Initial TradeBot implementation
This commit is contained in:
Курнат Андрей
@@ -0,0 +1,360 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from contextlib import contextmanager
|
||||
from pathlib import Path
|
||||
from typing import Any, Iterator
|
||||
|
||||
from crypto_spot_bot.models import Position, Signal, Trade, utc_now
|
||||
|
||||
|
||||
class Storage:
|
||||
def __init__(self, path: str | Path):
|
||||
self.path = Path(path)
|
||||
self.path.parent.mkdir(parents=True, exist_ok=True)
|
||||
self.init_schema()
|
||||
|
||||
@contextmanager
|
||||
def connect(self) -> Iterator[sqlite3.Connection]:
|
||||
conn = sqlite3.connect(self.path)
|
||||
conn.row_factory = sqlite3.Row
|
||||
try:
|
||||
yield conn
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
def init_schema(self) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.executescript(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS positions (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
symbol TEXT NOT NULL,
|
||||
qty REAL NOT NULL,
|
||||
entry_price REAL NOT NULL,
|
||||
notional_usdt REAL NOT NULL,
|
||||
entry_fee_usdt REAL NOT NULL DEFAULT 0,
|
||||
stop_loss REAL NOT NULL,
|
||||
take_profit REAL NOT NULL,
|
||||
highest_price REAL NOT NULL,
|
||||
opened_at TEXT NOT NULL,
|
||||
entry_reason TEXT NOT NULL DEFAULT '',
|
||||
entry_confidence REAL NOT NULL DEFAULT 0,
|
||||
entry_pattern TEXT NOT NULL DEFAULT '',
|
||||
status TEXT NOT NULL DEFAULT 'OPEN'
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
symbol TEXT NOT NULL,
|
||||
side TEXT NOT NULL,
|
||||
qty REAL NOT NULL,
|
||||
entry_price REAL,
|
||||
exit_price REAL,
|
||||
gross_pnl REAL NOT NULL DEFAULT 0,
|
||||
fee_usdt REAL NOT NULL DEFAULT 0,
|
||||
net_pnl REAL NOT NULL DEFAULT 0,
|
||||
reason TEXT NOT NULL DEFAULT '',
|
||||
entry_pattern TEXT NOT NULL DEFAULT '',
|
||||
entry_confidence REAL NOT NULL DEFAULT 0,
|
||||
opened_at TEXT,
|
||||
closed_at TEXT
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS signals (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
symbol TEXT NOT NULL,
|
||||
action TEXT NOT NULL,
|
||||
confidence REAL NOT NULL,
|
||||
reason TEXT NOT NULL,
|
||||
diagnostics_json TEXT NOT NULL DEFAULT '{}',
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS equity (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
equity REAL NOT NULL,
|
||||
cash REAL NOT NULL,
|
||||
exposure REAL NOT NULL,
|
||||
drawdown REAL NOT NULL,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS events (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
level TEXT NOT NULL,
|
||||
message TEXT NOT NULL,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS runtime (
|
||||
key TEXT PRIMARY KEY,
|
||||
value TEXT NOT NULL,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS llm_advice (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
symbol TEXT NOT NULL,
|
||||
model TEXT NOT NULL,
|
||||
prompt_json TEXT NOT NULL DEFAULT '{}',
|
||||
response_text TEXT NOT NULL DEFAULT '',
|
||||
advice_json TEXT NOT NULL DEFAULT '{}',
|
||||
error TEXT NOT NULL DEFAULT '',
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
"""
|
||||
)
|
||||
columns = {
|
||||
row["name"]
|
||||
for row in conn.execute("PRAGMA table_info(positions)").fetchall()
|
||||
}
|
||||
if "entry_fee_usdt" not in columns:
|
||||
conn.execute(
|
||||
"ALTER TABLE positions ADD COLUMN entry_fee_usdt REAL NOT NULL DEFAULT 0"
|
||||
)
|
||||
for column, definition in {
|
||||
"entry_reason": "TEXT NOT NULL DEFAULT ''",
|
||||
"entry_confidence": "REAL NOT NULL DEFAULT 0",
|
||||
"entry_pattern": "TEXT NOT NULL DEFAULT ''",
|
||||
}.items():
|
||||
if column not in columns:
|
||||
conn.execute(f"ALTER TABLE positions ADD COLUMN {column} {definition}")
|
||||
trade_columns = {
|
||||
row["name"]
|
||||
for row in conn.execute("PRAGMA table_info(trades)").fetchall()
|
||||
}
|
||||
for column, definition in {
|
||||
"entry_pattern": "TEXT NOT NULL DEFAULT ''",
|
||||
"entry_confidence": "REAL NOT NULL DEFAULT 0",
|
||||
}.items():
|
||||
if column not in trade_columns:
|
||||
conn.execute(f"ALTER TABLE trades ADD COLUMN {column} {definition}")
|
||||
|
||||
def insert_position(self, position: Position) -> int:
|
||||
with self.connect() as conn:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO positions (
|
||||
symbol, qty, entry_price, notional_usdt, entry_fee_usdt, stop_loss,
|
||||
take_profit, highest_price, opened_at, entry_reason,
|
||||
entry_confidence, entry_pattern, status
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, 'OPEN')
|
||||
""",
|
||||
(
|
||||
position.symbol,
|
||||
position.qty,
|
||||
position.entry_price,
|
||||
position.notional_usdt,
|
||||
position.entry_fee_usdt,
|
||||
position.stop_loss,
|
||||
position.take_profit,
|
||||
position.highest_price,
|
||||
position.opened_at.isoformat(),
|
||||
position.entry_reason,
|
||||
position.entry_confidence,
|
||||
position.entry_pattern,
|
||||
),
|
||||
)
|
||||
return int(cur.lastrowid)
|
||||
|
||||
def close_position(self, position_id: int) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute("UPDATE positions SET status='CLOSED' WHERE id=?", (position_id,))
|
||||
|
||||
def update_position_highest(self, position_id: int, highest_price: float) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"UPDATE positions SET highest_price=? WHERE id=? AND status='OPEN'",
|
||||
(highest_price, position_id),
|
||||
)
|
||||
|
||||
def open_positions(self) -> list[Position]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute(
|
||||
"SELECT * FROM positions WHERE status='OPEN' ORDER BY opened_at"
|
||||
).fetchall()
|
||||
return [
|
||||
Position(
|
||||
id=int(row["id"]),
|
||||
symbol=row["symbol"],
|
||||
qty=float(row["qty"]),
|
||||
entry_price=float(row["entry_price"]),
|
||||
notional_usdt=float(row["notional_usdt"]),
|
||||
entry_fee_usdt=float(row["entry_fee_usdt"]),
|
||||
stop_loss=float(row["stop_loss"]),
|
||||
take_profit=float(row["take_profit"]),
|
||||
highest_price=float(row["highest_price"]),
|
||||
opened_at=_parse_datetime(row["opened_at"]),
|
||||
entry_reason=row["entry_reason"],
|
||||
entry_confidence=float(row["entry_confidence"]),
|
||||
entry_pattern=row["entry_pattern"],
|
||||
)
|
||||
for row in rows
|
||||
]
|
||||
|
||||
def insert_trade(self, trade: Trade) -> int:
|
||||
with self.connect() as conn:
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO trades (
|
||||
symbol, side, qty, entry_price, exit_price, gross_pnl,
|
||||
fee_usdt, net_pnl, reason, entry_pattern, entry_confidence,
|
||||
opened_at, closed_at
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
trade.symbol,
|
||||
trade.side,
|
||||
trade.qty,
|
||||
trade.entry_price,
|
||||
trade.exit_price,
|
||||
trade.gross_pnl,
|
||||
trade.fee_usdt,
|
||||
trade.net_pnl,
|
||||
trade.reason,
|
||||
trade.entry_pattern,
|
||||
trade.entry_confidence,
|
||||
trade.opened_at.isoformat() if trade.opened_at else None,
|
||||
trade.closed_at.isoformat() if trade.closed_at else None,
|
||||
),
|
||||
)
|
||||
return int(cur.lastrowid)
|
||||
|
||||
def recent_trades(self, limit: int = 50) -> list[dict[str, Any]]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute("SELECT * FROM trades ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def closed_trades(self, limit: int = 200) -> list[dict[str, Any]]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT * FROM trades
|
||||
WHERE side='SELL' AND closed_at IS NOT NULL
|
||||
ORDER BY id DESC
|
||||
LIMIT ?
|
||||
""",
|
||||
(limit,),
|
||||
).fetchall()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def insert_signal(self, signal: Signal) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO signals (symbol, action, confidence, reason, diagnostics_json, created_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
signal.symbol,
|
||||
signal.action,
|
||||
signal.confidence,
|
||||
signal.reason,
|
||||
json.dumps(signal.diagnostics, ensure_ascii=False),
|
||||
signal.created_at.isoformat(),
|
||||
),
|
||||
)
|
||||
|
||||
def recent_signals(self, limit: int = 80) -> list[dict[str, Any]]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute("SELECT * FROM signals ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def insert_equity(self, equity: float, cash: float, exposure: float, drawdown: float) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"INSERT INTO equity (equity, cash, exposure, drawdown, created_at) VALUES (?, ?, ?, ?, ?)",
|
||||
(equity, cash, exposure, drawdown, utc_now().isoformat()),
|
||||
)
|
||||
|
||||
def latest_equity(self) -> dict[str, Any] | None:
|
||||
with self.connect() as conn:
|
||||
row = conn.execute("SELECT * FROM equity ORDER BY id DESC LIMIT 1").fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
def event(self, message: str, level: str = "INFO") -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"INSERT INTO events (level, message, created_at) VALUES (?, ?, ?)",
|
||||
(level, message, utc_now().isoformat()),
|
||||
)
|
||||
|
||||
def recent_events(self, limit: int = 80) -> list[dict[str, Any]]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute("SELECT * FROM events ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def insert_llm_advice(
|
||||
self,
|
||||
*,
|
||||
symbol: str,
|
||||
model: str,
|
||||
prompt_json: dict[str, Any],
|
||||
response_text: str,
|
||||
advice_json: dict[str, Any],
|
||||
error: str = "",
|
||||
) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO llm_advice (
|
||||
symbol, model, prompt_json, response_text, advice_json, error, created_at
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
symbol,
|
||||
model,
|
||||
json.dumps(prompt_json, ensure_ascii=False),
|
||||
response_text,
|
||||
json.dumps(advice_json, ensure_ascii=False),
|
||||
error,
|
||||
utc_now().isoformat(),
|
||||
),
|
||||
)
|
||||
|
||||
def recent_llm_advice(self, limit: int = 80) -> list[dict[str, Any]]:
|
||||
with self.connect() as conn:
|
||||
rows = conn.execute("SELECT * FROM llm_advice ORDER BY id DESC LIMIT ?", (limit,)).fetchall()
|
||||
items: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
item = dict(row)
|
||||
item["prompt"] = _json_or_default(item.pop("prompt_json", "{}"), {})
|
||||
item["advice"] = _json_or_default(item.pop("advice_json", "{}"), {})
|
||||
items.append(item)
|
||||
return items
|
||||
|
||||
def set_runtime(self, key: str, value: Any) -> None:
|
||||
with self.connect() as conn:
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO runtime (key, value, updated_at)
|
||||
VALUES (?, ?, ?)
|
||||
ON CONFLICT(key) DO UPDATE SET value=excluded.value, updated_at=excluded.updated_at
|
||||
""",
|
||||
(key, json.dumps(value, ensure_ascii=False), utc_now().isoformat()),
|
||||
)
|
||||
|
||||
def get_runtime(self, key: str, default: Any = None) -> Any:
|
||||
with self.connect() as conn:
|
||||
row = conn.execute("SELECT value FROM runtime WHERE key=?", (key,)).fetchone()
|
||||
if not row:
|
||||
return default
|
||||
try:
|
||||
return json.loads(row["value"])
|
||||
except json.JSONDecodeError:
|
||||
return default
|
||||
|
||||
def clear_all(self) -> None:
|
||||
with self.connect() as conn:
|
||||
for table in ("positions", "trades", "signals", "equity", "events", "runtime", "llm_advice"):
|
||||
conn.execute(f"DELETE FROM {table}")
|
||||
|
||||
|
||||
def _json_or_default(value: str, default: Any) -> Any:
|
||||
try:
|
||||
return json.loads(value)
|
||||
except json.JSONDecodeError:
|
||||
return default
|
||||
|
||||
|
||||
def _parse_datetime(value: str):
|
||||
from datetime import datetime
|
||||
|
||||
return datetime.fromisoformat(value)
|
||||
Reference in New Issue
Block a user