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薇薇安
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fix_trade_records.py
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189
fix_trade_records.py
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import asyncio
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import logging
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import os
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import sys
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from datetime import datetime, timedelta
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# Add project root to path
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sys.path.append(os.path.dirname(os.path.abspath(__file__)))
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sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), 'backend'))
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from backend.database.connection import db
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from backend.database.models import Trade, Account
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from trading_system.binance_client import BinanceClient
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# Setup logging
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
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logger = logging.getLogger("fix_trades")
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async def main():
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# Loop through active accounts
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# Based on previous check, active accounts are 2, 3, 4
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active_account_ids = [2, 3, 4]
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# Check columns once
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existing_columns = set()
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try:
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cols = db.execute_query("DESCRIBE trades")
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existing_columns = {row['Field'] for row in cols}
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except Exception as e:
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logger.error(f"Failed to describe trades table: {e}")
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return
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if 'realized_pnl' not in existing_columns:
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logger.info("Adding 'realized_pnl' column to trades table...")
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db.execute_update("ALTER TABLE trades ADD COLUMN realized_pnl DECIMAL(20, 8) NULL COMMENT '已实现盈亏'")
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if 'commission' not in existing_columns:
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logger.info("Adding 'commission' column to trades table...")
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db.execute_update("ALTER TABLE trades ADD COLUMN commission DECIMAL(20, 8) NULL COMMENT '手续费'")
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total_fixed = 0
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for account_id in active_account_ids:
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logger.info(f"Processing Account ID: {account_id}")
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# Get account credentials
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creds = Account.get_credentials(account_id)
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if not creds:
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logger.error(f"No account credentials found for account {account_id}")
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continue
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api_key, api_secret, use_testnet, status = creds
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if not api_key or not api_secret:
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logger.warning(f"Skipping account {account_id}: No API key/secret")
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continue
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if status != 'active':
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logger.warning(f"Skipping account {account_id}: Status is {status}")
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continue
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client = BinanceClient(api_key, api_secret, testnet=use_testnet)
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try:
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# Check for proxy in environment
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proxy = os.environ.get('HTTP_PROXY') or os.environ.get('HTTPS_PROXY')
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requests_params = {'proxy': proxy} if proxy else None
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await client.connect(requests_params=requests_params)
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except Exception as e:
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logger.error(f"Failed to connect to Binance for account {account_id}: {e}")
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continue
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try:
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# Get recent closed trades from DB (last 30 days) for this account
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thirty_days_ago = (datetime.now() - timedelta(days=30)).strftime('%Y-%m-%d %H:%M:%S')
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# Check if entry_time is int (unix timestamp) or string/datetime based on schema check
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# Schema says entry_time is 'int unsigned', so it's a timestamp.
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thirty_days_ago_ts = int((datetime.now() - timedelta(days=30)).timestamp())
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query = """
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SELECT * FROM trades
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WHERE status = 'closed'
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AND account_id = %s
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AND entry_time > %s
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ORDER BY id DESC
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"""
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trades = db.execute_query(query, (account_id, thirty_days_ago_ts))
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logger.info(f"Found {len(trades)} closed trades for account {account_id} from last 30 days.")
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updated_count = 0
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for trade in trades:
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symbol = trade['symbol']
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trade_id = trade['id']
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entry_time = trade['entry_time'] # Should be int
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side = trade['side']
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entry_ts_ms = entry_time * 1000
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try:
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# Get recent trades from Binance
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recent_trades = await client.get_recent_trades(symbol, limit=50)
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# Filter trades after entry time
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closing_trades = [
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t for t in recent_trades
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if t.get('time', 0) > entry_ts_ms and float(t.get('realizedPnl', 0)) != 0
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]
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if not closing_trades:
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continue
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# Calculate actual values
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total_pnl = 0.0
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total_comm = 0.0
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total_qty = 0.0
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total_val = 0.0
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for t in closing_trades:
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pnl_val = float(t.get('realizedPnl', 0))
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comm_val = float(t.get('commission', 0))
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qty_val = float(t.get('qty', 0))
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price_val = float(t.get('price', 0))
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total_pnl += pnl_val
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total_comm += comm_val
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total_qty += qty_val
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total_val += qty_val * price_val
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if total_qty == 0:
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continue
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avg_exit_price = total_val / total_qty
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# Check if values differ significantly from DB
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db_pnl = float(trade.get('pnl') or 0)
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db_exit_price = float(trade.get('exit_price') or 0)
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needs_update = False
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if abs(db_pnl - total_pnl) > 0.01:
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needs_update = True
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if 'realized_pnl' not in trade or trade.get('realized_pnl') is None:
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needs_update = True
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if needs_update:
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logger.info(f"Fixing trade {trade_id} ({symbol}): PnL {db_pnl:.4f} -> {total_pnl:.4f}, ExitPrice {db_exit_price:.4f} -> {avg_exit_price:.4f}")
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# Recalculate pnl_percent based on entry price
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entry_price = float(trade.get('entry_price', 1))
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if entry_price == 0:
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entry_price = 1
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if side == 'BUY':
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pnl_percent = ((avg_exit_price - entry_price) / entry_price) * 100
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else:
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pnl_percent = ((entry_price - avg_exit_price) / entry_price) * 100
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# Update DB
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update_sql = """
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UPDATE trades
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SET pnl = %s,
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pnl_percent = %s,
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exit_price = %s,
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realized_pnl = %s,
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commission = %s
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WHERE id = %s
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"""
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db.execute_update(update_sql, (total_pnl, pnl_percent, avg_exit_price, total_pnl, total_comm, trade_id))
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updated_count += 1
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except Exception as e:
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logger.error(f"Error processing trade {trade_id} ({symbol}): {e}")
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logger.info(f"Account {account_id}: Fixed {updated_count} trades.")
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total_fixed += updated_count
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if client.client:
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await client.client.close_connection()
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except Exception as e:
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logger.error(f"Error processing account {account_id}: {e}")
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logger.info(f"Total fixed trades: {total_fixed}")
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if __name__ == "__main__":
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asyncio.run(main())
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@ -155,13 +155,14 @@ class BinanceClient:
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# 注意：redis_cache 已在 __init__ 中初始化，这里不需要再次初始化
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async def connect(self, timeout: int = None, retries: int = None):
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async def connect(self, timeout: int = None, retries: int = None, requests_params: Dict = None):
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"""
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连接币安API
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Args:
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timeout: 连接超时时间（秒），默认从config读取
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retries: 重试次数，默认从config读取
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requests_params: 请求参数（如代理配置），例如 {'proxy': 'http://127.0.0.1:7890'}
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"""
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# 连接前刷新API密钥（确保使用最新值，支持热更新）
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# 但如果 API 密钥为空（只用于获取公开行情），则跳过
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@ -185,7 +186,8 @@ class BinanceClient:
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self.client = await AsyncClient.create(
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api_key=self.api_key or None, # 空字符串转为 None
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api_secret=self.api_secret or None,
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testnet=self.testnet
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testnet=self.testnet,
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requests_params=requests_params
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)
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# 测试连接（带超时）
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