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

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- 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>
This commit is contained in:
dekun
2026-06-07 09:07:16 +08:00
parent 62e48dab92
commit f8220762c0
5 changed files with 289 additions and 50 deletions
Download Patch File Download Diff File Expand all files Collapse all files
hub_bridge.py
+1
View File
@@ -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
+117 -36
View File
@@ -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
manual_trading_hub/static/app.css
+62 -5
View File
@@ -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
+1 -1
View File
@@ -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
+108 -8
View File
@@ -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()