274 lines
13 KiB
Python
274 lines
13 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
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from fastapi import HTTPException
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from api.auth_deps import get_account_id
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logger = logging.getLogger(__name__)
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router = APIRouter()
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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
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start_date = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
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trades = Trade.get_all(start_date=start_date, account_id=account_id)
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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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try:
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account_data = None
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account_error = None
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# 优先尝试获取实时账户数据
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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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logger.info("成功获取实时账户数据")
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except HTTPException as e:
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# HTTPException 需要特殊处理，提取错误信息
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account_error = e.detail
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logger.warning(f"获取实时账户数据失败 (HTTP {e.status_code}): {account_error}")
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# 回退到数据库快照
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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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logger.warning("数据库中没有账户快照数据")
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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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except Exception as e:
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account_error = str(e)
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logger.warning(f"获取实时账户数据失败: {account_error}", exc_info=True)
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# 回退到数据库快照
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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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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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# 获取持仓数据（优先实时，回退到数据库）
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open_trades = []
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positions_error = None
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try:
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from api.routes.account import get_realtime_positions
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positions = await get_realtime_positions(account_id=account_id)
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# 转换为前端需要的格式
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open_trades = positions
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logger.info(f"成功获取实时持仓数据: {len(open_trades)} 个持仓")
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except HTTPException as e:
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positions_error = e.detail
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logger.warning(f"获取实时持仓失败 (HTTP {e.status_code}): {positions_error}")
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# 回退到数据库记录
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try:
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db_trades = Trade.get_all(status='open', account_id=account_id)[:10]
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# 格式化数据库记录，添加 entry_value_usdt 字段
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open_trades = []
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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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# 数据库中的pnl_percent是价格涨跌幅，需要转换为收益率
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# 收益率 = 盈亏 / 保证金
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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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formatted_trade = {
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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), # 数据库中没有标记价，使用入场价
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'pnl': pnl,
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'pnl_percent': pnl_percent # 使用重新计算的收益率
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}
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open_trades.append(formatted_trade)
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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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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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except Exception as e:
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positions_error = str(e)
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logger.warning(f"获取实时持仓失败: {positions_error}", exc_info=True)
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# 回退到数据库记录
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try:
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db_trades = Trade.get_all(status='open')[:10]
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# 格式化数据库记录，添加 entry_value_usdt 字段
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open_trades = []
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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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# 数据库中的pnl_percent是价格涨跌幅，需要转换为收益率
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# 收益率 = 盈亏 / 保证金
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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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formatted_trade = {
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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), # 数据库中没有标记价，使用入场价
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'pnl': pnl,
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'pnl_percent': pnl_percent # 使用重新计算的收益率
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}
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open_trades.append(formatted_trade)
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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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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))
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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)
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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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result = {
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"account": account_data,
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"open_trades": open_trades,
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"recent_scans": recent_scans,
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"recent_signals": recent_signals,
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"position_stats": position_stats,
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"trading_config": trading_config # 添加交易配置
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}
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# 如果有错误，在响应中包含错误信息（但不影响返回）
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if account_error or positions_error:
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result["warnings"] = {}
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if account_error:
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result["warnings"]["account"] = account_error
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if positions_error:
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result["warnings"]["positions"] = positions_error
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return result
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except Exception as e:
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logger.error(f"获取仪表板数据失败: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"获取仪表板数据失败: {str(e)}")
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