finance-talk/ft-app/app/routers/summary.py

from fastapi import APIRouter, Depends, Request
from fastapi.responses import HTMLResponse
from sqlalchemy.orm import Session
from app.database import get_db
from app.models import Trade, OptionTrade, DualOptionTrade

router = APIRouter(prefix="/summary", tags=["summary"])

WEEKDAYS = ["周一", "周二", "周三", "周四", "周五", "周六", "周日"]


def _future_stats(records) -> dict:
    total = len(records)
    gross = 0.0
    open_fee = 0.0
    close_fee = 0.0
    wins = 0
    profit_sum = 0.0
    loss_sum = 0.0
    for t in records:
        mul = t.point_value
        if t.direction == "short":
            g = (t.open_price - t.close_price) * mul
        else:
            g = (t.close_price - t.open_price) * mul
        gross += g
        of = t.open_fee or 0
        cf = t.close_fee or 0
        open_fee += of
        close_fee += cf
        net = g - of - cf
        if net > 0:
            wins += 1
            profit_sum += net
        elif net < 0:
            loss_sum += net
    return {
        "count": total,
        "gross": gross,
        "net": gross - open_fee - close_fee,
        "wins": wins,
        "win_rate": round(wins / total * 100, 1) if total > 0 else 0,
        "open_fee": open_fee,
        "close_fee": close_fee,
        "total_fee": open_fee + close_fee,
        "profit_sum": profit_sum,
        "loss_sum": loss_sum,
    }


def _option_stats(records) -> dict:
    total = len(records)
    gross = 0.0
    open_fee = 0.0
    close_fee = 0.0
    wins = 0
    profit_sum = 0.0
    loss_sum = 0.0
    for t in records:
        mul = t.point_value
        if t.direction == "sell":
            g = (t.open_price - t.close_price) * mul
        else:
            g = (t.close_price - t.open_price) * mul
        gross += g
        of = t.open_fee or 0
        cf = t.close_fee or 0
        open_fee += of
        close_fee += cf
        net = g - of - cf
        if net > 0:
            wins += 1
            profit_sum += net
        elif net < 0:
            loss_sum += net
    return {
        "count": total,
        "gross": gross,
        "net": gross - open_fee - close_fee,
        "wins": wins,
        "win_rate": round(wins / total * 100, 1) if total > 0 else 0,
        "open_fee": open_fee,
        "close_fee": close_fee,
        "total_fee": open_fee + close_fee,
        "profit_sum": profit_sum,
        "loss_sum": loss_sum,
    }


def _dual_stats(records) -> dict:
    total = len(records)
    gross = 0.0
    open_fee = 0.0
    close_fee = 0.0
    wins = 0
    profit_sum = 0.0
    loss_sum = 0.0
    for t in records:
        mul = t.point_value
        call_g = (t.call_close_price - t.call_open_price) * mul
        put_g = (t.put_close_price - t.put_open_price) * mul
        g = call_g + put_g
        gross += g
        of = (t.call_open_fee or 0) + (t.put_open_fee or 0)
        cf = (t.call_close_fee or 0) + (t.put_close_fee or 0)
        open_fee += of
        close_fee += cf
        net = g - of - cf
        if net > 0:
            wins += 1
            profit_sum += net
        elif net < 0:
            loss_sum += net
    return {
        "count": total,
        "gross": gross,
        "net": gross - open_fee - close_fee,
        "wins": wins,
        "win_rate": round(wins / total * 100, 1) if total > 0 else 0,
        "open_fee": open_fee,
        "close_fee": close_fee,
        "total_fee": open_fee + close_fee,
        "profit_sum": profit_sum,
        "loss_sum": loss_sum,
    }


@router.get("/", response_class=HTMLResponse)
def summary_page(request: Request, db: Session = Depends(get_db)):
    # Futures
    future_trades = (
        db.query(Trade).filter(Trade.status == "closed")
        .order_by(Trade.close_date.desc()).all()
    )
    future_stats = _future_stats(future_trades)

    # Options
    option_trades = (
        db.query(OptionTrade).filter(OptionTrade.status == "closed")
        .order_by(OptionTrade.close_date.desc()).all()
    )
    option_stats = _option_stats(option_trades)

    # Dual options
    dual_trades = (
        db.query(DualOptionTrade).filter(DualOptionTrade.status == "closed")
        .order_by(DualOptionTrade.close_date.desc()).all()
    )
    dual_stats = _dual_stats(dual_trades)

    # Aggregate
    total_count = future_stats["count"] + option_stats["count"] + dual_stats["count"]
    gross_pnl = future_stats["gross"] + option_stats["gross"] + dual_stats["gross"]
    net_pnl = future_stats["net"] + option_stats["net"] + dual_stats["net"]
    total_fee = future_stats["total_fee"] + option_stats["total_fee"] + dual_stats["total_fee"]
    total_wins = future_stats["wins"] + option_stats["wins"] + dual_stats["wins"]
    total_win_rate = round(total_wins / total_count * 100, 1) if total_count > 0 else 0
    total_profit = future_stats["profit_sum"] + option_stats["profit_sum"] + dual_stats["profit_sum"]
    total_loss = future_stats["loss_sum"] + option_stats["loss_sum"] + dual_stats["loss_sum"]
    profit_ratio = round(total_profit / abs(total_loss), 2) if total_loss != 0 else 0

    template = request.app.state.templates.get_template("summary.html")
    return HTMLResponse(
        template.render(
            request=request,
            active_nav="summary",
            total_count=total_count,
            gross_pnl=gross_pnl,
            net_pnl=net_pnl,
            total_wins=total_wins,
            total_win_rate=total_win_rate,
            total_fee=total_fee,
            total_profit=total_profit,
            total_loss=total_loss,
            profit_ratio=profit_ratio,
            future_stats=future_stats,
            future_trades=future_trades,
            option_stats=option_stats,
            option_trades=option_trades,
            dual_stats=dual_stats,
            dual_trades=dual_trades,
            weekdays=WEEKDAYS,
        )
    )