From 14088eac1346dc78d21723fe636d73e17665cd07 Mon Sep 17 00:00:00 2001
From: claude_dev <claude-dev@sanguo.local>
Date: Tue, 7 Jul 2026 12:07:37 +0800
Subject: [PATCH] =?UTF-8?q?feat(paper):=20C-S2=20=E5=88=86=E7=AD=96?=
 =?UTF-8?q?=E7=95=A5=E5=BD=92=E5=9B=A0(/strategies=20=E8=81=9A=E5=90=88?=
 =?UTF-8?q?=E6=88=90=E4=BA=A4/=E6=8B=92=E5=8D=95/=E8=B4=B9=E7=94=A8)?=
MIME-Version: 1.0
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---
 sanguo_api/routes_paper.py     |  8 ++++++++
 sanguo_trader/persistence.py   | 19 +++++++++++++++++++
 tests/api/test_paper_routes.py | 31 +++++++++++++++++++++++++++++++
 3 files changed, 58 insertions(+)

diff --git a/sanguo_api/routes_paper.py b/sanguo_api/routes_paper.py
index 207de6d..9249f54 100644
--- a/sanguo_api/routes_paper.py
+++ b/sanguo_api/routes_paper.py
@@ -88,3 +88,11 @@ def get_trades(aid: int):
     from sanguo_trader.persistence import list_trades
 
     return list_trades(_db_path["path"], aid)
+
+
+@router.get("/paper/{aid}/strategies", dependencies=[Depends(verify_token)])
+def get_strategies(aid: int):
+    """分策略归因：成交/拒单/费用聚合（spec §7）。"""
+    from sanguo_trader.persistence import list_strategy_summary
+
+    return list_strategy_summary(_db_path["path"], aid)
diff --git a/sanguo_trader/persistence.py b/sanguo_trader/persistence.py
index 73ca300..85e15da 100644
--- a/sanguo_trader/persistence.py
+++ b/sanguo_trader/persistence.py
@@ -171,3 +171,22 @@ def list_daily_balance(db_path: str, account_id: int) -> list[dict]:
             (account_id,),
         )
         return [dict(r) for r in cur.fetchall()]
+
+
+def list_strategy_summary(db_path: str, account_id: int) -> list[dict]:
+    """按 strategy_id 聚合成交/拒单/费用（分户归因，spec §7）。"""
+    with sqlite3.connect(db_path) as conn:
+        conn.row_factory = sqlite3.Row
+        cur = conn.execute(
+            """SELECT strategy_id,
+               COUNT(*) AS total_orders,
+               SUM(CASE WHEN rejected=0 THEN 1 ELSE 0 END) AS filled,
+               SUM(CASE WHEN rejected=1 THEN 1 ELSE 0 END) AS rejected,
+               SUM(commission) AS commission,
+               SUM(stamp_duty) AS stamp_duty,
+               SUM(transfer_fee) AS transfer_fee
+               FROM paper_trades WHERE account_id=?
+               GROUP BY strategy_id ORDER BY strategy_id""",
+            (account_id,),
+        )
+        return [dict(r) for r in cur.fetchall()]
diff --git a/tests/api/test_paper_routes.py b/tests/api/test_paper_routes.py
index 5b4aa33..ef3091c 100644
--- a/tests/api/test_paper_routes.py
+++ b/tests/api/test_paper_routes.py
@@ -59,3 +59,34 @@ def test_get_paper_404(tmp_path):
 def test_unauthorized_401(tmp_path):
     c, _ = _client(tmp_path)
     assert c.get("/api/v1/paper/1").status_code == 401
+
+
+def test_strategy_summary_aggregation(tmp_path):
+    """C-S2 归因：分策略成交/拒单/费用聚合（spec §7）。"""
+    from sanguo_trader.persistence import init_db, save_account, save_trade
+
+    c, token = _client(tmp_path)
+    db = os.path.join(str(tmp_path), "p.db")
+    aid = c.post(
+        "/api/v1/paper/create",
+        json={"symbols": ["600000"],
+              "strategies": [{"name": "S", "symbol": "600000"}],
+              "start": "2024-01-01", "end": "2024-06-30"},
+        headers=_auth(token),
+    ).json()["account_id"]
+    # 造假 2 笔成交 + 1 拒单（s1），1 成交（s2）
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 10,
+                         "volume": 100, "commission": 5, "transfer_fee": 0.02})
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 11,
+                         "volume": 100, "commission": 5, "stamp_duty": 0.55,
+                         "transfer_fee": 0.02})
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "300750"},
+               rejected=True, reject_reason="limit_up_locked")
+    save_trade(db, aid, {"strategy_id": "s2", "symbol": "000001", "price": 15,
+                         "volume": 100, "commission": 5})
+    resp = c.get(f"/api/v1/paper/{aid}/strategies", headers=_auth(token))
+    assert resp.status_code == 200
+    summary = {s["strategy_id"]: s for s in resp.json()}
+    assert summary["s1"]["filled"] == 2
+    assert summary["s1"]["rejected"] == 1
+    assert summary["s2"]["filled"] == 1