fix: show expiry-filter sample stats so ops map filter effect is visible

Co-authored-by: Cursor <cursoragent@cursor.com>

apps/api/routes/stats.py

@@ -56,13 +56,13 @@ def leverage_stats(
     info = _range_info(range, date)
     repo = Repository(s.db_path)
     try:
-        rows = repo.fetch_option_quotes(
+        raw = repo.fetch_option_quotes(
             start_ms=info["start_ms"],
             end_ms=info["end_ms"],
             side=side,
             underlying=s.underlying,
         )
-        rows = filter_rows_min_hours_to_expiry(rows, min_hours=mh)
+        rows, filt = filter_rows_min_hours_to_expiry(raw, min_hours=mh)
         payload = leverage_stats_payload(
             rows,
             range_info=info,
@@ -71,6 +71,7 @@ def leverage_stats(
             side=side,
         )
         payload["min_hours"] = mh
+        payload["expiry_filter"] = filt
         return payload
     finally:
         repo.close()
@@ -94,13 +95,13 @@ def move_points_stats(
     info = _range_info(range, date)
     repo = Repository(s.db_path)
     try:
-        rows = repo.fetch_option_quotes(
+        raw = repo.fetch_option_quotes(
             start_ms=info["start_ms"],
             end_ms=info["end_ms"],
             side=side,
             underlying=s.underlying,
         )
-        rows = filter_rows_min_hours_to_expiry(rows, min_hours=mh)
+        rows, filt = filter_rows_min_hours_to_expiry(raw, min_hours=mh)
         ymds = sorted({str(r.get("expiry_ymd")) for r in rows if r.get("expiry_ymd")})
         # 懒回填：已到期但缺锚点时尽量补齐（本地指数优先，失败则跳过）
         try:
@@ -121,6 +122,7 @@ def move_points_stats(
             side=side,
         )
         payload["min_hours"] = mh
+        payload["expiry_filter"] = filt
         return payload
     finally:
         repo.close()
@@ -134,19 +136,58 @@ def ops_map(
     bucket_minutes: int = Query(default=60, ge=15, le=120),
     min_hours: float = Query(default=12, ge=8, le=48),
 ) -> dict:
+    # 直接算一遍，避免路由函数互相调用时 Query 默认值问题
+    s = get_settings()
     mh = _validate_min_hours(min_hours)
-    lev = leverage_stats(
-        range=range, date=date, side=side, bucket_minutes=bucket_minutes, min_hours=mh
-    )
-    mov = move_points_stats(
-        range=range, date=date, side=side, bucket_minutes=bucket_minutes, min_hours=mh
-    )
-    return {
-        "range": range,
-        "date": lev.get("date"),
-        "side": side,
-        "bucket_minutes": bucket_minutes,
-        "min_hours": mh,
-        "leverage": lev,
-        "move_points": mov,
-    }
+    info = _range_info(range, date)
+    repo = Repository(s.db_path)
+    try:
+        raw = repo.fetch_option_quotes(
+            start_ms=info["start_ms"],
+            end_ms=info["end_ms"],
+            side=side,
+            underlying=s.underlying,
+        )
+        rows, filt = filter_rows_min_hours_to_expiry(raw, min_hours=mh)
+        lev = leverage_stats_payload(
+            rows,
+            range_info=info,
+            bucket_minutes=bucket_minutes,
+            min_leverage=float(s.min_option_leverage),
+            side=side,
+        )
+        lev["min_hours"] = mh
+        lev["expiry_filter"] = filt
+
+        ymds = sorted({str(r.get("expiry_ymd")) for r in rows if r.get("expiry_ymd")})
+        try:
+            ensure_settlements_for_ymds(
+                repo,
+                ymds,
+                underlying=s.underlying,
+                index_inst_id=s.index_inst_id,
+            )
+        except Exception:  # noqa: BLE001
+            pass
+        settlements = repo.list_settlements(ymds)
+        mov = move_points_stats_payload(
+            rows,
+            settlements,
+            range_info=info,
+            bucket_minutes=bucket_minutes,
+            side=side,
+        )
+        mov["min_hours"] = mh
+        mov["expiry_filter"] = filt
+        return {
+            "range": range,
+            "date": lev.get("date"),
+            "side": side,
+            "bucket_minutes": bucket_minutes,
+            "min_hours": mh,
+            "expiry_filter": filt,
+            "leverage": lev,
+            "move_points": mov,
+        }
+    finally:
+        repo.close()

packages/domain/expiry_filter.py

@@ -15,18 +15,46 @@ def hours_to_expiry_at(ts_ms: int, expiry_ymd: str) -> float | None:
     return (ems - int(ts_ms)) / 3_600_000.0
 
 
+def hours_stats(rows: Iterable[dict[str, Any]]) -> dict[str, Any]:
+    """样本在采样时刻的距到期小时分布。"""
+    vals: list[float] = []
+    for r in rows:
+        h = hours_to_expiry_at(int(r.get("ts_ms") or 0), str(r.get("expiry_ymd") or ""))
+        if h is not None:
+            vals.append(float(h))
+    if not vals:
+        return {"n": 0, "min_hours": None, "max_hours": None}
+    return {
+        "n": len(vals),
+        "min_hours": min(vals),
+        "max_hours": max(vals),
+    }
+
+
 def filter_rows_min_hours_to_expiry(
     rows: Iterable[dict[str, Any]],
     *,
     min_hours: float,
-) -> list[dict[str, Any]]:
-    """保留采样时距到期 ≥ min_hours 的样本。"""
-    out: list[dict[str, Any]] = []
+) -> tuple[list[dict[str, Any]], dict[str, Any]]:
+    """保留采样时距到期 ≥ min_hours 的样本；附带过滤前后统计。"""
+    raw = list(rows)
+    before = hours_stats(raw)
     mh = float(min_hours)
-    for r in rows:
+    out: list[dict[str, Any]] = []
+    for r in raw:
         h = hours_to_expiry_at(int(r.get("ts_ms") or 0), str(r.get("expiry_ymd") or ""))
         if h is None:
             continue
         if h >= mh:
             out.append(r)
-    return out
+    after = hours_stats(out)
+    meta = {
+        "min_hours_filter": mh,
+        "raw_sample_count": before["n"],
+        "filtered_sample_count": after["n"],
+        "raw_hours_min": before["min_hours"],
+        "raw_hours_max": before["max_hours"],
+        "filtered_hours_min": after["min_hours"],
+        "filtered_hours_max": after["max_hours"],
+    }
+    return out, meta

tests/test_expiry_filter.py

@@ -14,6 +14,8 @@ def test_filter_min_hours():
         {"ts_ms": ts_10h, "expiry_ymd": ymd, "side": "P"},
     ]
     assert hours_to_expiry_at(ts_20h, ymd) == 20
-    kept = filter_rows_min_hours_to_expiry(rows, min_hours=12)
+    kept, meta = filter_rows_min_hours_to_expiry(rows, min_hours=12)
     assert len(kept) == 1
     assert kept[0]["side"] == "C"
+    assert meta["raw_sample_count"] == 2
+    assert meta["filtered_sample_count"] == 1

web/dist/index.html

@@ -712,7 +712,23 @@
         });
         const lev = d.leverage || {};
         document.getElementById("opsRange").textContent = (lev.start_ymd || "—") + " → " + (lev.end_ymd || "—");
-        document.getElementById("opsSamples").textContent = "杠杆样本 " + (lev.sample_count ?? 0);
+        const filt = d.expiry_filter || lev.expiry_filter || {};
+        const rawN = filt.raw_sample_count;
+        const keptN = filt.filtered_sample_count != null ? filt.filtered_sample_count : (lev.sample_count ?? 0);
+        let sampleHint = "杠杆样本 " + keptN;
+        if (rawN != null) {
+          const hMin = filt.raw_hours_min;
+          const hMax = filt.raw_hours_max;
+          const span = (hMin != null && hMax != null)
+            ? (" · 样本距到期约 " + Math.floor(hMin) + "–" + Math.ceil(hMax) + "h")
+            : "";
+          if (rawN === keptN) {
+            sampleHint = "杠杆样本 " + keptN + "（≥" + (state.minHours || 12) + "h 未减少）" + span;
+          } else {
+            sampleHint = "杠杆样本 " + keptN + "/" + rawN + "（≥" + (state.minHours || 12) + "h）" + span;
+          }
+        }
+        document.getElementById("opsSamples").textContent = sampleHint;
         document.getElementById("opsMin").textContent = lev.min_leverage ?? "—";
         const titleMap = { day: "日", week: "近7日", month: "近30日" };
         document.getElementById("chartTitle").textContent = "上图 · 时段杠杆均值（" + (titleMap[state.range]||"") + "）";

web/src/api/client.ts

@@ -229,9 +229,21 @@ export type MovePointsStats = {
   buckets: MoveBucket[];
 };
 
+export type ExpiryFilterMeta = {
+  min_hours_filter: number;
+  raw_sample_count: number;
+  filtered_sample_count: number;
+  raw_hours_min: number | null;
+  raw_hours_max: number | null;
+  filtered_hours_min?: number | null;
+  filtered_hours_max?: number | null;
+};
+
 export type OpsMap = {
   leverage: LeverageStats;
   move_points: MovePointsStats;
+  min_hours?: number;
+  expiry_filter?: ExpiryFilterMeta;
 };
 
 export async function fetchHealth(): Promise<Health> {

web/src/pages/OpsMap.tsx

@@ -88,8 +88,25 @@ export default function OpsMapPage() {
 
   const lev: LeverageStats | undefined = data?.leverage;
   const mov: MovePointsStats | undefined = data?.move_points;
+  const filt = data?.expiry_filter;
   const rangeLabel = range === "day" ? "日" : range === "week" ? "近7日" : "近30日";
 
+  const sampleHint = (() => {
+    if (!filt) return `杠杆样本 ${lev?.sample_count ?? 0}`;
+    const raw = filt.raw_sample_count;
+    const kept = filt.filtered_sample_count;
+    const hMin = filt.raw_hours_min;
+    const hMax = filt.raw_hours_max;
+    const span =
+      hMin != null && hMax != null
+        ? ` · 样本距到期约 ${Math.floor(hMin)}–${Math.ceil(hMax)}h`
+        : "";
+    if (raw === kept) {
+      return `杠杆样本 ${kept}（≥${minHours}h 未减少）${span}`;
+    }
+    return `杠杆样本 ${kept}/${raw}（≥${minHours}h）${span}`;
+  })();
+
   return (
     <div className="layout">
       <div className="brand">比特骆驼行情采集分析</div>
@@ -152,7 +169,7 @@ export default function OpsMapPage() {
               <div className="value" style={{ fontSize: "1.1rem" }}>
                 {lev.start_ymd} → {lev.end_ymd}
               </div>
-              <div className="hint">杠杆样本 {lev.sample_count}</div>
+              <div className="hint">{sampleHint}</div>
             </div>
             <div className="tile">
               <div className="label">达标线</div>