Rebuild position history from Binance fills
Sync account fills into a new trading_fills table every 60s and reconstruct closed positions from them, so positions opened outside the program are included and external closes get an exit price. Positions link to plans by order id. The history drawer gains symbol, close-date, outcome and source filters, a summary bar and pagination.
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@@ -1,10 +1,9 @@
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"""模拟盘页：引擎状态、启停、交易币种、时间线。账户和持仓来自 trader 进程写入 Redis 的快照"""
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import json
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from collections import defaultdict
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from datetime import datetime, timedelta
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from decimal import Decimal
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from typing import Annotated
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from typing import Annotated, Literal
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from fastapi import APIRouter, Depends, HTTPException, Query, status
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from pydantic import BaseModel, Field
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@@ -18,8 +17,9 @@ from alphapulse.api.market import call_binance, client as market_client
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from alphapulse.core.auth import require_admin
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from alphapulse.core.db import get_session
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from alphapulse.core.redis import KEY_PREFIX, redis
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from alphapulse.models import AiProvider, TradingAccount, TradingAnalysis, TradingEvent, TradingOrder, TradingSymbol
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from alphapulse.models import AiProvider, TradingAccount, TradingAnalysis, TradingEvent, TradingFill, TradingOrder, TradingSymbol
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from alphapulse.trading.client import OWN_CLIENT_ID, ExchangeError, public_get
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from alphapulse.trading.positions import build_positions
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from alphapulse.trading.plan import DAILY_ANALYSIS_LIMIT
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from alphapulse.trading.snapshot import read_snapshot
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@@ -142,21 +142,35 @@ class EventOut(BaseModel):
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data: dict | None
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class PositionHistoryOut(BaseModel):
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analysis_id: int
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class PositionHistoryItem(BaseModel):
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symbol: str
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direction: str
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opened_at: datetime
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closed_at: datetime
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close_reason: str
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# 本计划的入场成交。计划 3.1 之前，替换计划时持仓会交给新计划接管（如 #8），这类旧记录没有自己的入场成交，这两项为空
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quantity: Decimal | None
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entry_price: Decimal | None
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# 止盈、止损、市价平仓的成交均价；外部平仓（如网页手动平仓）没有成交记录，为空
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exit_price: Decimal | None
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quantity: Decimal
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entry_price: Decimal
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exit_price: Decimal
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realized_pnl: Decimal
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commission: Decimal
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net: Decimal
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# program：成交里有程序计划的订单；manual：在币安网页等程序外开的仓
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source: str
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analysis_id: int | None
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close_reason: str | None
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class PositionSummary(BaseModel):
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count: int
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wins: int
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net: Decimal
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commission: Decimal
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class PositionHistoryPage(BaseModel):
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# 按筛选条件统计全部仓位，不只是当前页
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summary: PositionSummary
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total: int
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items: list[PositionHistoryItem]
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async def get_account(session: AsyncSession) -> TradingAccount:
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@@ -345,41 +359,56 @@ async def list_events(
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return [EventOut.model_validate(e, from_attributes=True) for e in await session.scalars(query)]
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def average_fill(rows: list[TradingOrder]) -> tuple[Decimal, Decimal] | None:
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"""成交数量与按量加权的均价；没有成交时为空"""
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qty = sum((r.filled_qty for r in rows), Decimal(0))
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if not qty:
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return None
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return qty, sum((r.filled_qty * r.avg_price for r in rows), Decimal(0)) / qty
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@router.get("/positions/history")
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async def list_position_history(
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session: Annotated[AsyncSession, Depends(get_session)],
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before: int | None = None,
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symbol: str | None = None,
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start: datetime | None = None,
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end: datetime | None = None,
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outcome: Literal["profit", "loss"] | None = None,
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source: Literal["program", "manual"] | None = None,
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page: Annotated[int, Query(ge=1)] = 1,
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limit: Annotated[int, Query(ge=1, le=200)] = 50,
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) -> list[PositionHistoryOut]:
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"""已平仓的计划（入场成交过、持仓已归零），按计划 id 倒序分页；closed 的计划一定有 first_fill_at 和 result"""
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query = select(TradingAnalysis).where(TradingAnalysis.plan_status == "closed").order_by(TradingAnalysis.id.desc()).limit(limit)
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if before:
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query = query.where(TradingAnalysis.id < before)
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plans = list(await session.scalars(query))
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fills: dict[int, list[TradingOrder]] = defaultdict(list)
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for order in await session.scalars(
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select(TradingOrder).where(TradingOrder.analysis_id.in_([p.id for p in plans]), TradingOrder.filled_qty > 0)
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):
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fills[order.analysis_id].append(order)
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) -> PositionHistoryPage:
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"""由币安成交记录还原的已平仓仓位，按平仓时间倒序；start/end 按平仓时间筛选。
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个人账户成交量小，每次全量还原后在内存里筛选、统计、分页"""
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fills = list(await session.scalars(select(TradingFill).order_by(TradingFill.symbol, TradingFill.time, TradingFill.trade_id)))
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# 程序下的普通单记录了 orderId；条件单（止损）触发后的订单号没有记录，靠同一仓位里的其他订单关联
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order_plans = dict((await session.execute(
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select(TradingOrder.exchange_id, TradingOrder.analysis_id)
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.where(TradingOrder.is_algo.is_(False), TradingOrder.exchange_id.is_not(None), TradingOrder.analysis_id.is_not(None))
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)).tuples().all())
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plans = {a.id: a for a in await session.scalars(
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select(TradingAnalysis).where(TradingAnalysis.id.in_(set(order_plans.values())))
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)}
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items = []
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for plan in plans:
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entry = average_fill([o for o in fills[plan.id] if o.purpose == "entry"])
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exit_fill = average_fill([o for o in fills[plan.id] if o.purpose != "entry"])
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items.append(PositionHistoryOut(
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analysis_id=plan.id, symbol=plan.symbol, direction=plan.sizing["direction"],
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opened_at=plan.first_fill_at, closed_at=plan.closed_at, close_reason=plan.close_reason,
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quantity=entry[0] if entry else None, entry_price=entry[1] if entry else None,
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exit_price=exit_fill[1] if exit_fill else None, **plan.result,
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for position in build_positions(fills):
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linked = [plans[order_plans[str(o)]] for o in position.order_ids if str(o) in order_plans]
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# 早期替换计划时持仓会交给新计划接管，优先取最终平仓的那个计划
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plan = max(linked, key=lambda a: (a.plan_status == "closed", a.id)) if linked else None
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items.append(PositionHistoryItem(
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symbol=position.symbol, direction=position.direction, opened_at=position.opened_at, closed_at=position.closed_at,
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quantity=position.quantity, entry_price=position.entry_price, exit_price=position.exit_price,
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realized_pnl=position.realized_pnl, commission=position.commission, net=position.net,
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source="program" if plan else "manual", analysis_id=plan.id if plan else None, close_reason=plan.close_reason if plan else None,
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))
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return items
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items = [
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i for i in items
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if (symbol is None or i.symbol == symbol) and (start is None or i.closed_at >= start) and (end is None or i.closed_at < end)
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and (outcome is None or (i.net > 0 if outcome == "profit" else i.net < 0)) and (source is None or i.source == source)
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]
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items.sort(key=lambda i: i.closed_at, reverse=True)
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summary = PositionSummary(
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count=len(items), wins=sum(1 for i in items if i.net > 0),
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net=sum((i.net for i in items), Decimal(0)), commission=sum((i.commission for i in items), Decimal(0)),
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)
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return PositionHistoryPage(summary=summary, total=len(items), items=items[(page - 1) * limit:page * limit])
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@router.get("/positions/history/symbols")
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async def list_position_history_symbols(session: Annotated[AsyncSession, Depends(get_session)]) -> list[str]:
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"""有过成交的币，供历史仓位筛选"""
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return list(await session.scalars(select(TradingFill.symbol).distinct().order_by(TradingFill.symbol)))
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@router.post("/symbols/{symbol}/analyze", status_code=status.HTTP_202_ACCEPTED)
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