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This commit is contained in:
aaron
parent
583280294b
commit
c5d8e343ea
@ -110,6 +110,12 @@ def default_paper_trading_config():
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"trailing_distance_pct": _env_float("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", 1.5),
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"trailing_move_push_min_interval_seconds": _env_int("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_INTERVAL_SECONDS", 300),
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"trailing_move_push_min_step_pct": _env_float("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_STEP_PCT", 2.0),
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"order_gate_enabled": _env_bool("ALPHAX_PAPER_ORDER_GATE_ENABLED", True),
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"order_min_rr": _env_float("ALPHAX_PAPER_ORDER_MIN_RR", 1.2),
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"order_max_distance_to_entry_pct": _env_float("ALPHAX_PAPER_ORDER_MAX_DISTANCE_TO_ENTRY_PCT", 8.0),
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"order_require_current_trigger": _env_bool("ALPHAX_PAPER_ORDER_REQUIRE_CURRENT_TRIGGER", False),
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"order_cancel_far_from_entry_pct": _env_float("ALPHAX_PAPER_ORDER_CANCEL_FAR_FROM_ENTRY_PCT", 12.0),
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"order_expire_hours": _env_float("ALPHAX_PAPER_ORDER_EXPIRE_HOURS", 24.0),
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"trailing_tiers": [
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{"min_pnl_pct": 8.0, "distance_pct": 1.0, "label": "紧贴"},
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{"min_pnl_pct": 5.0, "distance_pct": 1.2, "label": "锁利"},
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125
app/db/data_export.py
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125
app/db/data_export.py
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@ -0,0 +1,125 @@
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"""Admin data export bundles for offline strategy analysis."""
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from __future__ import annotations
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import io
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import json
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import zipfile
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from datetime import date, datetime, timedelta
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from decimal import Decimal
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from app.db.schema import get_conn
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RECENT_TABLES = {
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"recommendation": ("rec_time", 5000, "recommendations and lifecycle state"),
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"screening_log": ("scan_time", 10000, "screening funnel rows"),
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"coin_state": ("detected_at", 5000, "latest detected coin states"),
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"price_tracking": ("track_time", 10000, "recommendation tracking samples"),
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"paper_orders": ("created_at", 5000, "pending/filled/canceled order simulation"),
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"paper_trades": ("opened_at", 5000, "trade ledger"),
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"paper_trade_events": ("event_time", 10000, "trade lifecycle events"),
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"cron_run_log": ("started_at", 2000, "scheduler run logs"),
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"review_log": ("review_time", 2000, "review records"),
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"missed_explosions": ("detected_at", 5000, "missed explosion review samples"),
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"strategy_iteration_log": ("created_at", 2000, "strategy iteration history"),
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"strategy_rule_candidate": ("created_at", 5000, "candidate strategy rules"),
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"strategy_failure_pattern": ("created_at", 5000, "failure pattern records"),
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"push_log": ("pushed_at", 5000, "notification/push decisions"),
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"sentiment_events": ("detected_at", 5000, "sentiment events"),
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"llm_insights": ("created_at", 5000, "LLM analysis cache"),
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"event_news": ("detected_at", 5000, "news/event candidates"),
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"onchain_events": ("detected_at", 5000, "normalized on-chain events"),
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"latest_price_cache": ("updated_at", 2000, "latest price cache"),
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}
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SNAPSHOT_TABLES = {
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"strategy_runtime_config": (1000, "strategy runtime config snapshot"),
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"system_config": (1000, "system runtime config snapshot"),
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"scheduler_job_config": (200, "scheduler config snapshot"),
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}
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def _json_default(value):
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if isinstance(value, (datetime, date)):
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return value.isoformat()
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if isinstance(value, Decimal):
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return float(value)
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return str(value)
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def _rows_to_dicts(rows) -> list[dict]:
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return [dict(row) for row in rows]
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def _fetch_recent(conn, table: str, time_col: str, cutoff: str, limit: int) -> list[dict]:
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return _rows_to_dicts(
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conn.execute(
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f"""
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SELECT *
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FROM {table}
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WHERE {time_col} >= %s
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ORDER BY {time_col} DESC
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LIMIT %s
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""",
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(cutoff, limit),
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).fetchall()
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)
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def _fetch_snapshot(conn, table: str, limit: int) -> list[dict]:
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return _rows_to_dicts(conn.execute(f"SELECT * FROM {table} LIMIT %s", (limit,)).fetchall())
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def _write_json(zf: zipfile.ZipFile, path: str, payload) -> None:
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zf.writestr(path, json.dumps(payload, ensure_ascii=False, indent=2, default=_json_default))
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def build_data_export_bundle(hours: int = 24) -> tuple[str, bytes, dict]:
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hours = max(1, min(int(hours or 24), 24 * 90))
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generated_at = datetime.now()
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cutoff = (generated_at - timedelta(hours=hours)).isoformat()
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manifest = {
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"generated_at": generated_at.isoformat(),
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"window_hours": hours,
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"cutoff": cutoff,
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"format": "json_zip",
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"tables": {},
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}
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buffer = io.BytesIO()
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conn = get_conn()
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try:
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with zipfile.ZipFile(buffer, "w", compression=zipfile.ZIP_DEFLATED) as zf:
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for table, (time_col, limit, description) in RECENT_TABLES.items():
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try:
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rows = _fetch_recent(conn, table, time_col, cutoff, limit)
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_write_json(zf, f"tables/{table}.json", rows)
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manifest["tables"][table] = {
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"mode": "recent",
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"time_column": time_col,
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"rows": len(rows),
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"limit": limit,
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"description": description,
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}
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except Exception as exc:
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manifest["tables"][table] = {"error": str(exc), "description": description}
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for table, (limit, description) in SNAPSHOT_TABLES.items():
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try:
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rows = _fetch_snapshot(conn, table, limit)
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_write_json(zf, f"snapshots/{table}.json", rows)
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manifest["tables"][table] = {
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"mode": "snapshot",
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"rows": len(rows),
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"limit": limit,
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"description": description,
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}
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except Exception as exc:
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manifest["tables"][table] = {"error": str(exc), "description": description}
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_write_json(zf, "manifest.json", manifest)
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finally:
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conn.close()
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filename = f"alphax_export_{generated_at.strftime('%Y%m%d_%H%M%S')}_{hours}h.zip"
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return filename, buffer.getvalue(), manifest
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__all__ = ["build_data_export_bundle"]
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@ -512,6 +512,83 @@ def _paper_order_too_far(order: dict, current_price: float, config: dict | None
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return current_price > target * (1 + threshold_pct / 100)
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def _paper_order_rr(side: str, target: float, stop_loss: float, tp1: float) -> float:
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if side == "short":
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risk = stop_loss - target
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reward = target - tp1
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else:
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risk = target - stop_loss
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reward = tp1 - target
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if risk <= 0 or reward <= 0:
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return 0.0
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return reward / risk
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def _paper_order_distance_pct(side: str, current_price: float, target: float) -> float:
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if target <= 0 or current_price <= 0:
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return 999.0
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if side == "short":
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return max(0.0, (target / current_price - 1) * 100)
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return max(0.0, (current_price / target - 1) * 100)
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def _paper_order_gate(rec: dict, current_price: float, config: dict | None = None) -> tuple[bool, list[str], dict]:
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cfg = _paper_cfg(config)
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if not bool(cfg.get("order_gate_enabled", True)):
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return True, [], {"gate_enabled": False}
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plan = _entry_plan(rec)
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side = str(plan.get("side") or rec.get("side") or "long").strip().lower() or "long"
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target = _paper_order_target_price(rec)
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stop_loss = _safe_float(rec.get("stop_loss") or plan.get("stop_loss"))
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tp1 = _safe_float(rec.get("tp1") or plan.get("tp1") or plan.get("take_profit_1"))
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rr = _safe_float(plan.get("rr1") or plan.get("rr1_live"))
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calc_rr = _paper_order_rr(side, target, stop_loss, tp1)
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effective_rr = rr if rr > 0 else calc_rr
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min_rr = max(0.0, _safe_float(cfg.get("order_min_rr"), 1.2))
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distance_pct = _paper_order_distance_pct(side, current_price, target)
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max_distance = max(0.0, _safe_float(cfg.get("order_max_distance_to_entry_pct"), 8.0))
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opportunity_level = str(plan.get("opportunity_level") or rec.get("opportunity_level") or "").strip()
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level_max_action = str(plan.get("max_action") or "").strip()
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risk_reward_ok = plan.get("risk_reward_ok")
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trigger_ok = plan.get("entry_trigger_confirmed") is True or _safe_int(rec.get("entry_triggered")) == 1
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reasons = []
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if target <= 0:
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reasons.append("missing_target_price")
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if stop_loss <= 0:
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reasons.append("missing_stop_loss")
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if tp1 <= 0:
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reasons.append("missing_tp1")
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if target > 0 and stop_loss > 0 and tp1 > 0 and calc_rr <= 0:
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reasons.append("invalid_risk_geometry")
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if risk_reward_ok is False:
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reasons.append("risk_reward_rejected")
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if effective_rr > 0 and effective_rr < min_rr:
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reasons.append("rr_below_min")
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if effective_rr <= 0:
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reasons.append("missing_rr")
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if distance_pct > max_distance:
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reasons.append("too_far_from_entry")
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if opportunity_level in {"momentum_watch", "theme_trend"} or level_max_action == "observe":
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reasons.append("observe_only_opportunity")
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if bool(cfg.get("order_require_current_trigger", False)) and not trigger_ok:
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reasons.append("missing_current_trigger")
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return not reasons, reasons, {
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"target_price": target,
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"stop_loss": stop_loss,
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"tp1": tp1,
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"rr1": round(effective_rr, 4) if effective_rr > 0 else 0,
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"calc_rr1": round(calc_rr, 4) if calc_rr > 0 else 0,
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"distance_to_entry_pct": round(distance_pct, 4),
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"max_distance_to_entry_pct": max_distance,
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"min_rr": min_rr,
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"opportunity_level": opportunity_level,
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"entry_trigger_confirmed": trigger_ok,
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}
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def _cancel_paper_order(conn, order: dict, reason: str, event_time: str) -> dict:
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conn.execute(
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"""
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@ -661,6 +738,17 @@ def _sync_wait_pullback_order(conn, rec: dict, current_price: float, event_time:
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"current_price": current_price,
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}
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gate_ok, gate_reasons, gate_detail = _paper_order_gate(rec, current_price, cfg)
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if not gate_ok:
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return {
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"skipped": True,
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"reason": "paper_order_gate_rejected",
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"gate_reasons": gate_reasons,
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"gate_detail": gate_detail,
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"target_price": gate_detail.get("target_price"),
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"current_price": current_price,
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}
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payload = _order_payload_from_rec(rec, current_price, event_time, cfg)
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if payload["recommendation_id"] <= 0 or not payload["symbol"] or payload["target_price"] <= 0:
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return {"skipped": True, "reason": "invalid_paper_order"}
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@ -1,9 +1,10 @@
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from fastapi import APIRouter, Cookie, HTTPException, Request
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from fastapi.responses import HTMLResponse
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from fastapi.responses import HTMLResponse, Response
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from app.config.system_config import seed_runtime_system_defaults
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from app.db import auth_db
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from app.db import chat_assistant_db
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from app.db.data_export import build_data_export_bundle
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from app.db.scheduler_db import (
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enqueue_manual_trigger,
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get_job_config,
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@ -102,6 +103,16 @@ def build_router(templates):
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require_admin(altcoin_session)
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return chat_assistant_db.list_chat_admin_questions(hours=hours, intent=intent, search=search, offset=offset, limit=limit)
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@router.get("/api/admin/data-export")
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async def api_admin_data_export(hours: int = 24, altcoin_session: str = Cookie(default="")):
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require_admin(altcoin_session)
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filename, content, _manifest = build_data_export_bundle(hours=hours)
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return Response(
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content=content,
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media_type="application/zip",
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headers={"Content-Disposition": f'attachment; filename="{filename}"'},
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)
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@router.get("/api/runtime-config")
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async def api_runtime_config(kind: str = "all", altcoin_session: str = Cookie(default="")):
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require_admin(altcoin_session)
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@ -96,6 +96,17 @@ def build_router(templates, repo_root: Path, stock_report_template: str):
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return HTMLResponse(content=f"<meta charset=utf-8><h2>需要管理员权限</h2><p>{exc.detail}</p><a href=/app>返回看板</a>", status_code=exc.status_code)
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return render_page("system_logs.html", request, active_nav="system_logs")
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@router.get("/data-export", response_class=HTMLResponse)
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async def data_export_page(request: Request):
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user, redirect = require_page_user(request)
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if redirect:
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return redirect
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try:
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require_admin(request.cookies.get("altcoin_session", ""))
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except HTTPException as exc:
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return HTMLResponse(content=f"<meta charset=utf-8><h2>需要管理员权限</h2><p>{exc.detail}</p><a href=/app>返回看板</a>", status_code=exc.status_code)
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return render_page("data_export.html", request, active_nav="data_export")
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@router.get("/chat-logs", response_class=HTMLResponse)
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async def chat_logs_page(request: Request):
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user, redirect = require_page_user(request)
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@ -164,6 +164,7 @@ a { color: inherit; text-decoration: none; }
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<symbol id="svg-admin" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2"><circle cx="12" cy="8" r="4"/><path d="M5.3 20h13.4c1.1 0 2-.9 2-2 0-3.3-2.7-6-6-6H9.3c-3.3 0-6 2.7-6 6 0 1.1.9 2 2 2z"/></symbol>
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<symbol id="svg-referral" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2"><path d="M16 21v-2a4 4 0 0 0-4-4H5a4 4 0 0 0-4 4v2"/><circle cx="8.5" cy="7" r="4"/><polyline points="17 11 19 13 23 9"/></symbol>
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<symbol id="svg-config" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2"><path d="M4 7h10"/><path d="M4 17h16"/><circle cx="17" cy="7" r="3"/><circle cx="7" cy="17" r="3"/></symbol>
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<symbol id="svg-export" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2"><path d="M12 3v12"/><path d="m7 10 5 5 5-5"/><path d="M5 21h14"/><path d="M5 17v4"/><path d="M19 17v4"/></symbol>
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<symbol id="svg-chevron-down" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2"><polyline points="6 9 12 15 18 9"/></symbol>
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</svg>
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@ -188,6 +189,7 @@ a { color: inherit; text-decoration: none; }
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<a class="sidebar-link admin-link {% if active_nav == 'llm_insights' %}active{% endif %}" href="/llm-insights" style="display:none"><svg class="link-icon"><use href="#svg-ai"/></svg>AI 记录</a>
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<a class="sidebar-link admin-link {% if active_nav == 'strategy' %}active{% endif %}" href="/strategy" style="display:none"><svg class="link-icon"><use href="#svg-target"/></svg>策略归因</a>
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<a class="sidebar-link admin-link {% if active_nav == 'iteration' %}active{% endif %}" href="/iteration" style="display:none"><svg class="link-icon"><use href="#svg-iterate"/></svg>策略迭代</a>
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<a class="sidebar-link admin-link {% if active_nav == 'data_export' %}active{% endif %}" href="/data-export" style="display:none"><svg class="link-icon"><use href="#svg-export"/></svg>数据导出</a>
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<a class="sidebar-link admin-link {% if active_nav == 'chat_logs' %}active{% endif %}" href="/chat-logs" style="display:none"><svg class="link-icon"><use href="#svg-chat"/></svg>问答日志</a>
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<a class="sidebar-link admin-link {% if active_nav == 'config' %}active{% endif %}" href="/config" style="display:none"><svg class="link-icon"><use href="#svg-config"/></svg>配置中心</a>
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<a class="sidebar-link admin-link {% if active_nav == 'cron' %}active{% endif %}" href="/cron" style="display:none"><svg class="link-icon"><use href="#svg-cron"/></svg>调度中心</a>
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54
static/data_export.html
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54
static/data_export.html
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{% extends "base.html" %}
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{% block title %}AlphaX Agent — 数据导出{% endblock %}
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{% block extra_head_css %}
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<style>
|
||||
.shell{width:min(100% - 40px,1120px);margin:0 auto;padding:28px 0 56px}.hero{position:relative;overflow:hidden;border:1px solid var(--hairline-soft);border-radius:24px;background:linear-gradient(135deg,#0f172a 0%,#1f3a5f 52%,#0f766e 100%);padding:26px;color:white;box-shadow:0 24px 70px rgba(15,23,42,.18)}.hero:after{content:"";position:absolute;right:-80px;top:-80px;width:260px;height:260px;border-radius:999px;background:rgba(255,255,255,.14);filter:blur(4px)}.hero h1{position:relative;font-size:30px;font-weight:950;letter-spacing:-.9px;margin:0}.hero p{position:relative;margin:8px 0 0;max-width:760px;color:rgba(255,255,255,.78);line-height:1.65;font-size:13px}.grid{display:grid;grid-template-columns:1fr 360px;gap:14px;margin-top:14px}.panel{border:1px solid var(--hairline-soft);background:var(--canvas);border-radius:var(--radius-md);padding:16px}.panel-title{font-size:15px;font-weight:950;color:var(--ink);margin-bottom:8px}.hint{color:var(--stone);font-size:12px;line-height:1.6}.quick{display:grid;grid-template-columns:repeat(4,minmax(0,1fr));gap:10px;margin-top:14px}.choice{border:1px solid var(--hairline-soft);background:var(--surface);border-radius:16px;padding:14px;text-align:left;cursor:pointer;transition:.15s}.choice:hover,.choice.active{border-color:rgba(66,98,255,.35);background:rgba(66,98,255,.055);transform:translateY(-1px)}.choice b{display:block;font-size:18px;color:var(--ink);font-weight:950}.choice span{display:block;margin-top:4px;color:var(--stone);font-size:11px;font-weight:850}.custom{display:flex;gap:8px;align-items:center;margin-top:14px}.input{height:40px;border:1px solid var(--hairline-strong);border-radius:12px;background:var(--canvas);padding:0 12px;color:var(--ink);font-weight:850;width:110px}.btn{height:42px;border:0;border-radius:999px;background:var(--ink);color:var(--canvas);padding:0 18px;font-weight:950;cursor:pointer}.btn:disabled{opacity:.55;cursor:default}.status{margin-top:12px;border:1px solid rgba(66,98,255,.16);background:rgba(66,98,255,.05);border-radius:14px;padding:11px;color:var(--slate);font-size:12px;line-height:1.55}.list{display:grid;gap:8px;margin-top:10px}.item{display:flex;justify-content:space-between;gap:12px;border-bottom:1px solid var(--hairline-soft);padding:9px 0;font-size:12px}.item:last-child{border-bottom:0}.item b{color:var(--ink)}.item span{color:var(--stone);text-align:right}@media(max-width:900px){.grid{grid-template-columns:1fr}.quick{grid-template-columns:repeat(2,minmax(0,1fr))}}@media(max-width:560px){.shell{width:min(100% - 24px,1120px)}.quick{grid-template-columns:1fr}.custom{align-items:stretch;flex-direction:column}.input{width:100%}}
|
||||
</style>
|
||||
{% endblock %}
|
||||
{% block content %}
|
||||
<div class="shell">
|
||||
<section class="hero">
|
||||
<h1>数据导出</h1>
|
||||
<p>把线上最近一段时间的链路、推荐、挂单、成交、复盘、推送和配置快照打包下载。下载后的 ZIP 可以直接拿来做本地分析、策略复盘和功能优化。</p>
|
||||
</section>
|
||||
|
||||
<div class="grid">
|
||||
<section class="panel">
|
||||
<div class="panel-title">选择导出窗口</div>
|
||||
<div class="hint">推荐先导出 24 小时用于快速排查；做策略复盘时导出 7 天或 30 天。导出包是 ZIP，里面按表拆分 JSON 文件。</div>
|
||||
<div class="quick" id="quickChoices">
|
||||
<button class="choice active" type="button" data-hours="24" onclick="chooseHours(24,this)"><b>24 小时</b><span>最近链路排查</span></button>
|
||||
<button class="choice" type="button" data-hours="72" onclick="chooseHours(72,this)"><b>3 天</b><span>短周期异常</span></button>
|
||||
<button class="choice" type="button" data-hours="168" onclick="chooseHours(168,this)"><b>7 天</b><span>策略小复盘</span></button>
|
||||
<button class="choice" type="button" data-hours="720" onclick="chooseHours(720,this)"><b>30 天</b><span>完整表现分析</span></button>
|
||||
</div>
|
||||
<div class="custom">
|
||||
<input class="input" id="customDays" type="number" min="1" max="90" value="1">
|
||||
<span class="hint">天</span>
|
||||
<button class="btn" id="downloadBtn" type="button" onclick="downloadExport()">下载导出包</button>
|
||||
</div>
|
||||
<div class="status" id="exportStatus">当前选择：最近 24 小时。</div>
|
||||
</section>
|
||||
|
||||
<aside class="panel">
|
||||
<div class="panel-title">导出内容</div>
|
||||
<div class="list">
|
||||
<div class="item"><b>推荐链路</b><span>recommendation / screening_log / cron_run_log</span></div>
|
||||
<div class="item"><b>交易账本</b><span>paper_orders / paper_trades / events</span></div>
|
||||
<div class="item"><b>复盘迭代</b><span>review / missed / strategy rules</span></div>
|
||||
<div class="item"><b>证据源</b><span>舆情 / 链上 / AI 记录</span></div>
|
||||
<div class="item"><b>运行配置</b><span>策略与系统配置快照</span></div>
|
||||
</div>
|
||||
</aside>
|
||||
</div>
|
||||
</div>
|
||||
{% endblock %}
|
||||
{% block extra_script %}
|
||||
<script>
|
||||
var selectedHours=24;
|
||||
function $(id){return document.getElementById(id)}
|
||||
function chooseHours(hours,el){selectedHours=hours;Array.prototype.forEach.call(document.querySelectorAll('.choice'),function(x){x.classList.remove('active')});if(el)el.classList.add('active');$('customDays').value=Math.max(1,Math.round(hours/24));$('exportStatus').textContent='当前选择：最近 '+labelHours(hours)+'。'}
|
||||
function labelHours(hours){if(hours===24)return'24 小时';if(hours%24===0)return (hours/24)+' 天';return hours+' 小时'}
|
||||
async function downloadExport(){var days=Number($('customDays').value||1);if(days>0)selectedHours=Math.max(1,Math.min(2160,Math.round(days*24)));var btn=$('downloadBtn');btn.disabled=true;btn.textContent='打包中...';$('exportStatus').textContent='正在生成最近 '+labelHours(selectedHours)+' 的导出包，请稍等...';try{var resp=await fetch('/api/admin/data-export?hours='+encodeURIComponent(selectedHours));if(!resp.ok){var t=await resp.text();throw new Error(t||'导出失败')}var blob=await resp.blob();var name='alphax_export_'+selectedHours+'h.zip';var cd=resp.headers.get('content-disposition')||'';var m=cd.match(/filename="([^"]+)"/);if(m)name=m[1];var url=URL.createObjectURL(blob);var a=document.createElement('a');a.href=url;a.download=name;document.body.appendChild(a);a.click();a.remove();URL.revokeObjectURL(url);$('exportStatus').textContent='导出完成：'+name+'。下载后可以把 ZIP 给我做本地分析。'}catch(e){$('exportStatus').textContent='导出失败：'+e.message}finally{btn.disabled=false;btn.textContent='下载导出包'}}
|
||||
</script>
|
||||
{% endblock %}
|
||||
67
tests/test_data_export.py
Normal file
67
tests/test_data_export.py
Normal file
@ -0,0 +1,67 @@
|
||||
import io
|
||||
import json
|
||||
import zipfile
|
||||
|
||||
from fastapi.testclient import TestClient
|
||||
|
||||
from app.db import altcoin_db, auth_db
|
||||
from app.db.data_export import build_data_export_bundle
|
||||
from app.web import web_server
|
||||
|
||||
|
||||
def _login_admin(email: str = "admin-export@example.com") -> str:
|
||||
reg = auth_db.register_user(email, "StrongPass123")
|
||||
auth_db.verify_email(email, reg["verification_code"])
|
||||
auth_db.claim_free_trial(auth_db.get_user_by_email(email)["id"])
|
||||
auth_db.set_user_admin(email, True)
|
||||
return auth_db.login_user(email, "StrongPass123")["token"]
|
||||
|
||||
|
||||
def test_build_data_export_bundle_contains_manifest_and_recent_tables():
|
||||
altcoin_db.create_recommendation(
|
||||
symbol="EXPORT/USDT",
|
||||
rec_state="爆发",
|
||||
rec_score=30,
|
||||
entry_price=100,
|
||||
stop_loss=95,
|
||||
tp1=110,
|
||||
signals=["导出测试"],
|
||||
entry_plan={"entry_action": "可即刻买入", "entry_price": 100},
|
||||
)
|
||||
|
||||
filename, content, manifest = build_data_export_bundle(hours=24)
|
||||
|
||||
assert filename.endswith("_24h.zip")
|
||||
assert manifest["window_hours"] == 24
|
||||
with zipfile.ZipFile(io.BytesIO(content)) as zf:
|
||||
names = set(zf.namelist())
|
||||
assert "manifest.json" in names
|
||||
assert "tables/recommendation.json" in names
|
||||
assert "tables/paper_trades.json" in names
|
||||
loaded_manifest = json.loads(zf.read("manifest.json").decode("utf-8"))
|
||||
rows = json.loads(zf.read("tables/recommendation.json").decode("utf-8"))
|
||||
|
||||
assert loaded_manifest["tables"]["recommendation"]["rows"] >= 1
|
||||
assert any(row["symbol"] == "EXPORT/USDT" for row in rows)
|
||||
|
||||
|
||||
def test_admin_data_export_api_downloads_zip():
|
||||
token = _login_admin()
|
||||
client = TestClient(web_server.app)
|
||||
client.cookies.set("altcoin_session", token)
|
||||
|
||||
resp = client.get("/api/admin/data-export?hours=24")
|
||||
|
||||
assert resp.status_code == 200
|
||||
assert resp.headers["content-type"] == "application/zip"
|
||||
assert "attachment" in resp.headers["content-disposition"]
|
||||
with zipfile.ZipFile(io.BytesIO(resp.content)) as zf:
|
||||
assert "manifest.json" in zf.namelist()
|
||||
|
||||
|
||||
def test_data_export_page_requires_admin():
|
||||
client = TestClient(web_server.app)
|
||||
resp = client.get("/data-export")
|
||||
|
||||
assert resp.status_code == 200
|
||||
assert "登录" in resp.text or "会员" in resp.text
|
||||
@ -174,7 +174,7 @@ def test_wait_pullback_creates_pending_paper_order(monkeypatch):
|
||||
tp1=105,
|
||||
tp2=112,
|
||||
signals=["等待回踩"],
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105},
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
|
||||
)
|
||||
with altcoin_db.get_conn() as conn:
|
||||
conn.execute(
|
||||
@ -182,7 +182,7 @@ def test_wait_pullback_creates_pending_paper_order(monkeypatch):
|
||||
(rec_id,),
|
||||
)
|
||||
conn.commit()
|
||||
rec = {"id": rec_id, "symbol": "WAIT/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "tp2": 112, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105}}
|
||||
rec = {"id": rec_id, "symbol": "WAIT/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "tp2": 112, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
|
||||
|
||||
result = sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
|
||||
|
||||
@ -209,9 +209,9 @@ def test_wait_pullback_paper_order_pushes_created_card(monkeypatch):
|
||||
stop_loss=90,
|
||||
tp1=105,
|
||||
signals=["等待回踩"],
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95},
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
|
||||
)
|
||||
rec = {"id": rec_id, "symbol": "PUSHORD/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "entry_plan": {"entry_action": "等回踩", "entry_price": 95}}
|
||||
rec = {"id": rec_id, "symbol": "PUSHORD/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
|
||||
|
||||
sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
|
||||
|
||||
@ -223,6 +223,80 @@ def test_wait_pullback_paper_order_pushes_created_card(monkeypatch):
|
||||
assert card["elements"][0]["tag"] == "column_set"
|
||||
|
||||
|
||||
def test_wait_pullback_without_tradeable_plan_does_not_create_order(monkeypatch):
|
||||
monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
|
||||
altcoin_db.init_db()
|
||||
rec_id = altcoin_db.create_recommendation(
|
||||
symbol="BADPLAN/USDT",
|
||||
rec_state="蓄力",
|
||||
rec_score=20,
|
||||
entry_price=95,
|
||||
signals=["等待回踩"],
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95},
|
||||
)
|
||||
rec = {"id": rec_id, "symbol": "BADPLAN/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "entry_plan": {"entry_action": "等回踩", "entry_price": 95}}
|
||||
|
||||
result = sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
|
||||
|
||||
assert result["reason"] == "paper_order_gate_rejected"
|
||||
assert "missing_stop_loss" in result["gate_reasons"]
|
||||
assert "missing_tp1" in result["gate_reasons"]
|
||||
assert list_paper_orders()["total"] == 0
|
||||
|
||||
|
||||
def test_wait_pullback_too_far_from_entry_does_not_create_order(monkeypatch):
|
||||
monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
|
||||
altcoin_db.init_db()
|
||||
rec_id = altcoin_db.create_recommendation(
|
||||
symbol="FARGATE/USDT",
|
||||
rec_state="蓄力",
|
||||
rec_score=22,
|
||||
entry_price=95,
|
||||
stop_loss=90,
|
||||
tp1=105,
|
||||
signals=["等待回踩"],
|
||||
entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
|
||||
)
|
||||
rec = {"id": rec_id, "symbol": "FARGATE/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
|
||||
|
||||
result = sync_recommendation(rec, 110, event_time="2026-05-16T10:00:00")
|
||||
|
||||
assert result["reason"] == "paper_order_gate_rejected"
|
||||
assert "too_far_from_entry" in result["gate_reasons"]
|
||||
assert result["gate_detail"]["distance_to_entry_pct"] > 8
|
||||
assert list_paper_orders()["total"] == 0
|
||||
|
||||
|
||||
def test_observe_only_wait_pullback_does_not_create_order(monkeypatch):
|
||||
monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
|
||||
altcoin_db.init_db()
|
||||
rec_id = altcoin_db.create_recommendation(
|
||||
symbol="OBSWAIT/USDT",
|
||||
rec_state="蓄力",
|
||||
rec_score=22,
|
||||
entry_price=95,
|
||||
stop_loss=90,
|
||||
tp1=105,
|
||||
signals=["等待回踩"],
|
||||
entry_plan={
|
||||
"entry_action": "等回踩",
|
||||
"entry_price": 95,
|
||||
"stop_loss": 90,
|
||||
"tp1": 105,
|
||||
"risk_reward_ok": True,
|
||||
"rr1": 2.0,
|
||||
"opportunity_level": "theme_trend",
|
||||
},
|
||||
)
|
||||
rec = {"id": rec_id, "symbol": "OBSWAIT/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0, "opportunity_level": "theme_trend"}}
|
||||
|
||||
result = sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
|
||||
|
||||
assert result["reason"] == "paper_order_gate_rejected"
|
||||
assert "observe_only_opportunity" in result["gate_reasons"]
|
||||
assert list_paper_orders()["total"] == 0
|
||||
|
||||
|
||||
def test_wait_pullback_paper_order_fills_when_price_touches(monkeypatch):
|
||||
monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
|
||||
monkeypatch.setenv("ALPHAX_PAPER_TRADE_NOTIONAL_USDT", "100")
|
||||
|
||||
Loading…
Reference in New Issue
Block a user