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@ -51,7 +51,7 @@ class Database:
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self.port = int(os.getenv('DB_PORT', 3306))
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self.port = int(os.getenv('DB_PORT', 3306))
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self.user = os.getenv('DB_USER', 'root')
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self.user = os.getenv('DB_USER', 'root')
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self.password = os.getenv('DB_PASSWORD', '')
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self.password = os.getenv('DB_PASSWORD', '')
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self.database = os.getenv('DB_NAME', 'auto_trade_sys')
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self.database = os.getenv('DB_NAME', 'auto_trade_sys_new')
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# 记录配置信息(不显示密码)
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# 记录配置信息(不显示密码)
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logger.debug(f"数据库配置: host={self.host}, port={self.port}, user={self.user}, database={self.database}")
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logger.debug(f"数据库配置: host={self.host}, port={self.port}, user={self.user}, database={self.database}")
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@ -25,49 +25,23 @@ def main():
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print(f"Connected to {DB_NAME}")
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print(f"Connected to {DB_NAME}")
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# Check all databases
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# Search for Trade ID 3507
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print("\n=== All Databases ===")
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print("\n=== Search for Trade ID 3507 ===")
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cursor.execute("SHOW DATABASES")
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cursor.execute("SELECT * FROM trades WHERE id = 3507")
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for db in cursor.fetchall():
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trade = cursor.fetchone()
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print(db['Database'])
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if trade:
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print(f"Found Trade 3507:")
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# 1. Check Open Positions for Account 2
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for k, v in trade.items():
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print("\n=== Open Positions (Account 2) ===")
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print(f" {k}: {v}")
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cursor.execute("""
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SELECT id, symbol, side, entry_price, quantity, leverage, stop_loss_price, take_profit_price, created_at
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FROM trades
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WHERE status = 'open' AND account_id = 2
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ORDER BY created_at DESC
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""")
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open_trades = cursor.fetchall()
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if not open_trades:
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print("No open positions found for Account 2.")
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else:
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else:
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for trade in open_trades:
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print("Trade 3507 not found in DB.")
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entry_time = datetime.fromtimestamp(trade['created_at']).strftime('%Y-%m-%d %H:%M:%S')
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print(f"ID: {trade['id']}, Symbol: {trade['symbol']}, Side: {trade['side']}, Entry: {trade['entry_price']}, SL: {trade['stop_loss_price']}, TP: {trade['take_profit_price']}, Time: {entry_time}")
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# 2. Check Recent Closed Trades for Account 2
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# Check latest trades across all accounts
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cursor.execute(f"SELECT id, symbol, side, status, pnl, pnl_percent, stop_loss_price, take_profit_price, entry_time, quantity, entry_price FROM trades WHERE account_id = 2 ORDER BY id DESC LIMIT 10")
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print("\n=== Latest 5 Trades (All Accounts) ===")
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cursor.execute("SELECT id, account_id, symbol, status, pnl, pnl_percent, exit_reason, created_at FROM trades ORDER BY id DESC LIMIT 5")
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trades = cursor.fetchall()
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trades = cursor.fetchall()
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print(f"Account 2 recent trades:")
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for t in trades:
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for t in trades:
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# Handle entry_time conversion if it's a timestamp or datetime
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print(t)
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entry_time = t.get('entry_time')
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print(f"ID: {t['id']}, Symbol: {t['symbol']}, Side: {t['side']}, Status: {t['status']}, PnL: {t['pnl']}, PnL%: {t['pnl_percent']}, SL: {t['stop_loss_price']}, TP: {t['take_profit_price']}, Time: {entry_time}, Qty: {t['quantity']}, Price: {t['entry_price']}")
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# 3. Check for the specific "All take profits" claim
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print("\n=== Checking for Negative PnL with Take Profit Reason ===")
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cursor.execute("""
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SELECT COUNT(*) as count
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FROM trades
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WHERE status != 'open'
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AND exit_reason = 'take_profit'
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AND pnl < 0
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""")
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count = cursor.fetchone()['count']
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print(f"Number of 'take_profit' trades with negative PnL: {count}")
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conn.close()
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conn.close()
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51
check_trades_today.py
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51
check_trades_today.py
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@ -0,0 +1,51 @@
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import os
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import sys
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from sqlalchemy import create_engine, text
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import json
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from datetime import datetime
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# Database connection
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DB_USER = os.getenv('DB_USER', 'root')
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DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
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DB_HOST = os.getenv('DB_HOST', 'localhost')
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DB_PORT = os.getenv('DB_PORT', '3306')
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DB_NAME = 'auto_trade_sys_new'
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DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
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def check_today_trades():
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try:
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engine = create_engine(DATABASE_URL)
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with engine.connect() as conn:
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# Query trades from today (2026-02-13)
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query = text("""
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SELECT id, symbol, side, entry_price, exit_price, pnl, pnl_percent, exit_reason, exit_time, entry_time
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FROM trades
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WHERE DATE(entry_time) = '2026-02-13' OR DATE(exit_time) = '2026-02-13'
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ORDER BY exit_time DESC
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LIMIT 10
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""")
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result = conn.execute(query)
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trades = []
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for row in result:
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trades.append({
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"id": row[0],
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"symbol": row[1],
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"side": row[2],
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"entry_price": float(row[3]) if row[3] else None,
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"exit_price": float(row[4]) if row[4] else None,
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"pnl": float(row[5]) if row[5] else None,
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"pnl_percent": float(row[6]) if row[6] else None,
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"exit_reason": row[7],
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"exit_time": str(row[8]) if row[8] else None,
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"entry_time": str(row[9]) if row[9] else None
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})
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print(json.dumps(trades, indent=2))
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except Exception as e:
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print(f"Error: {e}")
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if __name__ == "__main__":
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check_today_trades()
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643
config-snapshot-2026-02-13T07-58-50-449Z.json
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643
config-snapshot-2026-02-13T07-58-50-449Z.json
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@ -0,0 +1,643 @@
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{
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"fetched_at": "2026-02-13T07:58:47.687Z",
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"note": "display_value 对 PERCENT/PCT 做了百分比换算;敏感字段可选择脱敏/明文。",
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"preset_detected": null,
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"system_status": {
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"running": true,
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"pid": 4103975,
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"program": "auto_sys",
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"state": "RUNNING"
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},
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"configs": [
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{
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"key": "MAX_POSITION_PERCENT",
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"category": "position",
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"category_label": "仓位控制",
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"type": "number",
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"value": 0.002,
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"display_value": 0.2,
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"description": "预设方案配置项:MAX_POSITION_PERCENT"
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},
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{
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"key": "MAX_TOTAL_POSITION_PERCENT",
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"category": "position",
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"category_label": "仓位控制",
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"type": "number",
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"value": 0.008,
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"display_value": 0.8,
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"description": "预设方案配置项:MAX_TOTAL_POSITION_PERCENT"
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},
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{
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"key": "MIN_POSITION_PERCENT",
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"category": "position",
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"category_label": "仓位控制",
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"type": "number",
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"value": 0,
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"display_value": 0,
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"description": "预设方案配置项:MIN_POSITION_PERCENT"
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},
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{
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"key": "AUTO_TRADE_ALLOW_4H_NEUTRAL",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "boolean",
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"value": false,
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"display_value": false,
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"description": "AUTO_TRADE_ALLOW_4H_NEUTRAL配置"
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},
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{
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"key": "AUTO_TRADE_ONLY_TRENDING",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "boolean",
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"value": true,
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"display_value": true,
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"description": "AUTO_TRADE_ONLY_TRENDING配置"
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},
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{
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"key": "BETA_FILTER_ENABLED",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "boolean",
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"value": true,
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"display_value": true,
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"description": "大盘共振过滤:BTC/ETH 下跌时屏蔽多单。"
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},
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{
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"key": "BETA_FILTER_THRESHOLD",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": -0.005,
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"display_value": -0.005,
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"description": "大盘共振阈值(比例,如 -0.005 表示 -0.5%)。"
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},
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{
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"key": "ENTRY_CHASE_MAX_STEPS",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 2,
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"display_value": 2,
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"description": "最大追价步数(逐步减小限价回调幅度,靠近当前价)。"
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},
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{
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"key": "ENTRY_CONFIRM_TIMEOUT_SEC",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 120,
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"display_value": 120,
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"description": "下单后确认成交等待时间(秒)。"
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},
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{
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"key": "ENTRY_MARKET_FALLBACK_AFTER_SEC",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 60,
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"display_value": 60,
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"description": "趋势强时:超过该时间仍未成交,会在偏离不超过上限时转市价兜底(减少错过)。"
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},
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{
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"key": "ENTRY_MAX_DRIFT_PCT_RANGING",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 0.3,
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"display_value": 0.3,
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"description": "震荡/弱趋势最大追价偏离(%)。例如 0.3 表示 0.3%。越小越保守。"
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},
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{
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"key": "ENTRY_MAX_DRIFT_PCT_TRENDING",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 0.8,
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"display_value": 0.8,
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"description": "趋势强时最大追价偏离(%)。例如 0.6 表示 0.6%。越小越保守。"
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},
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{
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"key": "ENTRY_SHORT_TREND_FILTER_ENABLED",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "boolean",
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"value": true,
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"display_value": true,
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"description": "预设方案配置项:ENTRY_SHORT_TREND_FILTER_ENABLED"
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},
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{
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"key": "ENTRY_STEP_WAIT_SEC",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 20,
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"display_value": 20,
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"description": "每次追价/调整前等待成交时间(秒)。"
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},
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{
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"key": "ENTRY_SYMBOL_COOLDOWN_SEC",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 1800,
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"display_value": 1800,
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"description": "预设方案配置项:ENTRY_SYMBOL_COOLDOWN_SEC"
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},
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{
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"key": "LEVERAGE",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 10,
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"display_value": 10,
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"description": "基础杠杆倍数"
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},
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{
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"key": "MAX_CHANGE_PERCENT_FOR_LONG",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 0.25,
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"display_value": 25,
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"description": "做多时 24h 涨跌幅超过此值则不开多(避免追大涨)。单位:百分比数值,如 25 表示 25%。2026-01-31新增。"
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},
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{
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"key": "MAX_CHANGE_PERCENT_FOR_SHORT",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 0.1,
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"display_value": 10,
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"description": "做空时 24h 涨跌幅超过此值则不做空(24h 仍大涨时不做空)。单位:百分比数值。2026-01-31新增。"
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},
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{
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"key": "MAX_LEVERAGE",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 20,
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"display_value": 20,
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"description": "最大杠杆倍数(动态杠杆上限,降低到15更保守)"
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},
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{
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"key": "MAX_RSI_FOR_LONG",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 65,
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"display_value": 65,
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"description": "做多时 RSI 超过此值则不开多(避免超买区追多)。2026-01-31新增。"
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},
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{
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"key": "MIN_RR_FOR_TP1",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 1.2,
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"display_value": 1.2,
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"description": "第一目标止盈相对止损的最小盈亏比(如 1.5 表示 TP1 至少为止损距离的 1.5 倍)。2026-02-12 新增。"
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},
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{
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"key": "MIN_RSI_FOR_SHORT",
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"category": "strategy",
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"category_label": "策略参数",
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"type": "number",
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"value": 30,
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"display_value": 30,
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"description": "做空时 RSI 低于此值则不做空(避免深超卖反弹)。2026-01-31新增。"
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},
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{
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"key": "RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H",
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"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": false,
|
||||||
|
"display_value": false,
|
||||||
|
"description": "建议开启:仅在 4H 趋势为中性时允许 RSI 反向单,避免在强趋势里逆势抄底/摸顶,降低风险。关闭则反向可与 4H 同向(仍受“禁止逆4H趋势”约束)。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SMART_ENTRY_ENABLED",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "预设方案配置项:SMART_ENTRY_ENABLED"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SYMBOL_LOSS_COOLDOWN_ENABLED",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "是否启用同一交易对连续亏损后的冷却(避免连续亏损后继续交易)。2026-01-29新增。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SYMBOL_LOSS_COOLDOWN_SEC",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "number",
|
||||||
|
"value": 3600,
|
||||||
|
"display_value": 3600,
|
||||||
|
"description": "连续亏损后的冷却时间(秒),默认1小时。2026-01-29新增。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SYMBOL_MAX_CONSECUTIVE_LOSSES",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "number",
|
||||||
|
"value": 2,
|
||||||
|
"display_value": 2,
|
||||||
|
"description": "最大允许连续亏损次数(超过则禁止交易该交易对一段时间)。2026-01-29新增。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TAKE_PROFIT_1_PERCENT",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.2,
|
||||||
|
"display_value": 20,
|
||||||
|
"description": "分步止盈第一目标(保证金百分比,如 0.15=15%)。第一目标触发后了结50%仓位,剩余追求第二目标。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TRADING_PROFILE",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "string",
|
||||||
|
"value": "conservative",
|
||||||
|
"display_value": "conservative",
|
||||||
|
"description": "交易预设:conservative(稳健,低频+高门槛) / fast(快速验证,高频+宽松过滤)。仅作为默认值,具体参数仍可单独调整。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TRAILING_STOP_ACTIVATION",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.15,
|
||||||
|
"display_value": 0.15,
|
||||||
|
"description": "移动止损激活阈值(盈利10%后激活,给趋势更多空间)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TRAILING_STOP_PROTECT",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.05,
|
||||||
|
"display_value": 0.05,
|
||||||
|
"description": "移动止损保护利润(保护5%利润,更合理)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "USE_DYNAMIC_LEVERAGE",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "是否启用动态杠杆(根据信号强度调整杠杆倍数)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "USE_TRAILING_STOP",
|
||||||
|
"category": "strategy",
|
||||||
|
"category_label": "策略参数",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "预设方案配置项:USE_TRAILING_STOP"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ATR_MULTIPLIER_MAX",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.5,
|
||||||
|
"display_value": 0.5,
|
||||||
|
"description": "动态ATR倍数最大值0.5"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ATR_MULTIPLIER_MIN",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.5,
|
||||||
|
"display_value": 0.5,
|
||||||
|
"description": "动态ATR倍数最小值0.5"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ATR_PERIOD",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 7,
|
||||||
|
"display_value": 7,
|
||||||
|
"description": "ATR计算周期(默认7)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ATR_STOP_LOSS_MULTIPLIER",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 2.5,
|
||||||
|
"display_value": 2.5,
|
||||||
|
"description": "ATR止损倍数(0.4 - 0.6倍ATR,信号强 → 倍数低 (0.4);信号弱 → 倍数高 (0.6))"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "FIXED_RISK_PERCENT",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.02,
|
||||||
|
"display_value": 2,
|
||||||
|
"description": "每笔单子承受的风险百分比(相对于总资金)。例如 0.02 表示 2%。启用固定风险后,每笔亏损限制在该百分比内。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MAX_LEVERAGE_SMALL_CAP",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 8,
|
||||||
|
"display_value": 8,
|
||||||
|
"description": "高波动/小众币最大允许杠杆(与之前盈利阶段一致)。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_LEVERAGE",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 8,
|
||||||
|
"display_value": 8,
|
||||||
|
"description": "动态杠杆下限(如 8 表示不低于 8 倍)。之前盈利阶段多为 8x,避免被压到 2–4x 导致单笔盈利过少。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_STOP_LOSS_PRICE_PCT",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.025,
|
||||||
|
"display_value": 2.5,
|
||||||
|
"description": "最小止损价格变动:2%(防止止损过紧)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_TAKE_PROFIT_PRICE_PCT",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.03,
|
||||||
|
"display_value": 3,
|
||||||
|
"description": "最小止盈价格变动:3%(防止止盈过紧)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "POSITION_SCALE_FACTOR",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 1.25,
|
||||||
|
"display_value": 1.25,
|
||||||
|
"description": "仓位放大系数:1.0=正常,1.2=+20% 仓位,1.5=+50%,上限 2.0。盈利时适度调高可扩大收益,仍受单笔上限约束。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "RISK_REWARD_RATIO",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 2,
|
||||||
|
"display_value": 2,
|
||||||
|
"description": "盈亏比(止损距离的倍数,用于计算止盈)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "STOP_LOSS_PERCENT",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.1,
|
||||||
|
"display_value": 10,
|
||||||
|
"description": "止损:10%(相对于保证金)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TAKE_PROFIT_PERCENT",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.2,
|
||||||
|
"display_value": 20,
|
||||||
|
"description": "预设方案配置项:TAKE_PROFIT_PERCENT"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "USE_ATR_STOP_LOSS",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "是否使用ATR动态止损(优先于固定百分比)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "USE_DYNAMIC_ATR_MULTIPLIER",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": false,
|
||||||
|
"display_value": false,
|
||||||
|
"description": "是否根据波动率动态调整ATR倍数"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "USE_FIXED_RISK_SIZING",
|
||||||
|
"category": "risk",
|
||||||
|
"category_label": "风险控制",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "使用固定风险百分比计算仓位(凯利公式)。启用后,每笔单子承受的风险固定为 FIXED_RISK_PERCENT,避免大额亏损。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ATR_TAKE_PROFIT_MULTIPLIER",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 2,
|
||||||
|
"display_value": 2,
|
||||||
|
"description": "预设方案配置项:ATR_TAKE_PROFIT_MULTIPLIER"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "CONFIRM_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "string",
|
||||||
|
"value": "4h",
|
||||||
|
"display_value": "4h",
|
||||||
|
"description": "确认周期:4小时"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "ENTRY_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "string",
|
||||||
|
"value": "15m",
|
||||||
|
"display_value": "15m",
|
||||||
|
"description": "入场周期:15分钟"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "EXCLUDE_MAJOR_COINS",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "boolean",
|
||||||
|
"value": true,
|
||||||
|
"display_value": true,
|
||||||
|
"description": "是否排除主流币(BTC、ETH、BNB等),专注于山寨币。山寨币策略建议开启。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "KLINE_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "string",
|
||||||
|
"value": "1h",
|
||||||
|
"display_value": "1h",
|
||||||
|
"description": "K线周期:1小时"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "LIMIT_ORDER_OFFSET_PCT",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.1,
|
||||||
|
"display_value": 0.1,
|
||||||
|
"description": "预设方案配置项:LIMIT_ORDER_OFFSET_PCT"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MAX_DAILY_ENTRIES",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 10,
|
||||||
|
"display_value": 10,
|
||||||
|
"description": "预设方案配置项:MAX_DAILY_ENTRIES"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MAX_OPEN_POSITIONS",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 5,
|
||||||
|
"display_value": 5,
|
||||||
|
"description": "预设方案配置项:MAX_OPEN_POSITIONS"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MAX_SCAN_SYMBOLS",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 500,
|
||||||
|
"display_value": 500,
|
||||||
|
"description": "扫描的最大交易对数量(0表示扫描所有,建议100-500)"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MAX_TREND_MOVE_BEFORE_ENTRY",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.05,
|
||||||
|
"display_value": 0.05,
|
||||||
|
"description": "预设方案配置项:MAX_TREND_MOVE_BEFORE_ENTRY"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_CHANGE_PERCENT",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.02,
|
||||||
|
"display_value": 2,
|
||||||
|
"description": "最小涨跌幅阈值:2%"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_HOLD_TIME_SEC",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 1800,
|
||||||
|
"display_value": 1800,
|
||||||
|
"description": "预设方案配置项:MIN_HOLD_TIME_SEC"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_SIGNAL_STRENGTH",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 8,
|
||||||
|
"display_value": 8,
|
||||||
|
"description": "预设方案配置项:MIN_SIGNAL_STRENGTH"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_VOLATILITY",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 0.02,
|
||||||
|
"display_value": 0.02,
|
||||||
|
"description": "最小波动率:2%"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_VOLUME_24H",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 10000000,
|
||||||
|
"display_value": 10000000,
|
||||||
|
"description": "最小24小时成交量:1000万USDT"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "MIN_VOLUME_24H_STRICT",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 50000000,
|
||||||
|
"display_value": 50000000,
|
||||||
|
"description": "严格成交量过滤,24H Volume低于此值(USD)直接剔除"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "POSITION_SYNC_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 60,
|
||||||
|
"display_value": 60,
|
||||||
|
"description": "持仓状态同步间隔(秒),默认1分钟,用于同步币安实际持仓与数据库状态"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "PRIMARY_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "string",
|
||||||
|
"value": "1h",
|
||||||
|
"display_value": "1h",
|
||||||
|
"description": "主周期:1小时"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SCAN_EXTRA_SYMBOLS_FOR_SUPPLEMENT",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 15,
|
||||||
|
"display_value": 15,
|
||||||
|
"description": "智能补单:多返回的候选数量。当前 TOP_N 中部分因冷却等被跳过时,仍会尝试这批额外候选,避免无单可下。"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "SCAN_INTERVAL",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 1800,
|
||||||
|
"display_value": 1800,
|
||||||
|
"description": "预设方案配置项:SCAN_INTERVAL"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"key": "TOP_N_SYMBOLS",
|
||||||
|
"category": "scan",
|
||||||
|
"category_label": "市场扫描",
|
||||||
|
"type": "number",
|
||||||
|
"value": 20,
|
||||||
|
"display_value": 20,
|
||||||
|
"description": "预设方案配置项:TOP_N_SYMBOLS"
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
58
debug_config.py
Normal file
58
debug_config.py
Normal file
|
|
@ -0,0 +1,58 @@
|
||||||
|
|
||||||
|
import sys
|
||||||
|
import os
|
||||||
|
import asyncio
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
# Add project root to path
|
||||||
|
project_root = Path(os.getcwd())
|
||||||
|
sys.path.insert(0, str(project_root))
|
||||||
|
sys.path.insert(0, str(project_root / 'backend'))
|
||||||
|
|
||||||
|
# Mock db for simple config read if possible, or use real one
|
||||||
|
from backend.config_manager import ConfigManager
|
||||||
|
from backend.database.connection import db
|
||||||
|
|
||||||
|
async def main():
|
||||||
|
print("Initializing ConfigManager...")
|
||||||
|
# Initialize ConfigManager with account_id=1
|
||||||
|
config_manager = ConfigManager.for_account(1)
|
||||||
|
|
||||||
|
# Force load from DB
|
||||||
|
try:
|
||||||
|
config_manager.reload()
|
||||||
|
print("Config reloaded from DB.")
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error reloading config: {e}")
|
||||||
|
|
||||||
|
print("\n=== Current TRADING_CONFIG (Merged) ===")
|
||||||
|
from trading_system import config
|
||||||
|
|
||||||
|
# Manually merge DB config into trading_system.config.TRADING_CONFIG to simulate runtime
|
||||||
|
for k, v in config_manager._cache.items():
|
||||||
|
config.TRADING_CONFIG[k] = v
|
||||||
|
|
||||||
|
tp_pct = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT')
|
||||||
|
tp1_pct = config.TRADING_CONFIG.get('TAKE_PROFIT_1_PERCENT')
|
||||||
|
|
||||||
|
print(f"TAKE_PROFIT_PERCENT: {tp_pct} (Type: {type(tp_pct)})")
|
||||||
|
print(f"TAKE_PROFIT_1_PERCENT: {tp1_pct} (Type: {type(tp1_pct)})")
|
||||||
|
|
||||||
|
print("\n=== All Take Profit Related Configs ===")
|
||||||
|
for k, v in config.TRADING_CONFIG.items():
|
||||||
|
if 'TAKE_PROFIT' in k:
|
||||||
|
print(f"{k}: {v}")
|
||||||
|
|
||||||
|
print("\n=== Risk Related Configs ===")
|
||||||
|
print(f"FIXED_RISK_PERCENT: {config.TRADING_CONFIG.get('FIXED_RISK_PERCENT')}")
|
||||||
|
print(f"SIGNAL_STRENGTH_POSITION_MULTIPLIER: {config.TRADING_CONFIG.get('SIGNAL_STRENGTH_POSITION_MULTIPLIER')}")
|
||||||
|
print(f"USE_FIXED_RISK_SIZING: {config.TRADING_CONFIG.get('USE_FIXED_RISK_SIZING')}")
|
||||||
|
|
||||||
|
# Check if there are any suspicious small values
|
||||||
|
print("\n=== Suspiciously Small Values (< 0.01) ===")
|
||||||
|
for k, v in config.TRADING_CONFIG.items():
|
||||||
|
if isinstance(v, (int, float)) and 0 < v < 0.01:
|
||||||
|
print(f"{k}: {v}")
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
asyncio.run(main())
|
||||||
34
inspect_db.py
Normal file
34
inspect_db.py
Normal file
|
|
@ -0,0 +1,34 @@
|
||||||
|
|
||||||
|
import os
|
||||||
|
import sys
|
||||||
|
from sqlalchemy import create_engine, text, inspect
|
||||||
|
|
||||||
|
# Database connection
|
||||||
|
DB_USER = os.getenv('DB_USER', 'root')
|
||||||
|
DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
|
||||||
|
DB_HOST = os.getenv('DB_HOST', 'localhost')
|
||||||
|
DB_PORT = os.getenv('DB_PORT', '3306')
|
||||||
|
DB_NAME = 'auto_trade_sys_new'
|
||||||
|
|
||||||
|
DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
|
||||||
|
|
||||||
|
def inspect_db():
|
||||||
|
try:
|
||||||
|
engine = create_engine(DATABASE_URL)
|
||||||
|
inspector = inspect(engine)
|
||||||
|
table_names = inspector.get_table_names()
|
||||||
|
print(f"Tables: {table_names}")
|
||||||
|
|
||||||
|
if 'trading_config' in table_names:
|
||||||
|
columns = inspector.get_columns('trading_config')
|
||||||
|
print("\nColumns in trading_config:")
|
||||||
|
for col in columns:
|
||||||
|
print(f" - {col['name']} ({col['type']})")
|
||||||
|
else:
|
||||||
|
print("\ntrading_config table NOT found!")
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error: {e}")
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
inspect_db()
|
||||||
|
|
@ -180,15 +180,8 @@ def _get_config_value(key, default=None):
|
||||||
# 最后返回默认值
|
# 最后返回默认值
|
||||||
return default
|
return default
|
||||||
|
|
||||||
def _get_trading_config():
|
# 默认配置字典
|
||||||
"""获取交易配置(支持动态重载,优先从Redis读取最新值)"""
|
DEFAULT_TRADING_CONFIG = {
|
||||||
if _config_manager:
|
|
||||||
# 从Redis重新加载配置(轻量级,只从Redis读取,不查数据库)
|
|
||||||
# 注意:如果Redis不可用或没有数据,reload_from_redis()会保持现有缓存,不会触发数据库加载
|
|
||||||
_config_manager.reload_from_redis()
|
|
||||||
return _config_manager.get_trading_config()
|
|
||||||
# 回退到默认配置
|
|
||||||
return {
|
|
||||||
# ===== 用户风险旋钮(山寨币专属策略)=====
|
# ===== 用户风险旋钮(山寨币专属策略)=====
|
||||||
'AUTO_TRADE_ENABLED': True, # 自动交易总开关
|
'AUTO_TRADE_ENABLED': True, # 自动交易总开关
|
||||||
'MAX_OPEN_POSITIONS': 4, # 同时持仓数量上限(总仓位12% / 单笔1.5% = 最多4个)
|
'MAX_OPEN_POSITIONS': 4, # 同时持仓数量上限(总仓位12% / 单笔1.5% = 最多4个)
|
||||||
|
|
@ -249,7 +242,7 @@ def _get_trading_config():
|
||||||
'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False, # 允许在有趋势时反向操作(例如:下跌趋势中RSI超卖 -> 抄底)
|
'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False, # 允许在有趋势时反向操作(例如:下跌趋势中RSI超卖 -> 抄底)
|
||||||
|
|
||||||
'ATR_SPIKE_THRESHOLD': 2.0, # ATR异常激增阈值(当前ATR / 平均ATR)
|
'ATR_SPIKE_THRESHOLD': 2.0, # ATR异常激增阈值(当前ATR / 平均ATR)
|
||||||
'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 0.9, 9: 1.0, 10: 1.0}, # 信号强度分级:7分80%仓位,8分90%,9-10分100%(快速验证模式:支持7-8分信号)
|
'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 1.0, 9: 1.2, 10: 1.5}, # 信号强度分级:7分80%,8分100%,9分120%,10分150%(好机会自动加仓)
|
||||||
|
|
||||||
# ===== 仓位管理优化(山寨币专属)=====
|
# ===== 仓位管理优化(山寨币专属)=====
|
||||||
'USE_FIXED_RISK_SIZING': True, # 固定每笔风险,避免亏损扩大
|
'USE_FIXED_RISK_SIZING': True, # 固定每笔风险,避免亏损扩大
|
||||||
|
|
@ -311,7 +304,26 @@ def _get_trading_config():
|
||||||
'ENTRY_CONFIRM_TIMEOUT_SEC': 30, # 下单后最终确认成交的等待时间(秒)
|
'ENTRY_CONFIRM_TIMEOUT_SEC': 30, # 下单后最终确认成交的等待时间(秒)
|
||||||
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.8, # 追价偏离放宽到0.8%(山寨币跳空大)
|
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.8, # 追价偏离放宽到0.8%(山寨币跳空大)
|
||||||
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3, # 震荡/弱趋势时允许的最大追价偏离
|
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3, # 震荡/弱趋势时允许的最大追价偏离
|
||||||
}
|
'LIMIT_ORDER_OFFSET_PCT': 0.5, # 限价单偏移百分比(默认0.5%)
|
||||||
|
'MIN_HOLD_TIME_SEC': 0, # 默认30分钟(1800秒),已取消
|
||||||
|
}
|
||||||
|
|
||||||
|
def _get_trading_config():
|
||||||
|
"""获取交易配置(支持动态重载,优先从Redis读取最新值)"""
|
||||||
|
config = DEFAULT_TRADING_CONFIG.copy()
|
||||||
|
|
||||||
|
if _config_manager:
|
||||||
|
# 从Redis重新加载配置(轻量级,只从Redis读取,不查数据库)
|
||||||
|
# 注意:如果Redis不可用或没有数据,reload_from_redis()会保持现有缓存,不会触发数据库加载
|
||||||
|
_config_manager.reload_from_redis()
|
||||||
|
db_config = _config_manager.get_trading_config()
|
||||||
|
if db_config:
|
||||||
|
# 使用数据库配置覆盖默认配置
|
||||||
|
config.update(db_config)
|
||||||
|
return config
|
||||||
|
|
||||||
|
return config
|
||||||
|
|
||||||
|
|
||||||
# 币安API配置(优先从数据库,回退到环境变量和默认值)
|
# 币安API配置(优先从数据库,回退到环境变量和默认值)
|
||||||
# 注意:在模块加载时,配置管理器可能还未初始化完成,所以先使用默认值
|
# 注意:在模块加载时,配置管理器可能还未初始化完成,所以先使用默认值
|
||||||
|
|
@ -324,37 +336,7 @@ USE_TESTNET: bool = _get_config_value('USE_TESTNET', False) if _get_config_value
|
||||||
TRADING_CONFIG = _get_trading_config()
|
TRADING_CONFIG = _get_trading_config()
|
||||||
|
|
||||||
# 确保包含所有必要的默认值
|
# 确保包含所有必要的默认值
|
||||||
defaults = {
|
for key, value in DEFAULT_TRADING_CONFIG.items():
|
||||||
# 用户风险旋钮(即使DB里没配置,也能用)
|
|
||||||
'AUTO_TRADE_ENABLED': True,
|
|
||||||
'MAX_OPEN_POSITIONS': 3,
|
|
||||||
'MAX_DAILY_ENTRIES': 8,
|
|
||||||
|
|
||||||
'SCAN_INTERVAL': 1800,
|
|
||||||
'KLINE_INTERVAL': '1h',
|
|
||||||
'PRIMARY_INTERVAL': '1h',
|
|
||||||
'CONFIRM_INTERVAL': '4h',
|
|
||||||
'ENTRY_INTERVAL': '15m',
|
|
||||||
'LIMIT_ORDER_OFFSET_PCT': 0.5, # 限价单偏移百分比(默认0.5%)
|
|
||||||
# 智能入场默认值(即使DB里没配置,也能用)
|
|
||||||
'SMART_ENTRY_ENABLED': False,
|
|
||||||
'ENTRY_SYMBOL_COOLDOWN_SEC': 120,
|
|
||||||
'ENTRY_TIMEOUT_SEC': 180,
|
|
||||||
'ENTRY_STEP_WAIT_SEC': 15,
|
|
||||||
'ENTRY_CHASE_MAX_STEPS': 4,
|
|
||||||
'ENTRY_MARKET_FALLBACK_AFTER_SEC': 45,
|
|
||||||
'ENTRY_CONFIRM_TIMEOUT_SEC': 30,
|
|
||||||
'ENTRY_MAX_DRIFT_PCT_TRENDING': 0.6,
|
|
||||||
'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3,
|
|
||||||
|
|
||||||
# 自动交易过滤默认值
|
|
||||||
'AUTO_TRADE_ONLY_TRENDING': True,
|
|
||||||
'AUTO_TRADE_ALLOW_4H_NEUTRAL': False,
|
|
||||||
|
|
||||||
# 最小持仓时间锁(强制波段持仓纪律,避免分钟级平仓)
|
|
||||||
'MIN_HOLD_TIME_SEC': 1800, # 默认30分钟(1800秒)
|
|
||||||
}
|
|
||||||
for key, value in defaults.items():
|
|
||||||
if key not in TRADING_CONFIG:
|
if key not in TRADING_CONFIG:
|
||||||
TRADING_CONFIG[key] = value
|
TRADING_CONFIG[key] = value
|
||||||
|
|
||||||
|
|
@ -400,7 +382,7 @@ def reload_config():
|
||||||
REDIS_PASSWORD = _get_config_value('REDIS_PASSWORD', os.getenv('REDIS_PASSWORD', REDIS_PASSWORD))
|
REDIS_PASSWORD = _get_config_value('REDIS_PASSWORD', os.getenv('REDIS_PASSWORD', REDIS_PASSWORD))
|
||||||
REDIS_SELECT = _get_config_value('REDIS_SELECT', os.getenv('REDIS_SELECT', REDIS_SELECT))
|
REDIS_SELECT = _get_config_value('REDIS_SELECT', os.getenv('REDIS_SELECT', REDIS_SELECT))
|
||||||
# 确保默认值
|
# 确保默认值
|
||||||
for key, value in defaults.items():
|
for key, value in DEFAULT_TRADING_CONFIG.items():
|
||||||
if key not in TRADING_CONFIG:
|
if key not in TRADING_CONFIG:
|
||||||
TRADING_CONFIG[key] = value
|
TRADING_CONFIG[key] = value
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -530,6 +530,23 @@ class RiskManager:
|
||||||
# 固定风险金额
|
# 固定风险金额
|
||||||
risk_amount = total_balance * fixed_risk_percent
|
risk_amount = total_balance * fixed_risk_percent
|
||||||
|
|
||||||
|
# ⚠️ 优化:将信号强度乘数应用于固定风险金额
|
||||||
|
signal_multiplier = 1.0
|
||||||
|
if signal_strength is not None:
|
||||||
|
# 获取配置,如果配置为None(可能从DB读取时为空),则使用默认值
|
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|
signal_multipliers = config.TRADING_CONFIG.get('SIGNAL_STRENGTH_POSITION_MULTIPLIER')
|
||||||
|
if signal_multipliers is None:
|
||||||
|
signal_multipliers = {7: 0.8, 8: 1.0, 9: 1.2, 10: 1.5}
|
||||||
|
|
||||||
|
# 确保是字典类型
|
||||||
|
if isinstance(signal_multipliers, dict):
|
||||||
|
signal_multiplier = signal_multipliers.get(signal_strength, 1.0)
|
||||||
|
if signal_multiplier != 1.0:
|
||||||
|
logger.info(f" ⚡️ 应用信号强度乘数: {signal_multiplier} (信号强度: {signal_strength})")
|
||||||
|
risk_amount = risk_amount * signal_multiplier
|
||||||
|
else:
|
||||||
|
logger.warning(f" ⚠️ SIGNAL_STRENGTH_POSITION_MULTIPLIER 配置格式错误: {type(signal_multipliers)}")
|
||||||
|
|
||||||
# 根据止损距离反算仓位
|
# 根据止损距离反算仓位
|
||||||
# 风险金额 = (入场价 - 止损价) × 数量
|
# 风险金额 = (入场价 - 止损价) × 数量
|
||||||
# 所以:数量 = 风险金额 / (入场价 - 止损价)
|
# 所以:数量 = 风险金额 / (入场价 - 止损价)
|
||||||
|
|
|
||||||
77
update_risk_config_db.py
Normal file
77
update_risk_config_db.py
Normal file
|
|
@ -0,0 +1,77 @@
|
||||||
|
|
||||||
|
import os
|
||||||
|
import sys
|
||||||
|
import logging
|
||||||
|
from sqlalchemy import create_engine, text
|
||||||
|
|
||||||
|
# Set up logging
|
||||||
|
logging.basicConfig(level=logging.INFO)
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
# Database connection
|
||||||
|
DB_USER = os.getenv('DB_USER', 'root')
|
||||||
|
DB_PASSWORD = os.getenv('DB_PASSWORD', '12345678')
|
||||||
|
DB_HOST = os.getenv('DB_HOST', 'localhost')
|
||||||
|
DB_PORT = os.getenv('DB_PORT', '3306')
|
||||||
|
DB_NAME = 'auto_trade_sys_new'
|
||||||
|
|
||||||
|
DATABASE_URL = f"mysql+pymysql://{DB_USER}:{DB_PASSWORD}@{DB_HOST}:{DB_PORT}/{DB_NAME}"
|
||||||
|
|
||||||
|
def update_config():
|
||||||
|
try:
|
||||||
|
engine = create_engine(DATABASE_URL)
|
||||||
|
with engine.connect() as conn:
|
||||||
|
# 1. Update MIN_STOP_LOSS_PRICE_PCT (Crucial Fix)
|
||||||
|
# Default was 0.025 (2.5%), which forces 25% margin loss @ 10x.
|
||||||
|
# Changing to 0.005 (0.5%), which allows 5% margin loss @ 10x.
|
||||||
|
conn.execute(text("""
|
||||||
|
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
|
||||||
|
VALUES (1, 'MIN_STOP_LOSS_PRICE_PCT', '0.005', 'number', 'risk', '最小止损价格变动:0.5%(允许更紧的止损)', NOW())
|
||||||
|
ON DUPLICATE KEY UPDATE config_value='0.005', updated_at=NOW();
|
||||||
|
"""))
|
||||||
|
logger.info("Updated MIN_STOP_LOSS_PRICE_PCT to 0.005")
|
||||||
|
|
||||||
|
# 2. Update MIN_TAKE_PROFIT_PRICE_PCT
|
||||||
|
# Default was 0.02 (2%), forcing 20% margin gain @ 10x.
|
||||||
|
# Changing to 0.006 (0.6%), allowing smaller TPs if needed.
|
||||||
|
conn.execute(text("""
|
||||||
|
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
|
||||||
|
VALUES (1, 'MIN_TAKE_PROFIT_PRICE_PCT', '0.006', 'number', 'risk', '最小止盈价格变动:0.6%(允许更紧的止盈)', NOW())
|
||||||
|
ON DUPLICATE KEY UPDATE config_value='0.006', updated_at=NOW();
|
||||||
|
"""))
|
||||||
|
logger.info("Updated MIN_TAKE_PROFIT_PRICE_PCT to 0.006")
|
||||||
|
|
||||||
|
# 3. Ensure STOP_LOSS_PERCENT is 0.1 (10% Margin)
|
||||||
|
conn.execute(text("""
|
||||||
|
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
|
||||||
|
VALUES (1, 'STOP_LOSS_PERCENT', '0.1', 'number', 'risk', '止损:10%(相对于保证金)', NOW())
|
||||||
|
ON DUPLICATE KEY UPDATE config_value='0.1', updated_at=NOW();
|
||||||
|
"""))
|
||||||
|
logger.info("Ensured STOP_LOSS_PERCENT is 0.1")
|
||||||
|
|
||||||
|
# 4. Ensure TAKE_PROFIT_PERCENT is 0.2 (20% Margin)
|
||||||
|
conn.execute(text("""
|
||||||
|
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
|
||||||
|
VALUES (1, 'TAKE_PROFIT_PERCENT', '0.2', 'number', 'risk', '止盈:20%(相对于保证金)', NOW())
|
||||||
|
ON DUPLICATE KEY UPDATE config_value='0.2', updated_at=NOW();
|
||||||
|
"""))
|
||||||
|
logger.info("Ensured TAKE_PROFIT_PERCENT is 0.2")
|
||||||
|
|
||||||
|
# 5. Ensure ATR_STOP_LOSS_MULTIPLIER is reasonable (2.0)
|
||||||
|
conn.execute(text("""
|
||||||
|
INSERT INTO trading_config (account_id, config_key, config_value, config_type, category, description, updated_at)
|
||||||
|
VALUES (1, 'ATR_STOP_LOSS_MULTIPLIER', '2.0', 'number', 'risk', 'ATR止损倍数2.0', NOW())
|
||||||
|
ON DUPLICATE KEY UPDATE config_value='2.0', updated_at=NOW();
|
||||||
|
"""))
|
||||||
|
logger.info("Ensured ATR_STOP_LOSS_MULTIPLIER is 2.0")
|
||||||
|
|
||||||
|
conn.commit()
|
||||||
|
logger.info("Configuration update complete.")
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error updating config: {e}")
|
||||||
|
import traceback
|
||||||
|
traceback.print_exc()
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
update_config()
|
||||||
Loading…
Reference in New Issue
Block a user