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_list = (
-    key_history = conn.execute(
+        conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
-        "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 ""))
     )
-    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

crypto_monitor_gate/app.py

@@ -6710,21 +6710,42 @@ 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, 2) if funding_capital is not None else None
     current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
     recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
-    key_list = conn.execute("SELECT * FROM key_monitors").fetchall()
+    key_list = (
-    key_history = conn.execute(
+        conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
-        "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
+    )
-        (start_bj, end_bj),
+    key_history = (
-    ).fetchall()
+        conn.execute(
-    stats_bundle = compute_stats_bundle(conn, trading_day, now)
+            "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
-    raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
+            (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 = []
-    for o in raw_order_list:
+    if plan.orders:
-        order_list.append(enrich_order_item(row_to_dict(o), current_capital))
+        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))
     exchange_pnl_sync = {}
     if exchange_private_api_configured() and not request_is_hub_soft_nav() and embed_mode not in (
         "fragment",
@@ -6735,21 +6756,36 @@ def render_main_page(page="trade", embed_mode=None):
         except Exception as e:
             exchange_pnl_sync = {"ok": False, "reason": str(e)}
     tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
-    raw_records = conn.execute(
+    if plan.records_rows:
-        f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
+        raw_records = conn.execute(
-        (start_bj, end_bj),
+            f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
-    ).fetchall()
+            (start_bj, end_bj),
-    records = [to_effective_trade_dict(r) for r in raw_records]
+        ).fetchall()
-    total = len(records)
+        records = [to_effective_trade_dict(r) for r in raw_records]
-    miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
+        total = len(records)
-    win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈"))
+        miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
-    occupied_miss_total = sum(
+        win = sum(
-        1
+            1
-        for r in records
+            for r in records
-        if (r.get("effective_result") or "") == "错过"
+            if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")
-        and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
+        )
-    )
+        occupied_miss_total = sum(
-    rate = round(win/total*100,2) if total else 0
+            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)
@@ -6778,7 +6814,7 @@ 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(

crypto_monitor_gate_bot/app.py

@@ -6710,21 +6710,42 @@ 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, 2) if funding_capital is not None else None
     current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
     recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
-    key_list = conn.execute("SELECT * FROM key_monitors").fetchall()
+    key_list = (
-    key_history = conn.execute(
+        conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
-        "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
+    )
-        (start_bj, end_bj),
+    key_history = (
-    ).fetchall()
+        conn.execute(
-    stats_bundle = compute_stats_bundle(conn, trading_day, now)
+            "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
-    raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
+            (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 = []
-    for o in raw_order_list:
+    if plan.orders:
-        order_list.append(enrich_order_item(row_to_dict(o), current_capital))
+        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))
     exchange_pnl_sync = {}
     if exchange_private_api_configured() and not request_is_hub_soft_nav() and embed_mode not in (
         "fragment",
@@ -6735,21 +6756,36 @@ def render_main_page(page="trade", embed_mode=None):
         except Exception as e:
             exchange_pnl_sync = {"ok": False, "reason": str(e)}
     tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
-    raw_records = conn.execute(
+    if plan.records_rows:
-        f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
+        raw_records = conn.execute(
-        (start_bj, end_bj),
+            f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
-    ).fetchall()
+            (start_bj, end_bj),
-    records = [to_effective_trade_dict(r) for r in raw_records]
+        ).fetchall()
-    total = len(records)
+        records = [to_effective_trade_dict(r) for r in raw_records]
-    miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
+        total = len(records)
-    win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈"))
+        miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
-    occupied_miss_total = sum(
+        win = sum(
-        1
+            1
-        for r in records
+            for r in records
-        if (r.get("effective_result") or "") == "错过"
+            if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")
-        and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
+        )
-    )
+        occupied_miss_total = sum(
-    rate = round(win/total*100,2) if total else 0
+            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)
@@ -6778,7 +6814,7 @@ 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(

crypto_monitor_okx/app.py

@@ -6215,20 +6215,41 @@ 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
     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_list = (
-    key_history = conn.execute(
+        conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
-        "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
+    )
-        (start_bj, end_bj),
+    key_history = (
-    ).fetchall()
+        conn.execute(
-    stats_bundle = compute_stats_bundle(conn, trading_day, now)
+            "SELECT * FROM key_monitor_history WHERE closed_at >= ? AND closed_at <= ? ORDER BY id DESC LIMIT 500",
-    raw_order_list = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
+            (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 = []
-    for o in raw_order_list:
+    if plan.orders:
-        order_list.append(enrich_order_item(row_to_dict(o), current_capital))
+        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))
     exchange_pnl_sync = {}
     if exchange_private_api_configured() and not request_is_hub_soft_nav() and embed_mode not in (
         "fragment",
@@ -6238,22 +6259,37 @@ def render_main_page(page="trade", embed_mode=None):
             exchange_pnl_sync = sync_trade_records_from_exchange(conn) or {}
         except Exception as e:
             exchange_pnl_sync = {"ok": False, "reason": str(e)}
-    raw_records = conn.execute(
+    tr_ts = sql_list_time_field("closed_at", "created_at", "opened_at")
-        f"SELECT * FROM trade_records WHERE {sql_list_time_field('closed_at', 'created_at', 'opened_at')} >= ? "
+    if plan.records_rows:
-        f"AND {sql_list_time_field('closed_at', 'created_at', 'opened_at')} <= ? ORDER BY id DESC LIMIT 1000",
+        raw_records = conn.execute(
-        (start_bj, end_bj),
+            f"SELECT * FROM trade_records WHERE {tr_ts} >= ? AND {tr_ts} <= ? ORDER BY id DESC LIMIT 1000",
-    ).fetchall()
+            (start_bj, end_bj),
-    records = [to_effective_trade_dict(r) for r in raw_records]
+        ).fetchall()
-    total = len(records)
+        records = [to_effective_trade_dict(r) for r in raw_records]
-    miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
+        total = len(records)
-    win = sum(1 for r in records if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈"))
+        miss_count = sum(1 for r in records if (r.get("effective_result") or "") == "错过")
-    occupied_miss_total = sum(
+        win = sum(
-        1
+            1
-        for r in records
+            for r in records
-        if (r.get("effective_result") or "") == "错过"
+            if (r.get("effective_result") or "") in ("止盈", "保本止盈", "移动止盈")
-        and ("持仓占用" in str(r.get("effective_miss_reason") or ""))
+        )
-    )
+        occupied_miss_total = sum(
-    rate = round(win/total*100,2) if total else 0
+            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)
     open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn)
     open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR
@@ -6284,7 +6320,7 @@ 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(

hub_calculator_market_lib.py

@@ -10,12 +10,15 @@ import urllib.request
 from typing import Any, Callable, Optional, Tuple
 from urllib.parse import urlencode
 
-from manual_trading_hub.settings_store import enabled_exchanges, load_settings
+try:
+    from settings_store import enabled_exchanges, load_settings
+except ImportError:
+    from manual_trading_hub.settings_store import enabled_exchanges, load_settings
 
 MARKET_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
 MARKET_LOCK = threading.Lock()
 MARKET_TTL_SEC = 300.0
-HUB_FLASK_TIMEOUT = float(__import__("os").getenv("HUB_FLASK_TIMEOUT", "12"))
+HUB_FLASK_TIMEOUT = float(__import__("os").getenv("HUB_FLASK_TIMEOUT", "20"))
 
 
 def normalize_base_symbol(text: str) -> str:

instance_embed_context_lib.py

@@ -0,0 +1,81 @@
+"""embed 壳/片段：按 tab 裁剪 render_main_page 的数据加载，降内存与 API 压力。"""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+from typing import Any
+
+EMBED_STRATEGY_PAGES = frozenset({"strategy", "strategy_trend", "strategy_roll", "strategy_records"})
+
+
+@dataclass(frozen=True)
+class EmbedRenderPlan:
+    exchange_capitals: bool
+    records_rows: bool
+    records_summary: bool
+    key_history: bool
+    key_list: bool
+    orders: bool
+    stats_bundle: bool
+    strategy: bool
+    orphan_live: bool
+
+
+def embed_render_plan(page: str, embed_mode: str | None) -> EmbedRenderPlan:
+    if embed_mode not in ("fragment", "shell"):
+        return EmbedRenderPlan(
+            exchange_capitals=True,
+            records_rows=True,
+            records_summary=False,
+            key_history=True,
+            key_list=True,
+            orders=True,
+            stats_bundle=True,
+            strategy=True,
+            orphan_live=True,
+        )
+    is_shell = embed_mode == "shell"
+    is_strategy = page in EMBED_STRATEGY_PAGES
+    return EmbedRenderPlan(
+        exchange_capitals=is_shell,
+        records_rows=page == "records",
+        records_summary=is_shell and page != "records",
+        key_history=page == "key_monitor",
+        key_list=page in ("key_monitor", "trade") or is_strategy,
+        orders=page == "trade" or is_strategy,
+        stats_bundle=page == "stats",
+        strategy=is_strategy,
+        orphan_live=page == "trade" and is_shell,
+    )
+
+
+def trade_records_summary(conn, start_bj: str, end_bj: str, tr_ts: str) -> dict[str, Any]:
+    """顶栏统计用 COUNT，避免 embed 壳拉 1000 行交易记录。"""
+    row = conn.execute(
+        f"""
+        SELECT
+            COUNT(*) AS total,
+            SUM(CASE WHEN result = '错过' THEN 1 ELSE 0 END) AS miss_count,
+            SUM(CASE WHEN result IN ('止盈','保本止盈','移动止盈') THEN 1 ELSE 0 END) AS wins,
+            SUM(CASE WHEN result = '错过' AND COALESCE(miss_reason,'') LIKE '%持仓占用%' THEN 1 ELSE 0 END) AS occupied_miss
+        FROM trade_records
+        WHERE {tr_ts} >= ? AND {tr_ts} <= ?
+        """,
+        (start_bj, end_bj),
+    ).fetchone()
+    total = int(row["total"] or 0) if row else 0
+    miss_count = int(row["miss_count"] or 0) if row else 0
+    wins = int(row["wins"] or 0) if row else 0
+    occupied_miss_total = int(row["occupied_miss"] or 0) if row else 0
+    rate = round(wins / total * 100, 2) if total else 0
+    return {
+        "records": [],
+        "total": total,
+        "miss_count": miss_count,
+        "rate": rate,
+        "occupied_miss_total": occupied_miss_total,
+    }
+
+
+def minimal_stats_bundle(reset_hour: int) -> dict[str, Any]:
+    return {"stats_reset_hour": reset_hour, "segments": []}

instance_embed_lib.py

@@ -55,8 +55,23 @@ def path_to_embed_tab(path: str) -> str | None:
     return PATH_TO_EMBED_TAB.get(base)
 
 
+def embed_shell_enabled() -> bool:
+    return (os.getenv("HUB_EMBED_SHELL") or "1").strip().lower() in ("1", "true", "yes", "on")
+
+
 def rewrite_embed_dest(path: str, hub_theme: str | None = None) -> str:
     """embed=1 打开时：/trade → /embed?tab=trade&embed=1"""
+    if not embed_shell_enabled():
+        split = urlsplit(path or "/")
+        q = dict(parse_qsl(split.query, keep_blank_values=True))
+        q["embed"] = "1"
+        ht = (hub_theme or q.get("hub_theme") or "").strip().lower()
+        if ht in ("light", "dark"):
+            q["hub_theme"] = ht
+        dest = split.path or "/"
+        if q:
+            return f"{dest}?{urlencode(q)}"
+        return dest + "?embed=1"
     split = urlsplit(path or "/")
     tab = path_to_embed_tab(split.path)
     q = dict(parse_qsl(split.query, keep_blank_values=True))

tests/test_instance_embed_context_lib.py

@@ -0,0 +1,28 @@
+from instance_embed_context_lib import embed_render_plan, trade_records_summary
+
+
+def test_embed_fragment_trade_is_light():
+    plan = embed_render_plan("trade", "fragment")
+    assert plan.exchange_capitals is False
+    assert plan.records_rows is False
+    assert plan.records_summary is False
+    assert plan.orders is True
+    assert plan.key_history is False
+
+
+def test_embed_shell_trade_summary_only():
+    plan = embed_render_plan("trade", "shell")
+    assert plan.exchange_capitals is True
+    assert plan.records_summary is True
+    assert plan.records_rows is False
+
+
+def test_embed_records_page_loads_rows():
+    plan = embed_render_plan("records", "fragment")
+    assert plan.records_rows is True
+
+
+def test_full_page_unchanged():
+    plan = embed_render_plan("trade", None)
+    assert plan.records_rows is True
+    assert plan.exchange_capitals is True