Validate reevaluation conditions against their declared timeframe
This commit is contained in:
1 parent
285b3952d7
commit
193af01913
4 files changed
+60
-5
No files matched your search
@@ -285,6 +285,12 @@ async def submit(prepared: Prepared, symbol: str, analysis_id: int, arguments: d
|
||||
snapshot = await read_snapshot()
|
||||
if snapshot:
|
||||
prepared.context.position_side = position_side(snapshot, symbol)
|
||||
prepared.context.closed_prices = {}
|
||||
for interval in sorted({c.timeframe for c in plan.reevaluate if c.timeframe != "mark"}):
|
||||
rows = await market_client.get("um", "klines", {"symbol": symbol, "interval": interval, "limit": 2})
|
||||
now_ms = datetime.now(UTC).timestamp() * 1000
|
||||
closed = rows[-1] if rows[-1][6] < now_ms else rows[-2]
|
||||
prepared.context.closed_prices[interval] = Decimal(closed[4])
|
||||
try:
|
||||
sizing = check_setup(plan, prepared.context)
|
||||
except PlanError as e:
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
下方常量与 main/README 的数字重复,并写进了分析器的提示词;改 README 时要同步修改。
|
||||
"""
|
||||
|
||||
from dataclasses import dataclass
|
||||
from dataclasses import dataclass, field
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from decimal import ROUND_CEILING, ROUND_FLOOR, Decimal
|
||||
from typing import Annotated, Literal
|
||||
@@ -98,6 +98,8 @@ class PlanContext:
|
||||
atr: Decimal
|
||||
has_plan: bool
|
||||
position_side: Direction | None
|
||||
# 非 mark 复核条件使用的最近已收盘价,由提交边界按需获取。
|
||||
closed_prices: dict[str, Decimal] = field(default_factory=dict)
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
@@ -204,9 +206,9 @@ def check_action(plan: TradePlan, ctx: PlanContext) -> list[str]:
|
||||
if plan.action == "plan" and ctx.position_side is not None:
|
||||
errors.append("已有持仓:持仓由程序按止损、止盈和持仓时限管理,只能 keep 或 exit")
|
||||
for i, c in enumerate(plan.reevaluate, 1):
|
||||
satisfied = ctx.mark_price > c.price if c.direction == "above" else ctx.mark_price < c.price
|
||||
if satisfied:
|
||||
errors.append(f"reevaluate 第 {i} 个条件({c.direction} {c.price})按现价 {ctx.mark_price} 已经满足,提交后会立即触发")
|
||||
price = ctx.mark_price if c.timeframe == "mark" else ctx.closed_prices[c.timeframe]
|
||||
if condition_met(c.direction, c.price, price):
|
||||
errors.append(f"reevaluate 第 {i} 个条件({c.timeframe} {c.direction} {c.price})按价格 {price} 已经满足,提交后会立即触发")
|
||||
return errors
|
||||
|
||||
|
||||
|
||||
Reference in new issue
Block a user