#!/usr/bin/env python3
"""
fix_historical_pnl.py — 修正历史paper_trades中虚高的pnl_r
问题：TP/SL_BE场景用了硬编码倍数(1.5R/2.25R)，实际应为0.75R/1.125R
修复：用(exit_price - entry_price) / risk_distance 重算
"""
import os, sys
sys.path.insert(0, os.path.dirname(__file__))
from db import get_sync_conn

FEE_RATE = 0.0005  # Taker 0.05%

def fix():
    with get_sync_conn() as conn:
        cur = conn.cursor()
        
        # 读取所有已平仓记录
        cur.execute("""
            SELECT id, direction, entry_price, exit_price, tp1_price, tp2_price, 
                   sl_price, tp1_hit, status, pnl_r, atr_at_entry
            FROM paper_trades 
            WHERE status NOT IN ('active', 'tp1_hit')
            ORDER BY id
        """)
        rows = cur.fetchall()
        
        fixed = 0
        for row in rows:
            pid, direction, entry, exit_p, tp1, tp2, sl, tp1_hit, status, old_pnl, atr_entry = row
            
            if entry is None or atr_entry is None or atr_entry <= 0:
                continue
            
            risk_distance = 2.0 * 0.7 * atr_entry
            if risk_distance <= 0:
                continue
            
            # 实盘模拟：TP/SL以限价单价格成交
            new_exit = exit_p  # 默认不变
            
            if status == "tp":
                new_exit = tp2  # TP以TP2价成交
                if direction == "LONG":
                    tp1_r = (tp1 - entry) / risk_distance
                    tp2_r = (tp2 - entry) / risk_distance
                else:
                    tp1_r = (entry - tp1) / risk_distance
                    tp2_r = (entry - tp2) / risk_distance
                new_pnl = 0.5 * tp1_r + 0.5 * tp2_r
            elif status == "sl_be":
                new_exit = sl  # SL_BE以SL价成交（成本价附近）
                if direction == "LONG":
                    tp1_r = (tp1 - entry) / risk_distance
                else:
                    tp1_r = (entry - tp1) / risk_distance
                new_pnl = 0.5 * tp1_r
            elif status == "sl":
                new_exit = sl  # SL以SL价成交
                if direction == "LONG":
                    new_pnl = (sl - entry) / risk_distance
                else:
                    new_pnl = (entry - sl) / risk_distance
            elif status == "timeout":
                new_exit = exit_p  # 超时市价平仓，保持原exit
                if direction == "LONG":
                    move = exit_p - entry
                else:
                    move = entry - exit_p
                new_pnl = move / risk_distance
                if tp1_hit:
                    tp1_r = abs(tp1 - entry) / risk_distance
                    new_pnl = max(new_pnl, 0.5 * tp1_r)
            elif status == "signal_flip":
                new_exit = exit_p  # 信号翻转市价平仓
                if direction == "LONG":
                    new_pnl = (exit_p - entry) / risk_distance
                else:
                    new_pnl = (entry - exit_p) / risk_distance
            else:
                continue
            
            # 扣手续费
            fee_r = (2 * FEE_RATE * entry) / risk_distance if risk_distance > 0 else 0
            new_pnl -= fee_r
            new_pnl = round(new_pnl, 4)
            
            need_update = abs(new_pnl - old_pnl) > 0.001 or (new_exit and exit_p and abs(new_exit - exit_p) > 0.0001)
            if need_update:
                print(f"  #{pid} {status:10s} {direction:5s}: pnl {old_pnl:+.4f}R → {new_pnl:+.4f}R | exit {exit_p} → {new_exit}")
                cur.execute("UPDATE paper_trades SET pnl_r = %s, exit_price = %s WHERE id = %s", (new_pnl, new_exit, pid))
                fixed += 1
        
        conn.commit()
        
        # 汇总
        cur.execute("SELECT COUNT(*), SUM(pnl_r) FROM paper_trades WHERE status NOT IN ('active','tp1_hit')")
        total, total_pnl = cur.fetchone()
        print(f"\n修正了 {fixed}/{len(rows)} 笔交易")
        print(f"修正后总计: {total}笔, 总pnl={total_pnl:+.2f}R")


if __name__ == "__main__":
    fix()