dekun
e15b1d7491
Clarify that category/style breakdowns need manual entry tagging. Co-authored-by: Cursor <cursoragent@cursor.com>
1133 lines
39 KiB
Python
1133 lines
39 KiB
Python
# -*- coding: utf-8 -*-
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from __future__ import annotations
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import json
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import secrets
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import sqlite3
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import time
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from contextlib import contextmanager
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from datetime import datetime, timedelta, timezone
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from typing import Any, Iterator, Optional
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from app.config import Config
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BJT = timezone(timedelta(hours=8))
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# 对账/去重产生的假平仓，不计入盈亏统计
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SYNTHETIC_CLOSE_EVENTS = frozenset({"reconcile_closed", "dedupe_closed"})
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def _connect() -> sqlite3.Connection:
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Config.DATABASE_PATH.parent.mkdir(parents=True, exist_ok=True)
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conn = sqlite3.connect(str(Config.DATABASE_PATH), check_same_thread=False)
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conn.row_factory = sqlite3.Row
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conn.execute("PRAGMA foreign_keys = ON")
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return conn
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@contextmanager
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def get_db() -> Iterator[sqlite3.Connection]:
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conn = _connect()
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try:
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yield conn
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conn.commit()
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except Exception:
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conn.rollback()
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raise
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finally:
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conn.close()
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def init_db() -> None:
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with get_db() as conn:
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conn.executescript(
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"""
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CREATE TABLE IF NOT EXISTS accounts (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL,
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broker TEXT DEFAULT '',
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login_id TEXT DEFAULT '',
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account_type TEXT DEFAULT 'demo',
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note TEXT DEFAULT '',
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enabled INTEGER DEFAULT 1,
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created_at REAL NOT NULL
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);
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CREATE TABLE IF NOT EXISTS machines (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL,
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device_fingerprint TEXT DEFAULT '',
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note TEXT DEFAULT '',
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enabled INTEGER DEFAULT 1,
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last_seen_at REAL,
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created_at REAL NOT NULL
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);
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CREATE TABLE IF NOT EXISTS activations (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL UNIQUE,
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account_id INTEGER,
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machine_id INTEGER,
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token TEXT,
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status TEXT DEFAULT 'pending',
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bound_at REAL,
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created_at REAL NOT NULL,
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FOREIGN KEY(account_id) REFERENCES accounts(id),
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FOREIGN KEY(machine_id) REFERENCES machines(id)
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);
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CREATE TABLE IF NOT EXISTS trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ticket TEXT,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL,
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volume REAL,
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open_price REAL,
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close_price REAL,
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open_time REAL,
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close_time REAL,
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profit REAL,
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sl REAL,
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tp REAL,
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account_id INTEGER,
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machine_id INTEGER,
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entry_style TEXT DEFAULT '',
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review_issues TEXT DEFAULT '',
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review_note TEXT DEFAULT '',
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snapshot_json TEXT DEFAULT '{}',
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created_at REAL NOT NULL,
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FOREIGN KEY(account_id) REFERENCES accounts(id),
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FOREIGN KEY(machine_id) REFERENCES machines(id)
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);
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CREATE TABLE IF NOT EXISTS bars (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL,
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timeframe TEXT NOT NULL,
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ts REAL NOT NULL,
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open REAL, high REAL, low REAL, close REAL, volume REAL,
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UNIQUE(symbol, timeframe, ts)
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);
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CREATE TABLE IF NOT EXISTS settings (
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key TEXT PRIMARY KEY,
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value TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS users (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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username TEXT NOT NULL UNIQUE,
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password_hash TEXT NOT NULL,
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role TEXT NOT NULL DEFAULT 'user',
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account_id INTEGER UNIQUE,
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enabled INTEGER DEFAULT 1,
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created_at REAL NOT NULL,
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FOREIGN KEY(account_id) REFERENCES accounts(id)
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);
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"""
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)
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def now() -> float:
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return time.time()
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def day_bounds_bjt(day: Optional[str] = None) -> tuple[float, float, str]:
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"""北京时间某日 [start, end)；day=YYYY-MM-DD，默认今天。"""
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if day:
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d0 = datetime.strptime(day.strip(), "%Y-%m-%d").replace(
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hour=0, minute=0, second=0, microsecond=0, tzinfo=BJT
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)
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else:
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d0 = datetime.now(BJT).replace(hour=0, minute=0, second=0, microsecond=0)
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d1 = d0 + timedelta(days=1)
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return d0.timestamp(), d1.timestamp(), d0.strftime("%Y-%m-%d")
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def _snapshot_event(snapshot_json: Any) -> str:
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try:
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snap = json.loads(snapshot_json or "{}")
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except (TypeError, json.JSONDecodeError):
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return ""
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if not isinstance(snap, dict):
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return ""
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return str(snap.get("event") or "")
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def is_synthetic_close(snapshot_json: Any) -> bool:
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return _snapshot_event(snapshot_json) in SYNTHETIC_CLOSE_EVENTS
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def scrub_synthetic_trade_profits(conn: sqlite3.Connection) -> int:
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"""把历史假平仓上的「冻结浮盈」清掉，避免脏数据继续进统计。"""
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rows = conn.execute(
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"""
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SELECT id, snapshot_json, profit FROM trades
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WHERE close_time IS NOT NULL AND close_time != ''
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AND profit IS NOT NULL
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"""
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).fetchall()
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n = 0
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for r in rows:
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if not is_synthetic_close(r["snapshot_json"]):
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continue
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conn.execute("UPDATE trades SET profit=NULL WHERE id=?", (r["id"],))
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n += 1
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return n
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def scrub_duplicate_ticket_profits(conn: sqlite3.Connection) -> int:
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"""同一账户+单号多条真实平仓时，只保留 id 最大的一条盈亏，其余标为去重。"""
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rows = conn.execute(
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"""
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SELECT id, account_id, ticket, profit, snapshot_json, close_time
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FROM trades
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WHERE ticket IS NOT NULL AND ticket != ''
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AND close_time IS NOT NULL AND close_time != ''
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ORDER BY account_id, ticket, id DESC
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"""
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).fetchall()
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keep: set[tuple[Any, str]] = set()
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n = 0
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now_ts = now()
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for r in rows:
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if is_synthetic_close(r["snapshot_json"]):
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continue
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key = (r["account_id"], str(r["ticket"]))
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if key not in keep:
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keep.add(key)
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continue
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# 重复平仓副本：清空盈亏并标记
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try:
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snap = json.loads(r["snapshot_json"] or "{}")
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except json.JSONDecodeError:
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snap = {}
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if not isinstance(snap, dict):
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snap = {}
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snap["event"] = "dedupe_closed"
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snap["deduped_at"] = now_ts
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snap["reason"] = "duplicate_ticket_close"
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conn.execute(
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"UPDATE trades SET profit=NULL, snapshot_json=? WHERE id=?",
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(json.dumps(snap, ensure_ascii=False), r["id"]),
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)
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n += 1
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return n
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def row_to_dict(row: Optional[sqlite3.Row]) -> Optional[dict]:
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if row is None:
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return None
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return {k: row[k] for k in row.keys()}
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def list_accounts(conn: sqlite3.Connection) -> list[dict]:
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cur = conn.execute("SELECT * FROM accounts ORDER BY id DESC")
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return [row_to_dict(r) for r in cur.fetchall()]
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def list_machines(conn: sqlite3.Connection) -> list[dict]:
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cur = conn.execute("SELECT * FROM machines ORDER BY id DESC")
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return [row_to_dict(r) for r in cur.fetchall()]
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# 客户端约 2 秒心跳一次；超过该秒数无心跳视为离线（秒级大屏）
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ONLINE_SECONDS = 8
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def list_machines_for_user(conn: sqlite3.Connection, user: dict) -> list[dict]:
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if user.get("role") == "admin":
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items = list_machines(conn)
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else:
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cur = conn.execute(
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"""
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SELECT DISTINCT m.* FROM machines m
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JOIN activations act ON act.machine_id = m.id
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WHERE act.account_id=?
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ORDER BY m.id DESC
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""",
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(user.get("account_id"),),
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)
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items = [row_to_dict(r) for r in cur.fetchall()]
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return annotate_machines_online(items)
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def annotate_machines_online(machines: list[dict], now_ts: Optional[float] = None) -> list[dict]:
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ts = now_ts if now_ts is not None else now()
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for m in machines:
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last = m.get("last_seen_at")
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try:
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online = bool(last and (ts - float(last)) <= ONLINE_SECONDS)
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except (TypeError, ValueError):
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online = False
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m["online"] = online
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m["online_label"] = "在线" if online else "离线"
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return machines
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def create_activation(
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conn: sqlite3.Connection,
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account_id: int,
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machine_id: Optional[int],
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created_by_user_id: Optional[int] = None,
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) -> str:
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if not conn.execute("SELECT id FROM accounts WHERE id=?", (account_id,)).fetchone():
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raise ValueError("账户不存在（须由管理员预先创建）")
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code = secrets.token_urlsafe(12)
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# created_by 存在 activations 可选列：兼容旧库无该列时忽略
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cols = {r["name"] for r in conn.execute("PRAGMA table_info(activations)").fetchall()}
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if "created_by" in cols:
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conn.execute(
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"INSERT INTO activations(code, account_id, machine_id, status, created_at, created_by) VALUES(?,?,?,?,?,?)",
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(code, account_id, machine_id, "pending", now(), created_by_user_id),
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)
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else:
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conn.execute(
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"INSERT INTO activations(code, account_id, machine_id, status, created_at) VALUES(?,?,?,?,?)",
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(code, account_id, machine_id, "pending", now()),
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)
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return code
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def activate_device(conn: sqlite3.Connection, code: str, fingerprint: str, machine_name: str) -> dict[str, Any]:
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row = conn.execute("SELECT * FROM activations WHERE code=?", (code,)).fetchone()
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if row is None:
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raise ValueError("激活码无效")
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if row["status"] == "revoked":
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raise ValueError("激活码已作废")
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if not row["account_id"]:
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raise ValueError("激活码未绑定账户，请联系管理员重新发放")
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if not conn.execute("SELECT id FROM accounts WHERE id=? AND enabled=1", (row["account_id"],)).fetchone():
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raise ValueError("绑定账户不存在或已停用")
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token = secrets.token_urlsafe(32)
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machine_id = row["machine_id"]
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if machine_id:
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conn.execute(
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"UPDATE machines SET device_fingerprint=?, last_seen_at=?, name=COALESCE(NULLIF(name,''), ?) WHERE id=?",
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(fingerprint, now(), machine_name or f"PC-{fingerprint[:6]}", machine_id),
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)
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else:
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cur = conn.execute(
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"INSERT INTO machines(name, device_fingerprint, note, enabled, last_seen_at, created_at) VALUES(?,?,?,?,?,?)",
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(machine_name or f"PC-{fingerprint[:6]}", fingerprint, "激活绑定", 1, now(), now()),
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)
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machine_id = cur.lastrowid
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conn.execute("UPDATE activations SET machine_id=? WHERE id=?", (machine_id, row["id"]))
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conn.execute(
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"UPDATE activations SET token=?, status='active', bound_at=? WHERE id=?",
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(token, now(), row["id"]),
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)
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return {
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"token": token,
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"account_id": row["account_id"],
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"machine_id": machine_id,
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"public_base": Config.PUBLIC_BASE_URL,
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}
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def auth_token(conn: sqlite3.Connection, token: str) -> Optional[dict]:
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if not token:
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return None
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row = conn.execute(
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"SELECT * FROM activations WHERE token=? AND status='active'",
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(token,),
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).fetchone()
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return row_to_dict(row)
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||
|
||
|
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def resolve_web_user_for_activation(conn: sqlite3.Connection, act: dict) -> Optional[dict]:
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"""设备 token → 网页登录用户：优先账户绑定用户，其次发放激活码的用户。"""
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account_id = act.get("account_id")
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if account_id:
|
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u = conn.execute(
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"SELECT * FROM users WHERE account_id=? AND enabled=1",
|
||
(account_id,),
|
||
).fetchone()
|
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if u:
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return row_to_dict(u)
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created_by = act.get("created_by")
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if created_by:
|
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u = get_user(conn, int(created_by))
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if u and int(u.get("enabled") or 0) == 1:
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return u
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return None
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||
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|
||
def _trades_where(
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account_id: Optional[int] = None,
|
||
machine_id: Optional[int] = None,
|
||
open_only: bool = False,
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||
hide_synthetic: bool = False,
|
||
) -> tuple[str, list[Any]]:
|
||
where: list[str] = []
|
||
params: list[Any] = []
|
||
if account_id is not None:
|
||
where.append("t.account_id=?")
|
||
params.append(account_id)
|
||
if machine_id is not None:
|
||
where.append("t.machine_id=?")
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||
params.append(machine_id)
|
||
if open_only:
|
||
where.append("(t.close_time IS NULL OR t.close_time='')")
|
||
if hide_synthetic:
|
||
# 对账/去重产生的影子记录不进交易列表
|
||
where.append(
|
||
"("
|
||
"json_extract(COALESCE(t.snapshot_json, '{}'), '$.event') IS NULL "
|
||
"OR json_extract(COALESCE(t.snapshot_json, '{}'), '$.event') "
|
||
"NOT IN ('dedupe_closed', 'reconcile_closed')"
|
||
")"
|
||
)
|
||
clause = (" WHERE " + " AND ".join(where)) if where else ""
|
||
return clause, params
|
||
|
||
|
||
def count_trades(
|
||
conn: sqlite3.Connection,
|
||
account_id: Optional[int] = None,
|
||
machine_id: Optional[int] = None,
|
||
open_only: bool = False,
|
||
hide_synthetic: bool = False,
|
||
) -> int:
|
||
clause, params = _trades_where(
|
||
account_id, machine_id, open_only=open_only, hide_synthetic=hide_synthetic
|
||
)
|
||
sql = f"SELECT COUNT(*) AS c FROM trades t{clause}"
|
||
row = conn.execute(sql, tuple(params)).fetchone()
|
||
return int(row["c"] if row else 0)
|
||
|
||
|
||
def trades_fingerprint(
|
||
conn: sqlite3.Connection,
|
||
account_id: Optional[int] = None,
|
||
machine_id: Optional[int] = None,
|
||
) -> str:
|
||
"""列表/统计页轮询用：成交条数、最新 id/平仓时间、标注变化任一变即刷新。"""
|
||
clause, params = _trades_where(account_id, machine_id, hide_synthetic=True)
|
||
row = conn.execute(
|
||
f"""
|
||
SELECT COUNT(*) AS c,
|
||
COALESCE(MAX(t.id), 0) AS max_id,
|
||
COALESCE(MAX(t.close_time), 0) AS max_close,
|
||
COALESCE(MAX(t.open_time), 0) AS max_open,
|
||
SUM(CASE WHEN IFNULL(t.entry_style,'') != '' THEN 1 ELSE 0 END) AS annotated,
|
||
SUM(CASE WHEN IFNULL(t.review_issues,'') != '' THEN 1 ELSE 0 END) AS issues,
|
||
SUM(CASE WHEN t.close_time IS NULL OR t.close_time='' THEN 1 ELSE 0 END) AS open_n
|
||
FROM trades t
|
||
{clause}
|
||
""",
|
||
tuple(params),
|
||
).fetchone()
|
||
if not row:
|
||
return "0"
|
||
return "|".join(
|
||
str(x)
|
||
for x in (
|
||
int(row["c"] or 0),
|
||
int(row["max_id"] or 0),
|
||
round(float(row["max_close"] or 0), 3),
|
||
round(float(row["max_open"] or 0), 3),
|
||
int(row["annotated"] or 0),
|
||
int(row["issues"] or 0),
|
||
int(row["open_n"] or 0),
|
||
)
|
||
)
|
||
|
||
|
||
def list_trades(
|
||
conn: sqlite3.Connection,
|
||
limit: int = 200,
|
||
account_id: Optional[int] = None,
|
||
machine_id: Optional[int] = None,
|
||
offset: int = 0,
|
||
open_only: bool = False,
|
||
hide_synthetic: bool = False,
|
||
) -> list[dict]:
|
||
clause, params = _trades_where(
|
||
account_id, machine_id, open_only=open_only, hide_synthetic=hide_synthetic
|
||
)
|
||
if open_only:
|
||
# 持仓列表：同一账户+单号只显示最新一条
|
||
sql = f"""
|
||
SELECT t.*, a.name AS account_name, m.name AS machine_name
|
||
FROM trades t
|
||
LEFT JOIN accounts a ON a.id = t.account_id
|
||
LEFT JOIN machines m ON m.id = t.machine_id
|
||
{clause}
|
||
AND t.id = (
|
||
SELECT MAX(t2.id) FROM trades t2
|
||
WHERE t2.account_id = t.account_id
|
||
AND t2.ticket = t.ticket
|
||
AND (t2.close_time IS NULL OR t2.close_time='')
|
||
)
|
||
ORDER BY COALESCE(t.open_time, t.created_at) DESC
|
||
LIMIT ? OFFSET ?
|
||
"""
|
||
else:
|
||
sql = f"""
|
||
SELECT t.*, a.name AS account_name, m.name AS machine_name
|
||
FROM trades t
|
||
LEFT JOIN accounts a ON a.id = t.account_id
|
||
LEFT JOIN machines m ON m.id = t.machine_id
|
||
{clause}
|
||
ORDER BY COALESCE(t.close_time, t.open_time, t.created_at) DESC
|
||
LIMIT ? OFFSET ?
|
||
"""
|
||
params.extend([limit, max(0, int(offset))])
|
||
cur = conn.execute(sql, tuple(params))
|
||
rows = []
|
||
for r in cur.fetchall():
|
||
d = row_to_dict(r)
|
||
try:
|
||
d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
|
||
except json.JSONDecodeError:
|
||
d["snapshot"] = {}
|
||
rows.append(d)
|
||
return rows
|
||
|
||
|
||
# 入场形式：顺势/反转各含三种结构手法；其它=乱作
|
||
ENTRY_PATTERN_TYPES = ("窄幅区间突破", "宽幅区间假突破", "波段高低点假突破")
|
||
ENTRY_STYLES = (
|
||
[f"顺势 · {p}" for p in ENTRY_PATTERN_TYPES]
|
||
+ [f"反转 · {p}" for p in ENTRY_PATTERN_TYPES]
|
||
+ ["其他 · 乱作"]
|
||
)
|
||
|
||
# 复盘主要问题（少而狠）：最多勾 1～2 个
|
||
REVIEW_ISSUES = ("位不对", "形不对", "时机差", "出场违纪", "情绪单")
|
||
REVIEW_ISSUES_MAX = 2
|
||
|
||
|
||
def parse_review_issues(raw: Any) -> list[str]:
|
||
"""逗号分隔 → 有序列表，仅保留标准项。"""
|
||
if not raw:
|
||
return []
|
||
if isinstance(raw, (list, tuple)):
|
||
parts = [str(x).strip() for x in raw]
|
||
else:
|
||
parts = [p.strip() for p in str(raw).replace("，", ",").split(",")]
|
||
allowed = set(REVIEW_ISSUES)
|
||
seen: set[str] = set()
|
||
out: list[str] = []
|
||
for p in parts:
|
||
if p in allowed and p not in seen:
|
||
seen.add(p)
|
||
out.append(p)
|
||
# 按标准顺序排，方便展示一致
|
||
order = {name: i for i, name in enumerate(REVIEW_ISSUES)}
|
||
out.sort(key=lambda x: order.get(x, 99))
|
||
return out
|
||
|
||
|
||
def serialize_review_issues(items: Any) -> str:
|
||
return ",".join(parse_review_issues(items)[:REVIEW_ISSUES_MAX])
|
||
|
||
|
||
def entry_category(style: str) -> str:
|
||
s = (style or "").strip()
|
||
if not s:
|
||
return "未标注"
|
||
if s.startswith("顺势"):
|
||
return "顺势"
|
||
if s.startswith("反转"):
|
||
return "反转"
|
||
if s.startswith("其他") or "乱作" in s:
|
||
return "其他"
|
||
return "旧分类"
|
||
|
||
|
||
def _hold_seconds(open_time: Any, close_time: Any, now_ts: Optional[float] = None) -> Optional[float]:
|
||
if open_time in (None, ""):
|
||
return None
|
||
try:
|
||
start = float(open_time)
|
||
end = float(close_time) if close_time not in (None, "") else float(now_ts or now())
|
||
except (TypeError, ValueError):
|
||
return None
|
||
return max(0.0, end - start)
|
||
|
||
|
||
def _fmt_hold_secs(secs: Optional[float]) -> str:
|
||
if secs is None:
|
||
return "—"
|
||
s = int(secs)
|
||
days, rem = divmod(s, 86400)
|
||
hours, rem = divmod(rem, 3600)
|
||
mins, sec = divmod(rem, 60)
|
||
if days > 0:
|
||
return f"{days}天{hours}小时{mins}分"
|
||
if hours > 0:
|
||
return f"{hours}小时{mins}分"
|
||
if mins > 0:
|
||
return f"{mins}分{sec}秒"
|
||
return f"{sec}秒"
|
||
|
||
|
||
def _bucket_key(secs: Optional[float]) -> str:
|
||
if secs is None:
|
||
return "unknown"
|
||
if secs < 300:
|
||
return "lt_5m"
|
||
if secs < 1800:
|
||
return "m5_30"
|
||
if secs < 7200:
|
||
return "m30_2h"
|
||
return "ge_2h"
|
||
|
||
|
||
def _empty_group(label: str) -> dict[str, Any]:
|
||
return {
|
||
"label": label,
|
||
"count": 0,
|
||
"wins": 0,
|
||
"losses": 0,
|
||
"breakeven": 0,
|
||
"profit": 0.0,
|
||
"hold_sum": 0.0,
|
||
"hold_n": 0,
|
||
}
|
||
|
||
|
||
def _finalize_group(g: dict[str, Any]) -> dict[str, Any]:
|
||
n = g["count"]
|
||
decided = g["wins"] + g["losses"]
|
||
g["win_rate"] = (g["wins"] / decided * 100.0) if decided else 0.0
|
||
g["avg_profit"] = (g["profit"] / n) if n else 0.0
|
||
g["avg_hold_secs"] = (g["hold_sum"] / g["hold_n"]) if g["hold_n"] else None
|
||
g["avg_hold"] = _fmt_hold_secs(g["avg_hold_secs"])
|
||
return g
|
||
|
||
|
||
def _accumulate(g: dict[str, Any], profit: Optional[float], hold: Optional[float]) -> None:
|
||
g["count"] += 1
|
||
p = float(profit) if profit is not None else 0.0
|
||
g["profit"] += p
|
||
if profit is not None:
|
||
if p > 1e-9:
|
||
g["wins"] += 1
|
||
elif p < -1e-9:
|
||
g["losses"] += 1
|
||
else:
|
||
g["breakeven"] += 1
|
||
if hold is not None:
|
||
g["hold_sum"] += hold
|
||
g["hold_n"] += 1
|
||
|
||
|
||
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：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, t.review_issues, 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
|
||
"""
|
||
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",
|
||
"m5_30": "5–30 分钟",
|
||
"m30_2h": "30 分钟–2 小时",
|
||
"ge_2h": "≥ 2 小时",
|
||
"unknown": "时长未知",
|
||
}
|
||
by_hold = {k: _empty_group(v) for k, v in bucket_labels.items()}
|
||
by_machine: dict[str, dict[str, Any]] = {}
|
||
by_side: dict[str, dict[str, Any]] = {}
|
||
by_category: dict[str, dict[str, Any]] = {
|
||
k: _empty_group(k) for k in ("顺势", "反转", "其他", "未标注", "旧分类")
|
||
}
|
||
by_style: dict[str, dict[str, Any]] = {s: _empty_group(s) for s in ENTRY_STYLES}
|
||
by_issue: dict[str, dict[str, Any]] = {s: _empty_group(s) for s in REVIEW_ISSUES}
|
||
issue_tagged = 0
|
||
|
||
rows: list[dict] = []
|
||
skipped_synthetic = 0
|
||
skipped_dup_ticket = 0
|
||
seen_closed_ticket: set[str] = set()
|
||
# raw 已按时间 DESC；再按 id 大的优先，便于同 ticket 去重留最新
|
||
raw_rows.sort(
|
||
key=lambda t: (
|
||
float(t.get("close_time") or t.get("open_time") or t.get("created_at") or 0),
|
||
int(t.get("id") or 0),
|
||
),
|
||
reverse=True,
|
||
)
|
||
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
|
||
if closed_flag:
|
||
tk = str(t.get("ticket") or "").strip()
|
||
if tk:
|
||
if tk in seen_closed_ticket:
|
||
skipped_dup_ticket += 1
|
||
continue
|
||
seen_closed_ticket.add(tk)
|
||
rows.append(t)
|
||
|
||
total = len(rows)
|
||
closed = 0
|
||
open_pos = 0
|
||
wins = losses = breakeven = 0
|
||
profit_sum = 0.0
|
||
gross_win = 0.0
|
||
gross_loss = 0.0
|
||
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:
|
||
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 closed_flag and profit is not None:
|
||
p = float(profit)
|
||
profit_sum += p
|
||
scored += 1
|
||
if p > 1e-9:
|
||
wins += 1
|
||
gross_win += p
|
||
elif p < -1e-9:
|
||
losses += 1
|
||
gross_loss += abs(p)
|
||
else:
|
||
breakeven += 1
|
||
|
||
if closed_flag and hold is not None:
|
||
hold_sum += hold
|
||
hold_n += 1
|
||
|
||
style = (t.get("entry_style") or "").strip()
|
||
if style:
|
||
annotated += 1
|
||
|
||
issues = parse_review_issues(t.get("review_issues"))
|
||
if issues:
|
||
issue_tagged += 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 if closed_flag else None)
|
||
if style in by_style:
|
||
_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 if closed_flag else None)
|
||
|
||
if closed_flag:
|
||
for iss in issues:
|
||
if iss in by_issue:
|
||
_accumulate(by_issue[iss], profit, hold)
|
||
|
||
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)
|
||
|
||
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
|
||
style_order = list(ENTRY_STYLES) + [k for k in by_style if k not in ENTRY_STYLES]
|
||
return {
|
||
"total": total,
|
||
"closed": closed,
|
||
"open_pos": open_pos,
|
||
"wins": wins,
|
||
"losses": losses,
|
||
"breakeven": breakeven,
|
||
"win_rate": (wins / decided * 100.0) if decided else 0.0,
|
||
"profit": profit_sum,
|
||
"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),
|
||
"avg_hold_secs": avg_hold,
|
||
"avg_hold": _fmt_hold_secs(avg_hold),
|
||
"annotated": annotated,
|
||
"unannotated": total - annotated,
|
||
"issue_tagged": issue_tagged,
|
||
"skipped_synthetic": skipped_synthetic,
|
||
"skipped_dup_ticket": skipped_dup_ticket,
|
||
"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()],
|
||
key=lambda x: x["profit"],
|
||
reverse=True,
|
||
),
|
||
"by_side": [_finalize_group(g) for g in by_side.values()],
|
||
"by_issue": [
|
||
_finalize_group(by_issue[k])
|
||
for k in REVIEW_ISSUES
|
||
if by_issue[k]["count"]
|
||
],
|
||
"by_category": [
|
||
_finalize_group(by_category[k])
|
||
for k in ("顺势", "反转", "其他", "未标注", "旧分类")
|
||
if by_category[k]["count"] or k in ("顺势", "反转", "其他", "未标注")
|
||
],
|
||
"by_style": [
|
||
_finalize_group(by_style[k])
|
||
for k in style_order
|
||
if k in by_style and by_style[k]["count"]
|
||
],
|
||
}
|
||
|
||
|
||
def get_trade(conn: sqlite3.Connection, trade_id: int) -> Optional[dict]:
|
||
r = conn.execute(
|
||
"""
|
||
SELECT t.*, a.name AS account_name, m.name AS machine_name
|
||
FROM trades t
|
||
LEFT JOIN accounts a ON a.id = t.account_id
|
||
LEFT JOIN machines m ON m.id = t.machine_id
|
||
WHERE t.id=?
|
||
""",
|
||
(trade_id,),
|
||
).fetchone()
|
||
d = row_to_dict(r)
|
||
if d:
|
||
try:
|
||
d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
|
||
except json.JSONDecodeError:
|
||
d["snapshot"] = {}
|
||
return d
|
||
|
||
|
||
def list_users(conn: sqlite3.Connection) -> list[dict]:
|
||
cur = conn.execute(
|
||
"""
|
||
SELECT u.*, a.name AS account_name
|
||
FROM users u
|
||
LEFT JOIN accounts a ON a.id = u.account_id
|
||
ORDER BY u.id ASC
|
||
"""
|
||
)
|
||
return [row_to_dict(r) for r in cur.fetchall()]
|
||
|
||
|
||
def get_user_by_username(conn: sqlite3.Connection, username: str) -> Optional[dict]:
|
||
return row_to_dict(
|
||
conn.execute("SELECT * FROM users WHERE username=? AND enabled=1", (username,)).fetchone()
|
||
)
|
||
|
||
|
||
def get_user(conn: sqlite3.Connection, user_id: int) -> Optional[dict]:
|
||
return row_to_dict(conn.execute("SELECT * FROM users WHERE id=?", (user_id,)).fetchone())
|
||
|
||
|
||
def upsert_bars(conn: sqlite3.Connection, symbol: str, timeframe: str, bars: list[dict]) -> int:
|
||
n = 0
|
||
for b in bars:
|
||
conn.execute(
|
||
"""
|
||
INSERT INTO bars(symbol, timeframe, ts, open, high, low, close, volume)
|
||
VALUES(?,?,?,?,?,?,?,?)
|
||
ON CONFLICT(symbol, timeframe, ts) DO UPDATE SET
|
||
open=excluded.open, high=excluded.high, low=excluded.low,
|
||
close=excluded.close, volume=excluded.volume
|
||
""",
|
||
(
|
||
symbol,
|
||
timeframe,
|
||
float(b["ts"]),
|
||
float(b["open"]),
|
||
float(b["high"]),
|
||
float(b["low"]),
|
||
float(b["close"]),
|
||
float(b.get("volume") or 0),
|
||
),
|
||
)
|
||
n += 1
|
||
return n
|
||
|
||
|
||
def get_bars(conn: sqlite3.Connection, symbol: str, timeframe: str, start_ts: float, end_ts: float) -> list[dict]:
|
||
cur = conn.execute(
|
||
"""
|
||
SELECT ts, open, high, low, close, volume FROM bars
|
||
WHERE symbol=? AND timeframe=? AND ts>=? AND ts<=?
|
||
ORDER BY ts ASC
|
||
""",
|
||
(symbol, timeframe, start_ts, end_ts),
|
||
)
|
||
return [row_to_dict(r) for r in cur.fetchall()]
|
||
|
||
|
||
def get_setting(conn: sqlite3.Connection, key: str, default: str = "") -> str:
|
||
row = conn.execute("SELECT value FROM settings WHERE key=?", (key,)).fetchone()
|
||
return row["value"] if row else default
|
||
|
||
|
||
def set_setting(conn: sqlite3.Connection, key: str, value: str) -> None:
|
||
conn.execute(
|
||
"INSERT INTO settings(key, value) VALUES(?, ?) ON CONFLICT(key) DO UPDATE SET value=excluded.value",
|
||
(key, value),
|
||
)
|
||
|
||
|
||
def seed_if_empty() -> None:
|
||
"""仅确保管理员用户存在；交易账户不自动创建，须管理员手工建。"""
|
||
from werkzeug.security import generate_password_hash
|
||
|
||
from app.config import Config
|
||
|
||
with get_db() as conn:
|
||
# 兼容旧库：补 activations.created_by
|
||
cols = {r["name"] for r in conn.execute("PRAGMA table_info(activations)").fetchall()}
|
||
if "created_by" not in cols:
|
||
try:
|
||
conn.execute("ALTER TABLE activations ADD COLUMN created_by INTEGER")
|
||
except sqlite3.OperationalError:
|
||
pass
|
||
|
||
trade_cols = {r["name"] for r in conn.execute("PRAGMA table_info(trades)").fetchall()}
|
||
if "review_issues" not in trade_cols:
|
||
try:
|
||
conn.execute("ALTER TABLE trades ADD COLUMN review_issues TEXT DEFAULT ''")
|
||
except sqlite3.OperationalError:
|
||
pass
|
||
|
||
n_users = conn.execute("SELECT COUNT(*) AS c FROM users").fetchone()["c"]
|
||
if n_users == 0:
|
||
# 迁移旧 settings 密码，或使用 .env 默认
|
||
old_hash = get_setting(conn, "admin_password_hash")
|
||
pwd_hash = old_hash or generate_password_hash(Config.ADMIN_PASSWORD)
|
||
username = get_setting(conn, "admin_user") or Config.ADMIN_USER
|
||
conn.execute(
|
||
"""INSERT INTO users(username, password_hash, role, account_id, enabled, created_at)
|
||
VALUES(?,?,?,?,?,?)""",
|
||
(username, pwd_hash, "admin", None, 1, now()),
|
||
)
|
||
|
||
|
||
def verify_login(username: str, password: str) -> Optional[dict]:
|
||
from werkzeug.security import check_password_hash
|
||
|
||
with get_db() as conn:
|
||
user = get_user_by_username(conn, username)
|
||
if not user:
|
||
return None
|
||
if not check_password_hash(user["password_hash"], password):
|
||
return None
|
||
return user
|
||
|
||
|
||
def change_user_password(user_id: int, old_password: str, new_password: str) -> None:
|
||
change_user_credentials(user_id, old_password, new_username=None, new_password=new_password)
|
||
|
||
|
||
def change_user_credentials(
|
||
user_id: int,
|
||
old_password: str,
|
||
new_username: Optional[str] = None,
|
||
new_password: Optional[str] = None,
|
||
) -> dict:
|
||
"""校验当前密码后，可改用户名和/或密码。返回更新后的用户信息。"""
|
||
from werkzeug.security import check_password_hash, generate_password_hash
|
||
|
||
new_username = (new_username or "").strip() or None
|
||
new_password = new_password if new_password else None
|
||
if new_password is not None and len(new_password) < 6:
|
||
raise ValueError("新密码至少 6 位")
|
||
if new_username is not None and len(new_username) < 2:
|
||
raise ValueError("用户名至少 2 位")
|
||
|
||
with get_db() as conn:
|
||
user = get_user(conn, user_id)
|
||
if not user:
|
||
raise ValueError("用户不存在")
|
||
if not check_password_hash(user["password_hash"], old_password):
|
||
raise ValueError("当前密码不正确")
|
||
|
||
username_changed = bool(new_username and new_username != user["username"])
|
||
password_changed = new_password is not None
|
||
if not username_changed and not password_changed:
|
||
raise ValueError("请修改用户名或填写新密码")
|
||
|
||
if username_changed:
|
||
taken = conn.execute(
|
||
"SELECT id FROM users WHERE username=? AND id!=?",
|
||
(new_username, user_id),
|
||
).fetchone()
|
||
if taken:
|
||
raise ValueError("用户名已被占用")
|
||
conn.execute("UPDATE users SET username=? WHERE id=?", (new_username, user_id))
|
||
|
||
if password_changed:
|
||
conn.execute(
|
||
"UPDATE users SET password_hash=? WHERE id=?",
|
||
(generate_password_hash(new_password), user_id),
|
||
)
|
||
|
||
# 同步旧 settings 键（兼容）
|
||
updated = get_user(conn, user_id)
|
||
if updated and updated.get("role") == "admin":
|
||
set_setting(conn, "admin_user", updated["username"])
|
||
if password_changed:
|
||
set_setting(conn, "admin_password_hash", updated["password_hash"])
|
||
return updated or user
|
||
|
||
|
||
def delete_account(conn: sqlite3.Connection, account_id: int) -> None:
|
||
"""删除交易账户；若仍被用户绑定则拒绝。"""
|
||
bound = conn.execute(
|
||
"SELECT id, username FROM users WHERE account_id=?", (account_id,)
|
||
).fetchone()
|
||
if bound:
|
||
raise ValueError(f"账户已绑定用户 {bound['username']}，请先调整用户绑定")
|
||
pending = conn.execute(
|
||
"SELECT COUNT(*) AS c FROM activations WHERE account_id=? AND status='pending'",
|
||
(account_id,),
|
||
).fetchone()["c"]
|
||
if pending:
|
||
raise ValueError("该账户仍有未使用的激活码，请先作废或用完后再删")
|
||
if not conn.execute("SELECT id FROM accounts WHERE id=?", (account_id,)).fetchone():
|
||
raise ValueError("账户不存在")
|
||
conn.execute("DELETE FROM accounts WHERE id=?", (account_id,))
|
||
|
||
|
||
def delete_machine(conn: sqlite3.Connection, machine_id: int) -> None:
|
||
"""删除机器。在线中的不允许删；相关激活/成交仅解除 machine 引用。"""
|
||
m = conn.execute("SELECT * FROM machines WHERE id=?", (machine_id,)).fetchone()
|
||
if not m:
|
||
raise ValueError("机器不存在")
|
||
last = m["last_seen_at"]
|
||
online = False
|
||
try:
|
||
online = bool(last and (now() - float(last)) <= ONLINE_SECONDS)
|
||
except (TypeError, ValueError):
|
||
online = False
|
||
if online:
|
||
raise ValueError("机器当前在线，请先关闭客户端后再删")
|
||
conn.execute("UPDATE activations SET machine_id=NULL WHERE machine_id=?", (machine_id,))
|
||
conn.execute("UPDATE trades SET machine_id=NULL WHERE machine_id=?", (machine_id,))
|
||
conn.execute("DELETE FROM machines WHERE id=?", (machine_id,))
|
||
|
||
|
||
def create_user(
|
||
conn: sqlite3.Connection,
|
||
username: str,
|
||
password: str,
|
||
role: str,
|
||
account_id: Optional[int],
|
||
) -> int:
|
||
from werkzeug.security import generate_password_hash
|
||
|
||
username = username.strip()
|
||
if not username:
|
||
raise ValueError("用户名不能为空")
|
||
if len(password) < 6:
|
||
raise ValueError("密码至少 6 位")
|
||
if role not in ("admin", "user"):
|
||
raise ValueError("角色无效")
|
||
if role == "user":
|
||
if not account_id:
|
||
raise ValueError("普通用户必须绑定一个交易账户")
|
||
if not conn.execute("SELECT id FROM accounts WHERE id=?", (account_id,)).fetchone():
|
||
raise ValueError("交易账户不存在")
|
||
taken = conn.execute(
|
||
"SELECT id FROM users WHERE account_id=? AND role='user'",
|
||
(account_id,),
|
||
).fetchone()
|
||
if taken:
|
||
raise ValueError("该交易账户已绑定其他用户（一人一账户）")
|
||
else:
|
||
account_id = None
|
||
|
||
try:
|
||
cur = conn.execute(
|
||
"""INSERT INTO users(username, password_hash, role, account_id, enabled, created_at)
|
||
VALUES(?,?,?,?,?,?)""",
|
||
(username, generate_password_hash(password), role, account_id, 1, now()),
|
||
)
|
||
except sqlite3.IntegrityError as exc:
|
||
raise ValueError("用户名已存在或账户已被占用") from exc
|
||
return int(cur.lastrowid)
|
||
|
||
|
||
def user_can_access_account(user: dict, account_id: Optional[int]) -> bool:
|
||
if not user:
|
||
return False
|
||
if user.get("role") == "admin":
|
||
return True
|
||
return account_id is not None and int(user.get("account_id") or 0) == int(account_id)
|
||
|
||
|
||
# 兼容旧调用名
|
||
def verify_admin(username: str, password: str) -> bool:
|
||
u = verify_login(username, password)
|
||
return bool(u and u.get("role") == "admin")
|
||
|
||
|
||
def change_admin_password(old_password: str, new_password: str) -> None:
|
||
"""兼容：修改名为 admin 的管理员密码。"""
|
||
with get_db() as conn:
|
||
u = get_user_by_username(conn, "admin") or conn.execute(
|
||
"SELECT * FROM users WHERE role='admin' ORDER BY id LIMIT 1"
|
||
).fetchone()
|
||
if not u:
|
||
raise ValueError("未找到管理员用户")
|
||
uid = u["id"] if isinstance(u, sqlite3.Row) else u["id"]
|
||
change_user_password(uid, old_password, new_password)
|