251 lines
13 KiB
SQL
251 lines
13 KiB
SQL
-- 自动交易系统数据库初始化脚本
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CREATE DATABASE IF NOT EXISTS `auto_trade_sys` DEFAULT CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci;
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USE `auto_trade_sys`;
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-- 用户表（登录用户：管理员/普通用户）
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CREATE TABLE IF NOT EXISTS `users` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`username` VARCHAR(64) NOT NULL,
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`password_hash` VARCHAR(255) NOT NULL,
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`role` VARCHAR(20) NOT NULL DEFAULT 'user' COMMENT 'admin, user',
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`status` VARCHAR(20) NOT NULL DEFAULT 'active' COMMENT 'active, disabled',
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`created_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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`updated_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
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UNIQUE KEY `uk_username` (`username`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='登录用户';
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-- 用户-交易账号授权关系
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CREATE TABLE IF NOT EXISTS `user_account_memberships` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`user_id` INT NOT NULL,
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`account_id` INT NOT NULL,
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`role` VARCHAR(20) NOT NULL DEFAULT 'viewer' COMMENT 'owner, viewer',
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`created_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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UNIQUE KEY `uk_user_account` (`user_id`, `account_id`),
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INDEX `idx_user_id` (`user_id`),
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INDEX `idx_account_id` (`account_id`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='用户-交易账号授权';
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-- 账号表（多账号）
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CREATE TABLE IF NOT EXISTS `accounts` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`name` VARCHAR(100) NOT NULL,
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`status` VARCHAR(20) DEFAULT 'active' COMMENT 'active, disabled',
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`api_key_enc` TEXT NULL COMMENT '加密后的 API KEY（enc:v1:...）',
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`api_secret_enc` TEXT NULL COMMENT '加密后的 API SECRET（enc:v1:...）',
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`use_testnet` BOOLEAN DEFAULT FALSE,
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`created_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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`updated_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='账号表（多账号）';
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-- 默认账号（兼容单账号）
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INSERT INTO `accounts` (`id`, `name`, `status`, `use_testnet`)
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VALUES (1, 'default', 'active', false)
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ON DUPLICATE KEY UPDATE `name`=VALUES(`name`);
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-- 配置表
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CREATE TABLE IF NOT EXISTS `trading_config` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`account_id` INT NOT NULL DEFAULT 1,
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`config_key` VARCHAR(100) NOT NULL,
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`config_value` TEXT NOT NULL,
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`config_type` VARCHAR(50) NOT NULL COMMENT 'string, number, boolean, json',
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`category` VARCHAR(50) NOT NULL COMMENT 'position, risk, scan, strategy, api',
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`description` TEXT,
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`updated_at` TIMESTAMP DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
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`updated_by` VARCHAR(50),
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INDEX `idx_category` (`category`),
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INDEX `idx_account_id` (`account_id`),
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UNIQUE KEY `uk_account_config_key` (`account_id`, `config_key`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='交易配置表';
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-- 注意：多账号需要 (account_id, config_key) 唯一。旧库升级请跑迁移脚本（见 add_multi_account.sql）。
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-- 交易记录表
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CREATE TABLE IF NOT EXISTS `trades` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`account_id` INT NOT NULL DEFAULT 1,
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`symbol` VARCHAR(20) NOT NULL,
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`side` VARCHAR(10) NOT NULL COMMENT 'BUY, SELL',
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`quantity` DECIMAL(20, 8) NOT NULL,
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`entry_price` DECIMAL(20, 8) NOT NULL,
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`notional_usdt` DECIMAL(20, 8) NULL COMMENT '名义下单量（USDT）：入场价×数量（用于统计总交易量）',
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`margin_usdt` DECIMAL(20, 8) NULL COMMENT '保证金（USDT）：名义下单量/杠杆',
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`exit_price` DECIMAL(20, 8),
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`entry_time` INT UNSIGNED NOT NULL COMMENT '入场时间（Unix时间戳秒数）',
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`exit_time` INT UNSIGNED NULL COMMENT '平仓时间（Unix时间戳秒数）',
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`pnl` DECIMAL(20, 8) DEFAULT 0,
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`pnl_percent` DECIMAL(10, 4) DEFAULT 0,
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`leverage` INT DEFAULT 10,
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`entry_order_id` BIGINT NULL COMMENT '币安开仓订单号（用于对账）',
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`exit_order_id` BIGINT NULL COMMENT '币安平仓订单号（用于对账）',
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`entry_reason` TEXT,
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`exit_reason` VARCHAR(50) COMMENT 'stop_loss, take_profit, trailing_stop, manual',
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`strategy_type` VARCHAR(50) COMMENT '策略类型: trend_following, mean_reversion',
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`duration_minutes` INT COMMENT '持仓持续时间（分钟）',
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`atr` DECIMAL(20, 8) NULL COMMENT '开仓时使用的ATR（用于展示动态止损止盈依据）',
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`stop_loss_price` DECIMAL(20, 8) NULL COMMENT '实际使用的止损价格（考虑了ATR等动态计算）',
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`take_profit_price` DECIMAL(20, 8) NULL COMMENT '实际使用的止盈价格（考虑了ATR等动态计算）',
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`take_profit_1` DECIMAL(20, 8) NULL COMMENT '第一目标止盈价（用于展示与分步止盈）',
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`take_profit_2` DECIMAL(20, 8) NULL COMMENT '第二目标止盈价（用于展示与分步止盈）',
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`status` VARCHAR(20) DEFAULT 'open' COMMENT 'open, closed, cancelled',
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`created_at` INT UNSIGNED NOT NULL DEFAULT (UNIX_TIMESTAMP()) COMMENT '创建时间（Unix时间戳秒数）',
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INDEX `idx_account_id` (`account_id`),
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INDEX `idx_symbol` (`symbol`),
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INDEX `idx_entry_time` (`entry_time`),
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INDEX `idx_status` (`status`),
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INDEX `idx_symbol_status` (`symbol`, `status`),
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INDEX `idx_entry_order_id` (`entry_order_id`),
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INDEX `idx_exit_order_id` (`exit_order_id`),
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INDEX `idx_strategy_type` (`strategy_type`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='交易记录表';
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-- 账户快照表
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CREATE TABLE IF NOT EXISTS `account_snapshots` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`account_id` INT NOT NULL DEFAULT 1,
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`total_balance` DECIMAL(20, 8) NOT NULL,
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`available_balance` DECIMAL(20, 8) NOT NULL,
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`total_position_value` DECIMAL(20, 8) DEFAULT 0,
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`total_pnl` DECIMAL(20, 8) DEFAULT 0,
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`open_positions` INT DEFAULT 0,
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`snapshot_time` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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INDEX `idx_account_id` (`account_id`),
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INDEX `idx_snapshot_time` (`snapshot_time`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='账户快照表';
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-- 市场扫描记录表
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CREATE TABLE IF NOT EXISTS `market_scans` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`scan_time` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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`symbols_scanned` INT DEFAULT 0,
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`symbols_found` INT DEFAULT 0,
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`top_symbols` JSON,
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`scan_duration` DECIMAL(10, 3) COMMENT '扫描耗时（秒）',
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INDEX `idx_scan_time` (`scan_time`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='市场扫描记录表';
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-- 策略信号表
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CREATE TABLE IF NOT EXISTS `trading_signals` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`symbol` VARCHAR(20) NOT NULL,
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`signal_direction` VARCHAR(10) NOT NULL COMMENT 'BUY, SELL',
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`signal_strength` INT NOT NULL COMMENT '0-10',
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`signal_reason` TEXT,
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`rsi` DECIMAL(10, 4),
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`macd_histogram` DECIMAL(20, 8),
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`market_regime` VARCHAR(20) COMMENT 'trending, ranging',
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`signal_time` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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`executed` BOOLEAN DEFAULT FALSE,
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INDEX `idx_symbol` (`symbol`),
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INDEX `idx_signal_time` (`signal_time`),
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INDEX `idx_executed` (`executed`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='交易信号表';
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-- 推荐交易对表
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CREATE TABLE IF NOT EXISTS `trade_recommendations` (
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`id` INT PRIMARY KEY AUTO_INCREMENT,
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`symbol` VARCHAR(20) NOT NULL,
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`direction` VARCHAR(10) NOT NULL COMMENT 'BUY, SELL',
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`recommendation_time` TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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`current_price` DECIMAL(20, 8) NOT NULL,
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`change_percent` DECIMAL(10, 4) COMMENT '24小时涨跌幅',
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`recommendation_reason` TEXT NOT NULL COMMENT '推荐原因',
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`signal_strength` INT NOT NULL COMMENT '信号强度 0-10',
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`market_regime` VARCHAR(20) COMMENT 'trending, ranging',
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`trend_4h` VARCHAR(10) COMMENT '4H周期趋势: up, down, neutral',
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-- 技术指标
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`rsi` DECIMAL(10, 4) COMMENT 'RSI指标',
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`macd_histogram` DECIMAL(20, 8) COMMENT 'MACD柱状图',
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`bollinger_upper` DECIMAL(20, 8) COMMENT '布林带上轨',
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`bollinger_middle` DECIMAL(20, 8) COMMENT '布林带中轨',
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`bollinger_lower` DECIMAL(20, 8) COMMENT '布林带下轨',
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`ema20` DECIMAL(20, 8) COMMENT 'EMA20',
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`ema50` DECIMAL(20, 8) COMMENT 'EMA50',
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`ema20_4h` DECIMAL(20, 8) COMMENT '4H周期EMA20',
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`atr` DECIMAL(20, 8) COMMENT '平均真实波幅',
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-- 建议参数
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`suggested_stop_loss` DECIMAL(20, 8) COMMENT '建议止损价',
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`suggested_take_profit_1` DECIMAL(20, 8) COMMENT '建议第一目标止盈价（盈亏比1:1）',
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`suggested_take_profit_2` DECIMAL(20, 8) COMMENT '建议第二目标止盈价',
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`suggested_position_percent` DECIMAL(10, 4) COMMENT '建议仓位百分比',
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`suggested_leverage` INT DEFAULT 10 COMMENT '建议杠杆倍数',
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-- 市场数据
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`volume_24h` DECIMAL(20, 8) COMMENT '24小时成交量',
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`volatility` DECIMAL(10, 4) COMMENT '波动率',
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-- 状态
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`status` VARCHAR(20) DEFAULT 'active' COMMENT 'active: 有效, expired: 已过期, executed: 已执行, cancelled: 已取消',
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`executed_at` TIMESTAMP NULL COMMENT '执行时间',
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`execution_result` VARCHAR(50) COMMENT '执行结果: success, failed',
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`execution_trade_id` INT COMMENT '关联的交易记录ID',
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`expires_at` TIMESTAMP NULL COMMENT '推荐过期时间（默认24小时后）',
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`notes` TEXT COMMENT '备注信息',
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INDEX `idx_symbol` (`symbol`),
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INDEX `idx_recommendation_time` (`recommendation_time`),
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INDEX `idx_status` (`status`),
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INDEX `idx_direction` (`direction`),
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INDEX `idx_signal_strength` (`signal_strength`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='推荐交易对表';
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-- 初始化默认配置
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INSERT INTO `trading_config` (`config_key`, `config_value`, `config_type`, `category`, `description`) VALUES
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-- 仓位控制
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('MAX_POSITION_PERCENT', '0.08', 'number', 'position', '单笔最大仓位：账户余额的8%（提高收益）'),
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('MAX_TOTAL_POSITION_PERCENT', '0.40', 'number', 'position', '总仓位上限：账户余额的40%（允许更多持仓）'),
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('MIN_POSITION_PERCENT', '0.02', 'number', 'position', '单笔最小仓位：账户余额的2%（避免过小仓位）'),
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('MIN_MARGIN_USDT', '5.0', 'number', 'position', '最小保证金要求：5 USDT（提高收益）'),
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-- 涨跌幅阈值
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('MIN_CHANGE_PERCENT', '2.0', 'number', 'scan', '最小涨跌幅阈值：2%'),
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('TOP_N_SYMBOLS', '10', 'number', 'scan', '每次扫描后处理的交易对数量（从符合条件的交易对中选择前N个进行详细分析）'),
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('MAX_SCAN_SYMBOLS', '500', 'number', 'scan', '扫描的最大交易对数量（0表示扫描所有，建议100-500）'),
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-- 风险控制
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('STOP_LOSS_PERCENT', '0.10', 'number', 'risk', '止损：10%（相对于保证金）'),
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('TAKE_PROFIT_PERCENT', '0.30', 'number', 'risk', '止盈：30%（相对于保证金，盈亏比3:1）'),
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('MIN_STOP_LOSS_PRICE_PCT', '0.02', 'number', 'risk', '最小止损价格变动：2%（防止止损过紧）'),
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('MIN_TAKE_PROFIT_PRICE_PCT', '0.02', 'number', 'risk', '最小止盈价格变动：2%（防止ATR过小时计算出不切实际的微小止盈距离）'),
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('USE_ATR_STOP_LOSS', 'true', 'boolean', 'risk', '是否使用ATR动态止损（优先于固定百分比）'),
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('ATR_STOP_LOSS_MULTIPLIER', '1.8', 'number', 'risk', 'ATR止损倍数（1.5-2倍ATR，默认1.8）'),
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('ATR_TAKE_PROFIT_MULTIPLIER', '1.5', 'number', 'risk', 'ATR止盈倍数（从4.5降至1.5，将盈亏比从3:1降至更现实、可达成的1.5:1，提升止盈触发率）'),
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('RISK_REWARD_RATIO', '1.5', 'number', 'risk', '盈亏比（止损距离的倍数，用于计算止盈，从3.0降至1.5，更容易达成）'),
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('ATR_PERIOD', '14', 'number', 'risk', 'ATR计算周期（默认14）'),
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('USE_DYNAMIC_ATR_MULTIPLIER', 'false', 'boolean', 'risk', '是否根据波动率动态调整ATR倍数'),
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('ATR_MULTIPLIER_MIN', '1.5', 'number', 'risk', '动态ATR倍数最小值'),
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('ATR_MULTIPLIER_MAX', '2.5', 'number', 'risk', '动态ATR倍数最大值'),
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-- 市场扫描（1小时主周期）
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('SCAN_INTERVAL', '3600', 'number', 'scan', '扫描间隔：1小时（秒）'),
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('KLINE_INTERVAL', '1h', 'string', 'scan', 'K线周期：1小时'),
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('PRIMARY_INTERVAL', '1h', 'string', 'scan', '主周期：1小时'),
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('CONFIRM_INTERVAL', '4h', 'string', 'scan', '确认周期：4小时'),
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('ENTRY_INTERVAL', '15m', 'string', 'scan', '入场周期：15分钟'),
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-- 过滤条件
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('MIN_VOLUME_24H', '10000000', 'number', 'scan', '最小24小时成交量：1000万USDT'),
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('MIN_VOLATILITY', '0.02', 'number', 'scan', '最小波动率：2%'),
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-- 高胜率策略参数
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('MIN_SIGNAL_STRENGTH', '7', 'number', 'strategy', '最小信号强度（0-10），已提升至7以提高入场质量'),
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('LEVERAGE', '10', 'number', 'strategy', '基础杠杆倍数'),
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('USE_DYNAMIC_LEVERAGE', 'true', 'boolean', 'strategy', '是否启用动态杠杆（根据信号强度调整杠杆倍数）'),
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('MAX_LEVERAGE', '15', 'number', 'strategy', '最大杠杆倍数（动态杠杆上限，降低到15更保守）'),
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('USE_TRAILING_STOP', 'true', 'boolean', 'strategy', '是否使用移动止损'),
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('TRAILING_STOP_ACTIVATION', '0.10', 'number', 'strategy', '移动止损激活阈值（盈利10%后激活，给趋势更多空间）'),
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('TRAILING_STOP_PROTECT', '0.05', 'number', 'strategy', '移动止损保护利润（保护5%利润，更合理）'),
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-- 持仓同步
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('POSITION_SYNC_INTERVAL', '60', 'number', 'scan', '持仓状态同步间隔（秒），默认1分钟，用于同步币安实际持仓与数据库状态'),
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-- API配置
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('BINANCE_API_KEY', '', 'string', 'api', '币安API密钥'),
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('BINANCE_API_SECRET', '', 'string', 'api', '币安API密钥'),
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('USE_TESTNET', 'false', 'boolean', 'api', '是否使用测试网')
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ON DUPLICATE KEY UPDATE `config_value` = VALUES(`config_value`);
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