Files
crypto_monitor/lib/instance/instance_embed_context_lib.py
T

141 lines
4.7 KiB
Python

"""embed 壳/片段:按 tab 裁剪 render_main_page 的数据加载,降内存与 API 压力。"""
from __future__ import annotations
from dataclasses import dataclass
from typing import Any
EMBED_STRATEGY_PAGES = frozenset({"strategy", "strategy_trend", "strategy_roll", "strategy_records"})
_WIN_EPS = 1e-9
@dataclass(frozen=True)
class EmbedRenderPlan:
exchange_capitals: bool
records_rows: bool
records_summary: bool
key_history: bool
key_list: bool
orders: bool
stats_bundle: bool
strategy: bool
orphan_live: bool
def embed_render_plan(page: str, embed_mode: str | None) -> EmbedRenderPlan:
if embed_mode not in ("fragment", "shell"):
return EmbedRenderPlan(
exchange_capitals=True,
records_rows=True,
records_summary=False,
key_history=True,
key_list=True,
orders=True,
stats_bundle=True,
strategy=True,
orphan_live=True,
)
is_shell = embed_mode == "shell"
is_strategy = page in EMBED_STRATEGY_PAGES
is_settings = page == "settings"
return EmbedRenderPlan(
exchange_capitals=is_shell,
records_rows=page == "records",
records_summary=is_shell and page != "records" and not is_settings,
key_history=page == "key_monitor",
key_list=page in ("key_monitor", "trade") or is_strategy,
orders=page == "trade" or is_strategy,
stats_bundle=page == "stats",
strategy=is_strategy,
orphan_live=page == "trade" and is_shell,
)
def profit_loss_ratio_from_averages(avg_win: float | None, avg_loss: float | None) -> float | None:
"""盈亏比 = 平均盈利 / |平均亏损|。"""
if avg_win is None or avg_loss is None:
return None
try:
aw = float(avg_win)
al = float(avg_loss)
except (TypeError, ValueError):
return None
if al == 0:
return None
return round(aw / abs(al), 2)
def profit_loss_ratio_from_trades(trades: list[dict[str, Any]] | None) -> float | None:
wins: list[float] = []
losses: list[float] = []
for row in trades or []:
if not isinstance(row, dict):
continue
try:
pnl = float(row.get("effective_pnl_amount") or row.get("pnl_amount") or 0)
except (TypeError, ValueError):
continue
if pnl > _WIN_EPS:
wins.append(pnl)
elif pnl < -_WIN_EPS:
losses.append(pnl)
avg_win = sum(wins) / len(wins) if wins else None
avg_loss = sum(losses) / len(losses) if losses else None
return profit_loss_ratio_from_averages(avg_win, avg_loss)
def total_funds_usdt(
funding_usdt: float | None,
trading_usdt: float | None,
options_trading_usdc: float | None = None,
options_funding_usdc: float | None = None,
) -> float | None:
if funding_usdt is None:
return None
try:
total = float(funding_usdt) + float(trading_usdt or 0)
if options_funding_usdc is not None:
total += float(options_funding_usdc)
if options_trading_usdc is not None:
total += float(options_trading_usdc)
return round(total, 2)
except (TypeError, ValueError):
return None
def trade_records_summary(conn, start_bj: str, end_bj: str, tr_ts: str) -> dict[str, Any]:
"""顶栏统计用 COUNT,避免 embed 壳拉 1000 行交易记录。"""
from lib.trade.trade_result_lib import sql_effective_pnl_expr
pnl_sql = sql_effective_pnl_expr()
row = conn.execute(
f"""
SELECT
COUNT(*) AS total,
SUM(CASE WHEN {pnl_sql} > 0 THEN 1 ELSE 0 END) AS wins,
AVG(CASE WHEN {pnl_sql} > 0 THEN {pnl_sql} END) AS avg_win,
AVG(CASE WHEN {pnl_sql} < 0 THEN {pnl_sql} END) AS avg_loss
FROM trade_records
WHERE {tr_ts} >= ? AND {tr_ts} <= ?
AND COALESCE(result, '') != '错过'
AND COALESCE(reviewed_result, '') != '错过'
""",
(start_bj, end_bj),
).fetchone()
total = int(row["total"] or 0) if row else 0
wins = int(row["wins"] or 0) if row else 0
rate = round(wins / total * 100, 2) if total else 0
avg_win = float(row["avg_win"]) if row and row["avg_win"] is not None else None
avg_loss = float(row["avg_loss"]) if row and row["avg_loss"] is not None else None
return {
"records": [],
"total": total,
"rate": rate,
"profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
}
def minimal_stats_bundle(reset_hour: int) -> dict[str, Any]:
return {"stats_reset_hour": reset_hour, "segments": []}