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)
337 lines
11 KiB
Python
337 lines
11 KiB
Python
#!/usr/bin/env python3
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"""
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信号历史跟踪DB：
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记录每次确认的信号，用于对比加仓/减仓趋势。
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表结构：
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- confirmed_signals: 已确认的信号（用户回复Y后记录）
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- position_history: 仓位变化历史
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"""
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import sqlite3
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from pathlib import Path
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from datetime import datetime
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DB_PATH = Path.home() / ".hermes/trading/signal_history.db"
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def get_conn():
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DB_PATH.parent.mkdir(parents=True, exist_ok=True)
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conn = sqlite3.connect(str(DB_PATH))
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conn.row_factory = sqlite3.Row
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return conn
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def init_db():
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conn = get_conn()
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conn.executescript("""
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CREATE TABLE IF NOT EXISTS confirmed_signals (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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timestamp TEXT NOT NULL,
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trader TEXT NOT NULL,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL,
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leverage INTEGER,
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trader_size REAL,
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trader_entry REAL,
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trader_pnl REAL,
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our_contracts REAL,
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our_margin REAL,
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our_entry REAL,
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outcome TEXT DEFAULT 'confirmed',
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raw_text TEXT
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);
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CREATE TABLE IF NOT EXISTS position_history (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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timestamp TEXT NOT NULL,
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trader TEXT NOT NULL,
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symbol TEXT NOT NULL,
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size REAL NOT NULL,
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entry_price REAL,
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pnl REAL,
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signal_type TEXT
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);
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CREATE INDEX IF NOT EXISTS idx_confirmed_trader_symbol
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ON confirmed_signals(trader, symbol, timestamp);
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CREATE INDEX IF NOT EXISTS idx_history_trader_symbol
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ON position_history(trader, symbol, timestamp);
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""")
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conn.commit()
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return conn
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def record_confirmed(trader, symbol, side, leverage, trader_size, trader_entry, trader_pnl, our_contracts, our_margin, our_entry, raw_text=""):
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"""记录已确认的信号"""
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conn = init_db()
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conn.execute("""
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INSERT INTO confirmed_signals
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(timestamp, trader, symbol, side, leverage, trader_size, trader_entry, trader_pnl, our_contracts, our_margin, our_entry, raw_text)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""", (datetime.now().isoformat(), trader, symbol, side, leverage,
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trader_size, trader_entry, trader_pnl, our_contracts, our_margin, our_entry, raw_text[:2000]))
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conn.execute("""
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INSERT INTO position_history
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(timestamp, trader, symbol, size, entry_price, pnl, signal_type)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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""", (datetime.now().isoformat(), trader, symbol, trader_size, trader_entry, trader_pnl, 'confirmed'))
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conn.commit()
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conn.close()
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def record_signal(trader, symbol, side, leverage, trader_size, trader_entry, trader_pnl, raw_text="", outcome="pushed"):
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"""记录推送的信号（不管是否确认）"""
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conn = init_db()
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conn.execute("""
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INSERT INTO confirmed_signals
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(timestamp, trader, symbol, side, leverage, trader_size, trader_entry, trader_pnl, outcome, raw_text)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""", (datetime.now().isoformat(), trader, symbol, side, leverage,
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trader_size, trader_entry, trader_pnl, outcome, raw_text[:2000]))
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conn.execute("""
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INSERT INTO position_history
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(timestamp, trader, symbol, size, entry_price, pnl, signal_type)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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""", (datetime.now().isoformat(), trader, symbol, trader_size, trader_entry, trader_pnl, outcome))
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conn.commit()
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conn.close()
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def get_last_confirmed(trader, symbol):
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"""获取上次确认的信号"""
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conn = init_db()
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row = conn.execute("""
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SELECT * FROM confirmed_signals
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WHERE trader = ? AND symbol = ? AND outcome = 'confirmed'
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ORDER BY timestamp DESC LIMIT 1
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""", (trader, symbol)).fetchone()
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conn.close()
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return dict(row) if row else None
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def get_last_signal(trader, symbol):
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"""获取上次推送的信号（不管是否确认）"""
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conn = init_db()
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row = conn.execute("""
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SELECT * FROM confirmed_signals
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WHERE trader = ? AND symbol = ?
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ORDER BY timestamp DESC LIMIT 1
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""", (trader, symbol)).fetchone()
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conn.close()
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return dict(row) if row else None
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def get_position_trend(trader, symbol, limit=5):
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"""获取仓位变化趋势"""
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conn = init_db()
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rows = conn.execute("""
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SELECT * FROM position_history
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WHERE trader = ? AND symbol = ?
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ORDER BY timestamp DESC LIMIT ?
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""", (trader, symbol, limit)).fetchall()
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conn.close()
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return [dict(r) for r in rows]
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def compare_position(trader, symbol, current_size):
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"""对比当前仓位与上次，返回变化描述"""
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last = get_last_signal(trader, symbol)
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if not last:
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return None, "首次出现"
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last_size = last.get('trader_size', 0)
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if not last_size or last_size == 0:
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return None, "上次仓位未知"
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change = current_size - last_size
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change_pct = (change / last_size) * 100
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if abs(change_pct) < 1:
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return last_size, "仓位不变"
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elif change > 0:
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return last_size, f"加仓 +{change_pct:.1f}%"
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else:
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return last_size, f"减仓 {change_pct:.1f}%"
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def format_comparison(trader, symbol, current_size):
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"""格式化对比信息"""
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last_size, desc = compare_position(trader, symbol, current_size)
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if last_size is None:
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return f"• {trader} {symbol}: 首次出现，仓位 {current_size:,.0f}"
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if "不变" in desc:
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return f"• {trader} {symbol}: 仓位不变 {current_size:,.0f}"
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elif "加仓" in desc:
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return f"• 📈 {trader} {symbol}: {last_size:,.0f} → {current_size:,.0f}（{desc}）"
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elif "减仓" in desc:
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return f"• 📉 {trader} {symbol}: {last_size:,.0f} → {current_size:,.0f}（{desc}）"
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else:
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return f"• {trader} {symbol}: {last_size:,.0f} → {current_size:,.0f}（{desc}）"
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# ─── 交易员统计 ──────────────────────────────────────────────────────────
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def get_trader_stats(trader=None):
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"""获取交易员统计数据"""
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conn = init_db()
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if trader:
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rows = conn.execute("""
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SELECT trader, symbol, side, outcome, trader_pnl, timestamp
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FROM confirmed_signals
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WHERE trader = ?
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ORDER BY timestamp DESC
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""", (trader,)).fetchall()
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else:
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rows = conn.execute("""
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SELECT trader, symbol, side, outcome, trader_pnl, timestamp
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FROM confirmed_signals
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ORDER BY trader, timestamp DESC
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""").fetchall()
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conn.close()
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# 按交易员分组
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stats = {}
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for row in rows:
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r = dict(row)
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t = r['trader']
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if t not in stats:
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stats[t] = {
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'trader': t,
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'total': 0,
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'pushed': 0,
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'confirmed': 0,
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'auto_executed': 0,
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'cancelled': 0,
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'wins': 0,
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'losses': 0,
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'total_pnl': 0,
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'trades': [],
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}
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s = stats[t]
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s['total'] += 1
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outcome = r.get('outcome', 'pushed')
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if outcome in s:
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s[outcome] += 1
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pnl = r.get('trader_pnl', 0) or 0
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s['total_pnl'] += pnl
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if pnl > 0:
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s['wins'] += 1
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elif pnl < 0:
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s['losses'] += 1
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s['trades'].append({
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'symbol': r['symbol'],
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'side': r['side'],
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'pnl': pnl,
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'outcome': outcome,
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'time': r['timestamp'],
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})
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# 计算胜率
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for t in stats:
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s = stats[t]
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decided = s['wins'] + s['losses']
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s['win_rate'] = (s['wins'] / decided * 100) if decided > 0 else 0
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s['avg_pnl'] = (s['total_pnl'] / s['total']) if s['total'] > 0 else 0
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return stats
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def format_trader_rating(trader):
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"""格式化交易员评分（用于推送模板）"""
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stats = get_trader_stats(trader)
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if trader not in stats or stats[trader]['total'] < 2:
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return f"📊 {trader}: 数据不足（信号<2条）"
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s = stats[trader]
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win_rate = s['win_rate']
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total = s['total']
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total_pnl = s['total_pnl']
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# 评分等级
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if win_rate >= 70:
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rating = "⭐⭐⭐⭐⭐ 精准"
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elif win_rate >= 60:
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rating = "⭐⭐⭐⭐ 可靠"
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elif win_rate >= 50:
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rating = "⭐⭐⭐ 一般"
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elif win_rate >= 40:
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rating = "⭐⭐ 谨慎"
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else:
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rating = "⭐ 高风险"
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# 最近3笔
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recent = s['trades'][:3]
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recent_str = " → ".join([
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f"{t['symbol']}{'+' if t['pnl']>0 else ''}{t['pnl']:.0f}"
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for t in recent
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])
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return f"""📊 {trader} 胜率评级: {rating}
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• 胜率: {win_rate:.0f}%（{s['wins']}胜/{s['losses']}负/{total}总）
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• 总盈亏: {'+' if total_pnl>0 else ''}{total_pnl:.0f} USDT
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• 最近: {recent_str}"""
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def get_all_traders_summary():
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"""获取所有交易员的汇总表"""
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stats = get_trader_stats()
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if not stats:
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return "暂无交易员数据"
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lines = ["| 交易员 | 胜率 | 总盈亏 | 信号数 |",
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"|--------|------|--------|--------|"]
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for t, s in sorted(stats.items(), key=lambda x: x[1]['win_rate'], reverse=True):
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win_rate = s['win_rate']
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total_pnl = s['total_pnl']
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emoji = "⭐" * min(5, max(1, int(win_rate / 20)))
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lines.append(
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f"| {t} | {emoji} {win_rate:.0f}% | {'+' if total_pnl>0 else ''}{total_pnl:.0f} | {s['total']} |"
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)
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return "\n".join(lines)
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# CLI
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if __name__ == '__main__':
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import sys
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if len(sys.argv) < 2:
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print("用法:")
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print(" python3 signal_tracker.py compare 麻吉大哥 HYPE 12000")
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print(" python3 signal_tracker.py history 麻吉大哥 HYPE")
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print(" python3 signal_tracker.py record 麻吉大哥 HYPE long 10 12000 70.8 -3500")
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print(" python3 signal_tracker.py rating 麻吉大哥")
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print(" python3 signal_tracker.py summary")
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sys.exit(0)
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cmd = sys.argv[1]
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if cmd == 'compare' and len(sys.argv) >= 5:
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trader = sys.argv[2]
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symbol = sys.argv[3]
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size = float(sys.argv[4])
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print(format_comparison(trader, symbol, size))
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elif cmd == 'history' and len(sys.argv) >= 4:
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trader = sys.argv[2]
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symbol = sys.argv[3]
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trend = get_position_trend(trader, symbol)
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for t in trend:
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print(f" {t['timestamp'][:16]} | {t['size']:,.0f} | {t.get('pnl', 0):+.0f} | {t['signal_type']}")
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elif cmd == 'record' and len(sys.argv) >= 8:
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trader = sys.argv[2]
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symbol = sys.argv[3]
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side = sys.argv[4]
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leverage = int(sys.argv[5])
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size = float(sys.argv[6])
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entry = float(sys.argv[7])
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pnl = float(sys.argv[8]) if len(sys.argv) > 8 else 0
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record_signal(trader, symbol, side, leverage, size, entry, pnl)
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print(f"✅ 已记录: {trader} {symbol} {side} {leverage}x {size:,.0f} @{entry}")
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elif cmd == 'rating' and len(sys.argv) >= 3:
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trader = sys.argv[2]
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print(format_trader_rating(trader))
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elif cmd == 'summary':
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print(get_all_traders_summary())
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