feat数据统计曲线改为各机累计已实现盈亏叠加,不再用余额采样。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -325,6 +325,77 @@ def pull_all_stats(window: str = "7d") -> list[dict[str, Any]]:
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return results
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def fetch_one_pnl_curve(inst: dict[str, Any], *, range_key: str = "7d") -> dict[str, Any]:
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"""拉取单机累计已实现盈亏曲线."""
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base = (inst.get("base_url") or "").rstrip("/")
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token = (inst.get("bridge_token") or "").strip()
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out: dict[str, Any] = {
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"id": inst.get("id"),
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"name": inst.get("name"),
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"online": False,
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"error": "",
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"points": [],
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"trade_count": 0,
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"latest": None,
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"metric": "realized_pnl",
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}
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if not base or not token:
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out["error"] = "缺少 URL 或 Token"
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return out
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url = f"{base}/api/hub/options/pnl_curve"
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try:
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r = requests.get(
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url,
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headers={"X-Hub-Token": token, "Accept": "application/json"},
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params={"range": range_key},
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timeout=max(_timeout(), 15.0),
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)
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data = {}
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try:
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data = r.json()
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except Exception:
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data = {}
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if r.status_code != 200 or not isinstance(data, dict) or not data.get("ok"):
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out["error"] = (data.get("msg") if isinstance(data, dict) else None) or f"HTTP {r.status_code}"
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return out
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out["online"] = True
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pts = data.get("points") if isinstance(data.get("points"), list) else []
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out["points"] = pts
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out["trade_count"] = int(data.get("trade_count") or 0)
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out["latest"] = data.get("latest")
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out["metric"] = data.get("metric") or "realized_pnl"
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out["start_ms"] = data.get("start_ms")
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out["end_ms"] = data.get("end_ms")
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return out
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except requests.Timeout:
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out["error"] = "超时"
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return out
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except Exception as e:
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out["error"] = str(e) or "拉取失败"
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return out
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def pull_all_pnl_curves(range_key: str = "7d") -> list[dict[str, Any]]:
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instances = list_instances(enabled_only=True)
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if not instances:
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return []
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results: list[dict[str, Any]] = []
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with ThreadPoolExecutor(max_workers=min(8, len(instances))) as pool:
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futs = {
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pool.submit(fetch_one_pnl_curve, inst, range_key=range_key): inst["id"]
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for inst in instances
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}
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by_id: dict[Any, dict[str, Any]] = {}
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for fut in as_completed(futs):
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row = fut.result()
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by_id[row.get("id")] = row
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for inst in instances:
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results.append(
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by_id.get(inst["id"]) or fetch_one_pnl_curve(inst, range_key=range_key)
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)
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return results
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def fetch_client_version(inst: dict[str, Any]) -> dict[str, Any]:
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"""探测客户端 git 版本 / 在线."""
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base = (inst.get("base_url") or "").rstrip("/")
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+84
-7
@@ -1,12 +1,12 @@
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"""中控统计汇总:KPI 对比 + 余额曲线."""
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"""中控统计汇总:KPI 对比 + 已实现盈亏曲线."""
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from __future__ import annotations
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import time
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from typing import Any
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from lib.bridge_client_lib import pull_all_enabled, pull_all_stats
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from lib.bridge_client_lib import pull_all_enabled, pull_all_pnl_curves, pull_all_stats
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from lib.cash_sample_lib import (
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first_cash_by_instance,
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query_cash_series,
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record_cash_samples_from_overview,
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)
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@@ -185,7 +185,84 @@ def build_stats_summary(
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def build_stats_curve(range_key: str = "7d") -> dict[str, Any]:
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# 曲线只读本地采样库;余额采样由总览常驻 pull 负责
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data = query_cash_series(range_key=range_key)
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data["ok"] = True
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return data
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"""多机累计已实现盈亏曲线(各机台阶叠加;划转/提现不影响)."""
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rk = normalize_window(range_key)
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now_ms = int(time.time() * 1000)
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rows = pull_all_pnl_curves(rk)
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series: list[dict[str, Any]] = []
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by_id: dict[Any, list[dict[str, float]]] = {}
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start_ms = None
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end_ms = now_ms
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for row in rows:
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iid = row.get("id")
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pts_raw = row.get("points") if isinstance(row.get("points"), list) else []
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pts: list[dict[str, float]] = []
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for p in pts_raw:
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if not isinstance(p, dict):
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continue
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try:
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t = int(p.get("t"))
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v = float(p.get("v"))
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except (TypeError, ValueError):
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continue
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pts.append({"t": t, "v": v})
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pts.sort(key=lambda x: x["t"])
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if row.get("start_ms") is not None:
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try:
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sm = int(row.get("start_ms"))
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start_ms = sm if start_ms is None else min(start_ms, sm)
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except (TypeError, ValueError):
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pass
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if row.get("end_ms") is not None:
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try:
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end_ms = max(end_ms, int(row.get("end_ms")))
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except (TypeError, ValueError):
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pass
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by_id[iid] = pts
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series.append(
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{
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"id": iid,
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"name": row.get("name") or str(iid),
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"online": bool(row.get("online")),
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"error": row.get("error") or "",
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"points": pts,
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"trade_count": int(row.get("trade_count") or 0),
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"latest": row.get("latest"),
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}
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)
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# 合计:按 1 分钟桶,各机该桶最后值求和并前向填充
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last_in_bucket: dict[int, dict[Any, float]] = {}
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for iid, pts in by_id.items():
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for p in pts:
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bt = (int(p["t"]) // 60000) * 60000
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last_in_bucket.setdefault(bt, {})[iid] = float(p["v"])
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running: dict[Any, float] = {}
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total_pts: list[dict[str, float]] = []
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for bt in sorted(last_in_bucket.keys()):
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running.update(last_in_bucket[bt])
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if running:
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total_pts.append({"t": bt, "v": round(sum(running.values()), 4)})
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if start_ms is None:
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if rk in ("today", "1d"):
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import datetime as dt
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start = dt.datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
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start_ms = int(start.timestamp() * 1000)
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elif rk in ("30d", "30"):
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start_ms = now_ms - 30 * 86400 * 1000
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elif rk in ("all", "0"):
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start_ms = 0
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else:
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start_ms = now_ms - 7 * 86400 * 1000
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return {
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"ok": True,
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"metric": "realized_pnl",
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"series": series,
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"total": total_pts,
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"range": rk,
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"start_ms": start_ms,
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"end_ms": end_ms,
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}
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+77
-77
@@ -1,77 +1,77 @@
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{% extends "base.html" %}
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{% block title %}数据统计 · 期权中控{% endblock %}
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{% block body %}
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<section class="page-head stats-head">
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<div>
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<p class="settings-eyebrow">Analytics</p>
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<h1>数据统计</h1>
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<p class="muted settings-lead">多机 KPI 对比与余额曲线(不含权利金/浮盈)。后台常驻刷新,打开即读缓存。</p>
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</div>
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<div class="stats-window-tabs" id="stats-window-tabs" role="tablist">
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<button type="button" class="stats-win-btn" data-window="today">今日</button>
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<button type="button" class="stats-win-btn is-active" data-window="7d">近7日</button>
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<button type="button" class="stats-win-btn" data-window="30d">近30日</button>
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<button type="button" class="stats-win-btn" data-window="all">全部</button>
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</div>
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</section>
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<p class="muted" id="stats-status">读取缓存…</p>
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<section class="panel stats-kpi-panel" id="stats-kpi-panel">
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<div class="stats-kpi-grid" id="stats-kpi-grid"></div>
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</section>
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<section class="panel stats-table-panel">
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<div class="stats-card-head-inline">
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<div>
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<h2>机器对比</h2>
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<p class="muted">实时资金状态 + 当前窗口交易 KPI。排序:模拟在上、实盘在下。收益率 = 窗口已结算盈亏 ÷ 初始资金。</p>
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</div>
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</div>
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<div class="overview-table-wrap">
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<table class="overview-table stats-table" id="stats-table">
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<thead>
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<tr>
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<th>机器</th>
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<th>状态</th>
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<th>模式</th>
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<th>余额</th>
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<th>权利金</th>
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<th>浮盈</th>
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<th>笔数</th>
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<th>胜率</th>
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<th>已实现</th>
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<th>收益率</th>
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<th>均持仓</th>
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<th></th>
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</tr>
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</thead>
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<tbody id="stats-table-body">
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<tr><td colspan="12" class="muted">加载中…</td></tr>
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</tbody>
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</table>
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</div>
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</section>
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<section class="panel stats-curve-panel stats-curve-panel--large">
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<div class="stats-card-head-inline">
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<div>
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<h2>余额曲线</h2>
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<p class="muted">主指标为账户现金余额,不含已用权利金与浮盈。可勾选机器叠加对比。</p>
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</div>
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<label class="stats-curve-toggle">
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<input type="checkbox" id="stats-show-total" checked>
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显示合计
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</label>
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</div>
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<div class="stats-machine-picker" id="stats-machine-picker" aria-label="选择机器"></div>
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<div class="stats-chart-wrap stats-chart-wrap--large">
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<canvas id="stats-curve-canvas" width="960" height="480"></canvas>
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<div class="stats-chart-empty muted" id="stats-curve-empty" hidden>暂无采样数据,后台巡检运行后会逐渐出现。</div>
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</div>
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<div class="stats-legend" id="stats-curve-legend"></div>
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</section>
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{% endblock %}
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{% block scripts %}
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<script src="{{ url_for('static', filename='stats.js') }}?v=4"></script>
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{% endblock %}
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{% extends "base.html" %}
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{% block title %}数据统计 · 期权中控{% endblock %}
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{% block body %}
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<section class="page-head stats-head">
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<div>
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<p class="settings-eyebrow">Analytics</p>
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<h1>数据统计</h1>
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<p class="muted settings-lead">多机 KPI 对比与累计已实现盈亏曲线。划转/提现不影响曲线。后台常驻刷新,打开即读缓存。</p>
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</div>
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<div class="stats-window-tabs" id="stats-window-tabs" role="tablist">
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<button type="button" class="stats-win-btn" data-window="today">今日</button>
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<button type="button" class="stats-win-btn is-active" data-window="7d">近7日</button>
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<button type="button" class="stats-win-btn" data-window="30d">近30日</button>
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<button type="button" class="stats-win-btn" data-window="all">全部</button>
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</div>
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</section>
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<p class="muted" id="stats-status">读取缓存…</p>
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<section class="panel stats-kpi-panel" id="stats-kpi-panel">
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<div class="stats-kpi-grid" id="stats-kpi-grid"></div>
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</section>
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<section class="panel stats-table-panel">
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<div class="stats-card-head-inline">
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<div>
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<h2>机器对比</h2>
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<p class="muted">实时资金状态 + 当前窗口交易 KPI。排序:模拟在上、实盘在下。收益率 = 窗口已结算盈亏 ÷ 初始资金。</p>
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</div>
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</div>
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<div class="overview-table-wrap">
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<table class="overview-table stats-table" id="stats-table">
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<thead>
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<tr>
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<th>机器</th>
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<th>状态</th>
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<th>模式</th>
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<th>余额</th>
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<th>权利金</th>
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<th>浮盈</th>
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<th>笔数</th>
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<th>胜率</th>
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<th>已实现</th>
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<th>收益率</th>
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<th>均持仓</th>
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<th></th>
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</tr>
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</thead>
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<tbody id="stats-table-body">
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<tr><td colspan="12" class="muted">加载中…</td></tr>
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</tbody>
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</table>
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</div>
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</section>
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<section class="panel stats-curve-panel stats-curve-panel--large">
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<div class="stats-card-head-inline">
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<div>
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<h2>已实现盈亏曲线</h2>
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<p class="muted">主指标为各机累计已实现盈亏(期权平仓真盈亏U累加)。可勾选机器叠加对比。</p>
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</div>
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<label class="stats-curve-toggle">
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<input type="checkbox" id="stats-show-total" checked>
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显示合计
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</label>
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</div>
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<div class="stats-machine-picker" id="stats-machine-picker" aria-label="选择机器"></div>
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<div class="stats-chart-wrap stats-chart-wrap--large">
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<canvas id="stats-curve-canvas" width="960" height="480"></canvas>
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<div class="stats-chart-empty muted" id="stats-curve-empty" hidden>暂无已实现盈亏数据;实例更新并有平仓记录后显示。</div>
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</div>
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<div class="stats-legend" id="stats-curve-legend"></div>
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</section>
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{% endblock %}
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{% block scripts %}
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<script src="{{ url_for('static', filename='stats.js') }}?v=5"></script>
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{% endblock %}
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@@ -0,0 +1,52 @@
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"""中控统计曲线:各机累计已实现盈亏叠加合计."""
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from __future__ import annotations
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import unittest
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from unittest.mock import patch
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class TestStatsRealizedPnlCurve(unittest.TestCase):
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def test_build_stats_curve_sums_machines(self):
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from lib.stats_agg_lib import build_stats_curve
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t0 = 1_700_000_040_000 # 已对齐到分钟桶
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t1 = t0 + 60_000
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t2 = t0 + 120_000
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fake_rows = [
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{
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"id": "a",
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"name": "A",
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"online": True,
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"error": "",
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"points": [{"t": t0, "v": 10.0}, {"t": t2, "v": 15.0}],
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"trade_count": 2,
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"latest": 15.0,
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"start_ms": t0,
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"end_ms": t2,
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},
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{
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"id": "b",
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"name": "B",
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"online": True,
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"error": "",
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"points": [{"t": t1, "v": 5.0}],
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"trade_count": 1,
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"latest": 5.0,
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"start_ms": t1,
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"end_ms": t2,
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},
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]
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with patch("lib.stats_agg_lib.pull_all_pnl_curves", return_value=fake_rows):
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out = build_stats_curve("all")
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self.assertTrue(out["ok"])
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self.assertEqual(out["metric"], "realized_pnl")
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self.assertEqual(len(out["series"]), 2)
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totals = {p["t"]: p["v"] for p in out["total"]}
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# t0: only A=10; t1: A=10 + B=5; t2: A=15 + B=5
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self.assertAlmostEqual(totals[t0], 10.0)
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self.assertAlmostEqual(totals[t1], 15.0)
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self.assertAlmostEqual(totals[t2], 20.0)
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if __name__ == "__main__":
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unittest.main()
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Reference in New Issue
Block a user