357 lines
13 KiB
Python
357 lines
13 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):
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"""创建交易记录（使用北京时间）"""
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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)
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VALUES (%s, %s, %s, %s, %s, %s, 'open', %s)""",
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(symbol, side, quantity, entry_price, leverage, entry_reason, entry_time)
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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):
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"""更新平仓信息（使用北京时间）"""
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exit_time = get_beijing_time()
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db.execute_update(
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"""UPDATE trades
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SET exit_price = %s, exit_time = %s,
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exit_reason = %s, pnl = %s, pnl_percent = %s, status = 'closed'
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WHERE id = %s""",
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(exit_price, exit_time, exit_reason, pnl, pnl_percent, trade_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 entry_time >= %s"
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params.append(start_date)
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if end_date:
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query += " AND entry_time <= %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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query += " ORDER BY entry_time 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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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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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,)
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)
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@staticmethod
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def mark_cancelled(recommendation_id, notes=None):
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"""标记推荐已取消"""
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db.execute_update(
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"UPDATE trade_recommendations SET status = 'cancelled', notes = %s WHERE id = %s",
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(notes, recommendation_id)
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)
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@staticmethod
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def get_all(status=None, direction=None, limit=100, start_date=None, end_date=None):
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"""获取推荐记录"""
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query = "SELECT * FROM trade_recommendations WHERE 1=1"
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params = []
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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 direction:
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query += " AND direction = %s"
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params.append(direction)
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if start_date:
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query += " AND recommendation_time >= %s"
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params.append(start_date)
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if end_date:
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query += " AND recommendation_time <= %s"
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params.append(end_date)
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query += " ORDER BY recommendation_time DESC, signal_strength DESC LIMIT %s"
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params.append(limit)
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return db.execute_query(query, params)
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@staticmethod
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def get_active():
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"""获取当前有效的推荐（未过期、未执行、未取消）
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同一交易对只返回最新的推荐（去重）
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"""
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return db.execute_query(
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"""SELECT t1.* FROM trade_recommendations t1
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INNER JOIN (
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SELECT symbol, MAX(recommendation_time) as max_time
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FROM trade_recommendations
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WHERE status = 'active' AND (expires_at IS NULL OR expires_at > NOW())
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GROUP BY symbol
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) t2 ON t1.symbol = t2.symbol AND t1.recommendation_time = t2.max_time
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WHERE t1.status = 'active' AND (t1.expires_at IS NULL OR t1.expires_at > NOW())
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ORDER BY t1.signal_strength DESC, t1.recommendation_time DESC"""
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)
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@staticmethod
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def get_by_id(recommendation_id):
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"""根据ID获取推荐"""
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return db.execute_one(
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"SELECT * FROM trade_recommendations WHERE id = %s",
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(recommendation_id,)
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)
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@staticmethod
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def get_by_symbol(symbol, limit=10):
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"""根据交易对获取推荐记录"""
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return db.execute_query(
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"""SELECT * FROM trade_recommendations
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WHERE symbol = %s
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ORDER BY recommendation_time DESC LIMIT %s""",
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(symbol, limit)
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)
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