guaiwoluo2020
515 lines
16 KiB
Python
515 lines
16 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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EA 相关的接口路由
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"""
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import random
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from fastapi import APIRouter, Query, Request
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from typing import Optional, List, Dict
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from models import TradeInstruction
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from server import TradingServer
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from market.system_log import get_system_log
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# 统计数据日志打印概率 (5%)
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STATISTICS_LOG_PROBABILITY = 0.05
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def create_ea_routes(server: TradingServer) -> APIRouter:
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"""
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创建 EA 相关路由
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"""
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router = APIRouter()
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@router.get("/get_trades")
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async def get_trades(
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symbol: str = Query(..., description="交易品种"),
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price: Optional[float] = Query(None, description="当前中间价")
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) -> Dict:
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"""
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获取指定SYMBOL的交易指令
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参数:
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- symbol: 交易品种 (e.g., "EURUSD")
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- price: 当前中间价格，用于条件过滤
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返回:
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```json
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{
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"trades": [
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{
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"symbol": "eurusd",
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"action": "b",
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"mount": 0.1,
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"price": 1.0850,
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"sl": 1.0800,
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"tp": 1.0900
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}
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],
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"close_tickets": [123456, 789012],
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"pivot_alerts": [
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{
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"type": "pivot_alert",
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"symbol": "EURUSD",
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"period": "H4",
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"direction": "high",
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"pivot_price": 1.0900,
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"current_price": 1.0880,
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"distance_pct": 0.18,
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"message": "EURUSD H4 接近高点 1.0900"
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}
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]
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}
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```
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"""
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result = server.get_trades_by_symbol(symbol, price)
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# 添加平仓指令
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result["close_tickets"] = server.get_close_position_instructions(symbol)
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# 如果结果不为空，记录到运行日志
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trades = result.get("trades", [])
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close_tickets = result.get("close_tickets", [])
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pivot_alerts = result.get("pivot_alerts", [])
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if trades or close_tickets:
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import json
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system_log = get_system_log()
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# 打印完整返回数据
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print(f"[EA API] 返回给EA的数据: {json.dumps(result, ensure_ascii=False)}")
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# 记录交易指令日志
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if trades:
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for t in trades:
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action_text = '买入' if t.get('action') == 'b' else '卖出'
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system_log.add_log(
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"order_generated",
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{
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"order_id": t.get('order_id'),
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"action": t.get('action'),
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"price": t.get('price'),
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"mount": t.get('mount'),
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"sl": t.get('sl'),
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"tp": t.get('tp')
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},
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symbol=t.get('symbol'),
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message=f"{action_text} @ {t.get('price')}, 手数={t.get('mount')}"
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)
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# 记录平仓指令日志
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if close_tickets:
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system_log.add_log(
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"close_position",
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{"tickets": close_tickets},
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symbol=symbol,
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message=f"平仓指令: {close_tickets}"
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)
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# 记录汇总日志
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system_log.add_log(
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"ea_trade_request",
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{
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"trades_count": len(trades),
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"close_count": len(close_tickets),
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"pivot_alerts_count": len(pivot_alerts)
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},
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symbol=symbol,
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message=f"下发交易指令: {len(trades)}个开仓, {len(close_tickets)}个平仓"
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)
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return result
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@router.post("/send_statistics")
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async def send_statistics(request: Request) -> Dict:
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"""
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接收 EA 发送的统计数据
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参数 (JSON):
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```json
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{
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"symbol": "eurusd",
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"timestamp": "2024-01-15 14:30:45",
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"tickCount": 1234,
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"bidPrice": 1.0850,
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"askPrice": 1.0852,
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"balance": 10000.00,
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"equity": 10500.50,
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"marginLevel": 150.0,
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"positions": [],
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"trades": []
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}
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```
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返回:
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```json
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{
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"status": "ok",
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"message": "统计数据已保存"
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}
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```
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"""
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import json
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try:
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data = await request.json()
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server.save_statistics(data)
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# 随机打印日志 (5%概率)
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if random.random() < STATISTICS_LOG_PROBABILITY:
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symbol = data.get('symbol', 'UNKNOWN')
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system_log = get_system_log()
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system_log.add_log(
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"ea_statistics",
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{
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"tick_count": data.get('tickCount'),
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"bid": data.get('bidPrice'),
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"ask": data.get('askPrice'),
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"spread": data.get('spread'),
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"spread_points": data.get('spreadPoints'),
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"balance": data.get('balance'),
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"equity": data.get('equity')
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},
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symbol=symbol,
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message=f"Tick: {data.get('tickCount')}, Spread: {data.get('spreadPoints', 0):.1f}pts, Balance: {data.get('balance')}"
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)
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return {"status": "ok", "message": "统计数据已保存"}
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except Exception as e:
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print(f"[ERROR] Failed to parse JSON: {e}")
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return {"status": "error", "message": str(e)}
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@router.post("/close_position")
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async def close_position(request: Request) -> Dict:
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"""
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平仓指令
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请求体:
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```json
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{
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"ticket": 123456,
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"symbol": "GOLD#"
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}
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```
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返回:
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```json
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{
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"status": "ok",
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"message": "平仓指令已添加"
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}
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```
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"""
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try:
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data = await request.json()
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ticket = data.get('ticket')
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symbol = data.get('symbol', '')
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if not ticket:
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return {"status": "error", "message": "缺少订单号"}
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# 添加平仓指令到队列
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server.add_close_position_instruction(symbol, ticket)
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print(f"[EA API] 平仓指令已添加: {symbol} ticket={ticket}")
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# 记录日志
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system_log = get_system_log()
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system_log.add_log(
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"close_position",
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{"ticket": ticket},
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symbol=symbol,
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message=f"Ticket: {ticket}"
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)
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return {"status": "ok", "message": "平仓指令已添加"}
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except Exception as e:
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print(f"[ERROR] close_position 异常: {str(e)}")
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return {"status": "error", "message": str(e)}
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@router.post("/calendar")
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async def send_calendar(request: Request) -> Dict:
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"""
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接收 EA 发送的财经日历数据（来自MT5 API）
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EA调用MT5的calendar_*函数获取数据后，推送到此接口
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请求体:
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```json
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{
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"events": [
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{
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"id": "12345",
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"name": "Nonfarm Payrolls",
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"name_en": "Nonfarm Payrolls",
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"country": "US",
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"currency": "USD",
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"importance": 3,
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"publish_time": "2026-03-16T20:30:00",
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"forecast": "200K",
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"previous": "180K",
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"actual": "",
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"unit": "K",
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"event_type": "indicator"
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}
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]
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}
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```
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返回:
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```json
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{
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"status": "ok",
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"message": "财经日历已更新",
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"count": 150
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}
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```
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"""
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import json as json_module
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import re as re_module
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try:
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# 先获取原始body
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raw_body = await request.body()
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raw_text = raw_body.decode('utf-8', errors='replace')
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print(f"[calendar] 收到请求, 数据长度: {len(raw_text)} 字节")
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# 清理所有控制字符 (0x00-0x1F 和 0x7F)
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# JSON字符串值中不能包含任何原始控制字符
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def clean_control_chars(text):
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# 使用正则表达式一次性清理所有控制字符
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# 包括 TAB(0x09), LF(0x0A), CR(0x0D), DEL(0x7F) 在内
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# 因为 JSON 字符串值中这些字符必须转义，不能直接出现
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import re
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pattern = re.compile(r'[\x00-\x1f\x7f]')
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cleaned = pattern.sub('', text)
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removed_count = len(text) - len(cleaned)
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if removed_count > 0:
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print(f"[calendar] 已移除 {removed_count} 个控制字符")
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return cleaned
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cleaned_text = clean_control_chars(raw_text)
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try:
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data = json_module.loads(cleaned_text)
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except json_module.JSONDecodeError as e:
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# 如果仍然失败，打印问题位置附近的数据
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print(f"[ERROR] calendar JSON解析失败: {e}")
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error_pos = e.pos if hasattr(e, 'pos') else 0
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start = max(0, error_pos - 50)
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end = min(len(cleaned_text), error_pos + 50)
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print(f"[ERROR] 问题位置附近数据[{start}:{end}]: {repr(cleaned_text[start:end])}")
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return {"status": "error", "message": f"JSON解析失败: {e}"}
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events = data.get('events', [])
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print(f"[calendar] 解析成功, 收到 {len(events)} 个事件")
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if not events:
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print("[calendar] 警告: events数组为空")
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return {"status": "ok", "message": "无数据需要更新", "count": 0}
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from market.market_event_monitor import get_market_event_monitor
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monitor = get_market_event_monitor()
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# 更新财经日历
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updated_count = monitor.update_calendar_from_mt5(events)
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# 记录日志 - MT5上报财经日历
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system_log = get_system_log()
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system_log.add_log(
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"mt5_calendar_update",
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{
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"events_received": len(events),
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"events_updated": updated_count,
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"total_events": monitor.calendar_store.get_status().get('total_events', 0)
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},
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message=f"MT5上报财经日历: 收到{len(events)}条, 更新{updated_count}条"
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)
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return {
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"status": "ok",
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"message": "财经日历已更新",
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"count": updated_count
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}
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except Exception as e:
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print(f"[ERROR] calendar 更新异常: {str(e)}")
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import traceback
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traceback.print_exc()
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return {"status": "error", "message": str(e)}
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@router.post("/calendar_event_result")
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async def send_calendar_event_result(request: Request) -> Dict:
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"""
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接收 EA 发送的事件结果（事件发布后EA获取实际值）
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请求体:
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```json
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{
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"event_id": "12345",
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"actual": "210K",
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"forecast": "200K",
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"previous": "180K"
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}
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```
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返回:
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```json
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{
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"status": "ok",
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"message": "事件结果已更新"
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}
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```
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"""
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try:
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data = await request.json()
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event_id = data.get('event_id')
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actual = data.get('actual', '')
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forecast = data.get('forecast', '')
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previous = data.get('previous', '')
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if not event_id:
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return {"status": "error", "message": "缺少事件ID"}
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from market.market_event_monitor import get_market_event_monitor
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monitor = get_market_event_monitor()
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# 获取事件
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event = monitor.calendar_store.get_event_by_id(event_id)
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if not event:
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return {"status": "error", "message": f"未找到事件: {event_id}"}
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# 更新事件结果
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event.actual = actual
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if forecast:
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event.forecast = forecast
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if previous:
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event.previous = previous
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# 计算结果（好于/差于/符合预期）
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result = _calculate_event_result(actual, event.forecast)
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event.result = result
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event.analyzed = True
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# 记录日志 - MT5上报事件结果
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system_log = get_system_log()
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system_log.add_log(
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"mt5_event_result",
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{
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"event_id": event_id,
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"event_name": event.name,
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"actual": actual,
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"forecast": event.forecast,
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"previous": previous,
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"result": result
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},
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symbol=event.currency,
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message=f"MT5事件结果: {event.name} 实际={actual} 预测={event.forecast} ({result})"
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)
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return {
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"status": "ok",
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"message": "事件结果已更新"
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}
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except Exception as e:
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print(f"[ERROR] calendar_event_result 更新异常: {str(e)}")
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return {"status": "error", "message": str(e)}
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@router.post("/trade_history")
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async def receive_trade_history(request: Request) -> Dict:
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"""
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接收 EA 发送的交易历史数据
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请求体:
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```json
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{
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"deals": [
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{
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"ticket": 123456,
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"order": 789012,
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"symbol": "GOLD#",
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"type": 0,
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"entry": 0,
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"volume": 0.1,
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"price": 2050.50,
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"profit": 0,
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"swap": 0,
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"commission": -5.0,
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"time": "2026.03.16 15:30:00",
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"comment": ""
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}
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]
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}
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```
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返回:
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```json
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{
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"status": "ok",
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"message": "交易历史已更新",
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"count": 50
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}
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```
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"""
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try:
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data = await request.json()
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deals = data.get('deals', [])
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print(f"[trade_history] 收到 {len(deals)} 条成交记录")
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if not deals:
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return {"status": "ok", "message": "无数据需要更新", "count": 0}
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# 使用新的交易历史服务
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new_count = server.trade_history_service.process_deals(deals)
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# 记录日志
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system_log = get_system_log()
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system_log.add_log(
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"trade_history_update",
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{
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"deals_received": len(deals),
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"deals_new": new_count,
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"total_deals": len(server.trade_history_store.get())
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},
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message=f"交易历史上报: 收到{len(deals)}条, 新增{new_count}条"
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)
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return {
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"status": "ok",
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"message": "交易历史已更新",
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"count": new_count
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}
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except Exception as e:
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print(f"[ERROR] trade_history 更新异常: {str(e)}")
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import traceback
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traceback.print_exc()
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return {"status": "error", "message": str(e)}
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return router
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def _calculate_event_result(actual: str, forecast: str) -> str:
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"""计算事件结果"""
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try:
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# 尝试提取数字
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import re
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actual_num = float(re.sub(r'[^\d.-]', '', actual))
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forecast_num = float(re.sub(r'[^\d.-]', '', forecast))
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if forecast_num == 0:
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return 'unknown'
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diff_pct = (actual_num - forecast_num) / abs(forecast_num)
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if abs(diff_pct) < 0.05:
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return 'in_line'
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elif diff_pct > 0:
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return 'better'
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else:
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return 'worse'
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except:
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return 'unknown' |