feat数据统计曲线改为权益采样，现金加现货币权利金与浮盈。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-13 12:52:00 +08:00
parent fc0d76d174
commit 11c67b3c44
5 changed files with 291 additions and 36 deletions
@@ -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()