feat(hub): add period date range and trade stats to inner-light-mind

Support today/week/month/custom range selection with sick count, PnL, and per-exchange breakdown; update docs.

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

hub_symbol_archive_lib.py

@@ -1195,6 +1195,93 @@ def trading_day_bounds_ms(
     return int(start.timestamp() * 1000), int(end.timestamp() * 1000)
 
 
+def resolve_period_bounds(
+    *,
+    period: str = "",
+    trading_day: str = "",
+    date_from: str = "",
+    date_to: str = "",
+    reset_hour: int = TRADING_DAY_RESET_HOUR,
+) -> tuple[int, int, str, str, str]:
+    """返回 (start_ms, end_ms, date_from, date_to, period_label)。"""
+    td = today_trading_day(reset_hour=reset_hour)
+    p = (period or "today").strip().lower()
+    if p in ("day", "today", ""):
+        d = (trading_day or "").strip()[:10] or td
+        start_ms, end_ms = trading_day_bounds_ms(d, reset_hour=reset_hour)
+        return start_ms, end_ms, d, d, f"本日 {d}"
+    if p == "week":
+        day_dt = datetime.strptime(td, "%Y-%m-%d")
+        monday = day_dt - timedelta(days=day_dt.weekday())
+        df = monday.strftime("%Y-%m-%d")
+        start_ms, _ = trading_day_bounds_ms(df, reset_hour=reset_hour)
+        _, end_ms = trading_day_bounds_ms(td, reset_hour=reset_hour)
+        return start_ms, end_ms, df, td, f"本周 {df}～{td}"
+    if p == "month":
+        day_dt = datetime.strptime(td, "%Y-%m-%d")
+        first = day_dt.replace(day=1)
+        df = first.strftime("%Y-%m-%d")
+        start_ms, _ = trading_day_bounds_ms(df, reset_hour=reset_hour)
+        _, end_ms = trading_day_bounds_ms(td, reset_hour=reset_hour)
+        return start_ms, end_ms, df, td, f"本月 {df}～{td}"
+    if p == "range":
+        df = (date_from or "").strip()[:10] or td
+        dt = (date_to or "").strip()[:10] or df
+        if df > dt:
+            df, dt = dt, df
+        start_ms, _ = trading_day_bounds_ms(df, reset_hour=reset_hour)
+        _, end_ms = trading_day_bounds_ms(dt, reset_hour=reset_hour)
+        label = f"区间 {df}～{dt}" if df != dt else f"区间 {df}"
+        return start_ms, end_ms, df, dt, label
+    d = (trading_day or "").strip()[:10] or td
+    start_ms, end_ms = trading_day_bounds_ms(d, reset_hour=reset_hour)
+    return start_ms, end_ms, d, d, f"本日 {d}"
+
+
+def _compute_period_stats(trade_rows: list[dict[str, Any]]) -> dict[str, Any]:
+    total = len(trade_rows)
+    sick = 0
+    pnl_all = 0.0
+    pnl_ex = 0.0
+    by_ex: dict[str, dict[str, Any]] = {}
+    for td_row in trade_rows:
+        ex = str(td_row.get("exchange_key") or "?")
+        pnl = float(td_row.get("pnl_amount") or 0)
+        tag = str(td_row.get("behavior_tag") or "")
+        is_sick = tag == "sick"
+        if is_sick:
+            sick += 1
+        pnl_all += pnl
+        if not is_sick:
+            pnl_ex += pnl
+        if ex not in by_ex:
+            by_ex[ex] = {
+                "open_count": 0,
+                "sick_count": 0,
+                "pnl_total": 0.0,
+                "pnl_ex_sick": 0.0,
+            }
+        bucket = by_ex[ex]
+        bucket["open_count"] += 1
+        bucket["pnl_total"] += pnl
+        if is_sick:
+            bucket["sick_count"] += 1
+        else:
+            bucket["pnl_ex_sick"] += pnl
+    for ex in by_ex:
+        by_ex[ex]["pnl_total"] = round(by_ex[ex]["pnl_total"], 4)
+        by_ex[ex]["pnl_ex_sick"] = round(by_ex[ex]["pnl_ex_sick"], 4)
+    sick_pct = round(sick / total * 100, 1) if total else 0.0
+    return {
+        "open_count": total,
+        "sick_count": sick,
+        "sick_pct": sick_pct,
+        "pnl_total": round(pnl_all, 4),
+        "pnl_ex_sick": round(pnl_ex, 4),
+        "by_exchange": by_ex,
+    }
+
+
 def list_review_quotes(*, db_path: Path | None = None) -> list[dict[str, Any]]:
     init_db(db_path)
     conn = _connect(db_path)
@@ -1310,6 +1397,9 @@ def delete_review_quote(quote_id: int, *, db_path: Path | None = None) -> bool:
 def list_daily_trades(
     trading_day: str = "",
     *,
+    period: str = "",
+    date_from: str = "",
+    date_to: str = "",
     exchange_key: str = "",
     filter_profit: bool = False,
     filter_loss: bool = False,
@@ -1317,10 +1407,15 @@ def list_daily_trades(
     search: str = "",
     db_path: Path | None = None,
 ) -> dict[str, Any]:
-    """按交易日列出开仓记录（默认当日），含各所开仓统计。"""
+    """按日期区间列出开仓记录（本日/本周/本月/自选），含犯病与盈亏统计。"""
     init_db(db_path)
-    td = (trading_day or "").strip()[:10] or today_trading_day()
-    start_ms, end_ms = trading_day_bounds_ms(td)
+    p = (period or "today").strip().lower() or "today"
+    start_ms, end_ms, df, dt, period_label = resolve_period_bounds(
+        period=p,
+        trading_day=trading_day,
+        date_from=date_from,
+        date_to=date_to,
+    )
     ex_filter = (exchange_key or "").strip().lower()
     conn = _connect(db_path)
     try:
@@ -1329,15 +1424,6 @@ def list_daily_trades(
         if ex_filter:
             where += " AND exchange_key=?"
             params.append(ex_filter)
-        stat_rows = conn.execute(
-            f"""
-            SELECT exchange_key, COUNT(*) AS open_count
-            FROM archive_trade_cache
-            WHERE {where}
-            GROUP BY exchange_key
-            """,
-            params,
-        ).fetchall()
         rows = conn.execute(
             f"""
             SELECT * FROM archive_trade_cache
@@ -1347,6 +1433,7 @@ def list_daily_trades(
             params,
         ).fetchall()
         overlays_by_ex: dict[str, dict[int, dict]] = {}
+        all_rows: list[dict[str, Any]] = []
         trades: list[dict[str, Any]] = []
         q = (search or "").strip().lower()
         for r in rows:
@@ -1354,6 +1441,7 @@ def list_daily_trades(
             if ex_k not in overlays_by_ex:
                 overlays_by_ex[ex_k] = load_overlays(ex_k, db_path=db_path)
             td_row = _trade_row_to_dict(r, overlays_by_ex[ex_k].get(int(r["trade_id"])))
+            all_rows.append(td_row)
             pnl = float(td_row.get("pnl_amount") or 0)
             tag = td_row.get("behavior_tag") or ""
             if filter_profit and pnl <= 0.0001:
@@ -1378,16 +1466,14 @@ def list_daily_trades(
                 if q not in blob:
                     continue
             trades.append(td_row)
-        by_exchange = {
-            str(sr["exchange_key"]): int(sr["open_count"] or 0) for sr in stat_rows
-        }
         return {
-            "trading_day": td,
+            "period": p,
+            "period_label": period_label,
+            "trading_day": dt,
+            "date_from": df,
+            "date_to": dt,
             "trades": trades,
-            "stats": {
-                "open_count": sum(by_exchange.values()),
-                "by_exchange": by_exchange,
-            },
+            "stats": _compute_period_stats(all_rows),
         }
     finally:
         conn.close()