Fix trade log equity_after to chain from initial capital by close time.

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

app.py

@@ -1241,7 +1241,7 @@ def close_position(pid):
     result = classify_close_result(direction, close_price, sl, tp)
     minutes = holding_to_minutes(open_time, close_time)
     margin_pct = metrics.get("position_pct")
-    from trade_log_lib import calc_equity_after
+    from trade_log_lib import calc_equity_after, refresh_trade_log_equity_chain
     equity_after = calc_equity_after(capital, pnl_net)
     conn.execute(
         """INSERT INTO trade_logs
@@ -1258,6 +1258,10 @@ def close_position(pid):
         ),
     )
     conn.execute("DELETE FROM position_monitors WHERE id=?", (pid,))
+    try:
+        refresh_trade_log_equity_chain(conn, capital if capital > 0 else None)
+    except Exception as exc:
+        app.logger.debug("equity chain refresh after close: %s", exc)
     conn.commit()
     conn.close()
     touch_stats_cache()
@@ -1301,6 +1305,11 @@ def update_trade(tid):
             tid,
         ),
     )
+    try:
+        cap = float(get_setting("live_capital", "0") or 0)
+        refresh_trade_log_equity_chain(conn, cap if cap > 0 else None)
+    except Exception as exc:
+        app.logger.debug("equity chain refresh after trade edit: %s", exc)
     conn.commit()
     conn.close()
     touch_stats_cache()

ctp_trade_sync.py

@@ -16,7 +16,12 @@ from contract_specs import calc_position_metrics
 from ctp_symbol import ths_to_vnpy_symbol
 from fee_specs import calc_round_trip_fee
 from symbols import ths_to_codes
-from trade_log_lib import calc_equity_after, purge_duplicate_local_trade_logs, ensure_trade_log_columns
+from trade_log_lib import (
+    calc_equity_after,
+    purge_duplicate_local_trade_logs,
+    ensure_trade_log_columns,
+    refresh_trade_log_equity_chain,
+)
 from vnpy_bridge import ctp_list_trades, ctp_status
 
 logger = logging.getLogger(__name__)
@@ -325,4 +330,8 @@ def sync_trade_logs_from_ctp(
     purged = purge_duplicate_local_trade_logs(conn)
     if purged:
         stats["purged"] = purged
+    try:
+        refresh_trade_log_equity_chain(conn)
+    except Exception as exc:
+        logger.debug("equity chain refresh after ctp sync: %s", exc)
     return stats

sl_tp_guard.py

@@ -16,7 +16,7 @@ from zoneinfo import ZoneInfo
 from contract_specs import calc_position_metrics
 from ctp_symbol import ths_to_vnpy_symbol
 from fee_specs import calc_round_trip_fee
-from trade_log_lib import calc_equity_after
+from trade_log_lib import calc_equity_after, refresh_trade_log_equity_chain
 from market_sessions import is_trading_session
 from symbols import ths_to_codes
 from vnpy_bridge import (
@@ -336,6 +336,10 @@ def write_trade_log(
             result if result in TRADE_RESULTS else "手动平仓",
         ),
     )
+    try:
+        refresh_trade_log_equity_chain(conn, capital if capital > 0 else None)
+    except Exception as exc:
+        logger.debug("equity chain refresh after trade log: %s", exc)
     try:
         from stats_engine import refresh_stats_cache
         refresh_stats_cache(conn, capital)

trade_log_lib.py

@@ -32,6 +32,42 @@ def calc_equity_after(capital: float, pnl_net: float) -> float | None:
     return round(cap + float(pnl_net or 0), 2)
 
 
+def _read_initial_capital(conn, initial_capital: float | None = None) -> float:
+    if initial_capital is not None and initial_capital > 0:
+        return float(initial_capital)
+    try:
+        row = conn.execute("SELECT value FROM settings WHERE key='live_capital'").fetchone()
+        return float(row[0] or 0) if row else 0.0
+    except (TypeError, ValueError):
+        return 0.0
+
+
+def refresh_trade_log_equity_chain(
+    conn,
+    initial_capital: float | None = None,
+) -> int:
+    """按平仓时间顺序重算 trade_logs.equity_after（起始=参考资金 live_capital）。"""
+    base = _read_initial_capital(conn, initial_capital)
+    rows = [
+        dict(r)
+        for r in conn.execute(
+            "SELECT id, close_time, pnl_net FROM trade_logs ORDER BY close_time ASC, id ASC"
+        ).fetchall()
+    ]
+    running = float(base or 0)
+    updated = 0
+    for row in rows:
+        if running <= 0:
+            break
+        running = round(running + float(row.get("pnl_net") or 0), 2)
+        conn.execute(
+            "UPDATE trade_logs SET equity_after=? WHERE id=?",
+            (running, int(row["id"])),
+        )
+        updated += 1
+    return updated
+
+
 def _norm_symbol(symbol: str) -> str:
     return (symbol or "").split(".")[0].strip().lower()
 
@@ -105,23 +141,21 @@ def enrich_trades_for_records(
     )
     running = float(initial_capital or 0)
     curve: list[dict[str, Any]] = []
+    equity_by_id: dict[int, float | None] = {}
 
     for t in chrono:
         _attach_symbol_meta(t)
         pnl_net = float(t.get("pnl_net") or 0)
-        eq = t.get("equity_after")
+        if running > 0:
-        if eq is None:
+            running = round(running + pnl_net, 2)
-            if running > 0:
+            eq: float | None = running
-                eq = round(running + pnl_net, 2)
+        else:
-            else:
+            eq = None
-                eq = None
+        equity_by_id[int(t.get("id") or 0)] = eq
-            t["equity_after"] = eq
-        if eq is not None:
-            running = float(eq)
 
+        cap_before = float(eq or 0) - pnl_net if eq is not None else 0.0
         if t.get("margin_pct") is None:
             margin = float(t.get("margin") or 0)
-            cap_before = float(eq or 0) - pnl_net if eq is not None else 0.0
             if margin > 0 and cap_before > 0:
                 t["margin_pct"] = round(margin / cap_before * 100, 2)
 
@@ -132,4 +166,9 @@ def enrich_trades_for_records(
                 "id": int(t.get("id") or 0),
             })
 
+    for t in rows:
+        tid = int(t.get("id") or 0)
+        if tid in equity_by_id:
+            t["equity_after"] = equity_by_id[tid]
+
     return rows, curve