From f6156a2cfebf178315c1c552ec11ef674be72f29 Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Sun, 1 Mar 2026 11:55:00 +0000
Subject: [PATCH] Add strategy-aware paper trade schema and API endpoints

---
 backend/db.py   |  4 +++
 backend/main.py | 72 +++++++++++++++++++++++++++++++++++++++++++++----
 2 files changed, 71 insertions(+), 5 deletions(-)

diff --git a/backend/db.py b/backend/db.py
index 5a0df3a..041155b 100644
--- a/backend/db.py
+++ b/backend/db.py
@@ -355,5 +355,9 @@ def init_schema():
                         conn.rollback()
                         # 忽略已存在错误
                         continue
+            cur.execute(
+                "ALTER TABLE paper_trades "
+                "ADD COLUMN IF NOT EXISTS strategy VARCHAR(32) DEFAULT 'v51_baseline'"
+            )
             conn.commit()
     ensure_partitions()
diff --git a/backend/main.py b/backend/main.py
index 7baa144..2cf849f 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -442,7 +442,7 @@ async def get_market_indicators(user: dict = Depends(get_current_user)):
     result = {}
     for sym in SYMBOLS:
         indicators = {}
-        for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium"]:
+        for ind_type in ["long_short_ratio", "top_trader_position", "open_interest_hist", "coinbase_premium", "funding_rate"]:
             row = await async_fetchrow(
                 "SELECT value, timestamp_ms FROM market_indicators WHERE symbol = $1 AND indicator_type = $2 ORDER BY timestamp_ms DESC LIMIT 1",
                 sym,
@@ -568,8 +568,8 @@ async def paper_summary(user: dict = Depends(get_current_user)):
 async def paper_positions(user: dict = Depends(get_current_user)):
     """当前活跃持仓（含实时价格和浮动盈亏）"""
     rows = await async_fetch(
-        "SELECT id, symbol, direction, score, tier, entry_price, entry_ts, "
-        "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry "
+        "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
+        "tp1_price, tp2_price, sl_price, tp1_hit, status, atr_at_entry, score_factors "
         "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
     )
     # 从币安API获取实时价格
@@ -624,6 +624,7 @@ async def paper_positions(user: dict = Depends(get_current_user)):
 async def paper_trades(
     symbol: str = "all",
     result: str = "all",
+    strategy: str = "all",
     limit: int = 100,
     user: dict = Depends(get_current_user),
 ):
@@ -642,11 +643,16 @@ async def paper_trades(
     elif result == "loss":
         conditions.append("pnl_r <= 0")
 
+    if strategy != "all":
+        conditions.append(f"strategy = ${idx}")
+        params.append(strategy)
+        idx += 1
+
     where = " AND ".join(conditions)
     params.append(limit)
     rows = await async_fetch(
-        f"SELECT id, symbol, direction, score, tier, entry_price, exit_price, "
-        f"entry_ts, exit_ts, pnl_r, status, tp1_hit "
+        f"SELECT id, symbol, direction, score, tier, strategy, entry_price, exit_price, "
+        f"entry_ts, exit_ts, pnl_r, status, tp1_hit, score_factors "
         f"FROM paper_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
         *params
     )
@@ -788,6 +794,62 @@ async def paper_stats(user: dict = Depends(get_current_user)):
     }
 
 
+@app.get("/api/paper/stats-by-strategy")
+async def paper_stats_by_strategy(user: dict = Depends(get_current_user)):
+    """按策略聚合模拟盘表现"""
+    rows = await async_fetch(
+        "SELECT strategy, pnl_r FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
+    )
+    active_rows = await async_fetch(
+        "SELECT strategy, COUNT(*) AS active_count FROM paper_trades "
+        "WHERE status IN ('active','tp1_hit') GROUP BY strategy"
+    )
+    if not rows and not active_rows:
+        return {"data": []}
+
+    active_map = {r["strategy"] or "v51_baseline": int(r["active_count"]) for r in active_rows}
+    by_strategy: dict[str, list[float]] = {}
+    for row in rows:
+        strategy = row["strategy"] or "v51_baseline"
+        by_strategy.setdefault(strategy, []).append(float(row["pnl_r"]))
+
+    stats = []
+    for strategy, pnls in by_strategy.items():
+        total = len(pnls)
+        wins = [p for p in pnls if p > 0]
+        losses = [p for p in pnls if p <= 0]
+        avg_win = sum(wins) / len(wins) if wins else 0
+        avg_loss = abs(sum(losses) / len(losses)) if losses else 0
+        stats.append(
+            {
+                "strategy": strategy,
+                "total": total,
+                "win_rate": round((len(wins) / total) * 100, 1) if total else 0,
+                "total_pnl": round(sum(pnls), 2),
+                "avg_win": round(avg_win, 2),
+                "avg_loss": round(avg_loss, 2),
+                "active_positions": active_map.get(strategy, 0),
+            }
+        )
+
+    for strategy, active_count in active_map.items():
+        if strategy not in by_strategy:
+            stats.append(
+                {
+                    "strategy": strategy,
+                    "total": 0,
+                    "win_rate": 0,
+                    "total_pnl": 0,
+                    "avg_win": 0,
+                    "avg_loss": 0,
+                    "active_positions": active_count,
+                }
+            )
+
+    stats.sort(key=lambda x: x["strategy"])
+    return {"data": stats}
+
+
 # ─── 服务器状态监控 ───────────────────────────────────────────────
 
 import shutil, subprocess, psutil