修复币安交易记录

crypto_monitor_binance/app.py

@@ -180,7 +180,7 @@ BINANCE_PNL_INCLUDE_FUNDING = os.getenv("BINANCE_PNL_INCLUDE_FUNDING", "false").
 # 与币安 App 仓位历史对齐目标误差（USDT）
 BINANCE_PNL_MATCH_TOLERANCE = max(0.01, float(os.getenv("BINANCE_PNL_MATCH_TOLERANCE", "0.05")))
 _LAST_EXCHANGE_PNL_SYNC_AT = 0.0
-_BINANCE_CLOSED_POS_CACHE = {"at": 0.0, "hist": []}
+_BINANCE_CLOSED_POS_CACHE = {"at": 0.0, "hist": [], "trade_counts": {}, "last_err": {}}
 KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
 AUTO_TRANSFER_ENABLED = os.getenv("AUTO_TRANSFER_ENABLED", "false").lower() == "true"
 AUTO_TRANSFER_AMOUNT = float(os.getenv("AUTO_TRANSFER_AMOUNT", "30"))
@@ -5484,13 +5484,34 @@ def api_sync_exchange_pnl():
     matched = 0
     for r in rows:
         tr = conn.execute(
-            "SELECT exchange_sync_key FROM trade_records WHERE id=?", (int(r["id"]),)
+            "SELECT exchange_realized_pnl, exchange_sync_key FROM trade_records WHERE id=?",
+            (int(r["id"]),),
         ).fetchone()
-        if tr and str(tr["exchange_sync_key"] or "").startswith("pos|"):
+        if tr and tr["exchange_realized_pnl"] is not None:
             matched += 1
     conn.commit()
     conn.close()
-    return jsonify({"ok": True, "synced": matched, "candidates": len(rows), "positions": len(_BINANCE_CLOSED_POS_CACHE.get("hist") or [])})
+    tc = _BINANCE_CLOSED_POS_CACHE.get("trade_counts") or {}
+    trade_n = sum(int(v) for v in tc.values())
+    pos_n = len(_BINANCE_CLOSED_POS_CACHE.get("hist") or [])
+    err = _BINANCE_CLOSED_POS_CACHE.get("last_err") or {}
+    msg = f"成交 {trade_n} 笔，重建仓位 {pos_n} 条，已写入 {matched}/{len(rows)} 条记录"
+    if trade_n == 0:
+        msg += "（未拉到成交，请检查 API 权限/代理/EXCHANGE_POSITION_SYNC_FROM_BJ）"
+    if pos_n == 0 and trade_n > 0:
+        msg += "（有成交但未识别出完整平仓，请核对持仓模式 BINANCE_POSITION_MODE）"
+    if err:
+        msg += f" 错误: {err}"
+    return jsonify(
+        {
+            "ok": True,
+            "synced": matched,
+            "candidates": len(rows),
+            "positions": pos_n,
+            "trade_counts": tc,
+            "msg": msg,
+        }
+    )
 
 
 def _coerce_ts_ms(val):
@@ -5522,17 +5543,28 @@ def _unified_symbol_for_match(symbol_str):
 
 def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pages=40):
     """分页拉取成交（Binance userTrades）。"""
+    global _BINANCE_CLOSED_POS_CACHE
     if not (BINANCE_API_KEY and BINANCE_API_SECRET):
+        _BINANCE_CLOSED_POS_CACHE["last_err"][exchange_symbol] = "未配置 API Key"
         return []
     ensure_markets_loaded()
     out = []
     since = int(since_ms) if since_ms else None
     until_ms = int(until_ms) if until_ms else None
-    for _ in range(max_pages):
+    last_err = None
+    for page in range(max_pages):
         try:
             batch = exchange.fetch_my_trades(exchange_symbol, since=since, limit=1000)
-        except Exception:
+        except Exception as e:
-            break
+            last_err = str(e)
+            if page == 0 and since:
+                try:
+                    batch = exchange.fetch_my_trades(exchange_symbol, limit=1000)
+                except Exception as e2:
+                    last_err = str(e2)
+                    break
+            else:
+                break
         if not batch:
             break
         last_ts = None
@@ -5540,8 +5572,6 @@ def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pag
             ts = _coerce_ts_ms(t.get("timestamp"))
             if until_ms and ts and ts > until_ms:
                 continue
-            if since and ts and ts < since:
-                continue
             out.append(t)
             if ts:
                 last_ts = ts
@@ -5550,6 +5580,8 @@ def _fetch_my_trades_paginated(exchange_symbol, since_ms, until_ms=None, max_pag
         if last_ts is None:
             break
         since = last_ts + 1
+    if last_err:
+        _BINANCE_CLOSED_POS_CACHE["last_err"][exchange_symbol] = last_err
     return out
 
 
@@ -5580,8 +5612,11 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
     since_ms = exchange_position_sync_since_ms()
     until_ms = int(time.time() * 1000) + 120_000
     trades_by_symbol = {}
+    trade_counts = {}
     for ex_sym in sym_list:
-        trades_by_symbol[ex_sym] = _fetch_my_trades_paginated(ex_sym, since_ms, until_ms)
+        trades = _fetch_my_trades_paginated(ex_sym, since_ms, until_ms)
+        trades_by_symbol[ex_sym] = trades
+        trade_counts[ex_sym] = len(trades)
 
     def _contract_size(ex_sym):
         try:
@@ -5595,6 +5630,7 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
         unified_symbol_fn=_unified_symbol_for_match,
         position_mode=BINANCE_POSITION_MODE,
         contract_size_fn=_contract_size,
+        since_ms=since_ms,
     )
     prev = list(_BINANCE_CLOSED_POS_CACHE["hist"] or [])
     if prev and not force_refresh:
@@ -5606,6 +5642,7 @@ def fetch_binance_closed_positions_history(symbols=None, force_refresh=False):
         hist = sorted(prev, key=lambda x: int(x.get("close_ms") or 0), reverse=True)
     _BINANCE_CLOSED_POS_CACHE["at"] = now
     _BINANCE_CLOSED_POS_CACHE["hist"] = hist
+    _BINANCE_CLOSED_POS_CACHE["trade_counts"] = trade_counts
     return hist
 
 
@@ -5851,10 +5888,11 @@ def sync_trade_records_from_exchange(conn, force=False):
     except Exception:
         hist = []
     used = set()
-    for tr in candidates:
+    if not force:
-        sk0 = (tr["exchange_sync_key"] if "exchange_sync_key" in tr.keys() else None) or ""
+        for tr in candidates:
-        if sk0 and str(sk0).startswith("pos|"):
+            sk0 = (tr["exchange_sync_key"] if "exchange_sync_key" in tr.keys() else None) or ""
-            used.add(str(sk0).strip())
+            if sk0 and str(sk0).startswith("pos|"):
+                used.add(str(sk0).strip())
     matched = 0
     for tr in candidates:
         pos, _ = match_trade_record_to_position(

crypto_monitor_binance/binance_closed_positions_lib.py

@@ -95,6 +95,7 @@ def rebuild_closed_positions_for_leg(
     position_mode="hedge",
     contract_size=1.0,
     qty_eps=1e-9,
+    since_ms=None,
 ):
     """从按时间排序的成交重建某一方向的已平仓位列表。"""
     legs = [t for t in trades if _trade_belongs_to_direction(t, direction, position_mode)]
@@ -102,6 +103,9 @@ def rebuild_closed_positions_for_leg(
     closed = []
     qty = 0.0
     open_ms = None
+    since_anchor_ms = int(since_ms) if since_ms else None
+    if since_anchor_ms is None and legs:
+        since_anchor_ms = int(legs[0].get("timestamp") or 0) or None
     pnl_accum = 0.0
     close_ms = None
     open_cost = 0.0
@@ -170,7 +174,14 @@ def rebuild_closed_positions_for_leg(
                 cycle_ids.append(tid)
             continue
 
-        if delta < 0 and qty > qty_eps:
+        if delta < 0:
+            if qty <= qty_eps:
+                # 开仓早于拉取窗口：从首笔减仓起视为一段已平仓位
+                qty = abs(delta)
+                open_ms = open_ms or since_anchor_ms or ts
+                pnl_accum = 0.0
+                open_cost = open_qty = close_cost = close_qty = 0.0
+                cycle_ids = []
             reduce = min(qty, abs(delta))
             qty -= reduce
             pnl_accum += trade_pnl_contribution(t)
@@ -192,6 +203,7 @@ def rebuild_closed_positions_from_trades(
     unified_symbol_fn,
     position_mode="hedge",
     contract_size_fn=None,
+    since_ms=None,
 ):
     """
     trades_by_symbol: {exchange_symbol: [ccxt trade dict, ...]}
@@ -216,6 +228,7 @@ def rebuild_closed_positions_from_trades(
                     trades,
                     position_mode=position_mode,
                     contract_size=cs,
+                    since_ms=since_ms,
                 )
             )
     out.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
@@ -229,7 +242,7 @@ def match_trade_record_to_position(
     *,
     unified_symbol_fn,
     to_ms_fn,
-    max_close_delta_ms=90 * 60 * 1000,
+    max_close_delta_ms=120 * 60 * 1000,
     max_open_before_ms=15 * 60 * 1000,
     max_open_after_ms=15 * 86400 * 1000,
 ):

crypto_monitor_binance/templates/index.html

@@ -1009,7 +1009,7 @@ function syncExchangePnl(force){
         body: JSON.stringify({limit: 200, force: !!force})
     }).then(r=>r.json()).then(data=>{
         if(data.ok){
-            alert("已同步 " + (data.synced||0) + " / " + (data.candidates||0) + " 条记录，页面将刷新");
+            alert(data.msg || ("已同步 " + (data.synced||0) + " / " + (data.candidates||0) + " 条记录，页面将刷新"));
             window.location.reload();
         } else {
             alert(data.msg || "同步失败");