first commit

app/api/performance.py

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+import logging
+from datetime import datetime, timedelta, timezone
+
+from fastapi import APIRouter, Depends
+from sqlalchemy import select
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from app.database import get_db
+from app.models import BotTrade
+from app.schemas import BotPerformance
+
+router = APIRouter()
+logger = logging.getLogger(__name__)
+
+PERIOD_DAYS = 30
+
+
+@router.get("/performance", response_model=BotPerformance)
+async def get_performance(db: AsyncSession = Depends(get_db)):
+    since = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(days=PERIOD_DAYS)
+
+    result = await db.execute(
+        select(BotTrade)
+        .where(BotTrade.closed_at.is_not(None))
+        .where(BotTrade.opened_at >= since)
+        .order_by(BotTrade.opened_at.asc())
+    )
+    trades = result.scalars().all()
+
+    total_trades = len(trades)
+    if total_trades == 0:
+        return BotPerformance(
+            period_days=PERIOD_DAYS,
+            total_trades=0,
+            win_rate=0.0,
+            net_pnl_usd=0.0,
+            avg_hold_seconds=0.0,
+            max_drawdown_pct=0.0,
+        )
+
+    winning = sum(1 for t in trades if (t.pnl_usd or 0) > 0)
+    win_rate = winning / total_trades
+
+    pnl_values = [(t.pnl_usd or 0.0) for t in trades]
+    net_pnl = sum(pnl_values)
+
+    hold_values = [(t.hold_seconds or 0) for t in trades]
+    avg_hold = sum(hold_values) / len(hold_values)
+
+    # Max drawdown: running peak → trough of cumulative PnL
+    cumulative = 0.0
+    peak = 0.0
+    max_drawdown = 0.0
+    for pnl in pnl_values:
+        cumulative += pnl
+        if cumulative > peak:
+            peak = cumulative
+        drawdown = (peak - cumulative) / peak * 100 if peak > 0 else 0.0
+        if drawdown > max_drawdown:
+            max_drawdown = drawdown
+
+    return BotPerformance(
+        period_days=PERIOD_DAYS,
+        total_trades=total_trades,
+        win_rate=round(win_rate, 4),
+        net_pnl_usd=round(net_pnl, 2),
+        avg_hold_seconds=round(avg_hold, 1),
+        max_drawdown_pct=round(max_drawdown, 4),
+    )