Fix funds bar day stats: align trades, win rate, and PL ratio.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-02 17:05:11 +08:00
parent b983b63c46
commit d97f7d20e5
2 changed files with 133 additions and 15 deletions
@@ -0,0 +1,123 @@
+"""顶栏资金摘要：总交易/胜率/盈亏比与交易日同口径。"""
+
+from __future__ import annotations
+
+import asyncio
+from datetime import datetime
+from types import SimpleNamespace
+from zoneinfo import ZoneInfo
+
+from app.api import funds as funds_api
+from app.models.db import Database, set_db
+from app.strategy.engine import set_engine
+
+
+def _insert_closed(db: Database, *, group_id: str, pnl: float) -> None:
+    now = 1_700_000_000_000
+    with db._lock:
+        db._conn.execute(
+            """INSERT INTO groups(
+                group_id, status, bias, option_side, perp_side, option_inst_id,
+                strike, expiry_ymd, initial_premium, open_at_ms, close_at_ms,
+                close_reason, realized_pnl, fees, slip_cost
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+            (
+                group_id,
+                "closed",
+                "test",
+                "call",
+                "short",
+                "ETH-USD_UM-260801-2000-C",
+                2000.0,
+                "260801",
+                100.0,
+                now,
+                now + 1000,
+                "manual",
+                pnl,
+                1.0,
+                0.0,
+            ),
+        )
+        db._conn.commit()
+
+
+def test_day_stats_not_mixed_with_history(tmp_path, monkeypatch) -> None:
+    monkeypatch.setenv("MODE", "SIM")
+    db = Database(tmp_path / "funds_sum.db")
+    set_db(db)
+    try:
+        # 历史 3 胜 1 负 → 75%；当日仅 1 笔亏损
+        _insert_closed(db, group_id="G-20260101-01", pnl=10.0)
+        _insert_closed(db, group_id="G-20260101-02", pnl=20.0)
+        _insert_closed(db, group_id="G-20260101-03", pnl=5.0)
+        _insert_closed(db, group_id="G-20260101-04", pnl=-10.0)
+        _insert_closed(db, group_id="G-20260802-01", pnl=-8.0)
+
+        class _FakeDT:
+            @staticmethod
+            def now(tz=None):
+                from datetime import timezone
+
+                if tz is timezone.utc:
+                    return datetime(2026, 8, 2, 4, 0, tzinfo=timezone.utc)
+                return datetime(2026, 8, 2, 12, 0, tzinfo=tz or ZoneInfo("Asia/Shanghai"))
+
+        monkeypatch.setattr(funds_api, "datetime", _FakeDT)
+
+        eng = SimpleNamespace(
+            state=lambda: {
+                "exchange": "okx",
+                "position": {"status": "flat", "net_pnl": None},
+            }
+        )
+        set_engine(eng)  # type: ignore[arg-type]
+
+        body = asyncio.run(funds_api.funds_summary(_user="admin"))
+        assert body["ok"] is True
+        assert body["trading_day"] == "2026-08-02"
+        assert body["total_trades"] == 1
+        assert body["win_rate"] == 0.0
+        assert body["profit_loss_ratio"] is None
+    finally:
+        set_engine(None)  # type: ignore[arg-type]
+        set_db(None)
+        db.close()
+
+
+def test_day_win_rate_matches_day_trades(tmp_path, monkeypatch) -> None:
+    monkeypatch.setenv("MODE", "SIM")
+    db = Database(tmp_path / "funds_sum2.db")
+    set_db(db)
+    try:
+        _insert_closed(db, group_id="G-20260802-01", pnl=10.0)
+        _insert_closed(db, group_id="G-20260802-02", pnl=20.0)
+        _insert_closed(db, group_id="G-20260802-03", pnl=-5.0)
+
+        class _FakeDT:
+            @staticmethod
+            def now(tz=None):
+                from datetime import timezone
+
+                if tz is timezone.utc:
+                    return datetime(2026, 8, 2, 4, 0, tzinfo=timezone.utc)
+                return datetime(2026, 8, 2, 12, 0, tzinfo=tz or ZoneInfo("Asia/Shanghai"))
+
+        monkeypatch.setattr(funds_api, "datetime", _FakeDT)
+        set_engine(
+            SimpleNamespace(
+                state=lambda: {
+                    "exchange": "okx",
+                    "position": {"status": "flat"},
+                }
+            )  # type: ignore[arg-type]
+        )
+
+        body = asyncio.run(funds_api.funds_summary(_user="admin"))
+        assert body["total_trades"] == 3
+        assert abs(body["win_rate"] - (2 / 3)) < 1e-9
+        assert body["profit_loss_ratio"] is not None
+    finally:
+        set_engine(None)  # type: ignore[arg-type]
+        set_db(None)
+        db.close()