import pandas as pd

# 加载回测结果
df = pd.read_csv('../result/backtest_trades.csv')

# 转换时间为 datetime 类型
df['open_date'] = pd.to_datetime(df['open_date'])
df['close_date'] = pd.to_datetime(df['close_date'])

# 按币种分组
grouped = df.groupby('pair')

# 存储最终结果
results = []

for pair, group in grouped:
    # 按照开仓时间排序
    group = group.sort_values(by='open_date')

    for _, trade in group.iterrows():
        entry_time = trade['open_date']
        exit_time = trade['close_date']
        entry_price = trade['open_rate']
        exit_price = trade['close_rate']
        profit_abs = trade['profit_abs']
        profit_ratio = trade['profit_ratio']

        results.append({
            '币种': pair,
            '入场时间': entry_time,
            '入场价格': entry_price,
            '出场时间': exit_time,
            '出场价格': exit_price,
            '盈利金额': profit_abs,
            '盈利比例': f"{profit_ratio * 100:.2f}%"
        })

# 输出为 DataFrame 并保存到 CSV
trade_log = pd.DataFrame(results)
trade_log.to_csv('../result/trade_log_detailed.csv', index=False)

print("✅ 已生成详细交易日志：../result/trade_log_detailed.csv")
print(trade_log)