Run demo trading and allocate capital per symbol

Move running, running_changed_at and capital_usdt from the account to
each trading symbol; the migration copies the account capital to every
symbol and leaves them all stopped. Each symbol is sized against its
own capital with a 3x notional cap, and the capitals together must not
exceed account equity. Scheduling, dry-run decisions and the executor
follow the per-symbol flag. The global start/stop button is replaced by
start/stop and capital controls on each symbol's plan card.
This commit is contained in:
eezd committed 2026-10-16 13:44:02 +08:00
1 parent e3242f2b7a
commit 0397e30870
14 files changed
+262 -186

No files matched your search

+84 -65
View File
@@ -45,11 +45,6 @@ class TodayUsage(BaseModel):
class StatusOut(BaseModel):
configured: bool
running: bool
running_changed_at: datetime | None
capital_usdt: Decimal | None
# 实际用于仓位计算的资金:min(交易资金, 账户权益);没有快照时无法计算
effective_capital: Decimal | None
provider_id: int | None
reasoning_effort: str | None
# trader 进程的心跳快照;进程离线时为空
@@ -58,7 +53,6 @@ class StatusOut(BaseModel):
class ConfigIn(BaseModel):
capital_usdt: Annotated[Decimal, Field(gt=0, decimal_places=2)] | None = None
provider_id: int | None = None
reasoning_effort: llm.Effort | None = None
@@ -73,12 +67,21 @@ class SymbolOut(BaseModel):
added_at: datetime
analysis_requested_at: datetime | None
analyzing: bool
running: bool
running_changed_at: datetime | None
capital_usdt: Decimal | None
# 实际用于仓位计算的资金:min(交易资金, 账户权益);没有快照时无法计算
effective_capital: Decimal | None
# 当前计划:pending / open / closing,没有计划为空
plan_id: int | None
plan_status: str | None
close_deadline: datetime | None
class SymbolConfigIn(BaseModel):
capital_usdt: Annotated[Decimal, Field(gt=0, decimal_places=2)] | None
class SymbolIn(BaseModel):
symbol: str
@@ -177,7 +180,7 @@ class PositionHistoryPage(BaseModel):
async def get_account(session: AsyncSession) -> TradingAccount:
return await session.get(TradingAccount, 1) or TradingAccount(id=1, running=False)
return await session.get(TradingAccount, 1) or TradingAccount(id=1)
@router.get("/status")
@@ -191,64 +194,19 @@ async def get_status(session: Annotated[AsyncSession, Depends(get_session)]) ->
func.coalesce(func.sum(TradingAnalysis.usage["output_tokens"].as_integer()), 0),
).where(TradingAnalysis.started_at >= today)
)).one()
snapshot = await read_snapshot()
equity = snapshot and snapshot["account"] and Decimal(snapshot["account"]["margin_balance"])
return StatusOut(
configured=account.api_key_encrypted is not None, running=account.running,
running_changed_at=account.running_changed_at, capital_usdt=account.capital_usdt,
effective_capital=min(account.capital_usdt, equity) if account.capital_usdt and equity else None,
provider_id=account.provider_id, reasoning_effort=account.reasoning_effort, snapshot=snapshot,
configured=account.api_key_encrypted is not None, provider_id=account.provider_id, reasoning_effort=account.reasoning_effort,
snapshot=await read_snapshot(),
today=TodayUsage(analyses=count, limit=DAILY_ANALYSIS_LIMIT, input_tokens=input_tokens, output_tokens=output_tokens),
)
async def set_running(session: AsyncSession, running: bool) -> StatusOut:
account = await get_account(session)
if running and account.api_key_encrypted is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有填写模拟盘 key,请先到环境变量页填写")
if running and account.capital_usdt is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有设置交易资金")
if account.running != running:
account.running = running
account.running_changed_at = datetime.now(LOCAL_TZ)
session.add(account)
session.add(TradingEvent(
kind="started" if running else "stopped",
message="开始行情交易" if running else "停止行情交易:不再分析,撤销未成交的入场单;已有持仓的止损、止盈等程序规则继续执行",
))
await session.commit()
return await get_status(session)
@router.post("/start")
async def start(session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
return await set_running(session, True)
@router.post("/stop")
async def stop(session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
return await set_running(session, False)
@router.patch("/config")
async def patch_config(body: ConfigIn, session: Annotated[AsyncSession, Depends(get_session)]) -> StatusOut:
account = await get_account(session)
fields = body.model_dump(exclude_unset=True)
if fields.get("provider_id") is not None and await session.get(AiProvider, fields["provider_id"]) is None:
raise HTTPException(status.HTTP_404_NOT_FOUND, "模型配置不存在")
if "capital_usdt" in fields:
capital = fields["capital_usdt"]
if capital is None and account.running:
raise HTTPException(status.HTTP_409_CONFLICT, "交易中不能清空交易资金")
snapshot = await read_snapshot()
equity = snapshot and snapshot["account"] and Decimal(snapshot["account"]["margin_balance"])
if capital is not None and equity and capital > equity:
raise HTTPException(status.HTTP_400_BAD_REQUEST, f"交易资金不能超过账户权益 {equity:.2f} USDT")
if capital != account.capital_usdt:
session.add(TradingEvent(
kind="capital_changed",
message=f"交易资金设为 {capital} USDT" if capital is not None else "清空交易资金",
))
for key, value in fields.items():
setattr(account, key, value)
session.add(account)
@@ -284,9 +242,71 @@ async def list_symbol_options() -> list[SymbolOption]:
return [SymbolOption.model_validate(o) for o in await symbol_options()]
async def current_equity() -> Decimal | None:
"""账户权益,取自 trader 的快照;进程离线或未同步到币安时为空"""
snapshot = await read_snapshot()
return Decimal(snapshot["account"]["margin_balance"]) if snapshot and snapshot["account"] else None
async def get_symbol(session: AsyncSession, symbol: str) -> TradingSymbol:
s = await session.get(TradingSymbol, symbol)
if s is None:
raise HTTPException(status.HTTP_404_NOT_FOUND, f"{symbol} 不在交易列表中")
return s
async def set_running(session: AsyncSession, s: TradingSymbol, running: bool) -> None:
if running and (await get_account(session)).api_key_encrypted is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有填写模拟盘 key,请先到环境变量页填写")
if running and s.capital_usdt is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, f"{s.symbol} 还没有设置交易资金")
if s.running != running:
s.running = running
s.running_changed_at = datetime.now(LOCAL_TZ)
session.add(TradingEvent(
symbol=s.symbol, kind="started" if running else "stopped",
message="开始行情交易" if running else "停止行情交易:不再分析,撤销未成交的入场单;已有持仓的止损、止盈等程序规则继续执行",
))
await session.commit()
@router.post("/symbols/{symbol}/start")
async def start(symbol: str, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
await set_running(session, await get_symbol(session, symbol), True)
@router.post("/symbols/{symbol}/stop")
async def stop(symbol: str, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
await set_running(session, await get_symbol(session, symbol), False)
@router.patch("/symbols/{symbol}")
async def patch_symbol(symbol: str, body: SymbolConfigIn, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
"""设置该币的交易资金:各币合计不超过账户权益(取不到权益时不校验)"""
s = await get_symbol(session, symbol)
capital = body.capital_usdt
if capital == s.capital_usdt:
return
if capital is None and s.running:
raise HTTPException(status.HTTP_409_CONFLICT, "交易中不能清空交易资金")
equity = await current_equity()
if capital is not None and equity:
others = await session.scalar(
select(func.coalesce(func.sum(TradingSymbol.capital_usdt), 0)).where(TradingSymbol.symbol != symbol)
)
if capital + others > equity:
raise HTTPException(status.HTTP_400_BAD_REQUEST,
f"各币交易资金合计不能超过账户权益 {equity:.2f} USDT(其他币已分配 {others:.2f},最多还能设 {max(equity - others, 0):.2f})")
s.capital_usdt = capital
session.add(TradingEvent(symbol=symbol, kind="capital_changed",
message=f"交易资金设为 {capital} USDT" if capital is not None else "清空交易资金"))
await session.commit()
@router.get("/symbols")
async def list_symbols(session: Annotated[AsyncSession, Depends(get_session)]) -> list[SymbolOut]:
symbols = (await session.scalars(select(TradingSymbol).order_by(TradingSymbol.added_at))).all()
equity = await current_equity()
analyzing = set((await session.scalars(select(TradingAnalysis.symbol).where(TradingAnalysis.status == "running"))).all())
plans = {p.symbol: p for p in await session.scalars(
select(TradingAnalysis).where(TradingAnalysis.plan_status.in_(LIVE_PLAN_STATUSES)).order_by(TradingAnalysis.id)
@@ -294,7 +314,9 @@ async def list_symbols(session: Annotated[AsyncSession, Depends(get_session)]) -
return [
SymbolOut(
symbol=s.symbol, added_at=s.added_at, analysis_requested_at=s.analysis_requested_at,
analyzing=s.symbol in analyzing, plan_id=plans[s.symbol].id if s.symbol in plans else None,
analyzing=s.symbol in analyzing, running=s.running, running_changed_at=s.running_changed_at, capital_usdt=s.capital_usdt,
effective_capital=min(s.capital_usdt, equity) if s.capital_usdt and equity else None,
plan_id=plans[s.symbol].id if s.symbol in plans else None,
plan_status=plans[s.symbol].plan_status if s.symbol in plans else None,
close_deadline=plans[s.symbol].close_deadline if s.symbol in plans else None,
)
@@ -354,14 +376,13 @@ async def delete_symbol(symbol: str, session: Annotated[AsyncSession, Depends(ge
@router.post("/symbols/{symbol}/manual/{action}", status_code=status.HTTP_202_ACCEPTED)
async def manual_action(symbol: str, action: Literal["close", "cancel"], session: Annotated[AsyncSession, Depends(get_session)]) -> None:
"""一键平仓(同时停止行情交易)、清除挂单:交给执行器执行,结果写入时间线"""
"""一键平仓(同时停止该币的行情交易)、清除挂单:交给执行器执行,结果写入时间线"""
label = "平仓" if action == "close" else "清除挂单"
if await session.get(TradingSymbol, symbol) is None:
raise HTTPException(status.HTTP_404_NOT_FOUND, f"{symbol} 不在交易列表中")
s = await get_symbol(session, symbol)
await fresh_snapshot(symbol, label)
if action == "close":
# 不停止的话,平仓后会重新分析,可能马上又开仓
await set_running(session, False)
await set_running(session, s, False)
await redis.set(MANUAL_ACTION_KEY.format(symbol), action, ex=MANUAL_ACTION_TTL_SECONDS)
@@ -435,12 +456,10 @@ async def list_position_history_symbols(session: Annotated[AsyncSession, Depends
@router.post("/symbols/{symbol}/analyze", status_code=status.HTTP_202_ACCEPTED)
async def request_analysis(symbol: str, session: Annotated[AsyncSession, Depends(get_session)]) -> None:
"""排队一次手动分析:引擎停止时为试运行,计划只记录、不下单"""
s = await session.get(TradingSymbol, symbol)
if s is None:
raise HTTPException(status.HTTP_404_NOT_FOUND, f"{symbol} 不在交易列表中")
if (await get_account(session)).capital_usdt is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, "还没有设置交易资金")
"""排队一次手动分析:该币停止交易时为试运行,计划只记录、不下单"""
s = await get_symbol(session, symbol)
if s.capital_usdt is None:
raise HTTPException(status.HTTP_400_BAD_REQUEST, f"{symbol} 还没有设置交易资金")
running = await session.scalar(select(func.count()).where(TradingAnalysis.symbol == symbol, TradingAnalysis.status == "running"))
if running or s.analysis_requested_at is not None:
raise HTTPException(status.HTTP_409_CONFLICT, f"{symbol} 已在分析或排队中")