feat(v54): signal_engine reads strategy config from DB, writes strategy_id to paper_trades/signal_indicators

backend/signal_engine.py

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