163 lines
5.1 KiB
Python
163 lines
5.1 KiB
Python
"""公開獲利帳本（Proof of Yield）模組。"""
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from __future__ import annotations
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from dataclasses import dataclass
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import json
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from pathlib import Path
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from typing import Any
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from uuid import uuid4
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from datetime import datetime
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def _as_float(value: Any, *, default: float = 0.0) -> float:
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try:
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return float(value)
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except (TypeError, ValueError):
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return default
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@dataclass(frozen=True)
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class ProofYieldRecord:
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recommendation_id: str
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match_id: str
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market_type: str
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selection: str
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stake: float
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recommended_odds: float
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closing_odds: float | None
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is_win: bool
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settled_at: str
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clv_ratio: float | None
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clv_percent: float | None
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pnl: float
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created_at: str
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def compute_clv(recommended_odds: float, closing_odds: float) -> float:
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"""CLV = (推薦賠率 / 收盤賠率) - 1。"""
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if recommended_odds <= 0 or closing_odds <= 0:
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raise ValueError('推薦賠率與收盤賠率都必須大於 0')
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return (recommended_odds / closing_odds) - 1
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def compute_pnl(stake: float, is_win: bool, closing_odds: float | None) -> float:
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if closing_odds is None or stake <= 0:
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return 0.0
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return stake * (closing_odds - 1) if is_win else -stake
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@dataclass(frozen=True)
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class LedgerSummary:
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total_recommendations: int
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hit_count: int
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win_rate_percent: float
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total_stake: float
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total_pnl: float
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roi_percent: float
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avg_clv_percent: float
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class ProofOfYieldStore:
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"""本地持久化透明帳本（先以 JSON 做可追溯快啟動）。"""
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def __init__(self, file_path: str | None = None) -> None:
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self.path = Path(file_path or 'data/proof_of_yield_ledger.json')
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self.path.parent.mkdir(parents=True, exist_ok=True)
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def _load(self) -> list[dict[str, Any]]:
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if not self.path.exists():
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return []
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raw = self.path.read_text(encoding='utf-8')
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if not raw.strip():
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return []
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parsed = json.loads(raw)
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if not isinstance(parsed, list):
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return []
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return parsed
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def _save(self, rows: list[dict[str, Any]]) -> None:
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self.path.write_text(json.dumps(rows, ensure_ascii=False, indent=2), encoding='utf-8')
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def upsert_settlements(self, items: list[dict[str, Any]]) -> list[ProofYieldRecord]:
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current = self._load()
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idx = {row['recommendation_id']: i for i, row in enumerate(current)}
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for item in items:
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recommendation_id = str(item.get('recommendation_id') or uuid4().hex)
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stake = _as_float(item.get('stake'), default=100.0)
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recommended_odds = _as_float(item.get('recommended_odds'))
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closing_odds = item.get('closing_odds')
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is_win = bool(item.get('is_win', False))
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closing = _as_float(closing_odds) if closing_odds is not None else None
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clv = None
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clv_pct = None
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if closing is not None and recommended_odds > 0:
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clv = compute_clv(recommended_odds, closing)
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clv_pct = clv * 100
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pnl = compute_pnl(stake, is_win, closing)
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record = {
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'recommendation_id': recommendation_id,
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'match_id': str(item.get('match_id', 'UNKNOWN')),
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'market_type': str(item.get('market_type', '1x2')),
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'selection': str(item.get('selection', 'home')),
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'stake': round(stake, 4),
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'recommended_odds': round(recommended_odds, 6),
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'closing_odds': round(closing, 6) if closing is not None else None,
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'is_win': is_win,
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'settled_at': str(item.get('settled_at') or datetime.utcnow().isoformat()),
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'clv_ratio': round(clv, 6) if clv is not None else None,
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'clv_percent': round(clv_pct, 4) if clv_pct is not None else None,
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'pnl': round(pnl, 4),
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'created_at': str(item.get('created_at') or datetime.utcnow().isoformat()),
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}
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if recommendation_id in idx:
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current[idx[recommendation_id]] = record
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else:
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current.append(record)
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self._save(current)
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return [ProofYieldRecord(**row) for row in current]
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def query_ledger(self, *, limit: int = 200) -> list[ProofYieldRecord]:
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rows = sorted(self._load(), key=lambda row: row.get('created_at', ''), reverse=True)
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return [ProofYieldRecord(**row) for row in rows[:limit]]
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@staticmethod
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def summarize(records: list[ProofYieldRecord]) -> LedgerSummary:
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total = len(records)
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if total == 0:
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return LedgerSummary(
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total_recommendations=0,
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hit_count=0,
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win_rate_percent=0.0,
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total_stake=0.0,
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total_pnl=0.0,
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roi_percent=0.0,
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avg_clv_percent=0.0,
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)
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hit = sum(1 for row in records if row.is_win)
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total_stake = sum(row.stake for row in records)
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total_pnl = sum(row.pnl for row in records)
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clv_values = [row.clv_percent for row in records if row.clv_percent is not None]
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avg_clv = sum(clv_values) / len(clv_values) if clv_values else 0.0
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roi = (total_pnl / total_stake) * 100 if total_stake > 0 else 0.0
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win_rate = (hit / total) * 100
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return LedgerSummary(
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total_recommendations=total,
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hit_count=hit,
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win_rate_percent=round(win_rate, 4),
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total_stake=round(total_stake, 4),
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total_pnl=round(total_pnl, 4),
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roi_percent=round(roi, 4),
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avg_clv_percent=round(avg_clv, 4),
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)
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