feat(v54): signal_engine reads strategy config from DB, writes strategy_id to paper_trades/signal_indicators
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@ -70,6 +70,96 @@ def load_strategy_configs() -> list[dict]:
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)
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return configs
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def load_strategy_configs_from_db() -> list[dict]:
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"""
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V5.4: 从 strategies 表读取 running 状态的策略配置。
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把 DB 字段映射成现有 JSON 格式（保持与 JSON 文件完全兼容）。
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失败时返回空列表，调用方应 fallback 到 JSON。
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内存安全：每次读取只返回配置列表，无缓存，无大对象。
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"""
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try:
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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cur.execute("""
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SELECT
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strategy_id::text, display_name, symbol,
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cvd_fast_window, cvd_slow_window,
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weight_direction, weight_env, weight_aux, weight_momentum,
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entry_score,
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gate_obi_enabled, obi_threshold,
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gate_whale_enabled, whale_cvd_threshold,
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gate_vol_enabled, atr_percentile_min,
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gate_spot_perp_enabled, spot_perp_threshold,
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sl_atr_multiplier, tp1_ratio, tp2_ratio,
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timeout_minutes, flip_threshold, direction
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FROM strategies
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WHERE status = 'running'
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ORDER BY created_at ASC
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""")
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rows = cur.fetchall()
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configs = []
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for row in rows:
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(sid, display_name, symbol,
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cvd_fast, cvd_slow,
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w_dir, w_env, w_aux, w_mom,
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entry_score,
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gate_obi, obi_thr,
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gate_whale, whale_thr,
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gate_vol, atr_pct_min,
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gate_spot, spot_thr,
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sl_mult, tp1_r, tp2_r,
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timeout_min, flip_thr, direction) = row
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# 把 display_name 映射回 legacy strategy name（用于兼容评分逻辑）
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# legacy 策略用固定 UUID 识别
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LEGACY_UUID_MAP = {
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"00000000-0000-0000-0000-000000000053": "v53",
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"00000000-0000-0000-0000-000000000054": "v53_middle",
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"00000000-0000-0000-0000-000000000055": "v53_fast",
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}
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strategy_name = LEGACY_UUID_MAP.get(sid, f"custom_{sid[:8]}")
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# 构造与 JSON 文件格式兼容的配置 dict
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cfg = {
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"name": strategy_name,
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"strategy_id": sid, # V5.4 新增：用于写 strategy_id 到 DB
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"strategy_name_snapshot": display_name, # V5.4 新增：写入时快照名称
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"symbol": symbol,
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"direction": direction,
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"cvd_fast_window": cvd_fast,
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"cvd_slow_window": cvd_slow,
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"threshold": entry_score,
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"weights": {
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"direction": w_dir,
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"env": w_env,
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"aux": w_aux,
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"momentum": w_mom,
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},
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"gates": {
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"obi": {"enabled": gate_obi, "threshold": obi_thr},
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"whale": {"enabled": gate_whale, "threshold": whale_thr},
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"vol": {"enabled": gate_vol, "atr_percentile_min": atr_pct_min},
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"spot_perp": {"enabled": gate_spot, "threshold": spot_thr},
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},
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"tp_sl": {
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"sl_multiplier": sl_mult,
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"tp1_multiplier": tp1_r,
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"tp2_multiplier": tp2_r,
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},
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"timeout_minutes": timeout_min,
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"flip_threshold": flip_thr,
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}
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configs.append(cfg)
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logger.info(f"[DB] 已加载 {len(configs)} 个策略配置: {[c['name'] for c in configs]}")
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return configs
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except Exception as e:
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logger.warning(f"[DB] load_strategy_configs_from_db 失败，将 fallback 到 JSON: {e}")
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return []
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# ─── 模拟盘配置 ───────────────────────────────────────────────────
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PAPER_TRADING_ENABLED = False # 总开关（兼容旧逻辑）
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PAPER_ENABLED_STRATEGIES = [] # 分策略开关: ["v51_baseline", "v52_8signals"]
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@ -1018,7 +1108,8 @@ def fetch_new_trades(symbol: str, last_id: int) -> list:
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for r in cur.fetchall()]
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def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8signals"):
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def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8signals",
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strategy_id: Optional[str] = None, strategy_name_snapshot: Optional[str] = None):
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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import json as _json3
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@ -1026,13 +1117,13 @@ def save_indicator(ts: int, symbol: str, result: dict, strategy: str = "v52_8sig
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cvd_fast_5m = result.get("cvd_fast_5m") # v53_fast 专用：5m窗口CVD，其他策略为None
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cur.execute(
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"INSERT INTO signal_indicators "
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"(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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"(ts,symbol,strategy,cvd_fast,cvd_mid,cvd_day,cvd_fast_slope,atr_5m,atr_percentile,atr_value,vwap_30m,price,p95_qty,p99_qty,score,signal,factors,cvd_fast_5m,strategy_id,strategy_name_snapshot) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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(ts, symbol, strategy, result["cvd_fast"], result["cvd_mid"], result["cvd_day"], result["cvd_fast_slope"],
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result["atr"], result["atr_pct"], result.get("atr_value", result["atr"]),
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result["vwap"], result["price"],
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result["p95"], result["p99"], result["score"], result.get("signal"), factors_json,
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cvd_fast_5m)
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cvd_fast_5m, strategy_id, strategy_name_snapshot)
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)
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# 有信号时通知live_executor
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if result.get("signal"):
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@ -1128,6 +1219,8 @@ def paper_open_trade(
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factors: dict = None,
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strategy: str = "v51_baseline",
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tp_sl: Optional[dict] = None,
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strategy_id: Optional[str] = None,
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strategy_name_snapshot: Optional[str] = None,
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):
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"""模拟开仓"""
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import json as _json3
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@ -1158,8 +1251,8 @@ def paper_open_trade(
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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cur.execute(
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"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy,risk_distance) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors,strategy,risk_distance,strategy_id,strategy_name_snapshot) "
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"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
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(
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symbol,
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direction,
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@ -1174,6 +1267,8 @@ def paper_open_trade(
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_json3.dumps(factors) if factors else None,
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strategy,
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risk_distance,
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strategy_id,
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strategy_name_snapshot,
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),
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)
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conn.commit()
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@ -1370,7 +1465,11 @@ def start_realtime_ws(states: dict):
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def main():
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init_schema()
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strategy_configs = load_strategy_configs()
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# V5.4: 优先从 DB 加载策略配置，失败 fallback 到 JSON
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strategy_configs = load_strategy_configs_from_db()
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if not strategy_configs:
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logger.warning("[DB] 未能从 DB 加载策略配置，使用 JSON fallback")
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strategy_configs = load_strategy_configs()
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strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
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logger.info(f"已加载策略配置: {', '.join(strategy_names)}")
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primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
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@ -1409,7 +1508,10 @@ def main():
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# 每个策略独立存储indicator
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for strategy_cfg, strategy_result in strategy_results:
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sname = strategy_cfg.get("name", "v51_baseline")
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save_indicator(now_ms, sym, strategy_result, strategy=sname)
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sid = strategy_cfg.get("strategy_id")
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ssnap = strategy_cfg.get("strategy_name_snapshot")
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save_indicator(now_ms, sym, strategy_result, strategy=sname,
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strategy_id=sid, strategy_name_snapshot=ssnap)
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save_feature_event(now_ms, sym, strategy_result, strategy=sname)
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# 1m表仍用primary（图表用）
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@ -1463,6 +1565,8 @@ def main():
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factors=result.get("factors"),
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strategy=strategy_name,
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tp_sl=strategy_cfg.get("tp_sl"),
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strategy_id=strategy_cfg.get("strategy_id"),
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strategy_name_snapshot=strategy_cfg.get("strategy_name_snapshot"),
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)
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# 模拟盘持仓检查由paper_monitor.py通过WebSocket实时处理，这里不再检查
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@ -1476,7 +1580,12 @@ def main():
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if cycle % 10 == 0:
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old_strategies = list(PAPER_ENABLED_STRATEGIES)
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load_paper_config()
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strategy_configs = load_strategy_configs() # A1: 热重载权重/阈值/TP/SL
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# V5.4: 热重载优先读 DB，失败 fallback 到 JSON
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new_configs = load_strategy_configs_from_db()
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if new_configs:
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strategy_configs = new_configs
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else:
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strategy_configs = load_strategy_configs() # A1: 热重载权重/阈值/TP/SL
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strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
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primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
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if list(PAPER_ENABLED_STRATEGIES) != old_strategies:
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