crypto_monitor/lib/instance/instance_dashboard_lib.py

"""实例数据看板:本户活跃监控 / 持仓只读聚合."""
from __future__ import annotations

from datetime import datetime, timezone
from typing import Any, Callable, Optional


def _row_dict(row: Any) -> dict[str, Any]:
    if row is None:
        return {}
    if isinstance(row, dict):
        return dict(row)
    try:
        return dict(row)
    except Exception:
        return {}


def _safe_float(v: Any) -> Optional[float]:
    try:
        if v is None or v == "":
            return None
        return float(v)
    except (TypeError, ValueError):
        return None


def _dir_label(direction: Any) -> str:
    d = str(direction or "").strip().lower()
    if d == "short":
        return "做空"
    if d == "long":
        return "做多"
    return str(direction or "-")


def _format_order_item(od: dict[str, Any]) -> dict[str, Any]:
    try:
        from lib.strategy.strategy_trade_labels import apply_order_monitor_source_labels

        od = apply_order_monitor_source_labels(od)
    except Exception:
        pass
    try:
        from lib.trade.entry_model_lib import enrich_entry_model_display

        enrich_entry_model_display(od)
    except Exception:
        pass
    sym = od.get("exchange_symbol") or od.get("symbol") or "-"
    direction = str(od.get("direction") or "long").lower()
    mt = od.get("monitor_type_display") or od.get("monitor_type") or ""
    kst = od.get("key_signal_type") or ""
    title = f"{sym} {_dir_label(direction)}"
    bits = [x for x in (mt, kst) if x]
    subtitle = " · ".join(bits) if bits else ""
    entry = _safe_float(od.get("trigger_price"))
    sl = _safe_float(od.get("stop_loss"))
    tp = _safe_float(od.get("take_profit"))
    return {
        "id": od.get("id"),
        "kind": "order",
        "tab": "trade",
        "title": title,
        "subtitle": subtitle,
        "symbol": sym,
        "price_symbol": od.get("symbol") or sym,
        "direction": direction,
        "direction_label": _dir_label(direction),
        "entry": entry,
        "mark_price": None,
        "contracts": _safe_float(od.get("order_amount")),
        "tp_profit": None,
        "float_pnl": None,
        "stop_loss": sl,
        "take_profit": tp,
        "status": od.get("status") or "active",
    }


OPTIONS_SOURCE_LABELS = {
    "option": "纯期权",
    "perp_options": "永期对冲",
    "options_options": "期期对冲",
}

HEDGE_ACTIVE_STATUSES = frozenset({"opening", "active", "partial"})


def _resolve_options_source(conn, inst_id: str) -> tuple[str, str]:
    """根据进行中对冲计划腿判定来源;默认纯期权."""
    if not inst_id or not _table_exists(conn, "hedge_plans") or not _table_exists(conn, "hedge_plan_legs"):
        return "option", OPTIONS_SOURCE_LABELS["option"]
    try:
        row = conn.execute(
            """
            SELECT p.plan_type
            FROM hedge_plans p
            JOIN hedge_plan_legs l ON l.plan_id = p.id
            WHERE p.status IN ('opening', 'active', 'partial')
              AND l.status = 'open'
              AND l.inst_id = ?
            ORDER BY p.id DESC
            LIMIT 1
            """,
            (inst_id,),
        ).fetchone()
    except Exception:
        return "option", OPTIONS_SOURCE_LABELS["option"]
    if not row:
        return "option", OPTIONS_SOURCE_LABELS["option"]
    pt = str((_row_dict(row).get("plan_type") if isinstance(row, dict) else row[0]) or "").strip()
    if pt in OPTIONS_SOURCE_LABELS:
        return pt, OPTIONS_SOURCE_LABELS[pt]
    return "option", OPTIONS_SOURCE_LABELS["option"]


def _format_options_target(p: dict[str, Any]) -> str:
    hedge = p.get("hedge_plan_target") if isinstance(p.get("hedge_plan_target"), dict) else None
    opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
    if hedge:
        ot = str(hedge.get("opt_type") or opt_type).upper()
        side = "Put ≤" if ot == "P" else "Call ≥"
        tgt = _safe_float(hedge.get("target_index"))
        pid = hedge.get("plan_id")
        if tgt is not None:
            return f"对冲#{pid} {side} {tgt:g}" if pid is not None else f"{side} {tgt:g}"
    tgt = _safe_float(p.get("target_index"))
    if tgt is not None and tgt > 0:
        side = "Put ≤" if opt_type == "P" else "Call ≥"
        return f"{side} {tgt:g}"
    return "—"


def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
    inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
    opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
    label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
    upl = _safe_float(p.get("upl"))
    net = None
    try:
        from lib.options.options_positions_lib import net_pnl_from_display_row

        net = net_pnl_from_display_row(p)
    except Exception:
        net = None
    pnl = net if net is not None else upl
    pos = _safe_float(p.get("pos"))
    exp_ms = p.get("exp_time_ms")
    if exp_ms is None:
        exp_ms = p.get("exp_time")
    try:
        exp_ms = int(float(exp_ms)) if exp_ms not in (None, "") else None
    except (TypeError, ValueError):
        exp_ms = None
    source_key, source_label = (
        _resolve_options_source(conn, inst) if conn is not None else ("option", OPTIONS_SOURCE_LABELS["option"])
    )
    return {
        "id": inst,
        "kind": "options",
        "tab": "options",
        "title": f"{inst} {label}",
        "subtitle": f"张数 {pos if pos is not None else '-'}",
        "inst_id": inst,
        "opt_type": opt_type,
        "opt_type_label": label,
        "source": source_key,
        "source_label": source_label,
        "pos": pos,
        "exp_time_ms": exp_ms,
        "target_monitor": _format_options_target(p),
        "pnl": round(pnl, 4) if pnl is not None else None,
    }


def _format_hedge_item(plan: dict[str, Any]) -> dict[str, Any]:
    pid = plan.get("id")
    underlying = plan.get("underlying") or "-"
    plan_type = plan.get("plan_type") or ""
    status = str(plan.get("status") or "")
    summary = plan.get("contracts_summary") or ""
    plan_type_label = OPTIONS_SOURCE_LABELS.get(plan_type, plan_type)
    active = status in HEDGE_ACTIVE_STATUSES
    status_label = "进行中" if active else (status or "—")
    return {
        "id": pid,
        "kind": "hedge_plan",
        "tab": "hedge_plan",
        "title": f"对冲 #{pid} {underlying}",
        "subtitle": " · ".join(x for x in (plan_type_label, status_label, summary) if x),
        "underlying": underlying,
        "plan_type": plan_type,
        "plan_type_label": plan_type_label,
        "status": status,
        "status_label": status_label,
        "status_active": active,
        "contracts_summary": summary,
    }


def _format_key_item(kd: dict[str, Any]) -> dict[str, Any]:
    sym = kd.get("exchange_symbol") or kd.get("symbol") or "-"
    direction = str(kd.get("direction") or "long").lower()
    signal = kd.get("signal_type") or kd.get("key_signal_type") or kd.get("monitor_type") or ""
    upper = _safe_float(kd.get("upper"))
    lower = _safe_float(kd.get("lower"))
    subtitle_parts = []
    if signal:
        subtitle_parts.append(str(signal))
    if upper is not None or lower is not None:
        subtitle_parts.append(
            f"上{upper if upper is not None else '-'} / 下{lower if lower is not None else '-'}"
        )
    return {
        "id": kd.get("id"),
        "kind": "key",
        "tab": "key_monitor",
        "title": f"{sym} {_dir_label(direction)}",
        "subtitle": " · ".join(subtitle_parts),
        "symbol": sym,
        "direction": direction,
        "direction_label": _dir_label(direction),
        "upper": upper,
        "lower": lower,
        "status": kd.get("status") or "active",
    }


def _format_trend_item(td: dict[str, Any]) -> dict[str, Any]:
    sym = td.get("exchange_symbol") or td.get("symbol") or "-"
    direction = str(td.get("direction") or "long").lower()
    status = td.get("status") or "active"
    entry = _safe_float(td.get("entry_price") or td.get("trigger_price"))
    return {
        "id": td.get("id"),
        "kind": "trend",
        "tab": "strategy",
        "title": f"趋势回调 {sym} {_dir_label(direction)}",
        "subtitle": f"状态 {status}",
        "symbol": sym,
        "direction": direction,
        "direction_label": _dir_label(direction),
        "entry": entry,
        "status": status,
    }


def _format_roll_item(rd: dict[str, Any]) -> dict[str, Any]:
    sym = rd.get("exchange_symbol") or rd.get("symbol") or "-"
    direction = str(rd.get("direction") or "long").lower()
    status = rd.get("status") or "active"
    return {
        "id": rd.get("id"),
        "kind": "roll",
        "tab": "strategy",
        "title": f"顺势加仓 {sym} {_dir_label(direction)}",
        "subtitle": f"状态 {status}",
        "symbol": sym,
        "direction": direction,
        "direction_label": _dir_label(direction),
        "status": status,
    }


def _table_exists(conn, name: str) -> bool:
    try:
        row = conn.execute(
            "SELECT 1 FROM sqlite_master WHERE type='table' AND name=? LIMIT 1",
            (name,),
        ).fetchone()
        return bool(row)
    except Exception:
        return False


def collect_orders(conn) -> list[dict[str, Any]]:
    if not _table_exists(conn, "order_monitors"):
        return []
    rows = conn.execute(
        "SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
    ).fetchall()
    return [_format_order_item(_row_dict(r)) for r in rows]


def collect_keys(conn) -> list[dict[str, Any]]:
    if not _table_exists(conn, "key_monitors"):
        return []
    rows = conn.execute("SELECT * FROM key_monitors ORDER BY id DESC").fetchall()
    return [_format_key_item(_row_dict(r)) for r in rows]


def collect_trends(conn) -> list[dict[str, Any]]:
    if not _table_exists(conn, "trend_pullback_plans"):
        return []
    try:
        rows = conn.execute(
            "SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC"
        ).fetchall()
    except Exception:
        return []
    return [_format_trend_item(_row_dict(r)) for r in rows]


def collect_rolls(conn) -> list[dict[str, Any]]:
    if not _table_exists(conn, "roll_groups") or not _table_exists(conn, "order_monitors"):
        return []
    try:
        rows = conn.execute(
            """SELECT g.* FROM roll_groups g
               INNER JOIN order_monitors m ON m.id = g.order_monitor_id AND m.status='active'
               WHERE g.status='active' ORDER BY g.id DESC"""
        ).fetchall()
    except Exception:
        return []
    return [_format_roll_item(_row_dict(r)) for r in rows]


def collect_hedge_plans(conn) -> list[dict[str, Any]]:
    if not _table_exists(conn, "hedge_plans"):
        return []
    try:
        from lib.hedge_plan.hedge_plan_db import attach_legs_to_plans, list_plans

        rows: list[dict[str, Any]] = []
        for status in ("opening", "active", "partial"):
            rows.extend(list_plans(conn, status=status, limit=80))
        rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
        plans = attach_legs_to_plans(conn, rows)
        return [_format_hedge_item(p) for p in plans]
    except Exception:
        return []


def collect_options_items(
    fetch_options_positions: Optional[Callable[[], list[dict[str, Any]]]] = None,
    *,
    conn=None,
) -> list[dict[str, Any]]:
    if not callable(fetch_options_positions):
        return []
    try:
        raw = fetch_options_positions() or []
    except Exception:
        return []
    out: list[dict[str, Any]] = []
    for p in raw:
        if not isinstance(p, dict):
            continue
        out.append(_format_options_item(p, conn=conn))
    return out


def enrich_order_items_with_marks(
    items: list[dict[str, Any]],
    *,
    get_price: Optional[Callable[[str], Any]] = None,
) -> list[dict[str, Any]]:
    """后台聚合时补标记价(不打全量 fetch_positions;浮盈仍由实盘页口径负责)."""
    if not items or not callable(get_price):
        return items
    out: list[dict[str, Any]] = []
    for it in items:
        row = dict(it)
        sym = str(row.get("price_symbol") or row.get("symbol") or "").strip()
        if not sym:
            out.append(row)
            continue
        try:
            px = get_price(sym)
        except Exception:
            px = None
        mark = _safe_float(px)
        if mark is None and ":" in sym:
            try:
                px = get_price(sym.split(":", 1)[0])
            except Exception:
                px = None
            mark = _safe_float(px)
        if mark is not None:
            row["mark_price"] = mark
        out.append(row)
    return out


def build_instance_dashboard_payload(
    conn,
    *,
    fetch_options_positions: Optional[Callable[[], list[dict[str, Any]]]] = None,
    hedge_enabled: bool = False,
) -> dict[str, Any]:
    orders = collect_orders(conn)
    keys = collect_keys(conn)
    trends = collect_trends(conn)
    rolls = collect_rolls(conn)
    strategy_items = trends + rolls
    options_items = collect_options_items(fetch_options_positions, conn=conn)
    hedge_items = collect_hedge_plans(conn) if hedge_enabled else []
    now = datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
    return {
        "ok": True,
        "updated_at": now,
        "orders": {"title": "实盘下单", "count": len(orders), "items": orders, "tab": "trade"},
        "keys": {"title": "关键位监控", "count": len(keys), "items": keys, "tab": "key_monitor"},
        "strategy": {
            "title": "策略交易",
            "count": len(strategy_items),
            "items": strategy_items,
            "trends": trends,
            "rolls": rolls,
            "tab": "strategy",
        },
        "options": {
            "title": "期权持仓",
            "count": len(options_items),
            "items": options_items,
            "visible": len(options_items) > 0,
            "tab": "options",
        },
        "hedge_plan": {
            "title": "对冲计划",
            "count": len(hedge_items),
            "items": hedge_items,
            "visible": len(hedge_items) > 0,
            "tab": "hedge_plan",
        },
    }