mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
refactor: simplify config and remove unused database tables
- Remove system_config, beta_codes, signal_source tables and related code - Simplify config.go to only read from .env (APIServerPort, JWTSecret, RegistrationEnabled) - Remove GetCustomCoins, use all USDT perpetual contracts for WSMonitor - Add trader_equity_snapshots table for equity tracking - Remove signal source modal from frontend AITradersPage - Fix WSMonitor nil panic by restoring initialization in main.go
This commit is contained in:
tinkle-community
+257
@@ -0,0 +1,257 @@
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package store
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import (
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"database/sql"
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"fmt"
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"time"
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)
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// EquityStore 账户净值存储（用于绘制收益率曲线）
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type EquityStore struct {
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db *sql.DB
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}
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// EquitySnapshot 净值快照
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type EquitySnapshot struct {
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ID int64 `json:"id"`
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TraderID string `json:"trader_id"`
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Timestamp time.Time `json:"timestamp"`
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TotalEquity float64 `json:"total_equity"` // 账户净值 (余额 + 未实现盈亏)
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Balance float64 `json:"balance"` // 账户余额
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UnrealizedPnL float64 `json:"unrealized_pnl"` // 未实现盈亏
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PositionCount int `json:"position_count"` // 持仓数量
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MarginUsedPct float64 `json:"margin_used_pct"` // 保证金使用率
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}
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// initTables 初始化净值表
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func (s *EquityStore) initTables() error {
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queries := []string{
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// 净值快照表 - 专门用于收益率曲线
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`CREATE TABLE IF NOT EXISTS trader_equity_snapshots (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trader_id TEXT NOT NULL,
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timestamp DATETIME NOT NULL,
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total_equity REAL NOT NULL DEFAULT 0,
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balance REAL NOT NULL DEFAULT 0,
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unrealized_pnl REAL NOT NULL DEFAULT 0,
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position_count INTEGER DEFAULT 0,
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margin_used_pct REAL DEFAULT 0,
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created_at DATETIME DEFAULT CURRENT_TIMESTAMP
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)`,
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// 索引
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`CREATE INDEX IF NOT EXISTS idx_equity_trader_time ON trader_equity_snapshots(trader_id, timestamp DESC)`,
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`CREATE INDEX IF NOT EXISTS idx_equity_timestamp ON trader_equity_snapshots(timestamp DESC)`,
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}
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for _, query := range queries {
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if _, err := s.db.Exec(query); err != nil {
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return fmt.Errorf("执行SQL失败: %w", err)
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}
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}
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return nil
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}
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// Save 保存净值快照
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func (s *EquityStore) Save(snapshot *EquitySnapshot) error {
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if snapshot.Timestamp.IsZero() {
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snapshot.Timestamp = time.Now().UTC()
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} else {
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snapshot.Timestamp = snapshot.Timestamp.UTC()
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}
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result, err := s.db.Exec(`
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INSERT INTO trader_equity_snapshots (
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trader_id, timestamp, total_equity, balance,
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unrealized_pnl, position_count, margin_used_pct
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) VALUES (?, ?, ?, ?, ?, ?, ?)
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`,
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snapshot.TraderID,
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snapshot.Timestamp.Format(time.RFC3339),
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snapshot.TotalEquity,
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snapshot.Balance,
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snapshot.UnrealizedPnL,
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snapshot.PositionCount,
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snapshot.MarginUsedPct,
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)
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if err != nil {
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return fmt.Errorf("保存净值快照失败: %w", err)
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}
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id, _ := result.LastInsertId()
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snapshot.ID = id
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return nil
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}
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// GetLatest 获取指定交易员最近N条净值记录（按时间正序：从旧到新）
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func (s *EquityStore) GetLatest(traderID string, limit int) ([]*EquitySnapshot, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, timestamp, total_equity, balance,
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unrealized_pnl, position_count, margin_used_pct
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FROM trader_equity_snapshots
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WHERE trader_id = ?
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ORDER BY timestamp DESC
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LIMIT ?
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`, traderID, limit)
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if err != nil {
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return nil, fmt.Errorf("查询净值记录失败: %w", err)
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}
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defer rows.Close()
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var snapshots []*EquitySnapshot
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for rows.Next() {
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snap := &EquitySnapshot{}
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var timestampStr string
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err := rows.Scan(
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&snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity,
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&snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct,
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)
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if err != nil {
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continue
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}
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snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr)
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snapshots = append(snapshots, snap)
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}
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// 反转数组，让时间从旧到新排列（适合绘制曲线）
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for i, j := 0, len(snapshots)-1; i < j; i, j = i+1, j-1 {
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snapshots[i], snapshots[j] = snapshots[j], snapshots[i]
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}
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return snapshots, nil
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}
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// GetByTimeRange 获取指定时间范围内的净值记录
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func (s *EquityStore) GetByTimeRange(traderID string, start, end time.Time) ([]*EquitySnapshot, error) {
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rows, err := s.db.Query(`
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SELECT id, trader_id, timestamp, total_equity, balance,
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unrealized_pnl, position_count, margin_used_pct
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FROM trader_equity_snapshots
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WHERE trader_id = ? AND timestamp >= ? AND timestamp <= ?
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ORDER BY timestamp ASC
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`, traderID, start.Format(time.RFC3339), end.Format(time.RFC3339))
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if err != nil {
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return nil, fmt.Errorf("查询净值记录失败: %w", err)
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}
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defer rows.Close()
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var snapshots []*EquitySnapshot
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for rows.Next() {
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snap := &EquitySnapshot{}
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var timestampStr string
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err := rows.Scan(
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&snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity,
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&snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct,
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)
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if err != nil {
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continue
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}
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snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr)
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snapshots = append(snapshots, snap)
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}
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return snapshots, nil
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}
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// GetAllTradersLatest 获取所有交易员的最新净值（用于排行榜）
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func (s *EquityStore) GetAllTradersLatest() (map[string]*EquitySnapshot, error) {
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rows, err := s.db.Query(`
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SELECT e.id, e.trader_id, e.timestamp, e.total_equity, e.balance,
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e.unrealized_pnl, e.position_count, e.margin_used_pct
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FROM trader_equity_snapshots e
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INNER JOIN (
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SELECT trader_id, MAX(timestamp) as max_ts
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FROM trader_equity_snapshots
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GROUP BY trader_id
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) latest ON e.trader_id = latest.trader_id AND e.timestamp = latest.max_ts
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`)
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if err != nil {
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return nil, fmt.Errorf("查询最新净值失败: %w", err)
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}
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defer rows.Close()
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result := make(map[string]*EquitySnapshot)
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for rows.Next() {
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snap := &EquitySnapshot{}
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var timestampStr string
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err := rows.Scan(
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&snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity,
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&snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct,
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)
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if err != nil {
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continue
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}
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snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr)
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result[snap.TraderID] = snap
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}
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return result, nil
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}
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// CleanOldRecords 清理N天前的旧记录
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func (s *EquityStore) CleanOldRecords(traderID string, days int) (int64, error) {
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cutoffTime := time.Now().AddDate(0, 0, -days).Format(time.RFC3339)
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result, err := s.db.Exec(`
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DELETE FROM trader_equity_snapshots
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WHERE trader_id = ? AND timestamp < ?
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`, traderID, cutoffTime)
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if err != nil {
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return 0, fmt.Errorf("清理旧记录失败: %w", err)
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}
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return result.RowsAffected()
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}
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// GetCount 获取指定交易员的记录数
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func (s *EquityStore) GetCount(traderID string) (int, error) {
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var count int
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err := s.db.QueryRow(`
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SELECT COUNT(*) FROM trader_equity_snapshots WHERE trader_id = ?
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`, traderID).Scan(&count)
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return count, err
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}
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// MigrateFromDecision 从旧的 decision_account_snapshots 迁移数据
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func (s *EquityStore) MigrateFromDecision() (int64, error) {
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// 检查是否需要迁移（新表是否为空）
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var count int
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s.db.QueryRow(`SELECT COUNT(*) FROM trader_equity_snapshots`).Scan(&count)
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if count > 0 {
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return 0, nil // 已有数据，跳过迁移
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}
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// 检查旧表是否存在
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var tableName string
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err := s.db.QueryRow(`
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SELECT name FROM sqlite_master
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WHERE type='table' AND name='decision_account_snapshots'
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`).Scan(&tableName)
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if err != nil {
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return 0, nil // 旧表不存在，跳过
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}
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// 迁移数据：从 decision_records + decision_account_snapshots 联合查询
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result, err := s.db.Exec(`
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INSERT INTO trader_equity_snapshots (
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trader_id, timestamp, total_equity, balance,
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unrealized_pnl, position_count, margin_used_pct
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)
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SELECT
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dr.trader_id,
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dr.timestamp,
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das.total_balance,
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das.available_balance,
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das.total_unrealized_profit,
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das.position_count,
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das.margin_used_pct
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FROM decision_records dr
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JOIN decision_account_snapshots das ON dr.id = das.decision_id
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ORDER BY dr.timestamp ASC
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`)
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if err != nil {
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return 0, fmt.Errorf("迁移数据失败: %w", err)
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}
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return result.RowsAffected()
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}
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