机器对比改为模拟在上实盘在下，收益率按已结算盈亏相对初始资金计算。

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/cash_sample_lib.py

@@ -90,6 +90,50 @@ def record_cash_samples_from_overview(rows: list[dict[str, Any]]) -> int:
     return len(to_write)
 
 
+def first_cash_by_instance(instance_ids: list[Any] | None = None) -> dict[Any, float]:
+    """各机最早一笔现金采样,作初始资金回退(实盘未配 LIVE_INITIAL 时)."""
+    conn = get_db()
+    try:
+        if instance_ids:
+            ids: list[int] = []
+            for x in instance_ids:
+                try:
+                    ids.append(int(x))
+                except (TypeError, ValueError):
+                    continue
+            if not ids:
+                return {}
+            placeholders = ",".join("?" * len(ids))
+            rows = conn.execute(
+                f"""
+                SELECT instance_id, cash_usdt
+                FROM hub_cash_samples
+                WHERE instance_id IN ({placeholders})
+                ORDER BY ts_ms ASC
+                """,
+                tuple(ids),
+            ).fetchall()
+        else:
+            rows = conn.execute(
+                """
+                SELECT instance_id, cash_usdt
+                FROM hub_cash_samples
+                ORDER BY ts_ms ASC
+                """
+            ).fetchall()
+    finally:
+        conn.close()
+    out: dict[Any, float] = {}
+    for r in rows:
+        iid = r["instance_id"]
+        if iid in out:
+            continue
+        v = _safe_float(r["cash_usdt"])
+        if v is not None and v > 0:
+            out[iid] = round(v, 4)
+    return out
+
+
 def query_cash_series(
     *,
     range_key: str = "7d",

lib/stats_agg_lib.py

@@ -4,7 +4,11 @@ from __future__ import annotations
 from typing import Any
 
 from lib.bridge_client_lib import pull_all_enabled, pull_all_stats
-from lib.cash_sample_lib import query_cash_series, record_cash_samples_from_overview
+from lib.cash_sample_lib import (
+    first_cash_by_instance,
+    query_cash_series,
+    record_cash_samples_from_overview,
+)
 
 
 def _safe_float(v: Any) -> float | None:
@@ -52,6 +56,10 @@ def build_stats_summary(
             pass
     stats_rows = pull_all_stats(w)
     stats_by_id = {r.get("id"): r for r in stats_rows}
+    try:
+        initial_fallback = first_cash_by_instance([s.get("id") for s in snaps])
+    except Exception:
+        initial_fallback = {}
 
     machines: list[dict[str, Any]] = []
     sum_cash = 0.0
@@ -92,9 +100,13 @@ def build_stats_summary(
         mode = ((body.get("instance") or {}) if isinstance(body.get("instance"), dict) else {}).get(
             "mode"
         )
+        # 收益率 = 窗口已结算盈亏 / 初始资金(非当前余额)
+        initial = _safe_float(premium.get("initial_cash_usdt"))
+        if initial is None or initial <= 0:
+            initial = _safe_float(initial_fallback.get(iid))
         return_pct = None
-        if online and stats.get("ok") and net is not None and cash is not None and cash > 0:
-            return_pct = round(float(net) / float(cash) * 100.0, 2)
+        if online and stats.get("ok") and net is not None and initial is not None and initial > 0:
+            return_pct = round(float(net) / float(initial) * 100.0, 2)
         if online:
             online_n += 1
         if cash is not None:
@@ -127,6 +139,7 @@ def build_stats_summary(
                 "premium_usdt": paid,
                 "ratio_pct": ratio,
                 "unrealized_usdt": unreal,
+                "initial_cash_usdt": initial,
                 "pos_count": len(brief),
                 "total_closed": closed if online and stats.get("ok") else None,
                 "win_count": wins if online and stats.get("ok") else None,
@@ -141,6 +154,14 @@ def build_stats_summary(
             }
         )
 
+    def _mode_rank(m: dict[str, Any]) -> tuple[int, str]:
+        mode_v = str(m.get("mode") or "").strip().lower()
+        # 上方 sim,下方 live
+        rank = 0 if mode_v == "sim" else 1 if mode_v == "live" else 2
+        return (rank, str(m.get("name") or m.get("id") or ""))
+
+    machines.sort(key=_mode_rank)
+
     agg_win_rate = round(sum_wins / sum_closed * 100, 2) if sum_closed else 0.0
     return {
         "ok": True,