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>

docs/振幅统计说明.md

@@ -57,19 +57,25 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 ## 买跨对照（赌波动）
 
-表单可填 **双边权利金（点）**，例如 `30`：
+表单可填 **双边权利金（点）**，例如 `30`；旁边可填 **止盈点**（可空）：
 
 | 汇总项 | 口径 |
 |--------|------|
-| 开→高超过 | `H−O > 权利金` 的天数与占比 |
+| 开→高超过权利金 | `H−O > 权利金` 的天数与占比 |
-| 开→低超过 | `O−L > 权利金` 的天数与占比 |
+| 开→低超过权利金 | `O−L > 权利金` 的天数与占比 |
-| \|涨跌\|超过 | `\|C−O\| > 权利金` 的天数与占比 |
+| \|涨跌\|超过权利金 | `\|C−O\| > 权利金` 的天数与占比 |
-| 买跨盈亏 | 单日 `\|C−O\| − 权利金`，再看合计 / 日均 / 胜率 |
+| 有效波动 | 若设止盈且 `开→高≥止盈` 或 `开→低≥止盈` → 用止盈点；否则用 `\|C−O\|` |
+| 买跨收益 | `有效波动 − 权利金`（日表「收益」列同口径） |
 
-- 方向：**买跨**（不是卖跨）  
+- 方向：**买跨**  
-- 比较：严格 **`>`**（刚好等于权利金不算越过）  
+- 权利金越过：严格 **`>`**；止盈触达：**`≥`**  
-- 已算出日表后，改权利金会**本地重算对照**（不重拉 K 线）  
+- 止盈留空 / ≤0：有效波动一律按 `|涨跌|`  
-- 空着或 ≤0：不显示买跨块  
+- 已算出日表后，改权利金 / 止盈 / 周末筛选会**本地重算**（不重拉 K 线）  
+
+### 周末
+
+- 下拉：**全部**（默认）/ **排除周末** / **仅周末**  
+- 按 **结算日** 北京时间星期判断；表中六、日带标注并高亮  
 
 ---
 
@@ -99,3 +105,4 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 |------|------|
 | 2026-07-23 | 首版上线说明 |
 | 2026-07-23 | 买跨对照：可设双边权利金、越过占比与收盘盈亏 |
+| 2026-07-23 | 周末筛选/标注、止盈点(≥)、日表收益列 |

lib/hub/amp_stats_lib.py

@@ -150,10 +150,15 @@ def compute_day_row(
     down = opens - lo
     amp = hi - lo
     change = close - opens
+    wd = settlement.weekday()  # Mon=0 … Sun=6
+    is_we = wd >= 5
     return {
         "settlement_day": settlement.isoformat(),
         "window_start": start.strftime("%Y-%m-%d %H:%M"),
         "window_end": end.strftime("%Y-%m-%d %H:%M"),
+        "weekday": wd,
+        "weekday_label": "六" if wd == 5 else ("日" if wd == 6 else ""),
+        "is_weekend": is_we,
         "open": round(opens, 4),
         "high": round(hi, 4),
         "low": round(lo, 4),
@@ -178,15 +183,113 @@ def normalize_straddle_premium(raw: Any) -> Optional[float]:
     return v
 
 
-def straddle_long_stats(rows: list[dict[str, Any]], premium: float) -> dict[str, Any]:
+def normalize_take_profit(raw: Any) -> Optional[float]:
-    """买跨(赌波动):盈亏按收盘 |C−O| − 双边权利金;越过阈值用严格 >."""
+    """止盈点.空/≤0 表示不止盈,有效波动用 |涨跌|."""
+    if raw is None or raw == "":
+        return None
+    try:
+        v = float(raw)
+    except (TypeError, ValueError):
+        raise ValueError("止盈点须为数字") from None
+    if v <= 0:
+        return None
+    return v
+
+
+def normalize_weekend_filter(raw: Any) -> str:
+    """all | exclude | only;默认全部."""
+    s = (str(raw) if raw is not None else "all").strip().lower()
+    if s in ("", "all", "全部"):
+        return "all"
+    if s in ("exclude", "exclude_weekend", "no_weekend", "排除周末"):
+        return "exclude"
+    if s in ("only", "weekend_only", "only_weekend", "仅周末"):
+        return "only"
+    raise ValueError("周末筛选须为 all / exclude / only")
+
+
+def filter_weekend_rows(rows: list[dict[str, Any]], weekend_filter: Any = "all") -> list[dict[str, Any]]:
+    mode = normalize_weekend_filter(weekend_filter)
+    if mode == "all":
+        return list(rows or [])
+    out: list[dict[str, Any]] = []
+    for r in rows or []:
+        is_we = bool(r.get("is_weekend"))
+        if "is_weekend" not in r and r.get("settlement_day"):
+            try:
+                is_we = date.fromisoformat(str(r["settlement_day"])).weekday() >= 5
+            except ValueError:
+                is_we = False
+        if mode == "exclude" and is_we:
+            continue
+        if mode == "only" and not is_we:
+            continue
+        out.append(r)
+    return out
+
+
+def effective_move_points(row: dict[str, Any], take_profit: Optional[float]) -> float:
+    """触达止盈(≥)用止盈点,否则用 |涨跌|."""
+    abs_chg = abs(float(row.get("change") or 0))
+    if take_profit is None:
+        return abs_chg
+    tp = float(take_profit)
+    up = float(row.get("up_points") or 0)
+    down = float(row.get("down_points") or 0)
+    if up >= tp or down >= tp:
+        return tp
+    return abs_chg
+
+
+def enrich_rows_pnl(
+    rows: list[dict[str, Any]],
+    *,
+    straddle_premium: Optional[float] = None,
+    take_profit: Optional[float] = None,
+) -> list[dict[str, Any]]:
+    """为日表附加有效波动 / 是否触达止盈 / 收益(有权利金时)."""
+    prem = normalize_straddle_premium(straddle_premium)
+    tp = normalize_take_profit(take_profit)
+    out: list[dict[str, Any]] = []
+    for r in rows or []:
+        item = dict(r)
+        if "is_weekend" not in item and item.get("settlement_day"):
+            try:
+                wd = date.fromisoformat(str(item["settlement_day"])).weekday()
+                item["weekday"] = wd
+                item["weekday_label"] = "六" if wd == 5 else ("日" if wd == 6 else "")
+                item["is_weekend"] = wd >= 5
+            except ValueError:
+                item.setdefault("weekday_label", "")
+                item.setdefault("is_weekend", False)
+        move = effective_move_points(item, tp)
+        hit = False
+        if tp is not None:
+            hit = float(item.get("up_points") or 0) >= tp or float(item.get("down_points") or 0) >= tp
+        item["effective_move"] = round(move, 4)
+        item["take_profit_hit"] = hit
+        item["profit"] = round(move - prem, 4) if prem is not None else None
+        out.append(item)
+    return out
+
+
+def straddle_long_stats(
+    rows: list[dict[str, Any]],
+    premium: float,
+    *,
+    take_profit: Any = None,
+) -> dict[str, Any]:
+    """买跨:越过权利金用严格 >;收益=有效波动−权利金(止盈≥触达用止盈点,否则|涨跌|)."""
     prem = float(premium)
     if prem <= 0:
         raise ValueError("双边权利金须 > 0")
-    if not rows:
+    tp = normalize_take_profit(take_profit)
+    enriched = enrich_rows_pnl(rows, straddle_premium=prem, take_profit=tp)
+    if not enriched:
         return {
             "side": "long_straddle",
             "premium": prem,
+            "take_profit": tp,
             "sample_count": 0,
             "up_exceed_days": 0,
             "up_exceed_ratio": None,
@@ -194,6 +297,8 @@ def straddle_long_stats(rows: list[dict[str, Any]], premium: float) -> dict[str,
             "down_exceed_ratio": None,
             "abs_change_exceed_days": 0,
             "abs_change_exceed_ratio": None,
+            "tp_hit_days": 0,
+            "tp_hit_ratio": None,
             "pnl_total": None,
             "pnl_avg": None,
             "win_days": 0,
@@ -201,15 +306,17 @@ def straddle_long_stats(rows: list[dict[str, Any]], premium: float) -> dict[str,
             "pnl_max": None,
             "pnl_min": None,
         }
-    n = len(rows)
+    n = len(enriched)
-    up_ex = sum(1 for r in rows if float(r["up_points"]) > prem)
+    up_ex = sum(1 for r in enriched if float(r["up_points"]) > prem)
-    down_ex = sum(1 for r in rows if float(r["down_points"]) > prem)
+    down_ex = sum(1 for r in enriched if float(r["down_points"]) > prem)
-    abs_ex = sum(1 for r in rows if abs(float(r["change"])) > prem)
+    abs_ex = sum(1 for r in enriched if abs(float(r["change"])) > prem)
-    pnls = [abs(float(r["change"])) - prem for r in rows]
+    tp_hits = sum(1 for r in enriched if r.get("take_profit_hit"))
+    pnls = [float(r["profit"]) for r in enriched if r.get("profit") is not None]
     win = sum(1 for p in pnls if p > 0)
     return {
         "side": "long_straddle",
         "premium": round(prem, 4),
+        "take_profit": round(tp, 4) if tp is not None else None,
         "sample_count": n,
         "up_exceed_days": up_ex,
         "up_exceed_ratio": round(up_ex / n, 4),
@@ -217,6 +324,8 @@ def straddle_long_stats(rows: list[dict[str, Any]], premium: float) -> dict[str,
         "down_exceed_ratio": round(down_ex / n, 4),
         "abs_change_exceed_days": abs_ex,
         "abs_change_exceed_ratio": round(abs_ex / n, 4),
+        "tp_hit_days": tp_hits,
+        "tp_hit_ratio": round(tp_hits / n, 4) if tp is not None else None,
         "pnl_total": round(sum(pnls), 4),
         "pnl_avg": round(statistics.fmean(pnls), 4),
         "win_days": win,
@@ -230,6 +339,7 @@ def summarize_rows(
     rows: list[dict[str, Any]],
     *,
     straddle_premium: Any = None,
+    take_profit: Any = None,
 ) -> dict[str, Any]:
     if not rows:
         out = {
@@ -248,7 +358,7 @@ def summarize_rows(
         }
         prem = normalize_straddle_premium(straddle_premium)
         if prem is not None:
-            out["straddle"] = straddle_long_stats([], prem)
+            out["straddle"] = straddle_long_stats([], prem, take_profit=take_profit)
         return out
     amps = [float(r["amplitude"]) for r in rows]
     ups = [float(r["up_points"]) for r in rows]
@@ -274,7 +384,7 @@ def summarize_rows(
     }
     prem = normalize_straddle_premium(straddle_premium)
     if prem is not None:
-        out["straddle"] = straddle_long_stats(rows, prem)
+        out["straddle"] = straddle_long_stats(rows, prem, take_profit=take_profit)
     return out
 
 
@@ -388,6 +498,8 @@ def compute_amp_stats(
     period: str = "2m",
     custom_days: Any = None,
     straddle_premium: Any = None,
+    take_profit: Any = None,
+    weekend_filter: Any = "all",
     now: Optional[datetime] = None,
     fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
 ) -> dict[str, Any]:
@@ -396,6 +508,8 @@ def compute_amp_stats(
     if sh < 0 or sh > 23:
         raise ValueError("起点须为 0-23 整点")
     prem = normalize_straddle_premium(straddle_premium)
+    tp = normalize_take_profit(take_profit)
+    we_mode = normalize_weekend_filter(weekend_filter)
     sample_days = resolve_sample_days(period, custom_days)
     settlements = list_settlement_dates(sample_days=sample_days, now=now)
     if not settlements:
@@ -411,37 +525,109 @@ def compute_amp_stats(
         key, since_ms=since_ms, until_ms=until_ms, fetch_fn=fetch_fn
     )
     bar_map = bars_to_map(bars)
-    rows: list[dict[str, Any]] = []
+    rows_all: list[dict[str, Any]] = []
     missing: list[str] = []
     for d in settlements:
         row = compute_day_row(d, sh, bar_map)
         if row is None:
             missing.append(d.isoformat())
             continue
-        rows.append(row)
+        rows_all.append(row)
-    summary = summarize_rows(rows, straddle_premium=prem)
+    return build_amp_result(
-    period_label = period if period != "custom" else f"custom:{sample_days}"
+        rows_all=rows_all,
+        symbol_key=key,
+        start_hour=sh,
+        period=period,
+        sample_days=sample_days,
+        straddle_premium=prem,
+        take_profit=tp,
+        weekend_filter=we_mode,
+        price_source=price_source,
+        inst_id=inst_id,
+        missing=missing,
+    )
+
+
+def build_amp_result(
+    *,
+    rows_all: list[dict[str, Any]],
+    symbol_key: str,
+    start_hour: int,
+    period: str,
+    sample_days: int,
+    straddle_premium: Any = None,
+    take_profit: Any = None,
+    weekend_filter: Any = "all",
+    price_source: str = "",
+    inst_id: str = "",
+    missing: Optional[list[str]] = None,
+) -> dict[str, Any]:
+    prem = normalize_straddle_premium(straddle_premium)
+    tp = normalize_take_profit(take_profit)
+    we_mode = normalize_weekend_filter(weekend_filter)
+    filtered = filter_weekend_rows(rows_all, we_mode)
+    rows = enrich_rows_pnl(filtered, straddle_premium=prem, take_profit=tp)
+    summary = summarize_rows(rows, straddle_premium=prem, take_profit=tp)
+    if period == "custom" or str(period).startswith("custom:"):
+        period_label = period if str(period).startswith("custom:") else f"custom:{sample_days}"
+    else:
+        period_label = str(period)
+    miss = missing or []
     return {
         "ok": True,
         "exchange": EXCHANGE,
-        "symbol": key,
+        "symbol": symbol_key,
-        "symbol_label": SYMBOLS[key]["label"],
+        "symbol_label": SYMBOLS[symbol_key]["label"],
-        "start_hour": sh,
+        "start_hour": start_hour,
         "end_hour": END_HOUR,
         "period": period_label,
         "sample_days_requested": sample_days,
         "straddle_premium": prem,
+        "take_profit": tp,
+        "weekend_filter": we_mode,
         "timeframe": TIMEFRAME,
         "price_source": price_source,
         "inst_id": inst_id,
         "timezone": "Asia/Shanghai",
+        "rows_all": rows_all,
         "rows": rows,
         "summary": summary,
-        "missing_days": missing[:30],
+        "missing_days": miss[:30],
-        "missing_count": len(missing),
+        "missing_count": len(miss),
     }
 
 
+def reframe_amp_stats(
+    *,
+    rows_all: list[dict[str, Any]],
+    symbol: str = "eth",
+    start_hour: int = 16,
+    period: str = "2m",
+    sample_days: int = 60,
+    straddle_premium: Any = None,
+    take_profit: Any = None,
+    weekend_filter: Any = "all",
+    price_source: str = "",
+    inst_id: str = "",
+    missing: Optional[list[str]] = None,
+) -> dict[str, Any]:
+    """已有日表上改周末/权利金/止盈,不拉 K 线."""
+    key = normalize_symbol(symbol)
+    return build_amp_result(
+        rows_all=list(rows_all or []),
+        symbol_key=key,
+        start_hour=int(start_hour),
+        period=period,
+        sample_days=int(sample_days or 60),
+        straddle_premium=straddle_premium,
+        take_profit=take_profit,
+        weekend_filter=weekend_filter,
+        price_source=price_source,
+        inst_id=inst_id,
+        missing=missing,
+    )
+
+
 def rows_page(rows: list[dict[str, Any]], *, page: int = 1, page_size: int = 20) -> dict[str, Any]:
     page = max(1, int(page or 1))
     page_size = max(5, min(100, int(page_size or 20)))
@@ -470,6 +656,7 @@ def build_export_csv(payload: dict[str, Any]) -> str:
     w.writerow(["起点整点", f"{payload.get('start_hour')}:00"])
     w.writerow(["终点", f"{payload.get('end_hour')}:00"])
     w.writerow(["周期", payload.get("period")])
+    w.writerow(["周末筛选", payload.get("weekend_filter")])
     w.writerow(["样本数", s.get("sample_count")])
     w.writerow(["最大振幅", s.get("max_amplitude"), "日期", s.get("max_amplitude_day")])
     w.writerow(["振幅均值", s.get("avg_amplitude"), "中位数", s.get("median_amplitude")])
@@ -479,10 +666,12 @@ def build_export_csv(payload: dict[str, Any]) -> str:
     st = s.get("straddle") or {}
     if st:
         w.writerow([])
-        w.writerow(["【买跨对照·双边权利金】", st.get("premium")])
+        w.writerow(["【买跨对照·双边权利金】", st.get("premium"), "止盈点", st.get("take_profit")])
-        w.writerow(["开→高超过", st.get("up_exceed_days"), "占比", st.get("up_exceed_ratio")])
+        w.writerow(["开→高超过权利金", st.get("up_exceed_days"), "占比", st.get("up_exceed_ratio")])
-        w.writerow(["开→低超过", st.get("down_exceed_days"), "占比", st.get("down_exceed_ratio")])
+        w.writerow(["开→低超过权利金", st.get("down_exceed_days"), "占比", st.get("down_exceed_ratio")])
-        w.writerow(["|涨跌|超过", st.get("abs_change_exceed_days"), "占比", st.get("abs_change_exceed_ratio")])
+        w.writerow(["|涨跌|超过权利金", st.get("abs_change_exceed_days"), "占比", st.get("abs_change_exceed_ratio")])
+        if st.get("take_profit") is not None:
+            w.writerow(["触达止盈天数", st.get("tp_hit_days"), "占比", st.get("tp_hit_ratio")])
         w.writerow(
             [
                 "买跨点数盈亏合计",
@@ -501,6 +690,8 @@ def build_export_csv(payload: dict[str, Any]) -> str:
     w.writerow(
         [
             "结算日",
+            "星期",
+            "周末",
             "窗起点",
             "窗终点",
             "开盘",
@@ -511,12 +702,17 @@ def build_export_csv(payload: dict[str, Any]) -> str:
             "开→低",
             "振幅",
             "涨跌值",
+            "有效波动",
+            "触达止盈",
+            "收益",
         ]
     )
     for r in payload.get("rows") or []:
         w.writerow(
             [
                 r.get("settlement_day"),
+                r.get("weekday_label") or "",
+                "是" if r.get("is_weekend") else "否",
                 r.get("window_start"),
                 r.get("window_end"),
                 r.get("open"),
@@ -527,6 +723,9 @@ def build_export_csv(payload: dict[str, Any]) -> str:
                 r.get("down_points"),
                 r.get("amplitude"),
                 r.get("change"),
+                r.get("effective_move"),
+                "是" if r.get("take_profit_hit") else "否",
+                r.get("profit"),
             ]
         )
     return buf.getvalue()

manual_trading_hub/amp_stats_routes.py

@@ -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):
+class ReframeBody(BaseModel):
-    """已有日表上按权利金重算买跨对照(不拉 K 线)."""
+    """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")
+    @router.post("/reframe")
-    def api_straddle(body: StraddleBody):
+    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:
+        page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
-            return {"ok": True, "straddle": None}
+        return {"ok": True, "result": result, "page": page}
-        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}
 
     @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

manual_trading_hub/static/amp_stats.js

@@ -1,5 +1,5 @@
 /**
- * 中控振幅统计:OKX ETH/BTC 时段点数振幅 + 买跨对照.
+ * 中控振幅统计:OKX ETH/BTC + 买跨/止盈/周末筛选.
  */
 (function () {
   const page = document.getElementById("page-amp-stats");
@@ -8,7 +8,7 @@
   let lastResult = null;
   let pageNo = 1;
   let bound = false;
-  let straddleTimer = null;
+  let reframeTimer = null;
 
   const el = (id) => document.getElementById(id);
 
@@ -47,6 +47,18 @@
     return n;
   }
 
+  function readTakeProfit() {
+    const raw = (el("amp-take-profit")?.value || "").trim();
+    if (!raw) return null;
+    const n = Number(raw);
+    if (!Number.isFinite(n) || n <= 0) return null;
+    return n;
+  }
+
+  function readWeekend() {
+    return el("amp-weekend-filter")?.value || "all";
+  }
+
   function setStatus(msg) {
     const s = el("amp-status");
     if (s) s.textContent = msg || "";
@@ -127,12 +139,17 @@
           : Number(st.pnl_total) < 0
             ? "样本合计亏损"
             : "样本合计持平";
+    const tpLine =
+      st.take_profit != null
+        ? `<div><span class="amp-sum-k">止盈点 / 触达</span><span class="amp-sum-v">${esc(st.take_profit)} · ${esc(st.tp_hit_days)} 天 · ${esc(pct(st.tp_hit_ratio))}</span></div>`
+        : `<div><span class="amp-sum-k">止盈点</span><span class="amp-sum-v">未设(按|涨跌|)</span></div>`;
     box.innerHTML =
       `<div class="amp-sum-grid">` +
       `<div><span class="amp-sum-k">双边权利金</span><span class="amp-sum-v">${esc(st.premium)}</span></div>` +
-      `<div><span class="amp-sum-k">开→高超过</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
+      tpLine +
-      `<div><span class="amp-sum-k">开→低超过</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">开→高超过权利金</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
-      `<div><span class="amp-sum-k">|涨跌|超过</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">开→低超过权利金</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">|涨跌|超过权利金</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
       `<div><span class="amp-sum-k">买跨盈亏合计</span><span class="amp-sum-v ${pnlClass(st.pnl_total)}">${esc(st.pnl_total)} <small>(${esc(verdict)})</small></span></div>` +
       `<div><span class="amp-sum-k">日均盈亏</span><span class="amp-sum-v ${pnlClass(st.pnl_avg)}">${esc(st.pnl_avg)}</span></div>` +
       `<div><span class="amp-sum-k">赚钱天数/胜率</span><span class="amp-sum-v">${esc(st.win_days)} · ${esc(pct(st.win_ratio))}</span></div>` +
@@ -140,6 +157,14 @@
       `</div>`;
   }
 
+  function dayLabel(r) {
+    const day = esc(r.settlement_day);
+    if (r.is_weekend && r.weekday_label) {
+      return `${day}<span class="amp-wd-tag">${esc(r.weekday_label)}</span>`;
+    }
+    return day;
+  }
+
   function renderTable(pagePayload) {
     const body = el("amp-table-body");
     const pager = el("amp-pager");
@@ -149,10 +174,15 @@
       body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
     } else {
       body.innerHTML = rows
-        .map(
+        .map((r) => {
-          (r) =>
+          const profit =
-            `<tr>` +
+            r.profit == null || r.profit === ""
-            `<td>${esc(r.settlement_day)}</td>` +
+              ? "—"
+              : `<span class="${pnlClass(r.profit)}">${esc(r.profit)}</span>`;
+          const trClass = r.is_weekend ? ' class="amp-row-weekend"' : "";
+          return (
+            `<tr${trClass}>` +
+            `<td>${dayLabel(r)}</td>` +
             `<td>${esc(r.window_start)}</td>` +
             `<td>${esc(r.open)}</td>` +
             `<td>${esc(r.high)}</td>` +
@@ -162,8 +192,10 @@
             `<td>${esc(r.down_points)}</td>` +
             `<td><strong>${esc(r.amplitude)}</strong></td>` +
             `<td>${esc(r.change)}</td>` +
+            `<td>${profit}</td>` +
             `</tr>`
-        )
+          );
+        })
         .join("");
     }
     if (pager && pagePayload) {
@@ -174,49 +206,66 @@
       el("amp-page-prev")?.addEventListener("click", () => {
         if (pageNo > 1) {
           pageNo -= 1;
-          void compute(false);
+          void reframe(false);
         }
       });
       el("amp-page-next")?.addEventListener("click", () => {
         if (pagePayload.page < pagePayload.total_pages) {
           pageNo += 1;
-          void compute(false);
+          void reframe(false);
         }
       });
     }
   }
 
-  async function applyStraddleOnly() {
+  function rowsAllFromLast() {
-    if (!lastResult || !Array.isArray(lastResult.rows)) {
+    if (!lastResult) return [];
-      renderStraddle(null);
+    if (Array.isArray(lastResult.rows_all) && lastResult.rows_all.length) return lastResult.rows_all;
-      return;
+    return lastResult.rows || [];
-    }
+  }
-    const prem = readPremium();
+
-    if (prem == null) {
+  async function reframe(resetPage) {
-      if (lastResult.summary) lastResult.summary.straddle = null;
+    if (!lastResult) {
-      lastResult.straddle_premium = null;
       renderStraddle(null);
       return;
     }
+    if (resetPage) pageNo = 1;
+    const rowsAll = rowsAllFromLast();
+    if (!rowsAll.length) return;
     try {
-      const data = await apiFetch("/api/amp-stats/straddle", {
+      const data = await apiFetch("/api/amp-stats/reframe", {
         method: "POST",
         headers: { "Content-Type": "application/json" },
-        body: JSON.stringify({ rows: lastResult.rows, straddle_premium: prem }),
+        body: JSON.stringify({
+          rows_all: rowsAll,
+          symbol: lastResult.symbol || el("amp-symbol")?.value || "eth",
+          start_hour: lastResult.start_hour ?? Number(el("amp-start-hour")?.value || 16),
+          period: lastResult.period || el("amp-period")?.value || "2m",
+          sample_days: lastResult.sample_days_requested || 60,
+          straddle_premium: readPremium(),
+          take_profit: readTakeProfit(),
+          weekend_filter: readWeekend(),
+          price_source: lastResult.price_source || "",
+          inst_id: lastResult.inst_id || "",
+          page: pageNo,
+          page_size: 20,
+        }),
       });
-      const st = data.straddle || null;
+      const prevAll = rowsAll;
-      if (!lastResult.summary) lastResult.summary = {};
+      lastResult = data.result || lastResult;
-      lastResult.summary.straddle = st;
+      if (!lastResult.rows_all || !lastResult.rows_all.length) lastResult.rows_all = prevAll;
-      lastResult.straddle_premium = prem;
+      renderSummary(lastResult.summary, lastResult);
-      renderStraddle(st);
+      renderTable(data.page);
+      setStatus(`完成 · 样本 ${(lastResult.summary || {}).sample_count || 0}`);
     } catch (e) {
       setStatus(String(e && e.message ? e.message : e));
     }
   }
 
-  function scheduleStraddleRefresh() {
+  function scheduleReframe() {
-    if (straddleTimer) clearTimeout(straddleTimer);
+    if (!lastResult) return;
-    straddleTimer = setTimeout(() => void applyStraddleOnly(), 280);
+    if (reframeTimer) clearTimeout(reframeTimer);
+    reframeTimer = setTimeout(() => void reframe(true), 280);
   }
 
   async function compute(resetPage) {
@@ -225,7 +274,6 @@
     const startHour = Number(el("amp-start-hour")?.value || 16);
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
-    const straddlePremium = readPremium();
     setStatus("计算中…(首次拉取 OKX K 线可能需数十秒)");
     try {
       const data = await apiFetch("/api/amp-stats/compute", {
@@ -236,7 +284,9 @@
           start_hour: startHour,
           period,
           custom_days: period === "custom" ? customDays : null,
-          straddle_premium: straddlePremium,
+          straddle_premium: readPremium(),
+          take_profit: readTakeProfit(),
+          weekend_filter: readWeekend(),
           page: pageNo,
           page_size: 20,
         }),
@@ -282,13 +332,16 @@
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
     const prem = readPremium();
+    const tp = readTakeProfit();
     const q = new URLSearchParams({
       symbol,
       start_hour: String(startHour),
       period,
+      weekend_filter: readWeekend(),
     });
     if (period === "custom") q.set("custom_days", String(customDays));
     if (prem != null) q.set("straddle_premium", String(prem));
+    if (tp != null) q.set("take_profit", String(tp));
     window.location.href = "/api/amp-stats/export?" + q.toString();
   }
 
@@ -323,8 +376,14 @@
         card.querySelector(".amp-hist-view")?.addEventListener("click", () => void openHistory(id));
         card.querySelector(".amp-hist-dl")?.addEventListener("click", () => {
           const prem = readPremium();
-          let url = "/api/amp-stats/export?history_id=" + encodeURIComponent(id);
+          const tp = readTakeProfit();
+          let url =
+            "/api/amp-stats/export?history_id=" +
+            encodeURIComponent(id) +
+            "&weekend_filter=" +
+            encodeURIComponent(readWeekend());
           if (prem != null) url += "&straddle_premium=" + encodeURIComponent(String(prem));
+          if (tp != null) url += "&take_profit=" + encodeURIComponent(String(tp));
           window.location.href = url;
         });
         card.querySelector(".amp-hist-del")?.addEventListener("click", async () => {
@@ -349,18 +408,15 @@
         if (lastResult.straddle_premium != null && el("amp-straddle-premium")) {
           el("amp-straddle-premium").value = String(lastResult.straddle_premium);
         }
-        renderSummary(lastResult.summary, lastResult);
+        if (lastResult.take_profit != null && el("amp-take-profit")) {
-        const pagePayload = {
+          el("amp-take-profit").value = String(lastResult.take_profit);
-          page: 1,
+        }
-          page_size: 20,
+        if (lastResult.weekend_filter && el("amp-weekend-filter")) {
-          total: (lastResult.rows || []).length,
+          el("amp-weekend-filter").value = lastResult.weekend_filter;
-          total_pages: Math.max(1, Math.ceil((lastResult.rows || []).length / 20)),
+        }
-          rows: (lastResult.rows || []).slice(0, 20),
-        };
         pageNo = 1;
-        renderTable(pagePayload);
         setStatus("已载入历史 " + id);
-        void applyStraddleOnly();
+        await reframe(true);
       }
     } catch (e) {
       setStatus(String(e && e.message ? e.message : e));
@@ -378,7 +434,9 @@
     el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
     el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
     el("amp-btn-download")?.addEventListener("click", downloadCurrent);
-    el("amp-straddle-premium")?.addEventListener("input", scheduleStraddleRefresh);
+    el("amp-straddle-premium")?.addEventListener("input", scheduleReframe);
+    el("amp-take-profit")?.addEventListener("input", scheduleReframe);
+    el("amp-weekend-filter")?.addEventListener("change", () => void reframe(true));
     syncCustomDays();
   }
 

manual_trading_hub/static/app.css

@@ -10973,6 +10973,12 @@ html[data-theme="light"] .hub-logs-card-hint {
 .amp-sum-v.is-pos { color: var(--green); }
 .amp-sum-v.is-neg { color: var(--red); }
 .amp-straddle { margin-bottom: 4px; }
+.amp-table tr.amp-row-weekend td { background: rgba(255, 180, 60, 0.08); }
+.amp-wd-tag {
+  display: inline-block; margin-left: 6px; padding: 1px 6px; border-radius: 4px;
+  font-size: 11px; font-weight: 600; color: #f0c14b;
+  border: 1px solid rgba(240, 193, 75, 0.45);
+}
 .amp-table-wrap { overflow-x: auto; }
 .amp-table { width: 100%; border-collapse: collapse; font-size: 12px; }
 .amp-table th, .amp-table td {

manual_trading_hub/static/index.html

@@ -16,7 +16,7 @@
   <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
   <link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
   <noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
-      <link rel="stylesheet" href="/assets/app.css?v=20260723-amp-straddle" />
+      <link rel="stylesheet" href="/assets/app.css?v=20260723-amp-tp" />
   <link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
   <link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
   <script src="/assets/account_risk_badge.js?v=4"></script>
@@ -1051,10 +1051,22 @@
             <span>自定义天数</span>
             <input id="amp-custom-days" type="number" min="7" max="400" value="60" />
           </label>
+          <label class="amp-field">
+            <span>周末</span>
+            <select id="amp-weekend-filter">
+              <option value="all" selected>全部</option>
+              <option value="exclude">排除周末</option>
+              <option value="only">仅周末</option>
+            </select>
+          </label>
           <label class="amp-field">
             <span>买跨·双边权利金(点)</span>
             <input id="amp-straddle-premium" type="number" min="0" step="any" placeholder="如 30" />
           </label>
+          <label class="amp-field">
+            <span>止盈点(点)</span>
+            <input id="amp-take-profit" type="number" min="0" step="any" placeholder="空=按涨跌" />
+          </label>
           <div class="amp-actions">
             <button type="button" id="amp-btn-compute" class="primary">计算</button>
             <button type="button" id="amp-btn-save" class="ghost">保存到历史</button>
@@ -1062,7 +1074,7 @@
           </div>
         </div>
         <p id="amp-status" class="toolbar-meta amp-status"></p>
-        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低(均为点数).未到 16:00 的当日不入样.买跨对照:越过用严格 &gt;;盈亏=|收−开|−双边权利金.</p>
+        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.买跨收益=有效波动−权利金;止盈≥触达则有效波动=止盈点,否则用|涨跌|.周末按结算日标注/筛选.</p>
         <h3 class="amp-block-title">汇总</h3>
         <div id="amp-summary" class="amp-summary"></div>
         <h3 class="amp-block-title">买跨对照</h3>
@@ -1073,11 +1085,11 @@
             <thead>
               <tr>
                 <th>结算日</th><th>窗起点</th><th>开</th><th>高</th><th>低</th><th>收</th>
-                <th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th>
+                <th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>收益</th>
               </tr>
             </thead>
             <tbody id="amp-table-body">
-              <tr><td colspan="10" class="amp-empty">点击「计算」加载</td></tr>
+              <tr><td colspan="11" class="amp-empty">点击「计算」加载</td></tr>
             </tbody>
           </table>
         </div>
@@ -1496,7 +1508,7 @@
   <script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
   <script src="/assets/dashboard.js?v=20260720-dash-sl-tp"></script>
   <script src="/assets/strategy.js?v=9"></script>
-  <script src="/assets/amp_stats.js?v=2"></script>
+  <script src="/assets/amp_stats.js?v=3"></script>
   <script src="/assets/help.js?v=1"></script>
   <script src="/assets/logs.js?v=1"></script>
   <script src="/assets/ai_review_render.js?v=3"></script>

tests/test_amp_stats_lib.py

@@ -114,6 +114,83 @@ class AmpStatsLibTests(unittest.TestCase):
         self.assertIn("买跨对照", csv_text)
         self.assertIn("买跨点数盈亏合计", csv_text)
 
+    def test_take_profit_and_weekend(self):
+        from lib.hub.amp_stats_lib import (
+            enrich_rows_pnl,
+            filter_weekend_rows,
+            reframe_amp_stats,
+        )
+
+        # Sat 2026-07-18, Sun 2026-07-19, Mon 2026-07-20
+        rows = [
+            {
+                "settlement_day": "2026-07-18",
+                "is_weekend": True,
+                "weekday_label": "六",
+                "up_points": 100,
+                "down_points": 10,
+                "change": -5,
+                "amplitude": 110,
+            },
+            {
+                "settlement_day": "2026-07-19",
+                "is_weekend": True,
+                "weekday_label": "日",
+                "up_points": 20,
+                "down_points": 15,
+                "change": 12,
+                "amplitude": 35,
+            },
+            {
+                "settlement_day": "2026-07-20",
+                "is_weekend": False,
+                "weekday_label": "",
+                "up_points": 50,
+                "down_points": 40,
+                "change": 8,
+                "amplitude": 90,
+            },
+        ]
+        excl = filter_weekend_rows(rows, "exclude")
+        self.assertEqual(len(excl), 1)
+        self.assertEqual(excl[0]["settlement_day"], "2026-07-20")
+        only = filter_weekend_rows(rows, "only")
+        self.assertEqual(len(only), 2)
+
+        # TP=80: day1 hit → move 80; day2 no → |12|; day3 no → 8
+        enriched = enrich_rows_pnl(rows, straddle_premium=10, take_profit=80)
+        self.assertTrue(enriched[0]["take_profit_hit"])
+        self.assertEqual(enriched[0]["effective_move"], 80)
+        self.assertEqual(enriched[0]["profit"], 70)
+        self.assertFalse(enriched[1]["take_profit_hit"])
+        self.assertEqual(enriched[1]["effective_move"], 12)
+        self.assertEqual(enriched[1]["profit"], 2)
+        # TP empty → use |change|
+        no_tp = enrich_rows_pnl(rows[:1], straddle_premium=10, take_profit=None)
+        self.assertEqual(no_tp[0]["effective_move"], 5)
+        self.assertEqual(no_tp[0]["profit"], -5)
+
+        # TP boundary >= : up=80 counts as hit
+        edge = enrich_rows_pnl(
+            [{"up_points": 80, "down_points": 1, "change": 2, "settlement_day": "2026-07-20", "is_weekend": False}],
+            straddle_premium=10,
+            take_profit=80,
+        )
+        self.assertTrue(edge[0]["take_profit_hit"])
+        self.assertEqual(edge[0]["profit"], 70)
+
+        reframed = reframe_amp_stats(
+            rows_all=rows,
+            symbol="eth",
+            weekend_filter="exclude",
+            straddle_premium=10,
+            take_profit=80,
+        )
+        self.assertEqual(reframed["summary"]["sample_count"], 1)
+        # Mon: 未触达止盈 → |8|-10
+        self.assertEqual(reframed["rows"][0]["profit"], -2)
+        self.assertIn("收益", build_export_csv(reframed))
+
     def test_compute_with_mock_fetch(self):
         now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ)