Merge pull request #34 from Smilelife1177/dis_ads

Smilelife1177 · web-flow · commit f5ed71fc074d · 2025-09-30T18:33:01.000+03:00
01_statistic
diff --git a/gui.py b/gui.py
@@ -2,14 +2,15 @@
 import json
 import time
 import math
+from trade_stats import record_last_closed_trade
 from PyQt6.QtWidgets import QMainWindow, QVBoxLayout, QWidget, QPushButton, QLineEdit, QLabel, QDoubleSpinBox, QSlider, QComboBox, QCheckBox, QMessageBox, QTabWidget, QToolButton
 from PyQt6.QtCore import QTimer, Qt
 from PyQt6.QtGui import QIcon
 from logic import get_account_balance, get_funding_data, get_current_price, get_next_funding_time, place_market_order, get_symbol_info, place_limit_close_order, update_ping, initialize_client, close_all_positions, get_optimal_limit_price, get_candle_open_price, place_stop_loss_order, get_order_execution_price
 from PyQt6.QtWidgets import QTabBar
 from PyQt6.QtWebEngineWidgets import QWebEngineView
 from PyQt6.QtCore import QUrl  
-from PyQt6.QtWidgets import QScrollArea, QHBoxLayout
+from PyQt6.QtWidgets import QScrollArea, QHBoxLayout, QTableWidget, QTableWidgetItem
 from PyQt6.QtWebEngineCore import QWebEngineProfile, QWebEnginePage
 
 class FundingTraderApp(QMainWindow):
@@ -91,7 +92,30 @@ class FundingTraderApp(QMainWindow):
             "price_validation_warning_text": "Значна розбіжність цін для {symbol}: Вхід={entry_price:.6f}, Свічка={candle_price:.6f}, Перед фандингом={pre_funding_price:.6f}. Використовується {selected_price:.6f}."
         }
     }
-
+#
+    def update_stats_table(self):
+        import csv
+        if not os.path.exists("trade_stats.csv"):
+            self.stats_table.clear()
+            return
+        
+        with open("trade_stats.csv", 'r', encoding='utf-8') as file:
+            reader = csv.reader(file)
+            data = list(reader)
+            if not data:
+                return
+            
+            headers = data[0]
+            self.stats_table.setColumnCount(len(headers))
+            self.stats_table.setHorizontalHeaderLabels(headers)
+            self.stats_table.setRowCount(len(data) - 1)
+            
+            for row_idx, row in enumerate(data[1:]):
+                for col_idx, val in enumerate(row):
+                    self.stats_table.setItem(row_idx, col_idx, QTableWidgetItem(val))
+            
+            self.stats_table.resizeColumnsToContents()
+#
     def __init__(self, session, testnet, exchange):
         super().__init__()
         self.language = "en"
@@ -175,7 +199,23 @@ def __init__(self, session, testnet, exchange):
             exchange=exchange,
             settings=initial_settings
         )
+#
+        # Add Statistics tab
+        stats_tab = QWidget()
+        stats_layout = QVBoxLayout(stats_tab)
 
+        self.stats_table = QTableWidget()
+        self.stats_table.setEditTriggers(QTableWidget.EditTrigger.NoEditTriggers)  # Read-only
+        stats_layout.addWidget(self.stats_table)
+
+        refresh_stats_button = QPushButton(self.translations[self.language]["refresh_button"])  # Reuse refresh translation or add new
+        refresh_stats_button.clicked.connect(self.update_stats_table)
+        stats_layout.addWidget(refresh_stats_button)
+
+        self.tab_widget.addTab(stats_tab, "Statistics" if self.language == "en" else "Статистика")
+
+        self.update_stats_table()
+#
         for tab_data in self.tab_data_list:
             self.update_tab_funding_data(tab_data)
 
@@ -199,6 +239,8 @@ def add_new_tab(self, session=None, testnet=None, exchange=None, settings=None):
     def create_tab_ui(self, layout, session, testnet, exchange, settings=None):
         default_settings = {
             "selected_symbol": "HYPERUSDT",
+            "position_open": False,
+            "update_count": 0,
             "funding_interval_hours": 1.0 if exchange == "Bybit" else 8.0,
             "entry_time_seconds": 5.0,
             "qty": 45.0,
@@ -752,6 +794,8 @@ def capture_tab_funding_price(self, tab_data, symbol, side):
 
         # Отримання трьох цін
         entry_price = get_order_execution_price(tab_data["session"], symbol, tab_data["open_order_id"], tab_data["exchange"])
+        if entry_price:
+            tab_data["position_open"] = True
         candle_price = get_candle_open_price(tab_data["session"], symbol, tab_data["exchange"])
         pre_funding_price = tab_data["pre_funding_price"]
 
@@ -961,6 +1005,29 @@ def update_tab_funding_data(self, tab_data, retry_count=3, retry_delay=2):
                     tab_data["ping_label"].setText(f"{self.translations[self.language]['ping_label'].split(':')[0]}: Error")
                     tab_data["ping_label"].setStyleSheet("color: red;")
 
+        tab_data["update_count"] = tab_data.get("update_count", 0) + 1
+        if tab_data.get("position_open", False) and tab_data["update_count"] % 10 == 0:  # Check every 10 updates (~10s)
+            try:
+                symbol = tab_data["selected_symbol"]
+                if tab_data["exchange"] == "Bybit":
+                    pos_response = tab_data["session"].get_positions(category="linear", symbol=symbol)
+                    if pos_response["retCode"] == 0:
+                        positions = pos_response["result"]["list"]
+                        position = next((p for p in positions if p["symbol"] == symbol and float(p["size"]) > 0), None)
+                        if not position:
+                            record_last_closed_trade(tab_data["session"], tab_data["exchange"], symbol)
+                            tab_data["position_open"] = False
+                            self.update_stats_table()  # Refresh stats table automatically
+                else:  # Binance (partial support)
+                    pos_response = tab_data["session"].get_position_information(symbol=symbol)
+                    position = next((p for p in pos_response if p["symbol"] == symbol and abs(float(p["positionAmt"])) > 0), None)
+                    if not position:
+                        record_last_closed_trade(tab_data["session"], tab_data["exchange"], symbol)
+                        tab_data["position_open"] = False
+                        self.update_stats_table()
+            except Exception as e:
+                print(f"Error checking position status: {e}")
+
 #
     def update_tab_funding_web_view(self, tab_data):
         if tab_data not in self.tab_data_list:
diff --git a/logic.py b/logic.py
@@ -3,6 +3,7 @@
 from dotenv import load_dotenv
 import math
 import time
+from trade_stats import record_last_closed_trade
 from pybit.unified_trading import HTTP
 from binance.client import Client as BinanceClient
 
@@ -389,6 +390,10 @@ def close_all_positions(session, exchange, symbol=None):
                             timeInForce="GTC",
                             reduceOnly=True
                         )
+                        if response_order["retCode"] == 0:
+                            print(f"Closed position for {position_symbol}: {response_order['result']}")
+                            time.sleep(1)  # Wait for execution
+                            record_last_closed_trade(session, exchange, position_symbol)
                         if response_order["retCode"] == 0:
                             print(f"Closed position for {position_symbol}: {response_order['result']}")
                         else:
diff --git a/trade_stats.py b/trade_stats.py
@@ -0,0 +1,108 @@
+import csv
+from datetime import datetime
+import os
+import time
+
+CSV_FILE = "trade_stats.csv"
+
+HEADERS = ["Дата_Час", "Процент", "Фандинг", "Прибиль", "Доход", "Комисия", "Обєм", "В-сделке", "Тикер"]
+
+def initialize_csv():
+    if not os.path.exists(CSV_FILE):
+        with open(CSV_FILE, 'w', newline='', encoding='utf-8') as file:
+            writer = csv.writer(file)
+            writer.writerow(HEADERS)
+
+def record_last_closed_trade(session, exchange, symbol):
+    initialize_csv()
+    if exchange != "Bybit":
+        print(f"Automatic trade stats recording is currently supported only for Bybit. Skipping for {exchange}.")
+        return  # For now, implement only for Bybit to avoid complexity with Binance
+
+    try:
+        # Get the last closed PNL
+        response_pnl = session.get_closed_pnl(category="linear", symbol=symbol, limit=1)
+        if response_pnl["retCode"] != 0 or not response_pnl["result"]["list"]:
+            print(f"Error fetching closed PNL for {symbol}: {response_pnl.get('retMsg', 'No data')}")
+            return
+
+        pnl = response_pnl["result"]["list"][0]
+        created_time = int(pnl["createdTime"])  # ms
+        updated_time = int(pnl["updatedTime"])  # ms
+        date_time = datetime.fromtimestamp(updated_time / 1000).strftime("%Y-%m-%d %H:%M")
+        ticker = pnl["symbol"]
+        qty = float(pnl["qty"])
+        avg_entry_price = float(pnl["avgEntryPrice"])
+        avg_exit_price = float(pnl["avgExitPrice"])
+        leverage = float(pnl.get("leverage", 1.0))  # Default to 1 if not present
+        side = pnl["side"]
+        cum_entry_value = float(pnl["cumEntryValue"])
+        cum_exit_value = float(pnl["cumExitValue"])
+        cum_entry_fee = float(pnl.get("cumEntryFee", 0.0))
+        cum_exit_fee = float(pnl.get("cumExitFee", 0.0))
+        closed_pnl = float(pnl["closedPnl"])
+
+        # Gross profit
+        gross_profit = cum_exit_value - cum_entry_value
+
+        # Fees
+        fee = cum_entry_fee + cum_exit_fee
+
+        # Income (net PNL)
+        income = closed_pnl
+
+        # Percent (leveraged profit percentage)
+        if qty > 0 and avg_entry_price > 0:
+            if side == "Buy":
+                percent = ((avg_exit_price - avg_entry_price) / avg_entry_price) * 100 * leverage
+            else:
+                percent = ((avg_entry_price - avg_exit_price) / avg_entry_price) * 100 * leverage
+        else:
+            percent = 0.0
+
+        # Funding fees during the position
+        funding = 0.0
+        response_funding = session.get_income_history(
+            category="linear",
+            symbol=symbol,
+            incomeType="FUNDING_FEE",
+            startTime=created_time,
+            endTime=updated_time,
+            limit=50
+        )
+        if response_funding["retCode"] == 0:
+            funding = sum(float(item["income"]) for item in response_funding["result"]["list"])
+
+        # Volume (entry value)
+        volume = cum_entry_value
+
+        # Time in trade
+        time_in_trade_sec = (updated_time - created_time) / 1000
+        if time_in_trade_sec < 60:
+            time_str = f"{int(time_in_trade_sec)}с"
+        elif time_in_trade_sec < 3600:
+            time_str = f"{int(time_in_trade_sec / 60)}м"
+        else:
+            time_str = f"{int(time_in_trade_sec / 3600)}г"
+
+        # Format values as in example
+        values = [
+            f"{percent:.2f}%",
+            f"{funding:.2f} $",
+            f"{gross_profit:.2f} $",
+            f"{income:.2f} $",
+            f"{fee:.2f} $",
+            f"{volume:.0f} $",
+            time_str,
+            ticker
+        ]
+
+        with open(CSV_FILE, 'a', newline='', encoding='utf-8') as file:
+            writer = csv.writer(file)
+            row = [date_time] + values
+            writer.writerow(row)
+
+        print(f"Trade stats recorded for {symbol}: {values}")
+
+    except Exception as e:
+        print(f"Error recording trade stats for {symbol}: {e}")
