574 lines
26 KiB
Python
574 lines
26 KiB
Python
"""
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配置管理器 - 从数据库读取配置，兼容原有config.py
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支持Redis缓存，实现配置即时生效
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"""
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import sys
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import os
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import json
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import re
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from pathlib import Path
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from typing import Optional, Any
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# 加载.env文件
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try:
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from dotenv import load_dotenv
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backend_dir = Path(__file__).parent
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project_root = backend_dir.parent
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env_files = [
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backend_dir / '.env',
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project_root / '.env',
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]
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for env_file in env_files:
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if env_file.exists():
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load_dotenv(env_file, override=True)
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break
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else:
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load_dotenv(project_root / '.env', override=False)
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except ImportError:
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pass
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except Exception:
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pass
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# 添加项目根目录到路径
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project_root = Path(__file__).parent.parent
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sys.path.insert(0, str(project_root))
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# 延迟导入，避免在trading_system中导入时因为缺少依赖而失败
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try:
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from database.models import TradingConfig, Account
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except ImportError as e:
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TradingConfig = None
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Account = None
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import logging
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logger = logging.getLogger(__name__)
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logger.warning(f"无法导入TradingConfig: {e}，配置管理器将无法使用数据库")
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import logging
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logger = logging.getLogger(__name__)
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# 尝试导入同步Redis客户端（用于配置缓存）
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try:
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import redis
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REDIS_SYNC_AVAILABLE = True
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except ImportError:
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REDIS_SYNC_AVAILABLE = False
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redis = None
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class ConfigManager:
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"""配置管理器 - 优先从Redis缓存读取，其次从数据库读取，回退到环境变量和默认值"""
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_instances = {}
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def __init__(self, account_id: int = 1):
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self.account_id = int(account_id or 1)
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self._cache = {}
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self._redis_client: Optional[redis.Redis] = None
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self._redis_connected = False
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self._redis_hash_key = f"trading_config:{self.account_id}"
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self._legacy_hash_key = "trading_config" if self.account_id == 1 else None
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self._init_redis()
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self._load_from_db()
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@classmethod
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def for_account(cls, account_id: int):
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aid = int(account_id or 1)
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inst = cls._instances.get(aid)
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if inst:
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return inst
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inst = cls(account_id=aid)
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cls._instances[aid] = inst
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return inst
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def _init_redis(self):
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"""初始化Redis客户端（同步）"""
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if not REDIS_SYNC_AVAILABLE:
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logger.debug("redis-py未安装，配置缓存将不使用Redis")
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return
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try:
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# 从环境变量或配置获取Redis连接信息
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redis_url = os.getenv('REDIS_URL', 'redis://localhost:6379')
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redis_use_tls = os.getenv('REDIS_USE_TLS', 'False').lower() == 'true'
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redis_username = os.getenv('REDIS_USERNAME', None)
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redis_password = os.getenv('REDIS_PASSWORD', None)
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# 验证URL格式
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if not redis_url or not isinstance(redis_url, str):
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logger.warning(f"Redis URL无效: {redis_url}，使用默认值")
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redis_url = 'redis://localhost:6379'
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# 如果使用TLS但URL不是rediss://，自动转换
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if redis_use_tls and not redis_url.startswith('rediss://'):
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if redis_url.startswith('redis://'):
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redis_url = redis_url.replace('redis://', 'rediss://', 1)
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else:
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# 如果URL格式不正确，构建新的URL
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logger.warning(f"Redis URL格式不正确且需要TLS: {redis_url}，尝试构建rediss://URL")
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# 尝试从URL中提取主机和端口
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if '://' in redis_url:
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parts = redis_url.split('://', 1)
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host_port = parts[1].split('/')[0] if '/' in parts[1] else parts[1]
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redis_url = f"rediss://{host_port}"
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else:
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# 如果完全没有scheme，添加rediss://
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redis_url = f"rediss://{redis_url}"
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logger.info(f"已自动转换Redis URL为TLS格式: {redis_url}")
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# 解析Redis URL
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# redis-py的同步客户端也支持通过ssl_cert_reqs等参数配置TLS
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# 当URL是rediss://时，会自动启用SSL
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connection_kwargs = {
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'username': redis_username,
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'password': redis_password,
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'decode_responses': True
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}
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if redis_url.startswith('rediss://') or redis_use_tls:
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# TLS连接 - 使用redis-py支持的SSL参数
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# 从环境变量获取SSL配置（如果未设置，使用默认值）
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ssl_cert_reqs = os.getenv('REDIS_SSL_CERT_REQS', 'required')
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ssl_ca_certs = os.getenv('REDIS_SSL_CA_CERTS', None)
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connection_kwargs['select'] = os.getenv('REDIS_SELECT', 0)
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if connection_kwargs['select'] is not None:
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connection_kwargs['select'] = int(connection_kwargs['select'])
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else:
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connection_kwargs['select'] = 0
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logger.info(f"使用 Redis 数据库: {connection_kwargs['select']}")
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# 设置SSL参数
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connection_kwargs['ssl_cert_reqs'] = ssl_cert_reqs
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if ssl_ca_certs:
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connection_kwargs['ssl_ca_certs'] = ssl_ca_certs
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# 根据ssl_cert_reqs设置主机名验证
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if ssl_cert_reqs == 'none':
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connection_kwargs['ssl_check_hostname'] = False
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elif ssl_cert_reqs == 'required':
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connection_kwargs['ssl_check_hostname'] = True
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else: # optional
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connection_kwargs['ssl_check_hostname'] = False
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logger.info(f"使用 TLS 连接 Redis: {redis_url} (ssl_cert_reqs={ssl_cert_reqs})")
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# 创建Redis客户端（同步）
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self._redis_client = redis.from_url(
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redis_url,
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**connection_kwargs
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)
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# 测试连接
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self._redis_client.ping()
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self._redis_connected = True
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logger.info("✓ Redis配置缓存连接成功")
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except Exception as e:
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logger.debug(f"Redis配置缓存连接失败: {e}，将使用数据库缓存")
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self._redis_client = None
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self._redis_connected = False
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def _get_from_redis(self, key: str) -> Optional[Any]:
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"""从Redis获取配置值"""
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if not self._redis_connected or not self._redis_client:
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return None
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try:
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# 使用账号维度 Hash 存储所有配置
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value = self._redis_client.hget(self._redis_hash_key, key)
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if (value is None or value == '') and self._legacy_hash_key:
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value = self._redis_client.hget(self._legacy_hash_key, key)
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if value is not None and value != '':
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return self._coerce_redis_value(value)
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except Exception as e:
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logger.debug(f"从Redis获取配置失败 {key}: {e}")
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# 连接失败时，尝试重新连接
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try:
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self._redis_client.ping()
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self._redis_connected = True
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except:
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self._redis_connected = False
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return None
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@staticmethod
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def _coerce_redis_value(value_str: Any) -> Any:
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"""
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将 Redis Hash 中的字符串值尽量还原为正确类型。
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兼容历史写法：
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- 之前 bool 会被写成 "True"/"False"（非 JSON），导致读取后变成字符串，进而在逻辑判断里永远为 True。
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- 现在会优先把 bool/int/float/dict/list 用 JSON 序列化写入（见 _set_to_redis）。
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"""
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if value_str is None:
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return None
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# redis-py decode_responses=True 时是 str；否则可能是 bytes
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if isinstance(value_str, bytes):
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try:
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value_str = value_str.decode('utf-8', errors='ignore')
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except Exception:
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value_str = str(value_str)
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s = str(value_str).strip()
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if s == '':
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return ''
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# 1) JSON 优先（dict/list/bool/number 都能覆盖）
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try:
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return json.loads(s)
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except Exception:
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pass
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sl = s.lower()
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# 2) bool 兼容（历史 "True"/"False"）
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if sl in ('true', 'false', '1', '0', 'yes', 'no', 'on', 'off'):
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return sl in ('true', '1', 'yes', 'on')
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# 3) number 兼容（避免把 "1h" 之类误判）
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# int: -?\d+
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if re.fullmatch(r'-?\d+', s):
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try:
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return int(s)
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except Exception:
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return s
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# float: -?\d+\.\d+
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if re.fullmatch(r'-?\d+\.\d+', s):
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try:
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return float(s)
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except Exception:
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return s
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return s
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def _set_to_redis(self, key: str, value: Any):
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"""设置配置到Redis（账号维度 + legacy兼容）"""
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if not self._redis_connected or not self._redis_client:
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return False
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try:
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# 将值序列化：复杂类型/基础类型使用 JSON，避免 bool 被写成 "False" 字符串后逻辑误判
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if isinstance(value, (dict, list, bool, int, float)):
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value_str = json.dumps(value, ensure_ascii=False)
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else:
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value_str = str(value)
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self._redis_client.hset(self._redis_hash_key, key, value_str)
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self._redis_client.expire(self._redis_hash_key, 3600)
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if self._legacy_hash_key:
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self._redis_client.hset(self._legacy_hash_key, key, value_str)
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self._redis_client.expire(self._legacy_hash_key, 3600)
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return True
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except Exception as e:
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logger.debug(f"设置配置到Redis失败 {key}: {e}")
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# 连接失败时，尝试重新连接
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try:
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self._redis_client.ping()
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self._redis_connected = True
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# 重试一次
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if isinstance(value, (dict, list, bool, int, float)):
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value_str = json.dumps(value, ensure_ascii=False)
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else:
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value_str = str(value)
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self._redis_client.hset(self._redis_hash_key, key, value_str)
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self._redis_client.expire(self._redis_hash_key, 3600)
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if self._legacy_hash_key:
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self._redis_client.hset(self._legacy_hash_key, key, value_str)
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self._redis_client.expire(self._legacy_hash_key, 3600)
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return True
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except:
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self._redis_connected = False
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return False
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def _load_all_to_redis(self):
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"""将所有配置加载到Redis"""
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if not self._redis_connected or not self._redis_client:
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return
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try:
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# 批量设置所有配置到Redis（账号维度）
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pipe = self._redis_client.pipeline()
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for key, value in self._cache.items():
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if isinstance(value, (dict, list, bool, int, float)):
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value_str = json.dumps(value, ensure_ascii=False)
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else:
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value_str = str(value)
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pipe.hset(self._redis_hash_key, key, value_str)
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pipe.expire(self._redis_hash_key, 3600)
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if self._legacy_hash_key:
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for key, value in self._cache.items():
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if isinstance(value, (dict, list, bool, int, float)):
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value_str = json.dumps(value, ensure_ascii=False)
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else:
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value_str = str(value)
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pipe.hset(self._legacy_hash_key, key, value_str)
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pipe.expire(self._legacy_hash_key, 3600)
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pipe.execute()
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logger.debug(f"已将 {len(self._cache)} 个配置项同步到Redis")
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except Exception as e:
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logger.debug(f"同步配置到Redis失败: {e}")
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def _load_from_db(self):
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"""从数据库加载配置（如果Redis中没有）"""
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if TradingConfig is None:
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logger.warning("TradingConfig未导入，无法从数据库加载配置")
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self._cache = {}
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return
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try:
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# 先尝试从Redis加载所有配置
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if self._redis_connected and self._redis_client:
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try:
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# 测试连接是否真正可用
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self._redis_client.ping()
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redis_configs = self._redis_client.hgetall(self._redis_hash_key)
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if (not redis_configs) and self._legacy_hash_key:
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redis_configs = self._redis_client.hgetall(self._legacy_hash_key)
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if redis_configs and len(redis_configs) > 0:
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# 解析Redis中的配置
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for key, value_str in redis_configs.items():
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self._cache[key] = self._coerce_redis_value(value_str)
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logger.info(f"从Redis加载了 {len(self._cache)} 个配置项")
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return
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else:
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# Redis中没有配置，需要从数据库加载并同步到Redis
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logger.debug("Redis中没有配置数据，从数据库加载并同步到Redis")
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except Exception as e:
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logger.debug(f"从Redis加载配置失败: {e}，回退到数据库")
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# 连接失败时，标记为未连接
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try:
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self._redis_client.ping()
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except:
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self._redis_connected = False
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# 从数据库加载配置（仅在Redis不可用或Redis中没有数据时）
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configs = TradingConfig.get_all(account_id=self.account_id)
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for config in configs:
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key = config['config_key']
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value = TradingConfig._convert_value(
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config['config_value'],
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config['config_type']
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)
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self._cache[key] = value
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# 同时写入Redis缓存
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self._set_to_redis(key, value)
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logger.info(f"从数据库加载了 {len(self._cache)} 个配置项，已同步到Redis")
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except Exception as e:
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logger.warning(f"从数据库加载配置失败，使用默认配置: {e}")
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self._cache = {}
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def get(self, key, default=None):
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"""获取配置值"""
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# 账号私有：API Key/Secret/Testnet 从 accounts 表读取（不走 trading_config）
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if key in ("BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET") and Account is not None:
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try:
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api_key, api_secret, use_testnet = Account.get_credentials(self.account_id)
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if key == "BINANCE_API_KEY":
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return api_key if api_key else default
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if key == "BINANCE_API_SECRET":
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return api_secret if api_secret else default
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return bool(use_testnet)
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except Exception:
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# 回退到后续逻辑（旧数据/无表）
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pass
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# 1. 优先从Redis缓存读取（最新）
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# 注意：只在Redis连接正常时尝试读取，避免频繁连接失败
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if self._redis_connected and self._redis_client:
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redis_value = self._get_from_redis(key)
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if redis_value is not None:
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# 同时更新本地缓存
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self._cache[key] = redis_value
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return redis_value
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# 2. 从本地缓存读取
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if key in self._cache:
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return self._cache[key]
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# 3. 从环境变量读取
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env_value = os.getenv(key)
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if env_value is not None:
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return env_value
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# 4. 返回默认值
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return default
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def set(self, key, value, config_type='string', category='general', description=None):
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"""设置配置（同时更新数据库、Redis缓存和本地缓存）"""
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# 账号私有：API Key/Secret/Testnet 写入 accounts 表
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if key in ("BINANCE_API_KEY", "BINANCE_API_SECRET", "USE_TESTNET") and Account is not None:
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try:
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if key == "BINANCE_API_KEY":
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Account.update_credentials(self.account_id, api_key=str(value or ""))
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elif key == "BINANCE_API_SECRET":
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Account.update_credentials(self.account_id, api_secret=str(value or ""))
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else:
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Account.update_credentials(self.account_id, use_testnet=bool(value))
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self._cache[key] = value
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return
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except Exception as e:
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logger.error(f"更新账号API配置失败: {e}")
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raise
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if TradingConfig is None:
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logger.warning("TradingConfig未导入，无法更新数据库配置")
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self._cache[key] = value
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# 仍然尝试更新Redis
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self._set_to_redis(key, value)
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return
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try:
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# 1. 更新数据库
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TradingConfig.set(key, value, config_type, category, description, account_id=self.account_id)
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# 2. 更新本地缓存
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self._cache[key] = value
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# 3. 更新Redis缓存（确保trading_system能立即读取到最新配置）
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self._set_to_redis(key, value)
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logger.info(f"配置已更新: {key} = {value} (已同步到数据库和Redis)")
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except Exception as e:
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logger.error(f"更新配置失败: {e}")
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raise
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def reload(self):
|
||
"""重新加载配置（优先从Redis，其次从数据库）"""
|
||
self._cache = {}
|
||
self._load_from_db()
|
||
|
||
def reload_from_redis(self):
|
||
"""强制从Redis重新加载配置（用于trading_system即时获取最新配置）"""
|
||
# 如果Redis不可用，不重新加载，保持现有缓存
|
||
if not self._redis_connected or not self._redis_client:
|
||
logger.debug("Redis未连接，跳过从Redis重新加载，保持现有缓存")
|
||
return
|
||
|
||
try:
|
||
# 测试连接是否真正可用
|
||
self._redis_client.ping()
|
||
except Exception as e:
|
||
logger.debug(f"Redis连接不可用: {e}，跳过从Redis重新加载")
|
||
self._redis_connected = False
|
||
return
|
||
|
||
try:
|
||
redis_configs = self._redis_client.hgetall(self._redis_hash_key)
|
||
if (not redis_configs) and self._legacy_hash_key:
|
||
redis_configs = self._redis_client.hgetall(self._legacy_hash_key)
|
||
if redis_configs and len(redis_configs) > 0:
|
||
self._cache = {} # 清空缓存
|
||
for key, value_str in redis_configs.items():
|
||
self._cache[key] = self._coerce_redis_value(value_str)
|
||
logger.debug(f"从Redis重新加载了 {len(self._cache)} 个配置项")
|
||
else:
|
||
# Redis中没有配置，但不回退到数据库（避免频繁从数据库加载）
|
||
logger.debug("Redis中没有配置数据，保持现有缓存")
|
||
except Exception as e:
|
||
logger.debug(f"从Redis重新加载配置失败: {e}，保持现有缓存")
|
||
# 连接失败时，标记为未连接
|
||
try:
|
||
self._redis_client.ping()
|
||
except:
|
||
self._redis_connected = False
|
||
|
||
def get_trading_config(self):
|
||
"""获取交易配置字典（兼容原有config.py的TRADING_CONFIG）"""
|
||
return {
|
||
# 仓位控制
|
||
'MAX_POSITION_PERCENT': self.get('MAX_POSITION_PERCENT', 0.08), # 提高单笔仓位到8%
|
||
'MAX_TOTAL_POSITION_PERCENT': self.get('MAX_TOTAL_POSITION_PERCENT', 0.40), # 提高总仓位到40%
|
||
'MIN_POSITION_PERCENT': self.get('MIN_POSITION_PERCENT', 0.02), # 提高最小仓位到2%
|
||
'MIN_MARGIN_USDT': self.get('MIN_MARGIN_USDT', 5.0), # 提高最小保证金到5美元
|
||
|
||
# 涨跌幅阈值
|
||
'MIN_CHANGE_PERCENT': self.get('MIN_CHANGE_PERCENT', 2.0),
|
||
'TOP_N_SYMBOLS': self.get('TOP_N_SYMBOLS', 10),
|
||
|
||
# 风险控制
|
||
'STOP_LOSS_PERCENT': self.get('STOP_LOSS_PERCENT', 0.10), # 默认10%
|
||
'TAKE_PROFIT_PERCENT': self.get('TAKE_PROFIT_PERCENT', 0.30), # 默认30%（盈亏比3:1）
|
||
'MIN_STOP_LOSS_PRICE_PCT': self.get('MIN_STOP_LOSS_PRICE_PCT', 0.02), # 默认2%
|
||
'MIN_TAKE_PROFIT_PRICE_PCT': self.get('MIN_TAKE_PROFIT_PRICE_PCT', 0.03), # 默认3%
|
||
'USE_ATR_STOP_LOSS': self.get('USE_ATR_STOP_LOSS', True), # 是否使用ATR动态止损
|
||
'ATR_STOP_LOSS_MULTIPLIER': self.get('ATR_STOP_LOSS_MULTIPLIER', 1.8), # ATR止损倍数（1.5-2倍）
|
||
'ATR_TAKE_PROFIT_MULTIPLIER': self.get('ATR_TAKE_PROFIT_MULTIPLIER', 3.0), # ATR止盈倍数（3倍ATR）
|
||
'RISK_REWARD_RATIO': self.get('RISK_REWARD_RATIO', 3.0), # 盈亏比（止损距离的倍数）
|
||
'ATR_PERIOD': self.get('ATR_PERIOD', 14), # ATR计算周期
|
||
'USE_DYNAMIC_ATR_MULTIPLIER': self.get('USE_DYNAMIC_ATR_MULTIPLIER', False), # 是否根据波动率动态调整ATR倍数
|
||
'ATR_MULTIPLIER_MIN': self.get('ATR_MULTIPLIER_MIN', 1.5), # 动态ATR倍数最小值
|
||
'ATR_MULTIPLIER_MAX': self.get('ATR_MULTIPLIER_MAX', 2.5), # 动态ATR倍数最大值
|
||
|
||
# 市场扫描（1小时主周期）
|
||
'SCAN_INTERVAL': self.get('SCAN_INTERVAL', 3600), # 1小时
|
||
'TOP_N_SYMBOLS': self.get('TOP_N_SYMBOLS', 10), # 每次扫描后处理的交易对数量
|
||
'MAX_SCAN_SYMBOLS': self.get('MAX_SCAN_SYMBOLS', 500), # 扫描的最大交易对数量（0表示扫描所有）
|
||
'KLINE_INTERVAL': self.get('KLINE_INTERVAL', '1h'),
|
||
'PRIMARY_INTERVAL': self.get('PRIMARY_INTERVAL', '1h'),
|
||
'CONFIRM_INTERVAL': self.get('CONFIRM_INTERVAL', '4h'),
|
||
'ENTRY_INTERVAL': self.get('ENTRY_INTERVAL', '15m'),
|
||
|
||
# 过滤条件
|
||
'MIN_VOLUME_24H': self.get('MIN_VOLUME_24H', 10000000),
|
||
'MIN_VOLATILITY': self.get('MIN_VOLATILITY', 0.02),
|
||
|
||
# 高胜率策略参数
|
||
'MIN_SIGNAL_STRENGTH': self.get('MIN_SIGNAL_STRENGTH', 5),
|
||
'LEVERAGE': self.get('LEVERAGE', 10),
|
||
'USE_DYNAMIC_LEVERAGE': self.get('USE_DYNAMIC_LEVERAGE', True),
|
||
'MAX_LEVERAGE': self.get('MAX_LEVERAGE', 15), # 降低到15，更保守，配合更大的保证金
|
||
'USE_TRAILING_STOP': self.get('USE_TRAILING_STOP', True),
|
||
'TRAILING_STOP_ACTIVATION': self.get('TRAILING_STOP_ACTIVATION', 0.10), # 默认10%（给趋势更多空间）
|
||
'TRAILING_STOP_PROTECT': self.get('TRAILING_STOP_PROTECT', 0.05), # 默认5%（保护更多利润）
|
||
|
||
# 自动交易过滤（用于提升胜率/控频）
|
||
# 说明：这两个 key 需要出现在 TRADING_CONFIG 中，否则 trading_system 在每次 reload_from_redis 后会丢失它们，
|
||
# 导致始终按默认值拦截自动交易（用户在配置页怎么开都没用）。
|
||
'AUTO_TRADE_ONLY_TRENDING': self.get('AUTO_TRADE_ONLY_TRENDING', True),
|
||
'AUTO_TRADE_ALLOW_4H_NEUTRAL': self.get('AUTO_TRADE_ALLOW_4H_NEUTRAL', False),
|
||
|
||
# 智能入场/限价偏移（部分逻辑会直接读取 TRADING_CONFIG）
|
||
'LIMIT_ORDER_OFFSET_PCT': self.get('LIMIT_ORDER_OFFSET_PCT', 0.5),
|
||
'SMART_ENTRY_ENABLED': self.get('SMART_ENTRY_ENABLED', False),
|
||
'SMART_ENTRY_STRONG_SIGNAL': self.get('SMART_ENTRY_STRONG_SIGNAL', 8),
|
||
'ENTRY_SYMBOL_COOLDOWN_SEC': self.get('ENTRY_SYMBOL_COOLDOWN_SEC', 120),
|
||
'ENTRY_TIMEOUT_SEC': self.get('ENTRY_TIMEOUT_SEC', 180),
|
||
'ENTRY_STEP_WAIT_SEC': self.get('ENTRY_STEP_WAIT_SEC', 15),
|
||
'ENTRY_CHASE_MAX_STEPS': self.get('ENTRY_CHASE_MAX_STEPS', 4),
|
||
'ENTRY_MARKET_FALLBACK_AFTER_SEC': self.get('ENTRY_MARKET_FALLBACK_AFTER_SEC', 45),
|
||
'ENTRY_CONFIRM_TIMEOUT_SEC': self.get('ENTRY_CONFIRM_TIMEOUT_SEC', 30),
|
||
'ENTRY_MAX_DRIFT_PCT_TRENDING': self.get('ENTRY_MAX_DRIFT_PCT_TRENDING', 0.6),
|
||
'ENTRY_MAX_DRIFT_PCT_RANGING': self.get('ENTRY_MAX_DRIFT_PCT_RANGING', 0.3),
|
||
|
||
}
|
||
|
||
def _sync_to_redis(self):
|
||
"""将配置同步到Redis缓存（账号维度）"""
|
||
if not self._redis_connected or not self._redis_client:
|
||
return
|
||
try:
|
||
payload = {k: json.dumps(v) for k, v in self._cache.items()}
|
||
self._redis_client.hset(self._redis_hash_key, mapping=payload)
|
||
self._redis_client.expire(self._redis_hash_key, 3600)
|
||
if self._legacy_hash_key:
|
||
self._redis_client.hset(self._legacy_hash_key, mapping=payload)
|
||
self._redis_client.expire(self._legacy_hash_key, 3600)
|
||
except Exception as e:
|
||
logger.debug(f"同步配置到Redis失败: {e}")
|
||
|
||
# 全局配置管理器实例（默认账号；trading_system 进程可通过 ATS_ACCOUNT_ID 指定）
|
||
try:
|
||
_default_account_id = int(os.getenv("ATS_ACCOUNT_ID") or os.getenv("ACCOUNT_ID") or 1)
|
||
except Exception:
|
||
_default_account_id = 1
|
||
config_manager = ConfigManager.for_account(_default_account_id)
|
||
|
||
# 兼容原有config.py的接口
|
||
def get_config(key, default=None):
|
||
"""获取配置（兼容函数）"""
|
||
return config_manager.get(key, default)
|
||
|
||
def get_trading_config():
|
||
"""获取交易配置（兼容函数）"""
|
||
return config_manager.get_trading_config()
|