feat: add hub fund overview tab with 180-day equity curves
Add /funds page for total and per-account balance (funding+trading), drawdown, and daily snapshots from monitor board aggregation. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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"""中控资金概况：分户日快照（180 交易日）、总资金曲线与回撤。"""
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from __future__ import annotations
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import json
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import os
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from datetime import datetime, timedelta
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from pathlib import Path
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from typing import Any, Optional
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from hub_trades_lib import current_trading_day
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HUB_DIR = Path(__file__).resolve().parent / "manual_trading_hub"
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FUND_HISTORY_PATH = HUB_DIR / "hub_fund_history.json"
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LEGACY_FUND_HISTORY_PATH = HUB_DIR / "hub_ai_fund_history.json"
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try:
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FUND_HISTORY_DAYS = max(30, int(os.getenv("HUB_FUND_HISTORY_DAYS", "180") or "180"))
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except ValueError:
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FUND_HISTORY_DAYS = 180
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def _now_str() -> str:
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return datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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def _safe_float(value: Any) -> Optional[float]:
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try:
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v = float(value)
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return v if v >= 0 else None
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except (TypeError, ValueError):
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return None
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def account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
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"""资金户 + 交易户；任一侧缺失则不计入（返回 None）。"""
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fu = _safe_float(funding)
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tu = _safe_float(trading)
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if fu is None or tu is None:
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return None
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return round(fu + tu, 4)
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def compute_drawdown(values: list[float]) -> dict[str, Any]:
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"""基于资金权益序列计算峰值回撤（U 与 %）。"""
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peak = 0.0
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max_dd_u = 0.0
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peak_at_end = 0.0
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for v in values:
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if not isinstance(v, (int, float)):
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continue
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fv = float(v)
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if fv > peak:
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peak = fv
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dd = peak - fv
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if dd > max_dd_u:
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max_dd_u = dd
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peak_at_end = peak
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max_dd_u = round(max_dd_u, 4)
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peak_at_end = round(peak_at_end, 4)
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max_dd_pct = round((max_dd_u / peak_at_end) * 100, 2) if peak_at_end > 0 else None
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return {
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"peak_usdt": peak_at_end,
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"max_drawdown_u": max_dd_u,
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"max_drawdown_pct": max_dd_pct,
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}
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def _atomic_write(path: Path, data: dict) -> None:
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path.parent.mkdir(parents=True, exist_ok=True)
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tmp = path.with_suffix(path.suffix + ".tmp")
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tmp.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
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os.replace(tmp, path)
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def _prune_days(days: dict, *, keep_days: int, anchor_day: str) -> dict:
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try:
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anchor = datetime.strptime(anchor_day[:10], "%Y-%m-%d")
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except ValueError:
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anchor = datetime.now()
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cutoff = (anchor - timedelta(days=max(1, keep_days) - 1)).strftime("%Y-%m-%d")
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return {k: v for k, v in (days or {}).items() if str(k) >= cutoff}
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def _migrate_legacy_store(days: dict) -> dict:
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if not LEGACY_FUND_HISTORY_PATH.is_file():
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return days
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try:
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loaded = json.loads(LEGACY_FUND_HISTORY_PATH.read_text(encoding="utf-8"))
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legacy_days = loaded.get("days") if isinstance(loaded, dict) else {}
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if not isinstance(legacy_days, dict):
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return days
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merged = dict(days)
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for day, block in legacy_days.items():
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if day in merged:
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continue
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if isinstance(block, dict) and block.get("accounts"):
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merged[day] = block
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return merged
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except Exception:
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return days
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def _load_store() -> dict:
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if not FUND_HISTORY_PATH.is_file():
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store = {"version": 1, "days": _migrate_legacy_store({})}
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if store["days"]:
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_atomic_write(FUND_HISTORY_PATH, store)
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return store
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try:
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loaded = json.loads(FUND_HISTORY_PATH.read_text(encoding="utf-8"))
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if isinstance(loaded, dict):
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loaded.setdefault("version", 1)
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days = dict(loaded.get("days") or {})
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loaded["days"] = _migrate_legacy_store(days)
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return loaded
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except Exception:
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pass
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return {"version": 1, "days": {}}
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def record_fund_snapshot(
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trading_day: str,
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accounts: list[dict],
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*,
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keep_days: int = FUND_HISTORY_DAYS,
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reset_hour: int = 8,
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) -> dict[str, Any]:
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"""写入当日各户资金账户/交易账户余额，并裁剪历史。"""
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day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
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store = _load_store()
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days = dict(store.get("days") or {})
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row_accounts: dict[str, dict] = {}
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for ac in accounts or []:
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key = str(ac.get("key") or ac.get("id") or "").strip()
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if not key:
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continue
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if not ac.get("monitored"):
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continue
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fu = _safe_float(ac.get("funding_usdt"))
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tu = _safe_float(ac.get("trading_usdt"))
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total = account_total_usdt(fu, tu)
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if total is None:
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continue
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row_accounts[key] = {
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"name": ac.get("name"),
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"funding_usdt": fu,
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"trading_usdt": tu,
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"total_usdt": total,
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"recorded_at": _now_str(),
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}
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if row_accounts:
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days[day] = {"accounts": row_accounts, "updated_at": _now_str()}
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days = _prune_days(days, keep_days=keep_days, anchor_day=day)
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_atomic_write(FUND_HISTORY_PATH, {"version": 1, "days": days})
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return days
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def record_fund_snapshot_from_board(
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rows: list[dict],
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*,
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keep_days: int = FUND_HISTORY_DAYS,
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reset_hour: int = 8,
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) -> dict[str, Any]:
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"""监控板行写入当日快照（仅 account_ok 且资金/交易户齐全）。"""
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day = current_trading_day(reset_hour=reset_hour)
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accounts = []
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for row in rows or []:
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if not isinstance(row, dict):
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continue
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if not row.get("account_ok"):
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continue
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accounts.append(
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{
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"key": row.get("key") or row.get("id"),
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"name": row.get("name"),
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"funding_usdt": row.get("funding_usdt"),
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"trading_usdt": row.get("trading_usdt"),
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"monitored": True,
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}
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)
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return record_fund_snapshot(day, accounts, keep_days=keep_days, reset_hour=reset_hour)
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def get_fund_history(*, anchor_day: str, keep_days: int = FUND_HISTORY_DAYS) -> dict[str, dict]:
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store = _load_store()
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return _prune_days(
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dict(store.get("days") or {}),
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keep_days=keep_days,
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anchor_day=anchor_day,
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)
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def _exchange_monitored(ex: dict) -> bool:
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return bool(ex.get("enabled")) and not bool(ex.get("env_disabled"))
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def _live_row_for_exchange(ex: dict, rows_by_key: dict[str, dict]) -> Optional[dict]:
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key = str(ex.get("key") or "").strip()
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if not key:
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return None
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return rows_by_key.get(key)
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def _series_from_history(
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history: dict[str, dict],
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account_keys: list[str],
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) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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for day in sorted(history.keys()):
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block = history.get(day) or {}
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ac_map = block.get("accounts") or {}
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total = 0.0
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n = 0
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for key in account_keys:
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ac = ac_map.get(key) or {}
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t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
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if t is None:
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t = _safe_float(ac.get("total_usdt"))
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if t is None:
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continue
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total += t
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n += 1
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if n > 0:
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out.append({"day": day, "total_usdt": round(total, 4)})
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return out
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def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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for day in sorted(history.keys()):
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ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
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t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
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if t is None:
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t = _safe_float(ac.get("total_usdt"))
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if t is None:
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continue
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out.append(
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{
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"day": day,
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"total_usdt": t,
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"funding_usdt": _safe_float(ac.get("funding_usdt")),
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"trading_usdt": _safe_float(ac.get("trading_usdt")),
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}
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)
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return out
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def build_fund_overview(
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exchanges: list[dict],
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*,
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board_rows: Optional[list[dict]] = None,
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trading_day: Optional[str] = None,
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keep_days: int = FUND_HISTORY_DAYS,
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reset_hour: int = 8,
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updated_at: Optional[str] = None,
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) -> dict[str, Any]:
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day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
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history = get_fund_history(anchor_day=day, keep_days=keep_days)
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rows_by_key: dict[str, dict] = {}
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for row in board_rows or []:
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if isinstance(row, dict):
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k = str(row.get("key") or "").strip()
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if k:
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rows_by_key[k] = row
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monitored_keys: list[str] = []
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accounts_out: list[dict[str, Any]] = []
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live_total = 0.0
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live_known = 0
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for ex in exchanges or []:
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key = str(ex.get("key") or "").strip()
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monitored = _exchange_monitored(ex)
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row = _live_row_for_exchange(ex, rows_by_key) if monitored else None
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fu = tu = total = None
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data_ok = False
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if monitored and row and row.get("account_ok"):
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fu = _safe_float(row.get("funding_usdt"))
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tu = _safe_float(row.get("trading_usdt"))
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total = account_total_usdt(fu, tu)
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data_ok = total is not None
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if data_ok:
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live_total += total
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live_known += 1
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series = _account_series(history, key) if monitored and key else []
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dd = compute_drawdown([p["total_usdt"] for p in series]) if series else {
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"peak_usdt": None,
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"max_drawdown_u": None,
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"max_drawdown_pct": None,
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}
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day_delta = None
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if series:
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if len(series) >= 2:
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day_delta = round(series[-1]["total_usdt"] - series[-2]["total_usdt"], 4)
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elif data_ok and total is not None:
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day_delta = round(total - series[-1]["total_usdt"], 4)
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accounts_out.append(
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{
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"id": ex.get("id"),
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"key": key,
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"name": ex.get("name") or key,
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"monitored": monitored,
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"data_ok": data_ok,
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"funding_usdt": fu,
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"trading_usdt": tu,
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"total_usdt": total,
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"series": series,
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"drawdown": dd,
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"day_delta_usdt": day_delta,
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}
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)
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if monitored and key:
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monitored_keys.append(key)
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total_series = _series_from_history(history, monitored_keys)
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if live_known > 0:
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last_day = total_series[-1]["day"] if total_series else None
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live_point = round(live_total, 4)
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if last_day == day and total_series:
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total_series[-1]["total_usdt"] = live_point
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total_series[-1]["live"] = True
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else:
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total_series.append({"day": day, "total_usdt": live_point, "live": True})
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total_dd = compute_drawdown([p["total_usdt"] for p in total_series]) if total_series else {
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"peak_usdt": None,
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"max_drawdown_u": None,
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"max_drawdown_pct": None,
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}
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total_day_delta = None
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if total_series:
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if len(total_series) >= 2:
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total_day_delta = round(
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total_series[-1]["total_usdt"] - total_series[-2]["total_usdt"], 4
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)
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return {
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"ok": True,
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"trading_day": day,
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"reset_hour": reset_hour,
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"keep_days": keep_days,
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"updated_at": updated_at,
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"totals": {
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"monitored_count": len(monitored_keys),
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"live_known_count": live_known,
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"total_usdt": round(live_total, 4) if live_known > 0 else None,
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"day_delta_usdt": total_day_delta,
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"series": total_series,
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"drawdown": total_dd,
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},
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"accounts": accounts_out,
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}
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def format_fund_history_text(
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history: dict[str, dict],
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*,
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account_names: Optional[dict[str, str]] = None,
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) -> str:
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if not history:
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return "（暂无资金历史快照）"
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names = account_names or {}
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lines = ["【资金快照（资金账户 + 交易账户 USDT）】"]
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for day in sorted(history.keys()):
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block = history.get(day) or {}
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ac_map = block.get("accounts") or {}
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if not ac_map:
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continue
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parts = []
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for key, ac in ac_map.items():
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label = names.get(key) or ac.get("name") or key
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fu = ac.get("funding_usdt")
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tu = ac.get("trading_usdt")
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tot = ac.get("total_usdt")
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if tot is None:
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tot = account_total_usdt(fu, tu)
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fu_txt = f"{fu}U" if fu is not None else "未知"
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tu_txt = f"{tu}U" if tu is not None else "未知"
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tot_txt = f"{tot}U" if tot is not None else "未知"
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parts.append(f"{label}: 合计{tot_txt}（资金{fu_txt}/交易{tu_txt}）")
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lines.append(f"- {day}: " + "；".join(parts))
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return "\n".join(lines) if len(lines) > 1 else "（暂无资金历史快照）"
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