修复顶栏盈亏比:币本位已平盈亏先折 U 再统计。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -260,13 +260,41 @@ def compute_options_stats_for_window(
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return stats
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def compute_options_stats(get_db) -> dict[str, Any]:
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def _row_get(row: Any, key: str, default: Any = None) -> Any:
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try:
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if hasattr(row, "keys") and key in row.keys():
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return row[key]
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except Exception:
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pass
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if isinstance(row, dict):
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return row.get(key, default)
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return default
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def _closed_trade_dicts(closed_rows) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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for row in closed_rows or []:
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out.append(
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{
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"status": "closed",
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"realized_pnl": _row_get(row, "realized_pnl"),
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"created_at": _row_get(row, "created_at"),
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"closed_at": _row_get(row, "closed_at"),
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"inst_id": _row_get(row, "inst_id") or "",
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"underlying": _row_get(row, "underlying") or "",
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"premium_ccy": _row_get(row, "premium_ccy") or "",
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}
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)
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return out
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def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
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conn = get_db()
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try:
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init_options_tables(conn)
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closed_rows = conn.execute(
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"""
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SELECT realized_pnl, created_at, closed_at
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SELECT realized_pnl, created_at, closed_at, inst_id, underlying, premium_ccy
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FROM options_trades
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WHERE status = 'closed' AND realized_pnl IS NOT NULL
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"""
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@@ -276,71 +304,33 @@ def compute_options_stats(get_db) -> dict[str, Any]:
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SELECT created_at FROM options_trades WHERE status = 'open'
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"""
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).fetchall()
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return _stats_from_option_trade_rows(closed_rows, open_rows)
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history = _closed_trade_dicts(closed_rows)
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for row in open_rows:
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history.append({"status": "open", "created_at": _row_get(row, "created_at")})
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# 币本位盈亏按指数折 U,再算胜率/盈亏比(与 /api/options/stats 一致)
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return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
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finally:
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conn.close()
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def _stats_from_option_trade_rows(closed_rows, open_rows) -> dict[str, Any]:
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wins: list[float] = []
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losses: list[float] = []
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win_holds: list[float] = []
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loss_holds: list[float] = []
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all_holds: list[float] = []
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now = datetime.now()
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for row in closed_rows:
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pnl = float(row["realized_pnl"])
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hold = _hold_seconds(row["created_at"], row["closed_at"])
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if hold is not None:
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all_holds.append(hold)
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if pnl > 0:
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wins.append(pnl)
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if hold is not None:
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win_holds.append(hold)
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elif pnl < 0:
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losses.append(pnl)
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if hold is not None:
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loss_holds.append(hold)
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open_holds: list[float] = []
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for row in open_rows:
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start = _parse_ts(row["created_at"])
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if start is None:
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continue
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sec = (now - start).total_seconds()
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if sec >= 0:
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open_holds.append(sec)
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total_closed = len(wins) + len(losses)
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win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0
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avg_win = sum(wins) / len(wins) if wins else None
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avg_loss = sum(losses) / len(losses) if losses else None
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total_profit = round(sum(wins), 4) if wins else 0.0
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total_loss = round(abs(sum(losses)), 4) if losses else 0.0
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net_realized = round(sum(wins) + sum(losses), 4)
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return {
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"total_closed": total_closed,
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"win_count": len(wins),
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"loss_count": len(losses),
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"win_rate": win_rate,
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"profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
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"avg_win": round(avg_win, 4) if avg_win is not None else None,
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"avg_loss": round(abs(avg_loss), 4) if avg_loss is not None else None,
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"total_profit": total_profit,
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"total_loss": total_loss,
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"net_realized_pnl": net_realized,
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"avg_hold_sec": _avg_seconds(all_holds),
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"avg_win_hold_sec": _avg_seconds(win_holds),
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"avg_loss_hold_sec": _avg_seconds(loss_holds),
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"open_count": len(open_holds),
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"avg_open_hold_sec": _avg_seconds(open_holds),
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}
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def _stats_from_option_trade_rows(closed_rows, open_rows, *, ex: Any = None) -> dict[str, Any]:
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"""兼容旧调用;内部统一折 U 后走 compute_options_stats_from_history."""
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history = _closed_trade_dicts(closed_rows)
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for row in open_rows or []:
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history.append({"status": "open", "created_at": _row_get(row, "created_at")})
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return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
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def header_options_stats_for_window(conn, list_window: dict[str, Any], app_tz) -> dict[str, Any]:
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"""顶栏总交易/胜率/盈亏比:纯期权(options_trades),全站导航共用,按列表窗过滤."""
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def header_options_stats_for_window(
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conn,
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list_window: dict[str, Any],
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app_tz,
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ex: Any = None,
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) -> dict[str, Any]:
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"""顶栏总交易/胜率/盈亏比:纯期权(options_trades),全站导航共用,按列表窗过滤.
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币本位 realized_pnl 为币数量,须折 U 后再算盈亏比,否则 BTC/ETH 混算会严重失真.
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"""
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from lib.common.history_window_lib import utc_window_to_bj_sql_strings
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init_options_tables(conn)
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@@ -349,7 +339,7 @@ def header_options_stats_for_window(conn, list_window: dict[str, Any], app_tz) -
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)
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closed_rows = conn.execute(
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"""
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SELECT realized_pnl, created_at, closed_at
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SELECT realized_pnl, created_at, closed_at, inst_id, underlying, premium_ccy
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FROM options_trades
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WHERE status = 'closed'
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AND realized_pnl IS NOT NULL
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@@ -361,7 +351,10 @@ def header_options_stats_for_window(conn, list_window: dict[str, Any], app_tz) -
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open_rows = conn.execute(
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"SELECT created_at FROM options_trades WHERE status = 'open'"
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).fetchall()
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stats = _stats_from_option_trade_rows(closed_rows, open_rows)
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history = _closed_trade_dicts(closed_rows)
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for row in open_rows:
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history.append({"status": "open", "created_at": _row_get(row, "created_at")})
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stats = compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
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return {
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"total": int(stats.get("total_closed") or 0),
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"rate": float(stats.get("win_rate") or 0),
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