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>
This commit is contained in:
dekun
2026-06-30 08:05:46 +08:00
parent 865567fbd3
commit 6b872b1f43
13 changed files with 1113 additions and 12 deletions
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import sqlite3
import tempfile
import unittest
from datetime import datetime
from pathlib import Path
from zoneinfo import ZoneInfo
from hub_symbol_archive_lib import init_db, list_archive_calendar, upsert_trades_cache, upsert_trade_overlay
def _bj_ms(y, m, d, hh, mm):
dt = datetime(y, m, d, hh, mm, 0, tzinfo=ZoneInfo("Asia/Shanghai"))
return int(dt.timestamp() * 1000)
class ArchiveCalendarTests(unittest.TestCase):
def test_calendar_groups_by_trading_day_and_sick(self):
with tempfile.TemporaryDirectory() as td:
db = Path(td) / "arch.db"
init_db(db)
upsert_trades_cache(
"binance",
[
{
"id": 1,
"symbol": "BTC/USDT",
"direction": "long",
"result": "止盈",
"pnl_amount": 10.0,
"opened_at": "2026-06-18 09:00:00",
"closed_at": "2026-06-18 10:00:00",
"closed_at_ms": _bj_ms(2026, 6, 18, 10, 0),
"exchange_turnover_usdt": 2000.0,
"exchange_commission_usdt": 0.8,
},
{
"id": 2,
"symbol": "ETH/USDT",
"direction": "short",
"result": "止损",
"pnl_amount": -5.0,
"opened_at": "2026-06-18 14:00:00",
"closed_at": "2026-06-18 15:00:00",
"closed_at_ms": _bj_ms(2026, 6, 18, 15, 0),
},
],
db_path=db,
)
upsert_trade_overlay("binance", 2, behavior_tag="sick", db_path=db)
payload = list_archive_calendar(2026, 6, db_path=db)
self.assertEqual(payload["month"], 6)
days = payload["days"]
self.assertTrue(days)
sick_days = [d for d in days.values() if d.get("has_sick")]
self.assertTrue(sick_days)
self.assertGreaterEqual(payload["month_open_count"], 2)
if __name__ == "__main__":
unittest.main()
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import unittest
from trade_exchange_stats_lib import (
aggregate_bilateral_stats,
commission_usdt_from_fill,
filter_position_lifecycle_fills,
merge_commission_prefer_income,
quote_turnover_usdt_from_fill,
)
class TradeExchangeStatsTests(unittest.TestCase):
def test_turnover_from_cost(self):
t = {"cost": 1000.0, "price": 50, "amount": 20}
self.assertEqual(quote_turnover_usdt_from_fill(t), 1000.0)
def test_commission_from_fee(self):
t = {"fee": {"cost": -0.42, "currency": "USDT"}}
self.assertEqual(commission_usdt_from_fill(t), 0.42)
def test_bilateral_aggregate(self):
fills = [
{"side": "buy", "cost": 500, "fee": {"cost": -0.2, "currency": "USDT"}, "timestamp": 1000},
{"side": "sell", "cost": 520, "fee": {"cost": -0.21, "currency": "USDT"}, "timestamp": 2000},
]
stats = aggregate_bilateral_stats(fills)
self.assertIsNotNone(stats)
self.assertEqual(stats["exchange_turnover_usdt"], 1020.0)
self.assertEqual(stats["exchange_commission_usdt"], 0.41)
def test_filter_long_lifecycle(self):
base = 1_700_000_000_000
trades = [
{"side": "buy", "timestamp": base, "cost": 100},
{"side": "sell", "timestamp": base + 60_000, "cost": 110},
{"side": "buy", "timestamp": base + 120_000, "cost": 999},
]
got = filter_position_lifecycle_fills(
trades, "long", base - 1000, base + 90_000, close_buffer_ms=0
)
self.assertEqual(len(got), 2)
def test_prefer_income_commission(self):
self.assertEqual(merge_commission_prefer_income(0.3, 0.45), 0.45)
if __name__ == "__main__":
unittest.main()