Use all-time closed groups for funds bar trade stats.

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

backend/app/api/funds.py

@@ -66,16 +66,14 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
     exchange = str(st.get("exchange") or s.exchange or "okx").upper()
     trading_day = datetime.now(SH).strftime("%Y-%m-%d")
 
-    # 顶栏「总交易 / 胜率 / 盈亏比」与交易日同一口径：上海自然日开仓组 G-YYYYMMDD-*
-    day_prefix = trading_day.replace("-", "")
-    day_groups = db.fetchall(
-        "SELECT realized_pnl FROM groups WHERE group_id LIKE ? AND status='closed'",
-        (f"G-{day_prefix}-%",),
+    # 顶栏「总交易 / 胜率 / 盈亏比」统一历史累计（全部已平组）
+    closed = db.fetchall(
+        "SELECT realized_pnl FROM groups WHERE status='closed'"
     )
-    day_pnls = [float(r["realized_pnl"] or 0) for r in day_groups]
-    day_n = len(day_pnls)
-    day_wins = sum(1 for x in day_pnls if x > 0)
-    day_win_rate = (day_wins / day_n) if day_n else 0.0
+    pnls = [float(r["realized_pnl"] or 0) for r in closed]
+    n = len(pnls)
+    wins = sum(1 for x in pnls if x > 0)
+    win_rate = (wins / n) if n else 0.0
 
     pos = st.get("position") or {}
     realtime = None
@@ -139,9 +137,9 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
         "mode": mode,
         "exchange": exchange,
         "trading_day": trading_day,
-        "total_trades": day_n,
-        "win_rate": day_win_rate,
-        "profit_loss_ratio": _pl_ratio(day_pnls),
+        "total_trades": n,
+        "win_rate": win_rate,
+        "profit_loss_ratio": _pl_ratio(pnls),
         "total_funds": total,
         "funding_usdt": funding_usdt,
         "trading_usdt": trading_usdt,