Sync OKX options closed trades into hub archive with a separate tab.
Mirror perpetual archive flow into archive_options_trade_cache for offline calendar and review. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -4,6 +4,15 @@
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「内照明心」页(`/archive`)用于 **复盘语录 + 交易记录回顾 + 按需 K 线**.左侧维护每日复盘语录(最多 100 条);右侧按日期区间列出开仓记录,展示区间统计,并可展开 K 线图表对照单笔交易.
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顶栏有 **永续 / 期权** 品种切换:
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| 品种 | 数据 | 说明 |
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|------|------|------|
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| **永续** | 三所 `trade_records` → `archive_trade_cache` | 含犯病标签、K 线 |
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| **期权** | OKX `options_review_trades` → `archive_options_trade_cache` | 独立 Tab;同步进中控库后离线可看;默认排除对冲腿 |
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同步:「同步」按钮与后台 4h 任务会同时拉永续与期权(仅 `capabilities` 含 `options` 的账户).
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与行情区 `hub_kline.db`(15 天滚动缓存)**完全独立**:档案库只增不删,从建档起永久保留.
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## 页面布局
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@@ -672,6 +672,72 @@ def register_hub_routes(app):
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}
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)
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@app.route("/api/hub/options/review/archive")
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@_hub_auth_required
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def api_hub_options_review_archive():
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"""中控期权档案:近 N 天已平仓复盘记录(默认排除对冲腿)."""
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from datetime import datetime, timedelta
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from zoneinfo import ZoneInfo
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from flask import current_app
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from lib.options.options_review_lib import (
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compute_review_stats,
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ensure_local_review_synced,
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list_review_trades,
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)
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c = _ctx()
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get_db = c.get("get_db")
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if not get_db:
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return jsonify({"ok": False, "msg": "HUB_CTX 缺少 get_db"}), 500
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try:
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days = int(request.args.get("days") or "365")
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except ValueError:
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days = 365
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days = max(1, min(days, 3650))
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try:
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limit = int(request.args.get("limit") or "2000")
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except ValueError:
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limit = 2000
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limit = max(1, min(limit, 5000))
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include_hedge_legs = str(request.args.get("include_hedge_legs") or "").strip() in (
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"1",
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"true",
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"yes",
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)
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tz = ZoneInfo("Asia/Shanghai")
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closed_from = (datetime.now(tz) - timedelta(days=days)).strftime("%Y-%m-%d")
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cfg = (current_app.extensions or {}).get("options_cfg") or {}
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ex = cfg.get("exchange_options")
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conn = get_db()
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try:
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ensure_local_review_synced(conn, ex=ex, backfill_exchange_pnl=bool(ex))
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trades = list_review_trades(
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conn,
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include_hedge_legs=include_hedge_legs,
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closed_from=closed_from,
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limit=limit,
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offset=0,
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)
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stats = compute_review_stats(
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conn,
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include_hedge_legs=include_hedge_legs,
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closed_from=closed_from,
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)
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finally:
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conn.close()
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return jsonify(
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{
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"ok": True,
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"days": days,
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"limit": limit,
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"product": "options",
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"trades": trades,
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"stats": stats,
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}
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)
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@app.route("/api/hub/trades/today")
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@_hub_auth_required
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def api_hub_trades_today():
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@@ -0,0 +1,599 @@
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"""中控期权档案:同步 OKX options_review_trades 到 hub_symbol_archive.db."""
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from __future__ import annotations
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import json
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import time
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from pathlib import Path
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from typing import Any
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from lib.hub.hub_symbol_archive_lib import (
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TRADING_DAY_RESET_HOUR,
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_connect,
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default_db_path,
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init_db as init_perp_archive_db,
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ms_to_trading_day,
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parse_wall_clock_ms,
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resolve_period_bounds,
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trading_day_bounds_ms,
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)
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def _now_ms() -> int:
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return int(time.time() * 1000)
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def init_options_archive_db(db_path: Path | None = None) -> None:
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"""确保期权缓存表存在(与永续共用同一 SQLite)."""
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init_perp_archive_db(db_path)
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conn = _connect(db_path)
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try:
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS archive_options_trade_cache (
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exchange_key TEXT NOT NULL,
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history_key TEXT NOT NULL,
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source_type TEXT,
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underlying TEXT,
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opened_at TEXT,
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closed_at TEXT,
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opened_at_ms INTEGER,
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closed_at_ms INTEGER,
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hold_seconds INTEGER,
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realized_pnl_total REAL,
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status_raw TEXT,
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pos_id TEXT,
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inst_id TEXT,
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opt_type TEXT,
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strike REAL,
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exp_time TEXT,
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sheets INTEGER,
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open_avg REAL,
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close_avg REAL,
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premium_paid REAL,
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realized_pnl REAL,
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hedge_plan_id INTEGER,
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plan_close_reason TEXT,
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realized_pnl_perp REAL,
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realized_pnl_options REAL,
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premium_total REAL,
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direction TEXT,
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tp REAL,
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sl REAL,
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target_price REAL,
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target_price_up REAL,
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target_price_down REAL,
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legs_json TEXT,
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linked_hedge_plan_id INTEGER,
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excluded_as_hedge_leg INTEGER DEFAULT 0,
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strategy_tag TEXT,
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result_tag TEXT,
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reviewed INTEGER DEFAULT 0,
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source_label TEXT,
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payload_json TEXT NOT NULL,
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synced_at INTEGER NOT NULL,
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PRIMARY KEY (exchange_key, history_key)
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)
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"""
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)
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conn.execute(
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"""
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CREATE INDEX IF NOT EXISTS idx_archive_options_closed
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ON archive_options_trade_cache (exchange_key, closed_at_ms)
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"""
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)
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finally:
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conn.close()
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def purge_stale_options_trades_cache(
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exchange_key: str,
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active_history_keys: list[str],
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*,
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db_path: Path | None = None,
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) -> int:
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init_options_archive_db(db_path)
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ex_k = (exchange_key or "").strip().lower()
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if not ex_k:
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return 0
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active = {str(k).strip() for k in (active_history_keys or []) if str(k).strip()}
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conn = _connect(db_path)
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try:
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rows = conn.execute(
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"SELECT history_key FROM archive_options_trade_cache WHERE exchange_key=?",
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(ex_k,),
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).fetchall()
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stale = [r["history_key"] for r in rows if r["history_key"] not in active]
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removed = 0
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for hk in stale:
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cur = conn.execute(
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"DELETE FROM archive_options_trade_cache WHERE exchange_key=? AND history_key=?",
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(ex_k, hk),
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)
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removed += int(cur.rowcount or 0)
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return removed
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finally:
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conn.close()
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def _optional_float(raw: Any) -> float | None:
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if raw in (None, ""):
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return None
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try:
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return float(raw)
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except (TypeError, ValueError):
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return None
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def _optional_int(raw: Any) -> int | None:
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if raw in (None, ""):
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return None
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try:
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return int(raw)
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except (TypeError, ValueError):
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return None
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def upsert_options_trades_cache(
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exchange_key: str,
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trades: list[dict[str, Any]],
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*,
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db_path: Path | None = None,
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prune_missing: bool = True,
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) -> dict[str, int]:
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init_options_archive_db(db_path)
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ex_k = (exchange_key or "").strip().lower()
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if not ex_k:
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return {"upserted": 0, "removed": 0}
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now = _now_ms()
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n = 0
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active_keys: list[str] = []
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conn = _connect(db_path)
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try:
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for t in trades or []:
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if not isinstance(t, dict):
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continue
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hk = str(t.get("history_key") or "").strip()
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if not hk:
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continue
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if int(t.get("excluded_as_hedge_leg") or 0):
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continue
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active_keys.append(hk)
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opened_at = t.get("opened_at")
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closed_at = t.get("closed_at")
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opened_ms = t.get("opened_at_ms") or parse_wall_clock_ms(opened_at)
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closed_ms = t.get("closed_at_ms") or parse_wall_clock_ms(closed_at)
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entry = t.get("entry") if isinstance(t.get("entry"), dict) else {}
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strategy_tag = t.get("strategy_tag") or (entry or {}).get("strategy_tag")
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result_tag = t.get("result_tag") or (entry or {}).get("result_tag")
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reviewed = 1 if t.get("reviewed") or entry else 0
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row = dict(t)
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row["exchange_key"] = ex_k
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payload = json.dumps(row, ensure_ascii=False, default=str)
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conn.execute(
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"""
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INSERT INTO archive_options_trade_cache (
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exchange_key, history_key, source_type, underlying,
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opened_at, closed_at, opened_at_ms, closed_at_ms, hold_seconds,
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realized_pnl_total, status_raw,
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pos_id, inst_id, opt_type, strike, exp_time, sheets,
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open_avg, close_avg, premium_paid, realized_pnl,
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hedge_plan_id, plan_close_reason, realized_pnl_perp, realized_pnl_options,
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premium_total, direction, tp, sl, target_price, target_price_up, target_price_down,
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legs_json, linked_hedge_plan_id, excluded_as_hedge_leg,
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strategy_tag, result_tag, reviewed, source_label,
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payload_json, synced_at
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)
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ON CONFLICT(exchange_key, history_key) DO UPDATE SET
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source_type=excluded.source_type,
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underlying=excluded.underlying,
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opened_at=excluded.opened_at,
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closed_at=excluded.closed_at,
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opened_at_ms=excluded.opened_at_ms,
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closed_at_ms=excluded.closed_at_ms,
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hold_seconds=excluded.hold_seconds,
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realized_pnl_total=excluded.realized_pnl_total,
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status_raw=excluded.status_raw,
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pos_id=excluded.pos_id,
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inst_id=excluded.inst_id,
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opt_type=excluded.opt_type,
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strike=excluded.strike,
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exp_time=excluded.exp_time,
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sheets=excluded.sheets,
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open_avg=excluded.open_avg,
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close_avg=excluded.close_avg,
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premium_paid=excluded.premium_paid,
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realized_pnl=excluded.realized_pnl,
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hedge_plan_id=excluded.hedge_plan_id,
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plan_close_reason=excluded.plan_close_reason,
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realized_pnl_perp=excluded.realized_pnl_perp,
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realized_pnl_options=excluded.realized_pnl_options,
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premium_total=excluded.premium_total,
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direction=excluded.direction,
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tp=excluded.tp,
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sl=excluded.sl,
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target_price=excluded.target_price,
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target_price_up=excluded.target_price_up,
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target_price_down=excluded.target_price_down,
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legs_json=excluded.legs_json,
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linked_hedge_plan_id=excluded.linked_hedge_plan_id,
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excluded_as_hedge_leg=excluded.excluded_as_hedge_leg,
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strategy_tag=excluded.strategy_tag,
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result_tag=excluded.result_tag,
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reviewed=excluded.reviewed,
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source_label=excluded.source_label,
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payload_json=excluded.payload_json,
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synced_at=excluded.synced_at
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""",
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(
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ex_k,
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hk,
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t.get("source_type"),
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t.get("underlying"),
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opened_at,
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closed_at,
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int(opened_ms) if opened_ms else None,
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int(closed_ms) if closed_ms else None,
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_optional_int(t.get("hold_seconds")),
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float(t.get("realized_pnl_total") or t.get("realized_pnl") or 0),
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t.get("status_raw"),
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t.get("pos_id"),
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t.get("inst_id"),
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t.get("opt_type"),
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_optional_float(t.get("strike")),
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t.get("exp_time"),
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_optional_int(t.get("sheets")),
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_optional_float(t.get("open_avg")),
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_optional_float(t.get("close_avg")),
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_optional_float(t.get("premium_paid")),
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_optional_float(t.get("realized_pnl")),
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_optional_int(t.get("hedge_plan_id")),
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t.get("plan_close_reason"),
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_optional_float(t.get("realized_pnl_perp")),
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_optional_float(t.get("realized_pnl_options")),
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_optional_float(t.get("premium_total")),
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t.get("direction"),
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_optional_float(t.get("tp")),
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_optional_float(t.get("sl")),
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_optional_float(t.get("target_price")),
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_optional_float(t.get("target_price_up")),
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_optional_float(t.get("target_price_down")),
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t.get("legs_json")
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if isinstance(t.get("legs_json"), str)
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else (json.dumps(t.get("legs"), ensure_ascii=False) if t.get("legs") else None),
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_optional_int(t.get("linked_hedge_plan_id")),
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int(t.get("excluded_as_hedge_leg") or 0),
|
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strategy_tag,
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result_tag,
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reviewed,
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t.get("source_label"),
|
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payload,
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now,
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),
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)
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n += 1
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finally:
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conn.close()
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removed = 0
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if prune_missing:
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removed = purge_stale_options_trades_cache(ex_k, active_keys, db_path=db_path)
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return {"upserted": n, "removed": removed}
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def _options_row_to_dict(row: Any) -> dict[str, Any]:
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out: dict[str, Any] = dict(row)
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payload = {}
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raw = out.get("payload_json")
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if raw:
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try:
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payload = json.loads(raw) if isinstance(raw, str) else {}
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except (TypeError, ValueError, json.JSONDecodeError):
|
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payload = {}
|
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if isinstance(payload, dict):
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for k, v in payload.items():
|
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if k not in out or out.get(k) in (None, ""):
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out[k] = v
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pnl = float(out.get("realized_pnl_total") or out.get("realized_pnl") or 0)
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out["realized_pnl_total"] = pnl
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out["pnl_amount"] = pnl # 复用永续统计/日历字段名
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hold_sec = out.get("hold_seconds")
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if hold_sec is not None:
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try:
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out["hold_minutes"] = round(float(hold_sec) / 60.0, 2)
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except (TypeError, ValueError):
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pass
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if not out.get("opened_at_ms") and out.get("opened_at"):
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ms = parse_wall_clock_ms(out.get("opened_at"))
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if ms:
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out["opened_at_ms"] = int(ms)
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if not out.get("closed_at_ms") and out.get("closed_at"):
|
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ms = parse_wall_clock_ms(out.get("closed_at"))
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if ms:
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out["closed_at_ms"] = int(ms)
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out["trade_id"] = out.get("history_key")
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out["id"] = out.get("history_key")
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out["symbol"] = out.get("inst_id") or out.get("underlying") or ""
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return out
|
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|
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|
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def _empty_options_stats() -> dict[str, Any]:
|
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return {
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"open_count": 0,
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"sick_count": 0,
|
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"sick_pct": 0.0,
|
||||
"pnl_total": 0.0,
|
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"pnl_ex_sick": 0.0,
|
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"win_count": 0,
|
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"loss_count": 0,
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"avg_win": 0.0,
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"avg_loss": 0.0,
|
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"max_win": 0.0,
|
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"max_loss": 0.0,
|
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"win_rate": 0.0,
|
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"profit_loss_ratio": 0.0,
|
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"turnover_total": 0.0,
|
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"commission_total": 0.0,
|
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"premium_total": 0.0,
|
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"by_exchange": {},
|
||||
"by_source_type": {},
|
||||
}
|
||||
|
||||
|
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def _compute_options_period_stats(trade_rows: list[dict[str, Any]]) -> dict[str, Any]:
|
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st = _empty_options_stats()
|
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wins: list[float] = []
|
||||
losses: list[float] = []
|
||||
by_ex: dict[str, dict[str, Any]] = {}
|
||||
by_src: dict[str, dict[str, Any]] = {}
|
||||
|
||||
def bucket() -> dict[str, Any]:
|
||||
return {
|
||||
"open_count": 0,
|
||||
"pnl_total": 0.0,
|
||||
"win_count": 0,
|
||||
"loss_count": 0,
|
||||
"premium_total": 0.0,
|
||||
}
|
||||
|
||||
for td in trade_rows:
|
||||
pnl = float(td.get("pnl_amount") or td.get("realized_pnl_total") or 0)
|
||||
ex = str(td.get("exchange_key") or "okx")
|
||||
src = str(td.get("source_type") or td.get("source_label") or "?")
|
||||
prem = float(td.get("premium_total") or td.get("premium_paid") or 0)
|
||||
st["open_count"] += 1
|
||||
st["pnl_total"] += pnl
|
||||
st["premium_total"] += prem
|
||||
if pnl > 0.0001:
|
||||
st["win_count"] += 1
|
||||
wins.append(pnl)
|
||||
elif pnl < -0.0001:
|
||||
st["loss_count"] += 1
|
||||
losses.append(pnl)
|
||||
if ex not in by_ex:
|
||||
by_ex[ex] = bucket()
|
||||
by_ex[ex]["open_count"] += 1
|
||||
by_ex[ex]["pnl_total"] += pnl
|
||||
by_ex[ex]["premium_total"] += prem
|
||||
if pnl > 0.0001:
|
||||
by_ex[ex]["win_count"] += 1
|
||||
elif pnl < -0.0001:
|
||||
by_ex[ex]["loss_count"] += 1
|
||||
if src not in by_src:
|
||||
by_src[src] = bucket()
|
||||
by_src[src]["open_count"] += 1
|
||||
by_src[src]["pnl_total"] += pnl
|
||||
|
||||
total = int(st["open_count"] or 0)
|
||||
st["pnl_ex_sick"] = round(float(st["pnl_total"]), 4)
|
||||
st["pnl_total"] = round(float(st["pnl_total"]), 4)
|
||||
st["premium_total"] = round(float(st["premium_total"]), 4)
|
||||
st["avg_win"] = round(sum(wins) / len(wins), 4) if wins else 0.0
|
||||
st["avg_loss"] = round(sum(losses) / len(losses), 4) if losses else 0.0
|
||||
st["max_win"] = round(max(wins), 4) if wins else 0.0
|
||||
st["max_loss"] = round(min(losses), 4) if losses else 0.0
|
||||
st["win_rate"] = round(st["win_count"] / total * 100, 1) if total else 0.0
|
||||
if wins and losses and abs(st["avg_loss"]) > 1e-9:
|
||||
st["profit_loss_ratio"] = round(abs(st["avg_win"] / st["avg_loss"]), 2)
|
||||
for ex, b in by_ex.items():
|
||||
b["pnl_total"] = round(float(b["pnl_total"]), 4)
|
||||
b["premium_total"] = round(float(b["premium_total"]), 4)
|
||||
b["sick_count"] = 0
|
||||
b["sick_pct"] = 0.0
|
||||
b["pnl_ex_sick"] = b["pnl_total"]
|
||||
b["avg_win"] = 0.0
|
||||
b["avg_loss"] = 0.0
|
||||
b["max_win"] = 0.0
|
||||
b["max_loss"] = 0.0
|
||||
b["win_rate"] = (
|
||||
round(b["win_count"] / b["open_count"] * 100, 1) if b["open_count"] else 0.0
|
||||
)
|
||||
b["profit_loss_ratio"] = 0.0
|
||||
b["turnover_total"] = 0.0
|
||||
b["commission_total"] = 0.0
|
||||
for src, b in by_src.items():
|
||||
b["pnl_total"] = round(float(b["pnl_total"]), 4)
|
||||
st["by_exchange"] = by_ex
|
||||
st["by_source_type"] = by_src
|
||||
return st
|
||||
|
||||
|
||||
def list_daily_options_trades(
|
||||
trading_day: str = "",
|
||||
*,
|
||||
period: str = "",
|
||||
date_from: str = "",
|
||||
date_to: str = "",
|
||||
exchange_key: str = "",
|
||||
filter_profit: bool = False,
|
||||
filter_loss: bool = False,
|
||||
search: str = "",
|
||||
source_type: str = "",
|
||||
db_path: Path | None = None,
|
||||
) -> dict[str, Any]:
|
||||
init_options_archive_db(db_path)
|
||||
p = (period or "today").strip().lower() or "today"
|
||||
start_ms, end_ms, df, dt, period_label = resolve_period_bounds(
|
||||
period=p,
|
||||
trading_day=trading_day,
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
)
|
||||
ex_filter = (exchange_key or "").strip().lower()
|
||||
src_filter = (source_type or "").strip().lower()
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
params: list[Any] = [start_ms, end_ms]
|
||||
where = "closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
|
||||
where += " AND COALESCE(excluded_as_hedge_leg,0)=0"
|
||||
if ex_filter:
|
||||
where += " AND exchange_key=?"
|
||||
params.append(ex_filter)
|
||||
if src_filter:
|
||||
where += " AND LOWER(COALESCE(source_type,''))=?"
|
||||
params.append(src_filter)
|
||||
rows = conn.execute(
|
||||
f"""
|
||||
SELECT * FROM archive_options_trade_cache
|
||||
WHERE {where}
|
||||
ORDER BY closed_at_ms DESC, history_key DESC
|
||||
""",
|
||||
params,
|
||||
).fetchall()
|
||||
trades: list[dict[str, Any]] = []
|
||||
q = (search or "").strip().lower()
|
||||
for r in rows:
|
||||
td = _options_row_to_dict(r)
|
||||
pnl = float(td.get("pnl_amount") or 0)
|
||||
if filter_profit and pnl <= 0.0001:
|
||||
continue
|
||||
if filter_loss and pnl >= -0.0001:
|
||||
continue
|
||||
if q:
|
||||
blob = " ".join(
|
||||
str(td.get(k) or "")
|
||||
for k in (
|
||||
"underlying",
|
||||
"inst_id",
|
||||
"exchange_key",
|
||||
"source_type",
|
||||
"source_label",
|
||||
"opt_type",
|
||||
"strategy_tag",
|
||||
"result_tag",
|
||||
"direction",
|
||||
)
|
||||
).lower()
|
||||
if q not in blob:
|
||||
continue
|
||||
trades.append(td)
|
||||
return {
|
||||
"period": p,
|
||||
"period_label": period_label,
|
||||
"trading_day": dt,
|
||||
"date_from": df,
|
||||
"date_to": dt,
|
||||
"product": "options",
|
||||
"trades": trades,
|
||||
"stats": _compute_options_period_stats(trades),
|
||||
}
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def list_archive_options_calendar(
|
||||
year: int,
|
||||
month: int,
|
||||
*,
|
||||
exchange_key: str = "",
|
||||
db_path: Path | None = None,
|
||||
reset_hour: int = TRADING_DAY_RESET_HOUR,
|
||||
) -> dict[str, Any]:
|
||||
init_options_archive_db(db_path)
|
||||
y = int(year)
|
||||
m = int(month)
|
||||
if m < 1 or m > 12:
|
||||
raise ValueError("month 无效")
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
first = f"{y:04d}-{m:02d}-01"
|
||||
if m == 12:
|
||||
next_first = datetime(y + 1, 1, 1)
|
||||
else:
|
||||
next_first = datetime(y, m + 1, 1)
|
||||
last = (next_first - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
start_ms, _ = trading_day_bounds_ms(first, reset_hour=reset_hour)
|
||||
_, end_ms = trading_day_bounds_ms(last, reset_hour=reset_hour)
|
||||
ex_filter = (exchange_key or "").strip().lower()
|
||||
conn = _connect(db_path)
|
||||
try:
|
||||
params: list[Any] = [start_ms, end_ms]
|
||||
where = (
|
||||
"closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
|
||||
" AND COALESCE(excluded_as_hedge_leg,0)=0"
|
||||
)
|
||||
if ex_filter:
|
||||
where += " AND exchange_key=?"
|
||||
params.append(ex_filter)
|
||||
rows = conn.execute(
|
||||
f"SELECT * FROM archive_options_trade_cache WHERE {where}",
|
||||
params,
|
||||
).fetchall()
|
||||
days: dict[str, dict[str, Any]] = {}
|
||||
for r in rows:
|
||||
td = _options_row_to_dict(r)
|
||||
closed_ms = td.get("closed_at_ms") or parse_wall_clock_ms(td.get("closed_at"))
|
||||
if not closed_ms:
|
||||
continue
|
||||
day = ms_to_trading_day(int(closed_ms), reset_hour=reset_hour)
|
||||
if not day or day < first or day > last:
|
||||
continue
|
||||
bucket = days.setdefault(
|
||||
day,
|
||||
{
|
||||
"trading_day": day,
|
||||
"open_count": 0,
|
||||
"sick_count": 0,
|
||||
"pnl_total": 0.0,
|
||||
"turnover_total": 0.0,
|
||||
"commission_total": 0.0,
|
||||
"has_sick": False,
|
||||
},
|
||||
)
|
||||
bucket["open_count"] += 1
|
||||
bucket["pnl_total"] += float(td.get("pnl_amount") or 0)
|
||||
for d in days.values():
|
||||
d["pnl_total"] = round(float(d["pnl_total"]), 4)
|
||||
month_pnl = sum(float(d["pnl_total"]) for d in days.values())
|
||||
month_count = sum(int(d["open_count"]) for d in days.values())
|
||||
return {
|
||||
"year": y,
|
||||
"month": m,
|
||||
"date_from": first,
|
||||
"date_to": last,
|
||||
"product": "options",
|
||||
"days": days,
|
||||
"month_pnl_total": round(month_pnl, 4),
|
||||
"month_open_count": month_count,
|
||||
}
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def sync_options_exchange_archive(
|
||||
exchange_key: str,
|
||||
trades: list[dict[str, Any]],
|
||||
*,
|
||||
db_path: Path | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""仅缓存期权交易,不做 K 线."""
|
||||
r = upsert_options_trades_cache(
|
||||
exchange_key, trades, db_path=db_path, prune_missing=True
|
||||
)
|
||||
return {
|
||||
"ok": True,
|
||||
"exchange_key": (exchange_key or "").strip().lower(),
|
||||
"product": "options",
|
||||
"trades_upserted": r.get("upserted", 0),
|
||||
"trades_removed": r.get("removed", 0),
|
||||
"trade_count": len(trades or []),
|
||||
}
|
||||
+138
-19
@@ -79,6 +79,12 @@ from lib.hub.hub_symbol_archive_lib import (
|
||||
update_review_quote,
|
||||
upsert_trade_overlay,
|
||||
)
|
||||
from lib.hub.hub_options_archive_lib import (
|
||||
init_options_archive_db,
|
||||
list_archive_options_calendar,
|
||||
list_daily_options_trades,
|
||||
sync_options_exchange_archive,
|
||||
)
|
||||
from lib.hub.hub_entry_plan_lib import (
|
||||
compute_entry_plan_stats,
|
||||
create_entry_plan,
|
||||
@@ -355,9 +361,11 @@ def _schedule_board_refresh() -> None:
|
||||
async def _run_archive_sync_once() -> dict:
|
||||
global _last_archive_sync
|
||||
init_archive_db()
|
||||
init_options_archive_db()
|
||||
settings = load_settings()
|
||||
targets = enabled_exchanges(settings)
|
||||
results: list[dict] = []
|
||||
options_results: list[dict] = []
|
||||
for ex in targets:
|
||||
ex_key = str(ex.get("key") or "").strip().lower()
|
||||
if not ex_key:
|
||||
@@ -390,34 +398,71 @@ async def _run_archive_sync_once() -> dict:
|
||||
"msg": msg,
|
||||
}
|
||||
)
|
||||
else:
|
||||
trades = trades_resp.get("trades") or []
|
||||
for t in trades:
|
||||
if isinstance(t, dict):
|
||||
t["exchange_key"] = ex_key
|
||||
|
||||
def remote_fetch(**kwargs):
|
||||
return _fetch_instance_ohlcv_sync(
|
||||
ex,
|
||||
symbol=kwargs.get("symbol") or "",
|
||||
timeframe=kwargs.get("timeframe") or "5m",
|
||||
since_ms=kwargs.get("since_ms"),
|
||||
limit=int(kwargs.get("limit") or 500),
|
||||
)
|
||||
|
||||
r = await asyncio.to_thread(
|
||||
sync_exchange_symbol_archives,
|
||||
ex_key,
|
||||
trades,
|
||||
remote_fetch,
|
||||
)
|
||||
r["name"] = ex.get("name")
|
||||
r["trade_count"] = len(trades)
|
||||
results.append(r)
|
||||
|
||||
caps = [str(x).lower() for x in (ex.get("capabilities") or [])]
|
||||
if "options" not in caps:
|
||||
continue
|
||||
trades = trades_resp.get("trades") or []
|
||||
for t in trades:
|
||||
opt_resp = await asyncio.to_thread(
|
||||
_fetch_instance_options_review_archive_sync,
|
||||
ex,
|
||||
days=ARCHIVE_TRADE_DAYS,
|
||||
limit=ARCHIVE_TRADE_LIMIT,
|
||||
)
|
||||
if not opt_resp.get("ok"):
|
||||
options_results.append(
|
||||
{
|
||||
"exchange_key": ex_key,
|
||||
"name": ex.get("name"),
|
||||
"ok": False,
|
||||
"status": opt_resp.get("status"),
|
||||
"msg": opt_resp.get("msg")
|
||||
or opt_resp.get("error")
|
||||
or opt_resp.get("detail")
|
||||
or "拉取期权复盘失败",
|
||||
"product": "options",
|
||||
}
|
||||
)
|
||||
continue
|
||||
opt_trades = opt_resp.get("trades") or []
|
||||
for t in opt_trades:
|
||||
if isinstance(t, dict):
|
||||
t["exchange_key"] = ex_key
|
||||
|
||||
def remote_fetch(**kwargs):
|
||||
return _fetch_instance_ohlcv_sync(
|
||||
ex,
|
||||
symbol=kwargs.get("symbol") or "",
|
||||
timeframe=kwargs.get("timeframe") or "5m",
|
||||
since_ms=kwargs.get("since_ms"),
|
||||
limit=int(kwargs.get("limit") or 500),
|
||||
)
|
||||
|
||||
r = await asyncio.to_thread(
|
||||
sync_exchange_symbol_archives,
|
||||
orow = await asyncio.to_thread(
|
||||
sync_options_exchange_archive,
|
||||
ex_key,
|
||||
trades,
|
||||
remote_fetch,
|
||||
opt_trades,
|
||||
)
|
||||
r["name"] = ex.get("name")
|
||||
r["trade_count"] = len(trades)
|
||||
results.append(r)
|
||||
orow["name"] = ex.get("name")
|
||||
options_results.append(orow)
|
||||
out = {
|
||||
"ok": True,
|
||||
"exchanges": len(targets),
|
||||
"results": results,
|
||||
"options_results": options_results,
|
||||
"updated_at": __import__("datetime").datetime.now().isoformat(timespec="seconds"),
|
||||
}
|
||||
_last_archive_sync = out
|
||||
@@ -1365,6 +1410,34 @@ def _fetch_instance_trades_archive_sync(
|
||||
return {"ok": False, "msg": str(e)}
|
||||
|
||||
|
||||
def _fetch_instance_options_review_archive_sync(
|
||||
ex: dict,
|
||||
*,
|
||||
days: int = 365,
|
||||
limit: int = 2000,
|
||||
) -> dict:
|
||||
base = (ex.get("flask_url") or "").rstrip("/")
|
||||
if not base:
|
||||
return {"ok": False, "msg": "未配置 flask_url"}
|
||||
params = {"days": str(int(days)), "limit": str(int(limit))}
|
||||
url = f"{base}/api/hub/options/review/archive?{urlencode(params)}"
|
||||
try:
|
||||
with httpx.Client(timeout=max(HUB_FLASK_TIMEOUT, 120.0)) as client:
|
||||
r = client.get(url, headers=_hub_headers())
|
||||
if r.status_code >= 400:
|
||||
parsed = _parse_http_json_body(r)
|
||||
parsed.setdefault("ok", False)
|
||||
parsed.setdefault("status", r.status_code)
|
||||
return parsed
|
||||
data = r.json() if r.content else {}
|
||||
if isinstance(data, dict):
|
||||
data.setdefault("ok", True)
|
||||
return data
|
||||
return {"ok": False, "msg": "无效 JSON"}
|
||||
except Exception as e:
|
||||
return {"ok": False, "msg": str(e)}
|
||||
|
||||
|
||||
def _fetch_instance_ohlcv_sync(
|
||||
ex: dict,
|
||||
*,
|
||||
@@ -3145,6 +3218,52 @@ def api_archive_calendar(
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/options/daily-trades")
|
||||
def api_archive_options_daily_trades(
|
||||
period: str = "",
|
||||
trading_day: str = "",
|
||||
date_from: str = "",
|
||||
date_to: str = "",
|
||||
exchange_key: str = "",
|
||||
filter_profit: str = "",
|
||||
filter_loss: str = "",
|
||||
search: str = "",
|
||||
source_type: str = "",
|
||||
):
|
||||
init_options_archive_db()
|
||||
payload = list_daily_options_trades(
|
||||
trading_day=trading_day,
|
||||
period=period or "today",
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
exchange_key=exchange_key,
|
||||
filter_profit=(filter_profit or "").lower() in ("1", "true", "yes", "on"),
|
||||
filter_loss=(filter_loss or "").lower() in ("1", "true", "yes", "on"),
|
||||
search=search,
|
||||
source_type=source_type,
|
||||
)
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/options/calendar")
|
||||
def api_archive_options_calendar(
|
||||
year: int = 0,
|
||||
month: int = 0,
|
||||
exchange_key: str = "",
|
||||
):
|
||||
init_options_archive_db()
|
||||
if year <= 0 or month <= 0:
|
||||
td = today_trading_day()
|
||||
parts = td.split("-")
|
||||
year = int(parts[0])
|
||||
month = int(parts[1])
|
||||
try:
|
||||
payload = list_archive_options_calendar(year, month, exchange_key=exchange_key)
|
||||
except ValueError as e:
|
||||
raise HTTPException(status_code=400, detail=str(e)) from e
|
||||
return {"ok": True, **payload}
|
||||
|
||||
|
||||
@app.get("/api/archive/quotes")
|
||||
def api_archive_quotes():
|
||||
init_archive_db()
|
||||
|
||||
@@ -8057,6 +8057,34 @@ body.funds-fullscreen-open {
|
||||
gap: 12px;
|
||||
align-items: stretch;
|
||||
}
|
||||
.archive-product-tabs {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 8px;
|
||||
margin: 0 0 10px;
|
||||
}
|
||||
.archive-product-tab {
|
||||
border: 1px solid var(--border-soft);
|
||||
background: transparent;
|
||||
color: inherit;
|
||||
padding: 8px 18px;
|
||||
border-radius: 999px;
|
||||
cursor: pointer;
|
||||
font-family: var(--font);
|
||||
font-size: 0.88rem;
|
||||
font-weight: 600;
|
||||
}
|
||||
.archive-product-tab.is-active {
|
||||
background: rgba(16, 185, 129, 0.2);
|
||||
border-color: rgba(16, 185, 129, 0.55);
|
||||
color: var(--text);
|
||||
}
|
||||
body.archive-product-options .archive-toolbar-desktop[data-archive-perp-only],
|
||||
body.archive-product-options #archive-btn-chart-toggle,
|
||||
body.archive-product-options #archive-filter-sick,
|
||||
body.archive-product-options #archive-tab-viz {
|
||||
display: none !important;
|
||||
}
|
||||
.archive-content-tabs {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
|
||||
@@ -35,6 +35,7 @@
|
||||
const elQuoteContent = document.getElementById("archive-quote-content");
|
||||
const elQuoteSubmit = document.getElementById("archive-quote-submit");
|
||||
const elContentTabs = document.getElementById("archive-content-tabs");
|
||||
const elProductTabs = document.getElementById("archive-product-tabs");
|
||||
const elPanelViz = document.getElementById("archive-panel-viz");
|
||||
const elPanelCalendar = document.getElementById("archive-panel-calendar");
|
||||
const elPanelTrades = document.getElementById("archive-panel-trades");
|
||||
@@ -76,6 +77,7 @@
|
||||
let selectedQuoteId = null;
|
||||
let editingQuoteId = null;
|
||||
let archiveContentTab = "trades";
|
||||
let archiveProduct = "perp";
|
||||
let quoteDayTrades = [];
|
||||
let quoteDayTradesDay = "";
|
||||
let quoteDayTradesReq = 0;
|
||||
@@ -416,6 +418,44 @@
|
||||
syncPeriodUI();
|
||||
}
|
||||
|
||||
function isOptionsProduct() {
|
||||
return archiveProduct === "options";
|
||||
}
|
||||
|
||||
function syncProductUI() {
|
||||
document.body.classList.toggle("archive-product-options", isOptionsProduct());
|
||||
if (elProductTabs) {
|
||||
elProductTabs.querySelectorAll(".archive-product-tab").forEach(function (btn) {
|
||||
const on = btn.getAttribute("data-archive-product") === archiveProduct;
|
||||
btn.classList.toggle("is-active", on);
|
||||
btn.setAttribute("aria-selected", on ? "true" : "false");
|
||||
});
|
||||
}
|
||||
if (isOptionsProduct()) {
|
||||
setChartOpen(false);
|
||||
if (archiveContentTab === "viz") setArchiveContentTab("trades");
|
||||
}
|
||||
}
|
||||
|
||||
function setArchiveProduct(product) {
|
||||
const next = product === "options" ? "options" : "perp";
|
||||
if (next === archiveProduct) return;
|
||||
archiveProduct = next;
|
||||
selected = null;
|
||||
selectedTradeKey = null;
|
||||
syncProductUI();
|
||||
void loadDailyTrades();
|
||||
void loadCalendar();
|
||||
}
|
||||
|
||||
function dailyTradesApiPath() {
|
||||
return isOptionsProduct() ? "/api/archive/options/daily-trades" : "/api/archive/daily-trades";
|
||||
}
|
||||
|
||||
function calendarApiPath() {
|
||||
return isOptionsProduct() ? "/api/archive/options/calendar" : "/api/archive/calendar";
|
||||
}
|
||||
|
||||
function queryDailyParams() {
|
||||
const q = new URLSearchParams();
|
||||
q.set("period", periodMode);
|
||||
@@ -430,7 +470,7 @@
|
||||
if (ex) q.set("exchange_key", ex);
|
||||
if (elFilterProfit && elFilterProfit.checked) q.set("filter_profit", "1");
|
||||
if (elFilterLoss && elFilterLoss.checked) q.set("filter_loss", "1");
|
||||
if (elFilterSick && elFilterSick.checked) q.set("filter_sick", "1");
|
||||
if (!isOptionsProduct() && elFilterSick && elFilterSick.checked) q.set("filter_sick", "1");
|
||||
if (elSearch && elSearch.value.trim()) q.set("search", elSearch.value.trim());
|
||||
return q.toString();
|
||||
}
|
||||
@@ -554,7 +594,7 @@
|
||||
return q;
|
||||
},
|
||||
fetchFn: async function (q) {
|
||||
const r = await apiFetch("/api/archive/calendar?" + q.toString());
|
||||
const r = await apiFetch(calendarApiPath() + "?" + q.toString());
|
||||
return r.json();
|
||||
},
|
||||
parseResponse: function (data) {
|
||||
@@ -1089,7 +1129,7 @@
|
||||
elQuoteDayTradesBody.innerHTML = '<p class="archive-empty">加载当日已平仓…</p>';
|
||||
if (elQuoteDayTradesMeta) elQuoteDayTradesMeta.textContent = day;
|
||||
try {
|
||||
const r = await apiFetch("/api/archive/daily-trades?" + q.toString());
|
||||
const r = await apiFetch(dailyTradesApiPath() + "?" + q.toString());
|
||||
const j = await r.json();
|
||||
if (req !== quoteDayTradesReq) return;
|
||||
if (!r.ok) {
|
||||
@@ -1827,6 +1867,80 @@
|
||||
return;
|
||||
}
|
||||
const pageRows = pagedDailyTrades();
|
||||
if (isOptionsProduct()) {
|
||||
elTrades.innerHTML =
|
||||
'<table class="archive-trades-table"><thead><tr>' +
|
||||
"<th>交易所</th><th>标的</th><th>合约/来源</th><th>开仓时间</th><th>平仓时间</th><th>持仓</th>" +
|
||||
"<th>类型</th><th>策略</th><th>盈亏</th><th>权利金</th><th>复盘</th>" +
|
||||
"</tr></thead><tbody>" +
|
||||
pageRows
|
||||
.map(function (t) {
|
||||
const rowKey = tradeRowKey(t);
|
||||
const active = rowKey && rowKey === selectedTradeKey ? " is-active" : "";
|
||||
const holdMin =
|
||||
t.hold_minutes != null
|
||||
? t.hold_minutes
|
||||
: t.hold_seconds != null
|
||||
? Number(t.hold_seconds) / 60
|
||||
: null;
|
||||
const optLabel =
|
||||
t.source_label ||
|
||||
t.source_type ||
|
||||
(t.opt_type === "C" || t.opt_type === "CALL"
|
||||
? "Call"
|
||||
: t.opt_type === "P" || t.opt_type === "PUT"
|
||||
? "Put"
|
||||
: "—");
|
||||
const pnl = t.pnl_amount != null ? t.pnl_amount : t.realized_pnl_total;
|
||||
return (
|
||||
'<tr class="archive-trade-row' +
|
||||
active +
|
||||
'" data-key="' +
|
||||
esc(rowKey) +
|
||||
'">' +
|
||||
"<td>" +
|
||||
esc(tradeRowExchange(t)) +
|
||||
"</td>" +
|
||||
'<td class="archive-symbol">' +
|
||||
esc(t.underlying || "—") +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(t.inst_id || t.source_label || "—") +
|
||||
"</td>" +
|
||||
'<td class="archive-dt">' +
|
||||
fmtDt(t.opened_at) +
|
||||
"</td>" +
|
||||
'<td class="archive-dt">' +
|
||||
fmtDt(t.closed_at) +
|
||||
"</td>" +
|
||||
'<td class="archive-hold">' +
|
||||
fmtDurationMinutes(holdMin) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(optLabel) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
esc(t.strategy_tag || "—") +
|
||||
"</td>" +
|
||||
'<td class="' +
|
||||
pnlClass(pnl) +
|
||||
'">' +
|
||||
fmtPnl(pnl) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
fmtVolStat(t.premium_total != null ? t.premium_total : t.premium_paid) +
|
||||
"</td>" +
|
||||
"<td>" +
|
||||
(t.reviewed ? "已复盘" : "—") +
|
||||
"</td>" +
|
||||
"</tr>"
|
||||
);
|
||||
})
|
||||
.join("") +
|
||||
"</tbody></table>";
|
||||
updateTradesPager();
|
||||
return;
|
||||
}
|
||||
elTrades.innerHTML =
|
||||
'<table class="archive-trades-table"><thead><tr>' +
|
||||
"<th>交易所</th><th>合约</th><th>开仓类型</th><th>开仓时间</th><th>平仓时间</th><th>持仓时长</th>" +
|
||||
@@ -2051,7 +2165,7 @@
|
||||
|
||||
async function loadDailyTrades() {
|
||||
setStatus("加载交易记录…");
|
||||
const r = await apiFetch("/api/archive/daily-trades?" + queryDailyParams());
|
||||
const r = await apiFetch(dailyTradesApiPath() + "?" + queryDailyParams());
|
||||
const j = await r.json();
|
||||
if (!r.ok) {
|
||||
setStatus(j.detail || "加载失败");
|
||||
@@ -2080,7 +2194,8 @@
|
||||
void loadCalendar();
|
||||
if (archiveContentTab === "quotes") void loadQuoteDayTrades();
|
||||
setStatus(
|
||||
(periodLabel || tradingDay || "当日") +
|
||||
(isOptionsProduct() ? "期权 · " : "永续 · ") +
|
||||
(periodLabel || tradingDay || "当日") +
|
||||
" · 列表 " +
|
||||
dailyTrades.length +
|
||||
" 笔 · " +
|
||||
@@ -2105,6 +2220,7 @@
|
||||
|
||||
function formatSyncSummary(j) {
|
||||
const results = j.results || [];
|
||||
const optResults = j.options_results || [];
|
||||
const okN = results.filter(function (x) {
|
||||
return x.ok !== false;
|
||||
}).length;
|
||||
@@ -2118,6 +2234,19 @@
|
||||
parts.push(line);
|
||||
}
|
||||
});
|
||||
optResults.forEach(function (row) {
|
||||
const label = (row.exchange_key || row.name || "?") + "期权";
|
||||
if (row.ok === false) parts.push(label + " 失败: " + (row.msg || "未知错误"));
|
||||
else {
|
||||
let line =
|
||||
label +
|
||||
" " +
|
||||
(row.trade_count != null ? row.trade_count : row.trades_upserted || 0) +
|
||||
" 笔";
|
||||
if (row.trades_removed > 0) line += " 清" + row.trades_removed;
|
||||
parts.push(line);
|
||||
}
|
||||
});
|
||||
return parts.join(" · ");
|
||||
}
|
||||
|
||||
@@ -2217,6 +2346,13 @@
|
||||
setArchiveContentTab(btn.getAttribute("data-archive-tab") || "trades");
|
||||
});
|
||||
}
|
||||
if (elProductTabs) {
|
||||
elProductTabs.addEventListener("click", function (ev) {
|
||||
const btn = ev.target.closest(".archive-product-tab");
|
||||
if (!btn) return;
|
||||
setArchiveProduct(btn.getAttribute("data-archive-product") || "perp");
|
||||
});
|
||||
}
|
||||
if (elTfTabs) {
|
||||
elTfTabs.addEventListener("click", function (ev) {
|
||||
const btn = ev.target.closest(".archive-tf-btn");
|
||||
@@ -2249,6 +2385,7 @@
|
||||
syncPeriodUI();
|
||||
syncTradesLayout();
|
||||
bindEvents();
|
||||
syncProductUI();
|
||||
setArchiveContentTab("trades");
|
||||
inited = true;
|
||||
}
|
||||
|
||||
@@ -16,7 +16,7 @@
|
||||
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
|
||||
<link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
|
||||
<noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
|
||||
<link rel="stylesheet" href="/assets/app.css?v=20260724-display-hide" />
|
||||
<link rel="stylesheet" href="/assets/app.css?v=20260724-opt-archive" />
|
||||
<link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
|
||||
<link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
|
||||
<script src="/assets/account_risk_badge.js?v=4"></script>
|
||||
@@ -451,7 +451,11 @@
|
||||
<div id="page-archive" class="page hidden">
|
||||
<div class="page-head">
|
||||
<h1><span class="head-tag">IN</span> 内照明心</h1>
|
||||
<p class="page-desc">交易记录 · 交易日历 · 图表概览 · 复盘语录</p>
|
||||
<p class="page-desc">永续 / 期权交易记录 · 交易日历 · 图表概览 · 复盘语录</p>
|
||||
</div>
|
||||
<div class="archive-product-tabs" id="archive-product-tabs" role="tablist" aria-label="品种">
|
||||
<button type="button" class="archive-product-tab is-active" role="tab" aria-selected="true" data-archive-product="perp">永续</button>
|
||||
<button type="button" class="archive-product-tab" role="tab" aria-selected="false" data-archive-product="options">期权</button>
|
||||
</div>
|
||||
<div class="archive-toolbar toolbar">
|
||||
<label class="chk-label archive-toolbar-desktop"><input type="checkbox" id="archive-filter-profit" /> 盈利单</label>
|
||||
@@ -1673,7 +1677,7 @@
|
||||
<script src="/assets/calculator.js?v=20260715-calc-tabs"></script>
|
||||
<script src="/assets/compare.js?v=20260723-compare"></script>
|
||||
<script src="/assets/trade_stats_calendar.js?v=3"></script>
|
||||
<script src="/assets/archive.js?v=20260717-archive-cal-chart"></script>
|
||||
<script src="/assets/archive.js?v=20260724-opt-archive"></script>
|
||||
<script src="/assets/quotes.js?v=20260717-quotes-feed"></script>
|
||||
<script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
|
||||
<script src="/assets/dashboard.js?v=20260723-hide-pnl"></script>
|
||||
|
||||
@@ -0,0 +1,69 @@
|
||||
"""期权档案缓存 upsert / 列表 / 日历."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
|
||||
from lib.hub.hub_options_archive_lib import (
|
||||
init_options_archive_db,
|
||||
list_archive_options_calendar,
|
||||
list_daily_options_trades,
|
||||
upsert_options_trades_cache,
|
||||
)
|
||||
|
||||
|
||||
class TestHubOptionsArchive(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self._td = tempfile.TemporaryDirectory()
|
||||
self.db = Path(self._td.name) / "hub_symbol_archive.db"
|
||||
init_options_archive_db(self.db)
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self._td.cleanup()
|
||||
|
||||
def test_upsert_and_list_daily(self) -> None:
|
||||
trades = [
|
||||
{
|
||||
"history_key": "local_opt:1",
|
||||
"source_type": "option_spot",
|
||||
"source_label": "纯期权",
|
||||
"underlying": "ETH",
|
||||
"inst_id": "ETH-USD-250725-3200-C",
|
||||
"opt_type": "C",
|
||||
"opened_at": "2026-07-20 10:00:00",
|
||||
"closed_at": "2026-07-20 16:00:00",
|
||||
"hold_seconds": 21600,
|
||||
"realized_pnl_total": 12.5,
|
||||
"premium_paid": 8.0,
|
||||
"reviewed": True,
|
||||
"strategy_tag": "假突破",
|
||||
},
|
||||
{
|
||||
"history_key": "local_opt:2",
|
||||
"source_type": "option_spot",
|
||||
"underlying": "ETH",
|
||||
"opened_at": "2026-07-19 10:00:00",
|
||||
"closed_at": "2026-07-19 12:00:00",
|
||||
"realized_pnl_total": -3.0,
|
||||
"excluded_as_hedge_leg": 1,
|
||||
},
|
||||
]
|
||||
r = upsert_options_trades_cache("okx", trades, db_path=self.db)
|
||||
self.assertEqual(r["upserted"], 1)
|
||||
payload = list_daily_options_trades(
|
||||
"2026-07-20",
|
||||
period="today",
|
||||
db_path=self.db,
|
||||
)
|
||||
self.assertEqual(len(payload["trades"]), 1)
|
||||
self.assertEqual(payload["trades"][0]["history_key"], "local_opt:1")
|
||||
self.assertAlmostEqual(payload["stats"]["pnl_total"], 12.5)
|
||||
cal = list_archive_options_calendar(2026, 7, db_path=self.db)
|
||||
self.assertIn("2026-07-20", cal["days"])
|
||||
self.assertEqual(cal["days"]["2026-07-20"]["open_count"], 1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user