Merge pull request #436 from zhouyongyou/fix/partial-close-stats

fix(ui): prevent system_prompt_template overwrite when value is empty string

logger/decision_logger.go

@@ -243,8 +243,10 @@ func (l *DecisionLogger) GetStatistics() (*Statistics, error) {
 				switch action.Action {
 				case "open_long", "open_short":
 					stats.TotalOpenPositions++
-				case "close_long", "close_short", "partial_close":
+				case "close_long", "close_short", "auto_close_long", "auto_close_short":
 					stats.TotalClosePositions++
+					// 🔧 BUG FIX：partial_close 不計入 TotalClosePositions，避免重複計數
+					// case "partial_close": // 不計數，因為只有完全平倉才算一次
 					// update_stop_loss 和 update_take_profit 不計入統計
 				}
 			}
@@ -349,9 +351,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 
 				symbol := action.Symbol
 				side := ""
-				if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
+				if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" {
 					side = "long"
-				} else if action.Action == "open_short" || action.Action == "close_short" {
+				} else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" {
 					side = "short"
 				}
 
@@ -377,7 +379,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 						"quantity":  action.Quantity,
 						"leverage":  action.Leverage,
 					}
-				case "close_long", "close_short":
+				case "close_long", "close_short", "auto_close_long", "auto_close_short":
 					// 移除已平仓记录
 					delete(openPositions, posKey)
 					// partial_close 不處理，保留持倉記錄
@@ -395,9 +397,9 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 
 			symbol := action.Symbol
 			side := ""
-			if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
+			if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" {
 				side = "long"
-			} else if action.Action == "open_short" || action.Action == "close_short" {
+			} else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" {
 				side = "short"
 			}
 
@@ -423,9 +425,13 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					"openTime":           action.Timestamp,
 					"quantity":           action.Quantity,
 					"leverage":           action.Leverage,
+					"remainingQuantity":  action.Quantity, // 🔧 BUG FIX：追蹤剩餘數量
+					"accumulatedPnL":     0.0,             // 🔧 BUG FIX：累積部分平倉盈虧
+					"partialCloseCount":  0,               // 🔧 BUG FIX：部分平倉次數
+					"partialCloseVolume": 0.0,             // 🔧 BUG FIX：部分平倉總量
 				}
 
-			case "close_long", "close_short", "partial_close":
+			case "close_long", "close_short", "partial_close", "auto_close_long", "auto_close_short":
 				// 查找对应的开仓记录（可能来自预填充或当前窗口）
 				if openPos, exists := openPositions[posKey]; exists {
 					openPrice := openPos["openPrice"].(float64)
@@ -434,15 +440,22 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					quantity := openPos["quantity"].(float64)
 					leverage := openPos["leverage"].(int)
 
-					// 对于 partial_close，使用实际平仓数量；否则使用完整仓位数量
+					// 🔧 BUG FIX：取得追蹤字段（若不存在則初始化）
-					actualQuantity := quantity
+					remainingQty, _ := openPos["remainingQuantity"].(float64)
+					if remainingQty == 0 {
+						remainingQty = quantity // 兼容舊數據（沒有 remainingQuantity 字段）
+					}
+					accumulatedPnL, _ := openPos["accumulatedPnL"].(float64)
+					partialCloseCount, _ := openPos["partialCloseCount"].(int)
+					partialCloseVolume, _ := openPos["partialCloseVolume"].(float64)
+
+					// 对于 partial_close，使用实际平仓数量；否则使用剩余仓位数量
+					actualQuantity := remainingQty
 					if action.Action == "partial_close" {
 						actualQuantity = action.Quantity
 					}
 
-					// 计算实际盈亏（USDT）
+					// 计算本次平仓的盈亏（USDT）
-					// 合约交易 PnL 计算：actualQuantity × 价格差
-					// 注意：杠杆不影响绝对盈亏，只影响保证金需求
 					var pnl float64
 					if side == "long" {
 						pnl = actualQuantity * (action.Price - openPrice)
@@ -450,25 +463,40 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 						pnl = actualQuantity * (openPrice - action.Price)
 					}
 
-					// 计算盈亏百分比（相对保证金）
+					// 🔧 BUG FIX：處理 partial_close 聚合邏輯
-					positionValue := actualQuantity * openPrice
+					if action.Action == "partial_close" {
+						// 累積盈虧和數量
+						accumulatedPnL += pnl
+						remainingQty -= actualQuantity
+						partialCloseCount++
+						partialCloseVolume += actualQuantity
+
+						// 更新 openPositions（保留持倉記錄，但更新追蹤數據）
+						openPos["remainingQuantity"] = remainingQty
+						openPos["accumulatedPnL"] = accumulatedPnL
+						openPos["partialCloseCount"] = partialCloseCount
+						openPos["partialCloseVolume"] = partialCloseVolume
+
+						// 判斷是否已完全平倉
+						if remainingQty <= 0.0001 { // 使用小閾值避免浮點誤差
+							// ✅ 完全平倉：記錄為一筆完整交易
+							positionValue := quantity * openPrice
 							marginUsed := positionValue / float64(leverage)
 							pnlPct := 0.0
 							if marginUsed > 0 {
-						pnlPct = (pnl / marginUsed) * 100
+								pnlPct = (accumulatedPnL / marginUsed) * 100
 							}
 
-					// 记录交易结果
 							outcome := TradeOutcome{
 								Symbol:        symbol,
 								Side:          side,
-						Quantity:      actualQuantity,
+								Quantity:      quantity, // 使用原始總量
 								Leverage:      leverage,
 								OpenPrice:     openPrice,
-						ClosePrice:    action.Price,
+								ClosePrice:    action.Price, // 最後一次平倉價格
 								PositionValue: positionValue,
 								MarginUsed:    marginUsed,
-						PnL:           pnl,
+								PnL:           accumulatedPnL, // 🔧 使用累積盈虧
 								PnLPct:        pnlPct,
 								Duration:      action.Timestamp.Sub(openTime).String(),
 								OpenTime:      openTime,
@@ -476,17 +504,16 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 							}
 
 							analysis.RecentTrades = append(analysis.RecentTrades, outcome)
-					analysis.TotalTrades++
+							analysis.TotalTrades++ // 🔧 只在完全平倉時計數
 
-					// 分类交易：盈利、亏损、持平（避免将pnl=0算入亏损）
+							// 分类交易
-					if pnl > 0 {
+							if accumulatedPnL > 0 {
 								analysis.WinningTrades++
-						analysis.AvgWin += pnl
+								analysis.AvgWin += accumulatedPnL
-					} else if pnl < 0 {
+							} else if accumulatedPnL < 0 {
 								analysis.LosingTrades++
-						analysis.AvgLoss += pnl
+								analysis.AvgLoss += accumulatedPnL
 							}
-					// pnl == 0 的交易不计入盈利也不计入亏损，但计入总交易数
 
 							// 更新币种统计
 							if _, exists := analysis.SymbolStats[symbol]; !exists {
@@ -496,15 +523,74 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 							}
 							stats := analysis.SymbolStats[symbol]
 							stats.TotalTrades++
-					stats.TotalPnL += pnl
+							stats.TotalPnL += accumulatedPnL
-					if pnl > 0 {
+							if accumulatedPnL > 0 {
 								stats.WinningTrades++
-					} else if pnl < 0 {
+							} else if accumulatedPnL < 0 {
 								stats.LosingTrades++
 							}
 
-					// 移除已平仓记录（partial_close 不刪除，因為還有剩餘倉位）
+							// 刪除持倉記錄
-					if action.Action != "partial_close" {
+							delete(openPositions, posKey)
+						}
+						// ⚠️ 否則不做任何操作（等待後續 partial_close 或 full close）
+
+					} else {
+						// 🔧 完全平倉（close_long/close_short/auto_close）
+						// 如果之前有部分平倉，需要加上累積的 PnL
+						totalPnL := accumulatedPnL + pnl
+
+						positionValue := quantity * openPrice
+						marginUsed := positionValue / float64(leverage)
+						pnlPct := 0.0
+						if marginUsed > 0 {
+							pnlPct = (totalPnL / marginUsed) * 100
+						}
+
+						outcome := TradeOutcome{
+							Symbol:        symbol,
+							Side:          side,
+							Quantity:      quantity, // 使用原始總量
+							Leverage:      leverage,
+							OpenPrice:     openPrice,
+							ClosePrice:    action.Price,
+							PositionValue: positionValue,
+							MarginUsed:    marginUsed,
+							PnL:           totalPnL, // 🔧 包含之前部分平倉的 PnL
+							PnLPct:        pnlPct,
+							Duration:      action.Timestamp.Sub(openTime).String(),
+							OpenTime:      openTime,
+							CloseTime:     action.Timestamp,
+						}
+
+						analysis.RecentTrades = append(analysis.RecentTrades, outcome)
+						analysis.TotalTrades++
+
+						// 分类交易
+						if totalPnL > 0 {
+							analysis.WinningTrades++
+							analysis.AvgWin += totalPnL
+						} else if totalPnL < 0 {
+							analysis.LosingTrades++
+							analysis.AvgLoss += totalPnL
+						}
+
+						// 更新币种统计
+						if _, exists := analysis.SymbolStats[symbol]; !exists {
+							analysis.SymbolStats[symbol] = &SymbolPerformance{
+								Symbol: symbol,
+							}
+						}
+						stats := analysis.SymbolStats[symbol]
+						stats.TotalTrades++
+						stats.TotalPnL += totalPnL
+						if totalPnL > 0 {
+							stats.WinningTrades++
+						} else if totalPnL < 0 {
+							stats.LosingTrades++
+						}
+
+						// 刪除持倉記錄
 						delete(openPositions, posKey)
 					}
 				}