""" 配置管理API """ from fastapi import APIRouter, HTTPException, Header, Depends from api.models.config import ConfigItem, ConfigUpdate import sys from pathlib import Path import logging from typing import Dict, Any # 添加项目根目录到路径 project_root = Path(__file__).parent.parent.parent.parent sys.path.insert(0, str(project_root)) sys.path.insert(0, str(project_root / 'backend')) sys.path.insert(0, str(project_root / 'trading_system')) from database.models import TradingConfig, Account from api.auth_deps import get_current_user, get_account_id, require_admin, require_account_owner logger = logging.getLogger(__name__) router = APIRouter() # 全局策略账号（管理员统一维护策略核心）。默认 1，可用环境变量覆盖。 def _global_strategy_account_id() -> int: try: return int((__import__("os").getenv("ATS_GLOBAL_STRATEGY_ACCOUNT_ID") or "1").strip() or "1") except Exception: return 1 # 产品模式：平台兜底（策略核心由管理员统一控制），普通用户仅能调“风险旋钮” # - admin：可修改所有配置 # - 非 admin（account owner）：只允许修改少量风险类配置 + 账号私有密钥/测试网 USER_RISK_KNOBS = { # 风险暴露（保证金占用比例/最小保证金） "MIN_MARGIN_USDT", "MIN_POSITION_PERCENT", "MAX_POSITION_PERCENT", "MAX_TOTAL_POSITION_PERCENT", # 行为控制（傻瓜化） "AUTO_TRADE_ENABLED", # 总开关：关闭则只生成推荐不自动下单 "MAX_OPEN_POSITIONS", # 同时持仓数量上限 "MAX_DAILY_ENTRIES", # 每日最多开仓次数 } RISK_KNOBS_DEFAULTS = { "AUTO_TRADE_ENABLED": { "value": True, "type": "boolean", "category": "risk", "description": "自动交易总开关：关闭后仅生成推荐，不会自动下单（适合先观察/体验）。", }, "MAX_OPEN_POSITIONS": { "value": 3, "type": "number", "category": "risk", "description": "同时持仓数量上限（防止仓位过多/难管理）。建议 1-5。", }, "MAX_DAILY_ENTRIES": { "value": 8, "type": "number", "category": "risk", "description": "每日最多开仓次数（防止高频下单/过度交易）。建议 3-15。", }, } # API key/secret 脱敏 def _mask(s: str) -> str: s = "" if s is None else str(s) if not s: return "" if len(s) <= 8: return "****" return f"{s[:4]}...{s[-4:]}" # 智能入场（方案C）配置：为了“配置页可见”，即使数据库尚未创建，也在 GET /api/config 返回默认项 SMART_ENTRY_CONFIG_DEFAULTS = { "SMART_ENTRY_ENABLED": { "value": False, "type": "boolean", "category": "strategy", "description": "智能入场开关。关闭后回归“纯限价单模式”（不追价/不市价兜底/未成交则撤单跳过），更适合低频波段。", }, "SMART_ENTRY_STRONG_SIGNAL": { "value": 8, "type": "number", "category": "strategy", "description": "强信号阈值（0-10）。≥该值且4H趋势明确时，允许更积极的入场（可控市价兜底）。", }, "ENTRY_SYMBOL_COOLDOWN_SEC": { "value": 120, "type": "number", "category": "strategy", "description": "同一交易对入场冷却时间（秒）。避免短时间内反复挂单/重入导致高频噪音单。", }, "ENTRY_TIMEOUT_SEC": { "value": 180, "type": "number", "category": "strategy", "description": "智能入场总预算时间（秒）。超过预算仍未成交将根据规则取消/兜底。", }, "ENTRY_STEP_WAIT_SEC": { "value": 15, "type": "number", "category": "strategy", "description": "每次追价/调整前等待成交时间（秒）。", }, "ENTRY_CHASE_MAX_STEPS": { "value": 4, "type": "number", "category": "strategy", "description": "最大追价步数（逐步减小限价回调幅度，靠近当前价）。", }, "ENTRY_MARKET_FALLBACK_AFTER_SEC": { "value": 45, "type": "number", "category": "strategy", "description": "趋势强时：超过该时间仍未成交，会在偏离不超过上限时转市价兜底（减少错过）。", }, "ENTRY_CONFIRM_TIMEOUT_SEC": { "value": 30, "type": "number", "category": "strategy", "description": "下单后确认成交等待时间（秒）。", }, "ENTRY_MAX_DRIFT_PCT_TRENDING": { "value": 0.006, # 0.6% "type": "number", "category": "strategy", "description": "趋势强时最大追价偏离（%）。例如 0.6 表示 0.6%。越小越保守。", }, "ENTRY_MAX_DRIFT_PCT_RANGING": { "value": 0.003, # 0.3% "type": "number", "category": "strategy", "description": "震荡/弱趋势最大追价偏离（%）。例如 0.3 表示 0.3%。越小越保守。", }, } # 自动交易过滤项：用于“提升胜率/控频”，避免震荡行情来回扫损导致胜率极低 AUTO_TRADE_FILTER_DEFAULTS = { "AUTO_TRADE_ONLY_TRENDING": { "value": True, "type": "boolean", "category": "strategy", "description": "自动交易仅在市场状态=trending时执行（ranging/unknown只生成推荐，不自动下单）。用于显著降低震荡扫损与交易次数。", }, "AUTO_TRADE_ALLOW_4H_NEUTRAL": { "value": False, "type": "boolean", "category": "strategy", "description": "是否允许4H趋势=neutral时自动交易。默认关闭（中性趋势最容易被扫损）；若你希望更积极可开启。", }, } # 风险/策略预设（用于一键切换“稳健 / 快速验证”等模式） PROFILE_CONFIG_DEFAULTS = { "TRADING_PROFILE": { "value": "conservative", "type": "string", "category": "strategy", "description": "交易预设：conservative(稳健，低频+高门槛) / fast(快速验证，高频+宽松过滤)。仅作为默认值，具体参数仍可单独调整。", }, } # 核心策略参数（仅管理员可见/在全局策略账号中修改） CORE_STRATEGY_CONFIG_DEFAULTS = { "ATR_STOP_LOSS_MULTIPLIER": { "value": 2.0, # 2026-01-29优化：从1.5提高到2.0，减少被正常波动扫出 "type": "number", "category": "strategy", "description": "ATR止损倍数。建议 2.0-3.0。放宽止损可以给波动留出空间，提高胜率。2026-01-29优化：默认值从1.5提高到2.0。", }, "ATR_TAKE_PROFIT_MULTIPLIER": { "value": 1.5, "type": "number", "category": "strategy", "description": "ATR止盈倍数。建议 1.0-2.0。对应盈亏比 1:1 到 2:1，更容易触及目标。", }, "RISK_REWARD_RATIO": { "value": 1.5, "type": "number", "category": "strategy", "description": "目标盈亏比（止损距离的倍数）。配合ATR止盈使用。", }, "MIN_STOP_LOSS_PRICE_PCT": { "value": 0.025, # 2026-01-29优化：从0.02提高到0.025，给波动更多空间 "type": "number", "category": "strategy", "description": "最小止损距离（%）。例如 0.025 表示 2.5%。防止止损过紧。2026-01-29优化：默认值从2%提高到2.5%。", }, "MIN_TAKE_PROFIT_PRICE_PCT": { "value": 0.02, "type": "number", "category": "strategy", "description": "最小止盈距离（%）。例如 0.02 表示 2%。防止止盈过近。", }, } @router.get("") @router.get("/") async def get_all_configs( user: Dict[str, Any] = Depends(get_current_user), account_id: int = Depends(get_account_id), ): """获取所有配置""" try: configs = TradingConfig.get_all(account_id=account_id) result = {} for config in configs: result[config['config_key']] = { 'value': TradingConfig._convert_value( config['config_value'], config['config_type'] ), 'type': config['config_type'], 'category': config['category'], 'description': config['description'] } # 合并账号级 API Key/Secret（从 accounts 表读，避免把密钥当普通配置存） try: api_key, api_secret, use_testnet, status = Account.get_credentials(account_id) except Exception: api_key, api_secret, use_testnet, status = "", "", False, "active" # 仅用于配置页展示/更新：不返回 secret 明文；api_key 仅脱敏展示 result["BINANCE_API_KEY"] = { "value": _mask(api_key or ""), "type": "string", "category": "api", "description": "币安API密钥（账号私有，仅脱敏展示；账号 owner/admin 可修改）", } result["BINANCE_API_SECRET"] = { "value": "", "type": "string", "category": "api", "description": "币安API密钥Secret（账号私有，不回传明文；账号 owner/admin 可修改）", } result["USE_TESTNET"] = { "value": bool(use_testnet), "type": "boolean", "category": "api", "description": "是否使用测试网（账号私有）", } # 合并“默认但未入库”的配置项（用于新功能上线时直接在配置页可见） for k, meta in SMART_ENTRY_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta for k, meta in AUTO_TRADE_FILTER_DEFAULTS.items(): if k not in result: result[k] = meta # 交易预设（profile）：用于前端一键切换“稳健 / 快速验证” for k, meta in PROFILE_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta for k, meta in RISK_KNOBS_DEFAULTS.items(): if k not in result: result[k] = meta # 固定风险百分比配置（策略核心，仅管理员可见） FIXED_RISK_CONFIG_DEFAULTS = { "USE_FIXED_RISK_SIZING": { "value": True, "type": "boolean", "category": "risk", "description": "使用固定风险百分比计算仓位（凯利公式）。启用后，每笔单子承受的风险固定为 FIXED_RISK_PERCENT，避免大额亏损。", }, "FIXED_RISK_PERCENT": { "value": 0.02, # 2% "type": "number", "category": "risk", "description": "每笔单子承受的风险百分比（相对于总资金）。例如 0.02 表示 2%。启用固定风险后，每笔亏损限制在该百分比内。", }, } for k, meta in FIXED_RISK_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta for k, meta in CORE_STRATEGY_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta # 普通用户：只展示风险旋钮 + 账号密钥（尽量傻瓜化，避免改坏策略） # 管理员：若当前不是“全局策略账号”，同样只展示风险旋钮，避免误以为这里改策略能生效 is_admin = (user.get("role") or "user") == "admin" gid = _global_strategy_account_id() if (not is_admin) or (is_admin and int(account_id) != int(gid)): allowed = set(USER_RISK_KNOBS) | {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"} result = {k: v for k, v in result.items() if k in allowed} return result except Exception as e: raise HTTPException(status_code=500, detail=str(e)) # ⚠️ 重要：全局配置路由必须在 /{key} 之前，否则会被动态路由匹配 @router.get("/global") async def get_global_configs( user: Dict[str, Any] = Depends(get_current_user), ): """获取全局策略配置（仅管理员）""" if (user.get("role") or "user") != "admin": raise HTTPException(status_code=403, detail="仅管理员可访问全局策略配置") try: from database.models import GlobalStrategyConfig configs = GlobalStrategyConfig.get_all() logger.info(f"从数据库加载了 {len(configs)} 个全局配置项") result = {} for config in configs: key = config['config_key'] value = GlobalStrategyConfig._convert_value( config['config_value'], config['config_type'] ) result[key] = { "value": value, "type": config['config_type'], "category": config['category'], "description": config.get('description'), } logger.debug(f"加载配置项: {key} = {value} (type: {config['config_type']}, category: {config['category']})") # 添加默认配置（如果数据库中没有） for k, meta in CORE_STRATEGY_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta # 全局交易预设（profile），用于控制一组参数的默认值 for k, meta in PROFILE_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta # 固定风险百分比配置 FIXED_RISK_CONFIG_DEFAULTS = { "USE_FIXED_RISK_SIZING": { "value": True, "type": "boolean", "category": "risk", "description": "使用固定风险百分比计算仓位（凯利公式）。启用后，每笔单子承受的风险固定为 FIXED_RISK_PERCENT，避免大额亏损。", }, "FIXED_RISK_PERCENT": { "value": 0.02, "type": "number", "category": "risk", "description": "每笔单子承受的风险百分比（相对于总资金）。例如 0.02 表示 2%。启用固定风险后，每笔亏损限制在该百分比内。", }, } for k, meta in FIXED_RISK_CONFIG_DEFAULTS.items(): if k not in result: result[k] = meta # 添加更多核心策略配置的默认值（确保前端能显示所有重要配置） ADDITIONAL_STRATEGY_DEFAULTS = { "USE_ATR_STOP_LOSS": { "value": True, "type": "boolean", "category": "strategy", "description": "是否使用ATR动态止损（优先于固定百分比）", }, "ATR_PERIOD": { "value": 14, "type": "number", "category": "strategy", "description": "ATR计算周期（默认14）", }, "USE_DYNAMIC_ATR_MULTIPLIER": { "value": False, "type": "boolean", "category": "strategy", "description": "是否根据波动率动态调整ATR倍数", }, "ATR_MULTIPLIER_MIN": { "value": 1.5, "type": "number", "category": "strategy", "description": "动态ATR倍数最小值", }, "ATR_MULTIPLIER_MAX": { "value": 2.5, "type": "number", "category": "strategy", "description": "动态ATR倍数最大值", }, "MIN_SIGNAL_STRENGTH": { "value": 8, # 2026-01-29优化：从7提高到8，减少低质量信号 "type": "number", "category": "strategy", "description": "最小信号强度（0-10），只交易高质量信号。2026-01-29优化：默认值从7提高到8。", }, "SCAN_INTERVAL": { "value": 1800, "type": "number", "category": "scan", "description": "市场扫描间隔（秒），默认30分钟", }, "TOP_N_SYMBOLS": { "value": 8, "type": "number", "category": "scan", "description": "每次扫描后处理的交易对数量", }, "MIN_VOLUME_24H_STRICT": { "value": 10000000, "type": "number", "category": "scan", "description": "严格成交量过滤，24H Volume低于此值（USD）直接剔除", }, "EXCLUDE_MAJOR_COINS": { "value": True, "type": "boolean", "category": "scan", "description": "是否排除主流币（BTC、ETH、BNB等），专注于山寨币。山寨币策略建议开启。", }, "USE_TRAILING_STOP": { "value": False, "type": "boolean", "category": "strategy", "description": "是否启用移动止损（默认关闭，让利润奔跑）", }, "SMART_ENTRY_ENABLED": { "value": False, "type": "boolean", "category": "strategy", "description": "智能入场开关。关闭后回归纯限价单模式", }, } for k, meta in ADDITIONAL_STRATEGY_DEFAULTS.items(): if k not in result: result[k] = meta logger.info(f"返回全局配置项数量: {len(result)}") return result except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.get("/feasibility-check") async def check_config_feasibility( user: Dict[str, Any] = Depends(get_current_user), account_id: int = Depends(get_account_id), ): """ 检查配置可行性，基于当前账户余额和杠杆倍数计算可行的配置建议 """ try: # 获取账户余额 try: from api.routes.account import get_realtime_account_data account_data = await get_realtime_account_data(account_id=account_id) available_balance = account_data.get('available_balance', 0) total_balance = account_data.get('total_balance', 0) except Exception as e: logger.warning(f"获取账户余额失败: {e}，使用默认值") available_balance = 0 total_balance = 0 if available_balance <= 0: return { "feasible": False, "error": "无法获取账户余额，请检查API配置", "suggestions": [] } # 获取当前“有效配置”（平台兜底：策略核心可能来自全局账号） try: import config_manager as _cfg_mgr # type: ignore mgr = _cfg_mgr.ConfigManager.for_account(int(account_id)) if hasattr(_cfg_mgr, "ConfigManager") else None tc = mgr.get_trading_config() if mgr else {} except Exception: tc = {} def _tc(key: str, default): try: return tc.get(key, default) except Exception: return default min_margin_usdt = float(_tc('MIN_MARGIN_USDT', 5.0)) min_position_percent = float(_tc('MIN_POSITION_PERCENT', 0.02)) max_position_percent = float(_tc('MAX_POSITION_PERCENT', 0.08)) base_leverage = int(_tc('LEVERAGE', 10)) max_leverage = int(_tc('MAX_LEVERAGE', 15)) use_dynamic_leverage = bool(_tc('USE_DYNAMIC_LEVERAGE', True)) # 检查所有可能的杠杆倍数（考虑动态杠杆） leverage_to_check = [base_leverage] if use_dynamic_leverage and max_leverage > base_leverage: # 检查基础杠杆、最大杠杆，以及中间的关键值（如15x, 20x, 30x, 40x） leverage_to_check.append(max_leverage) # 添加常见的杠杆倍数 for lev in [15, 20, 25, 30, 40, 50]: if base_leverage < lev <= max_leverage and lev not in leverage_to_check: leverage_to_check.append(lev) leverage_to_check = sorted(set(leverage_to_check)) # 检查每个杠杆倍数下的可行性 leverage_results = [] all_feasible = True worst_case_leverage = None worst_case_margin = None for leverage in leverage_to_check: # 重要语义说明（与 trading_system 保持一致）： # - MAX/MIN_POSITION_PERCENT 表示“保证金占用比例”（不是名义价值比例） # - MIN_MARGIN_USDT 是最小保证金（USDT） # 同时考虑币安最小名义价值约束：名义价值>=5USDT => margin >= 5/leverage min_notional = 5.0 required_margin_for_notional = (min_notional / leverage) if leverage and leverage > 0 else min_notional required_position_value = max(min_margin_usdt, required_margin_for_notional) # 实际需要的最小保证金（USDT） required_position_percent = required_position_value / available_balance if available_balance > 0 else 0 # 计算使用最小仓位百分比时，实际能得到的保证金（直接就是保证金） min_position_value = available_balance * min_position_percent actual_min_margin = min_position_value # 检查是否可行： # 1) 最大保证金占比是否能满足 required_position_value # 2) 如果 MIN_POSITION_PERCENT > 0，则最小保证金占比也应 >= required_position_value（否则最小仓位配置会“阻碍”满足最小保证金/最小名义价值） condition1_ok = required_position_percent <= max_position_percent condition2_ok = (min_position_percent <= 0) or (actual_min_margin >= required_position_value) is_feasible_at_leverage = condition1_ok and condition2_ok leverage_results.append({ 'leverage': leverage, 'required_position_value': required_position_value, # 实际需要的最小保证金（USDT） 'required_position_percent': required_position_percent * 100, 'actual_min_margin': actual_min_margin, 'feasible': is_feasible_at_leverage, 'condition1_ok': condition1_ok, 'condition2_ok': condition2_ok }) if not is_feasible_at_leverage: all_feasible = False # 记录最坏情况（实际保证金最小的） if worst_case_margin is None or actual_min_margin < worst_case_margin: worst_case_leverage = leverage worst_case_margin = actual_min_margin # 使用基础杠杆的结果作为主要判断 base_result = next((r for r in leverage_results if r['leverage'] == base_leverage), leverage_results[0]) is_feasible = all_feasible suggestions = [] if not is_feasible: # 不可行，给出建议 # 找出不可行的杠杆倍数 infeasible_leverages = [r for r in leverage_results if not r['feasible']] if infeasible_leverages: # 找出最坏情况（实际保证金最小的） worst = min(infeasible_leverages, key=lambda x: x['actual_min_margin']) worst_leverage = worst['leverage'] worst_margin = worst['actual_min_margin'] # 方案1：基于最坏情况（最大杠杆）降低最小保证金 # 建议值应该比计算值小一点，确保可行（比如0.51 -> 0.5） if not worst['condition2_ok']: # 计算建议值：比实际支持值小0.01-0.05，确保可行 suggested_margin = max(0.01, worst_margin - 0.01) # 至少保留0.01的余量 # 如果差值较大，可以多减一点 if worst_margin > 1.0: suggested_margin = worst_margin - 0.05 # 保留2位小数，向下取整 suggested_margin = round(suggested_margin - 0.005, 2) # 减0.005确保向下取整 if suggested_margin < 0.01: suggested_margin = 0.01 suggestions.append({ "type": "reduce_min_margin_to_supported", "title": f"降低最小保证金（考虑{worst_leverage}x杠杆）", "description": f"将 MIN_MARGIN_USDT 调整为 {suggested_margin:.2f} USDT（当前: {min_margin_usdt:.2f} USDT）。在{worst_leverage}x杠杆下，实际支持 {worst_margin:.2f} USDT，建议设置为 {suggested_margin:.2f} USDT 以确保可行", "config_key": "MIN_MARGIN_USDT", "suggested_value": suggested_margin, "reason": f"在{worst_leverage}x杠杆下，使用最小仓位 {min_position_percent*100:.1f}% 时，实际保证金只有 {worst_margin:.2f} USDT，无法满足 {min_margin_usdt:.2f} USDT 的要求" }) # 方案1b：增加最小仓位百分比（作为替代方案） # 计算需要的最小仓位百分比：min_position_percent >= (min_margin_usdt * leverage) / available_balance required_min_position_percent = (min_margin_usdt * worst_leverage) / available_balance if available_balance > 0 else 0 # 建议值应该比计算值大一点，确保可行（比如0.0102 -> 0.011） suggested_min_position_percent = required_min_position_percent + 0.001 # 多0.1% # 如果差值较大，可以多加一点 if required_min_position_percent > 0.02: suggested_min_position_percent = required_min_position_percent + 0.002 # 多0.2% # 确保不超过最大仓位百分比 if suggested_min_position_percent > max_position_percent: suggested_min_position_percent = max_position_percent # 保留4位小数 suggested_min_position_percent = round(suggested_min_position_percent, 4) if suggested_min_position_percent > min_position_percent and suggested_min_position_percent <= max_position_percent: suggestions.append({ "type": "increase_min_position_percent", "title": f"增加最小仓位百分比（考虑{worst_leverage}x杠杆）", "description": f"将 MIN_POSITION_PERCENT 调整为 {suggested_min_position_percent*100:.2f}%（当前: {min_position_percent*100:.2f}%）。在{worst_leverage}x杠杆下，需要至少 {required_min_position_percent*100:.2f}% 才能满足最小保证金 {min_margin_usdt:.2f} USDT 的要求，建议设置为 {suggested_min_position_percent*100:.2f}% 以确保可行", "config_key": "MIN_POSITION_PERCENT", "suggested_value": suggested_min_position_percent, "reason": f"在{worst_leverage}x杠杆下，当前最小仓位 {min_position_percent*100:.2f}% 只能提供 {worst_margin:.2f} USDT 保证金，需要至少 {required_min_position_percent*100:.2f}% 才能满足 {min_margin_usdt:.2f} USDT 的要求" }) # 方案2：基于最大杠杆计算需要的最小保证金 max_leverage_result = next((r for r in leverage_results if r['leverage'] == max_leverage), None) if max_leverage_result and not max_leverage_result['feasible']: if max_leverage_result['required_position_percent'] > max_position_percent: suggested_min_margin_max_lev = (available_balance * max_position_percent) / max_leverage # 同样，建议值应该比计算值小一点 suggested_margin_max_lev = max(0.01, suggested_min_margin_max_lev - 0.01) if suggested_min_margin_max_lev > 1.0: suggested_margin_max_lev = suggested_min_margin_max_lev - 0.05 suggested_margin_max_lev = round(suggested_margin_max_lev - 0.005, 2) if suggested_margin_max_lev < 0.01: suggested_margin_max_lev = 0.01 suggestions.append({ "type": "reduce_min_margin_for_max_leverage", "title": f"降低最小保证金（支持{max_leverage}x杠杆）", "description": f"将 MIN_MARGIN_USDT 调整为 {suggested_margin_max_lev:.2f} USDT（当前: {min_margin_usdt:.2f} USDT），以支持{max_leverage}x杠杆", "config_key": "MIN_MARGIN_USDT", "suggested_value": suggested_margin_max_lev, "reason": f"在{max_leverage}x杠杆下，需要 {max_leverage_result['required_position_percent']:.1f}% 的仓位价值，但最大允许 {max_position_percent*100:.1f}%" }) # 方案2b：如果condition2不满足，也可以建议增加最小仓位百分比 if not max_leverage_result['condition2_ok']: required_min_position_percent_max = (min_margin_usdt * max_leverage) / available_balance if available_balance > 0 else 0 suggested_min_position_percent_max = required_min_position_percent_max + 0.001 if required_min_position_percent_max > 0.02: suggested_min_position_percent_max = required_min_position_percent_max + 0.002 if suggested_min_position_percent_max > max_position_percent: suggested_min_position_percent_max = max_position_percent suggested_min_position_percent_max = round(suggested_min_position_percent_max, 4) if suggested_min_position_percent_max > min_position_percent and suggested_min_position_percent_max <= max_position_percent: suggestions.append({ "type": "increase_min_position_percent_for_max_leverage", "title": f"增加最小仓位百分比（支持{max_leverage}x杠杆）", "description": f"将 MIN_POSITION_PERCENT 调整为 {suggested_min_position_percent_max*100:.2f}%（当前: {min_position_percent*100:.2f}%），以支持{max_leverage}x杠杆下的最小保证金要求", "config_key": "MIN_POSITION_PERCENT", "suggested_value": suggested_min_position_percent_max, "reason": f"在{max_leverage}x杠杆下，需要至少 {required_min_position_percent_max*100:.2f}% 的最小仓位才能满足 {min_margin_usdt:.2f} USDT 的要求" }) # 方案3：降低最大杠杆 if use_dynamic_leverage: # 计算能支持的最大杠杆 max_supported_leverage = int((available_balance * max_position_percent) / min_margin_usdt) if max_supported_leverage < max_leverage and max_supported_leverage >= base_leverage: suggestions.append({ "type": "reduce_max_leverage", "title": "降低最大杠杆倍数", "description": f"将 MAX_LEVERAGE 调整为 {max_supported_leverage}x（当前: {max_leverage}x），以支持当前配置", "config_key": "MAX_LEVERAGE", "suggested_value": max_supported_leverage, "reason": f"当前配置下，最大只能支持 {max_supported_leverage}x 杠杆才能满足最小保证金要求" }) # 方案4：增加账户余额 if worst['required_position_percent'] > max_position_percent: required_balance = worst['required_position_value'] / max_position_percent suggestions.append({ "type": "increase_balance", "title": "增加账户余额", "description": f"将账户余额增加到至少 {required_balance:.2f} USDT（当前: {available_balance:.2f} USDT），以支持{worst_leverage}x杠杆", "config_key": None, "suggested_value": round(required_balance, 2), "reason": f"在{worst_leverage}x杠杆下，当前余额不足以满足最小保证金 {min_margin_usdt:.2f} USDT 的要求" }) # 显示所有杠杆倍数的检查结果 suggestions.append({ "type": "leverage_analysis", "title": "各杠杆倍数检查结果", "description": "详细检查结果见下方", "config_key": None, "suggested_value": None, "reason": None, "leverage_results": leverage_results }) else: # 可行，显示当前配置信息 actual_min_position_value = available_balance * min_position_percent actual_min_margin = base_result['actual_min_margin'] suggestions.append({ "type": "info", "title": "配置可行", "description": f"当前配置可以正常下单。最小保证金占比对应保证金: {actual_min_margin:.2f} USDT（MIN_POSITION_PERCENT={min_position_percent*100:.2f}%），最小保证金要求: {min_margin_usdt:.2f} USDT", "config_key": None, "suggested_value": None, "reason": None }) # 如果启用了动态杠杆，显示所有杠杆倍数的检查结果 if use_dynamic_leverage and len(leverage_to_check) > 1: suggestions.append({ "type": "leverage_analysis", "title": "各杠杆倍数检查结果（全部可行）", "description": "详细检查结果见下方", "config_key": None, "suggested_value": None, "reason": None, "leverage_results": leverage_results }) # 普通用户：只返回可调整的风险旋钮建议，避免前端一键应用时触发 403 if (user.get("role") or "user") != "admin": try: suggestions = [s for s in (suggestions or []) if s.get("config_key") in USER_RISK_KNOBS] except Exception: suggestions = [] return { "feasible": is_feasible, "account_balance": available_balance, "base_leverage": base_leverage, "max_leverage": max_leverage, "use_dynamic_leverage": use_dynamic_leverage, "current_config": { "min_margin_usdt": min_margin_usdt, "min_position_percent": min_position_percent, "max_position_percent": max_position_percent }, "calculated_values": { "required_position_value": base_result['required_position_value'], "required_position_percent": base_result['required_position_percent'], "max_allowed_position_percent": max_position_percent * 100, "min_position_value": available_balance * min_position_percent, "actual_min_margin": base_result['actual_min_margin'], "min_position_percent": min_position_percent * 100 }, "leverage_analysis": { "leverages_checked": leverage_to_check, "all_feasible": all_feasible, "results": leverage_results }, "suggestions": suggestions } except Exception as e: logger.error(f"检查配置可行性失败: {e}", exc_info=True) raise HTTPException(status_code=500, detail=f"检查配置可行性失败: {str(e)}") @router.get("/{key}") async def get_config( key: str, user: Dict[str, Any] = Depends(get_current_user), account_id: int = Depends(get_account_id), ): """获取单个配置""" try: # 虚拟字段：从 accounts 表读取 if key in {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}: api_key, api_secret, use_testnet, status = Account.get_credentials(account_id) if key == "BINANCE_API_KEY": return {"key": key, "value": _mask(api_key or ""), "type": "string", "category": "api", "description": "币安API密钥（仅脱敏展示）"} if key == "BINANCE_API_SECRET": return {"key": key, "value": "", "type": "string", "category": "api", "description": "币安API密钥Secret（不回传明文）"} return {"key": key, "value": bool(use_testnet), "type": "boolean", "category": "api", "description": "是否使用测试网（账号私有）"} config = TradingConfig.get(key, account_id=account_id) if not config: raise HTTPException(status_code=404, detail="Config not found") return { 'key': config['config_key'], 'value': TradingConfig._convert_value( config['config_value'], config['config_type'] ), 'type': config['config_type'], 'category': config['category'], 'description': config['description'] } except HTTPException: raise except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.put("/{key}") async def update_config( key: str, item: ConfigUpdate, user: Dict[str, Any] = Depends(get_current_user), account_id: int = Depends(get_account_id), ): """更新配置""" try: # 非管理员：必须是该账号 owner 才允许修改配置 if (user.get("role") or "user") != "admin": require_account_owner(account_id, user) # 管理员：若不是全局策略账号，则禁止修改策略核心（避免误操作） if (user.get("role") or "user") == "admin": gid = _global_strategy_account_id() if int(account_id) != int(gid): if key not in (USER_RISK_KNOBS | {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}): raise HTTPException(status_code=403, detail=f"该配置由全局策略账号 #{gid} 统一管理，请切换到该账号修改") # 产品模式：普通用户只能改“风险旋钮”与账号私有密钥/测试网 if (user.get("role") or "user") != "admin": if key not in (USER_RISK_KNOBS | {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}): raise HTTPException(status_code=403, detail="该配置由平台统一管理（仅管理员可修改）") # API Key/Secret/Testnet：写入 accounts 表（账号私有） if key in {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}: if (user.get("role") or "user") != "admin": require_account_owner(account_id, user) try: if key == "BINANCE_API_KEY": Account.update_credentials(account_id, api_key=str(item.value or "")) elif key == "BINANCE_API_SECRET": Account.update_credentials(account_id, api_secret=str(item.value or "")) else: Account.update_credentials(account_id, use_testnet=bool(item.value)) except Exception as e: raise HTTPException(status_code=500, detail=f"更新账号API配置失败: {e}") return { "message": "配置已更新", "key": key, "value": item.value, "note": "账号API配置已更新（建议重启对应账号的交易进程以立即生效）", } # 获取现有配置以确定类型和分类 existing = TradingConfig.get(key, account_id=account_id) if existing: config_type = item.type or existing['config_type'] category = item.category or existing['category'] description = item.description or existing['description'] else: # 允许创建新配置（用于新功能首次上线，DB 里还没有 key 的情况） meta = SMART_ENTRY_CONFIG_DEFAULTS.get(key) or AUTO_TRADE_FILTER_DEFAULTS.get(key) or RISK_KNOBS_DEFAULTS.get(key) config_type = item.type or (meta.get("type") if meta else "string") category = item.category or (meta.get("category") if meta else "strategy") description = item.description or (meta.get("description") if meta else f"{key}配置") # 验证配置值 if config_type == 'number': try: float(item.value) except (ValueError, TypeError): raise HTTPException(status_code=400, detail=f"Invalid number value for {key}") elif config_type == 'boolean': if not isinstance(item.value, bool): # 尝试转换 if isinstance(item.value, str): item.value = item.value.lower() in ('true', '1', 'yes', 'on') else: item.value = bool(item.value) # 特殊验证：百分比配置应该在0-1之间 # 兼容：PERCENT / PCT if ('PERCENT' in key or 'PCT' in key) and config_type == 'number': if not (0 <= float(item.value) <= 1): raise HTTPException( status_code=400, detail=f"{key} must be between 0 and 1 (0% to 100%)" ) # 更新配置（会同时更新数据库和Redis缓存） TradingConfig.set(key, item.value, config_type, category, description, account_id=account_id) # 更新config_manager的缓存（包括Redis） try: import config_manager if hasattr(config_manager, 'ConfigManager') and hasattr(config_manager.ConfigManager, "for_account"): mgr = config_manager.ConfigManager.for_account(account_id) mgr.set(key, item.value, config_type, category, description) logger.info(f"配置已更新到Redis缓存(account_id={account_id}): {key} = {item.value}") elif hasattr(config_manager, 'config_manager') and config_manager.config_manager: # 调用set方法会同时更新数据库、Redis和本地缓存 config_manager.config_manager.set(key, item.value, config_type, category, description) logger.info(f"配置已更新到Redis缓存: {key} = {item.value}") except Exception as e: logger.warning(f"更新配置缓存失败: {e}") return { "message": "配置已更新", "key": key, "value": item.value, "note": "配置已同步到Redis，交易系统将立即使用新配置" } except HTTPException: raise except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.post("/batch") async def update_configs_batch( configs: list[ConfigItem], user: Dict[str, Any] = Depends(get_current_user), account_id: int = Depends(get_account_id), ): """批量更新配置""" try: # 非管理员：必须是该账号 owner 才允许修改配置 if (user.get("role") or "user") != "admin": require_account_owner(account_id, user) # 管理员：若不是全局策略账号，则批量只允许风险旋钮/密钥 if (user.get("role") or "user") == "admin": gid = _global_strategy_account_id() if int(account_id) != int(gid): # 直接过滤掉不允许的项（给出 errors，避免“部分成功但实际无效”的错觉） pass updated_count = 0 errors = [] for item in configs: try: if (user.get("role") or "user") == "admin": gid = _global_strategy_account_id() if int(account_id) != int(gid): if item.key not in (USER_RISK_KNOBS | {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}): errors.append(f"{item.key}: 该配置由全局策略账号 #{gid} 统一管理，请切换账号修改") continue # 产品模式：普通用户只能改“风险旋钮”与账号私有密钥/测试网 if (user.get("role") or "user") != "admin": if item.key not in (USER_RISK_KNOBS | {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}): errors.append(f"{item.key}: 该配置由平台统一管理（仅管理员可修改）") continue if item.key in {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}: if (user.get("role") or "user") != "admin": require_account_owner(account_id, user) # 验证配置值 if item.type == 'number': try: float(item.value) except (ValueError, TypeError): errors.append(f"{item.key}: Invalid number value") continue # 特殊验证：百分比配置（兼容 PERCENT / PCT） if ('PERCENT' in item.key or 'PCT' in item.key) and item.type == 'number': if not (0 <= float(item.value) <= 1): errors.append(f"{item.key}: Must be between 0 and 1") continue if item.key in {"BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET"}: # 账号私有API配置：写入 accounts if item.key == "BINANCE_API_KEY": Account.update_credentials(account_id, api_key=str(item.value or "")) elif item.key == "BINANCE_API_SECRET": Account.update_credentials(account_id, api_secret=str(item.value or "")) else: Account.update_credentials(account_id, use_testnet=bool(item.value)) else: TradingConfig.set( item.key, item.value, item.type, item.category, item.description, account_id=account_id, ) updated_count += 1 except Exception as e: errors.append(f"{item.key}: {str(e)}") if errors: return { "message": f"部分配置更新成功: {updated_count}/{len(configs)}", "updated": updated_count, "errors": errors, "note": "交易系统将在下次扫描时自动使用新配置" } return { "message": f"成功更新 {updated_count} 个配置", "updated": updated_count, "note": "交易系统将在下次扫描时自动使用新配置" } except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.get("/meta") async def get_config_meta(user: Dict[str, Any] = Depends(get_current_user)) -> Dict[str, Any]: is_admin = (user.get("role") or "user") == "admin" return { "is_admin": bool(is_admin), "user_risk_knobs": sorted(list(USER_RISK_KNOBS)), "note": "平台兜底模式：策略核心由全局配置表统一管理（管理员专用）；普通用户仅可调整风险旋钮。", } @router.put("/global/{key}") async def update_global_config( key: str, item: ConfigUpdate, user: Dict[str, Any] = Depends(get_current_user), ): """更新全局策略配置（仅管理员）""" if (user.get("role") or "user") != "admin": raise HTTPException(status_code=403, detail="仅管理员可修改全局策略配置") try: from database.models import GlobalStrategyConfig # 获取现有配置以确定类型和分类 existing = GlobalStrategyConfig.get(key) if existing: config_type = item.type or existing['config_type'] category = item.category or existing['category'] description = item.description or existing['description'] else: # 从默认配置获取 meta = CORE_STRATEGY_CONFIG_DEFAULTS.get(key) or { "USE_FIXED_RISK_SIZING": {"type": "boolean", "category": "risk", "description": "使用固定风险百分比计算仓位"}, "FIXED_RISK_PERCENT": {"type": "number", "category": "risk", "description": "每笔单子承受的风险百分比"}, }.get(key) config_type = item.type or (meta.get("type") if meta else "string") category = item.category or (meta.get("category") if meta else "strategy") description = item.description or (meta.get("description") if meta else f"{key}配置") # 验证配置值 if config_type == 'number': try: float(item.value) except (ValueError, TypeError): raise HTTPException(status_code=400, detail=f"Invalid number value for {key}") elif config_type == 'boolean': if not isinstance(item.value, bool): item.value = str(item.value).lower() in ('true', '1', 'yes', 'on') # 更新全局配置 GlobalStrategyConfig.set( key, item.value, config_type, category, description, updated_by=user.get("username") ) # 更新Redis缓存 try: from config_manager import GlobalStrategyConfigManager global_mgr = GlobalStrategyConfigManager() if isinstance(item.value, (dict, list, bool, int, float)): import json value_str = json.dumps(item.value, ensure_ascii=False) else: value_str = str(item.value) global_mgr._set_to_redis(key, item.value) except Exception as e: logger.warning(f"更新全局配置Redis缓存失败: {e}") return {"message": f"全局配置 {key} 已更新", "key": key, "value": item.value} except HTTPException: raise except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.post("/global/batch") async def update_global_configs_batch( configs: list[ConfigItem], user: Dict[str, Any] = Depends(get_current_user), ): """批量更新全局策略配置（仅管理员）""" if (user.get("role") or "user") != "admin": raise HTTPException(status_code=403, detail="仅管理员可修改全局策略配置") try: from database.models import GlobalStrategyConfig from config_manager import GlobalStrategyConfigManager updated_count = 0 errors = [] global_mgr = GlobalStrategyConfigManager() for item in configs: try: # 获取现有配置 existing = GlobalStrategyConfig.get(item.key) if existing: config_type = item.type or existing['config_type'] category = item.category or existing['category'] description = item.description or existing['description'] else: # 从默认配置获取 meta = CORE_STRATEGY_CONFIG_DEFAULTS.get(item.key) or { "USE_FIXED_RISK_SIZING": {"type": "boolean", "category": "risk"}, "FIXED_RISK_PERCENT": {"type": "number", "category": "risk"}, }.get(item.key) config_type = item.type or (meta.get("type") if meta else "string") category = item.category or (meta.get("category") if meta else "strategy") description = item.description or (meta.get("description") if meta else f"{item.key}配置") # 验证配置值 if config_type == 'number': try: float(item.value) except (ValueError, TypeError): errors.append(f"{item.key}: Invalid number value") continue # 更新全局配置 GlobalStrategyConfig.set( item.key, item.value, config_type, category, description, updated_by=user.get("username") ) # 更新Redis缓存 global_mgr._set_to_redis(item.key, item.value) updated_count += 1 except Exception as e: errors.append(f"{item.key}: {str(e)}") if errors: return { "message": f"成功更新 {updated_count} 个配置，{len(errors)} 个失败", "updated": updated_count, "errors": errors, "note": "交易系统将在下次扫描时自动使用新配置" } return { "message": f"成功更新 {updated_count} 个全局配置", "updated": updated_count, "note": "交易系统将在下次扫描时自动使用新配置" } except Exception as e: raise HTTPException(status_code=500, detail=str(e))