diff --git a/lib/common/static/options_data_stats.js b/lib/common/static/options_data_stats.js
index c67fd5a..cf94143 100644
--- a/lib/common/static/options_data_stats.js
+++ b/lib/common/static/options_data_stats.js
@@ -1,5 +1,5 @@
/**
- * 实例数据统计:复盘 KPI + 资金曲线.
+ * 实例数据统计:复盘 KPI + 权益曲线.
*/
(function (global) {
"use strict";
@@ -278,7 +278,7 @@
drawCurve(pts);
if (meta) {
meta.textContent =
- "采样 " +
+ "权益采样 " +
pts.length +
" 点 · 最新 " +
fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null);
diff --git a/lib/instance/instance_cash_sample_lib.py b/lib/instance/instance_cash_sample_lib.py
index 6c76a9e..969a125 100644
--- a/lib/instance/instance_cash_sample_lib.py
+++ b/lib/instance/instance_cash_sample_lib.py
@@ -1,4 +1,4 @@
-"""实例资金曲线采样:现金余额(不含权利金/浮盈),供数据统计页使用."""
+"""实例资金曲线采样:权益(现金+现货币+权利金+浮盈),供数据统计页使用."""
from __future__ import annotations
import datetime as dt
@@ -36,6 +36,10 @@ def init_cash_sample_table(conn) -> None:
)
"""
)
+ try:
+ conn.execute("ALTER TABLE instance_cash_samples ADD COLUMN equity_usdt REAL")
+ except Exception:
+ pass
def _safe_float(v: Any) -> Optional[float]:
@@ -48,7 +52,7 @@ def _safe_float(v: Any) -> Optional[float]:
def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
- """现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC);不含权利金/浮盈."""
+ """稳定币现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC)."""
if not isinstance(bal, dict):
return None
parts = [_safe_float(bal.get("trading_usdt")), _safe_float(bal.get("funding_usdt"))]
@@ -60,16 +64,93 @@ def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
return round(sum(known), 4)
-def record_cash_sample(conn, cash_usdt: float, *, ts_ms: int | None = None) -> None:
+def spot_coin_usdt_from_balances(
+ bal: dict[str, Any] | None,
+ *,
+ btc_px: float | None = None,
+ eth_px: float | None = None,
+) -> float:
+ """交易+资金账户 BTC/ETH 现货按指数折 U(缓冲买币占用)."""
+ if not isinstance(bal, dict):
+ return 0.0
+ total = 0.0
+ btc = (_safe_float(bal.get("trading_btc")) or 0.0) + (
+ _safe_float(bal.get("funding_btc")) or 0.0
+ )
+ eth = (_safe_float(bal.get("trading_eth")) or 0.0) + (
+ _safe_float(bal.get("funding_eth")) or 0.0
+ )
+ if btc > 0 and btc_px is not None and btc_px > 0:
+ total += btc * float(btc_px)
+ if eth > 0 and eth_px is not None and eth_px > 0:
+ total += eth * float(eth_px)
+ return round(total, 4)
+
+
+def option_premium_and_upl_usdt(positions: list[dict[str, Any]] | None) -> tuple[float, float]:
+ """持仓权利金U + 浮盈U(权利金+浮盈≈期权市值)."""
+ prem = 0.0
+ upl = 0.0
+ if not positions:
+ return 0.0, 0.0
+ from lib.options.options_positions_lib import (
+ display_pnl_usdt_from_option_row,
+ premium_paid_usdt_from_option_row,
+ )
+
+ for p in positions:
+ if not isinstance(p, dict):
+ continue
+ try:
+ pu = premium_paid_usdt_from_option_row(p)
+ except Exception:
+ pu = None
+ if pu is not None:
+ prem += float(pu)
+ try:
+ du = display_pnl_usdt_from_option_row(p)
+ except Exception:
+ du = None
+ if du is not None:
+ upl += float(du)
+ return round(prem, 4), round(upl, 4)
+
+
+def equity_usdt_from_snapshot(
+ bal: dict[str, Any] | None,
+ positions: list[dict[str, Any]] | None = None,
+ *,
+ btc_px: float | None = None,
+ eth_px: float | None = None,
+) -> Optional[float]:
+ """权益 = 稳定币现金 + 现货币折U + 权利金U + 浮盈U."""
+ cash = cash_usdt_from_balances(bal)
+ spot = spot_coin_usdt_from_balances(bal, btc_px=btc_px, eth_px=eth_px)
+ prem, upl = option_premium_and_upl_usdt(positions)
+ if cash is None and spot <= 0 and prem == 0 and upl == 0:
+ return None
+ return round(float(cash or 0.0) + float(spot) + float(prem) + float(upl), 4)
+
+
+def record_cash_sample(
+ conn,
+ cash_usdt: float,
+ *,
+ equity_usdt: float | None = None,
+ ts_ms: int | None = None,
+) -> None:
init_cash_sample_table(conn)
t = int(ts_ms if ts_ms is not None else time.time() * 1000)
+ eq = float(equity_usdt) if equity_usdt is not None else float(cash_usdt)
conn.execute(
"""
- INSERT INTO instance_cash_samples(ts_ms, cash_usdt)
- VALUES (?, ?)
- ON CONFLICT(ts_ms) DO UPDATE SET cash_usdt=excluded.cash_usdt
+ INSERT INTO instance_cash_samples(ts_ms, cash_usdt, equity_usdt)
+ VALUES (?, ?, ?)
+ ON CONFLICT(ts_ms) DO UPDATE SET
+ cash_usdt=excluded.cash_usdt,
+ equity_usdt=excluded.equity_usdt
""",
- (t, float(cash_usdt)),
+ (t, float(cash_usdt), eq),
)
keep_ms = cash_sample_keep_days() * 86400 * 1000
cutoff = t - keep_ms
@@ -95,17 +176,23 @@ def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
init_cash_sample_table(conn)
rows = conn.execute(
"""
- SELECT ts_ms, cash_usdt
+ SELECT ts_ms, cash_usdt, equity_usdt
FROM instance_cash_samples
WHERE ts_ms >= ?
ORDER BY ts_ms ASC
""",
(start_ms,),
).fetchall()
- points = [{"t": int(r["ts_ms"]), "v": float(r["cash_usdt"])} for r in rows]
+ points = []
+ for r in rows:
+ cash = float(r["cash_usdt"])
+ eq = r["equity_usdt"]
+ v = float(eq) if eq is not None else cash
+ points.append({"t": int(r["ts_ms"]), "v": v, "cash": cash})
return {
"ok": True,
"range": rk,
+ "metric": "equity",
"points": points,
"start_ms": start_ms,
"end_ms": now_ms,
@@ -113,20 +200,36 @@ def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
}
-def sample_once(get_db: Callable, fetch_balances: Callable) -> bool:
- """拉取余额并写入采样;成功返回 True."""
+def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
+ """拉取快照并写入采样.
+
+ fetch_snapshot 可返回:
+ - float: 视为权益(兼容旧现金回调)
+ - dict: {cash_usdt, equity_usdt}
+ """
global _last_sample_at
try:
- bal = fetch_balances()
+ snap = fetch_snapshot()
except Exception:
return False
- cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
- if cash is None:
+ cash: float | None
+ equity: float | None
+ if isinstance(snap, dict):
+ cash = _safe_float(snap.get("cash_usdt"))
+ equity = _safe_float(snap.get("equity_usdt"))
+ else:
+ cash = _safe_float(snap)
+ equity = cash
+ if equity is None and cash is None:
return False
+ if cash is None:
+ cash = float(equity or 0.0)
+ if equity is None:
+ equity = float(cash)
with _lock:
conn = get_db()
try:
- record_cash_sample(conn, cash)
+ record_cash_sample(conn, float(cash), equity_usdt=float(equity))
conn.commit()
finally:
conn.close()
@@ -134,23 +237,22 @@ def sample_once(get_db: Callable, fetch_balances: Callable) -> bool:
return True
-def start_cash_sample_loop(get_db: Callable, fetch_balances: Callable) -> None:
+def start_cash_sample_loop(get_db: Callable, fetch_snapshot: Callable) -> None:
global _thread
if _thread and _thread.is_alive():
return
_stop.clear()
def _loop() -> None:
- # 启动后立刻采一笔,避免曲线长期空白
try:
- sample_once(get_db, fetch_balances)
+ sample_once(get_db, fetch_snapshot)
except Exception:
pass
while not _stop.is_set():
if _stop.wait(cash_sample_interval_sec()):
break
try:
- sample_once(get_db, fetch_balances)
+ sample_once(get_db, fetch_snapshot)
except Exception:
pass
diff --git a/lib/instance/instance_data_stats_register.py b/lib/instance/instance_data_stats_register.py
index 485a0d4..cb8bee4 100644
--- a/lib/instance/instance_data_stats_register.py
+++ b/lib/instance/instance_data_stats_register.py
@@ -1,4 +1,4 @@
-"""实例数据统计:复盘 KPI + 资金曲线 API,以及后台现金采样."""
+"""实例数据统计:复盘 KPI + 权益曲线 API,以及后台权益采样."""
from __future__ import annotations
from typing import Any, Callable
@@ -10,13 +10,72 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
get_db: Callable = app_module.get_db
login_required = app_module.login_required
- def _fetch_balances() -> dict[str, Any]:
- ex = getattr(app_module, "exchange_options", None)
- if ex is None:
- return {}
- from lib.exchange.okx_options_lib import fetch_options_balances
+ def _fetch_equity_snapshot() -> dict[str, Any]:
+ from lib.instance.instance_cash_sample_lib import (
+ cash_usdt_from_balances,
+ equity_usdt_from_snapshot,
+ )
- return fetch_options_balances(ex, force=False) or {}
+ ex = getattr(app_module, "exchange_options", None)
+ bal: dict[str, Any] = {}
+ if ex is not None:
+ try:
+ from lib.exchange.okx_options_lib import fetch_options_balances
+
+ bal = fetch_options_balances(ex, force=False) or {}
+ except Exception:
+ bal = {}
+ cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
+
+ positions: list[dict[str, Any]] = []
+ cfg = None
+ try:
+ cfg = app.extensions.get("options_cfg")
+ except Exception:
+ cfg = None
+ if isinstance(cfg, dict) and cfg.get("enabled"):
+ try:
+ from lib.options.options_dashboard_lib import (
+ fetch_light_option_positions_for_dashboard,
+ )
+
+ positions = fetch_light_option_positions_for_dashboard(cfg) or []
+ except Exception:
+ positions = []
+
+ btc_px = eth_px = None
+ if ex is not None:
+ try:
+ from lib.options.options_stats_lib import _underlying_index_usdt
+
+ btc_px = _underlying_index_usdt(ex, "BTC")
+ eth_px = _underlying_index_usdt(ex, "ETH")
+ except Exception:
+ btc_px = eth_px = None
+ if (btc_px is None or eth_px is None) and positions:
+ for p in positions:
+ if not isinstance(p, dict):
+ continue
+ under = str(p.get("underlying") or "").upper()
+ idx = None
+ try:
+ idx = float(p.get("idx_px") or p.get("index_px") or 0)
+ except (TypeError, ValueError):
+ idx = None
+ if idx is None or idx <= 0:
+ continue
+ if under == "BTC" and btc_px is None:
+ btc_px = idx
+ elif under == "ETH" and eth_px is None:
+ eth_px = idx
+
+ equity = equity_usdt_from_snapshot(
+ bal if isinstance(bal, dict) else None,
+ positions,
+ btc_px=btc_px,
+ eth_px=eth_px,
+ )
+ return {"cash_usdt": cash, "equity_usdt": equity}
@app.route("/api/instance/cash_curve")
@login_required
@@ -26,9 +85,8 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
sample_once,
)
- # 打开页面时尽量补一笔最新点(失败忽略)
try:
- sample_once(get_db, _fetch_balances)
+ sample_once(get_db, _fetch_equity_snapshot)
except Exception:
pass
range_key = (request.args.get("range") or "7d").strip()
@@ -40,10 +98,9 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
finally:
conn.close()
- # 后台采样(daemon);无密钥时会空转跳过
try:
from lib.instance.instance_cash_sample_lib import start_cash_sample_loop
- start_cash_sample_loop(get_db, _fetch_balances)
+ start_cash_sample_loop(get_db, _fetch_equity_snapshot)
except Exception as e:
print(f"[instance_cash_sample] start skipped: {e}", flush=True)
diff --git a/lib/instance/templates/options_data_stats_panel.html b/lib/instance/templates/options_data_stats_panel.html
index cb4542e..913d095 100644
--- a/lib/instance/templates/options_data_stats_panel.html
+++ b/lib/instance/templates/options_data_stats_panel.html
@@ -68,8 +68,8 @@
- 资金曲线
- 现金余额(交易账户+资金账户,不含权利金与浮盈);后台定时采样。
+ 权益曲线
+ 权益=稳定币现金+现货币折U+持仓权利金U+浮盈U;后台定时采样。
@@ -78,8 +78,8 @@
—
-
+
-
+
diff --git a/tests/test_instance_equity_sample.py b/tests/test_instance_equity_sample.py
new file mode 100644
index 0000000..5c6895d
--- /dev/null
+++ b/tests/test_instance_equity_sample.py
@@ -0,0 +1,96 @@
+"""权益曲线采样:现金+现货币+权利金+浮盈."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class EquitySampleTests(unittest.TestCase):
+ def test_equity_fills_open_cliff(self):
+ from lib.instance.instance_cash_sample_lib import equity_usdt_from_snapshot
+
+ # 开仓后:USDT 所剩无几,BTC 缓冲 + 权利金仓位
+ bal = {
+ "trading_usdt": 50.0,
+ "funding_usdt": 0.0,
+ "trading_btc": 0.001,
+ "funding_btc": 0.0,
+ }
+ positions = [
+ {
+ "premium_paid": 0.01,
+ "premium_ccy": "BTC",
+ "open_index_px": 84000.0,
+ "idx_px": 84000.0,
+ "net_pnl": 0.0,
+ "mark": 0.01,
+ }
+ ]
+ # cash 50 + spot 84 + premium 840 = 974; 浮盈约 0
+ eq = equity_usdt_from_snapshot(bal, positions, btc_px=84000.0, eth_px=None)
+ self.assertIsNotNone(eq)
+ self.assertGreater(float(eq), 900.0)
+ # 纯现金会只有 50
+ from lib.instance.instance_cash_sample_lib import cash_usdt_from_balances
+
+ self.assertAlmostEqual(float(cash_usdt_from_balances(bal)), 50.0, places=2)
+
+ def test_query_prefers_equity_column(self):
+ from lib.instance.instance_cash_sample_lib import (
+ init_cash_sample_table,
+ query_cash_series_with_db,
+ record_cash_sample,
+ )
+
+ conn = sqlite3.connect(":memory:")
+ conn.row_factory = sqlite3.Row
+ init_cash_sample_table(conn)
+ record_cash_sample(conn, 100.0, equity_usdt=500.0, ts_ms=1_700_000_000_000)
+ record_cash_sample(conn, 120.0, equity_usdt=None, ts_ms=1_700_000_060_000)
+ # 旧点无 equity 列时回退 cash:手动插一条仅 cash
+ conn.execute(
+ "INSERT INTO instance_cash_samples(ts_ms, cash_usdt) VALUES (?, ?)",
+ (1_700_000_120_000, 130.0),
+ )
+ conn.commit()
+ out = query_cash_series_with_db(conn, range_key="all")
+ self.assertTrue(out["ok"])
+ self.assertEqual(out["metric"], "equity")
+ pts = out["points"]
+ self.assertEqual(len(pts), 3)
+ self.assertAlmostEqual(pts[0]["v"], 500.0, places=2)
+ self.assertAlmostEqual(pts[1]["v"], 120.0, places=2) # equity 默认写成 cash
+ self.assertAlmostEqual(pts[2]["v"], 130.0, places=2) # 历史无 equity → cash
+ conn.close()
+
+ def test_sample_once_dict_snapshot(self):
+ import tempfile
+ from pathlib import Path
+
+ from lib.instance.instance_cash_sample_lib import (
+ query_cash_series_with_db,
+ sample_once,
+ )
+
+ tmp = Path(tempfile.mkdtemp()) / "eq.db"
+
+ def get_db():
+ c = sqlite3.connect(str(tmp))
+ c.row_factory = sqlite3.Row
+ return c
+
+ ok = sample_once(
+ get_db,
+ lambda: {"cash_usdt": 200.0, "equity_usdt": 950.0},
+ )
+ self.assertTrue(ok)
+ conn = get_db()
+ try:
+ out = query_cash_series_with_db(conn, range_key="all")
+ self.assertAlmostEqual(float(out["latest"]), 950.0, places=2)
+ finally:
+ conn.close()
+
+
+if __name__ == "__main__":
+ unittest.main()