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_okx/app.py

@@ -201,6 +201,7 @@ 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
 
 
 def load_env_file(path):
@@ -1411,6 +1412,8 @@ def init_db():
         "ALTER TABLE trade_records ADD COLUMN exchange_opened_at TEXT",
         "ALTER TABLE trade_records ADD COLUMN exchange_closed_at TEXT",
         "ALTER TABLE trade_records ADD COLUMN exchange_sync_key TEXT",
+        "ALTER TABLE trade_records ADD COLUMN exchange_turnover_usdt REAL",
+        "ALTER TABLE trade_records ADD COLUMN exchange_commission_usdt REAL",
     ):
         try:
             c.execute(ddl)
@@ -2254,6 +2257,8 @@ 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()
@@ -2270,7 +2275,7 @@ def insert_trade_record(
         or entry_reason_for_monitor_type(monitor_type)
         or ""
     )
-    conn.execute(
+    cur = conn.execute(
         "INSERT INTO trade_records (symbol,monitor_type,key_signal_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id,entry_reason,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
         (
             symbol, monitor_type, kst, direction, trigger_price, snap_sl, snap_sl, take_profit,
@@ -2280,6 +2285,20 @@ def insert_trade_record(
             trend_plan_id,
         )
     )
+    tid = int(cur.lastrowid or 0)
+    if attach_exchange_stats and tid:
+        ex_sym = (exchange_symbol or "").strip() or normalize_exchange_symbol(symbol)
+        _attach_okx_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):
@@ -3392,6 +3411,55 @@ def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, cl
     return all_side_candidates[-20:]
 
 
+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
+):
+    if not (OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE):
+        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
+    if closed_ms is not None:
+        closed_ms += 6 * 60 * 60 * 1000
+    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=(OKX_POS_MODE == "hedge"),
+        close_buffer_ms=0,
+    )
+
+
+def _attach_okx_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 (OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE):
+        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
+        )
+
+    try:
+        attach_exchange_stats_to_trade(conn, trade_id, fetch_fills=_fetch, contract_size=contract_size)
+    except Exception:
+        pass
+
+
 def calc_weighted_exit_price(trades):
     if not trades:
         return None