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)
495 lines
17 KiB
Python
495 lines
17 KiB
Python
#!/usr/bin/env python3
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"""
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交易信号处理器（no_agent模式）：
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1. 解析TG信号文本
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2. 调advisor脚本获取正确金额
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3. 格式化含📐完整模板
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4. 推QQ
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5. 信号去重/合并
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用法: python3 process_signal.py "信号文本"
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或: echo "信号文本" | python3 process_signal.py
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cron模式: 作为no_agent cron job的script使用
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"""
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import sys
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import re
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import json
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import subprocess
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import sqlite3
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import hashlib
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from pathlib import Path
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from datetime import datetime, timedelta
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SKILL_DIR = Path.home() / ".hermes/skills/trading/okx-auto-position"
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ADVISOR = SKILL_DIR / "scripts" / "okx_position_advisor.py"
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QQ_PUSH = Path.home() / ".hermes/scripts/push_to_qq.sh"
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SIGNAL_DB = Path.home() / ".hermes/trading/signal_history.db"
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DEDUP_DB = Path.home() / ".hermes/trading/signal_dedup.db"
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# Import signal tracker
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sys.path.insert(0, str(SKILL_DIR / "scripts"))
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from signal_tracker import format_comparison, record_signal as _tracker_record, record_confirmed, format_trader_rating
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# ─── 解析 ────────────────────────────────────────────────────────────────
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def parse_signal(text):
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"""从TG信号文本提取关键字段"""
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fields = {}
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# 交易员
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m = re.search(r'【([^】]{1,20})】', text)
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if m:
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fields['trader'] = m.group(1)
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# 字段映射
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extractors = {
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'symbol': r'【币种】\s*[:：]?\s*(\S+)',
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'side': r'【方向】\s*[:：]?\s*(做多|做空)',
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'leverage':r'【杠杆】\s*[:：]?\s*(\d+)',
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'size': r'【仓位大小】\s*[:：]?\s*([\d,.]+)',
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'value': r'【仓位价值】\s*[:：]?\s*\$?\s*([\d,.]+)',
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'entry': r'【开仓价】\s*[:：]?\s*([\d,.]+)',
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'current': r'【当前价】\s*[:：]?\s*([\d,.]+)',
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'pnl': r'【未实现盈亏】\s*[:：]?\s*([-\d,.]+)',
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'margin': r'【保证金】\s*[:：]?\s*\$?\s*([\d,.]+)',
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}
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for key, pattern in extractors.items():
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m = re.search(pattern, text)
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if m:
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fields[key] = m.group(1).replace(',', '')
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# 清理symbol
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if 'symbol' in fields:
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sym = fields['symbol']
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sym = re.sub(r'\|.*$', '', sym) # 去掉 |永续|10x
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sym = sym.replace('USDT', '').strip()
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fields['symbol'] = sym
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# 方向转英文
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if fields.get('side', '').startswith('做多'):
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fields['side_en'] = 'long'
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else:
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fields['side_en'] = 'short'
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return fields
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# ─── 去重 ────────────────────────────────────────────────────────────────
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def init_dedup_db():
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conn = sqlite3.connect(str(DEDUP_DB))
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conn.execute("""
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CREATE TABLE IF NOT EXISTS recent_signals (
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id TEXT PRIMARY KEY,
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symbol TEXT,
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trader TEXT,
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timestamp REAL,
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raw_text TEXT
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)
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""")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS processed (
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msg_hash TEXT PRIMARY KEY,
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processed_at REAL
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)
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""")
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conn.commit()
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return conn
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def is_duplicate(conn, text, symbol, trader):
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"""检查是否重复信号（同交易员同币种2分钟内）"""
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msg_hash = hashlib.md5(text.encode()).hexdigest()
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# 检查完全相同的消息
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row = conn.execute(
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"SELECT 1 FROM processed WHERE msg_hash = ?", (msg_hash,)
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).fetchone()
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if row:
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return True
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# 检查同交易员同币种2分钟内的信号
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cutoff = datetime.now().timestamp() - 120 # 2分钟
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row = conn.execute(
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"""SELECT 1 FROM recent_signals
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WHERE symbol = ? AND trader = ? AND timestamp > ?
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ORDER BY timestamp DESC LIMIT 1""",
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(symbol, trader, cutoff)
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).fetchone()
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return row is not None
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def record_signal(conn, text, symbol, trader):
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"""记录信号用于去重"""
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msg_hash = hashlib.md5(text.encode()).hexdigest()
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now = datetime.now().timestamp()
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conn.execute(
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"INSERT OR REPLACE INTO processed (msg_hash, processed_at) VALUES (?, ?)",
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(msg_hash, now)
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)
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conn.execute(
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"INSERT OR REPLACE INTO recent_signals (id, symbol, trader, timestamp, raw_text) VALUES (?, ?, ?, ?, ?)",
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(msg_hash, symbol, trader, now, text[:500])
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)
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# 清理1小时前的记录
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cutoff = now - 3600
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conn.execute("DELETE FROM recent_signals WHERE timestamp < ?", (cutoff,))
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conn.execute("DELETE FROM processed WHERE processed_at < ?", (cutoff,))
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conn.commit()
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# ─── Advisor ──────────────────────────────────────────────────────────────
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def run_advisor(symbol, side, leverage):
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"""调advisor脚本获取正确数据"""
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cmd = [
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'python3', str(ADVISOR),
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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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try:
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result = subprocess.run(
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cmd, capture_output=True, text=True, timeout=30,
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cwd=str(ADVISOR.parent)
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)
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if result.returncode == 0:
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return json.loads(result.stdout)
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else:
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return {'error': result.stderr.strip()[:200]}
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except subprocess.TimeoutExpired:
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return {'error': 'advisor超时'}
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except json.JSONDecodeError:
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return {'error': 'advisor输出非JSON'}
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except Exception as e:
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return {'error': str(e)}
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# ─── 分类 ────────────────────────────────────────────────────────────────
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def classify_signal(fields):
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"""判断信号类型：加仓/新开仓/减仓/平仓"""
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text = fields.get('_raw', '')
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# 平仓信号
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if '平仓' in text or '止盈' in text or '止损' in text:
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return 'close'
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# 减仓信号
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pnl = float(fields.get('pnl', '0').replace('+', ''))
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if '减仓' in text or (pnl < 0 and '减' in text):
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return 'reduce'
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# 默认为新开仓或加仓（由advisor判断）
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return 'open'
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# ─── 格式化 ──────────────────────────────────────────────────────────────
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def format_message(fields, rec, signal_type):
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"""格式化完整推送消息"""
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if 'error' in rec:
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return f"⚠️ advisor错误: {rec['error']}"
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symbol = fields.get('symbol', '?')
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side_cn = fields.get('side', '做多')
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emoji = '🟩' if fields.get('side_en') == 'long' else '🟥'
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leverage = fields.get('leverage', '10')
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trader = fields.get('trader', '?')
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size = fields.get('size', '?')
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value = fields.get('value', '?')
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entry_price = fields.get('entry', '?')
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pnl_str = fields.get('pnl', '0')
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pnl = float(pnl_str.replace('+', '')) if pnl_str else 0
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current = rec.get('price', fields.get('current', '?'))
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pnl_emoji = '🔥' if pnl > 0 else '🔴'
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pnl_sign = '+' if pnl > 0 else ''
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# 性价比
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cc = rec.get('cost_check', {})
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rr = cc.get('rr_ratio', rec.get('rr', 0))
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profit = cc.get('profit_amount', rec.get('tp_pnl', 0))
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fee = cc.get('fee_cost', 0)
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fee_pct = cc.get('fee_pct', 0)
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net = cc.get('net_profit', 0)
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rating_emoji = cc.get('rating_emoji', '⚠️')
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rating_text = cc.get('rating_text', '未知')
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# 信号类型标签
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type_labels = {
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'open': '新开仓' if not fields.get('_is_add') else 'A类加仓',
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'reduce': 'B类减仓',
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'close': '平仓',
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}
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type_label = type_labels.get(signal_type, signal_type)
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# 信号源仓位（只展示，不参与计算）
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src_info = f"📊 {trader} {size} {symbol}（价值${value}）← 信号源，非你的仓位"
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# 仓位变化对比
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try:
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current_size = float(fields.get('size', '0').replace(',', ''))
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comparison = format_comparison(trader, symbol, current_size)
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except:
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comparison = ""
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# 交易员评分
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try:
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trader_rating = format_trader_rating(trader)
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except:
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trader_rating = ""
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msg = f"""⚡ 跟单建议 | {symbol} {side_cn} {emoji} {leverage}x（{type_label}）
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{src_info}
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入场: ${entry_price} | 当前: ${current}
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浮盈: {pnl_sign}{pnl:.0f} {pnl_emoji}
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📊 仓位变化
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{comparison}
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{trader_rating}
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📐 性价比检查（基于你的推荐仓位）
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• 你的仓位: {rec['contracts']}张（保证金{rec['margin']:.2f} USDT）
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• 盈亏比: {rr}:1 {'✅' if rr >= 2 else '⚠️' if rr >= 1.5 else '❌'}
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• 盈利额: +{profit:.2f} USDT {'✅' if profit >= 10 else '❌ <10U保底'}
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• 手续费: {fee:.2f} USDT ({fee_pct:.1f}%) {'✅' if fee_pct < 5 else '❌'}
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• 净盈利: {net:.2f} USDT {'✅' if net >= 10 else '❌'}
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• 评级: {rating_emoji} {rating_text}
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• SL: ${rec['sl_price']}（-{rec['sl_pct']:.1f}%）
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• TP: ${rec['tp_price']}（+{rec['tp_pct']:.1f}%）
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回复 Y 确认跟单 / N 取消"""
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# 如果余额不足，替换跟单方案
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if rec.get('contracts', 0) == 0:
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msg = f"""⚡ 跟单建议 | {symbol} {side_cn} {emoji} {leverage}x（{type_label}）
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{src_info}
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入场: ${entry_price} | 当前: ${current}
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浮盈: {pnl_sign}{pnl:.0f} {pnl_emoji}
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⚠️ 余额不足，无法开仓
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• 可用: {rec.get('acct_free', 0):.2f} USDT
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• 需要: ~{rec.get('margin', 0):.2f} USDT
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💡 建议：等待其他仓位止盈释放保证金"""
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return msg
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# ─── 推送 ────────────────────────────────────────────────────────────────
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def push_to_qq(message):
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"""推送到QQ"""
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try:
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result = subprocess.run(
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['bash', str(QQ_PUSH), message],
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capture_output=True, text=True, timeout=15
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)
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return result.returncode == 0
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except:
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return False
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# ─── 执行订单 ────────────────────────────────────────────────────────────
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def execute_order(symbol, side, leverage, rec):
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"""执行开仓订单"""
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cmd = [
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'python3', str(ADVISOR),
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'--symbol', symbol,
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'--side', side,
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'--leverage', str(leverage),
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'--execute', '--json',
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'--rec-json', json.dumps(rec)
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]
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try:
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result = subprocess.run(
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cmd, capture_output=True, text=True, timeout=30,
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cwd=str(ADVISOR.parent)
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)
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if result.returncode == 0:
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return json.loads(result.stdout)
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else:
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return {'error': result.stderr.strip()[:200]}
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except Exception as e:
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return {'error': str(e)}
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def format_execution_result(fields, rec, exec_result):
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"""格式化执行结果"""
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symbol = fields.get('symbol', '?')
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side_cn = fields.get('side', '做多')
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emoji = '🟩' if fields.get('side_en') == 'long' else '🟥'
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leverage = fields.get('leverage', '10')
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trader = fields.get('trader', '?')
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size = fields.get('size', '?')
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value = fields.get('value', '?')
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cc = rec.get('cost_check', {})
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rr = cc.get('rr_ratio', rec.get('rr', 0))
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profit = cc.get('profit_amount', rec.get('tp_pnl', 0))
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fee = cc.get('fee_cost', 0)
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fee_pct = cc.get('fee_pct', 0)
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net = cc.get('net_profit', 0)
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rating_emoji = cc.get('rating_emoji', '⚠️')
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rating_text = cc.get('rating_text', '未知')
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pos = exec_result.get('position', {})
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algo = exec_result.get('algo', {})
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msg = f"""✅ {symbol} {side_cn} {emoji} {leverage}x 自动开仓
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📊 信号源: {trader} {size} {symbol}（价值${value}）
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📐 性价比检查
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• 盈亏比: {rr}:1 ✅
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• 盈利额: +{profit:.2f} USDT ✅
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• 手续费: {fee:.2f} USDT ({fee_pct:.1f}%) ✅
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• 净盈利: {net:.2f} USDT ✅
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• 评级: {rating_emoji} {rating_text}
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✅ 执行结果
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• 入场: ${pos.get('entry', rec.get('price', '?'))}
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• 仓位: {pos.get('contracts', rec.get('contracts', '?'))}张
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• TP: ${algo.get('tp', rec.get('tp_price', '?'))}
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• SL: ${algo.get('sl', rec.get('sl_price', '?'))}
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• 强平: ${pos.get('liq', '?')}
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━━━ 当前全部持仓 ━━━
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（查询中...）"""
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# 尝试获取当前全部持仓
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try:
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acct_cmd = ['python3', '-c', f'''
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import sys
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sys.path.insert(0, "{ADVISOR.parent}")
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from okx_position_advisor import load_credentials, create_exchange, get_account_info
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creds = load_credentials()
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exchange = create_exchange(creds)
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info = get_account_info(exchange)
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print(f"Free: {{info['usdt_free']:.2f}}")
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for p in info['positions']:
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print(f" {{p['symbol']}}: {{p['contracts']}}张 UPL={{p['pnl']:.2f}}")
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''']
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acct_result = subprocess.run(acct_cmd, capture_output=True, text=True, timeout=15)
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if acct_result.returncode == 0:
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msg = msg.replace("（查询中...）", f"\n```\n{acct_result.stdout.strip()}\n```")
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except:
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pass
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return msg
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# ─── 主流程 ──────────────────────────────────────────────────────────────
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def process_signal(text):
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"""处理一条信号"""
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# 解析
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fields = parse_signal(text)
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fields['_raw'] = text
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if not fields.get('symbol') or not fields.get('side'):
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return "⚠️ 无法解析信号"
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symbol = fields['symbol']
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side = fields['side_en']
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leverage = fields.get('leverage', '10')
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trader = fields.get('trader', '未知')
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# 去重
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dedup_conn = init_dedup_db()
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if is_duplicate(dedup_conn, text, symbol, trader):
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dedup_conn.close()
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return "⏭️ 重复信号，跳过"
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# 分类
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signal_type = classify_signal(fields)
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# 平仓信号直接推送
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if signal_type == 'close':
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msg = f"""🔔 {trader} {symbol}平仓提醒
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{text[text.find("入场"):text.find("回复")].strip() if "入场" in text else "详情见原始信号"}
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💡 操作建议
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• 若已跟单{symbol}，建议同步止盈/止损"""
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record_signal(dedup_conn, text, symbol, trader)
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dedup_conn.close()
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push_to_qq(msg)
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return "✅ 平仓信号已推送"
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# 调advisor
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rec = run_advisor(symbol, side, leverage)
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if 'error' in rec:
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record_signal(dedup_conn, text, symbol, trader)
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dedup_conn.close()
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return f"⚠️ advisor错误: {rec['error']}"
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# 性价比检查
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cc = rec.get('cost_check', {})
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rr = cc.get('rr_ratio', rec.get('rr', 0))
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profit = cc.get('profit_amount', rec.get('tp_pnl', 0))
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fee_pct = cc.get('fee_pct', 0)
|
||
auto_execute = cc.get('auto_execute', False) or (rr >= 2 and fee_pct < 5 and profit >= 10)
|
||
|
||
if auto_execute and signal_type == 'open':
|
||
# 性价比高 + 新开仓 → 自动执行
|
||
exec_result = execute_order(symbol, side, leverage, rec)
|
||
if exec_result and 'error' not in exec_result:
|
||
msg = format_execution_result(fields, rec, exec_result)
|
||
_tracker_record(trader=trader, symbol=symbol, side=side,
|
||
leverage=int(leverage) if leverage else 10,
|
||
trader_size=float(fields.get('size', '0').replace(',', '')),
|
||
trader_entry=float(fields.get('entry', '0').replace(',', '')),
|
||
trader_pnl=float(fields.get('pnl', '0').replace(',', '')),
|
||
raw_text=text, outcome='auto_executed')
|
||
else:
|
||
# 执行失败，降级为确认模式
|
||
auto_execute = False
|
||
msg = format_message(fields, rec, signal_type)
|
||
_tracker_record(trader=trader, symbol=symbol, side=side,
|
||
leverage=int(leverage) if leverage else 10,
|
||
trader_size=float(fields.get('size', '0').replace(',', '')),
|
||
trader_entry=float(fields.get('entry', '0').replace(',', '')),
|
||
trader_pnl=float(fields.get('pnl', '0').replace(',', '')),
|
||
raw_text=text, outcome='pushed')
|
||
else:
|
||
# 需要确认或减仓信号
|
||
msg = format_message(fields, rec, signal_type)
|
||
_tracker_record(trader=trader, symbol=symbol, side=side,
|
||
leverage=int(leverage) if leverage else 10,
|
||
trader_size=float(fields.get('size', '0').replace(',', '')),
|
||
trader_entry=float(fields.get('entry', '0').replace(',', '')),
|
||
trader_pnl=float(fields.get('pnl', '0').replace(',', '')),
|
||
raw_text=text, outcome='pushed')
|
||
|
||
# 记录去重
|
||
record_signal(dedup_conn, text, symbol, trader)
|
||
dedup_conn.close()
|
||
|
||
# 推送
|
||
success = push_to_qq(msg)
|
||
if success:
|
||
return f"✅ 已推送 | {symbol} {side} {leverage}x | {rec['contracts']}张 | 性价比{rec.get('cost_check', {}).get('rating_text', '?')}"
|
||
else:
|
||
return f"❌ 推送失败"
|
||
|
||
def main():
|
||
if len(sys.argv) > 1:
|
||
text = ' '.join(sys.argv[1:])
|
||
else:
|
||
text = sys.stdin.read()
|
||
|
||
if not text.strip():
|
||
print("用法: python3 process_signal.py '信号文本'")
|
||
print("或: echo '信号文本' | python3 process_signal.py")
|
||
return
|
||
|
||
result = process_signal(text)
|
||
print(result)
|
||
|
||
if __name__ == '__main__':
|
||
main()
|