feat: 资金费率结算追踪 + 平仓PnL用真实手续费

资金费率追踪(position_sync.py):
- 每8小时结算窗口(UTC 0/8/16后5分钟内)查询币安income API
- 按symbol汇总FUNDING_FEE，累加到live_trades.funding_fee_usdt
- 只查最近30分钟内的记录，防止重复计入

平仓PnL改进:
- 从币安userTrades获取真实commission手续费(不再估算)
- PnL拆解: net = gross - fee_r - funding_r
- fee_usdt写入DB
- 日志输出完整拆解: gross/fee/funding/net

backend/position_sync.py

@@ -41,6 +41,7 @@ CHECK_INTERVAL = 30  # 对账间隔(秒)
 SL_REHANG_DELAYS = [0, 3]  # SL补挂重试延迟(秒)
 MAX_REHANG_RETRIES = 2
 MISMATCH_ESCALATION_SEC = 60  # 差异持续超过此秒数升级告警
+RISK_PER_TRADE_USD = float(os.getenv("RISK_PER_TRADE_USD", "2"))  # $2=1R
 
 SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
 
@@ -152,7 +153,7 @@ def get_local_positions(conn):
     cur = conn.cursor()
     cur.execute("""
         SELECT id, symbol, strategy, direction, entry_price, sl_price, tp1_price, tp2_price,
-               tp1_hit, status, risk_distance, binance_order_id
+               tp1_hit, status, risk_distance, binance_order_id, entry_ts
         FROM live_trades
         WHERE status IN ('active', 'tp1_hit')
         ORDER BY entry_ts DESC
@@ -163,6 +164,7 @@ def get_local_positions(conn):
             "id": row[0], "symbol": row[1], "strategy": row[2], "direction": row[3],
             "entry_price": row[4], "sl_price": row[5], "tp1_price": row[6], "tp2_price": row[7],
             "tp1_hit": row[8], "status": row[9], "risk_distance": row[10],
+            "binance_order_id": row[11], "entry_ts": row[12],
             "binance_order_id": row[11],
         })
     return positions
@@ -413,29 +415,49 @@ async def check_closed_positions(session, conn):
             status = "unknown"
             exit_price = lp["entry_price"]  # fallback
 
-            # 尝试从最近交易记录获取
+            # 尝试从最近交易记录获取成交价和手续费
             trades_data, trades_status = await binance_request(session, "GET", "/fapi/v1/userTrades", {
-                "symbol": symbol, "limit": 5
+                "symbol": symbol, "limit": 20
             })
+            actual_fee_usdt = 0
             if trades_status == 200 and isinstance(trades_data, list) and trades_data:
+                # 取最近的平仓成交（reduceOnly或最后几笔）
                 last_trade = trades_data[-1]
                 exit_price = float(last_trade.get("price", exit_price))
+                # 汇总最近相关成交的手续费（开仓+平仓）
+                entry_ts = lp.get("entry_ts", 0)
+                for t in trades_data:
+                    t_time = int(t.get("time", 0))
+                    if t_time >= entry_ts - 5000:  # 开仓前5秒到现在的所有成交
+                        actual_fee_usdt += abs(float(t.get("commission", 0)))
 
-            # 计算pnl
+            # 计算pnl — gross(不含费)
             if lp["direction"] == "LONG":
-                raw_pnl_r = (exit_price - lp["entry_price"]) / rd
+                gross_pnl_r = (exit_price - lp["entry_price"]) / rd
             else:
-                raw_pnl_r = (lp["entry_price"] - exit_price) / rd
+                gross_pnl_r = (lp["entry_price"] - exit_price) / rd
 
             if lp["tp1_hit"]:
                 tp1_r = abs(lp["tp1_price"] - lp["entry_price"]) / rd
-                pnl_r = 0.5 * tp1_r + 0.5 * raw_pnl_r
+                gross_pnl_r = 0.5 * tp1_r + 0.5 * gross_pnl_r
-            else:
-                pnl_r = raw_pnl_r
 
-            # 扣手续费
+            # 手续费(R) — 用实际成交手续费
+            if actual_fee_usdt > 0:
+                fee_r = actual_fee_usdt / (RISK_PER_TRADE_USD if RISK_PER_TRADE_USD > 0 else rd)
+            else:
+                # fallback: 按0.1%估算(开+平各0.05%)
                 fee_r = 0.001 * lp["entry_price"] / rd
-            pnl_r -= fee_r
+
+            # funding费(R)
+            funding_usdt = 0
+            cur.execute("SELECT COALESCE(funding_fee_usdt, 0) FROM live_trades WHERE id = %s", (lp["id"],))
+            fr_row = cur.fetchone()
+            if fr_row:
+                funding_usdt = fr_row[0]
+            funding_r = abs(funding_usdt) / (RISK_PER_TRADE_USD if RISK_PER_TRADE_USD > 0 else rd) if funding_usdt < 0 else 0
+
+            # 净PnL = gross - fee - funding_cost
+            pnl_r = gross_pnl_r - fee_r - funding_r
 
             # 判断状态
             if pnl_r > 0.5:
@@ -448,12 +470,103 @@ async def check_closed_positions(session, conn):
                 status = "closed"
 
             cur.execute("""
-                UPDATE live_trades SET status=%s, exit_price=%s, exit_ts=%s, pnl_r=%s
+                UPDATE live_trades SET status=%s, exit_price=%s, exit_ts=%s, pnl_r=%s, fee_usdt=%s
                 WHERE id=%s
-            """, (status, exit_price, now_ms, round(pnl_r, 4), lp["id"]))
+            """, (status, exit_price, now_ms, round(pnl_r, 4), round(actual_fee_usdt, 4), lp["id"]))
             conn.commit()
 
-            logger.info(f"[{symbol}] 📝 平仓记录: {status} | exit={exit_price:.4f} | pnl={pnl_r:+.2f}R")
+            logger.info(
+                f"[{symbol}] 📝 平仓: {status} | exit={exit_price:.4f} | "
+                f"gross={gross_pnl_r:+.3f}R fee={fee_r:.3f}R({actual_fee_usdt:.4f}$) "
+                f"funding={funding_usdt:+.4f}$ | net={pnl_r:+.3f}R"
+            )
+
+
+# ============ 资金费率结算追踪 ============
+
+# 币安结算时间：UTC 00:00, 08:00, 16:00
+FUNDING_SETTLEMENT_HOURS = [0, 8, 16]
+_last_funding_check_ts = 0  # 上次查funding的时间戳
+
+
+async def track_funding_fees(session, conn):
+    """
+    查询币安资金费率收支，更新到live_trades的funding_fee_usdt字段。
+    只在结算时间点附近查询（每8小时一次，±5分钟窗口内查一次）。
+    """
+    global _last_funding_check_ts
+    import datetime as _dt
+
+    now = _dt.datetime.now(_dt.timezone.utc)
+    now_ts = time.time()
+
+    # 判断是否在结算窗口内（结算时间后0-5分钟）
+    in_settlement_window = False
+    for h in FUNDING_SETTLEMENT_HOURS:
+        settlement_time = now.replace(hour=h, minute=0, second=0, microsecond=0)
+        diff_sec = (now - settlement_time).total_seconds()
+        if 0 <= diff_sec <= 300:  # 结算后5分钟内
+            in_settlement_window = True
+            break
+
+    # 不在窗口内，或者5分钟内已经查过了
+    if not in_settlement_window:
+        return
+    if now_ts - _last_funding_check_ts < 300:
+        return
+
+    _last_funding_check_ts = now_ts
+    logger.info("💰 资金费率结算窗口，查询funding收支...")
+
+    # 获取当前活跃持仓
+    cur = conn.cursor()
+    cur.execute("""
+        SELECT id, symbol, direction, entry_ts, COALESCE(funding_fee_usdt, 0) as current_funding
+        FROM live_trades WHERE status IN ('active', 'tp1_hit')
+    """)
+    active = cur.fetchall()
+
+    if not active:
+        logger.info("💰 无活跃持仓，跳过funding查询")
+        return
+
+    # 查币安最近的funding收入记录
+    # GET /fapi/v1/income?incomeType=FUNDING_FEE&limit=100
+    start_ts = int((now_ts - 3600) * 1000)  # 最近1小时
+    data, status = await binance_request(session, "GET", "/fapi/v1/income", {
+        "incomeType": "FUNDING_FEE",
+        "startTime": start_ts,
+        "limit": 100,
+    })
+
+    if status != 200 or not isinstance(data, list):
+        logger.warning(f"💰 查询funding income失败: {status}")
+        return
+
+    # 按symbol汇总本次结算的funding
+    funding_by_symbol = {}
+    for item in data:
+        sym = item.get("symbol", "")
+        income = float(item.get("income", 0))
+        ts = int(item.get("time", 0))
+        # 只取最近30分钟内的（本次结算的）
+        if now_ts * 1000 - ts < 1800000:
+            funding_by_symbol[sym] = funding_by_symbol.get(sym, 0) + income
+
+    if not funding_by_symbol:
+        logger.info("💰 本次结算无funding记录")
+        return
+
+    # 更新到live_trades
+    for trade_id, symbol, direction, entry_ts, current_funding in active:
+        fr_income = funding_by_symbol.get(symbol, 0)
+        if fr_income != 0:
+            new_total = current_funding + fr_income
+            cur.execute("UPDATE live_trades SET funding_fee_usdt = %s WHERE id = %s", (new_total, trade_id))
+            logger.info(f"[{symbol}] 💰 Funding: {fr_income:+.4f} USDT (累计: {new_total:+.4f})")
+
+    conn.commit()
+    logger.info(f"💰 Funding更新完成: {funding_by_symbol}")
 
 
 # ============ 主循环 ============
@@ -478,6 +591,9 @@ async def main():
                 # 3. 检查已平仓
                 await check_closed_positions(session, conn)
 
+                # 4. 资金费率结算追踪
+                await track_funding_fees(session, conn)
+
                 await asyncio.sleep(CHECK_INTERVAL)
 
             except KeyboardInterrupt: