mike
efbea5448c
【背景】纯按票数算群体方向，1 个巨鲸 1500 BTC long = 1 票 vs Jasonleo 1400 BTC short = 1 票，2:2 误判分歧。
【修复】每票权重 = strength × log10(size+1) — 规模按对数缩放
- 1500 → 3.18 票
- 800 → 2.90 票
- 500 → 2.70 票
- 100 → 2.00 票（避免小账户=0票）
【验证】BTC 现状 4 个 trader:
- long: 巨鲸 3.18 + 麻吉 2.90 = 6.08
- short: Jasonleo 3.15 + 狙击手 2.70 = 5.85
- 比例 1.04x < 1.5x 阈值 → 真实分歧，观望 ✅
528 lines
18 KiB
Python
528 lines
18 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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# 智能显示: 整数直接显示, 小数保留 2-3 位
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def _fmt(n):
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if n is None:
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return "?"
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if n == int(n) and abs(n) >= 10:
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return f"{int(n):,}"
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return f"{n:,.2f}"
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if last_size is None:
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return f"• {trader} {symbol}: 首次出现，仓位 {_fmt(current_size)}"
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if "不变" in desc:
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return f"• {trader} {symbol}: 仓位不变 {_fmt(current_size)}"
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elif "加仓" in desc:
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return f"• 📈 {trader} {symbol}: {_fmt(last_size)} → {_fmt(current_size)}（{desc}）"
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elif "减仓" in desc:
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delta_pct = 0
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if last_size and last_size > 0:
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delta_pct = (current_size - last_size) / last_size * 100
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return f"• 📉 {trader} {symbol}: {_fmt(last_size)} → {_fmt(current_size)}（减幅 {delta_pct:+.1f}%）"
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else:
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return f"• {trader} {symbol}: {_fmt(last_size)} → {_fmt(current_size)}（{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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# ─── 多交易员群体决策 ─────────────────────────────────────────────────────
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def get_recent_signals_for_symbol(symbol, limit=20):
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"""获取某币种最近的信号 (含 trader)"""
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conn = init_db()
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rows = conn.execute("""
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SELECT trader, symbol, side, leverage, trader_size, trader_pnl, timestamp
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FROM confirmed_signals
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WHERE symbol = ?
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ORDER BY timestamp DESC LIMIT ?
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""", (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 get_trader_strength(trader):
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"""获取交易员强度评分 (基于历史胜率)"""
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stats = get_trader_stats(trader)
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if isinstance(stats, list) and stats:
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s = stats[0]
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return s.get('strength', 1.0)
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return 1.0 # 默认中等
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def multi_trader_decision(symbol, signals, our_side=None, our_contracts=0):
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"""
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多交易员群体决策
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signals: 最近的信号列表 [{trader, side, size, pnl, ...}]
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our_side: 你当前的持仓方向 (long/short/None)
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our_contracts: 你的持仓张数
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返回: {action, reason, group_side, confidence, urgent_reverse, suggest_amount}
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"""
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if not signals:
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return {
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'action': 'wait',
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'reason': '无信号',
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'group_side': None,
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'confidence': 0,
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'urgent_reverse': False,
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'suggest_amount': 0
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}
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long_weight = 0
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short_weight = 0
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long_size = 0
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short_size = 0
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trader_votes = {}
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for s in signals:
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t = s.get('trader')
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if t not in trader_votes:
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trader_votes[t] = s
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for trader, sig in trader_votes.items():
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strength = get_trader_strength(trader)
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size = float(sig.get('trader_size', 0) or 0)
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# 权重 = 强度 × log10(规模+1) — 规模按对数缩放, 避免巨鲸一票定
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size_weight = max(1.0, __import__('math').log10(size + 1))
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side = sig.get('side', '')
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if side == 'long':
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long_weight += strength * size_weight
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long_size += size
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elif side == 'short':
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short_weight += strength * size_weight
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short_size += size
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total_weight = long_weight + short_weight
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if total_weight == 0:
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return {
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'action': 'wait',
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'reason': '无有效信号',
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'group_side': None,
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'confidence': 0,
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'urgent_reverse': False,
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'suggest_amount': 0
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}
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if long_weight > short_weight * 1.5:
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group_side = 'long'
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confidence = long_weight / total_weight
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elif short_weight > long_weight * 1.5:
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group_side = 'short'
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confidence = short_weight / total_weight
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else:
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return {
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'action': 'wait',
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'reason': f'群体分歧 long={long_weight:.1f} short={short_weight:.1f}',
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'group_side': None,
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'confidence': 0.5,
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'urgent_reverse': False,
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'suggest_amount': 0
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}
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urgent_reverse = False
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reverse_size = 0
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for trader, sig in trader_votes.items():
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if sig.get('side') != group_side:
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sz = float(sig.get('trader_size', 0) or 0)
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reverse_size += sz
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if sz > 1000:
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urgent_reverse = True
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if reverse_size > 1000:
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urgent_reverse = True
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suggest_amount = 0
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action = 'hold'
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reason_parts = [
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f'群体{group_side.upper()} (置信度 {confidence*100:.0f}%)',
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f'long票数={int(long_weight)}, short票数={int(short_weight)}',
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f'long总规模={long_size:,.0f}, short总规模={short_size:,.0f}',
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]
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if urgent_reverse and our_contracts > 0:
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action = 'reduce_50%'
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suggest_amount = round(our_contracts * 0.5, 2)
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reason_parts.insert(0, f'⚠️ 紧急反向: 反向总规模 {reverse_size:,.0f}')
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elif our_side is None:
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action = 'open'
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suggest_amount = 1
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reason_parts.append('你无持仓，建议开仓')
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elif our_side == group_side:
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action = 'add'
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suggest_amount = round(our_contracts * confidence * 0.1, 2)
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if suggest_amount < 0.01:
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suggest_amount = 0.01
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reason_parts.append(f'顺势加仓 10% (跟群体置信度 {confidence*100:.0f}%)')
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else:
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action = 'reduce_50%'
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suggest_amount = round(our_contracts * 0.5, 2)
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reason_parts.append(f'你{our_side}与群体{group_side}反向, 减仓 50%')
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return {
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'action': action,
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'reason': ' | '.join(reason_parts),
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'group_side': group_side,
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'confidence': confidence,
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'urgent_reverse': urgent_reverse,
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'suggest_amount': suggest_amount,
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'long_weight': long_weight,
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'short_weight': short_weight,
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'long_size': long_size,
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'short_size': short_size,
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'reverse_size': reverse_size,
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}
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def format_multi_decision(result):
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"""格式化群体决策输出"""
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if result['action'] == 'wait':
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return f"⏸️ 观望: {result['reason']}"
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emoji = '🟢' if result['group_side'] == 'long' else '🔴'
|
||
urgent = '🚨 ' if result['urgent_reverse'] else ''
|
||
action_emoji = {
|
||
'open': '🆕 开仓',
|
||
'add': '➕ 加仓',
|
||
'reduce_50%': '📉 减仓50%',
|
||
'hold': '⏸️ 持有',
|
||
}.get(result['action'], result['action'])
|
||
|
||
msg = f"""{urgent}{emoji} 群体决策: {action_emoji} {result['suggest_amount']} 张
|
||
|
||
📊 群体方向: {result['group_side'].upper()} (置信度 {result['confidence']*100:.0f}%)
|
||
💡 {result['reason']}"""
|
||
return msg
|
||
|
||
|
||
|
||
# CLI
|
||
if __name__ == '__main__':
|
||
import sys
|
||
if len(sys.argv) < 2:
|
||
print("用法:")
|
||
print(" python3 signal_tracker.py compare 麻吉大哥 HYPE 12000")
|
||
print(" python3 signal_tracker.py history 麻吉大哥 HYPE")
|
||
print(" python3 signal_tracker.py record 麻吉大哥 HYPE long 10 12000 70.8 -3500")
|
||
print(" python3 signal_tracker.py rating 麻吉大哥")
|
||
print(" python3 signal_tracker.py summary")
|
||
sys.exit(0)
|
||
|
||
cmd = sys.argv[1]
|
||
|
||
if cmd == 'compare' and len(sys.argv) >= 5:
|
||
trader = sys.argv[2]
|
||
symbol = sys.argv[3]
|
||
size = float(sys.argv[4])
|
||
print(format_comparison(trader, symbol, size))
|
||
|
||
elif cmd == 'history' and len(sys.argv) >= 4:
|
||
trader = sys.argv[2]
|
||
symbol = sys.argv[3]
|
||
trend = get_position_trend(trader, symbol)
|
||
for t in trend:
|
||
print(f" {t['timestamp'][:16]} | {t['size']:,.0f} | {t.get('pnl', 0):+.0f} | {t['signal_type']}")
|
||
|
||
elif cmd == 'record' and len(sys.argv) >= 8:
|
||
trader = sys.argv[2]
|
||
symbol = sys.argv[3]
|
||
side = sys.argv[4]
|
||
leverage = int(sys.argv[5])
|
||
size = float(sys.argv[6])
|
||
entry = float(sys.argv[7])
|
||
pnl = float(sys.argv[8]) if len(sys.argv) > 8 else 0
|
||
record_signal(trader, symbol, side, leverage, size, entry, pnl)
|
||
print(f"✅ 已记录: {trader} {symbol} {side} {leverage}x {size:,.0f} @{entry}")
|
||
|
||
elif cmd == 'rating' and len(sys.argv) >= 3:
|
||
trader = sys.argv[2]
|
||
print(format_trader_rating(trader))
|
||
|
||
elif cmd == 'summary':
|
||
print(get_all_traders_summary())
|
||
|
||
elif cmd == 'multi' and len(sys.argv) >= 3:
|
||
# 群体决策: multi <symbol> [our_side] [our_contracts]
|
||
symbol = sys.argv[2]
|
||
our_side = sys.argv[3] if len(sys.argv) > 3 else None
|
||
our_contracts = float(sys.argv[4]) if len(sys.argv) > 4 else 0
|
||
signals = get_recent_signals_for_symbol(symbol, limit=20)
|
||
result = multi_trader_decision(symbol, signals, our_side, our_contracts)
|
||
print(format_multi_decision(result))
|