feat(data_management): 增强交易数据统计与推算功能

在后端 API 中新增按小时和星期的交易统计功能，优化 `_compute_binance_stats` 函数以支持更细致的统计分析。同时，新增 `_enrich_trades_with_derived` 函数，补充交易记录的推算字段，包括入场价、交易小时和星期，提升策略分析的便利性。前端 `DataManagement` 组件更新，展示按小时和星期的统计信息，增强用户对交易数据的可视化理解。

backend/api/routes/data_management.py

@@ -116,6 +116,24 @@ def _compute_binance_stats(data: list, data_type: str) -> dict:
             }
             for k, v in sorted(by_symbol.items())
         }
+
+        by_hour = {}
+        by_weekday = {}
+        weekday_names = ["周一", "周二", "周三", "周四", "周五", "周六", "周日"]
+        for r in valid:
+            t = r.get("time") or r.get("trade_time") or 0
+            if t:
+                dt = datetime.fromtimestamp(t / 1000, tz=BEIJING_TZ)
+                h = dt.hour
+                wd = dt.weekday()
+                by_hour[h] = by_hour.get(h, {"count": 0, "pnl": 0.0})
+                by_hour[h]["count"] += 1
+                by_hour[h]["pnl"] += float(r.get("realizedPnl") or 0)
+                by_weekday[wd] = by_weekday.get(wd, {"count": 0, "pnl": 0.0})
+                by_weekday[wd]["count"] += 1
+                by_weekday[wd]["pnl"] += float(r.get("realizedPnl") or 0)
+        stats["by_hour"] = {str(k): {"count": v["count"], "pnl": round(v["pnl"], 4)} for k, v in sorted(by_hour.items())}
+        stats["by_weekday"] = {weekday_names[k]: {"count": v["count"], "pnl": round(v["pnl"], 4)} for k, v in sorted(by_weekday.items())}
     else:
         by_status = {}
         by_type = {}
@@ -223,6 +241,32 @@ async def query_db_trades(
     return {"total": len(out), "trades": out}
 
 
+def _enrich_trades_with_derived(trades: list) -> list:
+    """补充推算字段：入场价、交易小时、星期，便于策略分析"""
+    result = []
+    for r in trades:
+        out = dict(r)
+        t = r.get("time") or 0
+        if t:
+            dt = datetime.fromtimestamp(t / 1000, tz=BEIJING_TZ)
+            out["_trade_hour"] = dt.hour
+            out["_trade_weekday"] = dt.weekday()
+            out["_trade_date"] = dt.strftime("%Y-%m-%d")
+        pnl = float(r.get("realizedPnl") or 0)
+        qty = float(r.get("qty") or 0)
+        price = float(r.get("price") or 0)
+        side = (r.get("side") or "").upper()
+        if qty and pnl != 0 and side:
+            if side == "SELL":
+                out["_approx_entry_price"] = round(price - pnl / qty, 8)
+            else:
+                out["_approx_entry_price"] = round(price + pnl / qty, 8)
+        else:
+            out["_approx_entry_price"] = None
+        result.append(out)
+    return result
+
+
 def _binance_row_to_api_format(row: dict, data_type: str) -> dict:
     """将 DB 行转换为前端/导出期望的币安 API 格式"""
     if data_type == "trades":
@@ -315,6 +359,8 @@ async def query_binance_data_from_db(
         raise HTTPException(status_code=500, detail=f"查询失败（请确认已执行 add_binance_sync_tables.sql 并运行过同步脚本）: {e}")
 
     all_data = [_binance_row_to_api_format(dict(r), data_type) for r in (rows or [])]
+    if data_type == "trades":
+        all_data = _enrich_trades_with_derived(all_data)
     symbols_queried = len(symbol_list) if symbol_list else len({(r or {}).get("symbol") for r in (rows or []) if (r or {}).get("symbol")})
     stats = _compute_binance_stats(all_data, data_type)
 

frontend/src/components/DataManagement.css

@@ -105,6 +105,7 @@
 .dm-stat-profit { color: #059669; font-weight: 600; }
 .dm-stat-loss { color: #dc2626; font-weight: 600; }
 .dm-stat-symbols { display: flex; flex-wrap: wrap; gap: 8px 16px; font-size: 12px; }
+.dm-stat-hours { max-height: 120px; overflow-y: auto; }
 .dm-stat-sym { background: #fff; padding: 2px 8px; border-radius: 4px; }
 .dm-table .dm-profit { color: #059669; }
 .dm-table .dm-loss { color: #dc2626; }

frontend/src/components/DataManagement.jsx

@@ -301,6 +301,26 @@ export default function DataManagement() {
                           </div>
                         </div>
                       )}
+                      {bnStats.by_weekday && Object.keys(bnStats.by_weekday).length > 0 && (
+                        <div className="dm-stat-item dm-stat-wide">
+                          <span className="dm-stat-label">按星期</span>
+                          <div className="dm-stat-symbols">
+                            {Object.entries(bnStats.by_weekday).map(([day, v]) => (
+                              <span key={day} className="dm-stat-sym">{day}: {v.count}笔, 盈亏{v.pnl}</span>
+                            ))}
+                          </div>
+                        </div>
+                      )}
+                      {bnStats.by_hour && Object.keys(bnStats.by_hour).length > 0 && (
+                        <div className="dm-stat-item dm-stat-wide">
+                          <span className="dm-stat-label">按小时(北京)</span>
+                          <div className="dm-stat-symbols dm-stat-hours">
+                            {Object.entries(bnStats.by_hour).map(([h, v]) => (
+                              <span key={h} className="dm-stat-sym">{h}时: {v.count}笔, 盈亏{v.pnl}</span>
+                            ))}
+                          </div>
+                        </div>
+                      )}
                     </>
                   )}
                   {!isTrades && (bnStats.by_status || bnStats.filled_count !== undefined) && (
@@ -349,11 +369,13 @@ export default function DataManagement() {
                     {isTrades ? (
                       <>
                         <th>positionSide</th>
-                        <th>price</th>
+                        <th>出场价</th>
+                        <th>推算入场价</th>
                         <th>qty</th>
                         <th>quoteQty</th>
                         <th>realizedPnl</th>
                         <th>commission</th>
+                        <th>小时</th>
                         <th>buyer</th>
                         <th>maker</th>
                       </>
@@ -383,10 +405,12 @@ export default function DataManagement() {
                         <>
                           <td>{r.positionSide || '-'}</td>
                           <td>{r.price}</td>
+                          <td>{r._approx_entry_price != null ? r._approx_entry_price : '-'}</td>
                           <td>{r.qty}</td>
                           <td>{r.quoteQty}</td>
                           <td className={(r.realizedPnl || 0) >= 0 ? 'dm-profit' : 'dm-loss'}>{r.realizedPnl}</td>
                           <td>{r.commission}</td>
+                          <td>{r._trade_hour != null ? `${r._trade_hour}时` : '-'}</td>
                           <td>{r.buyer ? '买' : '卖'}</td>
                           <td>{r.maker ? '是' : '否'}</td>
                         </>

scripts/SYNC_BINANCE_README.md

@@ -21,6 +21,9 @@ python scripts/sync_binance_orders.py -a 2
 
 # 拉取最近 12 小时
 python scripts/sync_binance_orders.py --hours 12
+
+# 多账号时减少账号间隔（默认 90 秒，避免限频）
+python scripts/sync_binance_orders.py --delay-between-accounts 60
 ```
 
 ## 3. Crontab 配置示例
@@ -37,6 +40,12 @@ python scripts/sync_binance_orders.py --hours 12
 0 */6 * * * cd /path/to/auto_trade_sys && /path/to/.venv/bin/python scripts/sync_binance_orders.py >> logs/sync_binance.log 2>&1
 ```
 
-## 4. 数据管理
+## 4. 限频说明
+
+- 多账号时每个账号之间默认等待 90 秒，可用 `--delay-between-accounts` 调整
+- 单账号内已降低并发（Semaphore 2）和请求间隔，减少触发 "Way too many requests" 封 IP
+- 若已被封，需等待提示时间后重试；建议 crontab 间隔不少于 3 小时
+
+## 5. 数据管理
 
 管理后台「数据管理」-「币安订单/成交查询」从 DB 读取，不再调用币安 API。

scripts/sync_binance_orders.py

@@ -46,7 +46,7 @@ async def _get_active_symbols(client, start_ms: int, end_ms: int) -> list:
             current_end = oldest - 1
             if current_end < start_ms:
                 break
-            await asyncio.sleep(0.15)
+            await asyncio.sleep(0.4)
         return sorted(symbols)
     except Exception:
         return []
@@ -79,7 +79,7 @@ async def sync_account(account_id: int, hours: int = 6) -> tuple:
         if not sym_list:
             return 0, 0, "无法获取交易对列表"
 
-        sem = asyncio.Semaphore(5)
+        sem = asyncio.Semaphore(2)
 
         async def _fetch_trades(sym):
             async with sem:
@@ -95,7 +95,7 @@ async def sync_account(account_id: int, hours: int = 6) -> tuple:
                 except Exception:
                     return []
                 finally:
-                    await asyncio.sleep(0.12)
+                    await asyncio.sleep(0.35)
 
         async def _fetch_orders(sym):
             async with sem:
@@ -111,7 +111,7 @@ async def sync_account(account_id: int, hours: int = 6) -> tuple:
                 except Exception:
                     return []
                 finally:
-                    await asyncio.sleep(0.12)
+                    await asyncio.sleep(0.35)
 
         trades_chunks = await asyncio.gather(*[_fetch_trades(s) for s in sym_list])
         orders_chunks = await asyncio.gather(*[_fetch_orders(s) for s in sym_list])
@@ -209,8 +209,10 @@ def main():
     parser = argparse.ArgumentParser(description="同步币安订单/成交到 DB（供 crontab 定时执行）")
     parser.add_argument("-a", "--account", type=int, default=None, help="指定账号 ID，不传则同步所有有效账号")
     parser.add_argument("--hours", type=int, default=6, help="拉取最近 N 小时，默认 6")
+    parser.add_argument("--delay-between-accounts", type=int, default=90, help="多账号时，每个账号之间等待秒数，默认 90（避免触发币安限频）")
     args = parser.parse_args()
     hours = args.hours
+    delay_between = max(0, args.delay_between_accounts)
 
     try:
         from database.models import Account
@@ -245,7 +247,11 @@ def main():
     sys.stdout.flush()
 
     async def run_all():
-        for acc in to_sync:
+        for i, acc in enumerate(to_sync):
+            if i > 0 and delay_between > 0:
+                print(f"  等待 {delay_between} 秒后同步下一账号（避免限频）...")
+                sys.stdout.flush()
+                await asyncio.sleep(delay_between)
             aid = acc["id"]
             name = acc.get("name") or f"账号{aid}"
             tr, ord_cnt, err = await sync_account(aid, hours)