Add hedge history delete/detail modal and typed stats cards.

History shows contract names with clickable fill details; stats split perp vs options plans for win rate, profit factor, max win/loss, and drawdown. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-14 14:04:48 +08:00
parent e6907dfbbe
commit f6ef06f659
8 changed files with 700 additions and 51 deletions
@@ -151,8 +151,124 @@ def get_plan_legs(conn: sqlite3.Connection, plan_id: int) -> list[dict[str, Any]
    return [dict(r) for r in rows]


+def delete_plan(conn: sqlite3.Connection, plan_id: int) -> dict[str, Any]:
+    """删除已结束/失败/取消的计划及其腿;活跃计划拒绝删除."""
+    plan = get_plan(conn, int(plan_id))
+    if not plan:
+        return {"ok": False, "msg": "计划不存在"}
+    st = str(plan.get("status") or "")
+    if st in ("opening", "active", "partial"):
+        return {"ok": False, "msg": "进行中的计划不可删除,请先结束"}
+    conn.execute("DELETE FROM hedge_plan_legs WHERE plan_id=?", (int(plan_id),))
+    conn.execute("DELETE FROM hedge_plans WHERE id=?", (int(plan_id),))
+    return {"ok": True, "deleted_id": int(plan_id)}
+
+
+def legs_contract_summary(legs: list[dict[str, Any]]) -> str:
+    parts: list[str] = []
+    for leg in legs:
+        role = str(leg.get("leg_role") or "")
+        if role == "perp":
+            name = str(leg.get("symbol") or "永续")
+            parts.append(f"永续 {name}")
+        else:
+            inst = str(leg.get("inst_id") or "")
+            ot = str(leg.get("opt_type") or "").upper()
+            strike = leg.get("strike")
+            label = inst or (f"{ot}{strike}" if ot or strike is not None else role)
+            parts.append(label)
+    return " · ".join(parts) if parts else "—"
+
+
+def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    out: list[dict[str, Any]] = []
+    for p in plans:
+        legs = get_plan_legs(conn, int(p["id"]))
+        row = dict(p)
+        row["legs"] = legs
+        row["contracts_summary"] = legs_contract_summary(legs)
+        out.append(row)
+    return out
+
+
+def _sf(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _metrics_from_pnls(rows: list[dict[str, Any]]) -> dict[str, Any]:
+    """对一组已结束计划计算胜率/盈亏比/最大盈亏/最大回撤."""
+    pnls: list[float] = []
+    timed: list[tuple[str, float]] = []
+    for r in rows:
+        pnl = _sf(r.get("realized_pnl_total"))
+        if pnl is None:
+            continue
+        pnls.append(pnl)
+        t = str(r.get("closed_at") or r.get("opened_at") or r.get("created_at") or "")
+        timed.append((t, pnl))
+    n = len(pnls)
+    if n == 0:
+        return {
+            "count": 0,
+            "wins": 0,
+            "losses": 0,
+            "win_rate": None,
+            "net_pnl": 0.0,
+            "avg_pnl": None,
+            "avg_premium": None,
+            "profit_factor": None,
+            "max_profit": None,
+            "max_loss": None,
+            "max_drawdown": None,
+        }
+    wins = [x for x in pnls if x > 0]
+    losses = [x for x in pnls if x < 0]
+    gross_win = sum(wins)
+    gross_loss = abs(sum(losses))
+    if gross_loss > 0:
+        profit_factor = round(gross_win / gross_loss, 4)
+    elif gross_win > 0:
+        profit_factor = None  # 全胜,标无限
+    else:
+        profit_factor = 0.0
+
+    timed.sort(key=lambda x: x[0] or "")
+    cum = 0.0
+    peak = 0.0
+    mdd = 0.0
+    for _, p in timed:
+        cum += p
+        if cum > peak:
+            peak = cum
+        dd = peak - cum
+        if dd > mdd:
+            mdd = dd
+
+    premiums = [_sf(r.get("premium_total")) for r in rows]
+    premiums_f = [x for x in premiums if x is not None]
+    return {
+        "count": n,
+        "wins": len(wins),
+        "losses": len(losses),
+        "win_rate": round(len(wins) / n, 4),
+        "net_pnl": round(sum(pnls), 4),
+        "avg_pnl": round(sum(pnls) / n, 4),
+        "avg_premium": round(sum(premiums_f) / len(premiums_f), 4) if premiums_f else None,
+        "profit_factor": profit_factor,
+        "profit_factor_infinite": bool(gross_loss <= 0 and gross_win > 0),
+        "max_profit": round(max(pnls), 4),
+        "max_loss": round(min(pnls), 4),
+        "max_drawdown": round(mdd, 4),
+    }
+
+
 def stats_summary(conn: sqlite3.Connection) -> dict[str, Any]:
-    rows = conn.execute(
+    reason_rows = conn.execute(
        """
        SELECT plan_type, close_reason, COUNT(1) AS n,
               COALESCE(SUM(realized_pnl_total), 0) AS pnl
@@ -161,13 +277,42 @@ def stats_summary(conn: sqlite3.Connection) -> dict[str, Any]:
        GROUP BY plan_type, close_reason
        """
    ).fetchall()
-    closed = conn.execute(
-        "SELECT COUNT(1) AS c, COALESCE(SUM(realized_pnl_total),0) AS pnl FROM hedge_plans WHERE status='closed'"
-    ).fetchone()
+    closed_rows = [
+        dict(r)
+        for r in conn.execute(
+            "SELECT * FROM hedge_plans WHERE status='closed' ORDER BY COALESCE(closed_at, opened_at, created_at), id"
+        ).fetchall()
+    ]
    active = count_active_plans(conn)
+    overall = _metrics_from_pnls(closed_rows)
+    by_type = {
+        "perp_options": _metrics_from_pnls(
+            [r for r in closed_rows if r.get("plan_type") == "perp_options"]
+        ),
+        "options_options": _metrics_from_pnls(
+            [r for r in closed_rows if r.get("plan_type") == "options_options"]
+        ),
+    }
+    # 永期止盈/止损分桶
+    po = [r for r in closed_rows if r.get("plan_type") == "perp_options"]
+    by_type["perp_options"]["buckets"] = {
+        "tp": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_tp"]),
+        "sl": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_sl"]),
+    }
+    oo = [r for r in closed_rows if r.get("plan_type") == "options_options"]
+    by_type["options_options"]["buckets"] = {
+        "expiry_loss": _metrics_from_pnls(
+            [r for r in oo if r.get("close_reason") == "oo_expiry_loss"]
+        ),
+        "expiry_win": _metrics_from_pnls(
+            [r for r in oo if r.get("close_reason") == "oo_expiry_win"]
+        ),
+    }
    return {
        "active": active,
-        "closed_count": int((closed["c"] if closed else 0) or 0),
-        "closed_pnl_total": float((closed["pnl"] if closed else 0) or 0),
-        "by_reason": [dict(r) for r in rows],
+        "closed_count": overall["count"],
+        "closed_pnl_total": overall["net_pnl"],
+        "overall": overall,
+        "by_type": by_type,
+        "by_reason": [dict(r) for r in reason_rows],
    }
@@ -490,7 +490,11 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
    @app.route("/api/hedge-plan/history")
    @lr
    def api_hedge_history():
-        from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables, list_plans
+        from lib.hedge_plan.hedge_plan_db import (
+            attach_legs_to_plans,
+            init_hedge_plan_tables,
+            list_plans,
+        )

        conn = cfg["get_db"]()
        try:
@@ -498,10 +502,11 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
            rows = list_plans(conn, status="closed", limit=100)
            failed = list_plans(conn, status="failed", limit=50)
            cancelled = list_plans(conn, status="cancelled", limit=50)
+            merged = attach_legs_to_plans(conn, rows + failed + cancelled)
            conn.commit()
        finally:
            conn.close()
-        return jsonify({"ok": True, "plans": rows + failed + cancelled})
+        return jsonify({"ok": True, "plans": merged})

    @app.route("/api/hedge-plan/stats")
    @lr
@@ -520,7 +525,12 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
    @app.route("/api/hedge-plan/<int:plan_id>")
    @lr
    def api_hedge_detail(plan_id: int):
-        from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, init_hedge_plan_tables
+        from lib.hedge_plan.hedge_plan_db import (
+            get_plan,
+            get_plan_legs,
+            init_hedge_plan_tables,
+            legs_contract_summary,
+        )

        conn = cfg["get_db"]()
        try:
@@ -532,7 +542,30 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
            conn.commit()
        finally:
            conn.close()
-        return jsonify({"ok": True, "plan": plan, "legs": legs})
+        return jsonify(
+            {
+                "ok": True,
+                "plan": plan,
+                "legs": legs,
+                "contracts_summary": legs_contract_summary(legs),
+            }
+        )
+
+    @app.route("/api/hedge-plan/<int:plan_id>", methods=["DELETE"])
+    @lr
+    def api_hedge_delete(plan_id: int):
+        from lib.hedge_plan.hedge_plan_db import delete_plan, init_hedge_plan_tables
+
+        conn = cfg["get_db"]()
+        try:
+            init_hedge_plan_tables(conn)
+            out = delete_plan(conn, plan_id)
+            if not out.get("ok"):
+                return jsonify(out), 400
+            conn.commit()
+        finally:
+            conn.close()
+        return jsonify(out)

    @app.route("/api/hedge-plan/monitor-tick", methods=["POST"])
    @lr
@@ -196,16 +196,16 @@
  <div id="hp-tab-history" class="hp-tab-panel hidden" role="tabpanel" hidden>
    <div class="card">
      <h2>历史记录</h2>
-      <p class="muted">独立对冲计划历史(与普通交易记录分离)</p>
+      <p class="muted">独立对冲计划历史(与普通交易记录分离)。点「成交细节」查看合约名与成交字段。</p>
      <div class="options-strike-table-wrap">
-        <table class="options-strike-table">
+        <table class="options-strike-table hp-history-table">
          <thead>
            <tr>
-              <th>ID</th><th>类型</th><th>标的</th><th>状态</th><th>合计≈U</th><th>原因</th><th>开仓</th><th>结束</th>
+              <th>ID</th><th>类型</th><th>标的</th><th>合约</th><th>状态</th><th>合计≈U</th><th>原因</th><th>开仓</th><th>结束</th><th>操作</th>
            </tr>
          </thead>
          <tbody id="hp-history-tbody">
-            <tr><td colspan="8" class="muted">加载中…</td></tr>
+            <tr><td colspan="10" class="muted">加载中…</td></tr>
          </tbody>
        </table>
      </div>
@@ -215,9 +215,19 @@
  <div id="hp-tab-stats" class="hp-tab-panel hidden" role="tabpanel" hidden>
    <div class="card">
      <h2>统计分析</h2>
-      <p class="muted">止盈=盈利−保费;止损=期权盈亏+永续盈亏;期期到期无盈利记总亏损</p>
+      <p class="muted">按永期 / 期期分别统计:胜率、盈亏比、最大盈利、最大亏损、最大回撤(按结束时间累积)</p>
      <div id="hp-stats-box" class="muted">加载中…</div>
    </div>
  </div>
+
+  <div id="hp-detail-modal" class="hp-modal-backdrop" hidden>
+    <div class="hp-modal" role="dialog" aria-modal="true" aria-labelledby="hp-detail-title">
+      <div class="hp-modal-head">
+        <h3 id="hp-detail-title">成交细节</h3>
+        <button type="button" class="btn-secondary" id="hp-detail-close">关闭</button>
+      </div>
+      <div id="hp-detail-body" class="hp-modal-body muted">加载中…</div>
+    </div>
+  </div>
 </div>
-<script src="/static/hedge_plan.js?v=10"></script>
+<script src="/static/hedge_plan.js?v=11"></script>