Add win rate and profit-loss ratio to archive stats.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -93,7 +93,7 @@
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| `filter_profit` / `filter_loss` / `filter_sick` | 过滤列表与统计 |
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| `search` | 合约 / 交易所 / 备注搜索(同步过滤列表与统计) |
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返回 `stats` 含 `open_count`、`win_count`、`loss_count`、`avg_win`、`avg_loss`、`max_win`、`max_loss`、`sick_count`、`sick_pct`、`pnl_total`、`pnl_ex_sick`、`by_exchange`。
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返回 `stats` 含 `open_count`、`win_count`、`loss_count`、`win_rate`、`avg_win`、`avg_loss`、`profit_loss_ratio`、`max_win`、`max_loss`、`sick_count`、`sick_pct`、`pnl_total`、`pnl_ex_sick`、`by_exchange`。
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实例侧:
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@@ -1275,14 +1275,23 @@ def _empty_pnl_bucket() -> dict[str, Any]:
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def _finalize_pnl_bucket(bucket: dict[str, Any]) -> None:
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wins = bucket.pop("_wins", [])
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losses = bucket.pop("_losses", [])
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bucket["win_count"] = len(wins)
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open_count = int(bucket.get("open_count") or 0)
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win_count = len(wins)
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bucket["win_count"] = win_count
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bucket["loss_count"] = len(losses)
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bucket["avg_win"] = round(sum(wins) / len(wins), 4) if wins else None
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bucket["avg_loss"] = round(sum(losses) / len(losses), 4) if losses else None
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avg_loss = round(sum(losses) / len(losses), 4) if losses else None
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bucket["avg_loss"] = avg_loss
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bucket["max_win"] = round(max(wins), 4) if wins else None
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bucket["max_loss"] = round(min(losses), 4) if losses else None
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bucket["pnl_total"] = round(float(bucket.get("pnl_total") or 0), 4)
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bucket["pnl_ex_sick"] = round(float(bucket.get("pnl_ex_sick") or 0), 4)
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bucket["win_rate"] = round(win_count / open_count * 100, 1) if open_count else None
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avg_win = bucket["avg_win"]
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if avg_win is not None and avg_loss is not None and avg_loss != 0:
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bucket["profit_loss_ratio"] = round(avg_win / abs(avg_loss), 2)
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else:
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bucket["profit_loss_ratio"] = None
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def _accumulate_trade_stat(bucket: dict[str, Any], *, pnl: float, is_sick: bool) -> None:
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@@ -1329,6 +1338,8 @@ def _compute_period_stats(trade_rows: list[dict[str, Any]]) -> dict[str, Any]:
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"avg_loss": total_bucket["avg_loss"],
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"max_win": total_bucket["max_win"],
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"max_loss": total_bucket["max_loss"],
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"win_rate": total_bucket["win_rate"],
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"profit_loss_ratio": total_bucket["profit_loss_ratio"],
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"by_exchange": by_ex,
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}
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@@ -42,6 +42,22 @@ def _fmt_pnl(v: Any) -> str:
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return f"{sign}{n:.2f}U"
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def _fmt_pct(v: Any) -> str:
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try:
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n = float(v)
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except (TypeError, ValueError):
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return "—"
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return f"{n:.1f}%"
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def _fmt_rr(v: Any) -> str:
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try:
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n = float(v)
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except (TypeError, ValueError):
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return "—"
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return f"{n:.2f}:1"
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def format_archive_trades_for_ai(payload: dict[str, Any]) -> str:
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trades = payload.get("trades") or []
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stats = payload.get("stats") or {}
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@@ -50,6 +66,7 @@ def format_archive_trades_for_ai(payload: dict[str, Any]) -> str:
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f"统计:开仓 {int(stats.get('open_count') or 0)} 笔,"
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f"盈利 {int(stats.get('win_count') or 0)} / 亏损 {int(stats.get('loss_count') or 0)},"
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f"平均盈利 {_fmt_pnl(stats.get('avg_win'))},平均亏损 {_fmt_pnl(stats.get('avg_loss'))},"
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f"胜率 {_fmt_pct(stats.get('win_rate'))},盈亏比 {_fmt_rr(stats.get('profit_loss_ratio'))},"
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f"最大盈利 {_fmt_pnl(stats.get('max_win'))},最大亏损 {_fmt_pnl(stats.get('max_loss'))},"
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f"犯病 {int(stats.get('sick_count') or 0)} 笔,"
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f"盈亏合计 {_fmt_pnl(stats.get('pnl_total'))},"
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@@ -427,6 +427,19 @@
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return fmtPnlStat(v);
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}
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function fmtWinRate(v, openN, winN) {
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if (v != null && v !== "") return Number(v).toFixed(1) + "%";
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if (openN) return (Math.round(((winN || 0) / openN) * 1000) / 10) + "%";
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return "—";
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}
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function fmtProfitLossRatio(v) {
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if (v == null || v === "") return "—";
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const n = Number(v);
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if (!Number.isFinite(n)) return "—";
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return n.toFixed(2) + ":1";
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}
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function renderStatsRow(label, e, isTotal) {
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const openN = e.open_count || 0;
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const sickN = e.sick_count || 0;
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@@ -444,10 +457,14 @@
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"</td><td>" +
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(e.loss_count || 0) +
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"</td><td>" +
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fmtWinRate(e.win_rate, openN, e.win_count) +
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"</td><td>" +
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fmtPnlStatOptional(e.avg_win) +
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"</td><td>" +
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fmtPnlStatOptional(e.avg_loss) +
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"</td><td>" +
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fmtProfitLossRatio(e.profit_loss_ratio) +
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"</td><td>" +
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fmtPnlStatOptional(e.max_win) +
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"</td><td>" +
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fmtPnlStatOptional(e.max_loss) +
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@@ -482,6 +499,8 @@
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loss_count: st.loss_count,
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avg_win: st.avg_win,
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avg_loss: st.avg_loss,
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win_rate: st.win_rate,
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profit_loss_ratio: st.profit_loss_ratio,
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max_win: st.max_win,
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max_loss: st.max_loss,
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},
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@@ -494,7 +513,7 @@
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.join("");
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elStats.innerHTML =
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'<table class="archive-stats-table"><thead><tr>' +
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"<th>范围</th><th>开仓</th><th>盈利单</th><th>亏损单</th><th>平均盈利</th><th>平均亏损</th><th>最大盈利</th><th>最大亏损</th><th>犯病</th><th>犯病占比</th><th>盈亏</th><th>剔除犯病盈亏</th>" +
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"<th>范围</th><th>开仓</th><th>盈利单</th><th>亏损单</th><th>胜率</th><th>平均盈利</th><th>平均亏损</th><th>盈亏比</th><th>最大盈利</th><th>最大亏损</th><th>犯病</th><th>犯病占比</th><th>盈亏</th><th>剔除犯病盈亏</th>" +
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"</tr></thead><tbody>" +
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rows +
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"</tbody></table>";
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@@ -291,10 +291,14 @@ def test_compute_period_stats_win_loss_metrics():
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assert st["avg_loss"] == -4.5
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assert st["max_win"] == 10.0
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assert st["max_loss"] == -6.0
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assert st["win_rate"] == 50.0
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assert st["profit_loss_ratio"] == round(7.0 / 4.5, 2)
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assert st["sick_count"] == 1
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assert st["pnl_total"] == 5.0
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assert st["pnl_ex_sick"] == 8.0
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assert st["by_exchange"]["binance"]["win_count"] == 2
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assert st["by_exchange"]["binance"]["win_rate"] == 100.0
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assert st["by_exchange"]["binance"]["profit_loss_ratio"] is None
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def test_list_daily_trades_search_filters_stats():
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