""" 统计分析API """ from fastapi import APIRouter, Query, Header, Depends import sys from pathlib import Path from datetime import datetime, timedelta import logging project_root = Path(__file__).parent.parent.parent.parent sys.path.insert(0, str(project_root)) sys.path.insert(0, str(project_root / 'backend')) from database.models import AccountSnapshot, Trade, MarketScan, TradingSignal, Account, TradeStats from fastapi import HTTPException from api.auth_deps import get_account_id, get_admin_user from typing import Dict, Any logger = logging.getLogger(__name__) router = APIRouter() @router.get("/admin/dashboard") async def get_admin_dashboard_stats(user: Dict[str, Any] = Depends(get_admin_user)): """获取管理员仪表板数据（所有用户统计）""" try: accounts = Account.list_all() stats = [] total_assets = 0 total_pnl = 0 active_accounts = 0 for acc in accounts: aid = acc['id'] # 获取最新快照 snapshots = AccountSnapshot.get_recent(1, account_id=aid) acc_stat = { "id": aid, "name": acc['name'], "status": acc['status'], "total_balance": 0, "total_pnl": 0, "open_positions": 0 } if snapshots: snap = snapshots[0] acc_stat["total_balance"] = snap.get('total_balance', 0) acc_stat["total_pnl"] = snap.get('total_pnl', 0) acc_stat["open_positions"] = snap.get('open_positions', 0) total_assets += float(acc_stat["total_balance"]) total_pnl += float(acc_stat["total_pnl"]) if acc['status'] == 'active': active_accounts += 1 stats.append(acc_stat) return { "summary": { "total_accounts": len(accounts), "active_accounts": active_accounts, "total_assets_usdt": total_assets, "total_pnl_usdt": total_pnl }, "accounts": stats } except Exception as e: logger.error(f"获取管理员仪表板数据失败: {e}", exc_info=True) raise HTTPException(status_code=500, detail=str(e)) def _aggregate_daily_by_symbol(daily: list) -> list: """将 daily（按 date+symbol）聚合成按 symbol 的汇总。""" from collections import defaultdict agg = defaultdict(lambda: {"trade_count": 0, "win_count": 0, "loss_count": 0, "net_pnl": 0.0}) for row in daily: sym = (row.get("symbol") or "").strip() if not sym: continue agg[sym]["trade_count"] += int(row.get("trade_count") or 0) agg[sym]["win_count"] += int(row.get("win_count") or 0) agg[sym]["loss_count"] += int(row.get("loss_count") or 0) try: agg[sym]["net_pnl"] += float(row.get("net_pnl") or 0) except (TypeError, ValueError): pass out = [] for symbol, v in agg.items(): tc = v["trade_count"] win_rate = (100.0 * v["win_count"] / tc) if tc > 0 else 0.0 out.append({ "symbol": symbol, "trade_count": tc, "win_count": v["win_count"], "loss_count": v["loss_count"], "net_pnl": round(v["net_pnl"], 4), "win_rate_pct": round(win_rate, 1), }) return sorted(out, key=lambda x: (-x["net_pnl"], -x["trade_count"])) def _aggregate_hourly(by_hour: list) -> list: """将 by_hour（按 date+hour）聚合成按 hour 0-23 的汇总。""" from collections import defaultdict agg = defaultdict(lambda: {"trade_count": 0, "net_pnl": 0.0}) for row in by_hour: h = row.get("hour") if h is None: continue try: h = int(h) except (TypeError, ValueError): continue if 0 <= h <= 23: agg[h]["trade_count"] += int(row.get("trade_count") or 0) try: agg[h]["net_pnl"] += float(row.get("net_pnl") or 0) except (TypeError, ValueError): pass return [{"hour": h, "trade_count": agg[h]["trade_count"], "net_pnl": round(agg[h]["net_pnl"], 4)} for h in range(24)] def _build_suggestions(by_symbol: list) -> dict: """ 根据按交易对汇总生成白名单/黑名单建议（仅展示，不自动改策略）。 - 黑名单：净亏且笔数多 → 建议降权或观察 - 白名单：净盈且胜率较高、笔数足够 → 可优先考虑 """ blacklist = [] whitelist = [] for row in by_symbol: sym = row.get("symbol", "") tc = int(row.get("trade_count") or 0) net_pnl = float(row.get("net_pnl") or 0) win_rate = float(row.get("win_rate_pct") or 0) if tc < 2: continue if net_pnl < 0: blacklist.append({ "symbol": sym, "trade_count": tc, "net_pnl": round(net_pnl, 2), "win_rate_pct": round(win_rate, 1), "suggestion": "近期净亏且笔数较多，建议降权或观察后再开仓", }) elif net_pnl > 0 and win_rate >= 50: whitelist.append({ "symbol": sym, "trade_count": tc, "net_pnl": round(net_pnl, 2), "win_rate_pct": round(win_rate, 1), "suggestion": "近期净盈且胜率尚可，可优先考虑", }) return {"blacklist": blacklist, "whitelist": whitelist} @router.get("/trade-stats") async def get_trade_stats( days: int = Query(7, ge=1, le=90), account_id: int = Depends(get_account_id), ): """获取交易统计：最近 N 天按交易对、按小时聚合（来自 trade_stats_daily / trade_stats_time_bucket）。 返回原始 daily/by_hour、按交易对汇总 by_symbol、按小时汇总 hourly_agg、以及白名单/黑名单建议。""" try: daily = TradeStats.get_daily_stats(account_id=account_id, days=days) by_hour = TradeStats.get_hourly_stats(account_id=account_id, days=days) by_symbol = _aggregate_daily_by_symbol(daily) hourly_agg = _aggregate_hourly(by_hour) suggestions = _build_suggestions(by_symbol) return { "days": days, "daily": daily, "by_hour": by_hour, "by_symbol": by_symbol, "hourly_agg": hourly_agg, "suggestions": suggestions, } except Exception as e: logger.exception("get_trade_stats 失败") raise HTTPException(status_code=500, detail=str(e)) @router.get("/performance") async def get_performance_stats( days: int = Query(7, ge=1, le=365), account_id: int = Depends(get_account_id), ): """获取性能统计""" try: # 账户快照 snapshots = AccountSnapshot.get_recent(days, account_id=account_id) # 交易统计（时间范围 + limit 防内存暴增） start_ts = int((datetime.now() - timedelta(days=days)).timestamp()) end_ts = int(datetime.now().timestamp()) trades = Trade.get_all( start_timestamp=start_ts, end_timestamp=end_ts, account_id=account_id, time_filter="exit", limit=10000, ) return { "snapshots": snapshots, "trades": trades, "period": f"Last {days} days" } except Exception as e: raise HTTPException(status_code=500, detail=str(e)) @router.get("/dashboard") async def get_dashboard_data(account_id: int = Depends(get_account_id)): """获取仪表板数据""" logger.info("=" * 60) logger.info(f"获取仪表板数据 - account_id={account_id}") logger.info("=" * 60) try: account_data = None account_error = None # 优先请求币安实时余额；失败时（如 -1003 IP 封禁）再回退到数据库快照 try: from api.routes.account import get_realtime_account_data account_data = await get_realtime_account_data(account_id=account_id) if account_data and account_data.get('total_balance') is not None: logger.info("使用币安实时账户数据") else: account_data = None account_error = "实时余额返回为空" except Exception as live_err: account_error = str(live_err) logger.warning(f"获取实时账户数据失败 (account_id={account_id})，回退到数据库快照: {live_err}") # 实时请求失败或无数据时，使用数据库快照 if not account_data or account_data.get('total_balance') is None: try: snapshots = AccountSnapshot.get_recent(1, account_id=account_id) if snapshots: account_data = { "total_balance": snapshots[0].get('total_balance', 0), "available_balance": snapshots[0].get('available_balance', 0), "total_position_value": snapshots[0].get('total_position_value', 0), "total_pnl": snapshots[0].get('total_pnl', 0), "open_positions": snapshots[0].get('open_positions', 0) } logger.info("使用数据库快照作为账户数据") else: if not account_data: account_data = {} account_data.setdefault("total_balance", 0) account_data.setdefault("available_balance", 0) account_data.setdefault("total_position_value", 0) account_data.setdefault("total_pnl", 0) account_data.setdefault("open_positions", 0) logger.warning("数据库中没有账户快照数据，仪表板显示 0；交易进程会定期写入快照") except Exception as db_error: logger.error(f"从数据库获取账户快照失败: {db_error}") if not account_data: account_data = { "total_balance": 0, "available_balance": 0, "total_position_value": 0, "total_pnl": 0, "open_positions": 0 } # 获取持仓数据：优先「币安实时持仓」（含本系统下的挂单），失败时回退到数据库列表 open_trades = [] positions_error = None try: try: from api.routes.account import fetch_realtime_positions open_trades = await fetch_realtime_positions(account_id) except Exception as fetch_err: logger.warning(f"获取币安实时持仓失败，回退到数据库列表: {fetch_err}") open_trades = [] if not open_trades: db_trades = Trade.get_all(status='open', account_id=account_id, limit=500) for trade in db_trades: entry_value_usdt = float(trade.get('quantity', 0)) * float(trade.get('entry_price', 0)) leverage = float(trade.get('leverage', 1)) pnl = float(trade.get('pnl', 0)) margin = entry_value_usdt / leverage if leverage > 0 else entry_value_usdt pnl_percent = (pnl / margin * 100) if margin > 0 else 0 open_trades.append({ **trade, 'entry_value_usdt': entry_value_usdt, 'mark_price': trade.get('entry_price', 0), 'pnl': pnl, 'pnl_percent': pnl_percent }) try: from api.routes.account import fetch_live_positions_pnl live_list = await fetch_live_positions_pnl(account_id) by_symbol = {p["symbol"]: p for p in live_list} for t in open_trades: sym = t.get("symbol") if sym and sym in by_symbol: lp = by_symbol[sym] t["mark_price"] = lp.get("mark_price", t.get("entry_price")) t["pnl"] = lp.get("pnl", 0) t["pnl_percent"] = lp.get("pnl_percent", 0) except Exception as merge_err: logger.debug(f"合并实时持仓盈亏失败: {merge_err}") logger.info(f"使用数据库记录作为持仓数据: {len(open_trades)} 个持仓") else: logger.info(f"使用币安实时持仓作为列表: {len(open_trades)} 个持仓") except Exception as db_error: logger.error(f"从数据库获取持仓记录失败: {db_error}") # 最近的扫描记录 recent_scans = [] try: recent_scans = MarketScan.get_recent(10) except Exception as e: logger.error(f"获取扫描记录失败: {e}") # 最近的信号 recent_signals = [] try: recent_signals = TradingSignal.get_recent(20) except Exception as e: logger.error(f"获取交易信号失败: {e}") # 计算仓位占比信息 position_stats = None if account_data: try: from database.models import TradingConfig total_balance = float(account_data.get('total_balance', 0)) max_total_position_percent = float(TradingConfig.get_value('MAX_TOTAL_POSITION_PERCENT', 0.30, account_id=account_id)) # 名义仓位（notional）与保证金占用（margin）是两个口径： # - 名义仓位可以 > 100%（高杠杆下非常正常） # - MAX_TOTAL_POSITION_PERCENT 在当前系统语义里是“保证金占用比例” total_notional_value = float(account_data.get('total_position_value', 0)) # 优先使用 account_data 里的 total_margin_value；如果没有则从 open_trades 汇总兜底 total_margin_value = account_data.get('total_margin_value', None) try: total_margin_value = float(total_margin_value) if total_margin_value is not None else None except Exception: total_margin_value = None if total_margin_value is None: total_margin_value = 0.0 for t in open_trades or []: try: mv = t.get("margin_usdt", None) if mv is None: # fallback：名义/杠杆 nv = float(t.get("notional_usdt", 0) or 0) lv = float(t.get("leverage", 0) or 0) if lv <= 0: lv = 1.0 mv = nv / lv total_margin_value += float(mv or 0) except Exception: continue # 当前仓位占比（保证金口径，与你的 MAX_TOTAL_POSITION_PERCENT 对齐） current_margin_percent = (total_margin_value / total_balance * 100) if total_balance > 0 else 0 # 名义占比（仅用于参考） current_notional_percent = (total_notional_value / total_balance * 100) if total_balance > 0 else 0 # 最大允许保证金（USDT） max_margin_value = total_balance * max_total_position_percent position_stats = { # 兼容旧字段：current_position_percent 现在代表“保证金占比” "current_position_percent": round(current_margin_percent, 2), "current_position_percent_type": "margin", "current_notional_percent": round(current_notional_percent, 2), "max_position_percent": round(max_total_position_percent * 100, 2), # 兼容旧字段：max_position_value/total_position_value 现在代表“保证金(USDT)” "max_position_value": round(max_margin_value, 2), "total_balance": round(total_balance, 2), "total_position_value": round(total_margin_value, 2), # 额外信息：名义价值（USDT），用于解释“名义占比可能>100%” "total_notional_value": round(total_notional_value, 2), "total_margin_value": round(total_margin_value, 2), } except Exception as e: logger.warning(f"计算仓位占比信息失败: {e}") # 获取交易配置（用于前端显示止损止盈等参数） trading_config = {} try: from database.models import TradingConfig config_keys = ['STOP_LOSS_PERCENT', 'TAKE_PROFIT_PERCENT', 'LEVERAGE', 'MAX_POSITION_PERCENT'] for key in config_keys: config = TradingConfig.get(key, account_id=account_id) if config: trading_config[key] = { 'value': TradingConfig._convert_value(config['config_value'], config['config_type']), 'type': config['config_type'] } except Exception as e: logger.debug(f"获取交易配置失败: {e}") # 本系统持仓数 = 数据库 status=open 条数，与下方「当前持仓」列表一致；币安持仓数 = 接口/快照中的 open_positions，可能与币安页面一致 open_trades_count = len(open_trades) result = { "account": account_data, "open_trades": open_trades, "open_trades_count": open_trades_count, # 本系统持仓数，与列表条数一致 "recent_scans": recent_scans, "recent_signals": recent_signals, "position_stats": position_stats, "trading_config": trading_config, # 添加交易配置 "_debug": { # 添加调试信息 "account_id": account_id, "account_data_total_balance": account_data.get('total_balance', 'N/A') if account_data else 'N/A', "open_trades_count": open_trades_count, } } # 如果有错误，在响应中包含错误信息（但不影响返回） if account_error or positions_error: result["warnings"] = {} if account_error: result["warnings"]["account"] = account_error if positions_error: result["warnings"]["positions"] = positions_error logger.info(f"返回仪表板数据:") logger.info(f" - account_id: {account_id}") logger.info(f" - total_balance: {account_data.get('total_balance', 'N/A') if account_data else 'N/A'}") logger.info(f" - available_balance: {account_data.get('available_balance', 'N/A') if account_data else 'N/A'}") logger.info(f" - open_trades count: {len(open_trades)}") if open_trades and len(open_trades) > 0: logger.info(f" - 第一个持仓: {open_trades[0].get('symbol', 'N/A')}") logger.info("=" * 60) return result except Exception as e: logger.error(f"获取仪表板数据失败: {e}", exc_info=True) raise HTTPException(status_code=500, detail=f"获取仪表板数据失败: {str(e)}")