feat数据统计曲线改为累计已实现盈亏,划转提现不再影响。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-13 12:55:41 +08:00
parent 11c67b3c44
commit b31f861596
6 changed files with 194 additions and 148 deletions
+4 -3
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@@ -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) { (function (global) {
"use strict"; "use strict";
@@ -278,9 +278,10 @@
drawCurve(pts); drawCurve(pts);
if (meta) { if (meta) {
meta.textContent = meta.textContent =
"权益采样 " + "已实现 " +
(data.trade_count != null ? data.trade_count + " 笔 · " : "") +
pts.length + pts.length +
" 点 · 最新 " + " 点 · 累计 " +
fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null); fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null);
} }
}) })
+86 -16
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@@ -170,36 +170,106 @@ def _range_start_ms(range_key: str) -> tuple[str, int]:
return "7d", now_ms - 7 * 86400 * 1000 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) rk, start_ms = _range_start_ms(range_key)
now_ms = int(time.time() * 1000) 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( rows = conn.execute(
""" """
SELECT ts_ms, cash_usdt, equity_usdt SELECT id, closed_at, created_at, realized_pnl_usdt, realized_pnl, close_index_px
FROM instance_cash_samples FROM options_trades
WHERE ts_ms >= ? WHERE status = 'closed'
ORDER BY ts_ms ASC ORDER BY COALESCE(closed_at, created_at) ASC, id ASC
""", """
(start_ms,),
).fetchall() ).fetchall()
points = [] events: list[tuple[int, float]] = []
for r in rows: for r in rows:
cash = float(r["cash_usdt"]) pnl_u = _trade_realized_usdt(r)
eq = r["equity_usdt"] if pnl_u is None:
v = float(eq) if eq is not None else cash continue
points.append({"t": int(r["ts_ms"]), "v": v, "cash": cash}) 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 { return {
"ok": True, "ok": True,
"range": rk, "range": rk,
"metric": "equity", "metric": "realized_pnl",
"points": points, "points": series,
"start_ms": start_ms, "start_ms": start_ms,
"end_ms": now_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: def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
"""拉取快照并写入采样. """拉取快照并写入采样.
+4 -85
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@@ -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 __future__ import annotations
from typing import Any, Callable 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 get_db: Callable = app_module.get_db
login_required = app_module.login_required 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") @app.route("/api/instance/cash_curve")
@login_required @login_required
def api_instance_cash_curve(): def api_instance_cash_curve():
from lib.instance.instance_cash_sample_lib import ( from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
query_cash_series_with_db,
sample_once,
)
try:
sample_once(get_db, _fetch_equity_snapshot)
except Exception:
pass
range_key = (request.args.get("range") or "7d").strip() range_key = (request.args.get("range") or "7d").strip()
conn = get_db() conn = get_db()
try: 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: 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: finally:
conn.close() 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)
@@ -68,8 +68,8 @@
</section> </section>
<section class="ods-section" aria-labelledby="ods-curve-heading"> <section class="ods-section" aria-labelledby="ods-curve-heading">
<div class="ods-section-title" id="ods-curve-heading">权益曲线</div> <div class="ods-section-title" id="ods-curve-heading">已实现盈亏曲线</div>
<p class="ods-section-desc">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。</p> <p class="ods-section-desc">累计已实现盈亏(期权平仓真盈亏U累加);划转/提现不影响。</p>
<div class="ods-curve-toolbar"> <div class="ods-curve-toolbar">
<button type="button" class="ods-range-btn active" data-range="today">今日</button> <button type="button" class="ods-range-btn active" data-range="today">今日</button>
<button type="button" class="ods-range-btn" data-range="7d">7日</button> <button type="button" class="ods-range-btn" data-range="7d">7日</button>
@@ -78,8 +78,8 @@
<span class="ods-curve-meta" id="ods-curve-meta">—</span> <span class="ods-curve-meta" id="ods-curve-meta">—</span>
</div> </div>
<div class="ods-curve-wrap"> <div class="ods-curve-wrap">
<svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="权益曲线"></svg> <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="已实现盈亏曲线"></svg>
</div> </div>
</section> </section>
</div> </div>
<script src="/static/options_data_stats.js?v=2"></script> <script src="/static/options_data_stats.js?v=3"></script>
+21 -40
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@@ -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 from __future__ import annotations
import sqlite3 import sqlite3
import tempfile
import unittest import unittest
from pathlib import Path
class EquitySampleTests(unittest.TestCase): class EquitySampleTests(unittest.TestCase):
def test_equity_fills_open_cliff(self): 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 = { bal = {
"trading_usdt": 50.0, "trading_usdt": 50.0,
"funding_usdt": 0.0, "funding_usdt": 0.0,
@@ -26,49 +30,15 @@ class EquitySampleTests(unittest.TestCase):
"mark": 0.01, "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) eq = equity_usdt_from_snapshot(bal, positions, btc_px=84000.0, eth_px=None)
self.assertIsNotNone(eq) self.assertIsNotNone(eq)
self.assertGreater(float(eq), 900.0) 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) 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 ( from lib.instance.instance_cash_sample_lib import (
init_cash_sample_table, init_cash_sample_table,
query_cash_series_with_db,
record_cash_sample, 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, sample_once,
) )
@@ -86,8 +56,19 @@ class EquitySampleTests(unittest.TestCase):
self.assertTrue(ok) self.assertTrue(ok)
conn = get_db() conn = get_db()
try: try:
out = query_cash_series_with_db(conn, range_key="all") init_cash_sample_table(conn)
self.assertAlmostEqual(float(out["latest"]), 950.0, places=2) 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: finally:
conn.close() conn.close()
+75
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@@ -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()