Add close price column to trade records for overnight position PnL review.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -1280,34 +1280,83 @@ def trades():
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def update_trade(tid):
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d = request.form
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conn = get_db()
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row = conn.execute("SELECT * FROM trade_logs WHERE id=?", (tid,)).fetchone()
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if not row:
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conn.close()
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flash("记录不存在")
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return redirect(url_for("records"))
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row = dict(row)
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entry = float(d.get("entry_price") or 0)
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close_px = float(d.get("close_price") or 0)
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lots = float(d.get("lots") or 0)
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sl_raw = d.get("stop_loss")
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tp_raw = d.get("take_profit")
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stop_loss = float(sl_raw) if sl_raw not in (None, "") else None
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take_profit = float(tp_raw) if tp_raw not in (None, "") else None
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open_time = (d.get("open_time") or row.get("open_time") or "").strip()
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close_time = (d.get("close_time") or row.get("close_time") or "").strip()
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direction = (d.get("direction") or row.get("direction") or "long").strip()
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from trade_log_lib import recalc_trade_log_pnl, refresh_trade_log_equity_chain, _read_initial_capital
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from trading_context import get_trading_mode
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pnl = float(row.get("pnl") or 0)
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fee = float(row.get("fee") or 0)
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pnl_net = float(row.get("pnl_net") or 0)
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old_entry = float(row.get("entry_price") or 0)
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old_close = float(row.get("close_price") or 0)
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old_lots = float(row.get("lots") or 0)
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prices_changed = (
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abs(entry - old_entry) > 0.0001
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or abs(close_px - old_close) > 0.0001
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or abs(lots - old_lots) > 0.0001
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)
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if prices_changed and close_px > 0 and entry > 0 and lots > 0:
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calc = recalc_trade_log_pnl(
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symbol=row.get("symbol") or "",
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direction=direction,
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entry_price=entry,
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close_price=close_px,
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lots=lots,
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stop_loss=stop_loss,
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take_profit=take_profit,
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open_time=open_time,
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close_time=close_time,
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trading_mode=get_trading_mode(get_setting),
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)
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pnl = calc["pnl"]
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fee = calc["fee"]
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pnl_net = calc["pnl_net"]
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conn.execute(
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"""UPDATE trade_logs SET
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symbol_name=?, monitor_type=?, direction=?,
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entry_price=?, stop_loss=?, take_profit=?, close_price=?,
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lots=?, margin=?, holding_minutes=?, open_time=?, close_time=?,
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pnl=?, result=?, verified=1
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pnl=?, fee=?, pnl_net=?, result=?, verified=1
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WHERE id=?""",
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(
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d.get("symbol_name", "").strip(),
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d.get("monitor_type", "").strip(),
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d.get("direction", "").strip(),
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float(d.get("entry_price") or 0),
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float(d.get("stop_loss") or 0),
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float(d.get("take_profit") or 0),
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float(d.get("close_price") or 0),
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float(d.get("lots") or 0),
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direction,
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entry,
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stop_loss,
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take_profit,
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close_px,
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lots,
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float(d.get("margin") or 0),
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int(d.get("holding_minutes") or 0),
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d.get("open_time", "").strip(),
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d.get("close_time", "").strip(),
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float(d.get("pnl") or 0),
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open_time,
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close_time,
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pnl,
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fee,
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pnl_net,
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d.get("result", "").strip(),
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tid,
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),
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)
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try:
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cap = float(get_setting("live_capital", "0") or 0)
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refresh_trade_log_equity_chain(conn, cap if cap > 0 else None)
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refresh_trade_log_equity_chain(conn, _read_initial_capital(conn))
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except Exception as exc:
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app.logger.debug("equity chain refresh after trade edit: %s", exc)
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conn.commit()
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@@ -22,7 +22,7 @@
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{ label: '合约', value: esc(data.symbol_code), wide: false },
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{ label: '类型', value: esc(data.monitor_type) + ' · ' + esc(data.source), wide: false },
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{ label: '方向', value: esc(data.direction), wide: false },
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{ label: '成交价', value: esc(data.entry_price), wide: false },
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{ label: '开仓价', value: esc(data.entry_price), wide: false },
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{ label: '平仓价', value: esc(data.close_price), wide: false },
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{ label: '手数', value: esc(data.lots), wide: false },
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{ label: '止损', value: esc(data.stop_loss), wide: false },
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+10
-4
@@ -93,6 +93,9 @@
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{% else %}
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<p class="hint" style="margin-top:0">CTP 未连接时仅显示本地数据库记录；连接后打开本页会自动同步柜台成交。</p>
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{% endif %}
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<p class="hint" style="margin-top:0;margin-bottom:.75rem">
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跨日持仓的盈亏以<strong>平仓价</strong>与柜台结算为准；表格中「开仓价」为程序记录，「平仓价」为成交回报，二者不一致时请以平仓价核对净盈亏。
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</p>
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<label class="trade-switch-label records-desktop-only">
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<input type="checkbox" id="trade-edit-switch">
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<span>修改/核对开关（开启后可编辑关键字段）</span>
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@@ -170,7 +173,7 @@
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<thead>
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<tr>
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<th>品种</th><th>类型</th><th>方向</th>
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<th>成交</th><th>止损(开仓)</th><th>止盈</th>
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<th>开仓价</th><th>平仓价</th><th>止损(开仓)</th><th>止盈</th>
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<th>手数</th><th>保证金</th><th>保证金占比</th><th>持仓分钟</th>
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<th>开仓时间</th><th>平仓时间</th>
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<th>盈亏(元)</th><th>手续费</th><th>净盈亏</th><th>最新资金</th><th>结果</th><th>操作</th>
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@@ -199,9 +202,13 @@
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</select>
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</td>
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<td>
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<span class="cell-readonly cell-edit-hide">{{ t.entry_price }}</span>
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<span class="cell-readonly cell-edit-hide">{{ t.entry_price if t.entry_price is not none else '-' }}</span>
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<input class="cell-edit-show" type="number" step="0.0001" name="entry_price" value="{{ t.entry_price }}" style="display:none">
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</td>
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<td>
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<span class="cell-readonly cell-edit-hide">{{ t.close_price if t.close_price is not none else '-' }}</span>
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<input class="cell-edit-show" type="number" step="0.0001" name="close_price" value="{{ t.close_price or '' }}" style="display:none">
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</td>
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<td>
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<span class="cell-readonly cell-edit-hide">{{ t.stop_loss }}</span>
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<input class="cell-edit-show" type="number" step="0.0001" name="stop_loss" value="{{ t.stop_loss }}" style="display:none">
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@@ -240,7 +247,6 @@
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{{ t.pnl if t.pnl is not none else '-' }}
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</span>
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<input class="cell-edit-show" type="number" step="0.01" name="pnl" value="{{ t.pnl or '' }}" style="display:none">
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<input type="hidden" name="close_price" value="{{ t.close_price or '' }}">
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<input type="hidden" name="symbol_name" value="{{ t.symbol_name or t.symbol }}">
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</td>
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<td><span class="cell-readonly text-muted">{{ t.fee if t.fee is not none else '-' }}</span></td>
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@@ -279,7 +285,7 @@
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</td>
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</tr>
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{% else %}
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<tr><td colspan="18" class="text-muted">暂无交易记录</td></tr>
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<tr><td colspan="19" class="text-muted">暂无交易记录</td></tr>
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{% endfor %}
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</tbody>
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</table>
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@@ -32,6 +32,42 @@ def calc_equity_after(capital: float, pnl_net: float) -> float | None:
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return round(cap + float(pnl_net or 0), 2)
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def recalc_trade_log_pnl(
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*,
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symbol: str,
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direction: str,
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entry_price: float,
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close_price: float,
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lots: float,
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stop_loss: float | None = None,
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take_profit: float | None = None,
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open_time: str = "",
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close_time: str = "",
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trading_mode: str = "simulation",
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capital: float = 0.0,
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) -> dict[str, float]:
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"""按开/平仓价重算盈亏与手续费（跨日持仓可手动改价后核对）。"""
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from contract_specs import calc_position_metrics
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from fee_specs import calc_round_trip_fee
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sym = (symbol or "").strip()
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direction = (direction or "long").strip().lower()
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entry = float(entry_price or close_price or 0)
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close_px = float(close_price or 0)
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lots_f = float(lots or 0)
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sl = float(stop_loss) if stop_loss is not None else entry
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tp = float(take_profit) if take_profit is not None else entry
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metrics = calc_position_metrics(
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direction, entry, sl, tp, lots_f, close_px, capital, sym,
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)
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pnl = round(float(metrics.get("float_pnl") or 0), 2)
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fee = calc_round_trip_fee(
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sym, entry, close_px, lots_f, open_time, close_time, trading_mode=trading_mode,
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)
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pnl_net = round(pnl - fee, 2)
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return {"pnl": pnl, "fee": round(fee, 2), "pnl_net": pnl_net}
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def _read_initial_capital(conn, initial_capital: float | None = None) -> float:
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if initial_capital is not None and initial_capital > 0:
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return float(initial_capital)
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