diff --git a/hub_bridge.py b/hub_bridge.py
index 02b27df..3805917 100644
--- a/hub_bridge.py
+++ b/hub_bridge.py
@@ -446,6 +446,7 @@ def register_hub_routes(app):
conn,
trading_day,
row_to_dict_fn=c.get("row_to_dict"),
+ reset_hour=reset_hour,
)
finally:
conn.close()
diff --git a/hub_trades_lib.py b/hub_trades_lib.py
index ba0bc37..829bac1 100644
--- a/hub_trades_lib.py
+++ b/hub_trades_lib.py
@@ -4,6 +4,16 @@ from __future__ import annotations
from datetime import datetime, timedelta
from typing import Any, Callable, Optional
+TRADE_COMPLETED_RESULTS = (
+ "止盈",
+ "止损",
+ "保本止盈",
+ "移动止盈",
+ "手动平仓",
+ "强制清仓",
+ "外部平仓",
+)
+
def trading_day_from_dt(dt: datetime, reset_hour: int = 8) -> str:
"""与实例 get_trading_day 一致：小时 < reset_hour 归属上一日历日。"""
@@ -16,6 +26,28 @@ def current_trading_day(*, now: datetime | None = None, reset_hour: int = 8) ->
return trading_day_from_dt(now or datetime.now(), reset_hour)
+def parse_dt_for_trading_day(raw: Any) -> datetime | None:
+ if raw is None:
+ return None
+ s = str(raw).strip().replace("Z", "").replace("T", " ")
+ if not s:
+ return None
+ for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16), ("%Y-%m-%d", 10)):
+ try:
+ return datetime.strptime(s[:ln], fmt)
+ except ValueError:
+ continue
+ return None
+
+
+def trading_day_window_bounds(trading_day: str, reset_hour: int = 8) -> tuple[str, str]:
+ """交易日 [reset_hour, 次日 reset_hour) 对应的北京时间字符串区间（闭区间）。"""
+ day = datetime.strptime((trading_day or "").strip()[:10], "%Y-%m-%d")
+ start = day.replace(hour=reset_hour, minute=0, second=0, microsecond=0)
+ end = start + timedelta(days=1) - timedelta(seconds=1)
+ return start.strftime("%Y-%m-%d %H:%M:%S"), end.strftime("%Y-%m-%d %H:%M:%S")
+
+
def _row_dict(row, row_to_dict: Optional[Callable] = None) -> dict:
if row is None:
return {}
@@ -36,62 +68,111 @@ def _row_dict(row, row_to_dict: Optional[Callable] = None) -> dict:
return {}
+def _effective_field(d: dict, reviewed_key: str, base_key: str, default: Any = None) -> Any:
+ rv = d.get(reviewed_key)
+ if rv is not None and str(rv).strip() != "":
+ return rv
+ bv = d.get(base_key)
+ if bv is not None and str(bv).strip() != "":
+ return bv
+ return default
+
+
+def _effective_pnl(d: dict) -> float:
+ reviewed = d.get("reviewed_pnl_amount")
+ if reviewed is not None and str(reviewed).strip() != "":
+ try:
+ return float(reviewed)
+ except (TypeError, ValueError):
+ pass
+ ex = d.get("exchange_realized_pnl")
+ if ex is not None and str(ex).strip() != "":
+ try:
+ return float(ex)
+ except (TypeError, ValueError):
+ pass
+ try:
+ return float(d.get("pnl_amount") or 0)
+ except (TypeError, ValueError):
+ return 0.0
+
+
+def _trade_close_dt(d: dict) -> datetime | None:
+ raw = _effective_field(d, "reviewed_closed_at", "closed_at")
+ if raw is None or str(raw).strip() == "":
+ raw = d.get("created_at") or d.get("opened_at")
+ return parse_dt_for_trading_day(raw)
+
+
+def _normalize_trade_row(
+ d: dict,
+ *,
+ trading_day: str,
+ reset_hour: int,
+) -> dict[str, Any] | None:
+ effective_result = str(_effective_field(d, "reviewed_result", "result") or "").strip()
+ if effective_result not in TRADE_COMPLETED_RESULTS:
+ return None
+ close_dt = _trade_close_dt(d)
+ if not close_dt:
+ return None
+ if trading_day_from_dt(close_dt, reset_hour) != trading_day:
+ return None
+ pnl = _effective_pnl(d)
+ closed_at = _effective_field(d, "reviewed_closed_at", "closed_at")
+ opened_at = _effective_field(d, "reviewed_opened_at", "opened_at")
+ return {
+ "symbol": d.get("symbol"),
+ "direction": d.get("direction"),
+ "result": effective_result,
+ "pnl_amount": round(pnl, 4),
+ "closed_at": closed_at,
+ "opened_at": opened_at,
+ "monitor_type": d.get("monitor_type"),
+ "actual_rr": d.get("actual_rr"),
+ "planned_rr": d.get("planned_rr"),
+ "trade_style": d.get("trade_style"),
+ "entry_reason": d.get("entry_reason"),
+ "reviewed": bool(d.get("reviewed_at") or d.get("reviewed_result")),
+ }
+
+
def fetch_trades_for_trading_day(
conn,
trading_day: str,
*,
row_to_dict_fn: Optional[Callable] = None,
+ reset_hour: int = 8,
limit: int = 200,
) -> list[dict[str, Any]]:
- """返回指定交易日的已平仓记录（优先 session_date，否则 closed_at 日期）。"""
+ """返回指定交易日的已平仓记录（与 /records 交易记录一致，复盘字段优先）。"""
day = (trading_day or "").strip()[:10]
if not day:
return []
lim = max(1, min(int(limit or 200), 500))
+ start_bj, end_bj = trading_day_window_bounds(day, reset_hour)
+ ts_expr = "REPLACE(COALESCE(reviewed_closed_at, closed_at, created_at, opened_at), 'T', ' ')"
rows = conn.execute(
f"""
- SELECT symbol, exchange_symbol, direction, result, pnl_amount,
- closed_at, opened_at, session_date, monitor_type,
- actual_rr, planned_rr, trade_style, entry_reason
+ SELECT symbol, direction, result, reviewed_result, pnl_amount, reviewed_pnl_amount,
+ exchange_realized_pnl, closed_at, reviewed_closed_at, opened_at, reviewed_opened_at,
+ created_at, monitor_type, actual_rr, planned_rr, trade_style, entry_reason,
+ reviewed_at
FROM trade_records
- WHERE (
- (session_date IS NOT NULL AND TRIM(session_date) != '' AND session_date = ?)
- OR (
- (session_date IS NULL OR TRIM(session_date) = '')
- AND closed_at IS NOT NULL AND TRIM(closed_at) != ''
- AND substr(closed_at, 1, 10) = ?
- )
- )
- AND result IS NOT NULL AND TRIM(result) != ''
- ORDER BY COALESCE(closed_at, opened_at) ASC
+ WHERE {ts_expr} >= ? AND {ts_expr} <= ?
+ ORDER BY {ts_expr} ASC
LIMIT ?
""",
- (day, day, lim),
+ (start_bj, end_bj, lim * 3),
).fetchall()
out: list[dict[str, Any]] = []
for row in rows:
d = _row_dict(row, row_to_dict_fn)
- try:
- pnl = float(d.get("pnl_amount") or 0)
- except (TypeError, ValueError):
- pnl = 0.0
- out.append(
- {
- "symbol": d.get("symbol"),
- "exchange_symbol": d.get("exchange_symbol"),
- "direction": d.get("direction"),
- "result": d.get("result"),
- "pnl_amount": round(pnl, 4),
- "closed_at": d.get("closed_at"),
- "opened_at": d.get("opened_at"),
- "session_date": d.get("session_date"),
- "monitor_type": d.get("monitor_type"),
- "actual_rr": d.get("actual_rr"),
- "planned_rr": d.get("planned_rr"),
- "trade_style": d.get("trade_style"),
- "entry_reason": d.get("entry_reason"),
- }
- )
+ norm = _normalize_trade_row(d, trading_day=day, reset_hour=reset_hour)
+ if norm:
+ out.append(norm)
+ if len(out) >= lim:
+ break
return out
diff --git a/manual_trading_hub/static/app.css b/manual_trading_hub/static/app.css
index 64ebabc..b320e8f 100644
--- a/manual_trading_hub/static/app.css
+++ b/manual_trading_hub/static/app.css
@@ -3534,27 +3534,66 @@ body.hub-page-ai #page-ai {
color: var(--text);
font-weight: 600;
}
-.ai-result-md h2 {
+.ai-md-body.ai-result-md h2 {
font-size: 1.02rem;
- color: var(--accent-2, var(--accent));
+ color: var(--red);
margin: 14px 0 8px;
padding-bottom: 4px;
border-bottom: 1px solid var(--border-soft);
+ -webkit-text-stroke: 0.45px #fff;
+ paint-order: stroke fill;
+ text-shadow:
+ 0 0 1px #fff,
+ 0 0 2px rgba(255, 255, 255, 0.9),
+ 1px 0 0 #fff,
+ -1px 0 0 #fff,
+ 0 1px 0 #fff,
+ 0 -1px 0 #fff;
}
.ai-md-body.ai-result-md h2:first-child {
margin-top: 0;
}
.ai-md-body.ai-result-md h3 {
font-size: 0.92rem;
- color: var(--accent-2, var(--accent));
+ color: var(--red);
margin: 16px 0 8px;
padding-bottom: 4px;
border-bottom: 1px solid var(--border-soft);
font-weight: 600;
+ -webkit-text-stroke: 0.45px #fff;
+ paint-order: stroke fill;
+ text-shadow:
+ 0 0 1px #fff,
+ 0 0 2px rgba(255, 255, 255, 0.9),
+ 1px 0 0 #fff,
+ -1px 0 0 #fff,
+ 0 1px 0 #fff,
+ 0 -1px 0 #fff;
}
.ai-md-body.ai-result-md h3:first-of-type {
margin-top: 4px;
}
+.ai-md-body.ai-result-md h4 {
+ font-size: 0.92rem;
+ color: var(--red);
+ margin: 10px 0 6px;
+ -webkit-text-stroke: 0.45px #fff;
+ paint-order: stroke fill;
+ text-shadow:
+ 0 0 1px #fff,
+ 0 0 2px rgba(255, 255, 255, 0.9),
+ 1px 0 0 #fff,
+ -1px 0 0 #fff,
+ 0 1px 0 #fff,
+ 0 -1px 0 #fff;
+}
+.ai-result-md h2 {
+ font-size: 1.02rem;
+ color: var(--accent-2, var(--accent));
+ margin: 14px 0 8px;
+ padding-bottom: 4px;
+ border-bottom: 1px solid var(--border-soft);
+}
.ai-result-md h3,
.ai-result-md h4 {
font-size: 0.92rem;
@@ -3624,7 +3663,16 @@ body.hub-page-ai #page-ai {
}
.ai-ac-name {
min-width: 9rem;
- font-weight: 500;
+ font-weight: 600;
+ color: var(--red);
+ -webkit-text-stroke: 0.35px #fff;
+ paint-order: stroke fill;
+ text-shadow:
+ 0 0 1px #fff,
+ 1px 0 0 #fff,
+ -1px 0 0 #fff,
+ 0 1px 0 #fff,
+ 0 -1px 0 #fff;
}
.ai-ac-remark {
color: var(--muted);
@@ -3726,7 +3774,16 @@ body.hub-page-ai #page-ai {
margin: 0 0 6px;
font-size: 0.82rem;
font-weight: 600;
- color: var(--accent-2, var(--accent));
+ color: var(--red);
+ -webkit-text-stroke: 0.45px #fff;
+ paint-order: stroke fill;
+ text-shadow:
+ 0 0 1px #fff,
+ 0 0 2px rgba(255, 255, 255, 0.9),
+ 1px 0 0 #fff,
+ -1px 0 0 #fff,
+ 0 1px 0 #fff,
+ 0 -1px 0 #fff;
}
.ai-msg-attachments {
display: flex;
diff --git a/manual_trading_hub/static/index.html b/manual_trading_hub/static/index.html
index f853bc2..dcba08b 100644
--- a/manual_trading_hub/static/index.html
+++ b/manual_trading_hub/static/index.html
@@ -15,7 +15,7 @@
-
+
diff --git a/tests/test_hub_trades_lib.py b/tests/test_hub_trades_lib.py
index fe68c45..5d13a2f 100644
--- a/tests/test_hub_trades_lib.py
+++ b/tests/test_hub_trades_lib.py
@@ -3,10 +3,15 @@ from __future__ import annotations
import sqlite3
import unittest
-
-from hub_trades_lib import fetch_trades_for_trading_day, summarize_trades, trading_day_from_dt
from datetime import datetime
+from hub_trades_lib import (
+ fetch_trades_for_trading_day,
+ summarize_trades,
+ trading_day_from_dt,
+ trading_day_window_bounds,
+)
+
class HubTradesLibTest(unittest.TestCase):
def test_trading_day_reset(self):
@@ -15,32 +20,44 @@ class HubTradesLibTest(unittest.TestCase):
dt2 = datetime(2026, 6, 6, 8, 0, 0)
self.assertEqual(trading_day_from_dt(dt2, 8), "2026-06-06")
+ def test_trading_day_window_bounds(self):
+ start, end = trading_day_window_bounds("2026-06-06", 8)
+ self.assertEqual(start, "2026-06-06 08:00:00")
+ self.assertEqual(end, "2026-06-07 07:59:59")
+
def test_fetch_and_summarize(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
conn.execute(
"""CREATE TABLE trade_records (
- symbol TEXT, exchange_symbol TEXT, direction TEXT, result TEXT,
- pnl_amount REAL, closed_at TEXT, opened_at TEXT, session_date TEXT,
- monitor_type TEXT, actual_rr REAL, planned_rr REAL, trade_style TEXT, entry_reason TEXT
+ symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
+ pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
+ closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
+ created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
+ trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
)"""
)
conn.execute(
- "INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
+ "INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
(
"ONDO/USDT",
- "ONDO/USDT:USDT",
"short",
"止损",
+ None,
-0.5,
+ None,
+ None,
"2026-06-06 10:00:00",
+ None,
"2026-06-06 09:00:00",
- "2026-06-06",
+ None,
+ "2026-06-06 10:00:00",
"趋势回调",
None,
None,
"trend",
"",
+ None,
),
)
conn.commit()
@@ -52,6 +69,89 @@ class HubTradesLibTest(unittest.TestCase):
self.assertAlmostEqual(stats["total_pnl_u"], -0.5)
conn.close()
+ def test_early_morning_belongs_prev_trading_day(self):
+ conn = sqlite3.connect(":memory:")
+ conn.row_factory = sqlite3.Row
+ conn.execute(
+ """CREATE TABLE trade_records (
+ symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
+ pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
+ closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
+ created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
+ trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
+ )"""
+ )
+ conn.execute(
+ "INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+ (
+ "BTC/USDT",
+ "long",
+ "止盈",
+ None,
+ 1.2,
+ None,
+ None,
+ "2026-06-07 07:30:00",
+ None,
+ "2026-06-07 06:00:00",
+ None,
+ "2026-06-07 07:30:00",
+ "关键位",
+ None,
+ None,
+ "trend",
+ "",
+ None,
+ ),
+ )
+ conn.commit()
+ self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-07")), 0)
+ self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-06")), 1)
+ conn.close()
+
+ def test_reviewed_fields_preferred(self):
+ conn = sqlite3.connect(":memory:")
+ conn.row_factory = sqlite3.Row
+ conn.execute(
+ """CREATE TABLE trade_records (
+ symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
+ pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
+ closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
+ created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
+ trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
+ )"""
+ )
+ conn.execute(
+ "INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+ (
+ "ETH/USDT",
+ "long",
+ "止损",
+ "止盈",
+ -0.5,
+ 2.0,
+ None,
+ "2026-06-06 09:00:00",
+ "2026-06-06 11:00:00",
+ "2026-06-06 08:00:00",
+ None,
+ "2026-06-06 11:00:00",
+ "趋势回调",
+ None,
+ None,
+ "trend",
+ "",
+ "2026-06-06 12:00:00",
+ ),
+ )
+ conn.commit()
+ rows = fetch_trades_for_trading_day(conn, "2026-06-06")
+ self.assertEqual(len(rows), 1)
+ self.assertEqual(rows[0]["result"], "止盈")
+ self.assertAlmostEqual(rows[0]["pnl_amount"], 2.0)
+ self.assertTrue(rows[0]["reviewed"])
+ conn.close()
+
if __name__ == "__main__":
unittest.main()