Show trade open/close times and hold period by target exit.

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

backend/app/api/hold_timing.py

@@ -0,0 +1,76 @@
+"""交易组持仓周期：目标出场以策略平仓时刻为准；永续先平则以永续平仓为准。"""
+
+from __future__ import annotations
+
+from typing import Any, Mapping, Sequence
+
+# 目标平仓（含 15U / 权利金倍数 / 只平永续）
+_TARGET_REASONS = frozenset({"fixed_usdt", "premium_multiple", "target_perp_only"})
+
+
+def _ts(v: Any) -> int | None:
+    if v is None:
+        return None
+    try:
+        n = int(v)
+    except (TypeError, ValueError):
+        return None
+    return n if n > 0 else None
+
+
+def first_perp_close_ts_ms(fills: Sequence[Mapping[str, Any]]) -> int | None:
+    """永续平仓成交时间（目标只平永续时作为持仓结束时刻）。"""
+    best: int | None = None
+    for f in fills:
+        if str(f.get("leg") or "") != "perp":
+            continue
+        if str(f.get("action") or "") != "close":
+            continue
+        ts = _ts(f.get("ts_ms"))
+        if ts is None:
+            continue
+        if best is None or ts < best:
+            best = ts
+    return best
+
+
+def hold_timing(
+    group: Mapping[str, Any], fills: Sequence[Mapping[str, Any]]
+) -> dict[str, Any]:
+    """
+    返回展示用开仓/平仓/持仓时长。
+
+    - 开仓：groups.open_at_ms
+    - 平仓（策略持仓周期）：
+      - `target_perp_only` / `option_residual`：永续平仓 fill 时间
+      - 其它已平：groups.close_at_ms（缺则回退成交）
+    """
+    open_ms = _ts(group.get("open_at_ms"))
+    status = str(group.get("status") or "")
+    reason = str(group.get("close_reason") or "")
+    group_close = _ts(group.get("close_at_ms"))
+    perp_close = first_perp_close_ts_ms(fills)
+
+    use_perp = reason == "target_perp_only" or status == "option_residual"
+    if use_perp:
+        close_ms = perp_close or group_close
+        basis = "perp"
+    elif status == "open":
+        close_ms = None
+        basis = "open"
+    else:
+        close_ms = group_close
+        if close_ms is None and reason in _TARGET_REASONS:
+            close_ms = perp_close
+        basis = "group"
+
+    hold_ms: int | None = None
+    if open_ms is not None and close_ms is not None and close_ms >= open_ms:
+        hold_ms = close_ms - open_ms
+
+    return {
+        "hold_open_at_ms": open_ms,
+        "hold_close_at_ms": close_ms,
+        "hold_ms": hold_ms,
+        "hold_basis": basis,
+    }

backend/app/api/trades.py

@@ -7,6 +7,7 @@ from fastapi import APIRouter, Depends, HTTPException
 from ..models.db import get_db
 from ..sim.pnl import summarize_fills_pnl
 from .auth import require_user
+from .hold_timing import hold_timing
 
 router = APIRouter(prefix="/api/trades", tags=["trades"])
 
@@ -15,6 +16,24 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
+def _enrich_group(g: dict, fills: list) -> dict:
+    summary = summarize_fills_pnl(fills)
+    # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
+    if str(g.get("exec_mode") or "").upper() == "LIVE" and g.get("realized_pnl") is not None:
+        summary = dict(summary)
+        summary["net_pnl"] = float(g["realized_pnl"])
+        if g.get("funding_usdt") is not None:
+            summary["funding_usdt"] = float(g["funding_usdt"])
+        summary["pnl_source"] = "live_exchange"
+    g["pnl_summary"] = summary
+    if summary.get("net_pnl") is not None:
+        g["net_pnl"] = summary["net_pnl"]
+    elif g.get("realized_pnl") is not None:
+        g["net_pnl"] = float(g["realized_pnl"])
+    g.update(hold_timing(g, fills))
+    return g
+
+
 @router.get("/groups")
 async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
     db = get_db()
@@ -26,20 +45,7 @@ async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
             "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
             (g["group_id"],),
         )
-        summary = summarize_fills_pnl(fills)
-        # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
-        if str(g.get("exec_mode") or "").upper() == "LIVE" and g.get("realized_pnl") is not None:
-            summary = dict(summary)
-            summary["net_pnl"] = float(g["realized_pnl"])
-            if g.get("funding_usdt") is not None:
-                summary["funding_usdt"] = float(g["funding_usdt"])
-            summary["pnl_source"] = "live_exchange"
-        g["pnl_summary"] = summary
-        if summary.get("net_pnl") is not None:
-            g["net_pnl"] = summary["net_pnl"]
-        elif g.get("realized_pnl") is not None:
-            g["net_pnl"] = float(g["realized_pnl"])
-        groups.append(g)
+        groups.append(_enrich_group(g, fills))
     return {"groups": groups}
 
 
@@ -54,16 +60,9 @@ async def group_detail(
     fills = db.fetchall(
         "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
     )
-    summary = summarize_fills_pnl(fills)
-    gr = _row(g)
-    if str(gr.get("exec_mode") or "").upper() == "LIVE" and gr.get("realized_pnl") is not None:
-        summary = dict(summary)
-        summary["net_pnl"] = float(gr["realized_pnl"])
-        if gr.get("funding_usdt") is not None:
-            summary["funding_usdt"] = float(gr["funding_usdt"])
-        summary["pnl_source"] = "live_exchange"
+    gr = _enrich_group(_row(g), fills)
     return {
         "group": gr,
         "fills": [_row(x) for x in fills],
-        "pnl_summary": summary,
+        "pnl_summary": gr.get("pnl_summary"),
     }

backend/app/live/binance_executor.py

@@ -1017,10 +1017,11 @@ class BinanceLiveExecutor(Matcher):
                 ),
             )
             self.db._conn.execute(
-                """UPDATE groups SET status=?, close_reason=?, realized_pnl=?,
+                """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=?, exec_mode=? WHERE group_id=?""",
                 (
                     "option_residual",
+                    now,
                     reason,
                     interim_net,
                     fees,

backend/app/live/executor.py

@@ -1017,10 +1017,11 @@ class OkxLiveExecutor(Matcher):
                 ),
             )
             self.db._conn.execute(
-                """UPDATE groups SET status=?, close_reason=?, realized_pnl=?,
+                """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=?, exec_mode=? WHERE group_id=?""",
                 (
                     "option_residual",
+                    now,
                     reason,
                     interim_net,
                     fees,

backend/app/sim/matcher.py

@@ -729,10 +729,11 @@ class Matcher:
                 ),
             )
             self.db._conn.execute(
-                """UPDATE groups SET status=?, close_reason=?, realized_pnl=?,
+                """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=? WHERE group_id=?""",
                 (
                     "option_residual",
+                    now,
                     reason,
                     interim_net,
                     fees,
@@ -898,7 +899,8 @@ class Matcher:
                 ),
             )
             self.db._conn.execute(
-                """UPDATE groups SET status=?, close_at_ms=?, realized_pnl=?, fees=?, slip_cost=?
+                """UPDATE groups SET status=?, close_at_ms=COALESCE(close_at_ms, ?),
+                   realized_pnl=?, fees=?, slip_cost=?
                    WHERE group_id=?""",
                 ("closed", now_ms, float(net), fees, slip, group_id),
             )