dekun
1c75db4a19
SIM shows perp/option fees and slip separately; LIVE keeps real exchange fees only with slip forced to zero. Co-authored-by: Cursor <cursoragent@cursor.com>
68 lines
2.2 KiB
Python
68 lines
2.2 KiB
Python
from __future__ import annotations
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from typing import Annotated
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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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@router.get("/summary")
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async def stats_summary(_user: Annotated[str, Depends(require_user)]) -> dict:
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db = 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 = db.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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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 = db.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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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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}
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