dekun
113 lines
3.6 KiB
Python
113 lines
3.6 KiB
Python
from __future__ import annotations
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from typing import Annotated, Any
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from fastapi import APIRouter, Depends
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from ..config import get_settings
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from ..models.db import get_db
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from ..sim.pnl import summarize_fills_pnl
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from .auth import require_user
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router = APIRouter(prefix="/api/stats", tags=["stats"])
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def _current_loss_streak(curve: list[dict[str, Any]]) -> int:
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"""从最近已平仓组往前数连续亏损次数。"""
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streak = 0
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for item in reversed(curve):
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if float(item.get("realized_pnl") or 0) < 0:
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streak += 1
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else:
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break
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return streak
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def build_stats_summary(db: Any | None = None) -> dict[str, Any]:
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"""已平仓组汇总（策略页统计 / 中控 Fleet 共用）。"""
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database = db or get_db()
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s = get_settings()
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mode = "LIVE" if not s.is_sim else "SIM"
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rows = database.fetchall("SELECT * FROM groups WHERE status='closed'")
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n = len(rows)
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wins = sum(1 for r in rows if float(r["realized_pnl"] or 0) > 0)
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total_pnl = sum(float(r["realized_pnl"] or 0) for r in rows)
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pnls = [float(r["realized_pnl"] or 0) for r in rows]
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max_single_loss = min(pnls) if pnls else 0.0
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if max_single_loss > 0:
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max_single_loss = 0.0
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fees_perp = 0.0
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fees_option = 0.0
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total_slip = 0.0
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for r in rows:
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fills = database.fetchall(
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"SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
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(r["group_id"],),
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)
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summary = summarize_fills_pnl(list(fills))
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fees_perp += float(summary.get("fees_perp") or 0)
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fees_option += float(summary.get("fees_option") or 0)
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# LIVE 不展示、不计入滑点；按组成交模式判断（可混有历史 SIM 组）
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exec_mode = str(r["exec_mode"] or mode).upper()
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if exec_mode != "LIVE":
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total_slip += float(summary.get("slip_total") or 0)
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total_fees = fees_perp + fees_option
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reasons: dict[str, int] = {}
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for r in rows:
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k = str(r["close_reason"] or "unknown")
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reasons[k] = reasons.get(k, 0) + 1
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curve = [
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{
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"group_id": r["group_id"],
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"realized_pnl": float(r["realized_pnl"] or 0),
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"close_at_ms": r["close_at_ms"],
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}
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for r in sorted(rows, key=lambda x: int(x["close_at_ms"] or 0))
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]
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latest_funds = 0.0
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try:
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from ..sim.funds_wallets import FundsWallets
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latest_funds = float(FundsWallets(database).total_usdt_equiv())
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except Exception:
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try:
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from ..sim.ledger import Ledger
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latest_funds = float(Ledger(database).snapshot().get("equity") or 0)
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except Exception:
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latest_funds = 0.0
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try:
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initial_funds = float(
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database.get_setting("initial_equity", str(s.initial_equity))
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or s.initial_equity
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)
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except Exception:
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initial_funds = float(s.initial_equity)
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return {
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"mode": mode,
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"show_slip": mode == "SIM",
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"groups": n,
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"wins": wins,
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"win_rate": (wins / n) if n else 0.0,
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"total_pnl": total_pnl,
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"fees_perp": fees_perp,
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"fees_option": fees_option,
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"total_fees": total_fees,
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"total_slip": total_slip if mode == "SIM" else 0.0,
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"close_reasons": reasons,
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"equity_curve": curve,
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"initial_funds": initial_funds,
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"latest_funds": latest_funds,
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"max_single_loss": max_single_loss,
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"loss_streak": _current_loss_streak(curve),
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}
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@router.get("/summary")
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async def stats_summary(_user: Annotated[str, Depends(require_user)]) -> dict:
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return build_stats_summary()
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