364 lines
16 KiB
Python
364 lines
16 KiB
Python
"""
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交易记录API
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"""
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from fastapi import APIRouter, Query, HTTPException
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from typing import Optional
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from datetime import datetime, timedelta
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import sys
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from pathlib import Path
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import logging
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import asyncio
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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 Trade
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router = APIRouter()
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# 在模块级别创建logger（与其他路由文件保持一致）
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logger = logging.getLogger(__name__)
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def get_date_range(period: Optional[str] = None):
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"""
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根据时间段参数返回开始和结束日期
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Args:
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period: 时间段 ('1d', '7d', '30d', 'custom')
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Returns:
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(start_date, end_date) 元组，格式为 'YYYY-MM-DD HH:MM:SS'
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"""
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# 使用当前时间作为结束时间，确保包含最新的单子
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end_date = datetime.now()
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if period == '1d':
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# 最近1天：从今天00:00:00到现在（确保包含今天的所有单子）
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# 这样即使查询时已经是晚上，也能查到今天早上开的单子
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start_date = end_date.replace(hour=0, minute=0, second=0, microsecond=0)
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elif period == '7d':
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# 最近7天：从7天前00:00:00到现在
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start_date = (end_date - timedelta(days=7)).replace(hour=0, minute=0, second=0, microsecond=0)
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elif period == '30d':
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# 最近30天：从30天前00:00:00到现在
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start_date = (end_date - timedelta(days=30)).replace(hour=0, minute=0, second=0, microsecond=0)
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else:
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return None, None
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# 开始时间：使用计算出的开始日期的00:00:00
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start_date_str = start_date.strftime('%Y-%m-%d %H:%M:%S')
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# 结束时间：使用当前时间，确保包含最新单子,北京时间
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# 使用北京时间（东八区）
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from datetime import timezone, timedelta
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beijing_tz = timezone(timedelta(hours=8))
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end_date = datetime.now(beijing_tz)
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end_date_str = end_date.strftime('%Y-%m-%d %H:%M:%S')
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return start_date_str, end_date_str
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@router.get("")
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@router.get("/")
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async def get_trades(
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start_date: Optional[str] = Query(None, description="开始日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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end_date: Optional[str] = Query(None, description="结束日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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period: Optional[str] = Query(None, description="快速时间段筛选: '1d'(最近1天), '7d'(最近7天), '30d'(最近30天)"),
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symbol: Optional[str] = Query(None, description="交易对筛选"),
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trade_type: Optional[str] = Query(None, description="交易类型筛选: 'buy', 'sell'"),
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exit_reason: Optional[str] = Query(None, description="平仓原因筛选: 'stop_loss', 'take_profit', 'trailing_stop', 'manual', 'sync'"),
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status: Optional[str] = Query(None, description="状态筛选: 'open', 'closed', 'cancelled'"),
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limit: int = Query(100, ge=1, le=1000, description="返回记录数限制")
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):
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"""
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获取交易记录
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支持两种筛选方式：
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1. 快速时间段筛选：使用 period 参数 ('1d', '7d', '30d')
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2. 自定义时间段筛选：使用 start_date 和 end_date 参数
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如果同时提供了 period 和 start_date/end_date，period 优先级更高
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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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# 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_date_range(period)
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if period_start and period_end:
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start_date = period_start
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end_date = period_end
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logger.info(f"使用快速时间段筛选: {period} -> {start_date} 至 {end_date}")
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# 格式化日期（如果只提供了日期，添加时间部分）
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if start_date and len(start_date) == 10: # YYYY-MM-DD
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start_date = f"{start_date} 00:00:00"
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if end_date and len(end_date) == 10: # YYYY-MM-DD
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end_date = f"{end_date} 23:59:59"
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trades = Trade.get_all(start_date, end_date, symbol, status, trade_type, exit_reason)
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logger.info(f"查询到 {len(trades)} 条交易记录")
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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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formatted_trade = dict(trade)
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# 将 exit_reason 转换为中文显示
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exit_reason = trade.get('exit_reason', '')
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if exit_reason:
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exit_reason_map = {
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'manual': '手动平仓',
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'stop_loss': '自动平仓（止损）',
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'take_profit': '自动平仓（止盈）',
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'trailing_stop': '自动平仓（移动止损）',
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'sync': '同步平仓'
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}
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formatted_trade['exit_reason_display'] = exit_reason_map.get(exit_reason, exit_reason)
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else:
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formatted_trade['exit_reason_display'] = ''
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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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"trades": formatted_trades,
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"filters": {
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"start_date": start_date,
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"end_date": end_date,
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"period": period,
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"symbol": symbol,
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"status": status
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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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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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raise HTTPException(status_code=500, detail=str(e))
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@router.get("/stats")
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async def get_trade_stats(
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start_date: Optional[str] = Query(None, description="开始日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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end_date: Optional[str] = Query(None, description="结束日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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period: Optional[str] = Query(None, description="快速时间段筛选: '1d', '7d', '30d'"),
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symbol: Optional[str] = Query(None, description="交易对筛选")
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):
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"""获取交易统计"""
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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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# 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_date_range(period)
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if period_start and period_end:
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start_date = period_start
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end_date = period_end
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# 格式化日期
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if start_date and len(start_date) == 10:
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start_date = f"{start_date} 00:00:00"
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if end_date and len(end_date) == 10:
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end_date = f"{end_date} 23:59:59"
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trades = Trade.get_all(start_date, end_date, symbol, None)
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closed_trades = [t for t in trades if t['status'] == 'closed']
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win_trades = [t for t in closed_trades if float(t['pnl']) > 0]
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stats = {
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"total_trades": len(trades),
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"closed_trades": len(closed_trades),
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"open_trades": len(trades) - len(closed_trades),
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"win_trades": len(win_trades),
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"loss_trades": len(closed_trades) - len(win_trades),
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"win_rate": len(win_trades) / len(closed_trades) * 100 if closed_trades else 0,
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"total_pnl": sum(float(t['pnl']) for t in closed_trades),
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"avg_pnl": sum(float(t['pnl']) for t in closed_trades) / len(closed_trades) if closed_trades else 0,
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"filters": {
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"start_date": start_date,
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"end_date": end_date,
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"period": period,
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"symbol": symbol
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}
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}
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logger.info(f"交易统计: 总交易数={stats['total_trades']}, 已平仓={stats['closed_trades']}, 胜率={stats['win_rate']:.2f}%, 总盈亏={stats['total_pnl']:.2f} USDT")
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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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raise HTTPException(status_code=500, detail=str(e))
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@router.post("/sync-binance")
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async def sync_trades_from_binance(
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days: int = Query(7, ge=1, le=30, description="同步最近N天的订单")
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):
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"""
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从币安同步历史订单，确保数据库与币安一致
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Args:
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days: 同步最近N天的订单（默认7天）
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"""
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try:
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logger.info(f"开始从币安同步历史订单（最近{days}天）...")
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# 导入必要的模块
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trading_system_path = project_root / 'trading_system'
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if not trading_system_path.exists():
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alternative_path = project_root / 'backend' / 'trading_system'
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if alternative_path.exists():
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trading_system_path = alternative_path
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else:
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raise HTTPException(status_code=500, detail="交易系统模块不存在")
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sys.path.insert(0, str(trading_system_path))
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sys.path.insert(0, str(project_root))
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from binance_client import BinanceClient
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import config
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# 初始化客户端
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client = BinanceClient(
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api_key=config.BINANCE_API_KEY,
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api_secret=config.BINANCE_API_SECRET,
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testnet=config.USE_TESTNET
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)
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await client.connect()
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try:
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import time
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from datetime import datetime, timedelta
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# 计算时间范围
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end_time = int(time.time() * 1000) # 当前时间（毫秒）
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start_time = int((datetime.now() - timedelta(days=days)).timestamp() * 1000)
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# 获取所有已成交的订单（包括开仓和平仓）
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all_orders = []
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try:
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# 获取所有交易对的订单
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# 注意：币安API可能需要分交易对查询，这里先获取所有交易对
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symbols = await client.client.futures_exchange_info()
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symbol_list = [s['symbol'] for s in symbols.get('symbols', []) if s.get('contractType') == 'PERPETUAL']
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logger.info(f"开始同步 {len(symbol_list)} 个交易对的订单...")
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for symbol in symbol_list:
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try:
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# 获取该交易对的历史订单
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orders = await client.client.futures_get_all_orders(
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symbol=symbol,
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startTime=start_time,
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endTime=end_time
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)
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# 只保留已成交的订单
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filled_orders = [o for o in orders if o.get('status') == 'FILLED']
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all_orders.extend(filled_orders)
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# 避免请求过快
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await asyncio.sleep(0.1)
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except Exception as e:
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logger.debug(f"获取 {symbol} 订单失败: {e}")
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continue
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logger.info(f"从币安获取到 {len(all_orders)} 个已成交订单")
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except Exception as e:
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logger.error(f"获取币安订单失败: {e}")
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raise HTTPException(status_code=500, detail=f"获取币安订单失败: {str(e)}")
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# 同步订单到数据库
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synced_count = 0
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updated_count = 0
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# 按时间排序，从旧到新
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all_orders.sort(key=lambda x: x.get('time', 0))
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for order in all_orders:
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symbol = order.get('symbol')
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order_id = order.get('orderId')
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side = order.get('side')
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quantity = float(order.get('executedQty', 0))
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avg_price = float(order.get('avgPrice', 0))
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order_time = datetime.fromtimestamp(order.get('time', 0) / 1000)
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reduce_only = order.get('reduceOnly', False)
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if quantity <= 0 or avg_price <= 0:
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continue
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try:
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if reduce_only:
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# 这是平仓订单
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# 首先检查是否已经通过订单号同步过（避免重复）
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existing_trade = Trade.get_by_exit_order_id(order_id)
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if existing_trade:
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logger.debug(f"订单 {order_id} 已同步过，跳过")
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continue
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# 查找数据库中该交易对的open状态记录
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open_trades = Trade.get_by_symbol(symbol, status='open')
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if open_trades:
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# 找到匹配的交易记录（通过symbol匹配，如果有多个则取最近的）
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trade = open_trades[0] # 取第一个
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trade_id = trade['id']
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# 计算盈亏
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entry_price = float(trade['entry_price'])
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entry_quantity = float(trade['quantity'])
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# 使用实际成交数量（可能部分平仓）
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actual_quantity = min(quantity, entry_quantity)
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if trade['side'] == 'BUY':
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pnl = (avg_price - entry_price) * actual_quantity
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pnl_percent = ((avg_price - entry_price) / entry_price) * 100
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else: # SELL
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pnl = (entry_price - avg_price) * actual_quantity
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pnl_percent = ((entry_price - avg_price) / entry_price) * 100
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# 更新数据库（包含订单号）
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=avg_price,
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exit_reason='sync',
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pnl=pnl,
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pnl_percent=pnl_percent,
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exit_order_id=order_id # 保存订单号，确保唯一性
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)
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updated_count += 1
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logger.debug(f"✓ 更新平仓记录: {symbol} (ID: {trade_id}, 订单号: {order_id}, 成交价: {avg_price:.4f})")
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else:
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# 这是开仓订单，检查数据库中是否已存在（通过订单号）
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existing_trade = Trade.get_by_entry_order_id(order_id)
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if not existing_trade:
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# 如果不存在，可以创建新记录（但需要更多信息，暂时跳过）
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logger.debug(f"发现新的开仓订单 {order_id}，但缺少必要信息，跳过创建")
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else:
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logger.debug(f"开仓订单 {order_id} 已存在，跳过")
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except Exception as e:
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logger.warning(f"同步订单失败 {symbol} (订单ID: {order_id}): {e}")
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continue
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result = {
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"success": True,
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"message": f"同步完成：更新了 {updated_count} 条平仓记录（基于订单号匹配，确保唯一性）",
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"total_orders": len(all_orders),
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"updated_trades": updated_count,
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"close_orders": len([o for o in all_orders if o.get('reduceOnly', False)]),
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"open_orders": len([o for o in all_orders if not o.get('reduceOnly', False)])
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}
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logger.info(f"✓ 同步完成：处理了 {len(all_orders)} 个订单，更新了 {updated_count} 条记录")
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return result
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finally:
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await client.disconnect()
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except HTTPException:
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raise
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except Exception as e:
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logger.error(f"同步币安订单失败: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"同步币安订单失败: {str(e)}")
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