147 lines
5.5 KiB
Python
147 lines
5.5 KiB
Python
#!/usr/bin/env python3
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"""
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清理交易冷却时间脚本
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用于手动重置某个交易对的“连续亏损冷却”状态。
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原理：将该交易对最近一次亏损交易的平仓时间修改为“冷却时间之前”，使其不再触发冷却逻辑。
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用法：
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python scripts/clear_cooldown.py [symbol]
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例如：
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python scripts/clear_cooldown.py BTCUSDT # 清理 BTCUSDT 的冷却
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python scripts/clear_cooldown.py # 列出当前处于冷却中的交易对
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"""
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import sys
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import os
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import time
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from datetime import datetime, timedelta
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import logging
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# Add backend to path
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sys.path.append(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), 'backend'))
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from database.connection import db
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from database.models import Trade, TradingConfig
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# Configure logging
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
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logger = logging.getLogger(__name__)
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def get_cooldown_config(account_id):
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"""获取冷却配置"""
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try:
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enabled = TradingConfig.get_value("SYMBOL_LOSS_COOLDOWN_ENABLED", True, account_id=account_id)
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max_losses = int(TradingConfig.get_value("SYMBOL_MAX_CONSECUTIVE_LOSSES", 2, account_id=account_id))
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cooldown_sec = int(TradingConfig.get_value("SYMBOL_LOSS_COOLDOWN_SEC", 3600, account_id=account_id))
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return enabled, max_losses, cooldown_sec
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except Exception as e:
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logger.error(f"获取配置失败: {e}")
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return True, 2, 3600
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def check_cooldown(symbol, account_id, max_losses, cooldown_sec):
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"""检查是否处于冷却中"""
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recent_trades = Trade.get_all(symbol=symbol, status='closed', account_id=account_id)
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# Sort by exit_time desc
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recent_trades = sorted(
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recent_trades,
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key=lambda x: (x.get('exit_time') or x.get('entry_time') or 0),
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reverse=True
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)[:max_losses + 1]
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if not recent_trades:
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return False, None, 0
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now = int(time.time())
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latest_trade = recent_trades[0]
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latest_exit_time = latest_trade.get('exit_time') or latest_trade.get('entry_time') or 0
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# Check time window
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if now - latest_exit_time < cooldown_sec:
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consecutive_losses = 0
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for trade in recent_trades:
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pnl = float(trade.get('pnl', 0) or 0)
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exit_reason = str(trade.get('exit_reason', '') or '').lower()
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# 2026-02-13 优化：手动平仓（manual）不计入连续亏损
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if exit_reason == 'manual' or exit_reason == 'manual_close':
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continue
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if pnl < 0:
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consecutive_losses += 1
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else:
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break
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if consecutive_losses >= max_losses:
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remaining = cooldown_sec - (now - latest_exit_time)
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return True, latest_trade, remaining
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return False, None, 0
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def clear_cooldown(symbol, account_id, cooldown_sec):
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"""清理冷却（修改平仓时间）"""
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is_cooling, latest_trade, remaining = check_cooldown(
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symbol, account_id,
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*get_cooldown_config(account_id)[1:]
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)
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if not is_cooling:
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logger.info(f"{symbol} 当前未处于冷却状态。")
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return
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logger.info(f"正在清理 {symbol} 的冷却状态...")
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logger.info(f" 当前剩余冷却: {remaining} 秒")
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logger.info(f" 最近交易ID: {latest_trade['id']}, 平仓时间: {latest_trade.get('exit_time')}")
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# Calculate new exit time: now - cooldown_sec - 60s (buffer)
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now = int(time.time())
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new_exit_time = now - cooldown_sec - 60
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try:
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# Update database
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sql = "UPDATE trades SET exit_time = %s WHERE id = %s"
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db.execute_update(sql, (new_exit_time, latest_trade['id']))
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logger.info(f"✅ 已成功清理 {symbol} 的冷却状态！")
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logger.info(f" 修改交易 #{latest_trade['id']} 平仓时间 -> {new_exit_time} (当前时间-{cooldown_sec+60}s)")
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except Exception as e:
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logger.error(f"❌ 更新数据库失败: {e}")
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def list_cooldowns(account_id):
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"""列出所有处于冷却中的交易对"""
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logger.info("正在扫描处于冷却中的交易对...")
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enabled, max_losses, cooldown_sec = get_cooldown_config(account_id)
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if not enabled:
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logger.info("冷却功能未启用 (SYMBOL_LOSS_COOLDOWN_ENABLED=False)")
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return
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# Get all distinct symbols traded recently?
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# Better: Get all symbols from trades in last cooldown_sec + some buffer
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# Simplified: Get distinct symbols from trades
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sql = "SELECT symbol FROM trades WHERE account_id = %s AND status = 'closed' GROUP BY symbol ORDER BY MAX(id) DESC LIMIT 100"
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rows = db.execute_query(sql, (account_id,))
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symbols = [r['symbol'] for r in rows]
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found = False
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for symbol in symbols:
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is_cooling, trade, remaining = check_cooldown(symbol, account_id, max_losses, cooldown_sec)
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if is_cooling:
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found = True
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print(f"🔥 {symbol:<10} 冷却剩余: {remaining:>4}s (最近连续亏损)")
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if not found:
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logger.info("没有发现处于冷却中的交易对。")
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def main():
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account_id = int(os.getenv("ATS_ACCOUNT_ID") or os.getenv("ACCOUNT_ID") or 1)
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if len(sys.argv) > 1:
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symbol = sys.argv[1].upper()
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clear_cooldown(symbol, account_id, get_cooldown_config(account_id)[2])
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else:
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list_cooldowns(account_id)
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print("\n提示: 使用 python scripts/clear_cooldown.py [SYMBOL] 来清理指定币种的冷却。")
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if __name__ == "__main__":
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main()
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