feat(trades, database): 优化交易记录查询与过滤逻辑
在 `trades.py` 中更新 `get_trades` 和 `get_trade_stats` 方法，增强了交易记录的查询功能，支持更多过滤选项（如 `limit`、`reconciled_only` 和 `include_sync`）。同时，调整了日志记录级别，从 `info` 改为 `debug`，以减少高负载时的日志输出。更新 `database/models.py` 中的 `get_all` 方法，新增参数以支持更灵活的查询，提升了系统的性能与稳定性。
This commit is contained in:
薇薇安
parent
7139b5de76
commit
33ac043324
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@ -94,18 +94,16 @@ async def get_trades(
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默认按平仓时间(time_filter=exit)：选「今天」= 今天平掉的单 + 今天开的未平仓，更符合直觉。
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"""
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try:
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logger.info(f"获取交易记录请求: start_date={start_date}, end_date={end_date}, period={period}, symbol={symbol}, status={status}, limit={limit}, trade_type={trade_type}, exit_reason={exit_reason}")
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logger.debug(f"获取交易记录: period={period}, symbol={symbol}, status={status}, limit={limit}, reconciled_only={reconciled_only}")
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start_timestamp = None
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end_timestamp = None
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# 如果提供了 period，使用快速时间段筛选
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if period:
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period_start, period_end = get_timestamp_range(period)
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if period_start is not None and period_end is not None:
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start_timestamp = period_start
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end_timestamp = period_end
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logger.info(f"使用快速时间段筛选: {period} -> {start_timestamp} ({datetime.fromtimestamp(start_timestamp)}) 至 {end_timestamp} ({datetime.fromtimestamp(end_timestamp)})")
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elif start_date or end_date:
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# 自定义时间段：将日期字符串转换为Unix时间戳
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beijing_tz = timezone(timedelta(hours=8))
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@ -128,33 +126,14 @@ async def get_trades(
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except ValueError:
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logger.warning(f"无效的结束日期格式: {end_date}")
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, status, trade_type, exit_reason, account_id=account_id, time_filter=time_filter or "exit")
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if not include_sync:
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trades = [
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t for t in trades
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if (t.get("entry_reason") or "") != "sync_recovered"
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and (t.get("exit_reason") or "") != "sync"
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]
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# 仅可对账：有开仓订单号，已平仓的还须有平仓订单号，保证与币安可一一对应、统计真实
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def _has_entry_order_id(t):
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eid = t.get("entry_order_id")
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return eid is not None and eid != "" and (eid != 0 if isinstance(eid, (int, float)) else True)
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def _has_exit_order_id(t):
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xid = t.get("exit_order_id")
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return xid is not None and xid != "" and (xid != 0 if isinstance(xid, (int, float)) else True)
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if reconciled_only:
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before = len(trades)
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trades = [
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t for t in trades
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if _has_entry_order_id(t)
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and (t.get("status") != "closed" or _has_exit_order_id(t))
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]
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logger.info(f"可对账过滤: {before} -> {len(trades)} 条（reconciled_only=True）")
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logger.info(f"查询到 {len(trades)} 条交易记录（include_sync={include_sync}, reconciled_only={reconciled_only}）")
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trades = Trade.get_all(
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start_timestamp, end_timestamp, symbol, status, trade_type, exit_reason,
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account_id=account_id, time_filter=time_filter or "exit",
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limit=limit, reconciled_only=reconciled_only, include_sync=include_sync,
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)
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# 格式化交易记录，添加平仓类型的中文显示
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formatted_trades = []
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for trade in trades[:limit]:
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for trade in trades:
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formatted_trade = dict(trade)
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# 将 exit_reason 转换为中文显示
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@ -181,7 +160,7 @@ async def get_trades(
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formatted_trades.append(formatted_trade)
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result = {
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"total": len(trades),
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"total": len(formatted_trades),
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"trades": formatted_trades,
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"filters": {
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"start_timestamp": start_timestamp,
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@ -195,7 +174,7 @@ async def get_trades(
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}
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}
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logger.debug(f"返回交易记录: {len(result['trades'])} 条 (限制: {limit})")
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logger.debug(f"返回交易记录: {len(result['trades'])} 条")
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return result
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except Exception as e:
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logger.error(f"获取交易记录失败: {e}", exc_info=True)
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@ -215,12 +194,11 @@ async def get_trade_stats(
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):
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"""获取交易统计（默认按平仓时间统计：今日=今日平仓的盈亏，与订单记录筛选一致）"""
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try:
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logger.info(f"获取交易统计请求: start_date={start_date}, end_date={end_date}, period={period}, symbol={symbol}")
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logger.debug(f"获取交易统计: period={period}, symbol={symbol}, reconciled_only={reconciled_only}")
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start_timestamp = None
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end_timestamp = None
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# 如果提供了 period，使用快速时间段筛选
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if period:
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period_start, period_end = get_timestamp_range(period)
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if period_start is not None and period_end is not None:
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@ -248,27 +226,12 @@ async def get_trade_stats(
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except ValueError:
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logger.warning(f"无效的结束日期格式: {end_date}")
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, None, account_id=account_id, time_filter=time_filter or "exit")
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if not include_sync:
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trades = [
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t for t in trades
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if (t.get("entry_reason") or "") != "sync_recovered"
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and (t.get("exit_reason") or "") != "sync"
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]
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if reconciled_only:
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before = len(trades)
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def _has_eid(t):
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eid = t.get("entry_order_id")
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return eid is not None and eid != "" and (eid != 0 if isinstance(eid, (int, float)) else True)
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def _has_xid(t):
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xid = t.get("exit_order_id")
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return xid is not None and xid != "" and (xid != 0 if isinstance(xid, (int, float)) else True)
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trades = [
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t for t in trades
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if _has_eid(t) and (t.get("status") != "closed" or _has_xid(t))
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]
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logger.info(f"统计可对账过滤: {before} -> {len(trades)} 条（reconciled_only=True）")
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closed_trades = [t for t in trades if t['status'] == 'closed']
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trades = Trade.get_all(
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start_timestamp, end_timestamp, symbol, None,
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account_id=account_id, time_filter=time_filter or "exit",
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limit=None, reconciled_only=reconciled_only, include_sync=include_sync,
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)
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closed_trades = [t for t in trades if t.get("status") == "closed"]
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# 辅助函数：计算净盈亏（优先使用 realized_pnl - commission）
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def get_net_pnl(t):
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@ -379,12 +342,10 @@ async def get_trade_stats(
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}
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}
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logger.info(
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f"交易统计: 总交易数={stats['total_trades']}, 已平仓={stats['closed_trades']}, "
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f"有意义交易={stats['meaningful_trades']}, 0盈亏交易={stats['zero_pnl_trades']}, "
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f"胜率={stats['win_rate']:.2f}%, 总盈亏={stats['total_pnl']:.2f} USDT"
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logger.debug(
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f"交易统计: total={stats['total_trades']}, closed={stats['closed_trades']}, "
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f"win_rate={stats['win_rate']:.2f}%, total_pnl={stats['total_pnl']:.2f}"
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)
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return stats
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except Exception as e:
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logger.error(f"获取交易统计失败: {e}", exc_info=True)
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@ -988,13 +988,16 @@ class Trade:
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return False
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@staticmethod
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def get_all(start_timestamp=None, end_timestamp=None, symbol=None, status=None, trade_type=None, exit_reason=None, account_id: int = None, time_filter: str = "exit"):
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def get_all(start_timestamp=None, end_timestamp=None, symbol=None, status=None, trade_type=None, exit_reason=None, account_id: int = None, time_filter: str = "exit", limit: int = None, reconciled_only: bool = False, include_sync: bool = True):
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"""
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获取交易记录。
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time_filter: 时间范围按哪种时间筛选
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- "exit": 按平仓时间（已平仓用 exit_time，未平仓用 entry_time）。选「今天」= 今天平掉的单 + 今天开的未平仓，更符合直觉。
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- "entry": 按开仓时间。
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- "both": 原逻辑，COALESCE(exit_time, entry_time)。
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limit: 最多返回条数，None 表示不限制。
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reconciled_only: 仅可对账（有 entry_order_id，已平仓的还有 exit_order_id），在 SQL 中过滤以减轻负载。
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include_sync: 是否包含 entry_reason=sync_recovered / exit_reason=sync 的记录，在 SQL 中过滤。
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"""
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query = "SELECT * FROM trades WHERE 1=1"
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params = []
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@ -1006,10 +1009,16 @@ class Trade:
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params.append(int(account_id or DEFAULT_ACCOUNT_ID))
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except Exception:
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pass
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if reconciled_only and _table_has_column("trades", "entry_order_id"):
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query += " AND entry_order_id IS NOT NULL AND entry_order_id != 0"
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query += " AND (status != 'closed' OR (exit_order_id IS NOT NULL AND exit_order_id != 0))"
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if include_sync is False:
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query += " AND (entry_reason IS NULL OR entry_reason != 'sync_recovered')"
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query += " AND (exit_reason IS NULL OR exit_reason != 'sync')"
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if start_timestamp is not None and end_timestamp is not None:
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if time_filter == "exit":
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# 按平仓时间：已平仓看 exit_time，未平仓看 entry_time
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query += " AND ((status = 'closed' AND exit_time >= %s AND exit_time <= %s) OR (status != 'closed' AND entry_time >= %s AND entry_time <= %s))"
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params.extend([start_timestamp, end_timestamp, start_timestamp, end_timestamp])
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elif time_filter == "entry":
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@ -1052,9 +1061,11 @@ class Trade:
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query += " AND exit_reason = %s"
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params.append(exit_reason)
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# 按平仓时间倒序（已平仓的按 exit_time，未平仓的按 entry_time）
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query += " ORDER BY COALESCE(exit_time, entry_time) DESC, id DESC"
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logger.info(f"查询交易记录: time_filter={time_filter}, {query}, {params}")
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if limit is not None and limit > 0:
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query += " LIMIT %s"
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params.append(int(limit))
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logger.debug(f"查询交易记录: time_filter={time_filter}, limit={limit}, reconciled_only={reconciled_only}, include_sync={include_sync}")
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result = db.execute_query(query, params)
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return result
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