crypto_monitor/scripts/backfill_trend_strategy_snapshots.py

#!/usr/bin/env python3
"""补录缺失的趋势回调策略结束快照（strategy_trade_snapshots）。

适用：gate_bot 等在计划结束（止盈/止损/手动）时因 strategy_trend_cfg 未注册而漏写快照的历史数据。
保本移交路径通常已有快照，本脚本默认跳过「已有任意快照」的计划。

用法（在仓库根目录，Linux 请用 python3）：
  python3 scripts/backfill_trend_strategy_snapshots.py \\
    --db crypto_monitor_gate_bot/crypto.db --dry-run
  python3 scripts/backfill_trend_strategy_snapshots.py \\
    --db crypto_monitor_gate_bot/crypto.db --apply
"""
from __future__ import annotations

import argparse
import sqlite3
import sys
from pathlib import Path

_REPO_ROOT = Path(__file__).resolve().parents[1]
if str(_REPO_ROOT) not in sys.path:
    sys.path.insert(0, str(_REPO_ROOT))

from strategy_snapshot_lib import (  # noqa: E402
    STRATEGY_TREND,
    init_strategy_snapshot_table,
    save_trend_plan_snapshot,
)

PLAN_STATUS_LABEL = {
    "stopped_sl": "止损",
    "stopped_tp": "止盈",
    "stopped_manual": "手动平仓",
    "stopped_handoff": "保本移交",
}

TRADE_RESULT_LABEL = {
    "止损": "止损",
    "止盈": "止盈",
    "手动平仓": "手动平仓",
    "移动止盈": "止盈",
    "保本止盈": "止盈",
    "强制清仓": "手动平仓",
}


def _row_dict(row) -> dict:
    if row is None:
        return {}
    try:
        return dict(row)
    except Exception:
        return {}


def infer_exit_price(
    direction: str,
    entry: float | None,
    margin: float | None,
    leverage: float | None,
    pnl: float | None,
) -> float | None:
    """由本地 calc_pnl 口径反推平仓价（供补录快照 exit_price）。"""
    try:
        trigger = float(entry)
        margin_f = float(margin)
        lev = float(leverage)
        pnl_f = float(pnl)
    except (TypeError, ValueError):
        return None
    if trigger <= 0 or margin_f <= 0 or lev <= 0:
        return None
    notional = margin_f * lev
    if notional <= 0:
        return None
    ratio = pnl_f / notional
    if (direction or "long").strip().lower() == "short":
        return round(trigger * (1.0 - ratio), 10)
    return round(trigger * (1.0 + ratio), 10)


def resolve_result_label(plan: dict, trade: dict | None) -> str:
    status = (plan.get("status") or "").strip()
    if status in PLAN_STATUS_LABEL:
        return PLAN_STATUS_LABEL[status]
    if trade:
        res = (trade.get("result") or "").strip()
        if res in TRADE_RESULT_LABEL:
            return TRADE_RESULT_LABEL[res]
        if res:
            return res
    msg = (plan.get("message") or "").strip()
    if msg:
        return msg[:32]
    return "结束"


def find_missing_plans(
    conn: sqlite3.Connection,
    *,
    plan_id: int | None = None,
    since: str | None = None,
) -> list[dict]:
    sql = """
        SELECT p.*
        FROM trend_pullback_plans p
        WHERE TRIM(COALESCE(p.status, '')) != 'active'
          AND NOT EXISTS (
              SELECT 1 FROM strategy_trade_snapshots s
              WHERE s.strategy_type = ? AND s.source_id = p.id
          )
    """
    params: list[object] = [STRATEGY_TREND]
    if plan_id is not None:
        sql += " AND p.id = ?"
        params.append(int(plan_id))
    if since:
        sql += " AND COALESCE(p.opened_at, '') >= ?"
        params.append(since.strip())
    sql += " ORDER BY p.id ASC"
    rows = conn.execute(sql, params).fetchall()
    return [_row_dict(r) for r in rows]


def fetch_trade_for_plan(conn: sqlite3.Connection, plan_id: int) -> dict | None:
    row = conn.execute(
        """
        SELECT * FROM trade_records
        WHERE trend_plan_id = ?
        ORDER BY COALESCE(closed_at_ms, 0) DESC, id DESC
        LIMIT 1
        """,
        (int(plan_id),),
    ).fetchone()
    return _row_dict(row) if row else None


def backfill_one(conn: sqlite3.Connection, plan: dict, *, dry_run: bool) -> dict:
    plan_id = int(plan["id"])
    trade = fetch_trade_for_plan(conn, plan_id)
    result_label = resolve_result_label(plan, trade)
    pnl_amount = None
    closed_at = None
    exit_price = None
    entry = plan.get("avg_entry_price") or plan.get("live_price_ref")
    margin = plan.get("plan_margin_capital")
    leverage = plan.get("leverage")

    if trade:
        pnl_amount = trade.get("pnl_amount")
        closed_at = trade.get("closed_at")
        entry = trade.get("trigger_price") or entry
        margin = trade.get("margin_capital") or margin
        leverage = trade.get("leverage") or leverage
        exit_price = infer_exit_price(
            plan.get("direction") or trade.get("direction") or "long",
            entry,
            margin,
            leverage,
            pnl_amount,
        )

    info = {
        "plan_id": plan_id,
        "symbol": plan.get("symbol"),
        "status": plan.get("status"),
        "result_label": result_label,
        "closed_at": closed_at,
        "pnl_amount": pnl_amount,
        "exit_price": exit_price,
        "legs_done": plan.get("legs_done"),
        "dca_legs": plan.get("dca_legs"),
        "has_trade": bool(trade),
    }

    if dry_run:
        return info

    save_trend_plan_snapshot(
        {},
        conn,
        plan,
        result_label=result_label,
        exit_price=exit_price,
        pnl_amount=float(pnl_amount) if pnl_amount is not None else None,
        closed_at=closed_at,
    )
    return info


def main() -> int:
    parser = argparse.ArgumentParser(
        description="Backfill missing trend_pullback strategy_trade_snapshots rows."
    )
    parser.add_argument("--db", required=True, help="Path to instance sqlite db")
    parser.add_argument("--plan-id", type=int, help="Only backfill this trend plan id")
    parser.add_argument(
        "--since",
        help="Only plans with opened_at >= YYYY-MM-DD (optional)",
    )
    parser.add_argument("--dry-run", action="store_true", help="Preview only (default)")
    parser.add_argument("--apply", action="store_true", help="Write snapshots")
    args = parser.parse_args()
    if not args.dry_run and not args.apply:
        args.dry_run = True

    db_path = Path(args.db).expanduser().resolve()
    if not db_path.is_file():
        print(f"[ERR] DB not found: {db_path}")
        return 1

    conn = sqlite3.connect(str(db_path))
    conn.row_factory = sqlite3.Row
    init_strategy_snapshot_table(conn)

    missing = find_missing_plans(
        conn, plan_id=args.plan_id, since=args.since
    )
    if not missing:
        print("[INFO] No closed trend plans missing strategy snapshots.")
        conn.close()
        return 0

    print(f"[INFO] Found {len(missing)} plan(s) without strategy snapshot.")
    applied = 0
    for plan in missing:
        info = backfill_one(conn, plan, dry_run=not args.apply)
        trade_hint = "有交易记录" if info["has_trade"] else "无交易记录"
        print(
            f"  - plan #{info['plan_id']} {info['symbol']} "
            f"status={info['status']} → {info['result_label']} "
            f"closed={info['closed_at'] or '—'} pnl={info['pnl_amount']} "
            f"补仓 {info['legs_done']}/{info['dca_legs']} ({trade_hint})"
        )
        applied += 1

    if args.apply:
        conn.commit()
        print(f"[OK] Backfilled {applied} snapshot(s).")
    else:
        print("[DRY-RUN] No changes written. Re-run with --apply to commit.")

    conn.close()
    return 0


if __name__ == "__main__":
    raise SystemExit(main())