diff --git a/app/db.py b/app/db.py index b96383d..e35cf4b 100644 --- a/app/db.py +++ b/app/db.py @@ -6,10 +6,15 @@ import secrets import sqlite3 import time from contextlib import contextmanager +from datetime import datetime, timedelta, timezone from typing import Any, Iterator, Optional from app.config import Config +BJT = timezone(timedelta(hours=8)) +# 对账/去重产生的假平仓，不计入盈亏统计 +SYNTHETIC_CLOSE_EVENTS = frozenset({"reconcile_closed", "dedupe_closed"}) + def _connect() -> sqlite3.Connection: Config.DATABASE_PATH.parent.mkdir(parents=True, exist_ok=True) @@ -125,6 +130,50 @@ def now() -> float: return time.time() +def day_bounds_bjt(day: Optional[str] = None) -> tuple[float, float, str]: + """北京时间某日 [start, end)；day=YYYY-MM-DD，默认今天。""" + if day: + d0 = datetime.strptime(day.strip(), "%Y-%m-%d").replace( + hour=0, minute=0, second=0, microsecond=0, tzinfo=BJT + ) + else: + d0 = datetime.now(BJT).replace(hour=0, minute=0, second=0, microsecond=0) + d1 = d0 + timedelta(days=1) + return d0.timestamp(), d1.timestamp(), d0.strftime("%Y-%m-%d") + + +def _snapshot_event(snapshot_json: Any) -> str: + try: + snap = json.loads(snapshot_json or "{}") + except (TypeError, json.JSONDecodeError): + return "" + if not isinstance(snap, dict): + return "" + return str(snap.get("event") or "") + + +def is_synthetic_close(snapshot_json: Any) -> bool: + return _snapshot_event(snapshot_json) in SYNTHETIC_CLOSE_EVENTS + + +def scrub_synthetic_trade_profits(conn: sqlite3.Connection) -> int: + """把历史假平仓上的「冻结浮盈」清掉，避免脏数据继续进统计。""" + rows = conn.execute( + """ + SELECT id, snapshot_json, profit FROM trades + WHERE close_time IS NOT NULL AND close_time != '' + AND profit IS NOT NULL + """ + ).fetchall() + n = 0 + for r in rows: + if not is_synthetic_close(r["snapshot_json"]): + continue + conn.execute("UPDATE trades SET profit=NULL WHERE id=?", (r["id"],)) + n += 1 + return n + + def row_to_dict(row: Optional[sqlite3.Row]) -> Optional[dict]: if row is None: return None @@ -449,19 +498,27 @@ def trade_stats( conn: sqlite3.Connection, account_id: Optional[int] = None, machine_id: Optional[int] = None, + day: Optional[str] = None, + period: str = "today", ) -> dict[str, Any]: - """程序统计看板：盈亏/胜率/持仓时长分段/按机器与方向。""" + """程序统计看板：默认北京时间「今日」真实平仓；排除对账/去重假平仓。""" clause, params = _trades_where(account_id, machine_id) sql = f""" SELECT t.id, t.side, t.symbol, t.profit, t.open_time, t.close_time, - t.volume, t.machine_id, t.entry_style, m.name AS machine_name + t.volume, t.machine_id, t.entry_style, t.snapshot_json, + m.name AS machine_name FROM trades t LEFT JOIN machines m ON m.id = t.machine_id {clause} ORDER BY COALESCE(t.close_time, t.open_time, t.created_at) DESC """ - rows = [row_to_dict(r) for r in conn.execute(sql, tuple(params)).fetchall()] + raw_rows = [row_to_dict(r) for r in conn.execute(sql, tuple(params)).fetchall()] now_ts = now() + period = (period or "today").strip().lower() + day_label = "" + start_ts = end_ts = None + if period != "all": + start_ts, end_ts, day_label = day_bounds_bjt(day) bucket_labels = { "lt_5m": "< 5 分钟", @@ -478,6 +535,33 @@ def trade_stats( } by_style: dict[str, dict[str, Any]] = {s: _empty_group(s) for s in ENTRY_STYLES} + rows: list[dict] = [] + skipped_synthetic = 0 + for t in raw_rows: + closed_flag = t.get("close_time") not in (None, "") + if closed_flag and is_synthetic_close(t.get("snapshot_json")): + skipped_synthetic += 1 + continue + if period != "all" and start_ts is not None and end_ts is not None: + # 今日：按平仓时间；仍持仓的按开仓时间计入「持仓中」但不进合计盈亏 + if closed_flag: + ct = t.get("close_time") + try: + cts = float(ct) + except (TypeError, ValueError): + continue + if cts < start_ts or cts >= end_ts: + continue + else: + ot = t.get("open_time") or t.get("created_at") + try: + ots = float(ot) + except (TypeError, ValueError): + continue + if ots < start_ts or ots >= end_ts: + continue + rows.append(t) + total = len(rows) closed = 0 open_pos = 0 @@ -488,19 +572,23 @@ def trade_stats( hold_sum = 0.0 hold_n = 0 annotated = 0 + scored = 0 # 计入盈亏的已平仓笔数 for t in rows: - profit = t.get("profit") - hold = _hold_seconds(t.get("open_time"), t.get("close_time"), now_ts) closed_flag = t.get("close_time") not in (None, "") + hold = _hold_seconds(t.get("open_time"), t.get("close_time"), now_ts) + # 合计盈亏/胜率只统计真实已平仓；持仓浮盈不进合计 + profit = t.get("profit") if closed_flag else None + if closed_flag: closed += 1 else: open_pos += 1 - if profit is not None: + if closed_flag and profit is not None: p = float(profit) profit_sum += p + scored += 1 if p > 1e-9: wins += 1 gross_win += p @@ -510,7 +598,7 @@ def trade_stats( else: breakeven += 1 - if hold is not None: + if closed_flag and hold is not None: hold_sum += hold hold_n += 1 @@ -518,30 +606,34 @@ def trade_stats( if style: annotated += 1 + # 分组也只累加已平仓盈亏，避免浮盈干扰分类 cat = entry_category(style) - _accumulate(by_category[cat], profit, hold) + _accumulate(by_category[cat], profit, hold if closed_flag else None) if style in by_style: - _accumulate(by_style[style], profit, hold) + _accumulate(by_style[style], profit, hold if closed_flag else None) elif style: key = f"旧 · {style}" if key not in by_style: by_style[key] = _empty_group(key) - _accumulate(by_style[key], profit, hold) + _accumulate(by_style[key], profit, hold if closed_flag else None) - bk = _bucket_key(hold) - _accumulate(by_hold[bk], profit, hold) + if closed_flag: + bk = _bucket_key(hold) + _accumulate(by_hold[bk], profit, hold) - mid = t.get("machine_id") - mkey = str(mid) if mid is not None else "none" - if mkey not in by_machine: - name = t.get("machine_name") or ("未绑定" if mid is None else f"#{mid}") - by_machine[mkey] = _empty_group(name) - _accumulate(by_machine[mkey], profit, hold) + mid = t.get("machine_id") + mkey = str(mid) if mid is not None else "none" + if mkey not in by_machine: + name = t.get("machine_name") or ("未绑定" if mid is None else f"#{mid}") + by_machine[mkey] = _empty_group(name) + _accumulate(by_machine[mkey], profit, hold) - side = (t.get("side") or "—").lower() - if side not in by_side: - by_side[side] = _empty_group("买入" if side == "buy" else ("卖出" if side == "sell" else side)) - _accumulate(by_side[side], profit, hold) + side = (t.get("side") or "—").lower() + if side not in by_side: + by_side[side] = _empty_group( + "买入" if side == "buy" else ("卖出" if side == "sell" else side) + ) + _accumulate(by_side[side], profit, hold) decided = wins + losses avg_hold = (hold_sum / hold_n) if hold_n else None @@ -555,7 +647,7 @@ def trade_stats( "breakeven": breakeven, "win_rate": (wins / decided * 100.0) if decided else 0.0, "profit": profit_sum, - "avg_profit": (profit_sum / total) if total else 0.0, + "avg_profit": (profit_sum / scored) if scored else 0.0, "gross_win": gross_win, "gross_loss": gross_loss, "profit_factor": (gross_win / gross_loss) if gross_loss > 1e-9 else (None if gross_win <= 0 else 999.0), @@ -563,6 +655,9 @@ def trade_stats( "avg_hold": _fmt_hold_secs(avg_hold), "annotated": annotated, "unannotated": total - annotated, + "skipped_synthetic": skipped_synthetic, + "period": period, + "day": day_label, "by_hold": [_finalize_group(by_hold[k]) for k in ("lt_5m", "m5_30", "m30_2h", "ge_2h", "unknown") if by_hold[k]["count"] or k != "unknown"], "by_machine": sorted( [_finalize_group(g) for g in by_machine.values()], diff --git a/app/routes.py b/app/routes.py index a853714..ff5dfac 100644 --- a/app/routes.py +++ b/app/routes.py @@ -782,7 +782,7 @@ def register_routes(app: Flask) -> None: ) tid = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0]) - # 同一账户+单号只保留一条「持仓中」，其余重复未平仓直接关掉 + # 同一账户+单号只保留一条「持仓中」，其余重复未平仓直接关掉（不计盈亏） if ticket and close_time in (None, ""): dup_snap = json.dumps( {"event": "dedupe_closed", "kept_id": tid}, ensure_ascii=False @@ -790,7 +790,7 @@ def register_routes(app: Flask) -> None: conn.execute( """ UPDATE trades - SET close_time=?, snapshot_json=? + SET close_time=?, profit=NULL, snapshot_json=? WHERE account_id=? AND ticket=? AND id!=? AND (close_time IS NULL OR close_time='') """, @@ -839,16 +839,14 @@ def register_routes(app: Flask) -> None: snap = {} snap["event"] = "reconcile_closed" snap["reconciled_at"] = now_ts - profit = r["profit"] - if profit is None: - profit = 0.0 + # 假平仓不写入冻结浮盈，避免脏数据进统计 conn.execute( """ UPDATE trades - SET close_time=?, profit=?, snapshot_json=? + SET close_time=?, profit=NULL, snapshot_json=? WHERE id=? """, - (now_ts, profit, json.dumps(snap, ensure_ascii=False), r["id"]), + (now_ts, json.dumps(snap, ensure_ascii=False), r["id"]), ) closed_n += 1 return jsonify({"ok": True, "closed": closed_n}) @@ -927,15 +925,29 @@ def register_routes(app: Flask) -> None: def records_stats_page(): u = current_user() machine_raw = (request.args.get("machine_id") or "").strip() + period = (request.args.get("period") or "today").strip().lower() + if period not in ("today", "all"): + period = "today" + day = (request.args.get("day") or "").strip() or None account_id = None if u["role"] == "admin" else u.get("account_id") machines, machine_id = _resolve_machine_filter(u, machine_raw) with database.get_db() as conn: - stats = database.trade_stats(conn, account_id=account_id, machine_id=machine_id) + # 清掉历史假平仓上误写的盈亏 + database.scrub_synthetic_trade_profits(conn) + stats = database.trade_stats( + conn, + account_id=account_id, + machine_id=machine_id, + day=day, + period=period, + ) return render_template( "records_stats.html", stats=stats, machines=machines, selected_machine_id=machine_id, + selected_period=period, + selected_day=stats.get("day") or day or "", ) @app.get("/records/") diff --git a/app/templates/records_stats.html b/app/templates/records_stats.html index aa6e6a3..1e98678 100644 --- a/app/templates/records_stats.html +++ b/app/templates/records_stats.html @@ -2,15 +2,26 @@ {% block title %}统计看板 · {{ app_name }}{% endblock %} {% block content %}

统计看板

-

程序汇总：顺势/反转 × 三种结构手法，其他=乱作。

+

+ 默认按北京时间今日真实平仓统计；对账/去重产生的假平仓已排除。 + {% if selected_period == 'today' and stats.day %}当前：{{ stats.day }}{% endif %} + {% if stats.skipped_synthetic %} · 已排除假平仓 {{ stats.skipped_synthetic }} 笔{% endif %} +

交易列表 - 统计看板 + 统计看板
+ + + + - {% if selected_machine_id %} - 清除 - {% endif %} + 今日重置
@@ -39,7 +48,7 @@
盈 {{ stats.wins }} · 亏 {{ stats.losses }} · 平 {{ stats.breakeven }}
-
合计盈亏
+
合计盈亏{% if selected_period=='today' %}（今日已平）{% endif %}
{{ '%.2f'|format(stats.profit) }}