修复币安交易记录

crypto_monitor_binance/app.py

@@ -162,9 +162,16 @@ ORDER_MONITOR_TYPE_KEY_AUTO = "关键位监控"
 KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
 EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip()
 EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200"))))
+# 与币安 App「仓位历史-实现盈亏」对齐：仅已实现盈亏 + 手续费（不含资金费）
+BINANCE_APP_PNL_INCOME_TYPES = frozenset({"REALIZED_PNL", "COMMISSION"})
 BINANCE_NET_INCOME_TYPES = frozenset(
     {"REALIZED_PNL", "COMMISSION", "FUNDING_FEE", "INSURANCE_CLEAR", "INTERNAL_AUTO_CLOSE"}
 )
+BINANCE_PNL_INCLUDE_FUNDING = os.getenv("BINANCE_PNL_INCLUDE_FUNDING", "false").lower() in (
+    "1",
+    "true",
+    "yes",
+)
 _LAST_EXCHANGE_PNL_SYNC_AT = 0.0
 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"
@@ -2086,6 +2093,48 @@ def _income_entry_trade_id(entry):
     return ""
 
 
+def calc_binance_realized_pnl_from_trades(trades):
+    """
+    按 Binance 成交回报汇总：sum(realizedPnl) + 手续费（与 App「仓位历史-实现盈亏」一致）。
+    """
+    if not trades:
+        return None
+    total = 0.0
+    has = False
+    for t in trades:
+        info = t.get("info") if isinstance(t.get("info"), dict) else {}
+        for src in (info, t):
+            if not isinstance(src, dict):
+                continue
+            for key in ("realizedPnl", "realized_pnl"):
+                v = src.get(key)
+                if v is None or str(v).strip() == "":
+                    continue
+                try:
+                    total += float(v)
+                    has = True
+                except (TypeError, ValueError):
+                    pass
+        fee = t.get("fee")
+        if isinstance(fee, dict) and fee.get("cost") is not None:
+            try:
+                total += float(fee["cost"])
+                has = True
+            except (TypeError, ValueError):
+                pass
+        comm = info.get("commission")
+        if comm is not None and str(comm).strip() != "":
+            try:
+                c = float(comm)
+                total -= c if c > 0 else -abs(c)
+                has = True
+            except (TypeError, ValueError):
+                pass
+    if not has:
+        return None
+    return round(total, FUNDS_DECIMALS)
+
+
 def calc_pnl_from_closing_trades(direction, entry_price, trades, exchange_symbol=None):
     """按减仓成交数量×价差汇总盈亏（不含资金费；比单点标记价更接近交易所）。"""
     try:
@@ -2173,6 +2222,9 @@ def resolve_trade_pnl_amount(
     if net is not None:
         return net, exit_price, eo, ec, sync_key
     if closing_trades:
+        trade_pnl = calc_binance_realized_pnl_from_trades(closing_trades)
+        if trade_pnl is not None:
+            return trade_pnl, exit_price, None, None, None
         fill_pnl = calc_pnl_from_closing_trades(direction, entry_price, closing_trades, ex_sym)
         if fill_pnl is not None:
             return fill_pnl, exit_price, None, None, None
@@ -5430,24 +5482,48 @@ def fetch_binance_net_pnl_for_trade(
 ):
     if open_ms is None or close_ms is None or close_ms < open_ms:
         return None, None, None, None
-    buffer_ms = 5 * 60 * 1000
+    trade_ids = _trade_ids_from_fills(closing_trades) if closing_trades else None
+    if closing_trades:
+        trade_pnl = calc_binance_realized_pnl_from_trades(closing_trades)
+        if trade_pnl is not None:
+            first_t = None
+            last_t = None
+            for t in closing_trades:
+                ts = _coerce_ts_ms(t.get("timestamp"))
+                if ts:
+                    first_t = ts if first_t is None else min(first_t, ts)
+                    last_t = ts if last_t is None else max(last_t, ts)
+            ensure_markets_loaded()
+            market = exchange.market(exchange_symbol)
+            cid = market.get("id") or exchange_symbol
+            sync_key = f"trades|{cid}|{direction}|{open_ms}|{close_ms}|{trade_pnl}"
+            eo = ms_to_app_local_str(first_t) if first_t else None
+            ec = ms_to_app_local_str(last_t) if last_t else None
+            return trade_pnl, sync_key, eo, ec
+    income_types = (
+        BINANCE_NET_INCOME_TYPES
+        if BINANCE_PNL_INCLUDE_FUNDING
+        else BINANCE_APP_PNL_INCOME_TYPES
+    )
+    buffer_ms = 90 * 1000 if trade_ids else 5 * 60 * 1000
     entries = _fetch_binance_income_entries(
         exchange_symbol, max(0, int(open_ms) - buffer_ms), int(close_ms) + buffer_ms
     )
     if not entries:
         return None, None, None, None
-    trade_ids = _trade_ids_from_fills(closing_trades) if closing_trades else None
     net = 0.0
     first_t = None
     last_t = None
     for e in entries:
         it = (e.get("incomeType") or e.get("income_type") or "").strip()
-        if it not in BINANCE_NET_INCOME_TYPES:
+        if it not in income_types:
             continue
         if trade_ids and it in ("REALIZED_PNL", "COMMISSION"):
             tid = _income_entry_trade_id(e)
             if tid and tid not in trade_ids:
                 continue
+        if trade_ids and it == "FUNDING_FEE":
+            continue
         try:
             net += float(e.get("income") or 0)
         except (TypeError, ValueError):
@@ -5509,9 +5585,11 @@ def sync_trade_record_exchange_pnl(conn, record_id, commit=True, force=False):
         if net is not None and sync_key:
             break
     if net is None:
-        net = calc_pnl_from_closing_trades(
-            direction, tr["trigger_price"], closing_trades, ex_sym
-        )
+        net = calc_binance_realized_pnl_from_trades(closing_trades)
+        if net is None:
+            net = calc_pnl_from_closing_trades(
+                direction, tr["trigger_price"], closing_trades, ex_sym
+            )
         if net is not None:
             try:
                 ensure_markets_loaded()