chore(log): add class name in log

Closes #5

README.md

@@ -1,8 +1,8 @@
-# MEXC 交易机器人
+# MEXC 定投交易机器人
 
 ## 项目简介
 
-MEXC 交易机器人是一个自动化交易工具，用于在 MEXC 交易所执行现货交易。它通过 JSON 配置文件管理交易指令，支持多种订单类型，并自动记录交易日志。
+MEXC 定投交易机器人是一个自动化交易工具，用于在 MEXC 交易所执行现货定投交易。它通过 JSON 配置文件管理交易指令，支持多种订单类型，并自动记录交易日志。
 
 ## 主要功能
 

main.py

@@ -30,6 +30,7 @@ import json
 from pathlib import Path
 from datetime import datetime, date
 from typing import Dict, Any, Optional, Tuple, List
+import git
 
 import mexc_spot_v3
 
@@ -44,7 +45,6 @@ logging.basicConfig(
         logging.StreamHandler(),
     ],
 )
-logger = logging.getLogger(__name__)
 
 
 class MexcSpotMarket:
@@ -53,12 +53,41 @@ class MexcSpotMarket:
     提供获取交易对价格等功能
 
     方法：
+    - get_exchange_info(symbol): 获取交易对信息
     - get_price(symbol): 获取指定交易对的当前价格
     """
 
     def __init__(self, config):
         """初始化市场数据查询接口"""
         self.market = mexc_spot_v3.mexc_market(config)
+        self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
+
+    def get_exchange_info(self, symbol: str) -> Optional[Dict[str, Any]]:
+        """
+        获取交易对信息
+
+        Args:
+            symbol: 交易对，如 "BTCUSDT"
+
+        Returns:
+            交易对信息字典或None(如果失败)
+        """
+        params = {"symbol": symbol}
+
+        try:
+            self.logger.info("查询交易对信息: %s", symbol)
+            exchange_info = self.market.get_exchangeInfo(params)
+
+            if not exchange_info or "symbols" not in exchange_info:
+                self.logger.error("获取交易对信息失败: %s", exchange_info)
+                return None
+
+            self.logger.info("获取交易对信息成功")
+            return exchange_info
+
+        except Exception as e:
+            self.logger.error("查询交易所信息失败: %s", str(e))
+            return None
 
     def get_price(self, symbol: str) -> Optional[float]:
         """
@@ -77,20 +106,20 @@ class MexcSpotMarket:
         params = {"symbol": symbol}
 
         try:
-            logger.info("查询交易对价格: %s", symbol)
+            self.logger.info("查询交易对价格: %s", symbol)
             price_data = self.market.get_price(params)
 
             if not price_data or "price" not in price_data:
-                logger.error("获取价格数据失败: %s", price_data)
+                self.logger.error("获取价格数据失败: %s", price_data)
                 return None
 
             price_str = price_data["price"]
             price = float(price_str)
-            logger.info("获取价格成功: %s = %f", symbol, price)
+            self.logger.info("获取价格成功: %s = %f", symbol, price)
             return price
 
         except Exception as e:
-            logger.error("查询价格失败: %s", str(e))
+            self.logger.error("查询价格失败: %s", str(e))
             return None
 
 
@@ -124,12 +153,33 @@ class MexcSpotTrade:
         "FILL_OR_KILL": ["quantity", "price"],
     }
 
-    def __init__(self, config, symbol_mapping):
+    def __init__(self, config, symbol_mapping, config_file_name):
         """初始化交易机器人"""
         self.trader = mexc_spot_v3.mexc_trade(config)
         self.market = MexcSpotMarket(config)
-        self.csv_file = "output/mexc_spot_trade.csv"
+        self.csv_file = f"output/{config_file_name}.csv"
         self.symbol_mapping = symbol_mapping
+        self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
+
+    def _api_get_balance(self) -> str:
+        """
+        获取账户余额
+
+        Returns:
+            账户余额字典或None(如果失败)
+        """
+        try:
+            self.logger.info("查询账户余额")
+            account_info = self.trader.get_account_info()
+            account_info_balance = account_info.get("balances", [])
+            balances = ""
+            for item in account_info_balance:
+                balances += f"{item['available']} {item['asset']}  "
+            self.logger.info("获取账户余额成功")
+            return balances
+        except Exception as e:
+            self.logger.error("查询账户信息失败: %s", str(e))
+            return f"ERROR: {str(e)}"
 
     def _api_get_order(self, symbol: str, order_id: str) -> Optional[Dict[str, Any]]:
         """
@@ -149,12 +199,12 @@ class MexcSpotTrade:
         }
 
         try:
-            logger.info("查询订单状态, 订单ID: %s", order_id)
+            self.logger.info("查询订单状态, 订单ID: %s", order_id)
             order = self.trader.get_order(params)
-            logger.info("订单状态: %s", order.get("status"))
+            self.logger.info("订单状态: %s", order.get("status"))
             return order
         except Exception as e:
-            logger.error("查询订单失败: %s", str(e))
+            self.logger.error("查询订单失败: %s", str(e))
             return None
 
     def _tool_map_symbol(self, symbol: str) -> str:
@@ -222,6 +272,7 @@ class MexcSpotTrade:
             executed_qty = order_data["executedQty"]
             cummulative_quote_qty = order_data["cummulativeQuoteQty"]
             side = order_data["side"]
+            balances = self._api_get_balance()
 
             # 确定交易类型显示
             trade_type = "买入" if side == "BUY" else "卖出"
@@ -239,6 +290,7 @@ class MexcSpotTrade:
                 "资金账户",
                 "CEX",
                 f"MEXC API - Order ID: {order_id}",
+                balances
             ]
 
             # 检查文件是否存在
@@ -263,16 +315,55 @@ class MexcSpotTrade:
                             "现金账户",
                             "目标账户",
                             "备注",
+                            "balances"
                         ]
                     )
                 writer.writerow(row)
 
-            logger.info("交易记录成功, 订单ID: %s", order_id)
+            self.logger.info("交易记录成功, 订单ID: %s", order_id)
             return True
         except Exception as e:
-            logger.error("记录交易失败: %s", str(e))
+            self.logger.error("记录交易失败: %s", str(e))
             return False
 
+    def _tool_calculate_quantity(
+        self,
+        quantity: float,
+        price: float,
+        base_asset_precision: int,
+        quote_amount_precision: float,
+    ) -> float:
+        """
+        调整下单数量以满足最小成交额要求。
+
+        策略说明：
+        - 计算出的quantity如果乘以price后小于交易对的最小成交额(quoteAmountPrecision)，
+          则将quantity增加一个最小单位(10^(-base_asset_precision))，确保下单金额满足交易所要求。
+
+        Args:
+            quantity: 初步计算出的下单数量
+            price: 当前价格
+            base_asset_precision: 交易对基础资产的小数精度
+            quote_amount_precision: 交易对最小成交额
+
+        Returns:
+            满足最小成交额要求的下单数量
+        """
+        processed_quantity = round(quantity, base_asset_precision)
+        if processed_quantity * price < quote_amount_precision:
+            self.logger.info(
+                "计算的quantity小于最低要求：%f * %f = %f < %f，进行调整",
+                processed_quantity,
+                price,
+                processed_quantity * price,
+                quote_amount_precision,
+            )
+            processed_quantity = round(
+                quantity + 10 ** (-base_asset_precision), base_asset_precision
+            )
+            self.logger.info("调整后的quantity: %f", processed_quantity)
+        return processed_quantity
+
     def trade(
         self, symbol: str, order_type: str, side: str, **kwargs
     ) -> Optional[Dict[str, Any]]:
@@ -295,24 +386,29 @@ class MexcSpotTrade:
 
         # 基本参数验证
         if side not in ["BUY", "SELL"]:
-            logger.error("无效的交易方向: %s", side)
+            self.logger.error("无效的交易方向: %s", side)
             return None
 
         order_type = order_type.upper()
         processed_kwargs = kwargs.copy()
 
+        # 记录未经过偏移的价格，以供LIMIT订单只有quoteOrderQty没有quantity的情况使用：
+        # 参数有price时直接使用，否则就为实时价格
+        clean_price = processed_kwargs.get("price")
+
         # 处理无price的情况，获取实时价格
         if order_type in ["LIMIT", "LIMIT_MAKER"] and "price" not in processed_kwargs:
             current_price = self.market.get_price(symbol)
             if current_price is None:
-                logger.error("无法获取实时价格，交易取消")
+                self.logger.error("无法获取实时价格，交易取消")
                 return None
+            clean_price = current_price
             # 防止挂单不成交
             if side == "BUY":
-                processed_kwargs["price"] = current_price * 1.01  # 买入加价0.5%
+                processed_kwargs["price"] = current_price * 1.01  # 买入加价1%
             elif side == "SELL":
-                processed_kwargs["price"] = current_price * 0.91  # 卖出减价0.5%
+                processed_kwargs["price"] = current_price * 0.99  # 卖出减价1%
-            logger.info("使用调整0.5%%后价格作为限价: %f", processed_kwargs["price"])
+            self.logger.info("使用调整1%%后价格作为限价: %f", processed_kwargs["price"])
 
         # 处理LIMIT订单只有quoteOrderQty没有quantity的情况
         if (
@@ -321,14 +417,23 @@ class MexcSpotTrade:
             and "quantity" not in processed_kwargs
         ):
             try:
+                exchange_info = self.market.get_exchange_info(symbol)
                 quote_amount = float(processed_kwargs["quoteOrderQty"])
-                price = float(processed_kwargs["price"])
+                quantity = quote_amount / clean_price
-                quantity = quote_amount / price
+                base_asset_precision = int(
-                processed_kwargs["quantity"] = str(quantity)
+                    exchange_info["symbols"][0]["baseAssetPrecision"]
+                )
+                quote_amount_precision = float(
+                    exchange_info["symbols"][0]["quoteAmountPrecision"]
+                )
+                processed_quantity = self._tool_calculate_quantity(
+                    quantity, clean_price, base_asset_precision, quote_amount_precision
+                )
+                self.logger.info("根据quoteOrderQty计算quantity: %f", processed_quantity)
+                processed_kwargs["quantity"] = str(processed_quantity)
                 processed_kwargs.pop("quoteOrderQty")
-                logger.info("根据quoteOrderQty计算quantity: %f", quantity)
             except (ValueError, KeyError) as e:
-                logger.error("计算quantity失败: %s", str(e))
+                self.logger.error("计算quantity失败: %s", str(e))
                 return None
 
         # 准备订单参数
@@ -342,46 +447,46 @@ class MexcSpotTrade:
         # 验证参数
         is_valid, error_msg = self._tool_validate_order_params(order_type, base_params)
         if not is_valid:
-            logger.error("订单参数验证失败: %s", error_msg)
+            self.logger.error("订单参数验证失败: %s", error_msg)
             return None
 
         try:
-            logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
+            self.logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
-            logger.debug("订单参数: %s", base_params)
+            self.logger.debug("订单参数: %s", base_params)
 
             # 测试订单
             test_result = self.trader.post_order_test(base_params.copy())
             if test_result != {}:
-                logger.error("订单测试失败，参数有误: %s", test_result)
+                self.logger.error("订单测试失败，参数有误: %s", test_result)
                 return None
 
-            logger.info("订单参数测试通过，准备正式下单")
+            self.logger.info("订单参数测试通过，准备正式下单")
 
             # 正式下单
             order = self.trader.post_order(base_params.copy())
             order_id = order.get("orderId")
 
             if not order_id:
-                logger.error("下单失败: 未获取到订单ID")
+                self.logger.error("下单失败: 未获取到订单ID")
-                logger.error(base_params.copy())
+                self.logger.error(base_params.copy())
-                logger.error(order)
+                self.logger.error(order)
                 return None
 
-            logger.info("订单创建成功, 订单ID: %s", order_id)
+            self.logger.info("订单创建成功, 订单ID: %s", order_id)
 
             # 查询订单详情
-            logger.info("等待1秒后查询订单状态...")
+            self.logger.info("等待1秒后查询订单状态...")
             time.sleep(1)
             order_detail = self._api_get_order(symbol, order_id)
             if not order_detail:
-                logger.error("获取订单详情失败")
+                self.logger.error("获取订单详情失败")
                 return None
 
             # 如果不是FILLED则重复查询最多10次
             retry_count = 0
             while order_detail.get("status") != "FILLED" and retry_count < 10:
                 retry_count += 1
-                logger.info(
+                self.logger.info(
                     "订单未完成(状态: %s)，等待1秒后第%s次重试查询...",
                     order_detail.get("status", "UNKNOWN"),
                     retry_count,
@@ -389,15 +494,15 @@ class MexcSpotTrade:
                 time.sleep(1)
                 order_detail = self._api_get_order(symbol, order_id)
                 if not order_detail:
-                    logger.error("获取订单详情失败")
+                    self.logger.error("获取订单详情失败")
                     return None
 
             # 记录交易
             if order_detail.get("status") == "FILLED":
                 if not self._tool_record_transaction(order_detail):
-                    logger.error("交易记录失败")
+                    self.logger.error("交易记录失败")
             else:
-                logger.warning(
+                self.logger.warning(
                     "订单未完成(状态: %s)，未被记录到CSV。订单ID: %s",
                     order_detail.get("status", "UNKNOWN"),
                     order_id,
@@ -406,7 +511,7 @@ class MexcSpotTrade:
             return order_detail
 
         except Exception as e:
-            logger.error("交易执行失败: %s", str(e))
+            self.logger.error("交易执行失败: %s", str(e))
             return None
 
 
@@ -429,6 +534,7 @@ class TradingConfig:
         """
 
         self.config_file = config_file
+        self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
         self.config_data = self._load_config()
 
     def _load_config(self) -> Dict[str, Any]:
@@ -436,16 +542,16 @@ class TradingConfig:
         try:
             with open(self.config_file, "r", encoding="utf-8") as f:
                 config = json.load(f)
-                logger.info("成功加载配置文件: %s", self.config_file)
+                self.logger.info("成功加载配置文件: %s", self.config_file)
                 return config
         except FileNotFoundError:
-            logger.error("配置文件不存在: %s", self.config_file)
+            self.logger.error("配置文件不存在: %s", self.config_file)
             return {}
         except json.JSONDecodeError:
-            logger.error("配置文件格式错误，不是有效的JSON")
+            self.logger.error("配置文件格式错误，不是有效的JSON")
             return {}
         except Exception as e:
-            logger.error("加载配置文件时出错: %s", str(e))
+            self.logger.error("加载配置文件时出错: %s", str(e))
             return {}
 
     def get_today_trades(self) -> List[Dict[str, Any]]:
@@ -484,14 +590,35 @@ class TradingConfig:
         return today_trades
 
 
+def git_commit(repo_path: str = ".") -> str:
+    """获取Git仓库版本"""
+
+    try:
+        repo = git.Repo(repo_path)
+        return repo.head.commit.hexsha
+    except Exception as _:
+        return None
+
+
 def main():
     """主函数"""
 
+    logger = logging.getLogger(f"{__name__}.main")
+
+    logger.info("=" * 40)
+    # 获取主程序Git仓库版本
+    app_commit = git_commit(".")[:10]
+
     # 确保config目录存在
     if not os.path.exists("config"):
         logger.error("配置目录 config 不存在")
         return
 
+    # 获取config, output仓库版本
+    config_commit = git_commit("config")[:10]
+    output_commit = git_commit("output")[:10]
+    logger.info("主程序 %s, 配置 %s, 输出 %s", app_commit, config_commit, output_commit)
+
     # 获取config目录下所有json文件
     config_files = list(Path("config").glob("*.json"))
 
@@ -509,6 +636,7 @@ def main():
             spot_trader = MexcSpotTrade(
                 config.config_data.get("api", {}),
                 config.config_data.get("symbol_mapping", {}),
+                os.path.basename(config_file).replace(".json", ""),
             )
             today_trades = config.get_today_trades()
 

requirements.txt

@@ -0,0 +1,12 @@
+certifi
+charset-normalizer
+gitdb
+GitPython
+icalendar
+idna
+python-dateutil
+requests
+six
+smmap
+tzdata
+urllib3

tool_csv_merge.py

@@ -0,0 +1,129 @@
+"""CSV 文件处理模块
+
+该模块用于合并同一证券在同一天的多笔交易记录，并生成汇总后的交易记录。
+"""
+
+import csv
+import os
+from collections import defaultdict
+
+
+def process_csv(input_file, output_file):
+    """处理CSV文件，合并相同证券在同一天的交易记录
+
+    Args:
+        input_file (str): 输入CSV文件路径
+        output_file (str): 输出CSV文件路径
+    """
+    merged_records = defaultdict(
+        lambda: {
+            "buy_shares": 0.0,
+            "buy_amount": 0.0,
+            "sell_shares": 0.0,
+            "sell_amount": 0.0,
+            "order_ids": set(),
+            "first_record": None,
+            "time_part": None,
+        }
+    )
+
+    with open(input_file, mode="r", newline="", encoding="utf-8") as infile:
+        reader = csv.DictReader(infile)
+
+        for row in reader:
+            datetime_str = row["日期"]
+            date_part, time_part = datetime_str.split("T")
+            order_id = row["备注"].split("Order ID: ")[-1].strip()
+            merge_key = (date_part, row["证券代码"])
+
+            record = merged_records[merge_key]
+            if record["first_record"] is None:
+                record["first_record"] = row
+                record["time_part"] = time_part
+
+            record["order_ids"].add(order_id)
+            if row["类型"] == "买入":
+                record["buy_shares"] += float(row["份额"])
+                record["buy_amount"] += float(row["净额"])
+            elif row["类型"] == "卖出":
+                record["sell_shares"] += float(row["份额"])
+                record["sell_amount"] += float(row["净额"])
+
+    output_rows = []
+
+    for key, record in merged_records.items():
+        date_part, symbol = key
+        first_row = record["first_record"]
+
+        net_shares = record["buy_shares"] - record["sell_shares"]
+        net_amount = record["buy_amount"] - record["sell_amount"]
+
+        if net_shares >= 0:
+            operation_type = "买入"
+            display_shares = net_shares
+            display_amount = net_amount
+        else:
+            operation_type = "卖出"
+            display_shares = -net_shares
+            display_amount = -net_amount
+
+        # 格式化为完整小数形式，不使用科学计数法
+        formatted_shares = (
+            f"{display_shares:f}".rstrip("0").rstrip(".")
+            if "." in f"{display_shares:f}"
+            else f"{display_shares:f}"
+        )
+        formatted_amount = (
+            f"{display_amount:f}".rstrip("0").rstrip(".")
+            if "." in f"{display_amount:f}"
+            else f"{display_amount:f}"
+        )
+
+        merged_row = {
+            "日期": f"{date_part}T{record['time_part']}",
+            "类型": operation_type,
+            "证券代码": symbol,
+            "份额": formatted_shares,
+            "净额": formatted_amount,
+            "现金账户": first_row["现金账户"],
+            "目标账户": first_row["目标账户"],
+            "备注": f"MEXC API - Order ID: {', '.join(sorted(record['order_ids']))}",
+        }
+
+        output_rows.append(merged_row)
+
+    # 写入输出文件
+    with open(output_file, mode="w", newline="", encoding="utf-8") as outfile:
+        fieldnames = [
+            "日期",
+            "类型",
+            "证券代码",
+            "份额",
+            "净额",
+            "现金账户",
+            "目标账户",
+            "备注",
+        ]
+        writer = csv.DictWriter(outfile, fieldnames=fieldnames)
+
+        writer.writeheader()
+        writer.writerows(output_rows)
+
+
+def process_all_csvs(input_dir="output"):
+    """处理指定目录下的所有CSV文件
+
+    Args:
+        input_dir (str): 包含CSV文件的目录路径
+    """
+    for filename in os.listdir(input_dir):
+        if filename.endswith(".csv") and not filename.startswith("merged_"):
+            input_path = os.path.join(input_dir, filename)
+            output_path = os.path.join(input_dir, f"merged_{filename}")
+            process_csv(input_path, output_path)
+            print(f"处理完成: {filename} -> merged_{filename}")
+
+
+if __name__ == "__main__":
+    process_all_csvs()
+    print("所有文件处理完成")

tool_generate_calendar.py

@@ -37,12 +37,11 @@ def load_config(config_path="config/trading_config.json"):
         raise
 
 
-def create_event(symbol, comment, date_obj, description):
+def create_event(summary: str, date_obj, description):
     """创建单个日历事件。
 
     Args:
-        symbol (str): 交易对符号
+        summary (str): 事件标题
-        comment (str): 交易备注
         date_obj (date): 交易日期
         description (str): 事件描述
 
@@ -50,10 +49,13 @@ def create_event(symbol, comment, date_obj, description):
         Event: 创建好的事件对象
     """
     event = Event()
-    event.add("uid", f"{symbol.lower()}-{date_obj.strftime('%Y%m%d')}@trade")
+    event.add(
+        "uid",
+        f"{summary.lower().replace('/', '-')}-{date_obj.strftime('%Y%m%d')}@trade",
+    )
     event.add("dtstamp", datetime.now())
     event.add("dtstart", date_obj)
-    event.add("summary", f"{symbol} 交易 ({comment})")
+    event.add("summary", summary)
     event.add("description", description)
     return event
 
@@ -71,10 +73,8 @@ def generate_ics(config):
     cal.add("prodid", "-//Trading Calendar//EN")
     cal.add("version", "2.0")
 
-    symbol_mapping = config.get("symbol_mapping", {})
-
     for trade in config.get("trades", []):
-        symbol = symbol_mapping.get(trade["symbol"], trade["symbol"])
+        symbol = trade["symbol"]
         order_type = trade["order_type"]
         side = trade["side"]
         comment = trade["comment"]
@@ -82,27 +82,29 @@ def generate_ics(config):
         # 构建描述
         amount = trade["params"].get("quoteOrderQty")
         quantity = trade["params"].get("quantity")
-        description = f"交易类型: {order_type}\n方向: {side}"
-        if quantity:
-            description = f"{description}\n数量: {quantity}"
-        if amount:
-            description = f"{description}\n金额: {amount}"
-        description = f"{description}\n备注: {comment}"
 
         if trade["execute_dates"] == ["*"]:
-            event = create_event(symbol, comment, datetime.now().date(), description)
+            summary = f"{symbol}/{order_type}/{side}"
+            if amount:
+                summary = f"{summary}/{amount}{symbol[-4:]}"
+            if quantity:
+                summary = f"{summary}/{quantity}{symbol[:-4]}"
+            event = create_event(summary, datetime.now().date(), comment)
             event.add("rrule", {"freq": "daily"})
             cal.add_component(event)
-            logger.info("已创建项目：%s 交易 (%s) 每日", symbol, comment)
+            logger.info("已创建项目：每日 %s", summary)
         else:
             for date_str in trade["execute_dates"]:
                 try:
                     date_obj = datetime.strptime(date_str, "%Y-%m-%d").date()
-                    event = create_event(symbol, comment, date_obj, description)
+                    summary = f"{symbol}/{order_type}/{side}"
+                    if amount:
+                        summary = f"{summary}/{amount}{symbol[-4:]}"
+                    if quantity:
+                        summary = f"{summary}/{quantity}{symbol[:-4]}"
+                    event = create_event(summary, date_obj, comment)
                     cal.add_component(event)
-                    logger.info(
+                    logger.info("已创建项目：%s %s", date_str, summary)
-                        "已创建项目：%s 交易 (%s) %s", symbol, comment, date_str
-                    )
                 except ValueError as ex:
                     logger.warning("跳过无效日期 %s: %s", date_str, ex)