from fastapi import FastAPI, HTTPException, Depends, Request
from fastapi.middleware.cors import CORSMiddleware
import httpx
from datetime import datetime, timedelta
import asyncio, time, os, json

from auth import router as auth_router, get_current_user, ensure_tables as ensure_auth_tables
from db import (
    init_schema, ensure_partitions, get_async_pool, async_fetch, async_fetchrow, async_execute,
    close_async_pool,
)
import datetime as _dt

app = FastAPI(title="Arbitrage Engine API")

app.add_middleware(
    CORSMiddleware,
    allow_origins=["https://arb.zhouyangclaw.com"],
    allow_methods=["*"],
    allow_headers=["*"],
)

app.include_router(auth_router)

BINANCE_FAPI = "https://fapi.binance.com/fapi/v1"
SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}

# 简单内存缓存（history/stats 60秒，rates 3秒）
_cache: dict = {}

def get_cache(key: str, ttl: int):
    entry = _cache.get(key)
    if entry and time.time() - entry["ts"] < ttl:
        return entry["data"]
    return None

def set_cache(key: str, data):
    _cache[key] = {"ts": time.time(), "data": data}


async def save_snapshot(rates: dict):
    try:
        btc = rates.get("BTC", {})
        eth = rates.get("ETH", {})
        await async_execute(
            "INSERT INTO rate_snapshots (ts, btc_rate, eth_rate, btc_price, eth_price, btc_index_price, eth_index_price) "
            "VALUES ($1,$2,$3,$4,$5,$6,$7)",
            int(time.time()),
            float(btc.get("lastFundingRate", 0)),
            float(eth.get("lastFundingRate", 0)),
            float(btc.get("markPrice", 0)),
            float(eth.get("markPrice", 0)),
            float(btc.get("indexPrice", 0)),
            float(eth.get("indexPrice", 0)),
        )
    except Exception as e:
        pass  # 落库失败不影响API响应


async def background_snapshot_loop():
    """后台每2秒自动拉取费率+价格并落库"""
    while True:
        try:
            async with httpx.AsyncClient(timeout=5, headers=HEADERS) as client:
                tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS]
                responses = await asyncio.gather(*tasks, return_exceptions=True)
            result = {}
            for sym, resp in zip(SYMBOLS, responses):
                if isinstance(resp, Exception) or resp.status_code != 200:
                    continue
                data = resp.json()
                key = sym.replace("USDT", "")
                result[key] = {
                    "lastFundingRate": float(data["lastFundingRate"]),
                    "markPrice": float(data["markPrice"]),
                    "indexPrice": float(data["indexPrice"]),
                }
            if result:
                await save_snapshot(result)
        except Exception:
            pass
        await asyncio.sleep(2)


@app.on_event("startup")
async def startup():
    # 初始化PG schema
    init_schema()
    ensure_auth_tables()
    # 初始化asyncpg池
    await get_async_pool()
    asyncio.create_task(background_snapshot_loop())


@app.on_event("shutdown")
async def shutdown():
    await close_async_pool()


@app.get("/api/health")
async def health():
    return {"status": "ok", "timestamp": datetime.utcnow().isoformat()}


@app.get("/api/rates")
async def get_rates():
    cached = get_cache("rates", 3)
    if cached: return cached
    async with httpx.AsyncClient(timeout=10, headers=HEADERS) as client:
        tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance error for {sym}")
        data = resp.json()
        key = sym.replace("USDT", "")
        result[key] = {
            "symbol": sym,
            "markPrice": float(data["markPrice"]),
            "indexPrice": float(data["indexPrice"]),
            "lastFundingRate": float(data["lastFundingRate"]),
            "nextFundingTime": data["nextFundingTime"],
            "timestamp": data["time"],
        }
    set_cache("rates", result)
    asyncio.create_task(save_snapshot(result))
    return result


@app.get("/api/snapshots")
async def get_snapshots(hours: int = 24, limit: int = 5000, user: dict = Depends(get_current_user)):
    since = int(time.time()) - hours * 3600
    rows = await async_fetch(
        "SELECT ts, btc_rate, eth_rate, btc_price, eth_price FROM rate_snapshots "
        "WHERE ts >= $1 ORDER BY ts ASC LIMIT $2",
        since, limit
    )
    return {"count": len(rows), "hours": hours, "data": rows}


@app.get("/api/kline")
async def get_kline(symbol: str = "BTC", interval: str = "5m", limit: int = 500, user: dict = Depends(get_current_user)):
    symbol_upper = symbol.upper()
    supported = {"BTC", "ETH"}
    if symbol_upper not in supported:
        raise HTTPException(
            status_code=400,
            detail=f"K线数据仅支持 BTC / ETH，暂不支持 {symbol_upper}。XRP/SOL 的 K 线功能在 V5.3 中规划。"
        )
    interval_secs = {
        "1m": 60, "5m": 300, "30m": 1800,
        "1h": 3600, "4h": 14400, "8h": 28800,
        "1d": 86400, "1w": 604800, "1M": 2592000,
    }
    bar_secs = interval_secs.get(interval, 300)
    rate_col = "btc_rate" if symbol_upper == "BTC" else "eth_rate"
    price_col = "btc_price" if symbol_upper == "BTC" else "eth_price"
    since = int(time.time()) - bar_secs * limit

    rows = await async_fetch(
        f"SELECT ts, {rate_col} as rate, {price_col} as price FROM rate_snapshots "
        f"WHERE ts >= $1 ORDER BY ts ASC",
        since
    )

    if not rows:
        return {"symbol": symbol, "interval": interval, "data": []}

    bars: dict = {}
    for r in rows:
        ts, rate, price = r["ts"], r["rate"], r["price"]
        bar_ts = (ts // bar_secs) * bar_secs
        if bar_ts not in bars:
            bars[bar_ts] = {
                "time": bar_ts,
                "open": rate, "high": rate, "low": rate, "close": rate,
                "price_open": price, "price_high": price, "price_low": price, "price_close": price,
            }
        else:
            b = bars[bar_ts]
            b["high"] = max(b["high"], rate)
            b["low"] = min(b["low"], rate)
            b["close"] = rate
            b["price_high"] = max(b["price_high"], price)
            b["price_low"] = min(b["price_low"], price)
            b["price_close"] = price

    data = sorted(bars.values(), key=lambda x: x["time"])[-limit:]
    for b in data:
        for k in ("open", "high", "low", "close"):
            b[k] = round(b[k] * 10000, 4)
    return {"symbol": symbol, "interval": interval, "count": len(data), "data": data}


@app.get("/api/stats/ytd")
async def get_stats_ytd(user: dict = Depends(get_current_user)):
    cached = get_cache("stats_ytd", 3600)
    if cached: return cached
    import datetime
    year_start = int(datetime.datetime(datetime.datetime.utcnow().year, 1, 1).timestamp() * 1000)
    end_time = int(time.time() * 1000)
    async with httpx.AsyncClient(timeout=20, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": year_start, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            result[sym.replace("USDT","")] = {"annualized": 0, "count": 0}
            continue
        key = sym.replace("USDT", "")
        rates = [float(item["fundingRate"]) for item in resp.json()]
        if not rates:
            result[key] = {"annualized": 0, "count": 0}
            continue
        mean = sum(rates) / len(rates)
        annualized = round(mean * 3 * 365 * 100, 2)
        result[key] = {"annualized": annualized, "count": len(rates)}
    set_cache("stats_ytd", result)
    return result


@app.get("/api/signals/history")
async def get_signals_history(
    limit: int = 100,
    symbol: str = None,
    strategy: str = None,
    user: dict = Depends(get_current_user)
):
    try:
        conditions = []
        args = []
        idx = 1
        if symbol:
            conditions.append(f"symbol = ${idx}")
            args.append(symbol.upper())
            idx += 1
        if strategy:
            conditions.append(f"strategy = ${idx}")
            args.append(strategy)
            idx += 1
        where = f"WHERE {' AND '.join(conditions)}" if conditions else ""
        args.append(limit)
        rows = await async_fetch(
            f"SELECT id, ts, symbol, strategy, score, signal, price, factors "
            f"FROM signal_indicators {where} ORDER BY ts DESC LIMIT ${idx}",
            *args
        )
        return {"items": rows}
    except Exception as e:
        return {"items": [], "error": str(e)}


@app.get("/api/history")
async def get_history(user: dict = Depends(get_current_user)):
    cached = get_cache("history", 60)
    if cached: return cached
    end_time = int(datetime.utcnow().timestamp() * 1000)
    start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
    async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance history error for {sym}")
        key = sym.replace("USDT", "")
        result[key] = [
            {"fundingTime": item["fundingTime"], "fundingRate": float(item["fundingRate"]),
             "timestamp": datetime.utcfromtimestamp(item["fundingTime"] / 1000).isoformat()}
            for item in resp.json()
        ]
    set_cache("history", result)
    return result


@app.get("/api/stats")
async def get_stats(user: dict = Depends(get_current_user)):
    cached = get_cache("stats", 60)
    if cached: return cached
    end_time = int(datetime.utcnow().timestamp() * 1000)
    start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
    async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    stats = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance stats error for {sym}")
        key = sym.replace("USDT", "")
        rates = [float(item["fundingRate"]) for item in resp.json()]
        if not rates:
            stats[key] = {"mean7d": 0, "annualized": 0, "count": 0}
            continue
        mean = sum(rates) / len(rates)
        annualized = mean * 3 * 365 * 100
        stats[key] = {
            "mean7d": round(mean * 100, 6),
            "annualized": round(annualized, 2),
            "count": len(rates),
        }
    btc_ann = stats.get("BTC", {}).get("annualized", 0)
    eth_ann = stats.get("ETH", {}).get("annualized", 0)
    btc_mean = stats.get("BTC", {}).get("mean7d", 0)
    eth_mean = stats.get("ETH", {}).get("mean7d", 0)
    stats["combo"] = {
        "mean7d": round((btc_mean + eth_mean) / 2, 6),
        "annualized": round((btc_ann + eth_ann) / 2, 2),
    }
    set_cache("stats", stats)
    return stats


# ─── aggTrades 查询接口（PG版）───────────────────────────────────

@app.get("/api/trades/meta")
async def get_trades_meta(user: dict = Depends(get_current_user)):
    rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms, updated_at FROM agg_trades_meta")
    result = {}
    for r in rows:
        sym = r["symbol"].replace("USDT", "")
        result[sym] = {
            "last_agg_id": r["last_agg_id"],
            "last_time_ms": r["last_time_ms"],
            "updated_at": r["updated_at"],
        }
    return result


@app.get("/api/trades/summary")
async def get_trades_summary(
    symbol: str = "BTC",
    start_ms: int = 0,
    end_ms: int = 0,
    interval: str = "1m",
    user: dict = Depends(get_current_user),
):
    if end_ms == 0:
        end_ms = int(time.time() * 1000)
    if start_ms == 0:
        start_ms = end_ms - 3600 * 1000

    interval_ms = {"1m": 60000, "5m": 300000, "15m": 900000, "1h": 3600000}.get(interval, 60000)
    sym_full = symbol.upper() + "USDT"

    # PG原生聚合，比Python循环快100倍
    rows = await async_fetch(
        """
        SELECT
            (time_ms / $4) * $4 AS bar_ms,
            ROUND(SUM(CASE WHEN is_buyer_maker = 0 THEN qty ELSE 0 END)::numeric, 4) AS buy_vol,
            ROUND(SUM(CASE WHEN is_buyer_maker = 1 THEN qty ELSE 0 END)::numeric, 4) AS sell_vol,
            COUNT(*) AS trade_count,
            ROUND((SUM(price * qty) / NULLIF(SUM(qty), 0))::numeric, 2) AS vwap,
            ROUND(MAX(qty)::numeric, 4) AS max_qty
        FROM agg_trades
        WHERE symbol = $1 AND time_ms >= $2 AND time_ms < $3
        GROUP BY bar_ms
        ORDER BY bar_ms ASC
        """,
        sym_full, start_ms, end_ms, interval_ms
    )

    result = []
    for r in rows:
        buy = float(r["buy_vol"])
        sell = float(r["sell_vol"])
        result.append({
            "time_ms": r["bar_ms"],
            "buy_vol": buy,
            "sell_vol": sell,
            "delta": round(buy - sell, 4),
            "total_vol": round(buy + sell, 4),
            "trade_count": r["trade_count"],
            "vwap": float(r["vwap"]) if r["vwap"] else 0,
            "max_qty": float(r["max_qty"]),
        })

    return {"symbol": symbol, "interval": interval, "count": len(result), "data": result}


@app.get("/api/trades/latest")
async def get_trades_latest(
    symbol: str = "BTC",
    limit: int = 30,
    user: dict = Depends(get_current_user),
):
    cache_key = f"trades_latest_{symbol}_{limit}"
    cached = get_cache(cache_key, 2)
    if cached: return cached
    sym_full = symbol.upper() + "USDT"
    rows = await async_fetch(
        "SELECT agg_id, price, qty, time_ms, is_buyer_maker FROM agg_trades "
        "WHERE symbol = $1 ORDER BY time_ms DESC, agg_id DESC LIMIT $2",
        sym_full, limit
    )
    result = {"symbol": symbol, "count": len(rows), "data": rows}
    set_cache(cache_key, result)
    return result


@app.get("/api/collector/health")
async def collector_health(user: dict = Depends(get_current_user)):
    now_ms = int(time.time() * 1000)
    rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms FROM agg_trades_meta")
    status = {}
    for r in rows:
        sym = r["symbol"].replace("USDT", "")
        lag_s = (now_ms - (r["last_time_ms"] or 0)) / 1000
        status[sym] = {
            "last_agg_id": r["last_agg_id"],
            "lag_seconds": round(lag_s, 1),
            "healthy": lag_s < 30,
        }
    return {"collector": status, "timestamp": now_ms}


# ─── V5 Signal Engine API ────────────────────────────────────────

@app.get("/api/signals/indicators")
async def get_signal_indicators(
    symbol: str = "BTC",
    minutes: int = 60,
    user: dict = Depends(get_current_user),
):
    sym_full = symbol.upper() + "USDT"
    now_ms = int(time.time() * 1000)
    start_ms = now_ms - minutes * 60 * 1000
    rows = await async_fetch(
        "SELECT ts, cvd_fast, cvd_mid, cvd_day, atr_5m, vwap_30m, price, score, signal "
        "FROM signal_indicators_1m WHERE symbol = $1 AND ts >= $2 ORDER BY ts ASC",
        sym_full, start_ms
    )
    return {"symbol": symbol, "count": len(rows), "data": rows}


@app.get("/api/signals/latest")
async def get_signal_latest(user: dict = Depends(get_current_user), strategy: str = "v52_8signals"):
    result = {}
    for sym in SYMBOLS:
        row = await async_fetchrow(
            "SELECT ts, cvd_fast, cvd_mid, cvd_day, cvd_fast_slope, atr_5m, atr_percentile, "
            "vwap_30m, price, p95_qty, p99_qty, score, signal, factors "
            "FROM signal_indicators WHERE symbol = $1 AND strategy = $2 ORDER BY ts DESC LIMIT 1",
            sym, strategy
        )
        if row:
            data = dict(row)
            if isinstance(data.get("factors"), str):
                try:
                    data["factors"] = json.loads(data["factors"])
                except Exception:
                    pass
            # 对 v53_btc 或 v53（BTC symbol）：把 alt_score_ref 提升为顶层字段
            if strategy.startswith("v53") and isinstance(data.get("factors"), dict):
                f = data["factors"]
                if data.get("score", 0) == 0 and f.get("alt_score_ref") is not None:
                    data["display_score"] = f["alt_score_ref"]
                else:
                    data["display_score"] = data.get("score", 0)
                data["gate_passed"] = f.get("gate_passed", True)
            result[sym.replace("USDT", "")] = data
    return result


def _primary_signal_strategy() -> str:
    strategy_dir = os.path.join(os.path.dirname(__file__), "strategies")
    try:
        names = []
        for fn in os.listdir(strategy_dir):
            if not fn.endswith(".json"):
                continue
            with open(os.path.join(strategy_dir, fn), "r", encoding="utf-8") as f:
                cfg = json.load(f)
            if cfg.get("name"):
                names.append(cfg["name"])
        if "v52_8signals" in names:
            return "v52_8signals"
        if "v51_baseline" in names:
            return "v51_baseline"
    except Exception:
        pass
    return "v51_baseline"


def _normalize_factors(raw):
    if not raw:
        return {}
    if isinstance(raw, str):
        try:
            return json.loads(raw)
        except Exception:
            return {}
    if isinstance(raw, dict):
        return raw
    return {}


@app.get("/api/signals/latest-v52")
async def get_signal_latest_v52(user: dict = Depends(get_current_user)):
    """返回V5.1/V5.2并排展示所需的最新信号信息。"""
    primary_strategy = _primary_signal_strategy()
    result = {}
    for sym in SYMBOLS:
        base_row = await async_fetchrow(
            "SELECT ts, score, signal FROM signal_indicators WHERE symbol = $1 ORDER BY ts DESC LIMIT 1",
            sym,
        )
        strategy_rows = await async_fetch(
            "SELECT strategy, score, direction, entry_ts, score_factors "
            "FROM paper_trades WHERE symbol = $1 AND strategy IN ('v51_baseline','v52_8signals') "
            "ORDER BY entry_ts DESC",
            sym,
        )
        latest_by_strategy: dict[str, dict] = {}
        for row in strategy_rows:
            st = (row.get("strategy") or "v51_baseline")
            if st not in latest_by_strategy:
                latest_by_strategy[st] = row
            if "v51_baseline" in latest_by_strategy and "v52_8signals" in latest_by_strategy:
                break

        def build_strategy_payload(strategy_name: str):
            trade_row = latest_by_strategy.get(strategy_name)
            if trade_row:
                payload = {
                    "score": trade_row.get("score"),
                    "signal": trade_row.get("direction"),
                    "ts": trade_row.get("entry_ts"),
                    "source": "paper_trade",
                }
            elif base_row and primary_strategy == strategy_name:
                payload = {
                    "score": base_row.get("score"),
                    "signal": base_row.get("signal"),
                    "ts": base_row.get("ts"),
                    "source": "signal_indicators",
                }
            else:
                payload = {
                    "score": None,
                    "signal": None,
                    "ts": None,
                    "source": "unavailable",
                }

            factors = _normalize_factors(trade_row.get("score_factors") if trade_row else None)
            payload["funding_rate_score"] = factors.get("funding_rate", {}).get("score")
            payload["liquidation_score"] = factors.get("liquidation", {}).get("score")
            return payload

        result[sym.replace("USDT", "")] = {
            "primary_strategy": primary_strategy,
            "latest_signal": base_row.get("signal") if base_row else None,
            "latest_ts": base_row.get("ts") if base_row else None,
            "v51": build_strategy_payload("v51_baseline"),
            "v52": build_strategy_payload("v52_8signals"),
        }
    return result


@app.get("/api/signals/market-indicators")
async def get_market_indicators(user: dict = Depends(get_current_user)):
    """返回最新的market_indicators数据（V5.1新增4个数据源）"""
    result = {}
    for sym in SYMBOLS:
        indicators = {}
        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,
                ind_type,
            )
            if row:
                val = row["value"]
                if isinstance(val, str):
                    import json as _json
                    try:
                        val = _json.loads(val)
                    except Exception:
                        pass
                indicators[ind_type] = {"value": val, "ts": row["timestamp_ms"]}
        result[sym.replace("USDT", "")] = indicators
    return result


@app.get("/api/signals/signal-history")
async def get_signal_history(
    symbol: str = "BTC",
    limit: int = 50,
    strategy: str = "v52_8signals",
    user: dict = Depends(get_current_user),
):
    """返回最近的信号历史（只返回有信号的记录），含各层分数"""
    sym_full = symbol.upper() + "USDT"
    rows = await async_fetch(
        "SELECT ts, score, signal, factors FROM signal_indicators "
        "WHERE symbol = $1 AND strategy = $2 AND signal IS NOT NULL "
        "ORDER BY ts DESC LIMIT $3",
        sym_full, strategy, limit
    )
    # factors可能是JSON string
    for r in rows:
        if isinstance(r.get("factors"), str):
            try:
                r["factors"] = json.loads(r["factors"])
            except Exception:
                pass
    return {"symbol": symbol, "count": len(rows), "data": rows}


@app.get("/api/signals/trades")
async def get_signal_trades(
    status: str = "all",
    limit: int = 50,
    user: dict = Depends(get_current_user),
):
    if status == "all":
        rows = await async_fetch(
            "SELECT * FROM signal_trades ORDER BY ts_open DESC LIMIT $1", limit
        )
    else:
        rows = await async_fetch(
            "SELECT * FROM signal_trades WHERE status = $1 ORDER BY ts_open DESC LIMIT $2",
            status, limit
        )
    return {"count": len(rows), "data": rows}


# ─── 模拟盘 API ──────────────────────────────────────────────────

# 模拟盘配置状态（与signal_engine共享的运行时状态）
paper_config = {
    "enabled": False,
    "enabled_strategies": [],       # 分策略开关: ["v51_baseline", "v52_8signals"]
    "initial_balance": 10000,
    "risk_per_trade": 0.02,
    "max_positions": 4,
    "tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5},
}

# 启动时加载已有配置
_config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
if os.path.exists(_config_path):
    try:
        with open(_config_path, "r") as _f:
            _saved = json.load(_f)
            paper_config.update(_saved)
    except Exception:
        pass


@app.get("/api/paper/config")
async def paper_get_config(user: dict = Depends(get_current_user)):
    """获取模拟盘配置"""
    return paper_config


@app.post("/api/paper/config")
async def paper_set_config(request: Request, user: dict = Depends(get_current_user)):
    """修改模拟盘配置（仅admin）"""
    if user.get("role") != "admin":
        raise HTTPException(status_code=403, detail="仅管理员可修改")
    body = await request.json()
    for k in ["enabled", "enabled_strategies", "initial_balance", "risk_per_trade", "max_positions"]:
        if k in body:
            paper_config[k] = body[k]
    # 写入配置文件让signal_engine也能读到
    config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
    with open(config_path, "w") as f:
        json.dump(paper_config, f, indent=2)
    return {"ok": True, "config": paper_config}


@app.get("/api/paper/summary")
async def paper_summary(
    strategy: str = "all",
    user: dict = Depends(get_current_user),
):
    """模拟盘总览"""
    if strategy == "all":
        closed = await async_fetch(
            "SELECT pnl_r, direction FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
        )
        active = await async_fetch(
            "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit')"
        )
        first = await async_fetchrow("SELECT MIN(created_at) as start FROM paper_trades")
    else:
        closed = await async_fetch(
            "SELECT pnl_r, direction FROM paper_trades "
            "WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
            strategy,
        )
        active = await async_fetch(
            "SELECT id FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy = $1",
            strategy,
        )
        first = await async_fetchrow(
            "SELECT MIN(created_at) as start FROM paper_trades WHERE strategy = $1",
            strategy,
        )

    total = len(closed)
    wins = len([r for r in closed if r["pnl_r"] > 0])
    total_pnl = sum(r["pnl_r"] for r in closed)
    paper_1r_usd = paper_config["initial_balance"] * paper_config["risk_per_trade"]
    total_pnl_usdt = total_pnl * paper_1r_usd
    balance = paper_config["initial_balance"] + total_pnl_usdt
    win_rate = (wins / total * 100) if total > 0 else 0
    gross_profit = sum(r["pnl_r"] for r in closed if r["pnl_r"] > 0)
    gross_loss = abs(sum(r["pnl_r"] for r in closed if r["pnl_r"] <= 0))
    profit_factor = (gross_profit / gross_loss) if gross_loss > 0 else 0

    return {
        "total_trades": total,
        "win_rate": round(win_rate, 1),
        "total_pnl": round(total_pnl, 2),
        "total_pnl_usdt": round(total_pnl_usdt, 2),
        "balance": round(balance, 2),
        "active_positions": len(active),
        "profit_factor": round(profit_factor, 2),
        "start_time": str(first["start"]) if first and first["start"] else None,
    }


@app.get("/api/paper/positions")
async def paper_positions(
    strategy: str = "all",
    user: dict = Depends(get_current_user),
):
    """当前活跃持仓（含实时价格和浮动盈亏）"""
    if strategy == "all":
        rows = await async_fetch(
            "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, risk_distance "
            "FROM paper_trades WHERE status IN ('active','tp1_hit') ORDER BY entry_ts DESC"
        )
    else:
        rows = await async_fetch(
            "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, risk_distance "
            "FROM paper_trades WHERE status IN ('active','tp1_hit') AND strategy = $1 ORDER BY entry_ts DESC",
            strategy,
        )
    # 从币安API获取实时价格
    prices = {}
    symbols_needed = list(set(r["symbol"] for r in rows))
    if symbols_needed:
        try:
            async with httpx.AsyncClient(timeout=5) as client:
                resp = await client.get("https://fapi.binance.com/fapi/v1/ticker/price")
                if resp.status_code == 200:
                    for item in resp.json():
                        if item["symbol"] in symbols_needed:
                            prices[item["symbol"]] = float(item["price"])
        except Exception:
            pass
    # fallback: 如果币安API失败，用signal_indicators
    for r in rows:
        sym = r["symbol"]
        if sym not in prices:
            try:
                latest = await async_fetchrow(
                    "SELECT price FROM signal_indicators WHERE symbol=$1 ORDER BY ts DESC LIMIT 1", sym
                )
                prices[sym] = latest["price"] if latest else 0
            except Exception:
                prices[sym] = 0

    result = []
    for r in rows:
        d = dict(r)
        current_price = prices.get(r["symbol"], 0)
        d["current_price"] = current_price
        # 浮动盈亏(R)
        entry = r["entry_price"]
        rd = r.get("risk_distance") or abs(entry - r["sl_price"]) or 1
        if rd > 0 and entry > 0:
            if r["direction"] == "LONG":
                d["unrealized_pnl_r"] = round((current_price - entry) / rd, 2)
            else:
                d["unrealized_pnl_r"] = round((entry - current_price) / rd, 2)
            # 浮动盈亏(USDT) — 假设1R = risk_per_trade
            paper_1r = paper_config["initial_balance"] * paper_config["risk_per_trade"]
            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * paper_1r, 2)
        else:
            d["unrealized_pnl_r"] = 0
            d["unrealized_pnl_usdt"] = 0
        result.append(d)
    return {"data": result}


@app.get("/api/paper/trades")
async def paper_trades(
    symbol: str = "all",
    result: str = "all",
    strategy: str = "all",
    limit: int = 100,
    user: dict = Depends(get_current_user),
):
    """历史交易列表"""
    conditions = ["status NOT IN ('active','tp1_hit')"]
    params = []
    idx = 1

    if symbol != "all":
        conditions.append(f"symbol = ${idx}")
        params.append(symbol.upper() + "USDT")
        idx += 1

    if result == "win":
        conditions.append("pnl_r > 0")
    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, 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
    )
    return {"count": len(rows), "data": rows}


@app.get("/api/paper/equity-curve")
async def paper_equity_curve(
    strategy: str = "all",
    user: dict = Depends(get_current_user),
):
    """权益曲线"""
    if strategy == "all":
        rows = await async_fetch(
            "SELECT exit_ts, pnl_r FROM paper_trades "
            "WHERE status NOT IN ('active','tp1_hit') ORDER BY exit_ts ASC"
        )
    else:
        rows = await async_fetch(
            "SELECT exit_ts, pnl_r FROM paper_trades "
            "WHERE status NOT IN ('active','tp1_hit') AND strategy = $1 ORDER BY exit_ts ASC",
            strategy,
        )
    cumulative = 0.0
    curve = []
    for r in rows:
        cumulative += r["pnl_r"]
        curve.append({"ts": r["exit_ts"], "pnl": round(cumulative, 2)})
    return {"data": curve}


@app.get("/api/paper/stats")
async def paper_stats(
    strategy: str = "all",
    user: dict = Depends(get_current_user),
):
    """详细统计"""
    if strategy == "all":
        rows = await async_fetch(
            "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
            "FROM paper_trades WHERE status NOT IN ('active','tp1_hit')"
        )
    else:
        rows = await async_fetch(
            "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts "
            "FROM paper_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
            strategy,
        )
    if not rows:
        return {"error": "暂无数据"}

    total = len(rows)
    wins = [r for r in rows if r["pnl_r"] > 0]
    losses = [r for r in rows if r["pnl_r"] <= 0]

    # 基础统计
    win_rate = len(wins) / total * 100
    avg_win = sum(r["pnl_r"] for r in wins) / len(wins) if wins else 0
    avg_loss = abs(sum(r["pnl_r"] for r in losses)) / len(losses) if losses else 0
    win_loss_ratio = avg_win / avg_loss if avg_loss > 0 else 0

    # MDD
    peak = 0.0
    mdd = 0.0
    running = 0.0
    for r in sorted(rows, key=lambda x: x["exit_ts"] or 0):
        running += r["pnl_r"]
        peak = max(peak, running)
        mdd = max(mdd, peak - running)

    # 夏普
    returns = [r["pnl_r"] for r in rows]
    if len(returns) > 1:
        import statistics
        avg_ret = statistics.mean(returns)
        std_ret = statistics.stdev(returns)
        sharpe = (avg_ret / std_ret) * (252 ** 0.5) if std_ret > 0 else 0
    else:
        sharpe = 0

    # 按币种 — 完整统计
    by_symbol = {}
    for r in rows:
        s = r["symbol"].replace("USDT", "")
        if s not in by_symbol:
            by_symbol[s] = []
        by_symbol[s].append(r)

    def calc_stats(trade_list):
        t = len(trade_list)
        w = [r for r in trade_list if r["pnl_r"] > 0]
        l = [r for r in trade_list if r["pnl_r"] <= 0]
        aw = sum(r["pnl_r"] for r in w) / len(w) if w else 0
        al = abs(sum(r["pnl_r"] for r in l)) / len(l) if l else 0
        wlr = aw / al if al > 0 else 0
        # MDD
        pk, dd, rn = 0.0, 0.0, 0.0
        for r in sorted(trade_list, key=lambda x: x["exit_ts"] or 0):
            rn += r["pnl_r"]
            pk = max(pk, rn)
            dd = max(dd, pk - rn)
        # 夏普
        rets = [r["pnl_r"] for r in trade_list]
        if len(rets) > 1:
            import statistics
            avg_r = statistics.mean(rets)
            std_r = statistics.stdev(rets)
            sp = (avg_r / std_r) * (252 ** 0.5) if std_r > 0 else 0
        else:
            sp = 0
        # 方向
        lg = [r for r in trade_list if r["direction"] == "LONG"]
        sh = [r for r in trade_list if r["direction"] == "SHORT"]
        lwr = len([r for r in lg if r["pnl_r"] > 0]) / len(lg) * 100 if lg else 0
        swr = len([r for r in sh if r["pnl_r"] > 0]) / len(sh) * 100 if sh else 0
        total_pnl = sum(r["pnl_r"] for r in trade_list)
        return {
            "total": t, "win_rate": round(len(w)/t*100, 1) if t else 0,
            "avg_win": round(aw, 2), "avg_loss": round(al, 2),
            "win_loss_ratio": round(wlr, 2), "mdd": round(dd, 2),
            "sharpe": round(sp, 2), "total_pnl": round(total_pnl, 2),
            "long_win_rate": round(lwr, 1), "long_count": len(lg),
            "short_win_rate": round(swr, 1), "short_count": len(sh),
        }

    symbol_stats = {s: calc_stats(tl) for s, tl in by_symbol.items()}

    # 按方向
    longs = [r for r in rows if r["direction"] == "LONG"]
    shorts = [r for r in rows if r["direction"] == "SHORT"]
    long_wr = len([r for r in longs if r["pnl_r"] > 0]) / len(longs) * 100 if longs else 0
    short_wr = len([r for r in shorts if r["pnl_r"] > 0]) / len(shorts) * 100 if shorts else 0

    # 按档位
    by_tier = {}
    for r in rows:
        t = r["tier"]
        if t not in by_tier:
            by_tier[t] = {"total": 0, "wins": 0}
        by_tier[t]["total"] += 1
        if r["pnl_r"] > 0:
            by_tier[t]["wins"] += 1
    tier_stats = {t: {"total": v["total"], "win_rate": round(v["wins"]/v["total"]*100, 1)} for t, v in by_tier.items()}

    return {
        "total": total,
        "win_rate": round(win_rate, 1),
        "avg_win": round(avg_win, 2),
        "avg_loss": round(avg_loss, 2),
        "win_loss_ratio": round(win_loss_ratio, 2),
        "mdd": round(mdd, 2),
        "sharpe": round(sharpe, 2),
        "total_pnl": round(sum(r["pnl_r"] for r in rows), 2),
        "long_win_rate": round(long_wr, 1),
        "long_count": len(longs),
        "short_win_rate": round(short_wr, 1),
        "short_count": len(shorts),
        "by_symbol": symbol_stats,
        "by_tier": tier_stats,
    }


@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

# 服务器状态缓存（避免重复调用慢操作）
_server_cache: dict = {"data": None, "ts": 0}
_PM2_BIN = None

def _find_pm2_bin():
    """找到pm2二进制路径，避免每次走npx"""
    global _PM2_BIN
    if _PM2_BIN:
        return _PM2_BIN
    import shutil as _sh
    for p in ["/home/fzq1228/.local/bin/pm2", "/usr/local/bin/pm2", "/usr/bin/pm2"]:
        if os.path.exists(p):
            _PM2_BIN = p
            return p
    found = _sh.which("pm2")
    if found:
        _PM2_BIN = found
        return found
    return "npx pm2"

# 启动时初始化CPU采样（首次调用不阻塞）
psutil.cpu_percent(interval=None)

@app.get("/api/server/status")
async def get_server_status(user: dict = Depends(get_current_user)):
    """服务器全状态：CPU/内存/硬盘/负载/PM2进程/PG数据库/回补进度"""

    # 5秒缓存，避免频繁调用慢操作
    now = time.time()
    if _server_cache["data"] and (now - _server_cache["ts"]) < 5:
        return _server_cache["data"]

    # CPU（非阻塞，取上次采样间隔的值）
    cpu_percent = psutil.cpu_percent(interval=None)
    cpu_count = psutil.cpu_count()

    # 内存
    mem = psutil.virtual_memory()
    swap = psutil.swap_memory()

    # 硬盘
    disk = shutil.disk_usage("/")

    # 负载
    load1, load5, load15 = os.getloadavg()

    # Uptime
    boot_time = psutil.boot_time()
    uptime_s = time.time() - boot_time

    # 网络IO
    net = psutil.net_io_counters()

    # PM2进程状态（直接调pm2二进制，不走npx）
    pm2_procs = []
    try:
        pm2_bin = _find_pm2_bin()
        cmd = [pm2_bin, "jlist"] if not pm2_bin.startswith("npx") else ["npx", "pm2", "jlist"]
        result = subprocess.run(
            cmd,
            capture_output=True, text=True, timeout=5
        )
        import json as _json
        procs = _json.loads(result.stdout)
        for p in procs:
            pm2_procs.append({
                "name": p.get("name", ""),
                "status": p.get("pm2_env", {}).get("status", "unknown"),
                "cpu": p.get("monit", {}).get("cpu", 0),
                "memory_mb": round(p.get("monit", {}).get("memory", 0) / 1024 / 1024, 1),
                "restarts": p.get("pm2_env", {}).get("restart_time", 0),
                "uptime_ms": p.get("pm2_env", {}).get("pm_uptime", 0),
                "pid": p.get("pid", 0),
            })
    except Exception:
        pm2_procs = []

    # PG数据库大小 + agg_trades条数（用估算值，快1000倍）
    pg_info = {}
    try:
        row = await async_fetchrow(
            "SELECT pg_database_size(current_database()) as db_size"
        )
        pg_info["db_size_mb"] = round(row["db_size"] / 1024 / 1024, 1) if row else 0

        # 用PG统计信息估算行数（毫秒级，而非COUNT(*)的秒级全表扫描）
        row2 = await async_fetchrow(
            "SELECT SUM(n_live_tup)::bigint as cnt FROM pg_stat_user_tables WHERE relname LIKE 'agg_trades%'"
        )
        pg_info["agg_trades_count"] = row2["cnt"] if row2 and row2["cnt"] else 0

        row3 = await async_fetchrow(
            "SELECT n_live_tup::bigint as cnt FROM pg_stat_user_tables WHERE relname = 'rate_snapshots'"
        )
        pg_info["rate_snapshots_count"] = row3["cnt"] if row3 else 0

        # 各symbol最新数据时间
        meta_rows = await async_fetch("SELECT symbol, last_time_ms, earliest_time_ms FROM agg_trades_meta")
        pg_info["symbols"] = {}
        for m in meta_rows:
            sym = m["symbol"].replace("USDT", "")
            pg_info["symbols"][sym] = {
                "latest_ms": m["last_time_ms"],
                "earliest_ms": m["earliest_time_ms"],
                "span_hours": round((m["last_time_ms"] - m["earliest_time_ms"]) / 3600000, 1),
            }
    except Exception:
        pass

    # 回补进程
    backfill_running = False
    try:
        for proc in psutil.process_iter(["pid", "cmdline"]):
            cmdline = " ".join(proc.info.get("cmdline") or [])
            if "backfill_agg_trades" in cmdline:
                backfill_running = True
                break
    except Exception:
        pass

    result = {
        "timestamp": int(time.time() * 1000),
        "cpu": {
            "percent": cpu_percent,
            "cores": cpu_count,
        },
        "memory": {
            "total_gb": round(mem.total / 1024**3, 1),
            "used_gb": round(mem.used / 1024**3, 1),
            "percent": mem.percent,
            "swap_percent": swap.percent,
        },
        "disk": {
            "total_gb": round(disk.total / 1024**3, 1),
            "used_gb": round(disk.used / 1024**3, 1),
            "free_gb": round(disk.free / 1024**3, 1),
            "percent": round(disk.used / disk.total * 100, 1),
        },
        "load": {
            "load1": round(load1, 2),
            "load5": round(load5, 2),
            "load15": round(load15, 2),
        },
        "uptime_hours": round(uptime_s / 3600, 1),
        "network": {
            "bytes_sent_gb": round(net.bytes_sent / 1024**3, 2),
            "bytes_recv_gb": round(net.bytes_recv / 1024**3, 2),
        },
        "pm2": pm2_procs,
        "postgres": pg_info,
        "backfill_running": backfill_running,
    }
    _server_cache["data"] = result
    _server_cache["ts"] = now
    return result


# ============================================================
# 实盘 API（/api/live/...）
# ============================================================

@app.get("/api/live/summary")
async def live_summary(
    strategy: str = "v52_8signals",
    user: dict = Depends(get_current_user),
):
    """实盘总览"""
    closed = await async_fetch(
        "SELECT pnl_r, direction, fee_usdt, funding_fee_usdt, slippage_bps "
        "FROM live_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
        strategy,
    )
    active = await async_fetch(
        "SELECT id FROM live_trades WHERE status IN ('active','tp1_hit') AND strategy = $1",
        strategy,
    )
    first = await async_fetchrow(
        "SELECT MIN(created_at) as start FROM live_trades WHERE strategy = $1",
        strategy,
    )

    total = len(closed)
    wins = len([r for r in closed if r["pnl_r"] and r["pnl_r"] > 0])
    total_pnl = sum(r["pnl_r"] for r in closed if r["pnl_r"])
    total_fee = sum(r["fee_usdt"] or 0 for r in closed)
    total_funding = sum(r["funding_fee_usdt"] or 0 for r in closed)
    win_rate = (wins / total * 100) if total > 0 else 0
    gross_profit = sum(r["pnl_r"] for r in closed if r["pnl_r"] and r["pnl_r"] > 0)
    gross_loss = abs(sum(r["pnl_r"] for r in closed if r["pnl_r"] and r["pnl_r"] <= 0))
    profit_factor = (gross_profit / gross_loss) if gross_loss > 0 else 0

    # 读风控状态
    risk_status = {}
    try:
        import json as _json
        with open("/tmp/risk_guard_state.json") as f:
            risk_status = _json.load(f)
    except:
        risk_status = {"status": "unknown"}

    return {
        "total_trades": total,
        "win_rate": round(win_rate, 1),
        "total_pnl_r": round(total_pnl, 2),
        "total_pnl_usdt": round(total_pnl * (await _get_risk_usd()), 2),
        "active_positions": len(active),
        "profit_factor": round(profit_factor, 2),
        "total_fee_usdt": round(total_fee, 2),
        "total_funding_usdt": round(total_funding, 2),
        "start_time": str(first["start"]) if first and first["start"] else None,
        "risk_status": risk_status,
    }


@app.get("/api/live/positions")
async def live_positions(
    strategy: str = "v52_8signals",
    user: dict = Depends(get_current_user),
):
    """实盘当前持仓"""
    rows = await async_fetch(
        "SELECT id, symbol, direction, score, tier, strategy, entry_price, entry_ts, "
        "tp1_price, tp2_price, sl_price, tp1_hit, status, risk_distance, "
        "binance_order_id, fill_price, slippage_bps, protection_gap_ms, "
        "signal_to_order_ms, order_to_fill_ms, score_factors "
        "FROM live_trades WHERE status IN ('active','tp1_hit') AND strategy = $1 "
        "ORDER BY entry_ts DESC",
        strategy,
    )
    # 实时价格
    prices = {}
    symbols_needed = list(set(r["symbol"] for r in rows))
    if symbols_needed:
        try:
            async with httpx.AsyncClient(timeout=5) as client:
                resp = await client.get("https://fapi.binance.com/fapi/v1/ticker/price")
                if resp.status_code == 200:
                    for item in resp.json():
                        if item["symbol"] in symbols_needed:
                            prices[item["symbol"]] = float(item["price"])
        except:
            pass

    result = []
    for r in rows:
        d = dict(r)
        current_price = prices.get(r["symbol"], 0)
        d["current_price"] = current_price
        entry = r["entry_price"] or 0
        rd = r.get("risk_distance") or 1
        if rd > 0 and entry > 0 and current_price > 0:
            if r["direction"] == "LONG":
                d["unrealized_pnl_r"] = round((current_price - entry) / rd, 4)
            else:
                d["unrealized_pnl_r"] = round((entry - current_price) / rd, 4)
            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * (await _get_risk_usd()), 2)
        else:
            d["unrealized_pnl_r"] = 0
            d["unrealized_pnl_usdt"] = 0
        # 持仓时间
        if r["entry_ts"]:
            import time as _time
            d["hold_time_min"] = round((_time.time() * 1000 - r["entry_ts"]) / 60000, 1)
        result.append(d)
    return {"data": result}


@app.get("/api/live/trades")
async def live_trades(
    symbol: str = "all",
    result: str = "all",
    strategy: str = "v52_8signals",
    limit: int = 100,
    user: dict = Depends(get_current_user),
):
    """实盘历史交易"""
    conditions = ["status NOT IN ('active','tp1_hit')"]
    params = []
    idx = 1

    conditions.append(f"strategy = ${idx}")
    params.append(strategy)
    idx += 1

    if symbol != "all":
        conditions.append(f"symbol = ${idx}")
        params.append(symbol.upper() + "USDT")
        idx += 1
    if result == "win":
        conditions.append("pnl_r > 0")
    elif result == "loss":
        conditions.append("pnl_r <= 0")

    where = " AND ".join(conditions)
    params.append(limit)
    rows = await async_fetch(
        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, risk_distance, "
        f"tp1_price, tp2_price, sl_price "
        f"FROM live_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
        *params
    )
    # 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 = await _get_risk_usd()
        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")
async def live_equity_curve(
    strategy: str = "v52_8signals",
    user: dict = Depends(get_current_user),
):
    """实盘权益曲线"""
    rows = await async_fetch(
        "SELECT exit_ts, pnl_r FROM live_trades "
        "WHERE status NOT IN ('active','tp1_hit') AND strategy = $1 ORDER BY exit_ts ASC",
        strategy,
    )
    cumulative = 0.0
    curve = []
    for r in rows:
        cumulative += r["pnl_r"] or 0
        curve.append({"ts": r["exit_ts"], "pnl": round(cumulative, 2)})
    return {"data": curve}


@app.get("/api/live/stats")
async def live_stats(
    strategy: str = "v52_8signals",
    user: dict = Depends(get_current_user),
):
    """实盘详细统计"""
    rows = await async_fetch(
        "SELECT symbol, direction, pnl_r, tier, entry_ts, exit_ts, slippage_bps "
        "FROM live_trades WHERE status NOT IN ('active','tp1_hit') AND strategy = $1",
        strategy,
    )
    if not rows:
        return {"error": "no data"}

    total = len(rows)
    wins = [r for r in rows if r["pnl_r"] and r["pnl_r"] > 0]
    losses = [r for r in rows if r["pnl_r"] and r["pnl_r"] <= 0]
    win_rate = len(wins) / total * 100 if total > 0 else 0
    avg_win = sum(r["pnl_r"] for r in wins) / len(wins) if wins else 0
    avg_loss = sum(abs(r["pnl_r"]) for r in losses) / len(losses) if losses else 0
    win_loss_ratio = avg_win / avg_loss if avg_loss > 0 else 0
    total_pnl = sum(r["pnl_r"] for r in rows if r["pnl_r"])

    # 滑点统计
    slippages = [r["slippage_bps"] for r in rows if r["slippage_bps"] is not None]
    avg_slippage = sum(slippages) / len(slippages) if slippages else 0
    slippages_sorted = sorted(slippages) if slippages else [0]
    p50_slip = slippages_sorted[len(slippages_sorted)//2] if slippages_sorted else 0
    p95_idx = min(int(len(slippages_sorted)*0.95), len(slippages_sorted)-1)
    p95_slip = slippages_sorted[p95_idx] if slippages_sorted else 0

    # MDD
    cum = 0
    peak = 0
    mdd = 0
    for r in sorted(rows, key=lambda x: x["exit_ts"] or 0):
        cum += r["pnl_r"] or 0
        if cum > peak:
            peak = cum
        dd = peak - cum
        if dd > mdd:
            mdd = dd

    # 按币种
    by_symbol = {}
    for r in rows:
        s = r["symbol"]
        if s not in by_symbol:
            by_symbol[s] = {"wins": 0, "total": 0, "pnl": 0}
        by_symbol[s]["total"] += 1
        by_symbol[s]["pnl"] += r["pnl_r"] or 0
        if r["pnl_r"] and r["pnl_r"] > 0:
            by_symbol[s]["wins"] += 1
    for s in by_symbol:
        by_symbol[s]["win_rate"] = round(by_symbol[s]["wins"]/by_symbol[s]["total"]*100, 1) if by_symbol[s]["total"] > 0 else 0
        by_symbol[s]["total_pnl"] = round(by_symbol[s]["pnl"], 2)

    return {
        "total": total,
        "win_rate": round(win_rate, 1),
        "avg_win": round(avg_win, 3),
        "avg_loss": round(avg_loss, 3),
        "win_loss_ratio": round(win_loss_ratio, 2),
        "total_pnl": round(total_pnl, 2),
        "mdd": round(mdd, 2),
        "avg_slippage_bps": round(avg_slippage, 2),
        "p50_slippage_bps": round(p50_slip, 2),
        "p95_slippage_bps": round(p95_slip, 2),
        "by_symbol": by_symbol,
    }


@app.get("/api/live/risk-status")
async def live_risk_status(user: dict = Depends(get_current_user)):
    """风控状态"""
    try:
        import json as _json
        with open("/tmp/risk_guard_state.json") as f:
            return _json.load(f)
    except:
        return {"status": "unknown", "error": "risk_guard_state.json not found"}


_risk_usd_cache = {"v": 2.0, "ts": 0.0}

async def _get_risk_usd() -> float:
    """从live_config读取1R金额，缓存60秒"""
    now = time.time()
    if now - _risk_usd_cache["ts"] < 60:
        return _risk_usd_cache["v"]
    try:
        row = await async_fetchrow("SELECT value FROM live_config WHERE key = $1", "risk_per_trade_usd")
        v = float(row["value"]) if row else 2.0
    except Exception:
        v = 2.0
    _risk_usd_cache.update({"v": v, "ts": now})
    return v


def _require_admin(user: dict):
    """检查管理员权限"""
    if user.get("role") != "admin":
        raise HTTPException(status_code=403, detail="仅管理员可执行此操作")


@app.post("/api/live/emergency-close")
async def live_emergency_close(user: dict = Depends(get_current_user)):
    """紧急全平（写标记文件，由risk_guard执行）"""
    _require_admin(user)
    try:
        import json as _json
        with open("/tmp/risk_guard_emergency.json", "w") as f:
            _json.dump({"action": "close_all", "time": time.time(), "user": user.get("email", "unknown")}, f)
        return {"ok": True, "message": "紧急平仓指令已发送"}
    except Exception as e:
        return {"ok": False, "error": str(e)}


@app.post("/api/live/block-new")
async def live_block_new(user: dict = Depends(get_current_user)):
    """禁止新开仓"""
    _require_admin(user)
    try:
        import json as _json
        with open("/tmp/risk_guard_emergency.json", "w") as f:
            _json.dump({"action": "block_new", "time": time.time(), "user": user.get("email", "unknown")}, f)
        return {"ok": True, "message": "已禁止新开仓"}
    except Exception as e:
        return {"ok": False, "error": str(e)}


@app.post("/api/live/resume")
async def live_resume(user: dict = Depends(get_current_user)):
    """恢复交易"""
    _require_admin(user)
    try:
        import json as _json
        with open("/tmp/risk_guard_emergency.json", "w") as f:
            _json.dump({"action": "resume", "time": time.time(), "user": user.get("email", "unknown")}, f)
        return {"ok": True, "message": "已恢复交易"}
    except Exception as e:
        return {"ok": False, "error": str(e)}


# ============================================================
# 实盘 API 补充（L0-L11）
# ============================================================

@app.get("/api/live/account")
async def live_account(user: dict = Depends(get_current_user)):
    """L2: 账户概览 — 权益/保证金/杠杆/今日成交额"""
    import httpx
    import hashlib, hmac, time as _time
    from urllib.parse import urlencode

    api_key = os.environ.get("BINANCE_API_KEY", "")
    secret_key = os.environ.get("BINANCE_SECRET_KEY", "")
    trade_env = os.environ.get("TRADE_ENV", "testnet")
    base = "https://testnet.binancefuture.com" if trade_env == "testnet" else "https://fapi.binance.com"

    if not api_key or not secret_key:
        return {"error": "API keys not configured", "equity": 0, "available_margin": 0, "used_margin": 0, "effective_leverage": 0}

    def sign(params):
        params["timestamp"] = int(_time.time() * 1000)
        qs = urlencode(params)
        sig = hmac.new(secret_key.encode(), qs.encode(), hashlib.sha256).hexdigest()
        params["signature"] = sig
        return params

    try:
        async with httpx.AsyncClient(timeout=5) as client:
            # 账户信息
            params = sign({})
            resp = await client.get(f"{base}/fapi/v2/account", params=params, headers={"X-MBX-APIKEY": api_key})
            if resp.status_code != 200:
                return {"error": f"API {resp.status_code}"}
            acc = resp.json()

            equity = float(acc.get("totalWalletBalance", 0))
            available = float(acc.get("availableBalance", 0))
            used_margin = float(acc.get("totalInitialMargin", 0))
            unrealized = float(acc.get("totalUnrealizedProfit", 0))
            effective_leverage = round(used_margin / equity, 2) if equity > 0 else 0

            # 今日已实现PnL
            today_realized_r = 0
            today_fee = 0
            today_volume = 0
            try:
                rows = await async_fetch(
                    "SELECT pnl_r, fee_usdt FROM live_trades WHERE exit_ts >= $1 AND status NOT IN ('active','tp1_hit')",
                    int(datetime.now(timezone.utc).replace(hour=0,minute=0,second=0,microsecond=0).timestamp() * 1000)
                )
                today_realized_r = sum(r["pnl_r"] or 0 for r in rows)
                today_fee = sum(r["fee_usdt"] or 0 for r in rows)
            except:
                pass

            return {
                "equity": round(equity, 2),
                "available_margin": round(available, 2),
                "used_margin": round(used_margin, 2),
                "unrealized_pnl": round(unrealized, 2),
                "effective_leverage": effective_leverage,
                "today_realized_r": round(today_realized_r, 2),
                "today_realized_usdt": round(today_realized_r * (await _get_risk_usd()), 2),
                "today_fee": round(today_fee, 2),
                "today_volume": round(today_volume, 2),
            }
    except Exception as e:
        return {"error": str(e)}


@app.get("/api/live/health")
async def live_system_health(user: dict = Depends(get_current_user)):
    """L11: 系统健康 — 各进程心跳、API状态、数据新鲜度"""
    import subprocess, time as _time

    health = {
        "ts": int(_time.time() * 1000),
        "processes": {},
        "data_freshness": {},
        "api_status": "unknown",
    }

    # PM2进程状态
    try:
        result = subprocess.run(["pm2", "jlist"], capture_output=True, text=True, timeout=5)
        import json as _json
        procs = _json.loads(result.stdout) if result.stdout else []
        for p in procs:
            name = p.get("name", "")
            if name in ("live-executor", "position-sync", "risk-guard", "signal-engine", "market-collector", "paper-monitor", "liq-collector"):
                health["processes"][name] = {
                    "status": p.get("pm2_env", {}).get("status", "unknown"),
                    "uptime_ms": p.get("pm2_env", {}).get("pm_uptime", 0),
                    "restarts": p.get("pm2_env", {}).get("restart_time", 0),
                    "memory_mb": round(p.get("monit", {}).get("memory", 0) / 1024 / 1024, 1),
                    "cpu": p.get("monit", {}).get("cpu", 0),
                }
    except:
        pass

    # 数据新鲜度
    try:
        now_ms = int(_time.time() * 1000)
        # 最新行情数据
        latest_market = await async_fetchrow("SELECT MAX(ts) as ts FROM signal_indicators")
        if latest_market and latest_market["ts"]:
            age_sec = (now_ms - latest_market["ts"]) / 1000
            health["data_freshness"]["market_data"] = {
                "last_ts": latest_market["ts"],
                "age_sec": round(age_sec, 1),
                "status": "red" if age_sec > 10 else "yellow" if age_sec > 5 else "green",
            }

        # 最新对账
        risk_state = {}
        try:
            import json as _json2
            with open("/tmp/risk_guard_state.json") as f:
                risk_state = _json2.load(f)
        except:
            pass
        health["risk_guard"] = risk_state
    except:
        pass

    return health


@app.get("/api/live/reconciliation")
async def live_reconciliation(user: dict = Depends(get_current_user)):
    """L5: 对账状态 — 本地 vs 币安"""
    import httpx, hashlib, hmac, time as _time
    from urllib.parse import urlencode

    api_key = os.environ.get("BINANCE_API_KEY", "")
    secret_key = os.environ.get("BINANCE_SECRET_KEY", "")
    trade_env = os.environ.get("TRADE_ENV", "testnet")
    base = "https://testnet.binancefuture.com" if trade_env == "testnet" else "https://fapi.binance.com"

    if not api_key or not secret_key:
        return {"error": "API keys not configured"}

    def sign(params):
        params["timestamp"] = int(_time.time() * 1000)
        qs = urlencode(params)
        sig = hmac.new(secret_key.encode(), qs.encode(), hashlib.sha256).hexdigest()
        params["signature"] = sig
        return params

    result = {"local_positions": [], "exchange_positions": [], "local_orders": 0, "exchange_orders": 0, "diffs": [], "status": "ok"}

    try:
        async with httpx.AsyncClient(timeout=5) as client:
            # 币安持仓
            params = sign({})
            resp = await client.get(f"{base}/fapi/v2/positionRisk", params=params, headers={"X-MBX-APIKEY": api_key})
            exchange_positions = []
            if resp.status_code == 200:
                for p in resp.json():
                    amt = float(p.get("positionAmt", 0))
                    if amt != 0:
                        exchange_positions.append({
                            "symbol": p["symbol"],
                            "direction": "LONG" if amt > 0 else "SHORT",
                            "amount": abs(amt),
                            "entry_price": float(p.get("entryPrice", 0)),
                            "mark_price": float(p.get("markPrice", 0)),
                            "liquidation_price": float(p.get("liquidationPrice", 0)),
                            "unrealized_pnl": float(p.get("unRealizedProfit", 0)),
                        })
            result["exchange_positions"] = exchange_positions

            # 币安挂单
            params2 = sign({})
            resp2 = await client.get(f"{base}/fapi/v1/openOrders", params=params2, headers={"X-MBX-APIKEY": api_key})
            exchange_orders = resp2.json() if resp2.status_code == 200 else []
            result["exchange_orders"] = len(exchange_orders)

        # 本地持仓
        local = await async_fetch(
            "SELECT id, symbol, direction, entry_price, sl_price, tp1_price, tp2_price, status, tp1_hit "
            "FROM live_trades WHERE status IN ('active','tp1_hit')"
        )
        result["local_positions"] = [dict(r) for r in local]
        result["local_orders"] = len(local) * 3  # 预期每仓3挂单(SL+TP1+TP2)

        # 对比差异
        local_syms = {r["symbol"]: r for r in local}
        exchange_syms = {p["symbol"]: p for p in exchange_positions}

        for sym, lp in local_syms.items():
            if sym not in exchange_syms:
                result["diffs"].append({"symbol": sym, "type": "local_only", "severity": "critical", "detail": f"本地有{lp['direction']}仓位但币安无持仓"})
            else:
                ep = exchange_syms[sym]
                if lp["direction"] != ep["direction"]:
                    result["diffs"].append({"symbol": sym, "type": "direction_mismatch", "severity": "critical", "detail": f"本地={lp['direction']} 币安={ep['direction']}"})
                # 清算距离
                if ep["liquidation_price"] > 0 and ep["mark_price"] > 0:
                    if ep["direction"] == "LONG":
                        dist = (ep["mark_price"] - ep["liquidation_price"]) / ep["mark_price"] * 100
                    else:
                        dist = (ep["liquidation_price"] - ep["mark_price"]) / ep["mark_price"] * 100
                    if dist < 8:
                        result["diffs"].append({"symbol": sym, "type": "liquidation_critical", "severity": "critical", "detail": f"距清算仅{dist:.1f}%"})
                    elif dist < 12:
                        result["diffs"].append({"symbol": sym, "type": "liquidation_warning", "severity": "high", "detail": f"距清算{dist:.1f}%"})

        for sym, ep in exchange_syms.items():
            if sym not in local_syms:
                result["diffs"].append({"symbol": sym, "type": "exchange_only", "severity": "high", "detail": f"币安有{ep['direction']}仓位但本地无记录"})

        if result["diffs"]:
            result["status"] = "mismatch"

    except Exception as e:
        result["error"] = str(e)

    return result


@app.get("/api/live/execution-quality")
async def live_execution_quality(user: dict = Depends(get_current_user)):
    """L4: 执行质量面板"""
    rows = await async_fetch(
        "SELECT symbol, slippage_bps, signal_to_order_ms, order_to_fill_ms, protection_gap_ms "
        "FROM live_trades WHERE signal_to_order_ms IS NOT NULL ORDER BY created_at DESC LIMIT 200"
    )
    if not rows:
        return {"error": "no data"}

    # 按币种分组
    by_coin = {}
    all_slips = []
    all_s2o = []
    all_o2f = []
    all_prot = []

    for r in rows:
        sym = r["symbol"]
        if sym not in by_coin:
            by_coin[sym] = {"slippages": [], "s2o": [], "o2f": [], "protection": [], "count": 0}
        by_coin[sym]["count"] += 1
        if r["slippage_bps"] is not None:
            by_coin[sym]["slippages"].append(r["slippage_bps"])
            all_slips.append(r["slippage_bps"])
        if r["signal_to_order_ms"] is not None:
            by_coin[sym]["s2o"].append(r["signal_to_order_ms"])
            all_s2o.append(r["signal_to_order_ms"])
        if r["order_to_fill_ms"] is not None:
            by_coin[sym]["o2f"].append(r["order_to_fill_ms"])
            all_o2f.append(r["order_to_fill_ms"])
        if r["protection_gap_ms"] is not None:
            by_coin[sym]["protection"].append(r["protection_gap_ms"])
            all_prot.append(r["protection_gap_ms"])

    def percentile(arr, p):
        if not arr: return 0
        s = sorted(arr)
        idx = min(int(len(s) * p / 100), len(s) - 1)
        return s[idx]

    def stats(arr):
        if not arr: return {"avg": 0, "p50": 0, "p95": 0, "min": 0, "max": 0}
        return {
            "avg": round(sum(arr)/len(arr), 2),
            "p50": round(percentile(arr, 50), 2),
            "p95": round(percentile(arr, 95), 2),
            "min": round(min(arr), 2),
            "max": round(max(arr), 2),
        }

    result = {
        "total_trades": len(rows),
        "overall": {
            "slippage_bps": stats(all_slips),
            "signal_to_order_ms": stats(all_s2o),
            "order_to_fill_ms": stats(all_o2f),
            "protection_gap_ms": stats(all_prot),
        },
        "by_symbol": {},
    }

    for sym, d in by_coin.items():
        result["by_symbol"][sym] = {
            "count": d["count"],
            "slippage_bps": stats(d["slippages"]),
            "signal_to_order_ms": stats(d["s2o"]),
            "order_to_fill_ms": stats(d["o2f"]),
            "protection_gap_ms": stats(d["protection"]),
        }

    return result


@app.get("/api/live/paper-comparison")
async def live_paper_comparison(
    limit: int = 50,
    user: dict = Depends(get_current_user),
):
    """L8: 实盘 vs 模拟盘对照"""
    # 按signal_id匹配
    rows = await async_fetch("""
        SELECT lt.symbol, lt.direction, lt.entry_price as live_entry, lt.exit_price as live_exit,
               lt.pnl_r as live_pnl, lt.slippage_bps as live_slip, lt.entry_ts as live_entry_ts,
               lt.signal_id,
               pt.entry_price as paper_entry, pt.exit_price as paper_exit, pt.pnl_r as paper_pnl
        FROM live_trades lt
        LEFT JOIN paper_trades pt ON lt.signal_id = pt.signal_id AND lt.strategy = pt.strategy
        WHERE lt.status NOT IN ('active','tp1_hit')
        ORDER BY lt.exit_ts DESC
        LIMIT $1
    """, limit)

    comparisons = []
    total_entry_diff = 0
    total_pnl_diff = 0
    count = 0

    for r in rows:
        d = dict(r)
        if r["paper_entry"] and r["live_entry"]:
            d["entry_diff"] = round(r["live_entry"] - r["paper_entry"], 6)
            d["entry_diff_bps"] = round(d["entry_diff"] / r["paper_entry"] * 10000, 2) if r["paper_entry"] else 0
        if r["paper_pnl"] is not None and r["live_pnl"] is not None:
            d["pnl_diff_r"] = round(r["live_pnl"] - r["paper_pnl"], 4)
            total_pnl_diff += d["pnl_diff_r"]
            count += 1
        comparisons.append(d)

    return {
        "count": len(comparisons),
        "avg_pnl_diff_r": round(total_pnl_diff / count, 4) if count > 0 else 0,
        "data": comparisons,
    }


# ============ Live Events (L7通知流) ============

async def log_live_event(level: str, category: str, message: str, symbol: str = None, detail: dict = None):
    """写入实盘事件日志（供各模块调用）"""
    try:
        import json as _json
        await async_execute(
            "INSERT INTO live_events (level, category, symbol, message, detail) VALUES ($1, $2, $3, $4, $5)",
            level, category, symbol, message, _json.dumps(detail) if detail else None
        )
    except Exception:
        pass


@app.get("/api/live/events")
async def live_events(
    limit: int = 50,
    level: str = "all",
    category: str = "all",
    user: dict = Depends(get_current_user),
):
    """实盘事件流"""
    conditions = ["1=1"]
    params = []
    idx = 1

    if level != "all":
        conditions.append(f"level = ${idx}")
        params.append(level)
        idx += 1
    if category != "all":
        conditions.append(f"category = ${idx}")
        params.append(category)
        idx += 1

    params.append(limit)
    where = " AND ".join(conditions)
    rows = await async_fetch(
        f"SELECT id, ts, level, category, symbol, message, detail "
        f"FROM live_events WHERE {where} ORDER BY ts DESC LIMIT ${idx}",
        *params
    )
    return {"count": len(rows), "data": rows}


# ============ Live Config (实盘配置) ============

@app.get("/api/live/config")
async def live_config_get(user: dict = Depends(get_current_user)):
    """获取实盘配置"""
    rows = await async_fetch("SELECT key, value, label, updated_at FROM live_config ORDER BY key")
    config = {}
    for r in rows:
        config[r["key"]] = {"value": r["value"], "label": r["label"], "updated_at": str(r["updated_at"])}
    return config


@app.put("/api/live/config")
async def live_config_update(request: Request, user: dict = Depends(get_current_user)):
    """更新实盘配置"""
    _require_admin(user)
    body = await request.json()
    updated = []
    for key, value in body.items():
        await async_execute(
            "UPDATE live_config SET value = $1, updated_at = NOW() WHERE key = $2",
            str(value), key
        )
        updated.append(key)
    return {"updated": updated}


# ─────────────────────────────────────────────
# 策略广场 API
# ─────────────────────────────────────────────

import json as _json
import os as _os
import statistics as _statistics

_STRATEGY_META = {
    "v53": {
        "display_name": "V5.3 标准版",
        "cvd_windows": "30m / 4h",
        "description": "标准版：30分钟+4小时CVD双轨，适配1小时信号周期",
        "initial_balance": 10000,
    },
    "v53_fast": {
        "display_name": "V5.3 Fast版",
        "cvd_windows": "5m / 30m",
        "description": "快速版：5分钟+30分钟CVD双轨，捕捉短期动量",
        "initial_balance": 10000,
    },
    "v53_middle": {
        "display_name": "V5.3 Middle版",
        "cvd_windows": "15m / 1h",
        "description": "中速版：15分钟+1小时CVD双轨，平衡噪音与时效",
        "initial_balance": 10000,
    },
}


async def _get_strategy_status(strategy_id: str) -> str:
    """根据 paper_config 和最新心跳判断策略状态"""
    config_path = _os.path.join(_os.path.dirname(__file__), "paper_config.json")
    try:
        with open(config_path) as f:
            config = _json.load(f)
        enabled = strategy_id in config.get("enabled_strategies", [])
    except Exception:
        enabled = False

    if not enabled:
        return "paused"

    # 检查最近5分钟内是否有心跳
    cutoff = int((__import__("time").time() - 300) * 1000)
    row = await async_fetch(
        "SELECT ts FROM signal_indicators WHERE strategy=$1 AND ts > $2 ORDER BY ts DESC LIMIT 1",
        strategy_id, cutoff
    )
    if row:
        return "running"
    return "error"


@app.get("/api/strategy-plaza")
async def strategy_plaza(user: dict = Depends(get_current_user)):
    """策略广场总览：返回所有策略卡片数据"""
    now_ms = int(__import__("time").time() * 1000)
    cutoff_24h = now_ms - 86400000

    results = []
    for sid, meta in _STRATEGY_META.items():
        # 累计统计
        rows = await async_fetch(
            "SELECT pnl_r, entry_ts, exit_ts FROM paper_trades "
            "WHERE strategy=$1 AND exit_ts IS NOT NULL",
            sid
        )
        # 活跃持仓
        open_rows = await async_fetch(
            "SELECT COUNT(*) as cnt FROM paper_trades WHERE strategy=$1 AND exit_ts IS NULL",
            sid
        )
        open_positions = int(open_rows[0]["cnt"]) if open_rows else 0

        # 24h 统计
        rows_24h = [r for r in rows if (r["exit_ts"] or 0) >= cutoff_24h]

        pnl_rs = [float(r["pnl_r"]) for r in rows]
        wins = [p for p in pnl_rs if p > 0]
        losses = [p for p in pnl_rs if p <= 0]
        net_r = round(sum(pnl_rs), 3)
        net_usdt = round(net_r * 200, 0)

        pnl_rs_24h = [float(r["pnl_r"]) for r in rows_24h]
        pnl_r_24h = round(sum(pnl_rs_24h), 3)
        pnl_usdt_24h = round(pnl_r_24h * 200, 0)

        std_r = round(_statistics.stdev(pnl_rs), 3) if len(pnl_rs) > 1 else 0.0

        started_at = min(r["entry_ts"] for r in rows) if rows else now_ms
        last_trade_at = max(r["exit_ts"] for r in rows if r["exit_ts"]) if rows else None

        status = await _get_strategy_status(sid)

        results.append({
            "id": sid,
            "display_name": meta["display_name"],
            "status": status,
            "started_at": started_at,
            "initial_balance": meta["initial_balance"],
            "current_balance": meta["initial_balance"] + int(net_usdt),
            "net_usdt": int(net_usdt),
            "net_r": net_r,
            "trade_count": len(pnl_rs),
            "win_rate": round(len(wins) / len(pnl_rs) * 100, 1) if pnl_rs else 0.0,
            "avg_win_r": round(sum(wins) / len(wins), 3) if wins else 0.0,
            "avg_loss_r": round(sum(losses) / len(losses), 3) if losses else 0.0,
            "open_positions": open_positions,
            "pnl_usdt_24h": int(pnl_usdt_24h),
            "pnl_r_24h": pnl_r_24h,
            "std_r": std_r,
            "last_trade_at": last_trade_at,
        })

    return {"strategies": results}


@app.get("/api/strategy-plaza/{strategy_id}/summary")
async def strategy_plaza_summary(strategy_id: str, user: dict = Depends(get_current_user)):
    """策略详情 summary：卡片数据 + 详情字段"""
    if strategy_id not in _STRATEGY_META:
        from fastapi import HTTPException
        raise HTTPException(status_code=404, detail="Strategy not found")

    # 先拿广场数据
    plaza_data = await strategy_plaza(user)
    card = next((s for s in plaza_data["strategies"] if s["id"] == strategy_id), None)
    if not card:
        from fastapi import HTTPException
        raise HTTPException(status_code=404, detail="Strategy not found")

    meta = _STRATEGY_META[strategy_id]

    # 读策略 JSON 获取权重和阈值
    strategy_file = _os.path.join(_os.path.dirname(__file__), "strategies", f"{strategy_id}.json")
    weights = {}
    thresholds = {}
    symbols = []
    try:
        with open(strategy_file) as f:
            cfg = _json.load(f)
        weights = {
            "direction": cfg.get("direction_weight", 55),
            "crowding": cfg.get("crowding_weight", 25),
            "environment": cfg.get("environment_weight", 15),
            "auxiliary": cfg.get("auxiliary_weight", 5),
        }
        thresholds = {
            "signal_threshold": cfg.get("threshold", 75),
            "flip_threshold": cfg.get("flip_threshold", 85),
        }
        symbols = list(cfg.get("symbol_gates", {}).keys())
    except Exception:
        pass

    return {
        **card,
        "cvd_windows": meta["cvd_windows"],
        "description": meta["description"],
        "symbols": symbols,
        "weights": weights,
        "thresholds": thresholds,
    }


@app.get("/api/strategy-plaza/{strategy_id}/signals")
async def strategy_plaza_signals(
    strategy_id: str,
    limit: int = 50,
    user: dict = Depends(get_current_user)
):
    """策略信号列表（复用现有逻辑，加 strategy 过滤）"""
    if strategy_id not in _STRATEGY_META:
        from fastapi import HTTPException
        raise HTTPException(status_code=404, detail="Strategy not found")
    rows = await async_fetch(
        "SELECT ts, symbol, score, signal, price, factors, cvd_5m, cvd_15m, cvd_30m, cvd_1h, cvd_4h, atr_value "
        "FROM signal_indicators WHERE strategy=$1 ORDER BY ts DESC LIMIT $2",
        strategy_id, limit
    )
    return {"signals": [dict(r) for r in rows]}


@app.get("/api/strategy-plaza/{strategy_id}/trades")
async def strategy_plaza_trades(
    strategy_id: str,
    limit: int = 50,
    user: dict = Depends(get_current_user)
):
    """策略交易记录（复用现有逻辑，加 strategy 过滤）"""
    if strategy_id not in _STRATEGY_META:
        from fastapi import HTTPException
        raise HTTPException(status_code=404, detail="Strategy not found")
    rows = await async_fetch(
        "SELECT id, symbol, direction, score, tier, entry_price, exit_price, "
        "tp1_price, tp2_price, sl_price, tp1_hit, pnl_r, risk_distance, "
        "entry_ts, exit_ts, status, strategy "
        "FROM paper_trades WHERE strategy=$1 ORDER BY entry_ts DESC LIMIT $2",
        strategy_id, limit
    )
    return {"trades": [dict(r) for r in rows]}


# ─────────────────────────────────────────────────────────────────────────────
# V5.4 Strategy Factory API
# ─────────────────────────────────────────────────────────────────────────────
import uuid as _uuid
from typing import Optional
from pydantic import BaseModel, Field, field_validator, model_validator

# ── Pydantic Models ──────────────────────────────────────────────────────────

class StrategyCreateRequest(BaseModel):
    display_name: str = Field(..., min_length=1, max_length=50)
    symbol: str
    direction: str = "both"
    initial_balance: float = 10000.0
    cvd_fast_window: str = "30m"
    cvd_slow_window: str = "4h"
    weight_direction: int = 55
    weight_env: int = 25
    weight_aux: int = 15
    weight_momentum: int = 5
    entry_score: int = 75
    # 门1 波动率
    gate_vol_enabled: bool = True
    vol_atr_pct_min: float = 0.002
    # 门2 CVD共振
    gate_cvd_enabled: bool = True
    # 门3 鲸鱼否决
    gate_whale_enabled: bool = True
    whale_usd_threshold: float = 50000.0
    whale_flow_pct: float = 0.5
    # 门4 OBI否决
    gate_obi_enabled: bool = True
    obi_threshold: float = 0.35
    # 门5 期现背离
    gate_spot_perp_enabled: bool = False
    spot_perp_threshold: float = 0.005
    # 风控参数
    sl_atr_multiplier: float = 1.5
    tp1_ratio: float = 0.75
    tp2_ratio: float = 1.5
    timeout_minutes: int = 240
    flip_threshold: int = 80
    description: Optional[str] = None

    @field_validator("symbol")
    @classmethod
    def validate_symbol(cls, v):
        allowed = {"BTCUSDT", "ETHUSDT", "SOLUSDT", "XRPUSDT"}
        if v not in allowed:
            raise ValueError(f"symbol must be one of {allowed}")
        return v

    @field_validator("direction")
    @classmethod
    def validate_direction(cls, v):
        if v not in {"long_only", "short_only", "both"}:
            raise ValueError("direction must be long_only, short_only, or both")
        return v

    @field_validator("cvd_fast_window")
    @classmethod
    def validate_cvd_fast(cls, v):
        if v not in {"5m", "15m", "30m"}:
            raise ValueError("cvd_fast_window must be 5m, 15m, or 30m")
        return v

    @field_validator("cvd_slow_window")
    @classmethod
    def validate_cvd_slow(cls, v):
        if v not in {"30m", "1h", "4h"}:
            raise ValueError("cvd_slow_window must be 30m, 1h, or 4h")
        return v

    @field_validator("weight_direction")
    @classmethod
    def validate_w_dir(cls, v):
        if not 10 <= v <= 80:
            raise ValueError("weight_direction must be 10-80")
        return v

    @field_validator("weight_env")
    @classmethod
    def validate_w_env(cls, v):
        if not 5 <= v <= 60:
            raise ValueError("weight_env must be 5-60")
        return v

    @field_validator("weight_aux")
    @classmethod
    def validate_w_aux(cls, v):
        if not 0 <= v <= 40:
            raise ValueError("weight_aux must be 0-40")
        return v

    @field_validator("weight_momentum")
    @classmethod
    def validate_w_mom(cls, v):
        if not 0 <= v <= 20:
            raise ValueError("weight_momentum must be 0-20")
        return v

    @model_validator(mode="after")
    def validate_weights_sum(self):
        total = self.weight_direction + self.weight_env + self.weight_aux + self.weight_momentum
        if total != 100:
            raise ValueError(f"Weights must sum to 100, got {total}")
        return self

    @field_validator("entry_score")
    @classmethod
    def validate_entry_score(cls, v):
        if not 60 <= v <= 95:
            raise ValueError("entry_score must be 60-95")
        return v

    @field_validator("vol_atr_pct_min")
    @classmethod
    def validate_vol_atr(cls, v):
        if not 0.0001 <= v <= 0.02:
            raise ValueError("vol_atr_pct_min must be 0.0001-0.02")
        return v

    @field_validator("whale_usd_threshold")
    @classmethod
    def validate_whale_usd(cls, v):
        if not 1000 <= v <= 1000000:
            raise ValueError("whale_usd_threshold must be 1000-1000000")
        return v

    @field_validator("whale_flow_pct")
    @classmethod
    def validate_whale_flow(cls, v):
        if not 0.0 <= v <= 1.0:
            raise ValueError("whale_flow_pct must be 0.0-1.0")
        return v

    @field_validator("obi_threshold")
    @classmethod
    def validate_obi(cls, v):
        if not 0.1 <= v <= 0.9:
            raise ValueError("obi_threshold must be 0.1-0.9")
        return v

    @field_validator("spot_perp_threshold")
    @classmethod
    def validate_spot_perp(cls, v):
        if not 0.0005 <= v <= 0.01:
            raise ValueError("spot_perp_threshold must be 0.0005-0.01")
        return v

    @field_validator("sl_atr_multiplier")
    @classmethod
    def validate_sl(cls, v):
        if not 0.5 <= v <= 3.0:
            raise ValueError("sl_atr_multiplier must be 0.5-3.0")
        return v

    @field_validator("tp1_ratio")
    @classmethod
    def validate_tp1(cls, v):
        if not 0.3 <= v <= 2.0:
            raise ValueError("tp1_ratio must be 0.3-2.0")
        return v

    @field_validator("tp2_ratio")
    @classmethod
    def validate_tp2(cls, v):
        if not 0.5 <= v <= 4.0:
            raise ValueError("tp2_ratio must be 0.5-4.0")
        return v

    @field_validator("timeout_minutes")
    @classmethod
    def validate_timeout(cls, v):
        if not 30 <= v <= 1440:
            raise ValueError("timeout_minutes must be 30-1440")
        return v

    @field_validator("flip_threshold")
    @classmethod
    def validate_flip(cls, v):
        if not 60 <= v <= 95:
            raise ValueError("flip_threshold must be 60-95")
        return v

    @field_validator("initial_balance")
    @classmethod
    def validate_balance(cls, v):
        if v < 1000:
            raise ValueError("initial_balance must be >= 1000")
        return v


class StrategyUpdateRequest(BaseModel):
    """Partial update - all fields optional"""
    display_name: Optional[str] = Field(None, min_length=1, max_length=50)
    direction: Optional[str] = None
    cvd_fast_window: Optional[str] = None
    cvd_slow_window: Optional[str] = None
    weight_direction: Optional[int] = None
    weight_env: Optional[int] = None
    weight_aux: Optional[int] = None
    weight_momentum: Optional[int] = None
    entry_score: Optional[int] = None
    # 门1 波动率
    gate_vol_enabled: Optional[bool] = None
    vol_atr_pct_min: Optional[float] = None
    # 门2 CVD共振
    gate_cvd_enabled: Optional[bool] = None
    # 门3 鲸鱼否决
    gate_whale_enabled: Optional[bool] = None
    whale_usd_threshold: Optional[float] = None
    whale_flow_pct: Optional[float] = None
    # 门4 OBI否决
    gate_obi_enabled: Optional[bool] = None
    obi_threshold: Optional[float] = None
    # 门5 期现背离
    gate_spot_perp_enabled: Optional[bool] = None
    spot_perp_threshold: Optional[float] = None
    # 风控
    sl_atr_multiplier: Optional[float] = None
    tp1_ratio: Optional[float] = None
    tp2_ratio: Optional[float] = None
    timeout_minutes: Optional[int] = None
    flip_threshold: Optional[int] = None
    description: Optional[str] = None


class AddBalanceRequest(BaseModel):
    amount: float = Field(..., gt=0)


class DeprecateRequest(BaseModel):
    confirm: bool


# ── Helper ──────────────────────────────────────────────────────────────────

async def _get_strategy_or_404(strategy_id: str) -> dict:
    row = await async_fetchrow(
        "SELECT * FROM strategies WHERE strategy_id=$1",
        strategy_id
    )
    if not row:
        raise HTTPException(status_code=404, detail="Strategy not found")
    return dict(row)


def _strategy_row_to_card(row: dict) -> dict:
    """Convert a strategies row to a card-level response (no config params)"""
    return {
        "strategy_id": str(row["strategy_id"]),
        "display_name": row["display_name"],
        "status": row["status"],
        "symbol": row["symbol"],
        "direction": row["direction"],
        "started_at": int(row["created_at"].timestamp() * 1000) if row.get("created_at") else 0,
        "initial_balance": row["initial_balance"],
        "current_balance": row["current_balance"],
        "net_usdt": round(row["current_balance"] - row["initial_balance"], 2),
        "deprecated_at": int(row["deprecated_at"].timestamp() * 1000) if row.get("deprecated_at") else None,
        "last_run_at": int(row["last_run_at"].timestamp() * 1000) if row.get("last_run_at") else None,
        "schema_version": row["schema_version"],
    }


def _strategy_row_to_detail(row: dict) -> dict:
    """Full detail including all config params"""
    base = _strategy_row_to_card(row)
    base.update({
        "cvd_fast_window": row["cvd_fast_window"],
        "cvd_slow_window": row["cvd_slow_window"],
        "weight_direction": row["weight_direction"],
        "weight_env": row["weight_env"],
        "weight_aux": row["weight_aux"],
        "weight_momentum": row["weight_momentum"],
        "entry_score": row["entry_score"],
        # 门1 波动率
        "gate_vol_enabled": row["gate_vol_enabled"],
        "vol_atr_pct_min": row["vol_atr_pct_min"],
        # 门2 CVD共振
        "gate_cvd_enabled": row["gate_cvd_enabled"],
        # 门3 鲸鱼否决
        "gate_whale_enabled": row["gate_whale_enabled"],
        "whale_usd_threshold": row["whale_usd_threshold"],
        "whale_flow_pct": row["whale_flow_pct"],
        # 门4 OBI否决
        "gate_obi_enabled": row["gate_obi_enabled"],
        "obi_threshold": row["obi_threshold"],
        # 门5 期现背离
        "gate_spot_perp_enabled": row["gate_spot_perp_enabled"],
        "spot_perp_threshold": row["spot_perp_threshold"],
        "sl_atr_multiplier": row["sl_atr_multiplier"],
        "tp1_ratio": row["tp1_ratio"],
        "tp2_ratio": row["tp2_ratio"],
        "timeout_minutes": row["timeout_minutes"],
        "flip_threshold": row["flip_threshold"],
        "description": row.get("description"),
        "created_at": int(row["created_at"].timestamp() * 1000) if row.get("created_at") else 0,
        "updated_at": int(row["updated_at"].timestamp() * 1000) if row.get("updated_at") else 0,
    })
    return base


async def _get_strategy_trade_stats(strategy_id: str) -> dict:
    """Fetch trade statistics for a strategy by strategy_id.
    兼容新数据（strategy_id列）和旧数据（strategy文本列）。
    """
    # 固定 UUID → legacy strategy文本名映射（迁移时写死的三条策略）
    LEGACY_NAME_MAP = {
        "00000000-0000-0000-0000-000000000053": "v53",
        "00000000-0000-0000-0000-000000000054": "v53_middle",
        "00000000-0000-0000-0000-000000000055": "v53_fast",
    }
    legacy_name = LEGACY_NAME_MAP.get(strategy_id)

    # 查已关闭的交易记录（同时兼容新旧两种匹配方式）
    if legacy_name:
        rows = await async_fetch(
            """SELECT status, pnl_r, tp1_hit, entry_ts, exit_ts
               FROM paper_trades
               WHERE status NOT IN ('active', 'tp1_hit')
               AND (strategy_id=$1 OR (strategy_id IS NULL AND strategy=$2))
               ORDER BY entry_ts DESC""",
            strategy_id, legacy_name
        )
    else:
        rows = await async_fetch(
            """SELECT status, pnl_r, tp1_hit, entry_ts, exit_ts
               FROM paper_trades
               WHERE strategy_id=$1 AND status NOT IN ('active', 'tp1_hit')
               ORDER BY entry_ts DESC""",
            strategy_id
        )

    if not rows:
        # 即使没有历史记录也要查持仓
        pass

    total = len(rows)
    wins = [r for r in rows if (r["pnl_r"] or 0) > 0]
    losses = [r for r in rows if (r["pnl_r"] or 0) < 0]
    win_rate = round(len(wins) / total * 100, 1) if total else 0.0
    avg_win = round(sum(r["pnl_r"] for r in wins) / len(wins), 3) if wins else 0.0
    avg_loss = round(sum(r["pnl_r"] for r in losses) / len(losses), 3) if losses else 0.0
    last_trade_at = rows[0]["exit_ts"] if rows else None

    # 24h stats
    cutoff_ms = int((datetime.utcnow() - timedelta(hours=24)).timestamp() * 1000)
    rows_24h = [r for r in rows if (r["exit_ts"] or 0) >= cutoff_ms]
    pnl_r_24h = round(sum(r["pnl_r"] or 0 for r in rows_24h), 3)
    pnl_usdt_24h = round(pnl_r_24h * 200, 2)

    # Open positions — status IN ('active','tp1_hit')，同时兼容新旧记录
    if legacy_name:
        open_rows = await async_fetch(
            """SELECT COUNT(*) as cnt FROM paper_trades
               WHERE status IN ('active','tp1_hit')
               AND (strategy_id=$1 OR (strategy_id IS NULL AND strategy=$2))""",
            strategy_id, legacy_name
        )
    else:
        open_rows = await async_fetch(
            """SELECT COUNT(*) as cnt FROM paper_trades
               WHERE strategy_id=$1 AND status IN ('active','tp1_hit')""",
            strategy_id
        )
    open_positions = int(open_rows[0]["cnt"]) if open_rows else 0

    return {
        "trade_count": total,
        "win_rate": win_rate,
        "avg_win_r": avg_win,
        "avg_loss_r": avg_loss,
        "open_positions": open_positions,
        "pnl_usdt_24h": pnl_usdt_24h,
        "pnl_r_24h": pnl_r_24h,
        "last_trade_at": last_trade_at,
        "net_r": round(sum(r["pnl_r"] or 0 for r in rows), 3),
        "net_usdt": round(sum(r["pnl_r"] or 0 for r in rows) * 200, 2),
    }


# ── Endpoints ────────────────────────────────────────────────────────────────

@app.post("/api/strategies")
async def create_strategy(body: StrategyCreateRequest, user: dict = Depends(get_current_user)):
    """创建新策略实例"""
    new_id = str(_uuid.uuid4())
    await async_execute(
        """INSERT INTO strategies (
            strategy_id, display_name, schema_version, status,
            symbol, direction,
            cvd_fast_window, cvd_slow_window,
            weight_direction, weight_env, weight_aux, weight_momentum,
            entry_score,
            gate_vol_enabled, vol_atr_pct_min,
            gate_cvd_enabled,
            gate_whale_enabled, whale_usd_threshold, whale_flow_pct,
            gate_obi_enabled, obi_threshold,
            gate_spot_perp_enabled, spot_perp_threshold,
            sl_atr_multiplier, tp1_ratio, tp2_ratio,
            timeout_minutes, flip_threshold,
            initial_balance, current_balance,
            description
        ) VALUES (
            $1,$2,1,'running',
            $3,$4,$5,$6,
            $7,$8,$9,$10,
            $11,
            $12,$13,
            $14,
            $15,$16,$17,
            $18,$19,
            $20,$21,
            $22,$23,$24,
            $25,$26,
            $27,$27,$28
        )""",
        new_id, body.display_name,
        body.symbol, body.direction, body.cvd_fast_window, body.cvd_slow_window,
        body.weight_direction, body.weight_env, body.weight_aux, body.weight_momentum,
        body.entry_score,
        body.gate_vol_enabled, body.vol_atr_pct_min,
        body.gate_cvd_enabled,
        body.gate_whale_enabled, body.whale_usd_threshold, body.whale_flow_pct,
        body.gate_obi_enabled, body.obi_threshold,
        body.gate_spot_perp_enabled, body.spot_perp_threshold,
        body.sl_atr_multiplier, body.tp1_ratio, body.tp2_ratio,
        body.timeout_minutes, body.flip_threshold,
        body.initial_balance, body.description
    )
    row = await async_fetchrow("SELECT * FROM strategies WHERE strategy_id=$1", new_id)
    return {"ok": True, "strategy": _strategy_row_to_detail(dict(row))}


@app.get("/api/strategies")
async def list_strategies(
    include_deprecated: bool = False,
    user: dict = Depends(get_current_user)
):
    """获取策略列表"""
    if include_deprecated:
        rows = await async_fetch("SELECT * FROM strategies ORDER BY created_at ASC")
    else:
        rows = await async_fetch(
            "SELECT * FROM strategies WHERE status != 'deprecated' ORDER BY created_at ASC"
        )
    result = []
    for row in rows:
        d = _strategy_row_to_card(dict(row))
        stats = await _get_strategy_trade_stats(str(row["strategy_id"]))
        d.update(stats)
        # 用实时计算的 net_usdt 覆盖 DB 静态的 current_balance
        d["current_balance"] = round(row["initial_balance"] + d["net_usdt"], 2)
        result.append(d)
    return {"strategies": result}


@app.get("/api/strategies/{sid}")
async def get_strategy(sid: str, user: dict = Depends(get_current_user)):
    """获取单个策略详情（含完整参数配置）"""
    row = await _get_strategy_or_404(sid)
    detail = _strategy_row_to_detail(row)
    stats = await _get_strategy_trade_stats(sid)
    detail.update(stats)
    detail["current_balance"] = round(row["initial_balance"] + detail["net_usdt"], 2)
    return {"strategy": detail}


@app.patch("/api/strategies/{sid}")
async def update_strategy(sid: str, body: StrategyUpdateRequest, user: dict = Depends(get_current_user)):
    """更新策略参数（Partial Update）"""
    row = await _get_strategy_or_404(sid)
    if row["status"] == "deprecated":
        raise HTTPException(status_code=403, detail="Cannot modify a deprecated strategy")

    # Build SET clause dynamically from non-None fields
    updates = body.model_dump(exclude_none=True)
    if not updates:
        raise HTTPException(status_code=400, detail="No fields to update")

    # Validate weights sum if any weight is being changed
    weight_fields = {"weight_direction", "weight_env", "weight_aux", "weight_momentum"}
    if weight_fields & set(updates.keys()):
        w_dir = updates.get("weight_direction", row["weight_direction"])
        w_env = updates.get("weight_env", row["weight_env"])
        w_aux = updates.get("weight_aux", row["weight_aux"])
        w_mom = updates.get("weight_momentum", row["weight_momentum"])
        if w_dir + w_env + w_aux + w_mom != 100:
            raise HTTPException(status_code=400, detail=f"Weights must sum to 100, got {w_dir+w_env+w_aux+w_mom}")

    # Validate individual field ranges
    validators = {
        "direction": lambda v: v in {"long_only", "short_only", "both"},
        "cvd_fast_window": lambda v: v in {"5m", "15m", "30m"},
        "cvd_slow_window": lambda v: v in {"30m", "1h", "4h"},
        "weight_direction": lambda v: 10 <= v <= 80,
        "weight_env": lambda v: 5 <= v <= 60,
        "weight_aux": lambda v: 0 <= v <= 40,
        "weight_momentum": lambda v: 0 <= v <= 20,
        "entry_score": lambda v: 60 <= v <= 95,
        "obi_threshold": lambda v: 0.1 <= v <= 0.9,
        "vol_atr_pct_min": lambda v: 0.0001 <= v <= 0.02,
        "whale_usd_threshold": lambda v: 1000 <= v <= 1000000,
        "whale_flow_pct": lambda v: 0.0 <= v <= 1.0,
        "spot_perp_threshold": lambda v: 0.0005 <= v <= 0.01,
        "sl_atr_multiplier": lambda v: 0.5 <= v <= 3.0,
        "tp1_ratio": lambda v: 0.3 <= v <= 2.0,
        "tp2_ratio": lambda v: 0.5 <= v <= 4.0,
        "timeout_minutes": lambda v: 30 <= v <= 1440,
        "flip_threshold": lambda v: 60 <= v <= 95,
    }
    for field, val in updates.items():
        if field in validators and not validators[field](val):
            raise HTTPException(status_code=400, detail=f"Invalid value for {field}: {val}")

    # Execute update
    set_parts = [f"{k}=${i+2}" for i, k in enumerate(updates.keys())]
    set_parts.append(f"updated_at=NOW()")
    sql = f"UPDATE strategies SET {', '.join(set_parts)} WHERE strategy_id=$1"
    await async_execute(sql, sid, *updates.values())

    updated = await async_fetchrow("SELECT * FROM strategies WHERE strategy_id=$1", sid)
    return {"ok": True, "strategy": _strategy_row_to_detail(dict(updated))}


@app.post("/api/strategies/{sid}/pause")
async def pause_strategy(sid: str, user: dict = Depends(get_current_user)):
    """暂停策略（停止开新仓，不影响现有持仓）"""
    row = await _get_strategy_or_404(sid)
    if row["status"] == "deprecated":
        raise HTTPException(status_code=403, detail="Cannot pause a deprecated strategy")
    if row["status"] == "paused":
        return {"ok": True, "message": "Already paused"}
    await async_execute(
        "UPDATE strategies SET status='paused', status_changed_at=NOW(), updated_at=NOW() WHERE strategy_id=$1",
        sid
    )
    return {"ok": True, "status": "paused"}


@app.post("/api/strategies/{sid}/resume")
async def resume_strategy(sid: str, user: dict = Depends(get_current_user)):
    """恢复策略"""
    row = await _get_strategy_or_404(sid)
    if row["status"] == "running":
        return {"ok": True, "message": "Already running"}
    await async_execute(
        "UPDATE strategies SET status='running', status_changed_at=NOW(), updated_at=NOW() WHERE strategy_id=$1",
        sid
    )
    return {"ok": True, "status": "running"}


@app.post("/api/strategies/{sid}/deprecate")
async def deprecate_strategy(sid: str, body: DeprecateRequest, user: dict = Depends(get_current_user)):
    """废弃策略（数据永久保留，可重新启用）"""
    if not body.confirm:
        raise HTTPException(status_code=400, detail="Must set confirm=true to deprecate")
    row = await _get_strategy_or_404(sid)
    if row["status"] == "deprecated":
        return {"ok": True, "message": "Already deprecated"}
    await async_execute(
        """UPDATE strategies
           SET status='deprecated', deprecated_at=NOW(),
               status_changed_at=NOW(), updated_at=NOW()
           WHERE strategy_id=$1""",
        sid
    )
    return {"ok": True, "status": "deprecated"}


@app.post("/api/strategies/{sid}/restore")
async def restore_strategy(sid: str, user: dict = Depends(get_current_user)):
    """重新启用废弃策略（继续原有余额和历史数据）"""
    row = await _get_strategy_or_404(sid)
    if row["status"] != "deprecated":
        raise HTTPException(status_code=400, detail="Strategy is not deprecated")
    await async_execute(
        """UPDATE strategies
           SET status='running', deprecated_at=NULL,
               status_changed_at=NOW(), updated_at=NOW()
           WHERE strategy_id=$1""",
        sid
    )
    return {"ok": True, "status": "running"}


@app.post("/api/strategies/{sid}/add-balance")
async def add_balance(sid: str, body: AddBalanceRequest, user: dict = Depends(get_current_user)):
    """追加余额（initial_balance 和 current_balance 同步增加）"""
    row = await _get_strategy_or_404(sid)
    if row["status"] == "deprecated":
        raise HTTPException(status_code=403, detail="Cannot add balance to a deprecated strategy")
    new_initial = round(row["initial_balance"] + body.amount, 2)
    new_current = round(row["current_balance"] + body.amount, 2)
    await async_execute(
        """UPDATE strategies
           SET initial_balance=$2, current_balance=$3, updated_at=NOW()
           WHERE strategy_id=$1""",
        sid, new_initial, new_current
    )
    return {
        "ok": True,
        "initial_balance": new_initial,
        "current_balance": new_current,
        "added": body.amount,
    }