diff --git a/lib/common/static/options_data_stats.js b/lib/common/static/options_data_stats.js
index cf94143..1675c51 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 + 权益曲线.
+ * 实例数据统计:复盘 KPI + 已实现盈亏曲线.
*/
(function (global) {
"use strict";
@@ -278,9 +278,10 @@
drawCurve(pts);
if (meta) {
meta.textContent =
- "权益采样 " +
+ "已实现 " +
+ (data.trade_count != null ? data.trade_count + " 笔 · " : "") +
pts.length +
- " 点 · 最新 " +
+ " 点 · 累计 " +
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 969a125..3d97bba 100644
--- a/lib/instance/instance_cash_sample_lib.py
+++ b/lib/instance/instance_cash_sample_lib.py
@@ -170,36 +170,106 @@ def _range_start_ms(range_key: str) -> tuple[str, int]:
return "7d", now_ms - 7 * 86400 * 1000
-def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+def _closed_at_to_ms(raw: Any) -> int | None:
+ if raw is None or raw == "":
+ return None
+ try:
+ from lib.options.options_stats_lib import _parse_ts
+
+ d = _parse_ts(raw)
+ if d is None:
+ return None
+ return int(d.timestamp() * 1000)
+ except Exception:
+ return None
+
+
+def _trade_realized_usdt(row: Any) -> float | None:
+ u = _safe_float(row["realized_pnl_usdt"] if hasattr(row, "keys") else None)
+ if u is not None:
+ return round(float(u), 4)
+ # 兼容未冻结 U:币盈亏×平仓价
+ try:
+ coin = _safe_float(row["realized_pnl"])
+ px = _safe_float(row["close_index_px"])
+ except Exception:
+ return None
+ if coin is None or px is None or px <= 0:
+ return None
+ return round(float(coin) * float(px), 4)
+
+
+def query_realized_pnl_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+ """累计已实现盈亏曲线(只随平仓变化,划转/提现不影响)."""
rk, start_ms = _range_start_ms(range_key)
now_ms = int(time.time() * 1000)
- init_cash_sample_table(conn)
+ try:
+ from lib.options.options_db import init_options_tables
+
+ init_options_tables(conn)
+ except Exception:
+ pass
rows = conn.execute(
"""
- SELECT ts_ms, cash_usdt, equity_usdt
- FROM instance_cash_samples
- WHERE ts_ms >= ?
- ORDER BY ts_ms ASC
- """,
- (start_ms,),
+ SELECT id, closed_at, created_at, realized_pnl_usdt, realized_pnl, close_index_px
+ FROM options_trades
+ WHERE status = 'closed'
+ ORDER BY COALESCE(closed_at, created_at) ASC, id ASC
+ """
).fetchall()
- points = []
+ events: list[tuple[int, float]] = []
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})
+ pnl_u = _trade_realized_usdt(r)
+ if pnl_u is None:
+ continue
+ ts = _closed_at_to_ms(r["closed_at"]) or _closed_at_to_ms(r["created_at"])
+ if ts is None:
+ continue
+ events.append((ts, float(pnl_u)))
+
+ cum = 0.0
+ all_points: list[dict[str, Any]] = []
+ for ts, pnl in events:
+ cum = round(cum + pnl, 4)
+ all_points.append({"t": int(ts), "v": cum})
+
+ baseline = 0.0
+ series: list[dict[str, Any]] = []
+ for p in all_points:
+ if int(p["t"]) < start_ms:
+ baseline = float(p["v"])
+ continue
+ if not series:
+ series.append({"t": int(start_ms), "v": baseline})
+ series.append({"t": int(p["t"]), "v": float(p["v"])})
+ if not series:
+ # 窗口内无新平仓:画水平线(历史累计或 0)
+ series = [
+ {"t": int(start_ms), "v": baseline},
+ {"t": int(now_ms), "v": baseline},
+ ]
+ else:
+ last_v = float(series[-1]["v"])
+ if int(series[-1]["t"]) < now_ms:
+ series.append({"t": int(now_ms), "v": last_v})
+
return {
"ok": True,
"range": rk,
- "metric": "equity",
- "points": points,
+ "metric": "realized_pnl",
+ "points": series,
"start_ms": start_ms,
"end_ms": now_ms,
- "latest": points[-1]["v"] if points else None,
+ "latest": series[-1]["v"] if series else None,
+ "trade_count": len(events),
}
+def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+ """兼容旧名:数据统计曲线改为累计已实现盈亏."""
+ return query_realized_pnl_series_with_db(conn, range_key=range_key)
+
+
def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
"""拉取快照并写入采样.
diff --git a/lib/instance/instance_data_stats_register.py b/lib/instance/instance_data_stats_register.py
index cb8bee4..c306549 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 + 权益曲线 API,以及后台权益采样."""
+"""实例数据统计:复盘 KPI + 已实现盈亏曲线 API."""
from __future__ import annotations
from typing import Any, Callable
@@ -10,97 +10,16 @@ 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_equity_snapshot() -> dict[str, Any]:
- from lib.instance.instance_cash_sample_lib import (
- cash_usdt_from_balances,
- equity_usdt_from_snapshot,
- )
-
- 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
def api_instance_cash_curve():
- from lib.instance.instance_cash_sample_lib import (
- query_cash_series_with_db,
- sample_once,
- )
+ from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
- try:
- sample_once(get_db, _fetch_equity_snapshot)
- except Exception:
- pass
range_key = (request.args.get("range") or "7d").strip()
conn = get_db()
try:
- return jsonify(query_cash_series_with_db(conn, range_key=range_key))
+ return jsonify(query_realized_pnl_series_with_db(conn, range_key=range_key))
except Exception as e:
- return jsonify({"ok": False, "msg": f"加载资金曲线失败: {e}"}), 500
+ return jsonify({"ok": False, "msg": f"加载盈亏曲线失败: {e}"}), 500
finally:
conn.close()
-
- try:
- from lib.instance.instance_cash_sample_lib import start_cash_sample_loop
-
- 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 913d095..935491a 100644
--- a/lib/instance/templates/options_data_stats_panel.html
+++ b/lib/instance/templates/options_data_stats_panel.html
@@ -68,8 +68,8 @@
- 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。
+ 已实现盈亏曲线
+ 累计已实现盈亏(期权平仓真盈亏U累加);划转/提现不影响。
@@ -78,8 +78,8 @@
—
-
+
-
+
diff --git a/tests/test_instance_equity_sample.py b/tests/test_instance_equity_sample.py
index 5c6895d..289e614 100644
--- a/tests/test_instance_equity_sample.py
+++ b/tests/test_instance_equity_sample.py
@@ -1,15 +1,19 @@
-"""权益曲线采样:现金+现货币+权利金+浮盈."""
+"""权益采样辅助(曲线已改为已实现盈亏,此处仅覆盖权益计算工具)."""
from __future__ import annotations
import sqlite3
+import tempfile
import unittest
+from pathlib import Path
class EquitySampleTests(unittest.TestCase):
def test_equity_fills_open_cliff(self):
- from lib.instance.instance_cash_sample_lib import equity_usdt_from_snapshot
+ from lib.instance.instance_cash_sample_lib import (
+ cash_usdt_from_balances,
+ 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,
@@ -26,49 +30,15 @@ class EquitySampleTests(unittest.TestCase):
"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):
+ def test_record_writes_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,
)
@@ -86,8 +56,19 @@ class EquitySampleTests(unittest.TestCase):
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)
+ init_cash_sample_table(conn)
+ row = conn.execute(
+ "SELECT cash_usdt, equity_usdt FROM instance_cash_samples ORDER BY ts_ms DESC LIMIT 1"
+ ).fetchone()
+ self.assertAlmostEqual(float(row["cash_usdt"]), 200.0, places=2)
+ self.assertAlmostEqual(float(row["equity_usdt"]), 950.0, places=2)
+ record_cash_sample(conn, 100.0, equity_usdt=500.0, ts_ms=1_700_000_000_000)
+ conn.commit()
+ row2 = conn.execute(
+ "SELECT equity_usdt FROM instance_cash_samples WHERE ts_ms=?",
+ (1_700_000_000_000,),
+ ).fetchone()
+ self.assertAlmostEqual(float(row2["equity_usdt"]), 500.0, places=2)
finally:
conn.close()
diff --git a/tests/test_instance_realized_pnl_curve.py b/tests/test_instance_realized_pnl_curve.py
new file mode 100644
index 0000000..ff8a1c1
--- /dev/null
+++ b/tests/test_instance_realized_pnl_curve.py
@@ -0,0 +1,75 @@
+"""已实现盈亏曲线:累计平仓真盈亏,不受划转影响."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class RealizedPnlCurveTests(unittest.TestCase):
+ def _init(self):
+ from lib.options.options_db import init_options_tables
+
+ conn = sqlite3.connect(":memory:")
+ conn.row_factory = sqlite3.Row
+ init_options_tables(conn)
+ return conn
+
+ def test_cumulative_steps(self):
+ from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
+
+ conn = self._init()
+ conn.execute(
+ """
+ INSERT INTO options_trades(
+ inst_id, underlying, opt_type, sheets, eth_amount,
+ premium_paid, premium_received, realized_pnl, premium_ccy,
+ status, realized_pnl_usdt, close_index_px,
+ created_at, closed_at
+ ) VALUES
+ ('BTC-A','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',100.0,80000,
+ '2026-10-01 10:00:00','2026-10-01 12:00:00'),
+ ('BTC-B','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',50.0,80000,
+ '2026-10-02 10:00:00','2026-10-02 12:00:00'),
+ ('BTC-C','BTC','P',1,0.01,0.01,0.02,-0.01,'BTC','closed',-20.0,80000,
+ '2026-10-03 10:00:00','2026-10-03 12:00:00')
+ """
+ )
+ conn.commit()
+ out = query_realized_pnl_series_with_db(conn, range_key="all")
+ self.assertTrue(out["ok"])
+ self.assertEqual(out["metric"], "realized_pnl")
+ self.assertEqual(out["trade_count"], 3)
+ # 点含区间起点/各笔台阶/延伸到 now;累计最终 130
+ self.assertAlmostEqual(float(out["latest"]), 130.0, places=2)
+ vals = [p["v"] for p in out["points"]]
+ self.assertIn(100.0, vals)
+ self.assertIn(150.0, vals)
+ self.assertIn(130.0, vals)
+ conn.close()
+
+ def test_range_carries_baseline(self):
+ from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
+
+ conn = self._init()
+ # 一笔很早的盈利,窗口内无新单 → 水平线在 80
+ conn.execute(
+ """
+ INSERT INTO options_trades(
+ inst_id, underlying, opt_type, sheets, eth_amount,
+ premium_paid, premium_received, realized_pnl, premium_ccy,
+ status, realized_pnl_usdt, created_at, closed_at
+ ) VALUES (
+ 'BTC-OLD','BTC','P',1,0.01,0.01,0.02,0.01,'BTC',
+ 'closed', 80.0, '2020-01-01 10:00:00', '2020-01-01 12:00:00'
+ )
+ """
+ )
+ conn.commit()
+ out = query_realized_pnl_series_with_db(conn, range_key="7d")
+ self.assertAlmostEqual(float(out["latest"]), 80.0, places=2)
+ self.assertTrue(all(abs(float(p["v"]) - 80.0) < 1e-6 for p in out["points"]))
+ conn.close()
+
+
+if __name__ == "__main__":
+ unittest.main()