crypto_monitor/hub_trades_lib.py

"""各实例当日平仓记录查询（供 hub_bridge /api/hub/trades/today 与中控 AI 聚合）。"""
from __future__ import annotations

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


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。"""
    if dt.hour < reset_hour:
        dt = dt - timedelta(days=1)
    return dt.strftime("%Y-%m-%d")


def current_trading_day(*, now: datetime | None = None, reset_hour: int = 8) -> str:
    return trading_day_from_dt(now or datetime.now(), reset_hour)


def _row_dict(row, row_to_dict: Optional[Callable] = None) -> dict:
    if row is None:
        return {}
    if row_to_dict:
        try:
            return dict(row_to_dict(row))
        except Exception:
            pass
    try:
        keys = row.keys() if hasattr(row, "keys") else ()
        if keys:
            return {k: row[k] for k in keys}
    except Exception:
        pass
    try:
        return dict(row)
    except Exception:
        return {}


def fetch_trades_for_trading_day(
    conn,
    trading_day: str,
    *,
    row_to_dict_fn: Optional[Callable] = None,
    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）。"""
    day = (trading_day or "").strip()[:10]
    if not day:
        return []
    lim = max(1, min(int(limit or 200), 500))
    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
        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)
        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"),
            }
        )
    return out


def summarize_trades(trades: list[dict]) -> dict[str, Any]:
    """单笔列表 → 笔数 / 盈亏 / 胜败统计。"""
    total_pnl = 0.0
    win = loss = flat = 0
    for t in trades or []:
        try:
            pnl = float(t.get("pnl_amount") or 0)
        except (TypeError, ValueError):
            pnl = 0.0
        total_pnl += pnl
        if pnl > 1e-9:
            win += 1
        elif pnl < -1e-9:
            loss += 1
        else:
            flat += 1
    return {
        "closed_count": len(trades or []),
        "win_count": win,
        "loss_count": loss,
        "flat_count": flat,
        "total_pnl_u": round(total_pnl, 4),
    }