Add weekend filter, take-profit, and profit column to amp stats.

Long-straddle effective move uses TP on path hit (>=) else abs change; mark Sat/Sun on settlement days. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-23 02:47:20 +08:00
parent 789ab43dbe
commit b64c742fc9
7 changed files with 512 additions and 105 deletions
@@ -13,9 +13,10 @@ from lib.hub.amp_stats_lib import (
    compute_amp_stats,
    export_filename,
    normalize_straddle_premium,
+    normalize_take_profit,
+    normalize_weekend_filter,
+    reframe_amp_stats,
    rows_page,
-    straddle_long_stats,
-    summarize_rows,
 )


@@ -25,6 +26,8 @@ class ComputeBody(BaseModel):
    period: str = "2m"
    custom_days: Optional[int] = None
    straddle_premium: Optional[float] = None
+    take_profit: Optional[float] = None
+    weekend_filter: str = "all"
    page: int = 1
    page_size: int = 20

@@ -33,11 +36,21 @@ class SaveBody(BaseModel):
    result: dict[str, Any] = Field(default_factory=dict)


-class StraddleBody(BaseModel):
-    """已有日表上按权利金重算买跨对照(不拉 K 线)."""
+class ReframeBody(BaseModel):
+    """已有日表上改周末/权利金/止盈(不拉 K 线)."""

-    rows: list[dict[str, Any]] = Field(default_factory=list)
+    rows_all: list[dict[str, Any]] = Field(default_factory=list)
+    symbol: str = "eth"
+    start_hour: int = 16
+    period: str = "2m"
+    sample_days: int = 60
    straddle_premium: Optional[float] = None
+    take_profit: Optional[float] = None
+    weekend_filter: str = "all"
+    price_source: str = ""
+    inst_id: str = ""
+    page: int = 1
+    page_size: int = 20


 def create_amp_stats_router() -> APIRouter:
@@ -62,10 +75,16 @@ def create_amp_stats_router() -> APIRouter:
                {"key": "1y", "label": "1年"},
                {"key": "custom", "label": "自定义"},
            ],
+            "weekend_filters": [
+                {"key": "all", "label": "全部"},
+                {"key": "exclude", "label": "排除周末"},
+                {"key": "only", "label": "仅周末"},
+            ],
            "default_period": "2m",
+            "default_weekend_filter": "all",
            "timeframe": "1H",
            "metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
-            "straddle_note": "买跨对照:双边权利金可设;越过用严格>;盈亏=|收-开|-权利金",
+            "straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
        }

    @router.post("/compute")
@@ -77,6 +96,8 @@ def create_amp_stats_router() -> APIRouter:
                period=body.period,
                custom_days=body.custom_days,
                straddle_premium=body.straddle_premium,
+                take_profit=body.take_profit,
+                weekend_filter=body.weekend_filter,
            )
        except ValueError as exc:
            raise HTTPException(status_code=400, detail=str(exc)) from exc
@@ -89,19 +110,28 @@ def create_amp_stats_router() -> APIRouter:
            "page": page,
        }

-    @router.post("/straddle")
-    def api_straddle(body: StraddleBody):
+    @router.post("/reframe")
+    def api_reframe(body: ReframeBody):
+        rows_all = body.rows_all or []
+        if not rows_all:
+            raise HTTPException(status_code=400, detail="无日表可重算")
        try:
-            prem = normalize_straddle_premium(body.straddle_premium)
+            result = reframe_amp_stats(
+                rows_all=rows_all,
+                symbol=body.symbol,
+                start_hour=body.start_hour,
+                period=body.period,
+                sample_days=body.sample_days,
+                straddle_premium=body.straddle_premium,
+                take_profit=body.take_profit,
+                weekend_filter=body.weekend_filter,
+                price_source=body.price_source,
+                inst_id=body.inst_id,
+            )
        except ValueError as exc:
            raise HTTPException(status_code=400, detail=str(exc)) from exc
-        if prem is None:
-            return {"ok": True, "straddle": None}
-        try:
-            st = straddle_long_stats(body.rows or [], prem)
-        except ValueError as exc:
-            raise HTTPException(status_code=400, detail=str(exc)) from exc
-        return {"ok": True, "straddle": st}
+        page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
+        return {"ok": True, "result": result, "page": page}

    @router.get("/history")
    def api_history(symbol: str = "", limit: int = 50):
@@ -110,7 +140,7 @@ def create_amp_stats_router() -> APIRouter:
    @router.post("/history")
    def api_history_save(body: SaveBody):
        payload = body.result if isinstance(body.result, dict) else {}
-        if not payload.get("rows") and not payload.get("summary"):
+        if not payload.get("rows") and not payload.get("rows_all") and not payload.get("summary"):
            raise HTTPException(status_code=400, detail="无可保存的结果")
        item = save_history(payload)
        return {"ok": True, "item": item}
@@ -136,28 +166,46 @@ def create_amp_stats_router() -> APIRouter:
        period: str = Query(default="2m"),
        custom_days: Optional[int] = Query(default=None),
        straddle_premium: Optional[float] = Query(default=None),
+        take_profit: Optional[float] = Query(default=None),
+        weekend_filter: str = Query(default="all"),
    ):
        if (history_id or "").strip():
            item = get_history(history_id.strip())
            if not item:
                raise HTTPException(status_code=404, detail="历史不存在")
-            payload = dict(item)
+            rows_all = item.get("rows_all") or item.get("rows") or []
            try:
-                prem = normalize_straddle_premium(straddle_premium)
+                payload = reframe_amp_stats(
+                    rows_all=rows_all,
+                    symbol=item.get("symbol") or symbol,
+                    start_hour=int(item.get("start_hour") if item.get("start_hour") is not None else start_hour),
+                    period=str(item.get("period") or period),
+                    sample_days=int(item.get("sample_days_requested") or 60),
+                    straddle_premium=straddle_premium
+                    if straddle_premium is not None
+                    else item.get("straddle_premium"),
+                    take_profit=take_profit if take_profit is not None else item.get("take_profit"),
+                    weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
+                    price_source=str(item.get("price_source") or ""),
+                    inst_id=str(item.get("inst_id") or ""),
+                    missing=item.get("missing_days") or [],
+                )
            except ValueError as exc:
                raise HTTPException(status_code=400, detail=str(exc)) from exc
-            if prem is not None:
-                summary = summarize_rows(payload.get("rows") or [], straddle_premium=prem)
-                payload["summary"] = summary
-                payload["straddle_premium"] = prem
        else:
            try:
+                # validate enums early
+                normalize_weekend_filter(weekend_filter)
+                normalize_straddle_premium(straddle_premium)
+                normalize_take_profit(take_profit)
                payload = compute_amp_stats(
                    symbol=symbol,
                    start_hour=start_hour,
                    period=period,
                    custom_days=custom_days,
                    straddle_premium=straddle_premium,
+                    take_profit=take_profit,
+                    weekend_filter=weekend_filter,
                )
            except ValueError as exc:
                raise HTTPException(status_code=400, detail=str(exc)) from exc