fix(hub): align AI summary trades with records and restyle headings

- Query trade_records with trading-day window and reviewed fields instead of missing session_date column

- Style summary headings and account names as red text with white stroke

Co-authored-by: Cursor <cursoragent@cursor.com>

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()

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 fetch_trades_for_trading_day(
+def _effective_field(d: dict, reviewed_key: str, base_key: str, default: Any = None) -> Any:
-    conn,
+    rv = d.get(reviewed_key)
-    trading_day: str,
+    if rv is not None and str(rv).strip() != "":
-    *,
+        return rv
-    row_to_dict_fn: Optional[Callable] = None,
+    bv = d.get(base_key)
-    limit: int = 200,
+    if bv is not None and str(bv).strip() != "":
-) -> list[dict[str, Any]]:
+        return bv
-    """返回指定交易日的已平仓记录（优先 session_date，否则 closed_at 日期）。"""
+    return default
-    day = (trading_day or "").strip()[:10]
+
-    if not day:
+
-        return []
+def _effective_pnl(d: dict) -> float:
-    lim = max(1, min(int(limit or 200), 500))
+    reviewed = d.get("reviewed_pnl_amount")
-    rows = conn.execute(
+    if reviewed is not None and str(reviewed).strip() != "":
-        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
-        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
-        LIMIT ?
-        """,
-        (day, day, lim),
-    ).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)
+            return float(reviewed)
         except (TypeError, ValueError):
-            pnl = 0.0
+            pass
-        out.append(
+    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"),
-                "exchange_symbol": d.get("exchange_symbol"),
         "direction": d.get("direction"),
-                "result": d.get("result"),
+        "result": effective_result,
         "pnl_amount": round(pnl, 4),
-                "closed_at": d.get("closed_at"),
+        "closed_at": closed_at,
-                "opened_at": d.get("opened_at"),
+        "opened_at": 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"),
+        "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（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, 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 {ts_expr} >= ? AND {ts_expr} <= ?
+        ORDER BY {ts_expr} ASC
+        LIMIT ?
+        """,
+        (start_bj, end_bj, lim * 3),
+    ).fetchall()
+    out: list[dict[str, Any]] = []
+    for row in rows:
+        d = _row_dict(row, row_to_dict_fn)
+        norm = _normalize_trade_row(d, trading_day=day, reset_hour=reset_hour)
+        if norm:
+            out.append(norm)
+        if len(out) >= lim:
+            break
     return out
 
 

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;

manual_trading_hub/static/index.html

@@ -15,7 +15,7 @@
   <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=20260606-hub-ai3" />
+  <link rel="stylesheet" href="/assets/app.css?v=20260607-hub-ai-v3" />
 </head>
 <body>
   <div class="app-bg" aria-hidden="true"></div>

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,
+                symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
-                pnl_amount REAL, closed_at TEXT, opened_at TEXT, session_date TEXT,
+                pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
-                monitor_type TEXT, actual_rr REAL, planned_rr REAL, trade_style TEXT, entry_reason TEXT
+                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()