feat: 内照明心交易日历与交易所口径成交额/手续费统计

新增按 08:00 切日的月历（盈亏、笔数、犯病日高亮与点击筛选）；平仓时从交易所 fill 写入双边成交额与手续费，统计表与明细同步展示。

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

crypto_monitor_binance/app.py

@@ -202,6 +202,12 @@ from history_window_lib import (
     utc_window_to_utc_sql_strings,
 )
 from trade_result_lib import count_winning_trades, normalize_result_with_pnl
+from trade_exchange_stats_lib import (
+    attach_exchange_stats_to_trade,
+    filter_position_lifecycle_fills,
+    sum_binance_commission_income,
+    trade_ids_from_fills,
+)
 
 def load_env_file(path):
     if not os.path.exists(path):
@@ -1499,6 +1505,8 @@ def init_db():
         ("exchange_opened_at", "ALTER TABLE trade_records ADD COLUMN exchange_opened_at TEXT"),
         ("exchange_closed_at", "ALTER TABLE trade_records ADD COLUMN exchange_closed_at TEXT"),
         ("exchange_sync_key", "ALTER TABLE trade_records ADD COLUMN exchange_sync_key TEXT"),
+        ("exchange_turnover_usdt", "ALTER TABLE trade_records ADD COLUMN exchange_turnover_usdt REAL"),
+        ("exchange_commission_usdt", "ALTER TABLE trade_records ADD COLUMN exchange_commission_usdt REAL"),
     ):
         try:
             c.execute(ddl)
@@ -2644,6 +2652,8 @@ def insert_trade_record(
     key_signal_type=None,
     entry_reason=None,
     trend_plan_id=None,
+    exchange_symbol=None,
+    attach_exchange_stats=True,
 ):
     hold_minutes = calc_hold_minutes(hold_seconds)
     open_ts = opened_at or app_now_str()
@@ -2670,7 +2680,20 @@ def insert_trade_record(
             trend_plan_id,
         )
     )
-    return int(cur.lastrowid or 0)
+    tid = int(cur.lastrowid or 0)
+    if attach_exchange_stats and tid:
+        ex_sym = (exchange_symbol or "").strip() or normalize_exchange_symbol(symbol)
+        _attach_binance_trade_exchange_stats(
+            conn,
+            tid,
+            exchange_symbol=ex_sym,
+            direction=direction,
+            opened_at_str=open_ts,
+            closed_at_str=close_ts,
+            opened_at_ms=open_ts_ms,
+            closed_at_ms=close_ts_ms,
+        )
+    return tid
 
 
 def calc_duration_text(open_str, close_str):
@@ -4265,6 +4288,88 @@ def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, cl
     return _cluster_closing_trades_near_close(all_side_candidates[-5:], int(closed_ms))
 
 
+def fetch_all_position_fills_for_record(
+    exchange_symbol,
+    direction,
+    opened_at_str,
+    closed_at_str=None,
+    opened_at_ms=None,
+    closed_at_ms=None,
+):
+    """持仓生命周期内全部 fill（开+平），用于双边成交额与手续费。"""
+    if not (BINANCE_API_KEY and BINANCE_API_SECRET):
+        return []
+    ensure_markets_loaded()
+    since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
+    closed_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str) if (closed_at_str or closed_at_ms is not None) else None
+    try:
+        trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200)
+    except Exception:
+        trades = []
+    return filter_position_lifecycle_fills(
+        trades or [],
+        direction,
+        since_ms,
+        closed_ms,
+        hedge_mode=(BINANCE_POSITION_MODE == "hedge"),
+    )
+
+
+def _attach_binance_trade_exchange_stats(
+    conn,
+    trade_id,
+    *,
+    exchange_symbol,
+    direction,
+    opened_at_str,
+    closed_at_str,
+    opened_at_ms=None,
+    closed_at_ms=None,
+):
+    if not (BINANCE_API_KEY and BINANCE_API_SECRET):
+        return
+    open_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
+    close_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str)
+    contract_size = 1.0
+    try:
+        ensure_markets_loaded()
+        contract_size = float(exchange.market(exchange_symbol).get("contractSize") or 1)
+    except Exception:
+        pass
+
+    def _fetch():
+        return fetch_all_position_fills_for_record(
+            exchange_symbol,
+            direction,
+            opened_at_str,
+            closed_at_str,
+            opened_at_ms=open_ms,
+            closed_at_ms=close_ms,
+        )
+
+    income_comm = None
+    if open_ms and close_ms:
+        fills_preview = _fetch()
+        trade_ids = trade_ids_from_fills(fills_preview)
+        buffer_ms = 3 * 60 * 1000 if trade_ids else 5 * 60 * 1000
+        entries = _fetch_binance_income_entries(
+            exchange_symbol,
+            max(0, int(open_ms) - buffer_ms),
+            int(close_ms) + buffer_ms,
+        )
+        income_comm = sum_binance_commission_income(entries, trade_ids or None)
+    try:
+        attach_exchange_stats_to_trade(
+            conn,
+            trade_id,
+            fetch_fills=_fetch,
+            contract_size=contract_size,
+            income_commission=income_comm,
+        )
+    except Exception:
+        pass
+
+
 def calc_weighted_exit_price(trades):
     if not trades:
         return None