feat(strategy_overview): 添加策略执行概览功能以优化策略分析
在 `market_overview.py` 中新增 `get_strategy_execution_overview` 函数，生成当前策略执行方案与配置项的易读概览，供全局配置页展示。更新后端API以支持该功能，并在前端组件中展示策略执行概览，提升用户对策略执行标准与机制的理解。此改动增强了系统的可用性与用户体验。
This commit is contained in:
薇薇安
parent
9086c15f2e
commit
41e53755ea
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@ -1298,6 +1298,22 @@ async def market_overview(_admin: Dict[str, Any] = Depends(require_system_admin)
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"MARKET_SCHEME": market_scheme,
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"MARKET_SCHEME": market_scheme,
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}
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}
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data["beta_filter_triggered"] = triggered
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data["beta_filter_triggered"] = triggered
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# 策略执行概览：当前执行方案与配置项执行情况（易读文字）
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try:
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from market_overview import get_strategy_execution_overview
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except ImportError:
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try:
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from backend.market_overview import get_strategy_execution_overview
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except ImportError:
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get_strategy_execution_overview = None
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if get_strategy_execution_overview is not None:
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try:
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data["strategy_execution_overview"] = get_strategy_execution_overview()
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except Exception as e:
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data["strategy_execution_overview"] = {"sections": [{"title": "加载失败", "content": str(e)}]}
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else:
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data["strategy_execution_overview"] = {"sections": []}
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return data
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return data
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@ -180,3 +180,162 @@ def _simple_trend_4h(klines: list) -> str:
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if price < avg20 * 0.998:
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if price < avg20 * 0.998:
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return "down"
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return "down"
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return "neutral"
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return "neutral"
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def _g(key: str, default: Any, cfg: dict) -> Any:
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"""从配置字典取键，支持 bool/数字/字符串。"""
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v = cfg.get(key, default)
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if v is None:
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return default
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if isinstance(default, bool):
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return str(v).lower() in ("true", "1", "yes")
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return v
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def get_strategy_execution_overview() -> Dict[str, Any]:
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"""
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生成「策略执行概览」：当前执行方案、配置项执行情况，用易读文字描述整体策略执行标准与机制。
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供全局配置页「策略执行概览」展示。
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返回格式：{ "sections": [ { "title": "小节标题", "content": "正文" } ] }
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"""
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sections = []
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cfg = {}
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try:
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from config_manager import GlobalStrategyConfigManager
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mgr = GlobalStrategyConfigManager()
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mgr.reload_from_redis()
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for key in (
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"AUTO_TRADE_ENABLED", "AUTO_TRADE_ONLY_TRENDING", "AUTO_TRADE_ALLOW_4H_NEUTRAL",
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"MIN_SIGNAL_STRENGTH", "LOW_VOLATILITY_MIN_SIGNAL_STRENGTH", "MARKET_REGIME_AUTO",
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"TOP_N_SYMBOLS", "SCAN_INTERVAL", "PRIMARY_INTERVAL", "CONFIRM_INTERVAL",
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"MAX_OPEN_POSITIONS", "MAX_DAILY_ENTRIES", "FIXED_RISK_PERCENT", "USE_FIXED_RISK_SIZING",
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"BETA_FILTER_ENABLED", "BETA_FILTER_THRESHOLD", "MARKET_SCHEME",
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"USE_ATR_STOP_LOSS", "ATR_STOP_LOSS_MULTIPLIER", "STOP_LOSS_PERCENT",
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"TAKE_PROFIT_1_PERCENT", "TAKE_PROFIT_PERCENT", "USE_TRAILING_STOP",
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"TRAILING_STOP_ACTIVATION", "TRAILING_STOP_PROTECT", "PROFIT_PROTECTION_ENABLED",
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"SMART_ENTRY_ENABLED", "USE_TREND_ENTRY_FILTER", "MAX_TREND_MOVE_BEFORE_ENTRY",
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"MAX_RSI_FOR_LONG", "MIN_RSI_FOR_SHORT", "MAX_CHANGE_PERCENT_FOR_LONG", "MAX_CHANGE_PERCENT_FOR_SHORT",
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"MIN_VOLUME_24H", "MIN_VOLATILITY", "MIN_HOLD_TIME_SEC",
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):
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cfg[key] = mgr.get(key)
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except Exception as e:
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logger.debug("get_strategy_execution_overview 加载配置失败: %s", e)
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def pct(x):
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if x is None:
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return "—"
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try:
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f = float(x)
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if abs(f) < 1 and abs(f) > 0:
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return f"{f * 100:.2f}%"
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return f"{f}%"
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except (TypeError, ValueError):
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return str(x)
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# ---------- 1. 总开关与自动交易条件 ----------
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auto_on = _g("AUTO_TRADE_ENABLED", True, cfg)
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only_trending = _g("AUTO_TRADE_ONLY_TRENDING", True, cfg)
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allow_4h_neutral = _g("AUTO_TRADE_ALLOW_4H_NEUTRAL", False, cfg)
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min_strength = _g("MIN_SIGNAL_STRENGTH", 8, cfg)
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low_vol_strength = _g("LOW_VOLATILITY_MIN_SIGNAL_STRENGTH", 9, cfg)
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regime_auto = _g("MARKET_REGIME_AUTO", True, cfg)
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c1 = []
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c1.append("自动交易总开关：" + ("开启" if auto_on else "关闭"))
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if not auto_on:
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c1.append("关闭时仅生成推荐，不会自动下单。")
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else:
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c1.append("自动下单条件（需同时满足）：")
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c1.append("• 信号强度 ≥ " + str(min_strength) + "（技术指标综合评分）；低波动期自动提高至 " + str(low_vol_strength) + "（" + ("已开启" if regime_auto else "未开启") + "市场节奏识别）。")
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c1.append("• 市场状态：仅当「仅做趋势市」开启时，要求市场状态为 trending 才下单；ranging/unknown 只生成推荐、不自动下单。当前「仅做趋势市」=" + ("是" if only_trending else "否") + "。")
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c1.append("• 4H 趋势：允许 4H 中性时自动交易 = " + ("是" if allow_4h_neutral else "否") + "；为否时 4H 为中性会跳过自动下单。")
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sections.append({
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"title": "一、总开关与自动交易条件",
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"content": "\n".join(c1),
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})
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# ---------- 2. 扫描与候选池 ----------
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top_n = _g("TOP_N_SYMBOLS", 30, cfg)
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scan_interval = _g("SCAN_INTERVAL", 900, cfg)
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primary = _g("PRIMARY_INTERVAL", "4h", cfg)
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confirm = _g("CONFIRM_INTERVAL", "1d", cfg)
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min_vol = _g("MIN_VOLUME_24H", 30000000, cfg)
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min_vol_str = f"{min_vol / 1e6:.0f} 万 USDT" if isinstance(min_vol, (int, float)) and min_vol >= 1e6 else str(min_vol)
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vol_pct = _g("MIN_VOLATILITY", 0.03, cfg)
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vol_pct_str = f"{float(vol_pct) * 100:.1f}%" if isinstance(vol_pct, (int, float)) else str(vol_pct)
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c2 = []
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c2.append("每次扫描取涨跌幅最大的前 " + str(top_n) + " 个交易对进行详细分析；扫描间隔 " + str(scan_interval) + " 秒。")
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c2.append("主周期 " + str(primary) + "，确认周期 " + str(confirm) + "；24h 成交额 ≥ " + min_vol_str + "，最小波动率 " + vol_pct_str + "。")
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sections.append({
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"title": "二、扫描与候选池",
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"content": "\n".join(c2),
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})
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# ---------- 3. 仓位与风控 ----------
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max_pos = _g("MAX_OPEN_POSITIONS", 4, cfg)
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max_daily = _g("MAX_DAILY_ENTRIES", 15, cfg)
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fixed_risk = _g("USE_FIXED_RISK_SIZING", True, cfg)
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risk_pct = _g("FIXED_RISK_PERCENT", 0.01, cfg)
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risk_pct_str = pct(risk_pct) if isinstance(risk_pct, (int, float)) and risk_pct <= 1 else f"{float(risk_pct)}%"
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c3 = []
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c3.append("同时持仓上限 " + str(max_pos) + " 个，每日最多开仓 " + str(max_daily) + " 笔。")
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c3.append("固定风险 sizing：" + ("开启" if fixed_risk else "关闭") + "；每笔最大亏损 " + risk_pct_str + " 账户资金。")
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sections.append({
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"title": "三、仓位与风控",
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"content": "\n".join(c3),
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})
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# ---------- 4. 大盘与市场方案 ----------
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beta_on = _g("BETA_FILTER_ENABLED", True, cfg)
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beta_th = _g("BETA_FILTER_THRESHOLD", -0.005, cfg)
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scheme = str(_g("MARKET_SCHEME", "normal", cfg) or "normal")
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c4 = []
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c4.append("大盘共振过滤：" + ("开启" if beta_on else "关闭") + "；BTC/ETH 短周期跌逾 " + pct(beta_th) + " 时屏蔽多单。")
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c4.append("当前市场方案：" + scheme + "（用于参数预设）。")
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sections.append({
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"title": "四、大盘与市场方案",
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"content": "\n".join(c4),
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})
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# ---------- 5. 止损止盈与保护 ----------
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use_atr = _g("USE_ATR_STOP_LOSS", True, cfg)
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atr_mult = _g("ATR_STOP_LOSS_MULTIPLIER", 2.0, cfg)
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sl_pct = _g("STOP_LOSS_PERCENT", 0.05, cfg)
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tp1 = _g("TAKE_PROFIT_1_PERCENT", 0.12, cfg)
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tp2 = _g("TAKE_PROFIT_PERCENT", 0.25, cfg)
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trail = _g("USE_TRAILING_STOP", True, cfg)
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trail_act = _g("TRAILING_STOP_ACTIVATION", 0.10, cfg)
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trail_prot = _g("TRAILING_STOP_PROTECT", 0.02, cfg)
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profit_prot = _g("PROFIT_PROTECTION_ENABLED", True, cfg)
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c5 = []
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c5.append("止损：ATR 动态止损 " + ("开启" if use_atr else "关闭") + ("，倍数 " + str(atr_mult) if use_atr else "") + "；固定止损 " + pct(sl_pct) + "。")
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c5.append("止盈：第一目标 " + pct(tp1) + "，第二目标 " + pct(tp2) + "。")
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c5.append("盈利保护总开关：" + ("开启" if profit_prot else "关闭") + "；移动止损 " + ("开启" if trail else "关闭") + ("，盈利 " + pct(trail_act) + " 激活、保护 " + pct(trail_prot) + " 利润" if trail else "") + "。")
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sections.append({
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"title": "五、止损止盈与保护",
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"content": "\n".join(c5),
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})
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# ---------- 6. 入场与过滤 ----------
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smart = _g("SMART_ENTRY_ENABLED", True, cfg)
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trend_filter = _g("USE_TREND_ENTRY_FILTER", True, cfg)
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max_trend = _g("MAX_TREND_MOVE_BEFORE_ENTRY", 0.04, cfg)
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max_rsi_long = _g("MAX_RSI_FOR_LONG", 65, cfg)
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min_rsi_short = _g("MIN_RSI_FOR_SHORT", 30, cfg)
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max_ch_long = _g("MAX_CHANGE_PERCENT_FOR_LONG", 25, cfg)
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max_ch_short = _g("MAX_CHANGE_PERCENT_FOR_SHORT", 10, cfg)
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c6 = []
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c6.append("智能入场（限价+追价+市价兜底）：" + ("开启" if smart else "关闭") + "。")
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c6.append("趋势入场过滤：" + ("开启" if trend_filter else "关闭") + "；信号方向已走超 " + pct(max_trend) + " 则不再入场。")
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c6.append("做多：RSI ≤ " + str(max_rsi_long) + "，24h 涨跌幅 ≤ " + str(max_ch_long) + "%。做空：RSI ≥ " + str(min_rsi_short) + "，24h 涨跌幅 ≤ " + str(max_ch_short) + "%。")
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sections.append({
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"title": "六、入场与过滤",
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"content": "\n".join(c6),
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})
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return {"sections": sections}
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@ -1254,53 +1254,71 @@ const GlobalConfig = () => {
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</div>
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</div>
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</div>
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</div>
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{marketOverview ? (
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{marketOverview ? (
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<div style={{ display: 'grid', gridTemplateColumns: 'repeat(auto-fill, minmax(200px, 1fr))', gap: '12px', fontSize: '14px' }}>
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<>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ display: 'grid', gridTemplateColumns: 'repeat(auto-fill, minmax(200px, 1fr))', gap: '12px', fontSize: '14px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>BTC 24h</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ fontWeight: 600, color: marketOverview.btc_24h_change_pct >= 0 ? '#4caf50' : '#f44336' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>BTC 24h</div>
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{marketOverview.btc_24h_change_pct != null ? `${marketOverview.btc_24h_change_pct}%` : '—'}
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<div style={{ fontWeight: 600, color: marketOverview.btc_24h_change_pct >= 0 ? '#4caf50' : '#f44336' }}>
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</div>
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{marketOverview.btc_24h_change_pct != null ? `${marketOverview.btc_24h_change_pct}%` : '—'}
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</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>ETH 24h</div>
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<div style={{ fontWeight: 600, color: marketOverview.eth_24h_change_pct >= 0 ? '#4caf50' : '#f44336' }}>
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{marketOverview.eth_24h_change_pct != null ? `${marketOverview.eth_24h_change_pct}%` : '—'}
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</div>
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</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>BTC 15m / 1h</div>
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<div style={{ fontWeight: 500 }}>
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{marketOverview.btc_15m_change_pct != null ? marketOverview.btc_15m_change_pct : '—'}% / {marketOverview.btc_1h_change_pct != null ? marketOverview.btc_1h_change_pct : '—'}%
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</div>
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</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>ETH 15m / 1h</div>
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<div style={{ fontWeight: 500 }}>
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{marketOverview.eth_15m_change_pct != null ? marketOverview.eth_15m_change_pct : '—'}% / {marketOverview.eth_1h_change_pct != null ? marketOverview.eth_1h_change_pct : '—'}%
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</div>
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</div>
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<div style={{ padding: '10px', background: marketOverview.beta_filter_triggered ? '#ffebee' : '#e8f5e9', borderRadius: '6px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>大盘共振过滤</div>
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<div style={{ fontWeight: 600, color: marketOverview.beta_filter_triggered ? '#c62828' : '#2e7d32' }}>
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{marketOverview.beta_filter_triggered ? '已触发（屏蔽多单）' : '未触发'}
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</div>
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{marketOverview.config && (
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<div style={{ fontSize: '11px', color: '#888', marginTop: '4px' }}>
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阈值 {marketOverview.config.BETA_FILTER_THRESHOLD_PCT}% · {marketOverview.config.BETA_FILTER_ENABLED ? '已开启' : '已关闭'}
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</div>
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</div>
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)}
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</div>
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</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
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<div style={{ color: '#666', fontSize: '12px' }}>ETH 24h</div>
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<div style={{ color: '#666', fontSize: '12px' }}>市场状态 / 4H</div>
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<div style={{ fontWeight: 600, color: marketOverview.eth_24h_change_pct >= 0 ? '#4caf50' : '#f44336' }}>
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<div style={{ fontWeight: 500 }}>
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{marketOverview.eth_24h_change_pct != null ? `${marketOverview.eth_24h_change_pct}%` : '—'}
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{marketOverview.market_regime || '—'} / {marketOverview.btc_trend_4h || '—'}
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</div>
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</div>
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<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
|
||||||
|
<div style={{ color: '#666', fontSize: '12px' }}>BTC 15m / 1h</div>
|
||||||
|
<div style={{ fontWeight: 500 }}>
|
||||||
|
{marketOverview.btc_15m_change_pct != null ? marketOverview.btc_15m_change_pct : '—'}% / {marketOverview.btc_1h_change_pct != null ? marketOverview.btc_1h_change_pct : '—'}%
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
|
||||||
|
<div style={{ color: '#666', fontSize: '12px' }}>ETH 15m / 1h</div>
|
||||||
|
<div style={{ fontWeight: 500 }}>
|
||||||
|
{marketOverview.eth_15m_change_pct != null ? marketOverview.eth_15m_change_pct : '—'}% / {marketOverview.eth_1h_change_pct != null ? marketOverview.eth_1h_change_pct : '—'}%
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div style={{ padding: '10px', background: marketOverview.beta_filter_triggered ? '#ffebee' : '#e8f5e9', borderRadius: '6px' }}>
|
||||||
|
<div style={{ color: '#666', fontSize: '12px' }}>大盘共振过滤</div>
|
||||||
|
<div style={{ fontWeight: 600, color: marketOverview.beta_filter_triggered ? '#c62828' : '#2e7d32' }}>
|
||||||
|
{marketOverview.beta_filter_triggered ? '已触发（屏蔽多单）' : '未触发'}
|
||||||
|
</div>
|
||||||
|
{marketOverview.config && (
|
||||||
|
<div style={{ fontSize: '11px', color: '#888', marginTop: '4px' }}>
|
||||||
|
阈值 {marketOverview.config.BETA_FILTER_THRESHOLD_PCT}% · {marketOverview.config.BETA_FILTER_ENABLED ? '已开启' : '已关闭'}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
|
||||||
|
<div style={{ color: '#666', fontSize: '12px' }}>市场状态 / 4H</div>
|
||||||
|
<div style={{ fontWeight: 500 }}>
|
||||||
|
{marketOverview.market_regime || '—'} / {marketOverview.btc_trend_4h || '—'}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
|
||||||
|
<div style={{ color: '#666', fontSize: '12px' }}>当前方案</div>
|
||||||
|
<div style={{ fontWeight: 600 }}>{marketOverview.config?.MARKET_SCHEME || '—'}</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
<div style={{ padding: '10px', background: '#f8f9fa', borderRadius: '6px' }}>
|
|
||||||
<div style={{ color: '#666', fontSize: '12px' }}>当前方案</div>
|
{/* 策略执行概览：当前执行方案与配置项执行情况（易读文字） */}
|
||||||
<div style={{ fontWeight: 600 }}>{marketOverview.config?.MARKET_SCHEME || '—'}</div>
|
{marketOverview.strategy_execution_overview?.sections?.length > 0 && (
|
||||||
</div>
|
<div className="strategy-execution-overview" style={{ marginTop: '20px', padding: '16px', background: '#fafafa', borderRadius: '8px', border: '1px solid #eee' }}>
|
||||||
</div>
|
<h4 style={{ margin: '0 0 12px 0', fontSize: '15px', fontWeight: 600, color: '#333' }}>策略执行概览</h4>
|
||||||
|
<p style={{ margin: '0 0 14px 0', fontSize: '13px', color: '#666', lineHeight: 1.5 }}>
|
||||||
|
以下为当前生效的整体策略执行标准与机制说明（由数据库/Redis 配置生成，刷新市场行情时一并更新）。
|
||||||
|
</p>
|
||||||
|
{marketOverview.strategy_execution_overview.sections.map((sec, idx) => (
|
||||||
|
<div key={idx} style={{ marginBottom: idx < marketOverview.strategy_execution_overview.sections.length - 1 ? '14px' : 0 }}>
|
||||||
|
<div style={{ fontSize: '13px', fontWeight: 600, color: '#1976d2', marginBottom: '4px' }}>{sec.title}</div>
|
||||||
|
<div style={{ fontSize: '13px', color: '#444', lineHeight: 1.6, whiteSpace: 'pre-wrap' }}>{sec.content}</div>
|
||||||
|
</div>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</>
|
||||||
) : (
|
) : (
|
||||||
<div style={{ color: '#888', fontSize: '14px' }}>加载中或拉取失败，请点击刷新</div>
|
<div style={{ color: '#888', fontSize: '14px' }}>加载中或拉取失败，请点击刷新</div>
|
||||||
)}
|
)}
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user