Initial public release

hydra/core/pnl_tracker.py

@@ -0,0 +1,114 @@
+import json
+import time
+from datetime import date
+from typing import Optional
+
+from hydra.logging.setup import get_logger
+
+logger = get_logger(__name__)
+
+PNL_REALIZED_KEY = "hydra:pnl:realized:total"
+PNL_TRADE_COUNT_KEY = "hydra:pnl:trade_count"
+
+
+def _daily_key() -> str:
+    return f"hydra:pnl:daily:{date.today().isoformat()}"
+
+
+class PnlTracker:
+    """
+    시스템 전체 손익 추적.
+    - 실현 손익: 포지션 청산 시 record_trade()로 기록
+    - 미실현 손익: 포지션 데이터(mark_price)로 계산
+    """
+
+    def __init__(self, redis_client):
+        self._redis = redis_client
+
+    # ─── 실현 손익 ───────────────────────────────────────────────
+
+    def record_trade(self, market: str, symbol: str, realized_pnl: float) -> None:
+        """포지션 청산 시 실현 손익 기록."""
+        pipe = self._redis.pipeline()
+        pipe.incrbyfloat(PNL_REALIZED_KEY, realized_pnl)
+        pipe.incrbyfloat(_daily_key(), realized_pnl)
+        pipe.incr(PNL_TRADE_COUNT_KEY)
+        # 개별 심볼 실현 손익
+        pipe.incrbyfloat(f"hydra:pnl:symbol:{market}:{symbol}", realized_pnl)
+        pipe.execute()
+        logger.info("pnl_recorded", market=market, symbol=symbol, realized_pnl=realized_pnl)
+
+    def get_realized_total(self) -> float:
+        raw = self._redis.get(PNL_REALIZED_KEY)
+        return float(raw) if raw else 0.0
+
+    def get_daily_realized(self) -> float:
+        raw = self._redis.get(_daily_key())
+        return float(raw) if raw else 0.0
+
+    def get_trade_count(self) -> int:
+        raw = self._redis.get(PNL_TRADE_COUNT_KEY)
+        return int(raw) if raw else 0
+
+    def get_symbol_realized(self, market: str, symbol: str) -> float:
+        raw = self._redis.get(f"hydra:pnl:symbol:{market}:{symbol}")
+        return float(raw) if raw else 0.0
+
+    # ─── 미실현 손익 ──────────────────────────────────────────────
+
+    @staticmethod
+    def calc_unrealized(position: dict) -> float:
+        """단일 포지션의 미실현 손익 계산.
+        position dict: {qty, avg_price, mark_price, side, leverage}
+        """
+        qty = float(position.get("qty", 0))
+        avg_price = float(position.get("avg_price", 0))
+        mark_price = float(position.get("mark_price", avg_price))
+        side = position.get("side", "buy")
+        leverage = float(position.get("leverage", 1))
+
+        if qty == 0 or avg_price == 0:
+            return 0.0
+
+        price_diff = mark_price - avg_price
+        if side == "sell":
+            price_diff = -price_diff
+
+        return price_diff * qty * leverage
+
+    def get_unrealized_total(self, positions: list[dict]) -> float:
+        return sum(self.calc_unrealized(p) for p in positions)
+
+    # ─── 요약 ─────────────────────────────────────────────────────
+
+    def get_summary(self, positions: list[dict]) -> dict:
+        realized_total = self.get_realized_total()
+        daily_realized = self.get_daily_realized()
+        unrealized = self.get_unrealized_total(positions)
+        trade_count = self.get_trade_count()
+
+        return {
+            "realized_total": round(realized_total, 4),
+            "daily_realized": round(daily_realized, 4),
+            "unrealized": round(unrealized, 4),
+            "total_pnl": round(realized_total + unrealized, 4),
+            "trade_count": trade_count,
+            "positions": [
+                {
+                    "market": p.get("market"),
+                    "symbol": p.get("symbol"),
+                    "side": p.get("side"),
+                    "qty": p.get("qty"),
+                    "avg_price": p.get("avg_price"),
+                    "mark_price": p.get("mark_price", p.get("avg_price")),
+                    "leverage": p.get("leverage", 1),
+                    "unrealized_pnl": round(self.calc_unrealized(p), 4),
+                }
+                for p in positions
+            ],
+        }
+
+    def reset_daily(self) -> None:
+        """일일 손익 초기화 (자정 실행용)."""
+        self._redis.delete(_daily_key())
+        logger.info("pnl_daily_reset")