dekun
9f48f22d16
Disable cancel UI outside sessions, query exchange fills for records, and label local vs counterparty rows. Co-authored-by: Cursor <cursoragent@cursor.com>
70 lines
2.1 KiB
Python
70 lines
2.1 KiB
Python
"""交易记录：字段补全、资金曲线数据。"""
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from __future__ import annotations
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from typing import Any
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TRADE_LOG_EXTRA_COLUMNS = (
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"ALTER TABLE trade_logs ADD COLUMN margin_pct REAL",
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"ALTER TABLE trade_logs ADD COLUMN equity_after REAL",
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"ALTER TABLE trade_logs ADD COLUMN source TEXT DEFAULT 'local'",
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"ALTER TABLE trade_logs ADD COLUMN ctp_trade_key TEXT",
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)
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def ensure_trade_log_columns(conn) -> None:
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for sql in TRADE_LOG_EXTRA_COLUMNS:
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try:
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conn.execute(sql)
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except Exception:
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pass
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def calc_equity_after(capital: float, pnl_net: float) -> float | None:
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cap = float(capital or 0)
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if cap <= 0:
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return None
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return round(cap + float(pnl_net or 0), 2)
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def enrich_trades_for_records(
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trades: list[dict[str, Any]],
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*,
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initial_capital: float = 0.0,
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) -> tuple[list[dict[str, Any]], list[dict[str, Any]]]:
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"""表格仍按 id 降序；资金曲线按平仓时间升序用最新资金绘制。"""
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rows = [dict(t) for t in trades]
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chrono = sorted(
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rows,
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key=lambda t: ((t.get("close_time") or ""), int(t.get("id") or 0)),
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)
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running = float(initial_capital or 0)
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curve: list[dict[str, Any]] = []
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for t in chrono:
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pnl_net = float(t.get("pnl_net") or 0)
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eq = t.get("equity_after")
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if eq is None:
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if running > 0:
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eq = round(running + pnl_net, 2)
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else:
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eq = None
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t["equity_after"] = eq
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if eq is not None:
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running = float(eq)
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if t.get("margin_pct") is None:
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margin = float(t.get("margin") or 0)
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cap_before = float(eq or 0) - pnl_net if eq is not None else 0.0
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if margin > 0 and cap_before > 0:
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t["margin_pct"] = round(margin / cap_before * 100, 2)
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if eq is not None:
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curve.append({
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"time": (t.get("close_time") or "")[:19],
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"value": float(eq),
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"id": int(t.get("id") or 0),
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})
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return rows, curve
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