feat(recommendations): 添加现货推荐扫描与API支持
在后端API中新增现货推荐扫描功能，定时将数据写入Redis缓存，并提供相应的API接口以获取现货推荐。前端组件更新以支持现货推荐的展示与切换，提升用户体验与决策支持。此改动为用户提供了实时的现货推荐信息，增强了系统的功能性与灵活性。
This commit is contained in:
薇薇安
parent
1dea3df84a
commit
3389e0aafc
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@ -5,6 +5,7 @@ from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from api.routes import config, trades, stats, dashboard, account, recommendations, system, accounts, auth, admin, public, data_management
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import os
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import sys
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import logging
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from pathlib import Path
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from logging.handlers import RotatingFileHandler
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@ -165,6 +166,32 @@ app = FastAPI(
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redirect_slashes=False # 禁用自动重定向，避免307重定向问题
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)
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# 现货推荐定时扫描间隔（秒），默认 15 分钟；设为 0 关闭定时扫描
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SPOT_SCAN_INTERVAL_SEC = int(os.getenv("SPOT_SCAN_INTERVAL_SEC", "900"))
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async def _spot_scan_loop():
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"""后台循环：每隔 SPOT_SCAN_INTERVAL_SEC 执行一次现货扫描并写入 Redis。"""
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if SPOT_SCAN_INTERVAL_SEC <= 0:
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logger.info("现货推荐定时扫描已关闭（SPOT_SCAN_INTERVAL_SEC=0）")
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return
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import asyncio
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backend_dir = Path(__file__).resolve().parent.parent
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sys.path.insert(0, str(backend_dir))
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try:
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from spot_scanner import run_spot_scan_and_cache
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except Exception as e:
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logger.warning("现货扫描模块加载失败，跳过定时任务: %s", e)
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return
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logger.info("现货推荐定时扫描已启动，间隔 %d 秒", SPOT_SCAN_INTERVAL_SEC)
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while True:
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try:
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await run_spot_scan_and_cache(ttl_sec=900)
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except Exception as e:
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logger.warning("现货扫描执行失败: %s", e)
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await asyncio.sleep(SPOT_SCAN_INTERVAL_SEC)
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# 启动时：确保存在一个初始管理员（通过环境变量配置）
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@app.on_event("startup")
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async def _ensure_initial_admin():
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@ -201,6 +228,14 @@ async def _ensure_initial_admin():
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except Exception as e:
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logger.warning(f"初始化管理员失败（可忽略）: {e}")
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# 启动现货推荐定时扫描（后台任务）
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try:
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import asyncio
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asyncio.create_task(_spot_scan_loop())
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except Exception as e:
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logger.warning("启动现货扫描定时任务失败（可忽略）: %s", e)
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# CORS配置（允许React前端访问）
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# 默认包含：本地开发端口、主前端域名、推荐查看器域名
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cors_origins_str = os.getenv('CORS_ORIGINS', 'http://localhost:3000,http://localhost:3001,http://localhost:5173,http://as.deepx1.com,http://asapi.deepx1.com,http://r.deepx1.com,https://r.deepx1.com,http://asapi-new.deepx1.com')
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@ -495,6 +495,72 @@ async def get_recommendations(
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raise HTTPException(status_code=500, detail=f"获取推荐列表失败: {str(e)}")
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REDIS_KEY_SPOT_SNAPSHOT = "recommendations:spot:snapshot"
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@router.get("/spot")
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async def get_spot_recommendations(
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limit: int = Query(50, ge=1, le=200, description="返回数量限制"),
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):
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"""
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获取现货推荐（只做多）。数据来自定时任务扫描并写入的 Redis 缓存。
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"""
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try:
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rds = await _get_redis()
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if rds is None:
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raise HTTPException(status_code=503, detail="Redis 不可用，无法读取现货推荐缓存")
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snapshot = await _get_cached_json(rds, REDIS_KEY_SPOT_SNAPSHOT)
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if not isinstance(snapshot, dict):
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return {
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"success": True,
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"count": 0,
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"type": "spot",
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"from_cache": False,
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"meta": {"generated_at": None, "message": "暂无现货推荐数据，请等待定时扫描更新"},
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"data": [],
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}
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items = snapshot.get("items") or []
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if not isinstance(items, list):
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items = []
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items = items[:limit]
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return {
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"success": True,
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"count": len(items),
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"type": "spot",
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"from_cache": True,
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"meta": {
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"generated_at": snapshot.get("generated_at"),
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"generated_at_ms": snapshot.get("generated_at_ms"),
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"ttl_sec": snapshot.get("ttl_sec"),
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},
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"data": items,
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}
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except HTTPException:
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raise
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except Exception as e:
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logger.error(f"获取现货推荐失败: {e}")
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raise HTTPException(status_code=500, detail=f"获取现货推荐失败: {str(e)}")
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@router.post("/spot/scan")
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async def trigger_spot_scan():
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"""
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手动触发一次现货扫描并更新 Redis 缓存（供定时任务或管理员调用）。
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"""
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try:
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import sys
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from pathlib import Path
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backend_dir = Path(__file__).resolve().parent.parent.parent
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if str(backend_dir) not in sys.path:
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sys.path.insert(0, str(backend_dir))
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from spot_scanner import run_spot_scan_and_cache
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count = await run_spot_scan_and_cache(ttl_sec=900)
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return {"success": True, "message": f"已扫描并缓存 {count} 条现货推荐", "count": count}
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except Exception as e:
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logger.error(f"现货扫描失败: {e}")
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raise HTTPException(status_code=500, detail=f"现货扫描失败: {str(e)}")
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@router.get("/active")
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async def get_active_recommendations():
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"""
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280
backend/spot_scanner.py
Normal file
280
backend/spot_scanner.py
Normal file
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@ -0,0 +1,280 @@
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"""
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现货推荐扫描：拉取币安现货行情，仅做多信号，写入 Redis 供 /api/recommendations/spot 使用。
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使用公开 API，无需 API Key。定时任务调用 run_spot_scan_and_cache()。
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"""
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import asyncio
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import json
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import logging
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import os
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import sys
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import time
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from datetime import datetime, timezone
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from typing import Any, Dict, List, Optional
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import aiohttp
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# 可选的 Redis 写入（与 recommendations 路由共用连接方式）
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try:
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import redis.asyncio as redis_async
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except Exception:
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redis_async = None
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logger = logging.getLogger(__name__)
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BINANCE_SPOT_BASE = "https://api.binance.com"
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SPOT_KLINES_LIMIT = 60
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SPOT_TOP_N = 80
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SPOT_MIN_STRENGTH = 4
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SPOT_MAX_RECS = 30
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def _beijing_now_iso() -> str:
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from datetime import timedelta
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return datetime.now(tz=timezone(timedelta(hours=8))).isoformat()
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async def _http_get(session: aiohttp.ClientSession, url: str, params: Optional[Dict] = None) -> Optional[Any]:
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try:
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async with session.get(url, params=params or {}, timeout=aiohttp.ClientTimeout(total=15)) as resp:
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if resp.status != 200:
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return None
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return await resp.json()
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except Exception as e:
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logger.warning("spot_scanner _http_get %s: %s", url[:60], e)
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return None
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def _technical_indicators():
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"""延迟导入 trading_system.indicators，避免 backend 强依赖 trading_system 路径。"""
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project_root = __import__("pathlib").Path(__file__).resolve().parent.parent
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trading_system = project_root / "trading_system"
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if str(trading_system) not in sys.path:
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sys.path.insert(0, str(trading_system))
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try:
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from indicators import TechnicalIndicators
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return TechnicalIndicators
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except ImportError:
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from trading_system.indicators import TechnicalIndicators
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return TechnicalIndicators
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async def _fetch_spot_symbols(session: aiohttp.ClientSession) -> List[str]:
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"""获取所有 USDT 现货交易对（status=TRADING）。"""
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data = await _http_get(session, f"{BINANCE_SPOT_BASE}/api/v3/exchangeInfo")
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if not data or "symbols" not in data:
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return []
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symbols = []
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for s in data["symbols"]:
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if s.get("status") != "TRADING":
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continue
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if s.get("quoteAsset") != "USDT":
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continue
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sym = s.get("symbol")
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if sym:
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symbols.append(sym)
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return symbols
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async def _fetch_spot_ticker_24h(session: aiohttp.ClientSession) -> List[Dict]:
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"""获取 24h ticker，返回 list of dict (symbol, lastPrice, priceChangePercent, volume, ...)。"""
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data = await _http_get(session, f"{BINANCE_SPOT_BASE}/api/v3/ticker/24hr")
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if not isinstance(data, list):
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return []
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return data
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async def _fetch_spot_klines(session: aiohttp.ClientSession, symbol: str, interval: str = "15m", limit: int = 60) -> Optional[List[List]]:
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"""现货 K 线，格式与合约一致 [open_time, o, h, l, c, volume, ...]。"""
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data = await _http_get(
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session,
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f"{BINANCE_SPOT_BASE}/api/v3/klines",
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{"symbol": symbol, "interval": interval, "limit": limit},
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)
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return data if isinstance(data, list) else None
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def _compute_spot_signal(klines: List[List], ticker: Dict, TechnicalIndicators) -> Optional[Dict]:
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"""
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基于 K 线计算只做多信号。返回 None 或 { direction: 'BUY', strength: int, ... }。
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"""
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if not klines or len(klines) < 50:
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return None
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closes = [float(k[4]) for k in klines]
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highs = [float(k[2]) for k in klines]
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lows = [float(k[3]) for k in klines]
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current_price = closes[-1]
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rsi = TechnicalIndicators.calculate_rsi(closes, period=14)
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macd = TechnicalIndicators.calculate_macd(closes)
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bollinger = TechnicalIndicators.calculate_bollinger_bands(closes, period=20)
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ema20 = TechnicalIndicators.calculate_ema(closes, period=20)
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ema50 = TechnicalIndicators.calculate_ema(closes, period=50)
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strength = 0
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# 只做多：RSI 超卖、价格在下轨附近、MACD 金叉、价格在均线上方等
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if rsi is not None and rsi < 35:
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strength += 3
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elif rsi is not None and rsi < 50:
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strength += 1
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if bollinger and current_price <= bollinger["lower"] * 1.002:
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strength += 3
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elif bollinger and current_price < bollinger["middle"]:
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strength += 1
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if macd and macd["histogram"] > 0 and macd["macd"] > macd["signal"]:
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strength += 2
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if ema20 and ema50 and current_price > ema20 > ema50:
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strength += 2
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elif ema20 and current_price > ema20:
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strength += 1
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strength = max(0, min(strength, 10))
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if strength < SPOT_MIN_STRENGTH:
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return None
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return {
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"direction": "BUY",
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"strength": strength,
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"rsi": rsi,
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"current_price": current_price,
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}
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def _build_spot_recommendation(
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symbol: str,
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ticker: Dict,
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signal: Dict,
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) -> Dict[str, Any]:
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"""构造单条现货推荐（与合约推荐结构兼容，便于前端复用）。"""
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current_price = float(ticker.get("lastPrice") or signal.get("current_price") or 0)
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change_percent = float(ticker.get("priceChangePercent") or 0)
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ts = time.time()
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entry = current_price * 0.995
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stop_pct = 0.05
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tp1_pct = 0.08
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tp2_pct = 0.15
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if current_price <= 0:
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return None
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stop_loss = entry * (1 - stop_pct)
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tp1 = entry * (1 + tp1_pct)
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tp2 = entry * (1 + tp2_pct)
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return {
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"symbol": symbol,
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"direction": "BUY",
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"market": "spot",
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"current_price": current_price,
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"signal_strength": signal.get("strength", 0),
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"change_percent": change_percent,
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"suggested_limit_price": entry,
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"planned_entry_price": entry,
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"suggested_stop_loss": stop_loss,
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"suggested_take_profit_1": tp1,
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"suggested_take_profit_2": tp2,
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"suggested_position_percent": 0.05,
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"recommendation_time": _beijing_now_iso(),
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"timestamp": ts,
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"recommendation_reason": "现货做多信号（RSI/布林带/MACD/均线）",
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"user_guide": f"现货建议在 {entry:.4f} USDT 附近买入，止损 {stop_loss:.4f}，目标1 {tp1:.4f}，目标2 {tp2:.4f}。仅供参考，请自行判断。",
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}
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async def run_spot_scan() -> List[Dict[str, Any]]:
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"""执行一次现货扫描，返回推荐列表（不写 Redis）。"""
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TechnicalIndicators = _technical_indicators()
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recommendations = []
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async with aiohttp.ClientSession() as session:
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symbols = await _fetch_spot_symbols(session)
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if not symbols:
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logger.warning("spot_scanner: 未获取到现货交易对")
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return []
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tickers = await _fetch_spot_ticker_24h(session)
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ticker_map = {t["symbol"]: t for t in tickers if isinstance(t.get("symbol"), str)}
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# 按 24h 成交量排序，取前 SPOT_TOP_N 再按涨跌幅取部分
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def volume_key(t):
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try:
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return float(t.get("volume") or 0) * float(t.get("lastPrice") or 0)
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except Exception:
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return 0
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sorted_tickers = sorted(
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[t for t in tickers if t.get("symbol") in symbols],
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key=volume_key,
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reverse=True,
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)[: SPOT_TOP_N * 2]
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# 按涨跌幅取前 N 个（偏强势或超跌反弹）
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with_change = [(t, float(t.get("priceChangePercent") or 0)) for t in sorted_tickers]
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with_change.sort(key=lambda x: -abs(x[1]))
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to_scan = [t[0]["symbol"] for t in with_change[: SPOT_TOP_N]]
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for symbol in to_scan:
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try:
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klines = await _fetch_spot_klines(session, symbol, "15m", SPOT_KLINES_LIMIT)
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ticker = ticker_map.get(symbol, {})
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if not klines or not ticker:
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continue
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signal = _compute_spot_signal(klines, ticker, TechnicalIndicators)
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if not signal:
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continue
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rec = _build_spot_recommendation(symbol, ticker, signal)
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if rec:
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recommendations.append(rec)
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if len(recommendations) >= SPOT_MAX_RECS:
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break
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except Exception as e:
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logger.debug("spot_scanner %s: %s", symbol, e)
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await asyncio.sleep(0.05)
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recommendations.sort(key=lambda x: x.get("signal_strength", 0), reverse=True)
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return recommendations[: SPOT_MAX_RECS]
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def _redis_connection_kwargs():
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redis_url = (os.getenv("REDIS_URL", "") or "").strip() or "redis://localhost:6379"
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kwargs = {"decode_responses": True}
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if os.getenv("REDIS_USERNAME"):
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kwargs["username"] = os.getenv("REDIS_USERNAME")
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if os.getenv("REDIS_PASSWORD"):
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kwargs["password"] = os.getenv("REDIS_PASSWORD")
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if redis_url.startswith("rediss://") or os.getenv("REDIS_USE_TLS", "").lower() == "true":
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if redis_url.startswith("redis://"):
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redis_url = redis_url.replace("redis://", "rediss://", 1)
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kwargs.setdefault("ssl_cert_reqs", os.getenv("REDIS_SSL_CERT_REQS", "required"))
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if os.getenv("REDIS_SSL_CA_CERTS"):
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kwargs["ssl_ca_certs"] = os.getenv("REDIS_SSL_CA_CERTS")
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return redis_url, kwargs
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async def run_spot_scan_and_cache(ttl_sec: int = 900) -> int:
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"""
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执行现货扫描并写入 Redis。返回写入的推荐数量。
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Redis key: recommendations:spot:snapshot
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"""
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items = await run_spot_scan()
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now_ms = int(time.time() * 1000)
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payload = {
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"items": items,
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"generated_at": _beijing_now_iso(),
|
||||
"generated_at_ms": now_ms,
|
||||
"ttl_sec": ttl_sec,
|
||||
"count": len(items),
|
||||
}
|
||||
|
||||
if redis_async is None:
|
||||
logger.warning("spot_scanner: redis 不可用，跳过写入")
|
||||
return len(items)
|
||||
|
||||
redis_url, kwargs = _redis_connection_kwargs()
|
||||
try:
|
||||
client = redis_async.from_url(redis_url, **kwargs)
|
||||
await client.ping()
|
||||
key = "recommendations:spot:snapshot"
|
||||
await client.setex(key, ttl_sec, json.dumps(payload, ensure_ascii=False))
|
||||
logger.info("spot_scanner: 已写入 %d 条现货推荐到 %s", len(items), key)
|
||||
await client.aclose()
|
||||
return len(items)
|
||||
except Exception as e:
|
||||
logger.warning("spot_scanner: Redis 写入失败 %s", e)
|
||||
return len(items)
|
||||
|
|
@ -73,6 +73,41 @@
|
|||
cursor: pointer;
|
||||
}
|
||||
|
||||
.market-type-tabs {
|
||||
display: flex;
|
||||
gap: 0;
|
||||
margin-bottom: 12px;
|
||||
border-bottom: 1px solid #e0e0e0;
|
||||
}
|
||||
|
||||
.market-type-tabs .tab {
|
||||
padding: 10px 20px;
|
||||
border: none;
|
||||
background: transparent;
|
||||
font-size: 15px;
|
||||
color: #666;
|
||||
cursor: pointer;
|
||||
border-bottom: 2px solid transparent;
|
||||
margin-bottom: -1px;
|
||||
transition: color 0.2s, border-color 0.2s;
|
||||
}
|
||||
|
||||
.market-type-tabs .tab:hover {
|
||||
color: #333;
|
||||
}
|
||||
|
||||
.market-type-tabs .tab.active {
|
||||
color: #2196F3;
|
||||
font-weight: 500;
|
||||
border-bottom-color: #2196F3;
|
||||
}
|
||||
|
||||
.spot-hint {
|
||||
margin: 0 0 16px 0;
|
||||
font-size: 13px;
|
||||
color: #666;
|
||||
}
|
||||
|
||||
.error-message {
|
||||
padding: 12px;
|
||||
background-color: #ffebee;
|
||||
|
|
|
|||
|
|
@ -10,11 +10,38 @@ function RecommendationsViewer() {
|
|||
const [error, setError] = useState(null);
|
||||
const [directionFilter, setDirectionFilter] = useState('');
|
||||
const [showDetails, setShowDetails] = useState({});
|
||||
const [marketType, setMarketType] = useState('futures'); // 'futures' | 'spot'
|
||||
|
||||
const loadRecommendations = async () => {
|
||||
try {
|
||||
setLoading(true);
|
||||
setError(null);
|
||||
if (marketType === 'spot') {
|
||||
const result = await api.getSpotRecommendations({ limit: 50 });
|
||||
const data = result.data || [];
|
||||
setRecommendations(data);
|
||||
} else {
|
||||
const params = { type: 'realtime', limit: 50, min_signal_strength: 5 };
|
||||
if (directionFilter) params.direction = directionFilter;
|
||||
const result = await api.getRecommendations(params);
|
||||
const data = result.data || [];
|
||||
setRecommendations(data);
|
||||
}
|
||||
} catch (err) {
|
||||
setError(err.message);
|
||||
console.error('加载推荐失败:', err);
|
||||
} finally {
|
||||
setLoading(false);
|
||||
}
|
||||
};
|
||||
|
||||
useEffect(() => {
|
||||
loadRecommendations();
|
||||
}, [marketType]);
|
||||
|
||||
// 每10秒静默更新价格（不触发loading状态）
|
||||
useEffect(() => {
|
||||
if (marketType !== 'futures') return;
|
||||
// 合约：每10秒静默更新价格（不触发loading状态）
|
||||
const interval = setInterval(async () => {
|
||||
try {
|
||||
const result = await api.getRecommendations({
|
||||
|
|
@ -24,79 +51,41 @@ function RecommendationsViewer() {
|
|||
min_signal_strength: 5
|
||||
});
|
||||
const newData = result.data || [];
|
||||
|
||||
// 使用setState直接更新，不触发loading状态
|
||||
setRecommendations(prevRecommendations => {
|
||||
if (newData.length === 0) {
|
||||
return prevRecommendations;
|
||||
}
|
||||
|
||||
// 实时推荐没有id，使用symbol作为key
|
||||
if (newData.length === 0) return;
|
||||
const newDataMap = new Map(newData.map(rec => [rec.symbol, rec]));
|
||||
const prevMap = new Map(prevRecommendations.map(rec => [rec.symbol || rec.id, rec]));
|
||||
|
||||
// 合并数据：优先使用新数据（包含实时价格更新）
|
||||
const updated = prevRecommendations.map(prevRec => {
|
||||
setRecommendations(prev => {
|
||||
const prevKeys = new Set(prev.map(rec => rec.symbol || rec.id));
|
||||
const updated = prev.map(prevRec => {
|
||||
const key = prevRec.symbol || prevRec.id;
|
||||
const newRec = newDataMap.get(key);
|
||||
if (newRec) {
|
||||
return newRec;
|
||||
}
|
||||
return prevRec;
|
||||
return newDataMap.get(key) || prevRec;
|
||||
});
|
||||
|
||||
// 添加新出现的推荐
|
||||
const newItems = newData.filter(newRec => !prevMap.has(newRec.symbol));
|
||||
|
||||
// 合并并去重（按symbol）
|
||||
const newItems = newData.filter(newRec => !prevKeys.has(newRec.symbol));
|
||||
const merged = [...updated, ...newItems];
|
||||
const uniqueMap = new Map();
|
||||
merged.forEach(rec => {
|
||||
const key = rec.symbol || rec.id;
|
||||
if (!uniqueMap.has(key)) {
|
||||
uniqueMap.set(key, rec);
|
||||
}
|
||||
});
|
||||
|
||||
merged.forEach(rec => { uniqueMap.set(rec.symbol || rec.id, rec); });
|
||||
return Array.from(uniqueMap.values());
|
||||
});
|
||||
} catch (err) {
|
||||
// 静默失败，不显示错误
|
||||
console.debug('静默更新价格失败:', err);
|
||||
}
|
||||
}, 10000); // 每10秒刷新
|
||||
}, 10000);
|
||||
return () => clearInterval(interval);
|
||||
}, [marketType, directionFilter]);
|
||||
|
||||
return () => {
|
||||
clearInterval(interval);
|
||||
};
|
||||
}, [directionFilter]);
|
||||
|
||||
const loadRecommendations = async () => {
|
||||
// 现货：每 30 秒静默刷新列表
|
||||
useEffect(() => {
|
||||
if (marketType !== 'spot') return;
|
||||
const interval = setInterval(async () => {
|
||||
try {
|
||||
setLoading(true);
|
||||
setError(null);
|
||||
|
||||
const params = {
|
||||
type: 'realtime',
|
||||
limit: 50,
|
||||
min_signal_strength: 5
|
||||
};
|
||||
|
||||
if (directionFilter) {
|
||||
params.direction = directionFilter;
|
||||
}
|
||||
|
||||
const result = await api.getRecommendations(params);
|
||||
const result = await api.getSpotRecommendations({ limit: 50 });
|
||||
const data = result.data || [];
|
||||
|
||||
setRecommendations(data);
|
||||
if (data.length) setRecommendations(data);
|
||||
} catch (err) {
|
||||
setError(err.message);
|
||||
console.error('加载推荐失败:', err);
|
||||
} finally {
|
||||
setLoading(false);
|
||||
console.debug('静默更新现货推荐失败:', err);
|
||||
}
|
||||
};
|
||||
}, 30000);
|
||||
return () => clearInterval(interval);
|
||||
}, [marketType]);
|
||||
|
||||
const toggleDetails = (key) => {
|
||||
setShowDetails(prev => ({
|
||||
|
|
@ -204,7 +193,9 @@ function RecommendationsViewer() {
|
|||
<div className="viewer-header">
|
||||
<h1>交易推荐</h1>
|
||||
<div className="header-info">
|
||||
<span className="update-info">每10秒自动更新</span>
|
||||
<span className="update-info">
|
||||
{marketType === 'spot' ? '现货推荐每30秒更新' : '合约每10秒自动更新'}
|
||||
</span>
|
||||
<button
|
||||
className="btn-refresh"
|
||||
onClick={loadRecommendations}
|
||||
|
|
@ -215,6 +206,27 @@ function RecommendationsViewer() {
|
|||
</div>
|
||||
</div>
|
||||
|
||||
<div className="market-type-tabs">
|
||||
<button
|
||||
type="button"
|
||||
className={`tab ${marketType === 'futures' ? 'active' : ''}`}
|
||||
onClick={() => setMarketType('futures')}
|
||||
>
|
||||
合约
|
||||
</button>
|
||||
<button
|
||||
type="button"
|
||||
className={`tab ${marketType === 'spot' ? 'active' : ''}`}
|
||||
onClick={() => setMarketType('spot')}
|
||||
>
|
||||
现货
|
||||
</button>
|
||||
</div>
|
||||
{marketType === 'spot' && (
|
||||
<p className="spot-hint">现货推荐（只做多），数据来自定时扫描，仅供参考。</p>
|
||||
)}
|
||||
|
||||
{marketType === 'futures' && (
|
||||
<div className="filters">
|
||||
<select
|
||||
value={directionFilter}
|
||||
|
|
@ -226,6 +238,7 @@ function RecommendationsViewer() {
|
|||
<option value="SELL">做空</option>
|
||||
</select>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{error && (
|
||||
<div className="error-message">
|
||||
|
|
|
|||
|
|
@ -13,7 +13,7 @@ const buildUrl = (path) => {
|
|||
};
|
||||
|
||||
export const api = {
|
||||
// 获取实时推荐
|
||||
// 获取实时推荐（合约）
|
||||
getRecommendations: async (params = {}) => {
|
||||
// 默认使用实时推荐
|
||||
if (!params.type) {
|
||||
|
|
@ -27,5 +27,17 @@ export const api = {
|
|||
throw new Error(error.detail || '获取推荐失败');
|
||||
}
|
||||
return response.json();
|
||||
},
|
||||
|
||||
// 获取现货推荐
|
||||
getSpotRecommendations: async (params = {}) => {
|
||||
const query = new URLSearchParams(params).toString();
|
||||
const url = query ? `${buildUrl('/api/recommendations/spot')}?${query}` : buildUrl('/api/recommendations/spot');
|
||||
const response = await fetch(url);
|
||||
if (!response.ok) {
|
||||
const error = await response.json().catch(() => ({ detail: '获取现货推荐失败' }));
|
||||
throw new Error(error.detail || '获取现货推荐失败');
|
||||
}
|
||||
return response.json();
|
||||
}
|
||||
};
|
||||
|
|
|
|||
241
trading_system/spot_scanner.py
Normal file
241
trading_system/spot_scanner.py
Normal file
|
|
@ -0,0 +1,241 @@
|
|||
"""
|
||||
现货推荐扫描：使用币安现货公开 API，只做多信号，供定时任务写入 Redis。
|
||||
不依赖合约 API 和 API Key，仅使用 api.binance.com 公开接口。
|
||||
"""
|
||||
import asyncio
|
||||
import logging
|
||||
import time
|
||||
from datetime import datetime, timezone
|
||||
from typing import List, Dict, Any, Optional
|
||||
|
||||
import aiohttp
|
||||
|
||||
try:
|
||||
from .indicators import TechnicalIndicators
|
||||
except ImportError:
|
||||
from indicators import TechnicalIndicators
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
BINANCE_SPOT_BASE = "https://api.binance.com"
|
||||
BEIJING_TZ = timezone(offset=__import__("datetime").timedelta(hours=8))
|
||||
|
||||
# 默认只扫描成交量靠前的现货 USDT 对数量
|
||||
DEFAULT_TOP_N = 80
|
||||
# 每个 symbol 的 K 线请求间隔，避免触发限频
|
||||
KLINES_DELAY = 0.15
|
||||
|
||||
|
||||
async def _http_get(session: aiohttp.ClientSession, url: str, params: Optional[Dict] = None, timeout: int = 15) -> Any:
|
||||
try:
|
||||
async with session.get(url, params=params or {}, timeout=aiohttp.ClientTimeout(total=timeout)) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
logger.warning(f"现货 API 请求失败 {url} status={resp.status} body={text[:200]}")
|
||||
return None
|
||||
return await resp.json()
|
||||
except Exception as e:
|
||||
logger.warning(f"现货 API 请求异常 {url}: {e}")
|
||||
return None
|
||||
|
||||
|
||||
async def get_spot_tickers_24h(session: aiohttp.ClientSession) -> List[Dict]:
|
||||
"""获取现货 24h 行情，用于按成交量排序、取涨跌幅。"""
|
||||
url = f"{BINANCE_SPOT_BASE}/api/v3/ticker/24hr"
|
||||
data = await _http_get(session, url)
|
||||
if not isinstance(data, list):
|
||||
return []
|
||||
# 只保留 USDT 交易对
|
||||
out = [t for t in data if isinstance(t, dict) and str(t.get("symbol", "")).endswith("USDT")]
|
||||
return out
|
||||
|
||||
|
||||
async def get_spot_klines(session: aiohttp.ClientSession, symbol: str, interval: str = "15m", limit: int = 100) -> Optional[List[List]]:
|
||||
"""获取现货 K 线，格式与合约一致 [open_time, o, h, l, c, volume, ...]。"""
|
||||
url = f"{BINANCE_SPOT_BASE}/api/v3/klines"
|
||||
params = {"symbol": symbol, "interval": interval, "limit": limit}
|
||||
data = await _http_get(session, url, params)
|
||||
if not isinstance(data, list) or len(data) < 20:
|
||||
return None
|
||||
return data
|
||||
|
||||
|
||||
def _score_spot_long(ticker: Dict, klines: Optional[List], rsi: Optional[float], macd: Optional[Dict]) -> int:
|
||||
"""
|
||||
现货做多评分 0-10。
|
||||
考虑：24h 涨跌幅不过度下跌、RSI 非超买、MACD 偏多或金叉。
|
||||
"""
|
||||
score = 5 # 中性起点
|
||||
change = 0.0
|
||||
try:
|
||||
change = float(ticker.get("priceChangePercent", 0) or 0)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
# 24h 涨跌幅：正加分，负减分
|
||||
if change >= 2:
|
||||
score += 1
|
||||
elif change >= 0:
|
||||
score += 0
|
||||
elif change >= -2:
|
||||
score -= 0
|
||||
else:
|
||||
score -= 1
|
||||
|
||||
if rsi is not None:
|
||||
if rsi < 30:
|
||||
score += 1 # 超卖反弹机会
|
||||
elif rsi < 45:
|
||||
score += 0
|
||||
elif rsi > 70:
|
||||
score -= 2 # 超买不推荐
|
||||
elif rsi > 55:
|
||||
score -= 0
|
||||
|
||||
if macd and isinstance(macd, dict):
|
||||
hist = macd.get("histogram") or 0
|
||||
if hist > 0:
|
||||
score += 1
|
||||
elif hist < 0:
|
||||
score -= 0
|
||||
|
||||
return max(0, min(10, int(score)))
|
||||
|
||||
|
||||
async def run_spot_scan(
|
||||
top_n: int = DEFAULT_TOP_N,
|
||||
min_signal_strength: int = 5,
|
||||
kline_interval: str = "15m",
|
||||
kline_limit: int = 100,
|
||||
) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
执行现货扫描，返回推荐列表（仅做多）。
|
||||
按 24h 成交量取前 top_n 个 USDT 交易对，拉 K 线算 RSI/MACD，评分后过滤。
|
||||
"""
|
||||
recommendations = []
|
||||
async with aiohttp.ClientSession() as session:
|
||||
tickers = await get_spot_tickers_24h(session)
|
||||
if not tickers:
|
||||
logger.warning("现货 24h ticker 未获取到数据")
|
||||
return []
|
||||
|
||||
# 按 quoteVolume 排序，取前 top_n
|
||||
def vol_key(t):
|
||||
try:
|
||||
return float(t.get("quoteVolume") or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
|
||||
tickers.sort(key=vol_key, reverse=True)
|
||||
symbols_to_scan = [t["symbol"] for t in tickers[: top_n * 2]] # 多取一些，后面按分数再筛
|
||||
|
||||
for i, ticker in enumerate(tickers[:top_n]):
|
||||
symbol = ticker.get("symbol")
|
||||
if not symbol or not str(symbol).endswith("USDT"):
|
||||
continue
|
||||
try:
|
||||
klines = await get_spot_klines(session, symbol, kline_interval, kline_limit)
|
||||
await asyncio.sleep(KLINES_DELAY)
|
||||
except Exception as e:
|
||||
logger.debug(f"获取 {symbol} K线失败: {e}")
|
||||
klines = None
|
||||
|
||||
if not klines or len(klines) < 30:
|
||||
continue
|
||||
|
||||
closes = [float(k[4]) for k in klines]
|
||||
highs = [float(k[2]) for k in klines]
|
||||
lows = [float(k[3]) for k in klines]
|
||||
rsi = TechnicalIndicators.calculate_rsi(closes, period=14)
|
||||
macd = TechnicalIndicators.calculate_macd(closes, 12, 26, 9)
|
||||
score = _score_spot_long(ticker, klines, rsi, macd)
|
||||
if score < min_signal_strength:
|
||||
continue
|
||||
|
||||
try:
|
||||
price = float(ticker.get("lastPrice") or ticker.get("weightedAvgPrice") or closes[-1])
|
||||
except (TypeError, ValueError):
|
||||
price = closes[-1]
|
||||
try:
|
||||
change_percent = float(ticker.get("priceChangePercent") or 0)
|
||||
except (TypeError, ValueError):
|
||||
change_percent = 0.0
|
||||
|
||||
recommendation_time = datetime.now(BEIJING_TZ).isoformat()
|
||||
rec = {
|
||||
"symbol": symbol,
|
||||
"direction": "BUY",
|
||||
"side": "BUY",
|
||||
"signal_strength": score,
|
||||
"current_price": price,
|
||||
"change_percent": change_percent,
|
||||
"recommendation_time": recommendation_time,
|
||||
"market": "spot",
|
||||
"recommendation_reason": f"现货做多信号 RSI={rsi:.1f if rsi else '-'} 24h涨跌{change_percent:+.2f}%",
|
||||
"user_guide": f"现货建议在 {price:.4f} 附近分批买入，并自行设置止损止盈。",
|
||||
"timestamp": time.time(),
|
||||
}
|
||||
recommendations.append(rec)
|
||||
|
||||
# 按信号强度排序
|
||||
recommendations.sort(key=lambda x: (x.get("signal_strength", 0), -(x.get("change_percent") or 0)), reverse=True)
|
||||
return recommendations[:50] # 最多返回 50 条
|
||||
|
||||
|
||||
async def run_spot_scan_and_cache_redis(ttl_sec: int = 3600) -> int:
|
||||
"""
|
||||
执行现货扫描并将结果写入 Redis（key: recommendations:spot:snapshot）。
|
||||
需要环境变量 REDIS_URL 等与后端一致。
|
||||
返回写入的推荐条数。
|
||||
"""
|
||||
import os
|
||||
import json
|
||||
|
||||
try:
|
||||
import redis.asyncio as redis_async
|
||||
except Exception:
|
||||
logger.warning("redis.asyncio 不可用，无法写入现货推荐缓存")
|
||||
return 0
|
||||
|
||||
redis_url = (os.getenv("REDIS_URL", "") or "").strip() or "redis://localhost:6379"
|
||||
kwargs = {"decode_responses": True}
|
||||
if os.getenv("REDIS_USERNAME"):
|
||||
kwargs["username"] = os.getenv("REDIS_USERNAME")
|
||||
if os.getenv("REDIS_PASSWORD"):
|
||||
kwargs["password"] = os.getenv("REDIS_PASSWORD")
|
||||
if redis_url.startswith("rediss://") or os.getenv("REDIS_USE_TLS", "").lower() == "true":
|
||||
if not redis_url.startswith("rediss://"):
|
||||
redis_url = redis_url.replace("redis://", "rediss://", 1)
|
||||
kwargs.setdefault("ssl_cert_reqs", os.getenv("REDIS_SSL_CERT_REQS", "required"))
|
||||
|
||||
try:
|
||||
rds = redis_async.from_url(redis_url, **kwargs)
|
||||
await rds.ping()
|
||||
except Exception as e:
|
||||
logger.warning(f"Redis 连接失败: {e}")
|
||||
return 0
|
||||
|
||||
try:
|
||||
items = await run_spot_scan(top_n=DEFAULT_TOP_N, min_signal_strength=5)
|
||||
now_ms = int(time.time() * 1000)
|
||||
payload = {
|
||||
"items": items,
|
||||
"generated_at_ms": now_ms,
|
||||
"generated_at": datetime.now(BEIJING_TZ).strftime("%Y-%m-%d %H:%M:%S"),
|
||||
"ttl_sec": ttl_sec,
|
||||
"market": "spot",
|
||||
}
|
||||
await rds.setex(
|
||||
"recommendations:spot:snapshot",
|
||||
ttl_sec,
|
||||
json.dumps(payload, ensure_ascii=False),
|
||||
)
|
||||
logger.info(f"现货推荐已写入 Redis，共 {len(items)} 条，TTL={ttl_sec}s")
|
||||
await rds.aclose()
|
||||
return len(items)
|
||||
except Exception as e:
|
||||
logger.exception(f"现货扫描或写入 Redis 失败: {e}")
|
||||
try:
|
||||
await rds.aclose()
|
||||
except Exception:
|
||||
pass
|
||||
return 0
|
||||
Loading…
Reference in New Issue
Block a user