dfe29d70dc
在后端新增了交易统计API，支持获取最近N天的交易数据，包括按交易对和按小时的聚合统计。同时，前端组件StatsDashboard更新，展示交易统计信息，包括净盈亏、胜率及策略建议。此改动旨在提升交易数据分析能力，帮助用户更好地理解交易表现。
443 lines
20 KiB
Python
443 lines
20 KiB
Python
"""
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统计分析API
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"""
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from fastapi import APIRouter, Query, Header, Depends
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import sys
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from pathlib import Path
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from datetime import datetime, timedelta
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import logging
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project_root = Path(__file__).parent.parent.parent.parent
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sys.path.insert(0, str(project_root))
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sys.path.insert(0, str(project_root / 'backend'))
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from database.models import AccountSnapshot, Trade, MarketScan, TradingSignal, Account, TradeStats
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from fastapi import HTTPException
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from api.auth_deps import get_account_id, get_admin_user
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from typing import Dict, Any
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logger = logging.getLogger(__name__)
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router = APIRouter()
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@router.get("/admin/dashboard")
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async def get_admin_dashboard_stats(user: Dict[str, Any] = Depends(get_admin_user)):
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"""获取管理员仪表板数据（所有用户统计）"""
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try:
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accounts = Account.list_all()
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stats = []
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total_assets = 0
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total_pnl = 0
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active_accounts = 0
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for acc in accounts:
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aid = acc['id']
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# 获取最新快照
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snapshots = AccountSnapshot.get_recent(1, account_id=aid)
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acc_stat = {
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"id": aid,
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"name": acc['name'],
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"status": acc['status'],
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"total_balance": 0,
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"total_pnl": 0,
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"open_positions": 0
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}
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if snapshots:
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snap = snapshots[0]
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acc_stat["total_balance"] = snap.get('total_balance', 0)
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acc_stat["total_pnl"] = snap.get('total_pnl', 0)
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acc_stat["open_positions"] = snap.get('open_positions', 0)
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total_assets += float(acc_stat["total_balance"])
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total_pnl += float(acc_stat["total_pnl"])
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if acc['status'] == 'active':
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active_accounts += 1
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stats.append(acc_stat)
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return {
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"summary": {
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"total_accounts": len(accounts),
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"active_accounts": active_accounts,
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"total_assets_usdt": total_assets,
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"total_pnl_usdt": total_pnl
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},
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"accounts": stats
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}
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except Exception as e:
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logger.error(f"获取管理员仪表板数据失败: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=str(e))
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def _aggregate_daily_by_symbol(daily: list) -> list:
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"""将 daily（按 date+symbol）聚合成按 symbol 的汇总。"""
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from collections import defaultdict
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agg = defaultdict(lambda: {"trade_count": 0, "win_count": 0, "loss_count": 0, "net_pnl": 0.0})
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for row in daily:
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sym = (row.get("symbol") or "").strip()
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if not sym:
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continue
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agg[sym]["trade_count"] += int(row.get("trade_count") or 0)
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agg[sym]["win_count"] += int(row.get("win_count") or 0)
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agg[sym]["loss_count"] += int(row.get("loss_count") or 0)
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try:
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agg[sym]["net_pnl"] += float(row.get("net_pnl") or 0)
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except (TypeError, ValueError):
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pass
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out = []
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for symbol, v in agg.items():
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tc = v["trade_count"]
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win_rate = (100.0 * v["win_count"] / tc) if tc > 0 else 0.0
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out.append({
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"symbol": symbol,
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"trade_count": tc,
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"win_count": v["win_count"],
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"loss_count": v["loss_count"],
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"net_pnl": round(v["net_pnl"], 4),
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"win_rate_pct": round(win_rate, 1),
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})
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return sorted(out, key=lambda x: (-x["net_pnl"], -x["trade_count"]))
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def _aggregate_hourly(by_hour: list) -> list:
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"""将 by_hour（按 date+hour）聚合成按 hour 0-23 的汇总。"""
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from collections import defaultdict
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agg = defaultdict(lambda: {"trade_count": 0, "net_pnl": 0.0})
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for row in by_hour:
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h = row.get("hour")
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if h is None:
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continue
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try:
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h = int(h)
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except (TypeError, ValueError):
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continue
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if 0 <= h <= 23:
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agg[h]["trade_count"] += int(row.get("trade_count") or 0)
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try:
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agg[h]["net_pnl"] += float(row.get("net_pnl") or 0)
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except (TypeError, ValueError):
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pass
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return [{"hour": h, "trade_count": agg[h]["trade_count"], "net_pnl": round(agg[h]["net_pnl"], 4)} for h in range(24)]
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def _build_suggestions(by_symbol: list) -> dict:
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"""
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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）。
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- 黑名单：净亏且笔数多 → 建议降权或观察
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- 白名单：净盈且胜率较高、笔数足够 → 可优先考虑
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"""
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blacklist = []
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whitelist = []
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for row in by_symbol:
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sym = row.get("symbol", "")
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tc = int(row.get("trade_count") or 0)
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net_pnl = float(row.get("net_pnl") or 0)
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win_rate = float(row.get("win_rate_pct") or 0)
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if tc < 2:
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continue
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if net_pnl < 0:
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blacklist.append({
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"symbol": sym,
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"trade_count": tc,
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"net_pnl": round(net_pnl, 2),
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"win_rate_pct": round(win_rate, 1),
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"suggestion": "近期净亏且笔数较多，建议降权或观察后再开仓",
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})
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elif net_pnl > 0 and win_rate >= 50:
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whitelist.append({
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"symbol": sym,
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"trade_count": tc,
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"net_pnl": round(net_pnl, 2),
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"win_rate_pct": round(win_rate, 1),
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"suggestion": "近期净盈且胜率尚可，可优先考虑",
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})
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return {"blacklist": blacklist, "whitelist": whitelist}
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@router.get("/trade-stats")
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async def get_trade_stats(
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days: int = Query(7, ge=1, le=90),
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account_id: int = Depends(get_account_id),
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):
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"""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）。
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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。"""
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try:
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daily = TradeStats.get_daily_stats(account_id=account_id, days=days)
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by_hour = TradeStats.get_hourly_stats(account_id=account_id, days=days)
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by_symbol = _aggregate_daily_by_symbol(daily)
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hourly_agg = _aggregate_hourly(by_hour)
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suggestions = _build_suggestions(by_symbol)
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return {
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"days": days,
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"daily": daily,
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"by_hour": by_hour,
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"by_symbol": by_symbol,
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"hourly_agg": hourly_agg,
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"suggestions": suggestions,
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}
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except Exception as e:
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logger.exception("get_trade_stats 失败")
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raise HTTPException(status_code=500, detail=str(e))
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@router.get("/performance")
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async def get_performance_stats(
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days: int = Query(7, ge=1, le=365),
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account_id: int = Depends(get_account_id),
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):
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"""获取性能统计"""
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try:
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# 账户快照
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snapshots = AccountSnapshot.get_recent(days, account_id=account_id)
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# 交易统计（时间范围 + limit 防内存暴增）
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start_ts = int((datetime.now() - timedelta(days=days)).timestamp())
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end_ts = int(datetime.now().timestamp())
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trades = Trade.get_all(
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start_timestamp=start_ts,
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end_timestamp=end_ts,
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account_id=account_id,
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time_filter="exit",
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limit=10000,
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)
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return {
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"snapshots": snapshots,
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"trades": trades,
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"period": f"Last {days} days"
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}
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except Exception as e:
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raise HTTPException(status_code=500, detail=str(e))
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@router.get("/dashboard")
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async def get_dashboard_data(account_id: int = Depends(get_account_id)):
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"""获取仪表板数据"""
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logger.info("=" * 60)
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logger.info(f"获取仪表板数据 - account_id={account_id}")
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logger.info("=" * 60)
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try:
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account_data = None
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account_error = None
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# 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
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try:
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from api.routes.account import get_realtime_account_data
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account_data = await get_realtime_account_data(account_id=account_id)
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if account_data and account_data.get('total_balance') is not None:
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logger.info("使用币安实时账户数据")
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else:
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account_data = None
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account_error = "实时余额返回为空"
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except Exception as live_err:
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account_error = str(live_err)
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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}")
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# 实时请求失败或无数据时，使用数据库快照
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if not account_data or account_data.get('total_balance') is None:
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try:
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snapshots = AccountSnapshot.get_recent(1, account_id=account_id)
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if snapshots:
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account_data = {
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"total_balance": snapshots[0].get('total_balance', 0),
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"available_balance": snapshots[0].get('available_balance', 0),
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"total_position_value": snapshots[0].get('total_position_value', 0),
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"total_pnl": snapshots[0].get('total_pnl', 0),
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"open_positions": snapshots[0].get('open_positions', 0)
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}
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logger.info("使用数据库快照作为账户数据")
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else:
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if not account_data:
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account_data = {}
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account_data.setdefault("total_balance", 0)
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account_data.setdefault("available_balance", 0)
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account_data.setdefault("total_position_value", 0)
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account_data.setdefault("total_pnl", 0)
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account_data.setdefault("open_positions", 0)
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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")
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except Exception as db_error:
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logger.error(f"从数据库获取账户快照失败: {db_error}")
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if not account_data:
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account_data = {
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"total_balance": 0,
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"available_balance": 0,
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"total_position_value": 0,
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"total_pnl": 0,
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"open_positions": 0
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}
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# 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
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open_trades = []
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positions_error = None
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try:
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try:
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from api.routes.account import fetch_realtime_positions
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open_trades = await fetch_realtime_positions(account_id)
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except Exception as fetch_err:
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logger.warning(f"获取币安实时持仓失败，回退到数据库列表: {fetch_err}")
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open_trades = []
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if not open_trades:
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db_trades = Trade.get_all(status='open', account_id=account_id, limit=500)
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for trade in db_trades:
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entry_value_usdt = float(trade.get('quantity', 0)) * float(trade.get('entry_price', 0))
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leverage = float(trade.get('leverage', 1))
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pnl = float(trade.get('pnl', 0))
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margin = entry_value_usdt / leverage if leverage > 0 else entry_value_usdt
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pnl_percent = (pnl / margin * 100) if margin > 0 else 0
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open_trades.append({
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**trade,
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'entry_value_usdt': entry_value_usdt,
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'mark_price': trade.get('entry_price', 0),
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'pnl': pnl,
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'pnl_percent': pnl_percent
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})
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try:
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from api.routes.account import fetch_live_positions_pnl
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live_list = await fetch_live_positions_pnl(account_id)
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by_symbol = {p["symbol"]: p for p in live_list}
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for t in open_trades:
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sym = t.get("symbol")
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if sym and sym in by_symbol:
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lp = by_symbol[sym]
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t["mark_price"] = lp.get("mark_price", t.get("entry_price"))
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t["pnl"] = lp.get("pnl", 0)
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t["pnl_percent"] = lp.get("pnl_percent", 0)
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except Exception as merge_err:
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logger.debug(f"合并实时持仓盈亏失败: {merge_err}")
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logger.info(f"使用数据库记录作为持仓数据: {len(open_trades)} 个持仓")
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else:
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logger.info(f"使用币安实时持仓作为列表: {len(open_trades)} 个持仓")
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except Exception as db_error:
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logger.error(f"从数据库获取持仓记录失败: {db_error}")
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# 最近的扫描记录
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recent_scans = []
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try:
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recent_scans = MarketScan.get_recent(10)
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except Exception as e:
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logger.error(f"获取扫描记录失败: {e}")
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# 最近的信号
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recent_signals = []
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try:
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recent_signals = TradingSignal.get_recent(20)
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except Exception as e:
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logger.error(f"获取交易信号失败: {e}")
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# 计算仓位占比信息
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position_stats = None
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if account_data:
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try:
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from database.models import TradingConfig
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total_balance = float(account_data.get('total_balance', 0))
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max_total_position_percent = float(TradingConfig.get_value('MAX_TOTAL_POSITION_PERCENT', 0.30, account_id=account_id))
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# 名义仓位（notional）与保证金占用（margin）是两个口径：
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# - 名义仓位可以 > 100%（高杠杆下非常正常）
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# - MAX_TOTAL_POSITION_PERCENT 在当前系统语义里是“保证金占用比例”
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total_notional_value = float(account_data.get('total_position_value', 0))
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# 优先使用 account_data 里的 total_margin_value；如果没有则从 open_trades 汇总兜底
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total_margin_value = account_data.get('total_margin_value', None)
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try:
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total_margin_value = float(total_margin_value) if total_margin_value is not None else None
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except Exception:
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total_margin_value = None
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if total_margin_value is None:
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total_margin_value = 0.0
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for t in open_trades or []:
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try:
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mv = t.get("margin_usdt", None)
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if mv is None:
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# fallback：名义/杠杆
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nv = float(t.get("notional_usdt", 0) or 0)
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lv = float(t.get("leverage", 0) or 0)
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if lv <= 0:
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lv = 1.0
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mv = nv / lv
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total_margin_value += float(mv or 0)
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except Exception:
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continue
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# 当前仓位占比（保证金口径，与你的 MAX_TOTAL_POSITION_PERCENT 对齐）
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current_margin_percent = (total_margin_value / total_balance * 100) if total_balance > 0 else 0
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# 名义占比（仅用于参考）
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current_notional_percent = (total_notional_value / total_balance * 100) if total_balance > 0 else 0
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# 最大允许保证金（USDT）
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max_margin_value = total_balance * max_total_position_percent
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position_stats = {
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# 兼容旧字段：current_position_percent 现在代表“保证金占比”
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"current_position_percent": round(current_margin_percent, 2),
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"current_position_percent_type": "margin",
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"current_notional_percent": round(current_notional_percent, 2),
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"max_position_percent": round(max_total_position_percent * 100, 2),
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# 兼容旧字段：max_position_value/total_position_value 现在代表“保证金(USDT)”
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"max_position_value": round(max_margin_value, 2),
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"total_balance": round(total_balance, 2),
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"total_position_value": round(total_margin_value, 2),
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# 额外信息：名义价值（USDT），用于解释“名义占比可能>100%”
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"total_notional_value": round(total_notional_value, 2),
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"total_margin_value": round(total_margin_value, 2),
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}
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except Exception as e:
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logger.warning(f"计算仓位占比信息失败: {e}")
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# 获取交易配置（用于前端显示止损止盈等参数）
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trading_config = {}
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try:
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from database.models import TradingConfig
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config_keys = ['STOP_LOSS_PERCENT', 'TAKE_PROFIT_PERCENT', 'LEVERAGE', 'MAX_POSITION_PERCENT']
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for key in config_keys:
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config = TradingConfig.get(key, account_id=account_id)
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if config:
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trading_config[key] = {
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'value': TradingConfig._convert_value(config['config_value'], config['config_type']),
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'type': config['config_type']
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}
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except Exception as e:
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logger.debug(f"获取交易配置失败: {e}")
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# 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
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open_trades_count = len(open_trades)
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result = {
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"account": account_data,
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"open_trades": open_trades,
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"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)}")
|