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