From fb0c3806b5c61211ec731a12f479b63f57d4422b Mon Sep 17 00:00:00 2001
From: root <root@s52867.vps.hosting>
Date: Mon, 2 Mar 2026 10:13:51 +0000
Subject: [PATCH] =?UTF-8?q?feat:=20PnL=E4=BA=94=E9=A1=B9=E6=8B=86=E8=A7=A3?=
 =?UTF-8?q?=20(gross/fee/funding/slippage/net)?=
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后端:
- /api/live/trades 返回 gross_pnl_r, fee_r, funding_r, slippage_r, net_pnl_r
- gross = 方向盈亏(含TP1半仓锁定)
- fee_r = 实际手续费/risk_usd
- funding_r = 不利资金费/risk_usd
- slippage_r = 滑点损失估算
- net = pnl_r(已是净值)

前端L10:
- 表头改为: Gross | Fee | FR | Slip | Net
- 颜色: gross绿/红, fee橙, FR紫, slip灰, net加粗绿/红
- 每笔交易一目了然：赚了多少、扣了多少、净剩多少
---
 backend/main.py            | 44 ++++++++++++++++++++++++++++++++++++--
 frontend/app/live/page.tsx | 27 ++++++++++++++++-------
 2 files changed, 61 insertions(+), 10 deletions(-)

diff --git a/backend/main.py b/backend/main.py
index 13e3529..1bd06d4 100644
--- a/backend/main.py
+++ b/backend/main.py
@@ -1322,11 +1322,51 @@ async def live_trades(
         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"binance_order_id, fill_price, slippage_bps, fee_usdt, funding_fee_usdt, "
-        f"protection_gap_ms, signal_to_order_ms, order_to_fill_ms "
+        f"protection_gap_ms, signal_to_order_ms, order_to_fill_ms, risk_distance, "
+        f"tp1_price, tp2_price, sl_price "
         f"FROM live_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
         *params
     )
-    return {"count": len(rows), "data": rows}
+    # PnL拆解
+    result_data = []
+    for r in rows:
+        d = dict(r)
+        entry = r["entry_price"] or 0
+        exit_p = r["exit_price"] or 0
+        rd = r["risk_distance"] or 1
+        direction = r["direction"]
+        tp1_hit = r["tp1_hit"]
+        tp1_price = r.get("tp1_price") or 0
+
+        # gross_pnl_r（不含任何费用）
+        if direction == "LONG":
+            raw_r = (exit_p - entry) / rd if rd > 0 else 0
+        else:
+            raw_r = (entry - exit_p) / rd if rd > 0 else 0
+        if tp1_hit and tp1_price:
+            tp1_r = abs(tp1_price - entry) / rd if rd > 0 else 0
+            gross_r = 0.5 * tp1_r + 0.5 * raw_r
+        else:
+            gross_r = raw_r
+
+        fee_usdt = r["fee_usdt"] or 0
+        funding_usdt = r["funding_fee_usdt"] or 0
+        risk_usd = 2  # $2=1R
+        fee_r = fee_usdt / risk_usd if risk_usd > 0 else 0
+        funding_r = abs(funding_usdt) / risk_usd if funding_usdt < 0 else 0
+        # slippage_r: 滑点造成的R损失
+        slippage_bps = r["slippage_bps"] or 0
+        slippage_usdt = abs(slippage_bps) / 10000 * entry * (risk_usd / rd) if rd > 0 else 0
+        slippage_r = slippage_usdt / risk_usd if risk_usd > 0 else 0
+
+        d["gross_pnl_r"] = round(gross_r, 4)
+        d["fee_r"] = round(fee_r, 4)
+        d["funding_r"] = round(funding_r, 4)
+        d["slippage_r"] = round(slippage_r, 4)
+        d["net_pnl_r"] = r["pnl_r"]  # 已经是net
+        result_data.append(d)
+
+    return {"count": len(result_data), "data": result_data}
 
 
 @app.get("/api/live/equity-curve")
diff --git a/frontend/app/live/page.tsx b/frontend/app/live/page.tsx
index 80d412d..b7036a0 100644
--- a/frontend/app/live/page.tsx
+++ b/frontend/app/live/page.tsx
@@ -482,28 +482,39 @@ function L10_TradeHistory() {
           {(["all","win","loss"] as FR[]).map(r => (<button key={r} onClick={()=>setResult(r)} className={`px-2 py-0.5 rounded text-[10px] ${result===r?"bg-slate-800 text-white":"text-slate-500 hover:bg-slate-100"}`}>{r==="all"?"全部":r==="win"?"盈":"亏"}</button>))}
         </div>
       </div>
-      <div className="max-h-72 overflow-y-auto">
+      <div className="max-h-96 overflow-y-auto">
         {trades.length === 0 ? <div className="text-center text-slate-400 text-sm py-6">暂无交易记录</div> : (
           <table className="w-full text-[10px]">
             <thead className="bg-slate-50 sticky top-0"><tr className="text-slate-500">
               <th className="px-1.5 py-1 text-left">币种</th><th className="px-1.5 py-1">方向</th>
-              <th className="px-1.5 py-1 text-right">入场</th><th className="px-1.5 py-1 text-right">成交</th><th className="px-1.5 py-1 text-right">出场</th>
-              <th className="px-1.5 py-1 text-right">PnL</th><th className="px-1.5 py-1">状态</th>
-              <th className="px-1.5 py-1 text-right">滑点</th><th className="px-1.5 py-1 text-right">费用</th><th className="px-1.5 py-1 text-right">时长</th>
+              <th className="px-1.5 py-1 text-right">入场</th><th className="px-1.5 py-1 text-right">出场</th>
+              <th className="px-1.5 py-1 text-right">Gross</th>
+              <th className="px-1.5 py-1 text-right">Fee</th>
+              <th className="px-1.5 py-1 text-right">FR</th>
+              <th className="px-1.5 py-1 text-right">Slip</th>
+              <th className="px-1.5 py-1 text-right font-bold">Net</th>
+              <th className="px-1.5 py-1">状态</th>
+              <th className="px-1.5 py-1 text-right">时长</th>
             </tr></thead>
             <tbody className="divide-y divide-slate-50">
               {trades.map((t: any) => {
                 const hm = t.exit_ts && t.entry_ts ? Math.round((t.exit_ts-t.entry_ts)/60000) : 0;
+                const gross = t.gross_pnl_r || 0;
+                const fee = t.fee_r || 0;
+                const fr = t.funding_r || 0;
+                const slip = t.slippage_r || 0;
+                const net = t.net_pnl_r ?? t.pnl_r ?? 0;
                 return (<tr key={t.id} className="hover:bg-slate-50">
                   <td className="px-1.5 py-1 font-mono">{t.symbol?.replace("USDT","")}</td>
                   <td className={`px-1.5 py-1 text-center font-bold ${t.direction==="LONG"?"text-emerald-600":"text-red-500"}`}>{t.direction==="LONG"?"▲":"▼"}</td>
                   <td className="px-1.5 py-1 text-right font-mono">{fmtPrice(t.entry_price)}</td>
-                  <td className="px-1.5 py-1 text-right font-mono">{t.fill_price?fmtPrice(t.fill_price):"-"}</td>
                   <td className="px-1.5 py-1 text-right font-mono">{t.exit_price?fmtPrice(t.exit_price):"-"}</td>
-                  <td className={`px-1.5 py-1 text-right font-mono font-bold ${(t.pnl_r||0)>0?"text-emerald-600":(t.pnl_r||0)<0?"text-red-500":"text-slate-500"}`}>{(t.pnl_r||0)>0?"+":""}{(t.pnl_r||0).toFixed(2)}R</td>
+                  <td className={`px-1.5 py-1 text-right font-mono ${gross>=0?"text-emerald-600":"text-red-500"}`}>{gross>=0?"+":""}{gross.toFixed(2)}</td>
+                  <td className="px-1.5 py-1 text-right font-mono text-amber-600">-{fee.toFixed(2)}</td>
+                  <td className="px-1.5 py-1 text-right font-mono text-violet-600">{fr > 0 ? `-${fr.toFixed(2)}` : "0"}</td>
+                  <td className="px-1.5 py-1 text-right font-mono text-slate-500">{slip > 0 ? `-${slip.toFixed(2)}` : "0"}</td>
+                  <td className={`px-1.5 py-1 text-right font-mono font-bold ${net>0?"text-emerald-600":net<0?"text-red-500":"text-slate-500"}`}>{net>0?"+":""}{net.toFixed(2)}R</td>
                   <td className="px-1.5 py-1 text-center"><span className={`px-1 py-0.5 rounded text-[8px] ${t.status==="tp"?"bg-emerald-100 text-emerald-700":t.status==="sl"?"bg-red-100 text-red-700":t.status==="sl_be"?"bg-amber-100 text-amber-700":"bg-slate-100 text-slate-600"}`}>{t.status==="tp"?"止盈":t.status==="sl"?"止损":t.status==="sl_be"?"保本":t.status}</span></td>
-                  <td className={`px-1.5 py-1 text-right font-mono ${Math.abs(t.slippage_bps||0)>8?"text-red-500":"text-slate-600"}`}>{(t.slippage_bps||0).toFixed(1)}</td>
-                  <td className="px-1.5 py-1 text-right font-mono text-amber-600">${(t.fee_usdt||0).toFixed(2)}</td>
                   <td className="px-1.5 py-1 text-right text-slate-400">{hm}m</td>
                 </tr>);
               })}