crypto_monitor/lib/hub/hub_fund_history_lib.py

"""中控资金概况:分户日快照(180 交易日),总资金曲线与回撤."""
from __future__ import annotations

import json
import os
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Optional

from lib.hub.hub_trades_lib import current_trading_day
from lib.hub.hub_options_funds_lib import merge_board_row_balances

from lib.paths import manual_trading_hub_dir

HUB_DIR = manual_trading_hub_dir()
FUND_HISTORY_PATH = HUB_DIR / "hub_fund_history.json"
LEGACY_FUND_HISTORY_PATH = HUB_DIR / "hub_ai_fund_history.json"

try:
    FUND_HISTORY_DAYS = max(30, int(os.getenv("HUB_FUND_HISTORY_DAYS", "180") or "180"))
except ValueError:
    FUND_HISTORY_DAYS = 180

FUND_HISTORY_START_DAY = (os.getenv("HUB_FUND_HISTORY_START_DAY") or "2026-06-09").strip()[:10]


def fund_history_start_day() -> str:
    return FUND_HISTORY_START_DAY or "2026-06-09"


def _now_str() -> str:
    return datetime.now().strftime("%Y-%m-%d %H:%M:%S")


def _safe_float(value: Any) -> Optional[float]:
    try:
        v = float(value)
        return v if v >= 0 else None
    except (TypeError, ValueError):
        return None


def account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
    """资金户 + 交易户;任一侧缺失则不计入(返回 None)."""
    fu = _safe_float(funding)
    tu = _safe_float(trading)
    if fu is None or tu is None:
        return None
    return round(fu + tu, 4)


def compute_drawdown(values: list[float]) -> dict[str, Any]:
    """基于资金权益序列计算峰值回撤(U 与 %)."""
    peak = 0.0
    max_dd_u = 0.0
    peak_at_end = 0.0
    for v in values:
        if not isinstance(v, (int, float)):
            continue
        fv = float(v)
        if fv > peak:
            peak = fv
        dd = peak - fv
        if dd > max_dd_u:
            max_dd_u = dd
        peak_at_end = peak
    max_dd_u = round(max_dd_u, 4)
    peak_at_end = round(peak_at_end, 4)
    max_dd_pct = round((max_dd_u / peak_at_end) * 100, 2) if peak_at_end > 0 else None
    return {
        "peak_usdt": peak_at_end,
        "max_drawdown_u": max_dd_u,
        "max_drawdown_pct": max_dd_pct,
    }


def _atomic_write(path: Path, data: dict) -> None:
    path.parent.mkdir(parents=True, exist_ok=True)
    tmp = path.with_suffix(path.suffix + ".tmp")
    tmp.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
    os.replace(tmp, path)


def _prune_days(
    days: dict,
    *,
    keep_days: int,
    anchor_day: str,
    start_day: Optional[str] = None,
) -> dict:
    try:
        anchor = datetime.strptime(anchor_day[:10], "%Y-%m-%d")
    except ValueError:
        anchor = datetime.now()
    rolling_cutoff = (anchor - timedelta(days=max(1, keep_days) - 1)).strftime("%Y-%m-%d")
    start = (start_day or fund_history_start_day()).strip()[:10]
    cutoff = max(rolling_cutoff, start) if start else rolling_cutoff
    return {k: v for k, v in (days or {}).items() if str(k) >= cutoff}


def _migrate_legacy_store(days: dict) -> dict:
    if not LEGACY_FUND_HISTORY_PATH.is_file():
        return days
    try:
        loaded = json.loads(LEGACY_FUND_HISTORY_PATH.read_text(encoding="utf-8"))
        legacy_days = loaded.get("days") if isinstance(loaded, dict) else {}
        if not isinstance(legacy_days, dict):
            return days
        merged = dict(days)
        for day, block in legacy_days.items():
            if day in merged:
                continue
            if isinstance(block, dict) and block.get("accounts"):
                merged[day] = block
        return merged
    except Exception:
        return days


def _load_store() -> dict:
    if not FUND_HISTORY_PATH.is_file():
        store = {"version": 1, "days": _migrate_legacy_store({})}
        if store["days"]:
            _atomic_write(FUND_HISTORY_PATH, store)
        return store
    try:
        loaded = json.loads(FUND_HISTORY_PATH.read_text(encoding="utf-8"))
        if isinstance(loaded, dict):
            loaded.setdefault("version", 1)
            days = dict(loaded.get("days") or {})
            loaded["days"] = _migrate_legacy_store(days)
            return loaded
    except Exception:
        pass
    return {"version": 1, "days": {}}


def record_fund_snapshot(
    trading_day: str,
    accounts: list[dict],
    *,
    keep_days: int = FUND_HISTORY_DAYS,
    reset_hour: int = 8,
) -> dict[str, Any]:
    """写入当日各户资金账户/交易账户余额,并裁剪历史."""
    day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
    start = fund_history_start_day()
    if start and day < start:
        return _load_store().get("days") or {}
    store = _load_store()
    days = dict(store.get("days") or {})
    row_accounts: dict[str, dict] = {}
    for ac in accounts or []:
        key = str(ac.get("key") or ac.get("id") or "").strip()
        if not key:
            continue
        if not ac.get("monitored"):
            continue
        fu = _safe_float(ac.get("funding_usdt"))
        tu = _safe_float(ac.get("trading_usdt"))
        total = account_total_usdt(fu, tu)
        if total is None:
            continue
        entry: dict[str, Any] = {
            "name": ac.get("name"),
            "funding_usdt": fu,
            "trading_usdt": tu,
            "total_usdt": total,
            "recorded_at": _now_str(),
        }
        ofu = _safe_float(ac.get("options_funding_usdt"))
        otu = _safe_float(ac.get("options_trading_usdt"))
        if ofu is not None:
            entry["options_funding_usdt"] = ofu
        if otu is not None:
            entry["options_trading_usdt"] = otu
        row_accounts[key] = entry
    if row_accounts:
        days[day] = {"accounts": row_accounts, "updated_at": _now_str()}
    days = _prune_days(
        days, keep_days=keep_days, anchor_day=day, start_day=fund_history_start_day()
    )
    _atomic_write(FUND_HISTORY_PATH, {"version": 1, "days": days})
    return days


def record_fund_snapshot_from_board(
    rows: list[dict],
    *,
    keep_days: int = FUND_HISTORY_DAYS,
    reset_hour: int = 8,
) -> dict[str, Any]:
    """监控板行写入当日快照(仅 account_ok 且资金/交易户齐全)."""
    day = current_trading_day(reset_hour=reset_hour)
    accounts = []
    for row in rows or []:
        if not isinstance(row, dict):
            continue
        if not row.get("account_ok") and not (
            "options" in (row.get("capabilities") or [])
            and isinstance(row.get("options"), dict)
            and row.get("options", {}).get("ok")
        ):
            continue
        merged = merge_board_row_balances(row)
        if not merged.get("data_ok"):
            continue
        accounts.append(
            {
                "key": row.get("key") or row.get("id"),
                "name": row.get("name"),
                "funding_usdt": merged.get("funding_usdt"),
                "trading_usdt": merged.get("trading_usdt"),
                "options_funding_usdt": merged.get("options_funding_usdt"),
                "options_trading_usdt": merged.get("options_trading_usdt"),
                "monitored": True,
            }
        )
    return record_fund_snapshot(day, accounts, keep_days=keep_days, reset_hour=reset_hour)


def get_fund_history(*, anchor_day: str, keep_days: int = FUND_HISTORY_DAYS) -> dict[str, dict]:
    store = _load_store()
    return _prune_days(
        dict(store.get("days") or {}),
        keep_days=keep_days,
        anchor_day=anchor_day,
        start_day=fund_history_start_day(),
    )


def _exchange_monitored(ex: dict) -> bool:
    return bool(ex.get("enabled")) and not bool(ex.get("env_disabled"))


def _live_row_for_exchange(ex: dict, rows_by_key: dict[str, dict]) -> Optional[dict]:
    key = str(ex.get("key") or "").strip()
    if not key:
        return None
    return rows_by_key.get(key)


def _series_from_history(
    history: dict[str, dict],
    account_keys: list[str],
) -> list[dict[str, Any]]:
    out: list[dict[str, Any]] = []
    for day in sorted(history.keys()):
        block = history.get(day) or {}
        ac_map = block.get("accounts") or {}
        total = 0.0
        n = 0
        for key in account_keys:
            ac = ac_map.get(key) or {}
            t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
            if t is None:
                t = _safe_float(ac.get("total_usdt"))
            if t is None:
                continue
            total += t
            n += 1
        if n > 0:
            out.append({"day": day, "total_usdt": round(total, 4)})
    return out


def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
    out: list[dict[str, Any]] = []
    for day in sorted(history.keys()):
        ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
        t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
        if t is None:
            t = _safe_float(ac.get("total_usdt"))
        if t is None:
            continue
        out.append(
            {
                "day": day,
                "total_usdt": t,
                "funding_usdt": _safe_float(ac.get("funding_usdt")),
                "trading_usdt": _safe_float(ac.get("trading_usdt")),
            }
        )
    return out


def build_fund_overview(
    exchanges: list[dict],
    *,
    board_rows: Optional[list[dict]] = None,
    trading_day: Optional[str] = None,
    keep_days: int = FUND_HISTORY_DAYS,
    reset_hour: int = 8,
    updated_at: Optional[str] = None,
) -> dict[str, Any]:
    day = (trading_day or "").strip()[:10] or current_trading_day(reset_hour=reset_hour)
    history = get_fund_history(anchor_day=day, keep_days=keep_days)
    rows_by_key: dict[str, dict] = {}
    for row in board_rows or []:
        if isinstance(row, dict):
            k = str(row.get("key") or "").strip()
            if k:
                rows_by_key[k] = row

    monitored_keys: list[str] = []
    accounts_out: list[dict[str, Any]] = []
    live_total = 0.0
    live_known = 0

    for ex in exchanges or []:
        if not _exchange_monitored(ex):
            continue
        key = str(ex.get("key") or "").strip()
        monitored = True
        row = _live_row_for_exchange(ex, rows_by_key)
        fu = tu = total = None
        pf = pt = ofu = otu = None
        data_ok = False
        caps = ex.get("capabilities") or []
        if row:
            merged = merge_board_row_balances({**row, "capabilities": caps})
            if merged.get("data_ok"):
                fu = merged.get("funding_usdt")
                tu = merged.get("trading_usdt")
                total = merged.get("total_usdt")
                pf = merged.get("perpetual_funding_usdt")
                pt = merged.get("perpetual_trading_usdt")
                ofu = merged.get("options_funding_usdt")
                otu = merged.get("options_trading_usdt")
                data_ok = True
                live_total += float(total)
                live_known += 1

        series = _account_series(history, key) if key else []
        dd = compute_drawdown([p["total_usdt"] for p in series]) if series else {
            "peak_usdt": None,
            "max_drawdown_u": None,
            "max_drawdown_pct": None,
        }
        day_delta = None
        if series:
            if len(series) >= 2:
                day_delta = round(series[-1]["total_usdt"] - series[-2]["total_usdt"], 4)
            elif data_ok and total is not None:
                day_delta = round(total - series[-1]["total_usdt"], 4)

        accounts_out.append(
            {
                "id": ex.get("id"),
                "key": key,
                "name": ex.get("name") or key,
                "monitored": monitored,
                "data_ok": data_ok,
                "funding_usdt": fu,
                "trading_usdt": tu,
                "perpetual_funding_usdt": pf,
                "perpetual_trading_usdt": pt,
                "options_funding_usdt": ofu,
                "options_trading_usdt": otu,
                "total_usdt": total,
                "series": series,
                "drawdown": dd,
                "day_delta_usdt": day_delta,
            }
        )
        if key:
            monitored_keys.append(key)

    total_series = _series_from_history(history, monitored_keys)
    if live_known > 0:
        last_day = total_series[-1]["day"] if total_series else None
        live_point = round(live_total, 4)
        if last_day == day and total_series:
            total_series[-1]["total_usdt"] = live_point
            total_series[-1]["live"] = True
        else:
            total_series.append({"day": day, "total_usdt": live_point, "live": True})

    total_dd = compute_drawdown([p["total_usdt"] for p in total_series]) if total_series else {
        "peak_usdt": None,
        "max_drawdown_u": None,
        "max_drawdown_pct": None,
    }
    total_day_delta = None
    if total_series:
        if len(total_series) >= 2:
            total_day_delta = round(
                total_series[-1]["total_usdt"] - total_series[-2]["total_usdt"], 4
            )

    return {
        "ok": True,
        "trading_day": day,
        "reset_hour": reset_hour,
        "keep_days": keep_days,
        "history_start_day": fund_history_start_day(),
        "updated_at": updated_at,
        "totals": {
            "monitored_count": len(monitored_keys),
            "live_known_count": live_known,
            "total_usdt": round(live_total, 4) if live_known > 0 else None,
            "day_delta_usdt": total_day_delta,
            "series": total_series,
            "drawdown": total_dd,
        },
        "accounts": accounts_out,
    }


def format_fund_history_text(
    history: dict[str, dict],
    *,
    account_names: Optional[dict[str, str]] = None,
) -> str:
    if not history:
        return "(暂无资金历史快照)"
    names = account_names or {}
    lines = ["【资金快照(资金账户 + 交易账户 USDT,含期权 USDC≈USDT)】"]
    for day in sorted(history.keys()):
        block = history.get(day) or {}
        ac_map = block.get("accounts") or {}
        if not ac_map:
            continue
        parts = []
        for key, ac in ac_map.items():
            label = names.get(key) or ac.get("name") or key
            fu = ac.get("funding_usdt")
            tu = ac.get("trading_usdt")
            tot = ac.get("total_usdt")
            if tot is None:
                tot = account_total_usdt(fu, tu)
            fu_txt = f"{fu}U" if fu is not None else "未知"
            tu_txt = f"{tu}U" if tu is not None else "未知"
            tot_txt = f"{tot}U" if tot is not None else "未知"
            parts.append(f"{label}: 合计{tot_txt}(资金{fu_txt}/交易{tu_txt})")
        lines.append(f"- {day}: " + ";".join(parts))
    return "\n".join(lines) if len(lines) > 1 else "(暂无资金历史快照)"