Slim embed tab rendering to cut memory use and restore calculator.

Load only per-tab data for embed fragments, skip exchange capital fetches on tab switches, and harden calculator market imports/timeouts.

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_binance/app.py

@@ -6836,37 +6836,73 @@ def render_main_page(page="trade", embed_mode=None):
     conn = get_db()
     session_row = ensure_session(conn, trading_day)
     local_current_capital = float(session_row["current_capital"])
-    funding_capital, trading_capital = get_exchange_capitals()
+    from instance_embed_context_lib import (
+        embed_render_plan,
+        minimal_stats_bundle,
+        trade_records_summary,
+    )
+
+    plan = embed_render_plan(page, embed_mode)
+    if plan.exchange_capitals:
+        funding_capital, trading_capital = get_exchange_capitals()
+    else:
+        funding_capital, trading_capital = None, None
     # 资金账户：仅展示交易所读取结果（含 0）。不可用 TOTAL_CAPITAL 兜底，否则会与实盘不符。
     funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
     current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
     recommended_capital = get_recommended_capital(current_capital)
-    key_list = conn.execute("SELECT * FROM key_monitors").fetchall()
-    key_history = conn.execute(
-        "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
-        (start_bj, end_bj),
-    ).fetchall()
-    stats_bundle = compute_stats_bundle(conn, trading_day, now)
-    raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
-    order_list = []
-    for o in raw_order_list:
-        order_list.append(enrich_order_item(row_to_dict(o), current_capital))
-    tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
-    raw_records = conn.execute(
-        f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
-        (start_bj, end_bj),
-    ).fetchall()
-    records = [to_effective_trade_dict(r) for r in raw_records]
-    total = len(records)
-    miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
-    win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈"))
-    occupied_miss_total = sum(
-        1
-        for r in records
-        if (r.get("effective_result") or "") == "错过"
-        and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
+    key_list = (
+        conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
     )
-    rate = round(win/total*100,2) if total else 0
+    key_history = (
+        conn.execute(
+            "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
+            (start_bj, end_bj),
+        ).fetchall()
+        if plan.key_history
+        else []
+    )
+    stats_bundle = (
+        compute_stats_bundle(conn, trading_day, now)
+        if plan.stats_bundle
+        else minimal_stats_bundle(TRADING_DAY_RESET_HOUR)
+    )
+    order_list = []
+    if plan.orders:
+        raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
+        for o in raw_order_list:
+            order_list.append(enrich_order_item(row_to_dict(o), current_capital))
+    tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
+    if plan.records_rows:
+        raw_records = conn.execute(
+            f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
+            (start_bj, end_bj),
+        ).fetchall()
+        records = [to_effective_trade_dict(r) for r in raw_records]
+        total = len(records)
+        miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
+        win = sum(
+            1
+            for r in records
+            if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")
+        )
+        occupied_miss_total = sum(
+            1
+            for r in records
+            if (r.get("effective_result") or "") == "错过"
+            and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
+        )
+        rate = round(win / total * 100, 2) if total else 0
+    elif plan.records_summary:
+        summary = trade_records_summary(conn, start_bj, end_bj, tr_ts)
+        records = summary["records"]
+        total = summary["total"]
+        miss_count = summary["miss_count"]
+        rate = summary["rate"]
+        occupied_miss_total = summary["occupied_miss_total"]
+    else:
+        records = []
+        total = miss_count = rate = occupied_miss_total = 0
     active_count = len(order_list)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
@@ -6895,7 +6931,7 @@ def render_main_page(page="trade", embed_mode=None):
         trigger_entry_validity_hours=TRIGGER_ENTRY_VALIDITY_HOURS,
     )
     strategy_extra = {}
-    if page in ("strategy", "strategy_trend", "strategy_roll", "strategy_records"):
+    if plan.strategy:
         from strategy_ui import strategy_render_extras
 
         strategy_extra = strategy_render_extras(
@@ -6906,7 +6942,7 @@ def render_main_page(page="trade", embed_mode=None):
             trend_cfg=app.extensions.get("strategy_trend_cfg"),
         )
     orphan_live_positions = []
-    if not order_list and exchange_private_api_configured():
+    if plan.orphan_live and not order_list and exchange_private_api_configured():
         orphan_live_positions = list_orphan_live_positions(conn)
     conn.close()
     from instance_embed_lib import embed_context_extras