import json
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import logging
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from datetime import datetime
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from typing import Any, Callable, Optional
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from flask import flash, jsonify, redirect, render_template, request, url_for, Response, stream_with_context
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from contract_specs import calc_position_metrics, get_contract_spec
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from fee_specs import calc_fee_breakdown
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from kline_stream import sse_format
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from position_sizing import (
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MODE_FIXED,
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MODE_RISK,
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DEFAULT_MAX_ORDER_LOTS,
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calc_lots_by_risk,
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calc_order_tick_metrics,
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normalize_sizing_mode,
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)
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from recommend_store import load_recommend_cache, recommend_payload, refresh_recommend_cache
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from recommend_stream import recommend_hub, start_recommend_worker
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from ctp_reconnect import start_ctp_reconnect_worker
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from ctp_fee_worker import start_ctp_fee_worker
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from sl_tp_guard import (
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ensure_monitor_order_columns,
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monitor_order_status,
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place_monitor_exit_orders,
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start_sl_tp_guard_worker,
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sync_all_sl_tp_orders,
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)
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from risk.account_risk_lib import (
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assert_can_open,
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get_risk_status,
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on_mood_journal_freeze,
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on_user_initiated_close,
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parse_mood_issues,
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reduce_cooloff_after_journal,
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trading_day_label,
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)
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from strategy.strategy_db import init_strategy_tables
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from strategy.strategy_roll_lib import preview_roll
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from strategy.strategy_snapshot_lib import list_snapshots, save_snapshot
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from strategy.strategy_trend_lib import compute_trend_plan_futures, trend_dca_level_reached
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from strategy.strategy_snapshot_lib import STRATEGY_ROLL, STRATEGY_TREND
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from symbols import ths_to_codes, resolve_main_contract, PRODUCTS
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from trading_context import (
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TRADING_MODE_LIVE,
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TRADING_MODE_SIM,
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get_account_capital,
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get_risk_percent,
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get_sizing_mode,
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get_trading_mode,
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trading_mode_label,
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)
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from ctp_symbol import ths_to_vnpy_symbol
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from vnpy_bridge import (
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ctp_connect,
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ctp_get_account,
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ctp_list_active_orders,
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ctp_list_positions,
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ctp_status,
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execute_order,
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get_bridge,
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)
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logger = logging.getLogger(__name__)
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def install_trading(app, *, login_required, require_nav, get_db, get_setting, set_setting, fetch_price, send_wechat_msg):
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"""注册交易相关路由。"""
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_nav = require_nav
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def _settings_dict() -> dict:
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return {
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"trading_mode": get_trading_mode(get_setting),
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"position_sizing_mode": get_sizing_mode(get_setting),
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"risk_percent": str(get_risk_percent(get_setting)),
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}
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def _capital(conn) -> float:
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return get_account_capital(conn, get_setting)
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def _main_quote(product_ths: str) -> Optional[dict]:
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for p in PRODUCTS:
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if p["ths"] == product_ths:
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main = resolve_main_contract(p)
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if not main:
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return None
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sym = main.get("ths_code") or ""
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codes = ths_to_codes(sym)
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price = None
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if codes:
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price = fetch_price(
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sym,
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codes.get("market_code", ""),
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codes.get("sina_code", ""),
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)
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return {
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"ths_code": sym,
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"price": price,
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"display": main.get("display") or sym,
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"name": main.get("name") or p.get("name"),
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}
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return None
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def _ctp_account(mode: str) -> dict:
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try:
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return ctp_get_account(mode)
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except Exception:
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return {}
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def _ctp_positions(mode: str) -> list:
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try:
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return ctp_list_positions(mode)
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except Exception:
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return []
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def _match_ctp_symbol(ctp_sym: str, ths: str) -> bool:
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a = (ctp_sym or "").lower()
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b = (ths or "").lower()
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if a == b:
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return True
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try:
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vnpy_sym, _ = ths_to_vnpy_symbol(ths)
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return a == vnpy_sym.lower()
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except Exception:
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return False
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def _holding_duration(open_time: str, now_iso: str) -> str:
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try:
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from app import calc_holding_duration
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return calc_holding_duration(open_time, now_iso)
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except Exception:
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return ""
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def _ctp_position_keys(mode: str) -> set[tuple[str, str]]:
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keys: set[tuple[str, str]] = set()
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for p in _ctp_positions(mode):
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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continue
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sym = (p.get("symbol") or "").lower()
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direction = p.get("direction") or "long"
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keys.add((sym, direction))
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return keys
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def _monitor_matches_ctp_position(mon: dict, position_keys: set[tuple[str, str]]) -> bool:
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ms = mon.get("symbol") or ""
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md = mon.get("direction") or "long"
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for ps, pd in position_keys:
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if pd != md:
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continue
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if _match_ctp_symbol(ps, ms):
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return True
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return False
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def _sync_trade_monitors_with_ctp(conn, mode: str) -> int:
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"""关闭无对应 CTP 持仓的 active 监控（委托被拒或未成交的幽灵记录）。"""
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if not ctp_status(mode).get("connected"):
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return 0
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position_keys = _ctp_position_keys(mode)
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closed = 0
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for r in conn.execute("SELECT * FROM trade_order_monitors WHERE status='active'").fetchall():
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mon = dict(r)
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if _monitor_matches_ctp_position(mon, position_keys):
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continue
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conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
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closed += 1
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return closed
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def _effective_active_position_count(conn, mode: str) -> int:
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if ctp_status(mode).get("connected"):
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return len(_ctp_position_keys(mode))
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row = conn.execute(
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"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='active'"
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).fetchone()
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return int(row["n"] or 0)
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def _build_pending_orders(conn, mode: str) -> list[dict]:
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pending: list[dict] = []
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall():
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mon = dict(r)
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sym = mon.get("symbol") or ""
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direction = mon.get("direction") or "long"
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lots = int(mon.get("lots") or 0)
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base = {
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"symbol_code": sym,
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"symbol": mon.get("symbol_name") or sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon.get("id"),
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}
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sl = mon.get("stop_loss")
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tp = mon.get("take_profit")
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if sl is not None:
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pending.append({
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**base,
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"order_kind": "stop_loss",
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"label": "止损挂单",
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"price": float(sl),
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})
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if tp is not None:
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pending.append({
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**base,
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"order_kind": "take_profit",
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"label": "止盈挂单",
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"price": float(tp),
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})
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ctp_st = ctp_status(mode)
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if ctp_st.get("connected"):
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for o in _ctp_active_orders(mode):
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sym = o.get("symbol") or ""
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offset_s = (o.get("offset") or "").upper()
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kind = "limit"
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label = "委托挂单"
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if "CLOSE" in offset_s:
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label = "平仓委托"
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pending.append({
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"symbol_code": sym,
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"symbol": sym,
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"direction": o.get("direction") or "long",
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"direction_label": "做多" if o.get("direction") == "long" else "做空",
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"lots": int(o.get("lots") or 0),
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"price": float(o.get("price") or 0),
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"order_kind": kind,
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"label": label,
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"source": "ctp",
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"order_id": o.get("order_id"),
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})
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return pending
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def _ctp_active_orders(mode: str) -> list:
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try:
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return ctp_list_active_orders(mode)
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except Exception:
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return []
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def _build_trading_live_rows(conn) -> list[dict]:
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from zoneinfo import ZoneInfo
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tz = ZoneInfo("Asia/Shanghai")
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now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
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mode = get_trading_mode(get_setting)
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ctp_st = ctp_status(mode)
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rows: list[dict] = []
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capital = _capital(conn)
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if not ctp_st.get("connected"):
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return rows
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ensure_monitor_order_columns(conn)
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# 程序监控仅用于补充止损/止盈，持仓以 CTP 柜台为准
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monitor_map: dict[tuple[str, str], dict] = {}
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active'"
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).fetchall():
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key = (r["symbol"].lower(), r["direction"])
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monitor_map[key] = dict(r)
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for p in _ctp_positions(mode):
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sym = (p.get("symbol") or "").strip()
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direction = p.get("direction") or "long"
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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continue
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entry = float(p.get("avg_price") or 0)
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float_pnl = p.get("pnl")
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if float_pnl is not None:
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float_pnl = round(float(float_pnl), 2)
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codes = ths_to_codes(sym)
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tick = calc_order_tick_metrics(sym, lots, entry)
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mon = None
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for (ms, md), mv in monitor_map.items():
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if md != direction:
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continue
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if ms == sym.lower() or _match_ctp_symbol(sym, ms):
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mon = mv
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break
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sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None
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tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
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open_time = (mon.get("open_time") or "") if mon else ""
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holding = _holding_duration(open_time, now_iso) if open_time else ""
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mark = None
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if codes:
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mark = fetch_price(
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sym,
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codes.get("market_code", ""),
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codes.get("sina_code", ""),
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)
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close_est = float(mark) if mark and mark > 0 else entry
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fee_info = calc_fee_breakdown(
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sym,
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entry,
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close_est,
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lots,
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open_time or now_iso,
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now_iso,
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trading_mode=mode,
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)
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est_net = None
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if float_pnl is not None:
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est_net = round(float(float_pnl) - fee_info["total_fee"], 2)
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pos_metrics = calc_position_metrics(
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direction,
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entry,
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sl if sl is not None else entry,
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tp if tp is not None else entry,
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lots,
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mark,
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capital,
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sym,
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)
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order_st = monitor_order_status(
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mon or {}, mode=mode, ths_code=sym, direction=direction,
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)
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can_place = bool(
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mon
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and (mon.get("stop_loss") is not None or mon.get("take_profit") is not None)
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and (order_st.get("needs_sl_order") or order_st.get("needs_tp_order"))
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)
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pending_for_row: list[dict] = []
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if sl is not None:
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pending_for_row.append({
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"order_kind": "stop_loss",
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"label": "止损挂单",
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"price": sl,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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if tp is not None:
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pending_for_row.append({
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"order_kind": "take_profit",
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"label": "止盈挂单",
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"price": tp,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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rows.append({
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"key": f"ctp:{sym.lower()}:{direction}",
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"source": "ctp",
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"source_label": "CTP 柜台",
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"monitor_id": mon["id"] if mon else None,
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"symbol": codes.get("name", sym) if codes else sym,
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"entry_price": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"open_time": open_time or None,
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"holding_duration": holding or None,
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"mark_price": mark,
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"current_price": mark,
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"margin": pos_metrics.get("margin"),
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"position_pct": pos_metrics.get("position_pct"),
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"float_pnl": float_pnl,
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"est_fee": fee_info["total_fee"],
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"est_fee_open": fee_info["open_fee"],
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"est_fee_close": fee_info["close_fee"],
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"est_fee_close_type": fee_info["close_type"],
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"est_pnl_net": est_net,
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"sl_order_active": order_st.get("sl_order_active"),
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"tp_order_active": order_st.get("tp_order_active"),
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"can_place_orders": can_place,
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"tick_value_total": tick.get("tick_value_total"),
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"price_precision": tick.get("price_precision"),
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"tick_size": tick.get("tick_size"),
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"can_close": True,
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"pending_orders": pending_for_row,
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})
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return rows
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@app.route("/trade")
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@login_required
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def trade_page():
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return redirect(url_for("positions"))
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@app.route("/positions")
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@login_required
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def positions():
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conn = get_db()
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try:
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init_strategy_tables(conn)
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mode = get_trading_mode(get_setting)
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ctp_st = ctp_status(mode)
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_sync_trade_monitors_with_ctp(conn, mode)
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capital = _capital(conn)
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risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
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ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
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active_trend = conn.execute(
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"SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC LIMIT 1"
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).fetchone()
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monitor_count = conn.execute(
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"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='active'"
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).fetchone()["n"]
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roll_count = conn.execute(
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"SELECT COUNT(*) AS n FROM roll_groups WHERE status='active'"
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).fetchone()["n"]
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conn.commit()
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sizing = get_sizing_mode(get_setting)
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rec_cache = recommend_payload(conn, live_capital=capital)
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return render_template(
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"trade.html",
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trading_mode=mode,
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trading_mode_label=trading_mode_label(get_setting),
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capital=capital,
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risk_status=risk,
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ctp_status=ctp_st,
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ctp_account=ctp_acc,
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active_trend=dict(active_trend) if active_trend else None,
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monitor_count=monitor_count,
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roll_count=roll_count,
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sizing_mode=sizing,
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sizing_mode_label="以损定仓" if sizing == MODE_RISK else "固定张数",
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risk_percent=get_risk_percent(get_setting),
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recommend_rows=rec_cache.get("rows") or [],
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recommend_updated_at=rec_cache.get("updated_at"),
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)
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finally:
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conn.close()
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|
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@app.route("/recommend")
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@login_required
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|
def recommend_page():
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return redirect(url_for("positions") + "#recommend")
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|
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@app.route("/api/trading/live")
|
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@login_required
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|
def api_trading_live():
|
|
conn = get_db()
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try:
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init_strategy_tables(conn)
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mode = get_trading_mode(get_setting)
|
|
ctp_st = ctp_status(mode)
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|
_sync_trade_monitors_with_ctp(conn, mode)
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sync_all_sl_tp_orders(conn, mode)
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rows = _build_trading_live_rows(conn)
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pending_orders = _build_pending_orders(conn, mode)
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capital = _capital(conn)
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risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
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conn.commit()
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return jsonify({
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"rows": rows,
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"pending_orders": pending_orders,
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"capital": capital,
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"ctp_status": ctp_st,
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"trading_mode_label": trading_mode_label(get_setting),
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"risk_status": risk,
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})
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|
finally:
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conn.close()
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|
|
@app.route("/api/trading/monitor/upsert", methods=["POST"])
|
|
@login_required
|
|
def api_trading_monitor_upsert():
|
|
"""为已有 CTP 持仓补充/更新本地止盈止损监控。"""
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|
d = request.get_json(silent=True) or {}
|
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sym = (d.get("symbol_code") or d.get("symbol") or "").strip()
|
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direction = (d.get("direction") or "long").strip().lower()
|
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try:
|
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lots = max(1, int(d.get("lots") or 1))
|
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entry = float(d.get("entry_price") or d.get("entry") or 0)
|
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sl = float(d["stop_loss"]) if d.get("stop_loss") not in (None, "") else None
|
|
tp = float(d["take_profit"]) if d.get("take_profit") not in (None, "") else None
|
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except (TypeError, ValueError, KeyError):
|
|
return jsonify({"ok": False, "error": "参数无效"}), 400
|
|
if not sym:
|
|
return jsonify({"ok": False, "error": "缺少品种代码"}), 400
|
|
if sl is None and tp is None:
|
|
return jsonify({"ok": False, "error": "请至少填写止损或止盈"}), 400
|
|
mode = get_trading_mode(get_setting)
|
|
if not ctp_status(mode).get("connected"):
|
|
return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
|
|
has_pos = False
|
|
for p in _ctp_positions(mode):
|
|
if int(p.get("lots") or 0) <= 0:
|
|
continue
|
|
if (p.get("direction") or "long") != direction:
|
|
continue
|
|
if _match_ctp_symbol(p.get("symbol") or "", sym):
|
|
has_pos = True
|
|
lots = int(p.get("lots") or lots)
|
|
entry = float(p.get("avg_price") or entry or 0)
|
|
sym = (p.get("symbol") or sym).strip()
|
|
break
|
|
if not has_pos:
|
|
return jsonify({"ok": False, "error": "柜台无对应持仓"}), 400
|
|
conn = get_db()
|
|
try:
|
|
init_strategy_tables(conn)
|
|
mon = None
|
|
for r in conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE status='active'"
|
|
).fetchall():
|
|
row = dict(r)
|
|
if row.get("direction") != direction:
|
|
continue
|
|
if _match_ctp_symbol(sym, row.get("symbol") or ""):
|
|
mon = row
|
|
break
|
|
codes = ths_to_codes(sym)
|
|
now_s = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
if mon:
|
|
conn.execute(
|
|
"""UPDATE trade_order_monitors SET stop_loss=?, take_profit=?, lots=?, entry_price=?
|
|
WHERE id=?""",
|
|
(sl, tp, lots, entry or mon.get("entry_price"), mon["id"]),
|
|
)
|
|
mid = mon["id"]
|
|
else:
|
|
conn.execute(
|
|
"""INSERT INTO trade_order_monitors (
|
|
symbol, symbol_name, market_code, direction, lots, entry_price,
|
|
stop_loss, take_profit, open_time, monitor_type, status
|
|
) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
|
|
(
|
|
sym,
|
|
codes.get("name", sym) if codes else sym,
|
|
codes.get("market_code", "") if codes else "",
|
|
direction,
|
|
lots,
|
|
entry,
|
|
sl,
|
|
tp,
|
|
now_s,
|
|
"manual",
|
|
),
|
|
)
|
|
mid = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
|
|
conn.commit()
|
|
mon_row = conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
|
|
).fetchone()
|
|
if mon_row and (sl is not None or tp is not None):
|
|
try:
|
|
ensure_monitor_order_columns(conn)
|
|
place_monitor_exit_orders(conn, dict(mon_row), mode=mode, force=False)
|
|
except Exception as exc:
|
|
logger.warning("补充止盈止损后自动委托失败: %s", exc)
|
|
return jsonify({"ok": True, "monitor_id": mid, "message": "止盈止损已保存"})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/trading/monitor/place-orders", methods=["POST"])
|
|
@login_required
|
|
def api_trading_monitor_place_orders():
|
|
"""按开仓快照向 CTP 挂止盈止损平仓委托。"""
|
|
d = request.get_json(silent=True) or {}
|
|
try:
|
|
monitor_id = int(d.get("monitor_id") or 0)
|
|
except (TypeError, ValueError):
|
|
monitor_id = 0
|
|
conn = get_db()
|
|
try:
|
|
init_strategy_tables(conn)
|
|
ensure_monitor_order_columns(conn)
|
|
mode = get_trading_mode(get_setting)
|
|
if not ctp_status(mode).get("connected"):
|
|
return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
|
|
mon = None
|
|
if monitor_id > 0:
|
|
row = conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE id=? AND status='active'",
|
|
(monitor_id,),
|
|
).fetchone()
|
|
mon = dict(row) if row else None
|
|
if not mon:
|
|
sym = (d.get("symbol_code") or "").strip()
|
|
direction = (d.get("direction") or "long").strip().lower()
|
|
for r in conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE status='active'"
|
|
).fetchall():
|
|
row = dict(r)
|
|
if row.get("direction") != direction:
|
|
continue
|
|
if _match_ctp_symbol(sym, row.get("symbol") or ""):
|
|
mon = row
|
|
break
|
|
if not mon:
|
|
return jsonify({"ok": False, "error": "未找到有效监控快照"}), 404
|
|
result = place_monitor_exit_orders(
|
|
conn, mon, mode=mode, force=bool(d.get("force")),
|
|
)
|
|
if not result.get("ok"):
|
|
return jsonify(result), 400
|
|
return jsonify(result)
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/trading/monitor/dismiss", methods=["POST"])
|
|
@login_required
|
|
def api_trading_monitor_dismiss():
|
|
d = request.get_json(silent=True) or {}
|
|
try:
|
|
monitor_id = int(d.get("monitor_id") or 0)
|
|
except (TypeError, ValueError):
|
|
monitor_id = 0
|
|
if monitor_id <= 0:
|
|
return jsonify({"ok": False, "error": "无效的监控记录"}), 400
|
|
conn = get_db()
|
|
try:
|
|
init_strategy_tables(conn)
|
|
row = conn.execute(
|
|
"SELECT id FROM trade_order_monitors WHERE id=? AND status='active'",
|
|
(monitor_id,),
|
|
).fetchone()
|
|
if not row:
|
|
return jsonify({"ok": False, "error": "记录不存在或已关闭"}), 404
|
|
conn.execute(
|
|
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
|
(monitor_id,),
|
|
)
|
|
conn.commit()
|
|
return jsonify({"ok": True, "message": "已取消本地止盈止损监控"})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/trading/close", methods=["POST"])
|
|
@login_required
|
|
def api_trading_close():
|
|
d = request.get_json(silent=True) or {}
|
|
source = (d.get("source") or "").strip()
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
mode = get_trading_mode(get_setting)
|
|
if not ctp_status(mode).get("connected") and source in ("ctp", "program"):
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
|
|
sym = (d.get("symbol_code") or d.get("symbol") or "").strip()
|
|
direction = (d.get("direction") or "long").strip().lower()
|
|
try:
|
|
lots = max(1, int(d.get("lots") or 1))
|
|
price = float(d.get("price") or 0)
|
|
except (TypeError, ValueError):
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "参数无效"}), 400
|
|
if not sym or price <= 0:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "品种或价格无效"}), 400
|
|
offset = "close_long" if direction == "long" else "close_short"
|
|
try:
|
|
execute_order(
|
|
conn, mode=mode, offset=offset, symbol=sym, direction=direction,
|
|
lots=lots, price=price, settings=_settings_dict(),
|
|
)
|
|
if source == "program":
|
|
mid = int(d.get("monitor_id") or 0)
|
|
if mid:
|
|
conn.execute(
|
|
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
|
(mid,),
|
|
)
|
|
conn.commit()
|
|
conn.close()
|
|
return jsonify({"ok": True})
|
|
except ValueError as exc:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": str(exc)}), 400
|
|
|
|
|
|
@app.route("/strategy")
|
|
@login_required
|
|
@_nav("strategy")
|
|
def strategy_page():
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
capital = _capital(conn)
|
|
active_trend = conn.execute(
|
|
"SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC LIMIT 1"
|
|
).fetchone()
|
|
monitors = conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
|
|
).fetchall()
|
|
roll_groups = conn.execute(
|
|
"SELECT * FROM roll_groups WHERE status='active' ORDER BY id DESC"
|
|
).fetchall()
|
|
conn.close()
|
|
return render_template(
|
|
"strategy.html",
|
|
capital=capital,
|
|
risk_percent=get_risk_percent(get_setting),
|
|
sizing_mode=get_sizing_mode(get_setting),
|
|
active_trend=dict(active_trend) if active_trend else None,
|
|
monitors=[dict(m) for m in monitors],
|
|
roll_groups=[dict(g) for g in roll_groups],
|
|
)
|
|
|
|
@app.route("/strategy/records")
|
|
@login_required
|
|
def strategy_records_page():
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
trend, roll = list_snapshots(conn)
|
|
conn.close()
|
|
return render_template("strategy_records.html", trend_rows=trend, roll_rows=roll)
|
|
|
|
@app.route("/api/trade/quote")
|
|
@login_required
|
|
def api_trade_quote():
|
|
sym = (request.args.get("symbol") or "").strip()
|
|
lots = request.args.get("lots") or "1"
|
|
if not sym:
|
|
return jsonify({"ok": False, "error": "缺少品种"}), 400
|
|
codes = ths_to_codes(sym)
|
|
price = fetch_price(sym, codes.get("market_code", "") if codes else "", codes.get("sina_code", "") if codes else "")
|
|
try:
|
|
lots_f = max(1, int(float(lots)))
|
|
except (TypeError, ValueError):
|
|
lots_f = 1
|
|
metrics = calc_order_tick_metrics(sym, lots_f, price)
|
|
spec = get_contract_spec(sym)
|
|
name = codes.get("name", sym) if codes else sym
|
|
pos_long = pos_short = 0
|
|
mode = get_trading_mode(get_setting)
|
|
ctp_st = ctp_status(mode)
|
|
if ctp_st.get("connected"):
|
|
for p in _ctp_positions(mode):
|
|
if not _match_ctp_symbol(p.get("symbol", ""), sym):
|
|
continue
|
|
if p["direction"] == "long":
|
|
pos_long = int(p["lots"])
|
|
else:
|
|
pos_short = int(p["lots"])
|
|
max_open = int(_capital(get_db()) / (metrics["margin_per_lot"] or 1)) if metrics.get("margin_per_lot") else 0
|
|
return jsonify({
|
|
"ok": True,
|
|
"symbol": sym,
|
|
"name": name,
|
|
"price": price,
|
|
"lots": lots_f,
|
|
"metrics": metrics,
|
|
"exchange": codes.get("exchange", "") if codes else "",
|
|
"pos_long": pos_long,
|
|
"pos_short": pos_short,
|
|
"max_open_long": max_open,
|
|
"max_open_short": max_open,
|
|
"footer_text": (
|
|
f"*{name} 每手{spec['mult']}吨/点 最小变动{metrics['tick_size']} "
|
|
f"每跳{metrics['tick_value_per_lot']}元/手×{lots_f}={metrics['tick_value_total']}元 "
|
|
f"精度{metrics['price_precision']}位小数"
|
|
),
|
|
})
|
|
|
|
@app.route("/api/trade/preview", methods=["POST"])
|
|
@login_required
|
|
def api_trade_preview():
|
|
d = request.get_json(silent=True) or {}
|
|
sym = (d.get("symbol") or "").strip()
|
|
direction = (d.get("direction") or "long").strip().lower()
|
|
try:
|
|
entry = float(d.get("entry") or d.get("price") or 0)
|
|
sl = float(d.get("stop_loss") or 0)
|
|
tp = float(d.get("take_profit") or 0)
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "error": "价格参数无效"}), 400
|
|
conn = get_db()
|
|
capital = _capital(conn)
|
|
conn.close()
|
|
sizing = get_sizing_mode(get_setting)
|
|
if sizing == MODE_RISK:
|
|
lots, err = calc_lots_by_risk(entry, sl, direction, capital, get_risk_percent(get_setting), sym)
|
|
if err:
|
|
return jsonify({"ok": False, "error": err}), 400
|
|
else:
|
|
try:
|
|
lots = max(1, int(d.get("lots") or 1))
|
|
except (TypeError, ValueError):
|
|
lots = 1
|
|
metrics = calc_position_metrics(direction, entry, sl, tp, lots, entry, capital, sym)
|
|
tick = calc_order_tick_metrics(sym, lots, entry)
|
|
return jsonify({"ok": True, "lots": lots, "sizing_mode": sizing, "metrics": metrics, "tick": tick, "capital": capital})
|
|
|
|
@app.route("/api/trade/order", methods=["POST"])
|
|
@login_required
|
|
def api_trade_order():
|
|
d = request.get_json(silent=True) or {}
|
|
sym = (d.get("symbol") or "").strip()
|
|
offset = (d.get("offset") or "open").strip().lower()
|
|
direction = (d.get("direction") or "long").strip().lower()
|
|
try:
|
|
lots = max(1, int(d.get("lots") or 1))
|
|
price = float(d.get("price") or 0)
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "error": "手数或价格无效"}), 400
|
|
order_type = (d.get("order_type") or d.get("price_type") or "limit").strip().lower()
|
|
if order_type == "market" and price <= 0:
|
|
codes = ths_to_codes(sym)
|
|
price = fetch_price(
|
|
sym,
|
|
codes.get("market_code", "") if codes else "",
|
|
codes.get("sina_code", "") if codes else "",
|
|
) or 0
|
|
if not sym or price <= 0:
|
|
return jsonify({"ok": False, "error": "品种或价格无效"}), 400
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
mode = get_trading_mode(get_setting)
|
|
if offset.startswith("open"):
|
|
_sync_trade_monitors_with_ctp(conn, mode)
|
|
err = assert_can_open(conn, active_count=_effective_active_position_count(conn, mode))
|
|
if err:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": err}), 403
|
|
ctp_st = ctp_status(mode)
|
|
if not ctp_st.get("connected"):
|
|
conn.close()
|
|
if get_bridge().connect_in_progress():
|
|
return jsonify({"ok": False, "error": "CTP 连接中，请稍候再下单"}), 400
|
|
return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
|
|
sizing = get_sizing_mode(get_setting)
|
|
if offset.startswith("open") and sizing == MODE_RISK:
|
|
sl = float(d.get("stop_loss") or 0)
|
|
if sl <= 0:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "以损定仓模式须填写止损价"}), 400
|
|
lots_calc, err = calc_lots_by_risk(
|
|
price, sl, direction, _capital(conn), get_risk_percent(get_setting), sym,
|
|
)
|
|
if err:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": err}), 400
|
|
lots = lots_calc or lots
|
|
if lots > DEFAULT_MAX_ORDER_LOTS:
|
|
conn.close()
|
|
return jsonify({
|
|
"ok": False,
|
|
"error": f"单笔手数 {lots} 超过上限 {DEFAULT_MAX_ORDER_LOTS}，请加大止损距离或改固定手数",
|
|
}), 400
|
|
try:
|
|
result = execute_order(
|
|
conn,
|
|
mode=mode,
|
|
offset=offset,
|
|
symbol=sym,
|
|
direction=direction,
|
|
lots=lots,
|
|
price=price,
|
|
settings=_settings_dict(),
|
|
order_type=order_type,
|
|
)
|
|
if offset.startswith("open"):
|
|
sl = d.get("stop_loss")
|
|
tp = d.get("take_profit")
|
|
import time
|
|
time.sleep(2.0)
|
|
actual_lots = lots
|
|
has_pos = False
|
|
for p in _ctp_positions(mode):
|
|
if int(p.get("lots") or 0) <= 0:
|
|
continue
|
|
if (p.get("direction") or "long") != direction:
|
|
continue
|
|
if _match_ctp_symbol(p.get("symbol") or "", sym):
|
|
has_pos = True
|
|
actual_lots = int(p.get("lots") or lots)
|
|
break
|
|
if has_pos:
|
|
codes = ths_to_codes(sym)
|
|
conn.execute(
|
|
"""INSERT INTO trade_order_monitors (
|
|
symbol, symbol_name, market_code, direction, lots, entry_price,
|
|
stop_loss, take_profit, open_time, monitor_type, status
|
|
) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
|
|
(
|
|
sym,
|
|
codes.get("name", sym) if codes else sym,
|
|
codes.get("market_code", "") if codes else "",
|
|
direction,
|
|
actual_lots,
|
|
price,
|
|
float(sl) if sl else None,
|
|
float(tp) if tp else None,
|
|
datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
|
|
"manual",
|
|
),
|
|
)
|
|
mid = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
|
|
mon_row = conn.execute(
|
|
"SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
|
|
).fetchone()
|
|
if mon_row and (sl or tp):
|
|
try:
|
|
ensure_monitor_order_columns(conn)
|
|
place_monitor_exit_orders(conn, dict(mon_row), mode=mode, force=False)
|
|
except Exception as exc:
|
|
logger.warning("开仓后自动挂止盈止损失败: %s", exc)
|
|
conn.commit()
|
|
send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
|
|
conn.close()
|
|
return jsonify({"ok": True, "result": result, "lots": lots, "message": "委托已提交柜台，限价单需成交后才会显示持仓"})
|
|
except (ValueError, RuntimeError) as exc:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": str(exc)}), 400
|
|
except Exception as exc:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": str(exc)}), 500
|
|
|
|
@app.route("/api/ctp/connect", methods=["POST"])
|
|
@login_required
|
|
def api_ctp_connect():
|
|
from vnpy_bridge import ctp_start_connect
|
|
|
|
mode = get_trading_mode(get_setting)
|
|
body = request.get_json(silent=True) or {}
|
|
force = bool(body.get("force"))
|
|
info = ctp_start_connect(mode, force=force)
|
|
st = info.get("status") or ctp_status(mode)
|
|
acc = _ctp_account(mode) if st.get("connected") else {}
|
|
if st.get("connected"):
|
|
return jsonify({"ok": True, "status": st, "account": acc})
|
|
if info.get("connecting") or info.get("started"):
|
|
return jsonify({
|
|
"ok": True,
|
|
"connecting": True,
|
|
"status": st,
|
|
"account": acc,
|
|
})
|
|
try:
|
|
st = ctp_connect(mode, force=force)
|
|
acc = _ctp_account(mode)
|
|
return jsonify({"ok": True, "status": st, "account": acc})
|
|
except Exception as exc:
|
|
st = ctp_status(mode)
|
|
return jsonify({"ok": False, "error": str(exc), "status": st}), 400
|
|
|
|
@app.route("/api/ctp/status")
|
|
@login_required
|
|
def api_ctp_status():
|
|
mode = get_trading_mode(get_setting)
|
|
st = ctp_status(mode)
|
|
acc = _ctp_account(mode) if st.get("connected") else {}
|
|
return jsonify({"ok": True, "status": st, "account": acc})
|
|
|
|
@app.route("/api/account_snapshot")
|
|
@login_required
|
|
def api_account_snapshot():
|
|
conn = get_db()
|
|
try:
|
|
init_strategy_tables(conn)
|
|
mode = get_trading_mode(get_setting)
|
|
ctp_st = ctp_status(mode)
|
|
_sync_trade_monitors_with_ctp(conn, mode)
|
|
capital = _capital(conn)
|
|
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
|
|
conn.commit()
|
|
ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
|
|
positions = _ctp_positions(mode) if ctp_st.get("connected") else []
|
|
return jsonify({
|
|
"capital": capital,
|
|
"trading_mode": mode,
|
|
"trading_mode_label": trading_mode_label(get_setting),
|
|
"sizing_mode": get_sizing_mode(get_setting),
|
|
"risk_status": risk,
|
|
"ctp_status": ctp_st,
|
|
"ctp_account": ctp_acc,
|
|
"positions": positions,
|
|
})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/recommend/list")
|
|
@login_required
|
|
def api_recommend_list():
|
|
"""只读数据库缓存，不在请求时拉行情。"""
|
|
conn = get_db()
|
|
try:
|
|
payload = recommend_payload(conn, live_capital=_capital(conn))
|
|
return jsonify({"ok": True, **payload})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/recommend/stream")
|
|
@login_required
|
|
def api_recommend_stream():
|
|
from queue import Empty
|
|
|
|
def generate():
|
|
q = recommend_hub.subscribe()
|
|
try:
|
|
conn = get_db()
|
|
try:
|
|
payload = recommend_payload(conn, live_capital=_capital(conn))
|
|
finally:
|
|
conn.close()
|
|
yield sse_format("recommend", {"ok": True, **payload})
|
|
while True:
|
|
try:
|
|
msg = q.get(timeout=25)
|
|
yield sse_format(msg["event"], msg["data"])
|
|
except Empty:
|
|
yield ": heartbeat\n\n"
|
|
finally:
|
|
recommend_hub.unsubscribe(q)
|
|
|
|
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/recommend/refresh", methods=["POST"])
|
|
@login_required
|
|
def api_recommend_refresh():
|
|
"""手动触发一次后台刷新（仍写入数据库）。"""
|
|
conn = get_db()
|
|
try:
|
|
init_strategy_tables(conn)
|
|
capital = _capital(conn)
|
|
mode = get_trading_mode(get_setting)
|
|
rows = refresh_recommend_cache(conn, capital, _main_quote, trading_mode=mode)
|
|
payload = recommend_payload(conn, live_capital=capital)
|
|
recommend_hub.broadcast("recommend", {"ok": True, **payload})
|
|
return jsonify({"ok": True, "count": len(rows), **payload})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/strategy/trend/preview", methods=["POST"])
|
|
@login_required
|
|
def api_trend_preview():
|
|
d = request.get_json(silent=True) or {}
|
|
sym = (d.get("symbol") or "").strip()
|
|
conn = get_db()
|
|
if conn.execute("SELECT id FROM trend_pullback_plans WHERE status='active'").fetchone():
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "已有运行中趋势计划"}), 400
|
|
capital = _capital(conn)
|
|
codes = ths_to_codes(sym)
|
|
price = fetch_price(sym, codes.get("market_code", "") if codes else "", codes.get("sina_code", "") if codes else "")
|
|
conn.close()
|
|
if not price:
|
|
return jsonify({"ok": False, "error": "无法获取现价"}), 400
|
|
plan, err = compute_trend_plan_futures(
|
|
direction=d.get("direction") or "long",
|
|
stop_loss=float(d.get("stop_loss") or 0),
|
|
add_upper=float(d.get("add_upper") or 0),
|
|
take_profit=float(d.get("take_profit") or 0),
|
|
risk_percent=float(d.get("risk_percent") or get_risk_percent(get_setting)),
|
|
capital=capital,
|
|
live_price=price,
|
|
ths_code=sym,
|
|
dca_legs=int(d.get("dca_legs") or 5),
|
|
)
|
|
if err:
|
|
return jsonify({"ok": False, "error": err}), 400
|
|
return jsonify({"ok": True, "plan": plan})
|
|
|
|
@app.route("/api/strategy/trend/execute", methods=["POST"])
|
|
@login_required
|
|
def api_trend_execute():
|
|
d = request.get_json(silent=True) or {}
|
|
sym = (d.get("symbol") or "").strip()
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
err = assert_can_open(conn)
|
|
if err:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": err}), 403
|
|
capital = _capital(conn)
|
|
codes = ths_to_codes(sym)
|
|
price = fetch_price(sym, codes.get("market_code", "") if codes else "", codes.get("sina_code", "") if codes else "")
|
|
plan, perr = compute_trend_plan_futures(
|
|
direction=d.get("direction") or "long",
|
|
stop_loss=float(d.get("stop_loss") or 0),
|
|
add_upper=float(d.get("add_upper") or 0),
|
|
take_profit=float(d.get("take_profit") or 0),
|
|
risk_percent=float(d.get("risk_percent") or get_risk_percent(get_setting)),
|
|
capital=capital,
|
|
live_price=price or float(d.get("live_price") or 0),
|
|
ths_code=sym,
|
|
)
|
|
if perr:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": perr}), 400
|
|
mode = get_trading_mode(get_setting)
|
|
try:
|
|
execute_order(
|
|
conn, mode=mode, offset="open", symbol=sym,
|
|
direction=plan["direction"], lots=plan["first_lots"], price=price, settings=_settings_dict(),
|
|
)
|
|
except ValueError as exc:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": str(exc)}), 400
|
|
now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
cur = conn.execute(
|
|
"""INSERT INTO trend_pullback_plans (
|
|
status, symbol, symbol_name, direction, stop_loss, add_upper, take_profit,
|
|
risk_percent, capital_snapshot, plan_margin, target_lots, first_lots, remainder_lots,
|
|
dca_legs, leg_amounts_json, grid_prices_json, first_order_done, avg_entry_price,
|
|
lots_open, opened_at
|
|
) VALUES ('active',?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,1,?,?,?,?)""",
|
|
(
|
|
sym, codes.get("name", sym) if codes else sym, plan["direction"],
|
|
plan["stop_loss"], plan["add_upper"], plan["take_profit"],
|
|
plan["risk_percent"], plan["capital_snapshot"], plan["plan_margin"],
|
|
plan["target_lots"], plan["first_lots"], plan["remainder_lots"],
|
|
plan["dca_legs"], plan["leg_amounts_json"], plan["grid_prices_json"],
|
|
price, plan["first_lots"], now,
|
|
),
|
|
)
|
|
plan_id = cur.lastrowid
|
|
conn.commit()
|
|
conn.close()
|
|
send_wechat_msg(f"趋势回调首仓 {sym} {plan['first_lots']}手")
|
|
return jsonify({"ok": True, "plan_id": plan_id, "plan": plan})
|
|
|
|
@app.route("/api/strategy/roll/preview", methods=["POST"])
|
|
@login_required
|
|
def api_roll_preview():
|
|
d = request.get_json(silent=True) or {}
|
|
conn = get_db()
|
|
mon_id = int(d.get("monitor_id") or 0)
|
|
mon = conn.execute("SELECT * FROM trade_order_monitors WHERE id=? AND status='active'", (mon_id,)).fetchone()
|
|
conn.close()
|
|
if not mon:
|
|
return jsonify({"ok": False, "error": "无有效持仓监控"}), 400
|
|
sym = mon["symbol"]
|
|
spec = get_contract_spec(sym)
|
|
capital = _capital(get_db())
|
|
preview, err = preview_roll(
|
|
direction=mon["direction"],
|
|
symbol=sym,
|
|
qty_existing=float(mon["lots"]),
|
|
entry_existing=float(mon["entry_price"]),
|
|
initial_take_profit=float(mon["take_profit"] or 0),
|
|
add_mode=d.get("add_mode") or "market",
|
|
new_stop_loss=float(d.get("new_stop_loss") or 0),
|
|
risk_percent=float(d.get("risk_percent") or 2),
|
|
capital_base=capital,
|
|
mult=spec["mult"],
|
|
add_price=float(d.get("add_price") or mon["entry_price"]),
|
|
fib_upper=d.get("fib_upper"),
|
|
fib_lower=d.get("fib_lower"),
|
|
legs_done=int(d.get("legs_done") or 0),
|
|
)
|
|
if err:
|
|
return jsonify({"ok": False, "error": err}), 400
|
|
return jsonify({"ok": True, "preview": preview})
|
|
|
|
@app.route("/api/strategy/roll/execute", methods=["POST"])
|
|
@login_required
|
|
def api_roll_execute():
|
|
d = request.get_json(silent=True) or {}
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
mon_id = int(d.get("monitor_id") or 0)
|
|
mon = conn.execute("SELECT * FROM trade_order_monitors WHERE id=? AND status='active'", (mon_id,)).fetchone()
|
|
if not mon:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "无有效持仓监控"}), 400
|
|
if conn.execute("SELECT id FROM trend_pullback_plans WHERE status='active'").fetchone():
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "趋势回调运行中，不可滚仓"}), 400
|
|
sym = mon["symbol"]
|
|
spec = get_contract_spec(sym)
|
|
capital = _capital(conn)
|
|
prev, err = preview_roll(
|
|
direction=mon["direction"],
|
|
symbol=sym,
|
|
qty_existing=float(mon["lots"]),
|
|
entry_existing=float(mon["entry_price"]),
|
|
initial_take_profit=float(mon["take_profit"] or 0),
|
|
add_mode=d.get("add_mode") or "market",
|
|
new_stop_loss=float(d.get("new_stop_loss") or 0),
|
|
risk_percent=float(d.get("risk_percent") or 2),
|
|
capital_base=capital,
|
|
mult=spec["mult"],
|
|
add_price=float(d.get("add_price") or mon["entry_price"]),
|
|
)
|
|
if err:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": err}), 400
|
|
price = float(prev["add_price"])
|
|
mode = get_trading_mode(get_setting)
|
|
try:
|
|
execute_order(
|
|
conn, mode=mode, offset="open", symbol=sym,
|
|
direction=mon["direction"], lots=int(prev["add_lots"]), price=price, settings=_settings_dict(),
|
|
)
|
|
except ValueError as exc:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": str(exc)}), 400
|
|
new_lots = int(mon["lots"]) + int(prev["add_lots"])
|
|
new_avg = prev["avg_entry_after"]
|
|
new_sl = prev["new_stop_loss"]
|
|
conn.execute(
|
|
"UPDATE trade_order_monitors SET lots=?, entry_price=?, stop_loss=? WHERE id=?",
|
|
(new_lots, new_avg, new_sl, mon_id),
|
|
)
|
|
grp = conn.execute(
|
|
"SELECT * FROM roll_groups WHERE order_monitor_id=? AND status='active'",
|
|
(mon_id,),
|
|
).fetchone()
|
|
now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
if grp:
|
|
gid = grp["id"]
|
|
leg_n = int(grp["leg_count"] or 0) + 1
|
|
conn.execute(
|
|
"UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
|
|
(leg_n, new_sl, now, gid),
|
|
)
|
|
else:
|
|
cur = conn.execute(
|
|
"""INSERT INTO roll_groups (
|
|
order_monitor_id, symbol, direction, initial_take_profit, initial_stop_loss,
|
|
current_stop_loss, risk_percent, leg_count, status, created_at, updated_at
|
|
) VALUES (?,?,?,?,?,?,?,1,'active',?,?)""",
|
|
(mon_id, sym, mon["direction"], mon["take_profit"], mon["stop_loss"], new_sl,
|
|
float(d.get("risk_percent") or 2), now, now),
|
|
)
|
|
gid = cur.lastrowid
|
|
leg_n = 1
|
|
conn.execute(
|
|
"""INSERT INTO roll_legs (roll_group_id, leg_index, add_mode, fill_price, lots, new_stop_loss, status, created_at)
|
|
VALUES (?,?,?,?,?,?, 'filled', ?)""",
|
|
(gid, leg_n, d.get("add_mode") or "market", price, int(prev["add_lots"]), new_sl, now),
|
|
)
|
|
conn.commit()
|
|
conn.close()
|
|
return jsonify({"ok": True, "preview": prev})
|
|
|
|
@app.route("/api/strategy/trend/stop", methods=["POST"])
|
|
@login_required
|
|
def api_trend_stop():
|
|
d = request.get_json(silent=True) or {}
|
|
plan_id = int(d.get("plan_id") or 0)
|
|
conn = get_db()
|
|
plan = conn.execute("SELECT * FROM trend_pullback_plans WHERE id=? AND status='active'", (plan_id,)).fetchone()
|
|
if not plan:
|
|
conn.close()
|
|
return jsonify({"ok": False, "error": "计划不存在"}), 404
|
|
mode = get_trading_mode(get_setting)
|
|
price = fetch_price(plan["symbol"]) or float(plan["avg_entry_price"] or 0)
|
|
try:
|
|
if int(plan["lots_open"] or 0) > 0:
|
|
execute_order(
|
|
conn, mode=mode, offset="close", symbol=plan["symbol"],
|
|
direction=plan["direction"], lots=int(plan["lots_open"]), price=price, settings=_settings_dict(),
|
|
)
|
|
except ValueError:
|
|
pass
|
|
now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
conn.execute(
|
|
"UPDATE trend_pullback_plans SET status='stopped_manual', message=?, opened_at=opened_at WHERE id=?",
|
|
("手动结束", plan_id),
|
|
)
|
|
save_snapshot(
|
|
conn, strategy_type=STRATEGY_TREND, source_id=plan_id,
|
|
symbol=plan["symbol"], direction=plan["direction"], result_label="手动结束",
|
|
payload=dict(plan), opened_at=plan["opened_at"] or "",
|
|
)
|
|
on_user_initiated_close(conn, trading_day=trading_day_label())
|
|
conn.commit()
|
|
conn.close()
|
|
return jsonify({"ok": True})
|
|
|
|
def check_trend_plans(app_ref):
|
|
"""后台：趋势补仓与止盈。"""
|
|
conn = get_db()
|
|
init_strategy_tables(conn)
|
|
rows = conn.execute("SELECT * FROM trend_pullback_plans WHERE status='active'").fetchall()
|
|
mode = get_trading_mode(get_setting)
|
|
for plan in rows:
|
|
sym = plan["symbol"]
|
|
price = fetch_price(sym)
|
|
if not price:
|
|
continue
|
|
direction = plan["direction"]
|
|
tp = float(plan["take_profit"] or 0)
|
|
if tp > 0:
|
|
hit_tp = (direction == "long" and price >= tp) or (direction == "short" and price <= tp)
|
|
if hit_tp:
|
|
try:
|
|
execute_order(
|
|
conn, mode=mode, offset="close", symbol=sym, direction=direction,
|
|
lots=int(plan["lots_open"] or 0), price=price, settings=_settings_dict(),
|
|
)
|
|
except ValueError:
|
|
pass
|
|
conn.execute(
|
|
"UPDATE trend_pullback_plans SET status='stopped_tp', message=? WHERE id=?",
|
|
("程序止盈", plan["id"]),
|
|
)
|
|
save_snapshot(
|
|
conn, strategy_type=STRATEGY_TREND, source_id=plan["id"],
|
|
symbol=sym, direction=direction, result_label="止盈",
|
|
payload=dict(plan), opened_at=plan["opened_at"] or "",
|
|
)
|
|
send_wechat_msg(f"趋势回调止盈 {sym}")
|
|
continue
|
|
try:
|
|
grid = json.loads(plan["grid_prices_json"] or "[]")
|
|
legs = json.loads(plan["leg_amounts_json"] or "[]")
|
|
except Exception:
|
|
grid, legs = [], []
|
|
done = int(plan["legs_done"] or 0)
|
|
if done < len(grid) and done < len(legs):
|
|
level = float(grid[done])
|
|
if trend_dca_level_reached(direction, price, level):
|
|
add_lots = int(legs[done])
|
|
try:
|
|
execute_order(
|
|
conn, mode=mode, offset="open", symbol=sym, direction=direction,
|
|
lots=add_lots, price=price, settings=_settings_dict(),
|
|
)
|
|
new_open = int(plan["lots_open"] or 0) + add_lots
|
|
old_avg = float(plan["avg_entry_price"] or price)
|
|
new_avg = (old_avg * int(plan["lots_open"] or 0) + price * add_lots) / new_open if new_open else price
|
|
conn.execute(
|
|
"""UPDATE trend_pullback_plans SET legs_done=?, lots_open=?, avg_entry_price=? WHERE id=?""",
|
|
(done + 1, new_open, new_avg, plan["id"]),
|
|
)
|
|
send_wechat_msg(f"趋势回调补仓 {sym} +{add_lots}手 @档位{done+1}")
|
|
except ValueError:
|
|
pass
|
|
conn.commit()
|
|
conn.close()
|
|
|
|
app._check_trend_plans = check_trend_plans
|
|
|
|
@app.route("/settings/trading", methods=["POST"])
|
|
@login_required
|
|
def settings_trading_post():
|
|
return redirect(url_for("settings"))
|
|
|
|
def hook_review_mood(conn, behavior_tags: str, exit_trigger: str, exit_supplement: str):
|
|
if parse_mood_issues(behavior_tags):
|
|
on_mood_journal_freeze(conn, trading_day=trading_day_label())
|
|
if (exit_trigger or "").strip() == "手动平仓" and (exit_supplement or "").strip():
|
|
reduce_cooloff_after_journal(conn, trading_day=trading_day_label())
|
|
|
|
app._risk_review_hook = hook_review_mood
|
|
|
|
from db_conn import DB_PATH
|
|
|
|
def _init_tables(conn):
|
|
init_strategy_tables(conn)
|
|
|
|
start_recommend_worker(
|
|
db_path=DB_PATH,
|
|
get_capital_fn=_capital,
|
|
quote_fn=_main_quote,
|
|
init_tables_fn=_init_tables,
|
|
get_mode_fn=lambda: get_trading_mode(get_setting),
|
|
)
|
|
start_ctp_reconnect_worker(get_mode_fn=lambda: get_trading_mode(get_setting))
|
|
start_sl_tp_guard_worker(
|
|
db_path=DB_PATH,
|
|
get_mode_fn=lambda: get_trading_mode(get_setting),
|
|
init_tables_fn=_init_tables,
|
|
)
|
|
start_ctp_fee_worker(
|
|
get_mode_fn=lambda: get_trading_mode(get_setting),
|
|
get_setting_fn=get_setting,
|
|
set_setting_fn=set_setting,
|
|
)
|