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DinQuant/backend_api_python/app/services/strategy.py
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2025-12-29 03:06:49 +08:00
import os
import time
import json
import threading
from typing import List, Dict, Any, Optional
from datetime import datetime
from app.utils.logger import get_logger
from app.utils.db import get_db_connection
logger = get_logger(__name__)
class StrategyService:
"""Strategy service."""
# 类变量:限制连接测试并发数
_connection_test_semaphore = threading.Semaphore(5)
def __init__(self):
# Local deployment: do not use encryption/decryption.
pass
def get_running_strategies(self) -> List[Dict[str, Any]]:
"""获取所有运行中的策略(仅ID"""
try:
with get_db_connection() as db:
cursor = db.cursor()
query = "SELECT id FROM qd_strategies_trading WHERE status = 'running'"
cursor.execute(query)
results = cursor.fetchall()
cursor.close()
return [row['id'] for row in results]
except Exception as e:
logger.error(f"Failed to fetch running strategies: {str(e)}")
return []
def get_running_strategies_with_type(self) -> List[Dict[str, Any]]:
"""获取所有运行中的策略(包含类型信息)"""
try:
with get_db_connection() as db:
cursor = db.cursor()
# 假设 qd_strategies_trading 表中有 strategy_type 字段
# 如果没有,可能需要关联查询或者根据其他字段判断
# 这里假设表结构已更新
query = "SELECT id, strategy_type FROM qd_strategies_trading WHERE status = 'running'"
cursor.execute(query)
results = cursor.fetchall()
cursor.close()
strategies = [{'id': row['id'], 'strategy_type': row.get('strategy_type', '')} for row in results]
logger.info(f"Found {len(strategies)} running strategies: {strategies}")
return strategies
except Exception as e:
logger.error(f"Failed to fetch running strategies: {str(e)}")
return []
def get_exchange_symbols(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
"""
获取交易所交易对列表 (无需API Key)
"""
try:
import ccxt
exchange_id = exchange_config.get('exchange_id', '')
proxies = exchange_config.get('proxies')
if not exchange_id:
return {'success': False, 'message': '请选择交易所', 'symbols': []}
# 创建交易所实例 (public only)
exchange_class = getattr(ccxt, exchange_id, None)
if not exchange_class:
return {'success': False, 'message': f'不支持的交易所: {exchange_id}', 'symbols': []}
exchange_config_dict = {
'enableRateLimit': True,
'options': {'defaultType': 'swap'} # 默认为 swap
}
if proxies:
exchange_config_dict['proxies'] = proxies
exchange = exchange_class(exchange_config_dict)
markets = exchange.load_markets()
symbols = []
for symbol, market in markets.items():
if market.get('active', False) and market.get('quote') == 'USDT':
symbols.append(symbol)
symbols.sort()
return {'success': True, 'message': f'获取成功,共 {len(symbols)} 个交易对', 'symbols': symbols}
except Exception as e:
logger.error(f"Failed to fetch symbols: {str(e)}")
return {'success': False, 'message': f'获取交易对失败: {str(e)}', 'symbols': []}
def test_exchange_connection(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
"""
Test exchange connection via direct REST clients (no ccxt).
Notes:
- This is local-only; failures are returned as user-friendly messages.
- We do not log secrets.
"""
# Limit concurrency to protect CPU / rate limits
with StrategyService._connection_test_semaphore:
try:
from app.services.exchange_execution import resolve_exchange_config, safe_exchange_config_for_log
from app.services.live_trading.factory import create_client
from app.services.live_trading.binance import BinanceFuturesClient
from app.services.live_trading.binance_spot import BinanceSpotClient
from app.services.live_trading.okx import OkxClient
from app.services.live_trading.bitget import BitgetMixClient
resolved = resolve_exchange_config(exchange_config or {})
safe_cfg = safe_exchange_config_for_log(resolved)
exchange_id = (resolved.get("exchange_id") or "").strip().lower()
if not exchange_id:
return {'success': False, 'message': 'Missing exchange_id', 'data': None}
# IMPORTANT:
# Test connection should respect configured market_type (spot vs swap).
# Otherwise Binance will default to futures endpoints (fapi) and spot-only keys will fail with -2015.
market_type = str(resolved.get("market_type") or resolved.get("defaultType") or "swap").strip().lower()
client = create_client(resolved, market_type=market_type)
client_kind = type(client).__name__
# Best-effort detect current egress IP (for Binance IP whitelist debugging).
egress_ip = ""
try:
import requests as _rq
egress_ip = str(_rq.get("https://ifconfig.me/ip", timeout=5).text or "").strip()
except Exception:
egress_ip = ""
# 1) Public connectivity
ok_public = False
try:
ok_public = bool(getattr(client, "ping")())
except Exception:
ok_public = False
if not ok_public:
return {
'success': False,
'message': f'Public ping failed: {exchange_id}',
'data': {'exchange': safe_cfg, 'client': client_kind, 'market_type': market_type, 'egress_ip': egress_ip},
}
# 2) Private credential validation (best-effort)
priv_data = None
try:
if isinstance(client, BinanceFuturesClient):
priv_data = client.get_account()
elif isinstance(client, BinanceSpotClient):
priv_data = client.get_account()
elif isinstance(client, OkxClient):
priv_data = client.get_balance()
elif isinstance(client, BitgetMixClient):
product_type = str(resolved.get("product_type") or resolved.get("productType") or "USDT-FUTURES")
priv_data = client.get_accounts(product_type=product_type)
except Exception as e:
msg = str(e)
# Add actionable hints for the most common Binance auth error.
if exchange_id == "binance" and ("-2015" in msg or "Invalid API-key, IP, or permissions" in msg):
# Auto A/B test: try the other market_type once to pinpoint permission mismatch.
alt_market_type = "spot" if market_type != "spot" else "swap"
alt_client_kind = ""
alt_base_url = ""
alt_ok = False
try:
alt_client = create_client(resolved, market_type=alt_market_type)
alt_client_kind = type(alt_client).__name__
alt_base_url = getattr(alt_client, "base_url", "") or ""
if isinstance(alt_client, BinanceFuturesClient) or isinstance(alt_client, BinanceSpotClient):
_ = alt_client.get_account()
alt_ok = True
except Exception:
alt_ok = False
base_url = getattr(client, "base_url", "") or ""
hint = (
f"Binance auth failed (-2015). Verify: "
f"(1) IP whitelist includes this server egress IP={egress_ip or 'unknown'}, "
f"(2) API key permissions match market_type={market_type} "
f"(spot requires Spot permissions; swap requires Futures permissions), "
f"(3) you're using binance.com keys for base_url={base_url or 'unknown'}."
)
if alt_ok:
hint += (
f" Auto-check: your key works for market_type={alt_market_type} "
f"(client={alt_client_kind}, base_url={alt_base_url or 'unknown'}) "
f"but fails for market_type={market_type}. This is almost always a permissions/product mismatch."
)
msg = f"{msg} | {hint}"
return {
'success': False,
'message': f'Auth failed: {msg}',
'data': {
'exchange': safe_cfg,
'client': client_kind,
'market_type': market_type,
'egress_ip': egress_ip,
'base_url': getattr(client, "base_url", "") or "",
},
}
return {
'success': True,
'message': 'Connection OK',
'data': {
'exchange': safe_cfg,
'client': client_kind,
'market_type': market_type,
'egress_ip': egress_ip,
'base_url': getattr(client, "base_url", "") or "",
'private': priv_data,
},
}
except Exception as e:
logger.error(f"test_exchange_connection failed: {str(e)}")
return {'success': False, 'message': f'Connection failed: {str(e)}', 'data': None}
def get_strategy_type(self, strategy_id: int) -> str:
"""Get strategy type from DB."""
try:
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"SELECT strategy_type FROM qd_strategies_trading WHERE id = ?",
(strategy_id,)
)
row = cur.fetchone()
cur.close()
return (row or {}).get('strategy_type') or 'IndicatorStrategy'
except Exception:
return 'IndicatorStrategy'
def update_strategy_status(self, strategy_id: int, status: str) -> bool:
"""Update strategy status."""
try:
now = int(time.time())
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"UPDATE qd_strategies_trading SET status = ?, updated_at = ? WHERE id = ?",
(status, now, strategy_id)
)
db.commit()
cur.close()
return True
except Exception as e:
logger.error(f"update_strategy_status failed: {e}")
return False
def _safe_json_loads(self, value: Any, default: Any):
"""Load JSON string into Python object (local deployment: plaintext only)."""
if value is None:
return default
if isinstance(value, (dict, list)):
return value
if not isinstance(value, str):
return default
s = value.strip()
if not s:
return default
try:
return json.loads(s)
except Exception:
return default
def _dump_json_or_encrypt(self, obj: Any, encrypt: bool = False) -> str:
if obj is None:
return ''
# Local deployment: always store plaintext JSON.
return json.dumps(obj, ensure_ascii=False)
def list_strategies(self, user_id: int = 1) -> List[Dict[str, Any]]:
"""List strategies for local single-user."""
try:
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
SELECT *
FROM qd_strategies_trading
ORDER BY id DESC
"""
)
rows = cur.fetchall() or []
cur.close()
out = []
for r in rows:
ex = self._safe_json_loads(r.get('exchange_config'), {})
ind = self._safe_json_loads(r.get('indicator_config'), {})
tr = self._safe_json_loads(r.get('trading_config'), {})
ai = self._safe_json_loads(r.get('ai_model_config'), {})
notify = self._safe_json_loads(r.get('notification_config'), {})
out.append({
**r,
'exchange_config': ex,
'indicator_config': ind,
'trading_config': tr,
'ai_model_config': ai,
'notification_config': notify
})
return out
except Exception as e:
logger.error(f"list_strategies failed: {e}")
return []
def get_strategy(self, strategy_id: int) -> Optional[Dict[str, Any]]:
try:
with get_db_connection() as db:
cur = db.cursor()
cur.execute("SELECT * FROM qd_strategies_trading WHERE id = ?", (strategy_id,))
r = cur.fetchone()
cur.close()
if not r:
return None
r['exchange_config'] = self._safe_json_loads(r.get('exchange_config'), {})
r['indicator_config'] = self._safe_json_loads(r.get('indicator_config'), {})
r['trading_config'] = self._safe_json_loads(r.get('trading_config'), {})
r['ai_model_config'] = self._safe_json_loads(r.get('ai_model_config'), {})
r['notification_config'] = self._safe_json_loads(r.get('notification_config'), {})
return r
except Exception as e:
logger.error(f"get_strategy failed: {e}")
return None
def create_strategy(self, payload: Dict[str, Any]) -> int:
now = int(time.time())
name = (payload.get('strategy_name') or '').strip()
if not name:
raise ValueError("strategy_name is required")
strategy_type = payload.get('strategy_type') or 'IndicatorStrategy'
market_category = payload.get('market_category') or 'Crypto'
execution_mode = payload.get('execution_mode') or 'signal'
notification_config = payload.get('notification_config') or {}
indicator_config = payload.get('indicator_config') or {}
trading_config = payload.get('trading_config') or {}
exchange_config = payload.get('exchange_config') or {}
# Denormalized fields for quick list rendering
symbol = (trading_config or {}).get('symbol')
timeframe = (trading_config or {}).get('timeframe')
initial_capital = (trading_config or {}).get('initial_capital') or payload.get('initial_capital') or 1000
leverage = (trading_config or {}).get('leverage') or 1
market_type = (trading_config or {}).get('market_type') or 'swap'
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
INSERT INTO qd_strategies_trading
(strategy_name, strategy_type, market_category, execution_mode, notification_config,
status, symbol, timeframe, initial_capital, leverage, market_type,
exchange_config, indicator_config, trading_config, ai_model_config, decide_interval,
created_at, updated_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""",
(
name,
strategy_type,
market_category,
execution_mode,
self._dump_json_or_encrypt(notification_config, encrypt=False),
payload.get('status') or 'stopped',
symbol,
timeframe,
float(initial_capital or 1000),
int(leverage or 1),
market_type,
self._dump_json_or_encrypt(exchange_config, encrypt=False) if exchange_config else '',
self._dump_json_or_encrypt(indicator_config, encrypt=False),
self._dump_json_or_encrypt(trading_config, encrypt=False),
self._dump_json_or_encrypt(payload.get('ai_model_config') or {}, encrypt=False),
int(payload.get('decide_interval') or 300),
now,
now
)
)
new_id = cur.lastrowid
db.commit()
cur.close()
return int(new_id)
def update_strategy(self, strategy_id: int, payload: Dict[str, Any]) -> bool:
now = int(time.time())
existing = self.get_strategy(strategy_id)
if not existing:
return False
# Merge: allow partial updates
name = (payload.get('strategy_name') or existing.get('strategy_name') or '').strip()
market_category = payload.get('market_category') or existing.get('market_category') or 'Crypto'
execution_mode = payload.get('execution_mode') or existing.get('execution_mode') or 'signal'
notification_config = payload.get('notification_config') if payload.get('notification_config') is not None else (existing.get('notification_config') or {})
indicator_config = payload.get('indicator_config') if payload.get('indicator_config') is not None else (existing.get('indicator_config') or {})
trading_config = payload.get('trading_config') if payload.get('trading_config') is not None else (existing.get('trading_config') or {})
exchange_config = payload.get('exchange_config') if payload.get('exchange_config') is not None else (existing.get('exchange_config') or {})
symbol = (trading_config or {}).get('symbol')
timeframe = (trading_config or {}).get('timeframe')
initial_capital = (trading_config or {}).get('initial_capital') or existing.get('initial_capital') or 1000
leverage = (trading_config or {}).get('leverage') or existing.get('leverage') or 1
market_type = (trading_config or {}).get('market_type') or existing.get('market_type') or 'swap'
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
UPDATE qd_strategies_trading
SET strategy_name = ?,
market_category = ?,
execution_mode = ?,
notification_config = ?,
symbol = ?,
timeframe = ?,
initial_capital = ?,
leverage = ?,
market_type = ?,
exchange_config = ?,
indicator_config = ?,
trading_config = ?,
updated_at = ?
WHERE id = ?
""",
(
name,
market_category,
execution_mode,
self._dump_json_or_encrypt(notification_config, encrypt=False),
symbol,
timeframe,
float(initial_capital or 1000),
int(leverage or 1),
market_type,
self._dump_json_or_encrypt(exchange_config, encrypt=False) if exchange_config else '',
self._dump_json_or_encrypt(indicator_config, encrypt=False),
self._dump_json_or_encrypt(trading_config, encrypt=False),
now,
strategy_id
)
)
db.commit()
cur.close()
return True
def delete_strategy(self, strategy_id: int) -> bool:
try:
with get_db_connection() as db:
cur = db.cursor()
cur.execute("DELETE FROM qd_strategies_trading WHERE id = ?", (strategy_id,))
db.commit()
cur.close()
return True
except Exception as e:
logger.error(f"delete_strategy failed: {e}")
return False