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>
2026-06-30 08:05:46 +08:00
parent 865567fbd3
commit 6b872b1f43
13 changed files with 1113 additions and 12 deletions
@@ -0,0 +1,48 @@
+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()