511 lines
21 KiB
Python
511 lines
21 KiB
Python
"""
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数据库模型定义
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"""
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from database.connection import db
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from datetime import datetime, timezone, timedelta
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import json
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import logging
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# 北京时间时区（UTC+8）
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BEIJING_TZ = timezone(timedelta(hours=8))
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def get_beijing_time():
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"""获取当前北京时间（UTC+8）"""
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return datetime.now(BEIJING_TZ).replace(tzinfo=None)
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logger = logging.getLogger(__name__)
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class TradingConfig:
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"""交易配置模型"""
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@staticmethod
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def get_all():
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"""获取所有配置"""
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return db.execute_query(
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"SELECT * FROM trading_config ORDER BY category, config_key"
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)
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@staticmethod
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def get(key):
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"""获取单个配置"""
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return db.execute_one(
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"SELECT * FROM trading_config WHERE config_key = %s",
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(key,)
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)
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@staticmethod
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def set(key, value, config_type, category, description=None):
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"""设置配置"""
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value_str = TradingConfig._convert_to_string(value, config_type)
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db.execute_update(
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"""INSERT INTO trading_config
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(config_key, config_value, config_type, category, description)
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VALUES (%s, %s, %s, %s, %s)
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ON DUPLICATE KEY UPDATE
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config_value = VALUES(config_value),
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config_type = VALUES(config_type),
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category = VALUES(category),
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description = VALUES(description),
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updated_at = CURRENT_TIMESTAMP""",
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(key, value_str, config_type, category, description)
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)
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@staticmethod
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def get_value(key, default=None):
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"""获取配置值（自动转换类型）"""
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result = TradingConfig.get(key)
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if result:
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return TradingConfig._convert_value(result['config_value'], result['config_type'])
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return default
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@staticmethod
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def _convert_value(value, config_type):
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"""转换配置值类型"""
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if config_type == 'number':
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try:
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return float(value) if '.' in str(value) else int(value)
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except:
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return 0
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elif config_type == 'boolean':
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return str(value).lower() in ('true', '1', 'yes', 'on')
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elif config_type == 'json':
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try:
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return json.loads(value)
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except:
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return {}
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return value
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@staticmethod
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def _convert_to_string(value, config_type):
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"""转换值为字符串"""
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if config_type == 'json':
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return json.dumps(value, ensure_ascii=False)
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return str(value)
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class Trade:
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"""交易记录模型"""
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@staticmethod
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def create(symbol, side, quantity, entry_price, leverage=10, entry_reason=None, entry_order_id=None):
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"""创建交易记录（使用北京时间）
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Args:
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symbol: 交易对
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side: 方向
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quantity: 数量
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entry_price: 入场价
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leverage: 杠杆
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entry_reason: 入场原因
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entry_order_id: 币安开仓订单号（可选，用于对账）
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"""
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entry_time = get_beijing_time()
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db.execute_update(
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"""INSERT INTO trades
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(symbol, side, quantity, entry_price, leverage, entry_reason, status, entry_time, entry_order_id)
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VALUES (%s, %s, %s, %s, %s, %s, 'open', %s, %s)""",
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(symbol, side, quantity, entry_price, leverage, entry_reason, entry_time, entry_order_id)
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)
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return db.execute_one("SELECT LAST_INSERT_ID() as id")['id']
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@staticmethod
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def update_exit(trade_id, exit_price, exit_reason, pnl, pnl_percent, exit_order_id=None, strategy_type=None, duration_minutes=None):
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"""更新平仓信息（使用北京时间）
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Args:
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trade_id: 交易记录ID
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exit_price: 出场价
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exit_reason: 平仓原因
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pnl: 盈亏
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pnl_percent: 盈亏百分比
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exit_order_id: 币安平仓订单号（可选，用于对账）
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注意：如果 exit_order_id 已存在且属于其他交易记录，会跳过更新 exit_order_id 以避免唯一约束冲突
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"""
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exit_time = get_beijing_time()
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# 如果提供了 exit_order_id，先检查是否已被其他交易记录使用
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if exit_order_id is not None:
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try:
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existing_trade = Trade.get_by_exit_order_id(exit_order_id)
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if existing_trade:
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if existing_trade['id'] == trade_id:
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# 如果 exit_order_id 属于当前交易记录，说明已经更新过了，直接返回
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logger.debug(f"交易记录 {trade_id} 的 exit_order_id {exit_order_id} 已存在，跳过更新")
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return
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else:
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# 如果 exit_order_id 已被其他交易记录使用，记录警告但不更新 exit_order_id
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logger.warning(
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f"交易记录 {trade_id} 的 exit_order_id {exit_order_id} 已被交易记录 {existing_trade['id']} 使用，"
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f"跳过更新 exit_order_id，只更新其他字段"
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)
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# 只更新其他字段，不更新 exit_order_id
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update_fields = [
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"exit_price = %s", "exit_time = %s",
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"exit_reason = %s", "pnl = %s", "pnl_percent = %s", "status = 'closed'"
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]
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update_values = [exit_price, exit_time, exit_reason, pnl, pnl_percent]
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if strategy_type is not None:
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update_fields.append("strategy_type = %s")
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update_values.append(strategy_type)
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if duration_minutes is not None:
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update_fields.append("duration_minutes = %s")
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update_values.append(duration_minutes)
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update_values.append(trade_id)
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db.execute_update(
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f"UPDATE trades SET {', '.join(update_fields)} WHERE id = %s",
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tuple(update_values)
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)
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return
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except Exception as e:
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# 如果查询失败，记录警告但继续正常更新
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logger.warning(f"检查 exit_order_id {exit_order_id} 时出错: {e}，继续正常更新")
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# 正常更新（包括 exit_order_id）
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try:
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update_fields = [
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"exit_price = %s", "exit_time = %s",
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"exit_reason = %s", "pnl = %s", "pnl_percent = %s", "status = 'closed'",
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"exit_order_id = %s"
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]
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update_values = [exit_price, exit_time, exit_reason, pnl, pnl_percent, exit_order_id]
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if strategy_type is not None:
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update_fields.append("strategy_type = %s")
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update_values.append(strategy_type)
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if duration_minutes is not None:
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update_fields.append("duration_minutes = %s")
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update_values.append(duration_minutes)
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update_values.append(trade_id)
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db.execute_update(
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f"UPDATE trades SET {', '.join(update_fields)} WHERE id = %s",
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tuple(update_values)
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)
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except Exception as e:
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# 如果更新失败（可能是唯一约束冲突），尝试不更新 exit_order_id
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error_str = str(e)
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if "Duplicate entry" in error_str and "exit_order_id" in error_str:
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logger.warning(
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f"更新交易记录 {trade_id} 时 exit_order_id {exit_order_id} 唯一约束冲突，"
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f"尝试不更新 exit_order_id"
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)
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# 只更新其他字段，不更新 exit_order_id
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update_fields = [
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"exit_price = %s", "exit_time = %s",
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"exit_reason = %s", "pnl = %s", "pnl_percent = %s", "status = 'closed'"
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]
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update_values = [exit_price, exit_time, exit_reason, pnl, pnl_percent]
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if strategy_type is not None:
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update_fields.append("strategy_type = %s")
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update_values.append(strategy_type)
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if duration_minutes is not None:
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update_fields.append("duration_minutes = %s")
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update_values.append(duration_minutes)
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update_values.append(trade_id)
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db.execute_update(
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f"UPDATE trades SET {', '.join(update_fields)} WHERE id = %s",
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tuple(update_values)
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)
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else:
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# 其他错误，重新抛出
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raise
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@staticmethod
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def get_by_entry_order_id(entry_order_id):
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"""根据开仓订单号获取交易记录"""
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return db.execute_one(
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"SELECT * FROM trades WHERE entry_order_id = %s",
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(entry_order_id,)
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)
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@staticmethod
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def get_by_exit_order_id(exit_order_id):
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"""根据平仓订单号获取交易记录"""
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return db.execute_one(
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"SELECT * FROM trades WHERE exit_order_id = %s",
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(exit_order_id,)
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)
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@staticmethod
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def get_all(start_date=None, end_date=None, symbol=None, status=None, trade_type=None, exit_reason=None):
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"""获取交易记录"""
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query = "SELECT * FROM trades WHERE 1=1"
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params = []
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if start_date:
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query += " AND created_at >= %s"
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params.append(start_date)
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if end_date:
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query += " AND created_at <= %s"
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params.append(end_date)
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if symbol:
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query += " AND symbol = %s"
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params.append(symbol)
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if status:
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query += " AND status = %s"
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params.append(status)
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if trade_type:
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query += " AND side = %s"
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params.append(trade_type)
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if exit_reason:
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query += " AND exit_reason = %s"
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params.append(exit_reason)
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# 按平仓时间倒序排序，如果没有平仓时间则按入场时间倒序
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# query += " ORDER BY COALESCE(exit_time, entry_time) DESC, entry_time DESC"
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query += " ORDER BY id DESC"
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return db.execute_query(query, params)
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@staticmethod
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def get_by_symbol(symbol, status='open'):
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"""根据交易对获取持仓"""
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return db.execute_query(
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"SELECT * FROM trades WHERE symbol = %s AND status = %s",
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(symbol, status)
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)
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class AccountSnapshot:
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"""账户快照模型"""
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@staticmethod
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def create(total_balance, available_balance, total_position_value, total_pnl, open_positions):
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"""创建账户快照（使用北京时间）"""
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snapshot_time = get_beijing_time()
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db.execute_update(
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"""INSERT INTO account_snapshots
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(total_balance, available_balance, total_position_value, total_pnl, open_positions, snapshot_time)
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VALUES (%s, %s, %s, %s, %s, %s)""",
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(total_balance, available_balance, total_position_value, total_pnl, open_positions, snapshot_time)
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)
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@staticmethod
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def get_recent(days=7):
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"""获取最近的快照"""
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return db.execute_query(
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"""SELECT * FROM account_snapshots
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WHERE snapshot_time >= DATE_SUB(NOW(), INTERVAL %s DAY)
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ORDER BY snapshot_time DESC""",
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(days,)
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)
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class MarketScan:
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"""市场扫描记录模型"""
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@staticmethod
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def create(symbols_scanned, symbols_found, top_symbols, scan_duration):
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"""创建扫描记录（使用北京时间）"""
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scan_time = get_beijing_time()
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db.execute_update(
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"""INSERT INTO market_scans
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(symbols_scanned, symbols_found, top_symbols, scan_duration, scan_time)
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VALUES (%s, %s, %s, %s, %s)""",
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(symbols_scanned, symbols_found, json.dumps(top_symbols), scan_duration, scan_time)
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)
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@staticmethod
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def get_recent(limit=100):
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"""获取最近的扫描记录"""
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return db.execute_query(
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"SELECT * FROM market_scans ORDER BY scan_time DESC LIMIT %s",
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(limit,)
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)
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class TradingSignal:
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"""交易信号模型"""
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@staticmethod
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def create(symbol, signal_direction, signal_strength, signal_reason,
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rsi=None, macd_histogram=None, market_regime=None):
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"""创建交易信号（使用北京时间）"""
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signal_time = get_beijing_time()
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db.execute_update(
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"""INSERT INTO trading_signals
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(symbol, signal_direction, signal_strength, signal_reason,
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rsi, macd_histogram, market_regime, signal_time)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s)""",
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(symbol, signal_direction, signal_strength, signal_reason,
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rsi, macd_histogram, market_regime, signal_time)
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)
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@staticmethod
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def mark_executed(signal_id):
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"""标记信号已执行"""
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db.execute_update(
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"UPDATE trading_signals SET executed = TRUE WHERE id = %s",
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(signal_id,)
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)
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@staticmethod
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def get_recent(limit=100):
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"""获取最近的信号"""
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return db.execute_query(
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"SELECT * FROM trading_signals ORDER BY signal_time DESC LIMIT %s",
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(limit,)
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)
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class TradeRecommendation:
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"""推荐交易对模型"""
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@staticmethod
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def create(
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symbol, direction, current_price, change_percent, recommendation_reason,
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signal_strength, market_regime=None, trend_4h=None,
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rsi=None, macd_histogram=None,
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bollinger_upper=None, bollinger_middle=None, bollinger_lower=None,
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ema20=None, ema50=None, ema20_4h=None, atr=None,
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suggested_stop_loss=None, suggested_take_profit_1=None, suggested_take_profit_2=None,
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suggested_position_percent=None, suggested_leverage=10,
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order_type='LIMIT', suggested_limit_price=None,
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volume_24h=None, volatility=None, notes=None
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):
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"""创建推荐记录（使用北京时间）"""
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recommendation_time = get_beijing_time()
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# 默认24小时后过期
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expires_at = recommendation_time + timedelta(hours=24)
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# 检查字段是否存在（兼容旧数据库schema）
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try:
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db.execute_one("SELECT order_type FROM trade_recommendations LIMIT 1")
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has_order_fields = True
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except:
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has_order_fields = False
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if has_order_fields:
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db.execute_update(
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"""INSERT INTO trade_recommendations
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(symbol, direction, recommendation_time, current_price, change_percent,
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recommendation_reason, signal_strength, market_regime, trend_4h,
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rsi, macd_histogram, bollinger_upper, bollinger_middle, bollinger_lower,
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ema20, ema50, ema20_4h, atr,
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suggested_stop_loss, suggested_take_profit_1, suggested_take_profit_2,
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suggested_position_percent, suggested_leverage,
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order_type, suggested_limit_price,
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volume_24h, volatility, expires_at, notes)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)""",
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(symbol, direction, recommendation_time, current_price, change_percent,
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recommendation_reason, signal_strength, market_regime, trend_4h,
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rsi, macd_histogram, bollinger_upper, bollinger_middle, bollinger_lower,
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ema20, ema50, ema20_4h, atr,
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suggested_stop_loss, suggested_take_profit_1, suggested_take_profit_2,
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suggested_position_percent, suggested_leverage,
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order_type, suggested_limit_price,
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volume_24h, volatility, expires_at, notes)
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)
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else:
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# 兼容旧schema
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db.execute_update(
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"""INSERT INTO trade_recommendations
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(symbol, direction, recommendation_time, current_price, change_percent,
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recommendation_reason, signal_strength, market_regime, trend_4h,
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rsi, macd_histogram, bollinger_upper, bollinger_middle, bollinger_lower,
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ema20, ema50, ema20_4h, atr,
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suggested_stop_loss, suggested_take_profit_1, suggested_take_profit_2,
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suggested_position_percent, suggested_leverage,
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volume_24h, volatility, expires_at, notes)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)""",
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(symbol, direction, recommendation_time, current_price, change_percent,
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recommendation_reason, signal_strength, market_regime, trend_4h,
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rsi, macd_histogram, bollinger_upper, bollinger_middle, bollinger_lower,
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ema20, ema50, ema20_4h, atr,
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suggested_stop_loss, suggested_take_profit_1, suggested_take_profit_2,
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suggested_position_percent, suggested_leverage,
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volume_24h, volatility, expires_at, notes)
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)
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return db.execute_one("SELECT LAST_INSERT_ID() as id")['id']
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@staticmethod
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def mark_executed(recommendation_id, trade_id=None, execution_result='success'):
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"""标记推荐已执行"""
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executed_at = get_beijing_time()
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db.execute_update(
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"""UPDATE trade_recommendations
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SET status = 'executed', executed_at = %s, execution_result = %s, execution_trade_id = %s
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WHERE id = %s""",
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(executed_at, execution_result, trade_id, recommendation_id)
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)
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@staticmethod
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def mark_expired(recommendation_id):
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"""标记推荐已过期"""
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db.execute_update(
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"UPDATE trade_recommendations SET status = 'expired' WHERE id = %s",
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(recommendation_id,)
|
||
)
|
||
|
||
@staticmethod
|
||
def mark_cancelled(recommendation_id, notes=None):
|
||
"""标记推荐已取消"""
|
||
db.execute_update(
|
||
"UPDATE trade_recommendations SET status = 'cancelled', notes = %s WHERE id = %s",
|
||
(notes, recommendation_id)
|
||
)
|
||
|
||
@staticmethod
|
||
def get_all(status=None, direction=None, limit=100, start_date=None, end_date=None):
|
||
"""获取推荐记录"""
|
||
query = "SELECT * FROM trade_recommendations WHERE 1=1"
|
||
params = []
|
||
|
||
if status:
|
||
query += " AND status = %s"
|
||
params.append(status)
|
||
if direction:
|
||
query += " AND direction = %s"
|
||
params.append(direction)
|
||
if start_date:
|
||
query += " AND recommendation_time >= %s"
|
||
params.append(start_date)
|
||
if end_date:
|
||
query += " AND recommendation_time <= %s"
|
||
params.append(end_date)
|
||
|
||
query += " ORDER BY recommendation_time DESC, signal_strength DESC LIMIT %s"
|
||
params.append(limit)
|
||
|
||
return db.execute_query(query, params)
|
||
|
||
@staticmethod
|
||
def get_active():
|
||
"""获取当前有效的推荐（未过期、未执行、未取消）
|
||
同一交易对只返回最新的推荐（去重）
|
||
"""
|
||
return db.execute_query(
|
||
"""SELECT t1.* FROM trade_recommendations t1
|
||
INNER JOIN (
|
||
SELECT symbol, MAX(recommendation_time) as max_time
|
||
FROM trade_recommendations
|
||
WHERE status = 'active' AND (expires_at IS NULL OR expires_at > NOW())
|
||
GROUP BY symbol
|
||
) t2 ON t1.symbol = t2.symbol AND t1.recommendation_time = t2.max_time
|
||
WHERE t1.status = 'active' AND (t1.expires_at IS NULL OR t1.expires_at > NOW())
|
||
ORDER BY t1.signal_strength DESC, t1.recommendation_time DESC"""
|
||
)
|
||
|
||
@staticmethod
|
||
def get_by_id(recommendation_id):
|
||
"""根据ID获取推荐"""
|
||
return db.execute_one(
|
||
"SELECT * FROM trade_recommendations WHERE id = %s",
|
||
(recommendation_id,)
|
||
)
|
||
|
||
@staticmethod
|
||
def get_by_symbol(symbol, limit=10):
|
||
"""根据交易对获取推荐记录"""
|
||
return db.execute_query(
|
||
"""SELECT * FROM trade_recommendations
|
||
WHERE symbol = %s
|
||
ORDER BY recommendation_time DESC LIMIT %s""",
|
||
(symbol, limit)
|
||
)
|