Implement P1 local matcher/ledger and P2 strategy engine.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-24 17:03:46 +08:00
parent 0fca5f025e
commit 51b8bb8f8a
30 changed files with 2086 additions and 150 deletions
+43
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from __future__ import annotations
from typing import Annotated
from fastapi import APIRouter, Depends
from ..models.db import get_db
from .auth import require_user
router = APIRouter(prefix="/api/stats", tags=["stats"])
@router.get("/summary")
async def stats_summary(_user: Annotated[str, Depends(require_user)]) -> dict:
db = get_db()
rows = db.fetchall("SELECT * FROM groups WHERE status='closed'")
n = len(rows)
wins = sum(1 for r in rows if float(r["realized_pnl"] or 0) > 0)
total_pnl = sum(float(r["realized_pnl"] or 0) for r in rows)
total_fees = sum(float(r["fees"] or 0) for r in rows)
total_slip = sum(float(r["slip_cost"] or 0) for r in rows)
reasons: dict[str, int] = {}
for r in rows:
k = str(r["close_reason"] or "unknown")
reasons[k] = reasons.get(k, 0) + 1
curve = [
{
"group_id": r["group_id"],
"realized_pnl": float(r["realized_pnl"] or 0),
"close_at_ms": r["close_at_ms"],
}
for r in sorted(rows, key=lambda x: int(x["close_at_ms"] or 0))
]
return {
"groups": n,
"wins": wins,
"win_rate": (wins / n) if n else 0.0,
"total_pnl": total_pnl,
"total_fees": total_fees,
"total_slip": total_slip,
"close_reasons": reasons,
"equity_curve": curve,
}