327 lines
12 KiB
Python
327 lines
12 KiB
Python
import sqlite3
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from datetime import datetime, timezone, timedelta
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import logging
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# 设置东八区时区
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BEIJING_TZ = timezone(timedelta(hours=8))
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def utc_to_beijing(utc_time_str):
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"""将UTC时间字符串转换为东八区时间字符串"""
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try:
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# 解析UTC时间字符串
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utc_dt = datetime.fromisoformat(utc_time_str.replace('Z', '+00:00'))
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if utc_dt.tzinfo is None:
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utc_dt = utc_dt.replace(tzinfo=timezone.utc)
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# 转换为东八区时间
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beijing_dt = utc_dt.astimezone(BEIJING_TZ)
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return beijing_dt.strftime('%Y-%m-%d %H:%M:%S')
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except:
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return utc_time_str
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def get_utc_time():
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"""获取UTC时间"""
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return datetime.now(timezone.utc)
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class DatabaseManager:
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def __init__(self, db_path="trading.db"):
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self.db_path = db_path
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self.init_database()
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def init_database(self):
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"""初始化数据库表结构"""
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conn = sqlite3.connect(self.db_path)
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cursor = conn.cursor()
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# 币种基础信息表
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cursor.execute('''
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CREATE TABLE IF NOT EXISTS coins (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT UNIQUE NOT NULL,
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base_asset TEXT NOT NULL,
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quote_asset TEXT NOT NULL,
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is_active BOOLEAN DEFAULT TRUE,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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''')
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# K线数据表
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cursor.execute('''
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CREATE TABLE IF NOT EXISTS klines (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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timeframe TEXT NOT NULL,
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open_time TIMESTAMP NOT NULL,
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close_time TIMESTAMP NOT NULL,
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open_price REAL NOT NULL,
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high_price REAL NOT NULL,
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low_price REAL NOT NULL,
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close_price REAL NOT NULL,
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volume REAL NOT NULL,
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quote_volume REAL NOT NULL,
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trades_count INTEGER,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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UNIQUE(symbol, timeframe, open_time)
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)
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''')
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# 选币结果表
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cursor.execute('''
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CREATE TABLE IF NOT EXISTS coin_selections (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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score REAL NOT NULL,
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reason TEXT NOT NULL,
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entry_price REAL NOT NULL,
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stop_loss REAL NOT NULL,
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take_profit REAL NOT NULL,
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timeframe TEXT NOT NULL,
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selection_time TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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status TEXT DEFAULT 'active',
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actual_entry_price REAL,
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exit_price REAL,
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exit_time TIMESTAMP,
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pnl_percentage REAL,
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notes TEXT,
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strategy_type TEXT NOT NULL DEFAULT '中线',
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holding_period INTEGER NOT NULL DEFAULT 7,
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risk_reward_ratio REAL NOT NULL DEFAULT 2.0,
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expiry_time TIMESTAMP,
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is_expired BOOLEAN DEFAULT FALSE,
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action_suggestion TEXT DEFAULT '等待回调买入'
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)
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''')
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# 修改score字段为可空（如果表已存在）
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try:
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# SQLite不能直接修改列约束，所以我们需要检查并处理
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cursor.execute("PRAGMA table_info(coin_selections)")
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columns = cursor.fetchall()
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# 检查是否需要重建表结构
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score_column = next((col for col in columns if col[1] == 'score'), None)
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if score_column and score_column[3] == 1: # NOT NULL constraint exists
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# 备份现有数据
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cursor.execute("ALTER TABLE coin_selections RENAME TO coin_selections_backup")
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# 重新创建表（score字段改为可空）
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cursor.execute('''
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CREATE TABLE coin_selections (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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score REAL,
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reason TEXT NOT NULL,
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entry_price REAL NOT NULL,
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stop_loss REAL NOT NULL,
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take_profit REAL NOT NULL,
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timeframe TEXT NOT NULL,
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selection_time TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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status TEXT DEFAULT 'active',
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actual_entry_price REAL,
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exit_price REAL,
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exit_time TIMESTAMP,
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pnl_percentage REAL,
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notes TEXT,
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strategy_type TEXT NOT NULL DEFAULT '中线',
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holding_period INTEGER NOT NULL DEFAULT 7,
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risk_reward_ratio REAL NOT NULL DEFAULT 2.0,
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expiry_time TIMESTAMP,
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is_expired BOOLEAN DEFAULT FALSE,
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action_suggestion TEXT DEFAULT '等待回调买入',
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signal_type TEXT DEFAULT 'LONG',
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direction TEXT DEFAULT 'BUY',
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qualified_factors INTEGER NOT NULL DEFAULT 3
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)
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''')
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# 迁移数据
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cursor.execute('''
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INSERT INTO coin_selections
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SELECT * FROM coin_selections_backup
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''')
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# 删除备份表
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cursor.execute("DROP TABLE coin_selections_backup")
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except Exception as e:
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# 如果出错，可能是表不存在或已经正确，继续执行
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN strategy_type TEXT NOT NULL DEFAULT '中线'")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN holding_period INTEGER NOT NULL DEFAULT 7")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN risk_reward_ratio REAL NOT NULL DEFAULT 2.0")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN expiry_time TIMESTAMP")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN is_expired BOOLEAN DEFAULT FALSE")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN action_suggestion TEXT DEFAULT '等待回调买入'")
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except:
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pass
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# 添加多空支持字段
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN signal_type TEXT DEFAULT 'LONG'")
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except:
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pass
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN direction TEXT DEFAULT 'BUY'")
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except:
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pass
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# 添加新的符合因子字段
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try:
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cursor.execute("ALTER TABLE coin_selections ADD COLUMN qualified_factors INTEGER NOT NULL DEFAULT 3")
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except:
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pass
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# 技术指标表
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cursor.execute('''
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CREATE TABLE IF NOT EXISTS technical_indicators (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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timeframe TEXT NOT NULL,
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indicator_time TIMESTAMP NOT NULL,
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ma20 REAL,
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ma50 REAL,
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ma200 REAL,
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rsi REAL,
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macd REAL,
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macd_signal REAL,
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macd_hist REAL,
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bb_upper REAL,
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bb_middle REAL,
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bb_lower REAL,
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volume_ma REAL,
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fib_618 REAL,
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fib_382 REAL,
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support_level REAL,
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resistance_level REAL,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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UNIQUE(symbol, timeframe, indicator_time)
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)
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''')
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# 创建索引
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cursor.execute('CREATE INDEX IF NOT EXISTS idx_klines_symbol_time ON klines(symbol, timeframe, open_time)')
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cursor.execute('CREATE INDEX IF NOT EXISTS idx_selections_symbol_time ON coin_selections(symbol, selection_time)')
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cursor.execute('CREATE INDEX IF NOT EXISTS idx_indicators_symbol_time ON technical_indicators(symbol, timeframe, indicator_time)')
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conn.commit()
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conn.close()
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logging.info("数据库初始化完成")
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def get_connection(self):
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"""获取数据库连接"""
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return sqlite3.connect(self.db_path)
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def insert_coin_selection(self, symbol, qualified_factors, reason, entry_price, stop_loss, take_profit,
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timeframe, strategy_type, holding_period, risk_reward_ratio, expiry_hours, action_suggestion,
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signal_type="LONG", direction="BUY"):
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"""插入选币结果 - 支持多空方向"""
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conn = self.get_connection()
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cursor = conn.cursor()
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# 计算过期时间
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expiry_time = datetime.now(timezone.utc) + timedelta(hours=expiry_hours)
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# 将qualified_factors转换为分数（兼容旧系统）
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score = qualified_factors * 25.0 if qualified_factors else 75.0 # 3/4 = 75分，4/4 = 100分
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cursor.execute('''
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INSERT INTO coin_selections
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(symbol, score, qualified_factors, reason, entry_price, stop_loss, take_profit, timeframe,
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strategy_type, holding_period, risk_reward_ratio, expiry_time, action_suggestion,
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signal_type, direction)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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''', (symbol, score, qualified_factors, reason, entry_price, stop_loss, take_profit, timeframe,
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strategy_type, holding_period, risk_reward_ratio, expiry_time, action_suggestion,
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signal_type, direction))
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selection_id = cursor.lastrowid
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conn.commit()
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conn.close()
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return selection_id
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def get_active_selections(self, limit=20, offset=0):
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"""获取活跃的选币结果，自动标记过期的 - 支持分页"""
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conn = self.get_connection()
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cursor = conn.cursor()
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# 首先标记过期的选币
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cursor.execute('''
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UPDATE coin_selections
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SET is_expired = TRUE, status = 'expired'
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WHERE expiry_time < datetime('now') AND status = 'active'
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''')
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cursor.execute('''
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SELECT * FROM coin_selections
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WHERE status = 'active' AND is_expired = FALSE
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ORDER BY selection_time DESC, qualified_factors DESC
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LIMIT ? OFFSET ?
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''', (limit, offset))
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results = cursor.fetchall()
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conn.commit() # 提交过期状态更新
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conn.close()
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return results
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def check_and_expire_selections(self):
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"""检查并标记过期的选币"""
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conn = self.get_connection()
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cursor = conn.cursor()
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cursor.execute('''
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UPDATE coin_selections
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SET is_expired = TRUE, status = 'expired'
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WHERE expiry_time < datetime('now') AND status = 'active'
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''')
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expired_count = cursor.rowcount
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conn.commit()
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conn.close()
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if expired_count > 0:
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logging.info(f"标记了{expired_count}个过期的选币结果")
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return expired_count
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def update_selection_status(self, selection_id, status, exit_price=None, pnl_percentage=None):
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"""更新选币结果状态"""
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conn = self.get_connection()
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cursor = conn.cursor()
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if exit_price and pnl_percentage:
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cursor.execute('''
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UPDATE coin_selections
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SET status = ?, exit_price = ?, exit_time = CURRENT_TIMESTAMP, pnl_percentage = ?
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WHERE id = ?
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''', (status, exit_price, pnl_percentage, selection_id))
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else:
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cursor.execute('''
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UPDATE coin_selections
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SET status = ?
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WHERE id = ?
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''', (status, selection_id))
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conn.commit()
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conn.close() |