448 lines
20 KiB
Python
448 lines
20 KiB
Python
from .base_sync import BaseSync
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from loguru import logger
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from typing import List, Dict, Any, Set, Tuple
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from sqlalchemy import text, and_, select, delete
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from models.orm_models import StrategyPosition
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import utils.helpers as helpers
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import time
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class PositionSyncBatch(BaseSync):
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"""持仓数据批量同步器"""
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def __init__(self):
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super().__init__()
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self.batch_size = 500 # 每批处理数量
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async def sync_batch(self, accounts: Dict[str, Dict]):
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"""批量同步所有账号的持仓数据"""
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return
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try:
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logger.info(f"开始批量同步持仓数据，共 {len(accounts)} 个账号")
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start_time = time.time()
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# 1. 收集所有账号的持仓数据
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all_positions = await self.redis_client._collect_all_positions(accounts)
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if not all_positions:
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logger.info("无持仓数据需要同步")
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return
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logger.info(f"收集到 {len(all_positions)} 条持仓数据")
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# 2. 批量同步到数据库
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success, stats = await self._sync_positions_batch_to_db_optimized_v3(all_positions)
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elapsed = time.time() - start_time
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if success:
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logger.info(f"持仓批量同步完成: 处理 {stats['total']} 条，受影响 {stats['affected']} 条，"
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f"删除 {stats['deleted']} 条，耗时 {elapsed:.2f}秒")
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else:
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logger.error("持仓批量同步失败")
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except Exception as e:
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logger.error(f"持仓批量同步失败: {e}")# 获取完整的错误信息
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import traceback
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error_details = {
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'error_type': type(e).__name__,
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'error_message': str(e),
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'traceback': traceback.format_exc()
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}
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logger.error("完整堆栈跟踪:\n{traceback}", traceback=error_details['traceback'])
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async def _sync_positions_batch_to_db_optimized(self, all_positions: List[Dict]) -> Tuple[bool, Dict]:
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"""
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批量同步持仓数据（不使用临时表）
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Args:
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all_positions: 所有持仓数据列表，每个持仓包含k_id（账号ID）等字段
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Returns:
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Tuple[bool, Dict]: (是否成功, 结果统计)
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"""
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if not all_positions:
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return True, {'total': 0, 'affected': 0, 'deleted': 0, 'errors': []}
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session = self.db_manager.get_session()
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results = {
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'total': 0,
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'affected': 0,
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'deleted': 0,
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'errors': []
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}
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# 按账号分组
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positions_by_account = {}
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for position in all_positions:
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# print(position['symbol'])
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k_id = position['k_id']
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if k_id not in positions_by_account:
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positions_by_account[k_id] = []
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positions_by_account[k_id].append(position)
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logger.info(f"开始批量处理 {len(positions_by_account)} 个账号的持仓数据")
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try:
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# 按分组处理（10个账号一组）
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account_ids = list(positions_by_account.keys())
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for group_idx in range(0, len(account_ids), 10):
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group_account_ids = account_ids[group_idx:group_idx + 10]
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logger.info(f"处理第 {group_idx//10 + 1} 组账号: {group_account_ids}")
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# 收集本组所有持仓数据
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group_positions = []
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for k_id in group_account_ids:
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group_positions.extend(positions_by_account[k_id])
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if not group_positions:
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continue
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# 处理持仓数据
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processed_positions = []
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account_position_keys = {} # 记录每个账号的持仓标识
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for raw_position in group_positions:
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try:
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k_id = raw_position['k_id']
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processed = self._convert_position_data(raw_position)
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# 检查必要字段
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if not all([processed.get('symbol'), processed.get('side')]):
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continue
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# 确保st_id存在
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if 'st_id' not in processed:
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processed['st_id'] = raw_position.get('st_id', 0)
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# 确保k_id存在
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if 'k_id' not in processed:
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processed['k_id'] = k_id
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# 重命名qty为sum（如果存在）
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if 'qty' in processed:
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processed['sum'] = processed.pop('qty')
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processed_positions.append(processed)
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# 记录持仓唯一标识
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if k_id not in account_position_keys:
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account_position_keys[k_id] = set()
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position_key = f"{processed['st_id']}&{processed['symbol']}&{processed['side']}"
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# print(position_key)
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account_position_keys[k_id].add(position_key)
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except Exception as e:
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logger.error(f"处理持仓数据失败: {raw_position}, error={e}")
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continue
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# 批量插入或更新
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if processed_positions:
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try:
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# 使用ON DUPLICATE KEY UPDATE批量处理
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upsert_sql = text("""
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INSERT INTO deh_strategy_position_new
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(st_id, k_id, asset, symbol, side, price, `sum`,
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asset_num, asset_profit, leverage, uptime,
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profit_price, stop_price, liquidation_price)
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VALUES
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(:st_id, :k_id, :asset, :symbol, :side, :price, :sum,
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:asset_num, :asset_profit, :leverage, :uptime,
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:profit_price, :stop_price, :liquidation_price)
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ON DUPLICATE KEY UPDATE
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price = VALUES(price),
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`sum` = VALUES(`sum`),
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asset_num = VALUES(asset_num),
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asset_profit = VALUES(asset_profit),
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leverage = VALUES(leverage),
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uptime = VALUES(uptime),
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profit_price = VALUES(profit_price),
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stop_price = VALUES(stop_price),
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liquidation_price = VALUES(liquidation_price)
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""")
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result = session.execute(upsert_sql, processed_positions)
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# 正确计算插入和更新的数量
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total_affected = result.rowcount # 受影响的总行数
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batch_size = len(processed_positions) # 本次尝试插入的数量
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# 累加到总结果
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results['total'] += batch_size
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results['affected'] += total_affected
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logger.debug(f"第 {group_idx//10 + 1} 组: "
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f"处理 {batch_size} 条, "
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f"受影响 {total_affected} 条")
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except Exception as e:
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logger.error(f"批量插入/更新失败: {e}", exc_info=True)
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session.rollback()
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results['errors'].append(f"批量插入/更新失败: {str(e)}")
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# 继续处理下一组
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continue
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# 删除本组每个账号中已不存在的持仓
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for k_id in group_account_ids:
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try:
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if k_id not in account_position_keys or not account_position_keys[k_id]:
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# 如果该账号没有任何持仓，删除所有
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delete_sql = text("""
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DELETE FROM deh_strategy_position_new
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WHERE k_id = :k_id
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""")
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result = session.execute(delete_sql, {'k_id': k_id})
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deleted_count = result.rowcount
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results['deleted'] += deleted_count
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if deleted_count > 0:
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logger.debug(f"账号 {k_id}: 删除所有旧持仓，共 {deleted_count} 条")
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else:
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# 构建当前持仓的条件
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current_keys = account_position_keys[k_id]
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# 使用多个OR条件来处理IN子句的限制
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conditions = []
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params = {'k_id': k_id}
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for idx, key in enumerate(current_keys):
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parts = key.split('&')
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if len(parts) >= 3: # 确保有st_id, symbol, side三部分
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st_id_val = parts[0]
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symbol_val = parts[1]
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side_val = parts[2]
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conditions.append(f"(st_id = :st_id_{idx} AND symbol = :symbol_{idx} AND side = :side_{idx})")
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params[f'st_id_{idx}'] = int(st_id_val) if st_id_val.isdigit() else st_id_val
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params[f'symbol_{idx}'] = symbol_val
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params[f'side_{idx}'] = side_val
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if conditions:
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conditions_str = " OR ".join(conditions)
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# 删除不在当前持仓列表中的记录
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delete_sql = text(f"""
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DELETE FROM deh_strategy_position_new
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WHERE k_id = :k_id
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AND NOT ({conditions_str})
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""")
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result = session.execute(delete_sql, params)
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deleted_count = result.rowcount
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results['deleted'] += deleted_count
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if deleted_count > 0:
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logger.debug(f"账号 {k_id}: 删除 {deleted_count} 条过期持仓")
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except Exception as e:
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logger.error(f"删除账号 {k_id} 旧持仓失败: {e}")
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# 记录错误但继续处理其他账号
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results['errors'].append(f"删除账号 {k_id} 旧持仓失败: {str(e)}")
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# 每组结束后提交
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try:
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session.commit()
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logger.debug(f"第 {group_idx//10 + 1} 组处理完成并提交")
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except Exception as e:
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session.rollback()
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logger.error(f"第 {group_idx//10 + 1} 组提交失败: {e}")
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results['errors'].append(f"第 {group_idx//10 + 1} 组提交失败: {str(e)}")
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logger.info(f"批量同步完成: "
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f"总数={results['total']}, "
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f"受影响={results['affected']}, "
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f"删除={results['deleted']}, "
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f"错误数={len(results['errors'])}")
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success = len(results['errors']) == 0
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return success, results
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except Exception as e:
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session.rollback()
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logger.error(f"批量同步过程中发生错误: {e}", exc_info=True)
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results['errors'].append(f"同步过程错误: {str(e)}")
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return False, results
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finally:
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session.close()
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async def _sync_positions_batch_to_db_optimized_v3(self, all_positions: List[Dict]) -> Tuple[bool, Dict]:
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"""
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最优化的批量同步（兼容所有MySQL版本）
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使用策略：
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1. 一次性UPSERT所有持仓数据
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2. 使用UNION ALL构造虚拟表进行JOIN删除
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Args:
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all_positions: 所有持仓数据列表
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Returns:
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Tuple[bool, Dict]: (是否成功, 结果统计)
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"""
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if not all_positions:
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return True, {'total': 0, 'affected': 0, 'deleted': 0, 'errors': []}
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session = self.db_manager.get_session()
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results = {
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'total': 0,
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'affected': 0,
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'deleted': 0,
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'errors': []
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}
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try:
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session.begin()
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# 准备数据
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processed_positions = []
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current_position_records = set() # 使用set去重，避免重复
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for raw_position in all_positions:
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try:
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processed = self._convert_position_data(raw_position)
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if not all([processed.get('symbol'), processed.get('side')]):
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continue
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if 'qty' in processed:
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processed['sum'] = processed.pop('qty')
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k_id = processed.get('k_id', raw_position['k_id'])
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st_id = processed.get('st_id', raw_position.get('st_id', 0))
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symbol = processed.get('symbol')
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side = processed.get('side')
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processed_positions.append(processed)
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# 去重记录当前持仓
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record_key = (k_id, st_id, symbol, side)
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current_position_records.add(record_key)
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except Exception as e:
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logger.error(f"处理持仓数据失败: {raw_position}, error={e}")
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continue
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if not processed_positions:
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session.commit()
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return True, results
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results['total'] = len(processed_positions)
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logger.info(f"准备同步 {results['total']} 条持仓数据，去重后 {len(current_position_records)} 条唯一记录")
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# 批量UPSERT
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upsert_sql = text("""
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INSERT INTO deh_strategy_position_new
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(st_id, k_id, asset, symbol, side, price, `sum`,
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asset_num, asset_profit, leverage, uptime,
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profit_price, stop_price, liquidation_price)
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VALUES
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(:st_id, :k_id, :asset, :symbol, :side, :price, :sum,
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:asset_num, :asset_profit, :leverage, :uptime,
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:profit_price, :stop_price, :liquidation_price)
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ON DUPLICATE KEY UPDATE
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price = VALUES(price),
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`sum` = VALUES(`sum`),
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asset_num = VALUES(asset_num),
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asset_profit = VALUES(asset_profit),
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leverage = VALUES(leverage),
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uptime = VALUES(uptime),
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profit_price = VALUES(profit_price),
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stop_price = VALUES(stop_price),
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liquidation_price = VALUES(liquidation_price)
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""")
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result = session.execute(upsert_sql, processed_positions)
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total_affected = result.rowcount
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results['affected'] =total_affected
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logger.info(f"UPSERT完成: 总数 {results['total']} 条, 受影响 {results['affected']} 条")
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# 批量删除（使用UNION ALL构造虚拟表）
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if current_position_records:
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# 构建UNION ALL查询
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union_parts = []
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for record in current_position_records:
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k_id, st_id, symbol, side = record
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# 转义单引号
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symbol_escaped = symbol.replace("'", "''")
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side_escaped = side.replace("'", "''")
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union_parts.append(f"SELECT {k_id} as k_id, {st_id} as st_id, '{symbol_escaped}' as symbol, '{side_escaped}' as side")
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if union_parts:
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union_sql = " UNION ALL ".join(union_parts)
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# 或者使用LEFT JOIN方式
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delete_sql_join = text(f"""
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DELETE p FROM deh_strategy_position_new p
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LEFT JOIN (
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{union_sql}
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) AS current_pos ON
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p.k_id = current_pos.k_id
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AND p.st_id = current_pos.st_id
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AND p.symbol = current_pos.symbol
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AND p.side = current_pos.side
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WHERE current_pos.k_id IS NULL
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""")
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result = session.execute(delete_sql_join)
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deleted_count = result.rowcount
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results['deleted'] = deleted_count
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logger.info(f"删除 {deleted_count} 条过期持仓")
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session.commit()
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logger.info(f"批量同步V3完成: 总数={results['total']}, "
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f"受影响={results['affected']}, "
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f"删除={results['deleted']}")
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return True, results
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except Exception as e:
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session.rollback()
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logger.error(f"批量同步V3失败: {e}", exc_info=True)
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results['errors'].append(f"同步失败: {str(e)}")
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return False, results
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finally:
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session.close()
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def _convert_position_data(self, data: Dict) -> Dict:
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"""转换持仓数据格式"""
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try:
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return {
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'st_id': helpers.safe_int(data.get('st_id'), 0),
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'k_id': helpers.safe_int(data.get('k_id'), 0),
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'asset': data.get('asset', 'USDT'),
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'symbol': data.get('symbol', ''),
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'side': data.get('side', ''),
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'price': helpers.safe_float(data.get('price')),
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'qty': helpers.safe_float(data.get('qty')), # 后面会重命名为sum
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'asset_num': helpers.safe_float(data.get('asset_num')),
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'asset_profit': helpers.safe_float(data.get('asset_profit')),
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'leverage': helpers.safe_int(data.get('leverage')),
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'uptime': helpers.safe_int(data.get('uptime')),
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'profit_price': helpers.safe_float(data.get('profit_price')),
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'stop_price': helpers.safe_float(data.get('stop_price')),
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'liquidation_price': helpers.safe_float(data.get('liquidation_price'))
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}
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except Exception as e:
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logger.error(f"转换持仓数据异常: {data}, error={e}")
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return {}
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