mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
412 lines
14 KiB
Python
412 lines
14 KiB
Python
#!/usr/bin/env python3
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"""
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交易信号处理器 - 一体化脚本
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用法:
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python3 trade_signal_handler.py signal "【币种】BTCUSDT|永续|10x\n【方向】做多\n【仓位】0.5 BTC"
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python3 trade_signal_handler.py confirm BTC
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python3 trade_signal_handler.py cancel BTC
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python3 trade_signal_handler.py status
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"""
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import re
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import os
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import sys
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import json
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import time
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import glob
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import subprocess
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SCRIPT_DIR = os.path.dirname(os.path.abspath(__file__))
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ADVISOR_SCRIPT = os.path.join(SCRIPT_DIR, "okx_position_advisor.py")
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SIGNAL_DB_SCRIPT = os.path.join(SCRIPT_DIR, "signal_db.py")
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PENDING_DIR = os.path.expanduser("~/.hermes/trading/pending")
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os.makedirs(PENDING_DIR, exist_ok=True)
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def log_signal_to_db(signal_text):
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"""Log signal to history database, return signal_id or None"""
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try:
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result = subprocess.run(
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[sys.executable, SIGNAL_DB_SCRIPT, "log", signal_text],
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capture_output=True, text=True, timeout=10,
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)
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if result.returncode == 0:
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return json.loads(result.stdout).get("id")
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except Exception:
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pass
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return None
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def update_signal_outcome(signal_id, outcome, detail=""):
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"""Update signal outcome in database"""
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if not signal_id:
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return
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try:
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subprocess.run(
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[sys.executable, SIGNAL_DB_SCRIPT, "update", str(signal_id), outcome, detail],
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capture_output=True, text=True, timeout=10,
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)
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except Exception:
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pass
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def parse_signal(text):
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"""Parse trading signal text, extract symbol/direction/leverage/size"""
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result = {}
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# 币种: BTCUSDT|永续|10x or 【币种】BTCUSDT
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symbol_match = re.search(r'(?:【币种】|币种[：:]\s*)(\w+)', text)
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if not symbol_match:
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symbol_match = re.search(r'([A-Z]{2,10})USDT', text)
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if symbol_match:
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raw = symbol_match.group(1).upper()
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raw = raw.replace("USDT", "").replace("/USDT", "").replace(":USDT", "")
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result["symbol"] = raw
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else:
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return None
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# 方向
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if re.search(r'(做空|卖出|short|sell|空单|开空)', text, re.IGNORECASE):
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result["side"] = "short"
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elif re.search(r'(做多|买入|long|buy|多单|开多)', text, re.IGNORECASE):
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result["side"] = "long"
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else:
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return None
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# 杠杆
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lev_match = re.search(r'(\d+)\s*[xX倍]', text)
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result["leverage"] = int(lev_match.group(1)) if lev_match else 10
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# 仓位数量
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size_match = re.search(r'(?:【仓位】|仓位[：:]\s*)([\d,.]+)\s*(\w+)', text)
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if size_match:
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result["raw_size"] = float(size_match.group(1).replace(",", ""))
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result["raw_unit"] = size_match.group(2)
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# 是否加仓/平仓
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result["is_add"] = bool(re.search(r'(加仓|追仓)', text))
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result["is_close"] = bool(re.search(r'(平仓|止盈|止损|close|全平)', text, re.IGNORECASE))
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return result
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def save_pending(symbol, rec_json, signal_text, signal_id=None):
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"""Save pending recommendation to file"""
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path = os.path.join(PENDING_DIR, f"{symbol.upper()}.json")
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data = {
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"symbol": symbol.upper(),
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"rec": rec_json,
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"signal": signal_text,
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"signal_id": signal_id,
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"timestamp": time.time(),
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"time_str": time.strftime("%Y-%m-%d %H:%M:%S"),
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}
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with open(path, "w") as f:
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json.dump(data, f, ensure_ascii=False, indent=2)
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return path
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def load_pending(symbol):
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"""Load pending recommendation"""
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path = os.path.join(PENDING_DIR, f"{symbol.upper()}.json")
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if not os.path.exists(path):
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return None
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with open(path) as f:
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return json.load(f)
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def remove_pending(symbol):
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"""Remove pending recommendation"""
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path = os.path.join(PENDING_DIR, f"{symbol.upper()}.json")
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if os.path.exists(path):
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os.remove(path)
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def run_advisor(symbol, side, leverage):
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"""Run the advisor script and return JSON result"""
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cmd = [
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sys.executable, ADVISOR_SCRIPT,
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"--symbol", symbol,
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"--side", side,
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"--leverage", str(leverage),
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"--json",
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]
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env = os.environ.copy()
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# Source bashrc to get OKX credentials
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result = subprocess.run(
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["bash", "-c", f"source ~/.bashrc && {' '.join(cmd)}"],
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capture_output=True, text=True, timeout=30,
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)
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if result.returncode != 0:
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return {"error": result.stderr.strip() or "Advisor script failed"}
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try:
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return json.loads(result.stdout)
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except json.JSONDecodeError:
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return {"error": f"Invalid JSON output: {result.stdout[:200]}"}
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def execute_trade(rec_json):
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"""Execute the trade using the advisor script"""
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import shlex
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rec_str = json.dumps(rec_json, ensure_ascii=False)
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symbol = rec_json.get("symbol", "").split("/")[0]
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side = rec_json.get("side", "")
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cmd = f"source ~/.bashrc && python3 {ADVISOR_SCRIPT} --symbol {symbol} --side {side} --execute --json --rec-json {shlex.quote(rec_str)}"
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result = subprocess.run(
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["bash", "-c", cmd],
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capture_output=True, text=True, timeout=60,
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)
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if result.returncode != 0:
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return {"error": result.stderr.strip() or "Execution failed"}
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try:
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return json.loads(result.stdout)
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except json.JSONDecodeError:
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return {"raw": result.stdout.strip()}
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def format_recommendation(rec, signal_text=""):
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"""Format recommendation for user display"""
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symbol = rec.get("symbol", "?")
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side = rec.get("side", "?")
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side_cn = "做多" if side in ("long", "buy") else "做空"
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leverage = rec.get("leverage", 10)
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contracts = rec.get("contracts", 0)
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entry = rec.get("entry_price", 0)
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tp = rec.get("tp_price", 0)
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sl = rec.get("sl_price", 0)
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margin = rec.get("margin_used", 0)
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balance = rec.get("balance", 0)
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margin_pct = rec.get("margin_pct", 0)
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tp_pct = rec.get("tp_pct", 0) # 标的价格变动%
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sl_pct = rec.get("sl_pct", 0)
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tp_pnl = rec.get("tp_pnl", 0)
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sl_pnl = rec.get("sl_pnl", 0)
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# 保证金收益率
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tp_margin_pct = (tp_pnl / margin * 100) if margin > 0 else 0
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sl_margin_pct = (sl_pnl / margin * 100) if margin > 0 else 0
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liq_price = rec.get("liq_price", 0)
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liq_pct = rec.get("liq_pct", 0)
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rr = rec.get("rr_ratio", 0)
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lines = [
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f"📊 **{symbol}USDT {side_cn}** - 仓位推荐",
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"",
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f"💰 可用余额: {balance:.2f} USDT",
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f"📈 当前价: **{entry}**",
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"",
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"**开仓方案:**",
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f"• 方向: {side_cn}",
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f"• 杠杆: **{leverage}x**",
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f"• 张数: **{contracts}张**",
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f"• 保证金: {margin:.2f} USDT ({margin_pct:.0f}%)",
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"",
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"**止盈止损:**",
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f"• 🎯 止盈: **{tp}** (保证金+{tp_margin_pct:.0f}%) → +{tp_pnl:.2f} USDT",
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f"• 🛑 止损: **{sl}** (保证金-{sl_margin_pct:.0f}%) → -{sl_pnl:.2f} USDT",
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f"• 📐 盈亏比: **{rr:.1f}:1**",
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]
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if liq_price:
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lines.append(f"• ⚠️ 清算价: {liq_price} (距离 {liq_pct:.1f}%)")
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lines.extend([
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"",
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"回复 **Y** 确认下单",
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"回复 **N** 取消",
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])
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return "\n".join(lines)
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def format_execution_result(result, symbol, side):
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"""Format execution result for user display"""
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if "error" in result:
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return f"❌ **{symbol}USDT 下单失败**\n\n{result['error']}"
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side_cn = "做多" if side in ("long", "buy") else "做空"
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lines = [f"✅ **{symbol}USDT {side_cn} 开仓成功**"]
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# Parse steps
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for step in result.get('steps', []):
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if step['step'] == 'leverage':
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if step['status'] == 'ok':
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lines.append("✅ 杠杆设置成功")
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else:
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lines.append(f"⚠️ 杠杆: {step.get('msg', '')}")
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elif step['step'] == 'order':
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if step['status'] == 'ok':
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lines.append(f"✅ 下单成功 (ID: {step['order_id']})")
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else:
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lines.append(f"❌ 下单失败: {step.get('msg', '')}")
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return '\n'.join(lines)
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elif step['step'] == 'tp_sl':
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if step['status'] == 'ok':
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lines.append(f"✅ 止盈止损设置成功 (ID: {step['algo_id']})")
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else:
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lines.append(f"⚠️ 止盈止损: {step.get('msg', '')}")
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# Position info
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pos = result.get('position')
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if pos:
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pnl_emoji = "🟢" if pos.get('pnl', 0) >= 0 else "🔴"
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lines.extend([
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"",
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"📊 **持仓确认:**",
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f"• 方向: {side_cn}",
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f"• 数量: {pos.get('contracts', '?')}张",
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f"• 入场价: **{pos.get('entry', '?')}**",
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f"• {pnl_emoji} 浮盈: {pos.get('pnl', 0):.2f} USDT",
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])
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# TP/SL info
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algo = result.get('algo')
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if algo:
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lines.extend([
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"",
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"🎯 **止盈止损:**",
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f"• 止盈: **{algo.get('tp', '?')}**",
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f"• 止损: **{algo.get('sl', '?')}**",
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])
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return "\n".join(lines)
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def main():
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if len(sys.argv) < 2:
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print("用法: trade_signal_handler.py <signal|confirm|cancel|status> [args]")
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sys.exit(1)
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action = sys.argv[1]
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if action == "signal":
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if len(sys.argv) < 3:
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print("用法: trade_signal_handler.py signal '<signal_text>'")
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sys.exit(1)
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signal_text = sys.argv[2]
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parsed = parse_signal(signal_text)
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if not parsed:
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print(json.dumps({"error": "无法解析信号", "raw": signal_text}))
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sys.exit(1)
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if parsed.get("is_close"):
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# 平仓信号
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print(json.dumps({"action": "close", "symbol": parsed["symbol"]}))
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sys.exit(0)
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# 记录信号到数据库
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signal_id = log_signal_to_db(signal_text)
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# 计算仓位
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rec = run_advisor(parsed["symbol"], parsed["side"], parsed["leverage"])
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if "error" in rec:
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if signal_id:
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update_signal_outcome(signal_id, "error", rec["error"])
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print(json.dumps(rec))
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sys.exit(1)
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# 保存待确认
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save_pending(parsed["symbol"], rec, signal_text, signal_id)
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# 输出推荐
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output = {
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"action": "recommend",
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"symbol": parsed["symbol"],
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"side": parsed["side"],
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"recommendation": rec,
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"display": format_recommendation(rec, signal_text),
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}
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print(json.dumps(output, ensure_ascii=False))
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elif action == "confirm":
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if len(sys.argv) < 3:
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print("用法: trade_signal_handler.py confirm <SYMBOL>")
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sys.exit(1)
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symbol = sys.argv[2].upper().replace("USDT", "")
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pending = load_pending(symbol)
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if not pending:
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print(json.dumps({"error": f"没有待确认的 {symbol} 交易"}))
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sys.exit(1)
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rec = pending["rec"]
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signal_id = pending.get("signal_id")
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result = execute_trade(rec)
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# Only remove pending if execution succeeded
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if not result.get("error"):
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remove_pending(symbol)
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if signal_id:
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update_signal_outcome(signal_id, "confirmed", json.dumps(result, ensure_ascii=False)[:500])
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else:
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if signal_id:
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update_signal_outcome(signal_id, "error", result.get("error", "")[:200])
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output = {
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"action": "executed",
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"symbol": symbol,
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"side": rec.get("side"),
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"result": result,
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"display": format_execution_result(result, symbol, rec.get("side")),
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}
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print(json.dumps(output, ensure_ascii=False))
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elif action == "cancel":
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if len(sys.argv) < 3:
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print("用法: trade_signal_handler.py cancel <SYMBOL>")
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sys.exit(1)
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symbol = sys.argv[2].upper().replace("USDT", "")
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pending = load_pending(symbol)
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signal_id = pending.get("signal_id") if pending else None
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remove_pending(symbol)
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if signal_id:
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update_signal_outcome(signal_id, "cancelled")
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print(json.dumps({"action": "cancelled", "symbol": symbol}))
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elif action == "status":
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pending_files = glob.glob(os.path.join(PENDING_DIR, "*.json"))
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if not pending_files:
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print(json.dumps({"pending": []}))
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else:
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pending = []
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for f in pending_files:
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with open(f) as fh:
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d = json.load(fh)
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pending.append({
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"symbol": d["symbol"],
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"side": d["rec"].get("side"),
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"time": d.get("time_str", d.get("timestamp", "unknown")),
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})
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print(json.dumps({"pending": pending}, ensure_ascii=False))
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elif action == "history":
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# Forward to signal_db.py
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result = subprocess.run(
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[sys.executable, SIGNAL_DB_SCRIPT, "history"] + sys.argv[2:],
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capture_output=True, text=True, timeout=10,
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)
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print(result.stdout)
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if result.returncode != 0 and result.stderr:
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print(result.stderr, file=sys.stderr)
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elif action == "stats":
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result = subprocess.run(
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[sys.executable, SIGNAL_DB_SCRIPT, "stats"],
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capture_output=True, text=True, timeout=10,
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)
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print(result.stdout)
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elif action == "traders":
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result = subprocess.run(
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[sys.executable, SIGNAL_DB_SCRIPT, "traders"],
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capture_output=True, text=True, timeout=10,
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)
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print(result.stdout)
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else:
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print(f"Unknown action: {action}")
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sys.exit(1)
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if __name__ == "__main__":
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main()
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