feat: 添加新闻监控、持仓管理、系统日志等功能

- 新增新闻爬取和监控模块 (news_crawler, news_monitor) - 新增 LLM 分析模块 (llm_analyzer) - 新增持仓管理和交易历史存储 - 新增系统日志功能 - 新增前端页面: News, Positions, Settings, SystemLog - 更新路由和 API 接口 - 更新 .gitignore 排除敏感文件
2026-03-17 11:32:37 +08:00
parent 51b2f30748
commit a705593955
33 changed files with 10667 additions and 948 deletions
@@ -4,10 +4,16 @@
 EA 相关的接口路由
 """

+import random
 from fastapi import APIRouter, Query, Request
 from typing import Optional, List, Dict
 from models import TradeInstruction
 from server import TradingServer
+from market.system_log import get_system_log
+
+
+# 统计数据日志打印概率 (5%)
+STATISTICS_LOG_PROBABILITY = 0.05


 def create_ea_routes(server: TradingServer) -> APIRouter:
@@ -61,9 +67,56 @@ def create_ea_routes(server: TradingServer) -> APIRouter:
        # 添加平仓指令
        result["close_tickets"] = server.get_close_position_instructions(symbol)

-        # 打印完整返回数据用于调试
-        import json
-        print(f"[EA API] 返回给EA的数据: {json.dumps(result, ensure_ascii=False)}")
+        # 如果结果不为空，记录到运行日志
+        trades = result.get("trades", [])
+        close_tickets = result.get("close_tickets", [])
+        pivot_alerts = result.get("pivot_alerts", [])
+
+        if trades or close_tickets:
+            import json
+            system_log = get_system_log()
+
+            # 打印完整返回数据
+            print(f"[EA API] 返回给EA的数据: {json.dumps(result, ensure_ascii=False)}")
+
+            # 记录交易指令日志
+            if trades:
+                for t in trades:
+                    action_text = '买入' if t.get('action') == 'b' else '卖出'
+                    system_log.add_log(
+                        "order_generated",
+                        {
+                            "order_id": t.get('order_id'),
+                            "action": t.get('action'),
+                            "price": t.get('price'),
+                            "mount": t.get('mount'),
+                            "sl": t.get('sl'),
+                            "tp": t.get('tp')
+                        },
+                        symbol=t.get('symbol'),
+                        message=f"{action_text} @ {t.get('price')}, 手数={t.get('mount')}"
+                    )
+
+            # 记录平仓指令日志
+            if close_tickets:
+                system_log.add_log(
+                    "close_position",
+                    {"tickets": close_tickets},
+                    symbol=symbol,
+                    message=f"平仓指令: {close_tickets}"
+                )
+
+            # 记录汇总日志
+            system_log.add_log(
+                "ea_trade_request",
+                {
+                    "trades_count": len(trades),
+                    "close_count": len(close_tickets),
+                    "pivot_alerts_count": len(pivot_alerts)
+                },
+                symbol=symbol,
+                message=f"下发交易指令: {len(trades)}个开仓, {len(close_tickets)}个平仓"
+            )

        return result

@@ -96,22 +149,33 @@ def create_ea_routes(server: TradingServer) -> APIRouter:
        }
        ```
        """
-        # 获取原始请求体用于调试
-        body = await request.body()
-        print(f"[DEBUG] Raw body type: {type(body)}")
-        print(f"[DEBUG] Raw body: {body}")
-        print(f"[DEBUG] Raw body length: {len(body)}")
-
-        # 尝试解析JSON
        import json
        try:
            data = await request.json()
-            print(f"[DEBUG] Parsed JSON successfully: {data}")
            server.save_statistics(data)
+
+            # 随机打印日志 (5%概率)
+            if random.random() < STATISTICS_LOG_PROBABILITY:
+                symbol = data.get('symbol', 'UNKNOWN')
+                system_log = get_system_log()
+                system_log.add_log(
+                    "ea_statistics",
+                    {
+                        "tick_count": data.get('tickCount'),
+                        "bid": data.get('bidPrice'),
+                        "ask": data.get('askPrice'),
+                        "spread": data.get('spread'),
+                        "spread_points": data.get('spreadPoints'),
+                        "balance": data.get('balance'),
+                        "equity": data.get('equity')
+                    },
+                    symbol=symbol,
+                    message=f"Tick: {data.get('tickCount')}, Spread: {data.get('spreadPoints', 0):.1f}pts, Balance: {data.get('balance')}"
+                )
+
            return {"status": "ok", "message": "统计数据已保存"}
        except Exception as e:
            print(f"[ERROR] Failed to parse JSON: {e}")
-            print(f"[ERROR] Body as string: {body.decode('utf-8', errors='ignore')}")
            return {"status": "error", "message": str(e)}

    @router.post("/close_position")
@@ -138,7 +202,7 @@ def create_ea_routes(server: TradingServer) -> APIRouter:
        try:
            data = await request.json()
            ticket = data.get('ticket')
-            symbol = data.get('symbol', '').upper()
+            symbol = data.get('symbol', '')

            if not ticket:
                return {"status": "error", "message": "缺少订单号"}
@@ -147,10 +211,309 @@ def create_ea_routes(server: TradingServer) -> APIRouter:
            server.add_close_position_instruction(symbol, ticket)

            print(f"[EA API] 平仓指令已添加: {symbol} ticket={ticket}")
+
+            # 记录日志
+            system_log = get_system_log()
+            system_log.add_log(
+                "close_position",
+                {"ticket": ticket},
+                symbol=symbol,
+                message=f"Ticket: {ticket}"
+            )
+
            return {"status": "ok", "message": "平仓指令已添加"}

        except Exception as e:
            print(f"[ERROR] close_position 异常: {str(e)}")
            return {"status": "error", "message": str(e)}

-    return router
+    @router.post("/calendar")
+    async def send_calendar(request: Request) -> Dict:
+        """
+        接收 EA 发送的财经日历数据（来自MT5 API）
+
+        EA调用MT5的calendar_*函数获取数据后，推送到此接口
+
+        请求体:
+        ```json
+        {
+            "events": [
+                {
+                    "id": "12345",
+                    "name": "Nonfarm Payrolls",
+                    "name_en": "Nonfarm Payrolls",
+                    "country": "US",
+                    "currency": "USD",
+                    "importance": 3,
+                    "publish_time": "2026-03-16T20:30:00",
+                    "forecast": "200K",
+                    "previous": "180K",
+                    "actual": "",
+                    "unit": "K",
+                    "event_type": "indicator"
+                }
+            ]
+        }
+        ```
+
+        返回:
+        ```json
+        {
+            "status": "ok",
+            "message": "财经日历已更新",
+            "count": 150
+        }
+        ```
+        """
+        import json as json_module
+        import re as re_module
+        try:
+            # 先获取原始body
+            raw_body = await request.body()
+            raw_text = raw_body.decode('utf-8', errors='replace')
+
+            print(f"[calendar] 收到请求, 数据长度: {len(raw_text)} 字节")
+
+            # 清理所有控制字符 (0x00-0x1F, 除了 \t \n \r)
+            # 保留 tab(0x09), LF(0x0A), CR(0x0D)
+            def clean_control_chars(text):
+                # 使用正则表达式一次性清理所有控制字符
+                # 除了 tab(0x09), LF(0x0A), CR(0x0D)
+                import re
+                # 匹配所有控制字符 (0x00-0x1F) 除了 \t \n \r
+                pattern = re.compile(r'[\x00-\x08\x0b\x0c\x0e-\x1f]')
+                cleaned = pattern.sub('', text)
+                removed_count = len(text) - len(cleaned)
+                if removed_count > 0:
+                    print(f"[calendar] 已移除 {removed_count} 个控制字符")
+                return cleaned
+
+            cleaned_text = clean_control_chars(raw_text)
+
+            try:
+                data = json_module.loads(cleaned_text)
+            except json_module.JSONDecodeError as e:
+                # 如果仍然失败，打印问题位置附近的数据
+                print(f"[ERROR] calendar JSON解析失败: {e}")
+                error_pos = e.pos if hasattr(e, 'pos') else 0
+                start = max(0, error_pos - 50)
+                end = min(len(cleaned_text), error_pos + 50)
+                print(f"[ERROR] 问题位置附近数据[{start}:{end}]: {repr(cleaned_text[start:end])}")
+                return {"status": "error", "message": f"JSON解析失败: {e}"}
+
+            events = data.get('events', [])
+
+            print(f"[calendar] 解析成功, 收到 {len(events)} 个事件")
+
+            if not events:
+                print("[calendar] 警告: events数组为空")
+                return {"status": "ok", "message": "无数据需要更新", "count": 0}
+
+            from market.news_store import get_news_store
+            news_store = get_news_store()
+
+            # 更新财经日历
+            updated_count = news_store.update_calendar_from_mt5(events)
+
+            # 记录日志 - MT5上报财经日历
+            system_log = get_system_log()
+            system_log.add_log(
+                "mt5_calendar_update",
+                {
+                    "events_received": len(events),
+                    "events_updated": updated_count,
+                    "total_events": news_store.get_status().get('calendar_events', 0)
+                },
+                message=f"MT5上报财经日历: 收到{len(events)}条, 更新{updated_count}条"
+            )
+
+            return {
+                "status": "ok",
+                "message": "财经日历已更新",
+                "count": updated_count
+            }
+
+        except Exception as e:
+            print(f"[ERROR] calendar 更新异常: {str(e)}")
+            import traceback
+            traceback.print_exc()
+            return {"status": "error", "message": str(e)}
+
+    @router.post("/calendar_event_result")
+    async def send_calendar_event_result(request: Request) -> Dict:
+        """
+        接收 EA 发送的事件结果（事件发布后EA获取实际值）
+
+        请求体:
+        ```json
+        {
+            "event_id": "12345",
+            "actual": "210K",
+            "forecast": "200K",
+            "previous": "180K"
+        }
+        ```
+
+        返回:
+        ```json
+        {
+            "status": "ok",
+            "message": "事件结果已更新"
+        }
+        ```
+        """
+        try:
+            data = await request.json()
+            event_id = data.get('event_id')
+            actual = data.get('actual', '')
+            forecast = data.get('forecast', '')
+            previous = data.get('previous', '')
+
+            if not event_id:
+                return {"status": "error", "message": "缺少事件ID"}
+
+            from market.news_store import get_news_store
+            news_store = get_news_store()
+
+            # 获取事件
+            event = news_store.get_event_by_id(event_id)
+            if not event:
+                return {"status": "error", "message": f"未找到事件: {event_id}"}
+
+            # 更新事件结果
+            event.actual = actual
+            if forecast:
+                event.forecast = forecast
+            if previous:
+                event.previous = previous
+
+            # 计算结果（好于/差于/符合预期）
+            result = _calculate_event_result(actual, event.forecast)
+            event.result = result
+            event.analyzed = True
+
+            # 记录日志 - MT5上报事件结果
+            system_log = get_system_log()
+            system_log.add_log(
+                "mt5_event_result",
+                {
+                    "event_id": event_id,
+                    "event_name": event.name,
+                    "actual": actual,
+                    "forecast": event.forecast,
+                    "previous": previous,
+                    "result": result
+                },
+                symbol=event.currency,
+                message=f"MT5事件结果: {event.name} 实际={actual} 预测={event.forecast} ({result})"
+            )
+
+            return {
+                "status": "ok",
+                "message": "事件结果已更新"
+            }
+
+        except Exception as e:
+            print(f"[ERROR] calendar_event_result 更新异常: {str(e)}")
+            return {"status": "error", "message": str(e)}
+
+    @router.post("/trade_history")
+    async def receive_trade_history(request: Request) -> Dict:
+        """
+        接收 EA 发送的交易历史数据
+
+        请求体:
+        ```json
+        {
+            "deals": [
+                {
+                    "ticket": 123456,
+                    "order": 789012,
+                    "symbol": "GOLD#",
+                    "type": 0,
+                    "entry": 0,
+                    "volume": 0.1,
+                    "price": 2050.50,
+                    "profit": 0,
+                    "swap": 0,
+                    "commission": -5.0,
+                    "time": "2026.03.16 15:30:00",
+                    "comment": ""
+                }
+            ]
+        }
+        ```
+
+        返回:
+        ```json
+        {
+            "status": "ok",
+            "message": "交易历史已更新",
+            "count": 50
+        }
+        ```
+        """
+        import json as json_module
+        try:
+            data = await request.json()
+            deals = data.get('deals', [])
+
+            print(f"[trade_history] 收到 {len(deals)} 条成交记录")
+
+            if not deals:
+                return {"status": "ok", "message": "无数据需要更新", "count": 0}
+
+            from market.trade_history_store import get_trade_history_store
+            store = get_trade_history_store()
+
+            # 更新交易历史
+            new_count = store.update_from_ea(deals)
+
+            # 记录日志
+            system_log = get_system_log()
+            system_log.add_log(
+                "trade_history_update",
+                {
+                    "deals_received": len(deals),
+                    "deals_new": new_count,
+                    "total_deals": len(store.get_all_deals())
+                },
+                message=f"交易历史上报: 收到{len(deals)}条, 新增{new_count}条"
+            )
+
+            return {
+                "status": "ok",
+                "message": "交易历史已更新",
+                "count": new_count
+            }
+
+        except Exception as e:
+            print(f"[ERROR] trade_history 更新异常: {str(e)}")
+            import traceback
+            traceback.print_exc()
+            return {"status": "error", "message": str(e)}
+
+    return router
+
+
+def _calculate_event_result(actual: str, forecast: str) -> str:
+    """计算事件结果"""
+    try:
+        # 尝试提取数字
+        import re
+        actual_num = float(re.sub(r'[^\d.-]', '', actual))
+        forecast_num = float(re.sub(r'[^\d.-]', '', forecast))
+
+        if forecast_num == 0:
+            return 'unknown'
+
+        diff_pct = (actual_num - forecast_num) / abs(forecast_num)
+
+        if abs(diff_pct) < 0.05:
+            return 'in_line'
+        elif diff_pct > 0:
+            return 'better'
+        else:
+            return 'worse'
+    except:
+        return 'unknown'