Implement P1 local matcher/ledger and P2 strategy engine.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -0,0 +1,43 @@
|
||||
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,
|
||||
}
|
||||
Reference in New Issue
Block a user