from __future__ import annotations from typing import Annotated from fastapi import APIRouter, Depends from ..config import get_settings from ..models.db import get_db from ..sim.pnl import summarize_fills_pnl 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() s = get_settings() mode = "LIVE" if not s.is_sim else "SIM" 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) fees_perp = 0.0 fees_option = 0.0 total_slip = 0.0 for r in rows: fills = db.fetchall( "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (r["group_id"],), ) summary = summarize_fills_pnl(list(fills)) fees_perp += float(summary.get("fees_perp") or 0) fees_option += float(summary.get("fees_option") or 0) # LIVE 不展示、不计入滑点;按组成交模式判断(可混有历史 SIM 组) exec_mode = str(r["exec_mode"] or mode).upper() if exec_mode != "LIVE": total_slip += float(summary.get("slip_total") or 0) total_fees = fees_perp + fees_option 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 { "mode": mode, "show_slip": mode == "SIM", "groups": n, "wins": wins, "win_rate": (wins / n) if n else 0.0, "total_pnl": total_pnl, "fees_perp": fees_perp, "fees_option": fees_option, "total_fees": total_fees, "total_slip": total_slip if mode == "SIM" else 0.0, "close_reasons": reasons, "equity_curve": curve, }