180 lines
6.5 KiB
Python
180 lines
6.5 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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交易信号数据模型
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纯分析结果，不含仓位资金
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"""
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from dataclasses import dataclass, field
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from datetime import datetime, timedelta
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from typing import Dict, Optional
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import uuid
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class SignalSource:
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"""信号来源"""
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PIVOT = "pivot" # 转折点信号
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KEY_LEVEL = "key_level" # 关键点位信号
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AI_ENTRY = "ai_entry" # AI入场信号
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class SignalStatus:
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"""信号状态"""
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ACTIVE = "active" # 活跃
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EXPIRED = "expired" # 已过期
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USED = "used" # 已被使用（生成决策）
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@dataclass
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class TradingSignal:
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"""交易信号 - 纯分析结果，不含仓位资金"""
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# ==================== 基本信息 ====================
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symbol: str # 品种
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action: str # 方向: buy/sell
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confidence: int = 50 # 置信度 0-100
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# ==================== 来源 ====================
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source: str = "" # pivot/key_level/ai_entry
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source_period: str = "" # 来源周期 (H4/H1/M15/M5/M1)
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# ==================== 触发信息 ====================
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trigger_price: float = 0.0 # 触发价格
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trigger_time: datetime = None # 触发时间
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trigger_reason: str = "" # 触发原因
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# ==================== 建议参数 ====================
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suggested_entry: float = 0.0 # 建议入场价
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suggested_sl: float = 0.0 # 建议止损
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suggested_tp: float = 0.0 # 建议止盈
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risk_reward_ratio: float = 0.0 # 风险回报比
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# ==================== 来源特有参数 ====================
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# Pivot信号
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pivot_price: Optional[float] = None
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pivot_type: Optional[str] = None # high/low
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# KeyLevel信号
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key_level: Optional[float] = None
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distance_pct: Optional[float] = None
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# AI Entry信号
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ai_analysis_period: Optional[str] = None
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# ==================== 自动生成字段 ====================
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signal_id: str = ""
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status: str = SignalStatus.ACTIVE
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created_at: datetime = None
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expires_at: datetime = None
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# 默认信号有效期（秒）
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DEFAULT_TTL: int = field(default=300, repr=False) # 5分钟
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def __post_init__(self):
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if not self.signal_id:
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self.signal_id = str(uuid.uuid4())[:8]
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if not self.created_at:
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self.created_at = datetime.now()
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if not self.trigger_time:
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self.trigger_time = self.created_at
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if not self.expires_at:
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self.expires_at = self.created_at + timedelta(seconds=self.DEFAULT_TTL)
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def is_expired(self) -> bool:
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"""检查是否已过期"""
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return datetime.now() > self.expires_at
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def is_active(self) -> bool:
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"""检查是否活跃"""
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return self.status == SignalStatus.ACTIVE and not self.is_expired()
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def mark_used(self) -> None:
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"""标记为已使用"""
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self.status = SignalStatus.USED
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def mark_expired(self) -> None:
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"""标记为已过期"""
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self.status = SignalStatus.EXPIRED
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def get_risk_points(self) -> float:
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"""获取风险点数"""
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if self.action == "buy":
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return abs(self.suggested_entry - self.suggested_sl)
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else:
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return abs(self.suggested_sl - self.suggested_entry)
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def get_reward_points(self) -> float:
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"""获取回报点数"""
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if self.action == "buy":
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return abs(self.suggested_tp - self.suggested_entry)
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else:
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return abs(self.suggested_entry - self.suggested_tp)
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def to_dict(self) -> Dict:
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"""转换为字典"""
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return {
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"signal_id": self.signal_id,
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"symbol": self.symbol,
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"action": self.action,
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"confidence": self.confidence,
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"source": self.source,
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"source_period": self.source_period,
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"trigger_price": self.trigger_price,
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"trigger_time": self.trigger_time.isoformat() if self.trigger_time else None,
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"trigger_reason": self.trigger_reason,
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"suggested_entry": self.suggested_entry,
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"suggested_sl": self.suggested_sl,
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"suggested_tp": self.suggested_tp,
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"risk_reward_ratio": self.risk_reward_ratio,
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"pivot_price": self.pivot_price,
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"pivot_type": self.pivot_type,
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"key_level": self.key_level,
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"distance_pct": self.distance_pct,
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"ai_analysis_period": self.ai_analysis_period,
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"status": self.status,
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"created_at": self.created_at.isoformat() if self.created_at else None,
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"expires_at": self.expires_at.isoformat() if self.expires_at else None,
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"risk_points": self.get_risk_points(),
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"reward_points": self.get_reward_points(),
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}
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@classmethod
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def from_dict(cls, data: Dict) -> 'TradingSignal':
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"""从字典创建"""
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trigger_time = data.get('trigger_time')
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if isinstance(trigger_time, str):
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trigger_time = datetime.fromisoformat(trigger_time)
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created_at = data.get('created_at')
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if isinstance(created_at, str):
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created_at = datetime.fromisoformat(created_at)
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elif created_at is None:
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created_at = datetime.now()
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expires_at = data.get('expires_at')
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if isinstance(expires_at, str):
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expires_at = datetime.fromisoformat(expires_at)
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return cls(
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symbol=data.get('symbol', ''),
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action=data.get('action', ''),
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confidence=data.get('confidence', 50),
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source=data.get('source', ''),
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source_period=data.get('source_period', ''),
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trigger_price=data.get('trigger_price', 0.0),
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trigger_time=trigger_time,
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trigger_reason=data.get('trigger_reason', ''),
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suggested_entry=data.get('suggested_entry', 0.0),
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suggested_sl=data.get('suggested_sl', 0.0),
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suggested_tp=data.get('suggested_tp', 0.0),
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risk_reward_ratio=data.get('risk_reward_ratio', 0.0),
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pivot_price=data.get('pivot_price'),
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pivot_type=data.get('pivot_type'),
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key_level=data.get('key_level'),
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distance_pct=data.get('distance_pct'),
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ai_analysis_period=data.get('ai_analysis_period'),
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signal_id=data.get('signal_id', ''),
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status=data.get('status', SignalStatus.ACTIVE),
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created_at=created_at,
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expires_at=expires_at,
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) |