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=["*"],
    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)):
    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, user: dict = Depends(get_current_user)):
    try:
        rows = await async_fetch(
            "SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT $1",
            limit
        )
        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
            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)
    total_pnl_usdt = total_pnl * 200  # 1R = $200
    balance = 10000 + 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
            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * 200, 2)  # 2% of 10000
        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 * 2, 2),  # $2=1R
        "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"] * 2, 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 "
        f"FROM live_trades WHERE {where} ORDER BY exit_ts DESC LIMIT ${idx}",
        *params
    )
    return {"count": len(rows), "data": rows}


@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"}


@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）"""
    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"""
    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"""
    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 * 2, 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,
    }