pacifica/scripts/analyze-logs.ts

#!/usr/bin/env tsx

/**
 * 日志分析工具 - 用于快速复盘和检查
 *
 * 使用方法:
 *   tsx scripts/analyze-logs.ts [date]
 *   例如: tsx scripts/analyze-logs.ts 2025-10-02
 *
 * 功能:
 *   1. 交易概览（总订单数、成功率、失败原因）
 *   2. 账户状态变化（余额、仓位）
 *   3. Delta 历史记录
 *   4. 保证金警告历史
 *   5. 性能指标（周期耗时）
 */

import { readFileSync, existsSync, readdirSync } from 'fs';
import { join } from 'path';

interface LogEntry {
  timestamp: string;
  level: string;
  message: string;
  [key: string]: any;
}

class LogAnalyzer {
  private logs: LogEntry[] = [];
  private auditLogs: LogEntry[] = [];

  constructor(private date: string) {}

  public async analyze(): Promise<void> {
    console.log(`\n╔════════════════════════════════════════════════╗`);
    console.log(`║  日志分析报告 - ${this.date}                    `);
    console.log(`╚════════════════════════════════════════════════╝\n`);

    // 加载日志文件
    this.loadLogs();

    if (this.logs.length === 0 && this.auditLogs.length === 0) {
      console.log(`❌ 未找到 ${this.date} 的日志文件`);
      return;
    }

    // 各项分析
    this.analyzeOverview();
    this.analyzeOrders();
    this.analyzeBalance();
    this.analyzePositions();
    this.analyzeDelta();
    this.analyzeMarginWarnings();
    this.analyzePerformance();
    this.analyzeErrors();
  }

  private loadLogs(): void {
    const logsDir = 'logs';
    const auditDir = 'logs/audit';

    // 主日志
    const mainLogFile = join(logsDir, `trading-${this.date}.log`);
    if (existsSync(mainLogFile)) {
      const content = readFileSync(mainLogFile, 'utf-8');
      this.logs = content
        .split('\n')
        .filter(line => line.trim())
        .map(line => {
          try {
            return JSON.parse(line);
          } catch {
            return null;
          }
        })
        .filter(Boolean) as LogEntry[];
      console.log(`✅ 加载主日志: ${this.logs.length} 条`);
    }

    // 审计日志
    const auditLogFile = join(auditDir, `audit-${this.date}.log`);
    if (existsSync(auditLogFile)) {
      const content = readFileSync(auditLogFile, 'utf-8');
      this.auditLogs = content
        .split('\n')
        .filter(line => line.trim())
        .map(line => {
          try {
            return JSON.parse(line);
          } catch {
            return null;
          }
        })
        .filter(Boolean) as LogEntry[];
      console.log(`✅ 加载审计日志: ${this.auditLogs.length} 条\n`);
    }
  }

  private analyzeOverview(): void {
    console.log(`\n📊 === 交易概览 ===`);

    const sessionStarts = this.auditLogs.filter(l => l.message === 'SESSION_START');
    const sessionEnds = this.auditLogs.filter(l => l.message === 'SESSION_END');
    const cycleStarts = this.auditLogs.filter(l => l.message === 'CYCLE_START');
    const cycleEnds = this.auditLogs.filter(l => l.message === 'CYCLE_END');

    console.log(`  会话数: ${sessionStarts.length}`);
    console.log(`  交易周期数: ${cycleStarts.length}`);
    console.log(`  完成周期数: ${cycleEnds.length}`);

    if (sessionStarts.length > 0) {
      const firstSession = sessionStarts[0];
      console.log(`  首次启动: ${firstSession.timestamp}`);
    }

    if (sessionEnds.length > 0) {
      const lastSession = sessionEnds[sessionEnds.length - 1];
      console.log(`  最后停止: ${lastSession.timestamp}`);
      if (lastSession.totalCycles) {
        console.log(`  总周期数: ${lastSession.totalCycles}`);
      }
    }
  }

  private analyzeOrders(): void {
    console.log(`\n📋 === 订单分析 ===`);

    const orderSubmits = this.auditLogs.filter(l => l.message === 'ORDER_SUBMIT');
    const orderSuccess = this.auditLogs.filter(l => l.message === 'ORDER_SUCCESS');
    const orderFailed = this.auditLogs.filter(l => l.message === 'ORDER_FAILED');
    const orderCancelled = this.auditLogs.filter(l => l.message === 'ORDER_CANCELLED');
    const orderFilled = this.auditLogs.filter(l => l.message === 'ORDER_FILLED');

    console.log(`  提交订单: ${orderSubmits.length}`);
    console.log(`  成功订单: ${orderSuccess.length}`);
    console.log(`  失败订单: ${orderFailed.length}`);
    console.log(`  取消订单: ${orderCancelled.length}`);
    console.log(`  成交订单: ${orderFilled.length}`);

    if (orderSubmits.length > 0) {
      const successRate = ((orderSuccess.length / orderSubmits.length) * 100).toFixed(2);
      console.log(`  成功率: ${successRate}%`);
    }

    // 按账户分组
    const ordersByAccount = this.groupBy(orderSubmits, 'accountId');
    console.log(`\n  按账户分布:`);
    for (const [accountId, orders] of Object.entries(ordersByAccount)) {
      console.log(`    ${accountId}: ${orders.length} 单`);
    }

    // 失败原因分析
    if (orderFailed.length > 0) {
      console.log(`\n  ❌ 失败原因分析:`);
      const errorGroups = this.groupBy(orderFailed, 'error');
      for (const [error, orders] of Object.entries(errorGroups)) {
        console.log(`    ${error}: ${orders.length} 次`);
      }
    }

    // 取消原因分析
    if (orderCancelled.length > 0) {
      console.log(`\n  🚫 取消原因分析:`);
      const reasonGroups = this.groupBy(orderCancelled, 'reason');
      for (const [reason, orders] of Object.entries(reasonGroups)) {
        console.log(`    ${reason || '超时自动取消'}: ${orders.length} 次`);
      }
    }
  }

  private analyzeBalance(): void {
    console.log(`\n💰 === 账户余额变化 ===`);

    const balanceUpdates = this.auditLogs.filter(l => l.message === 'BALANCE_UPDATE');

    if (balanceUpdates.length === 0) {
      console.log(`  无余额更新记录`);
      return;
    }

    const byAccount = this.groupBy(balanceUpdates, 'accountId');
    for (const [accountId, updates] of Object.entries(byAccount)) {
      if (updates.length === 0) continue;

      const first = updates[0];
      const last = updates[updates.length - 1];

      console.log(`\n  账户: ${accountId}`);
      console.log(`    起始余额: ${first.total?.toFixed(2) || 'N/A'} (可用: ${first.available?.toFixed(2) || 'N/A'})`);
      console.log(`    结束余额: ${last.total?.toFixed(2) || 'N/A'} (可用: ${last.available?.toFixed(2) || 'N/A'})`);

      if (first.total && last.total) {
        const change = last.total - first.total;
        const changePercent = ((change / first.total) * 100).toFixed(2);
        const changeStr = change >= 0 ? `+${change.toFixed(2)}` : change.toFixed(2);
        console.log(`    变化: ${changeStr} (${changePercent}%)`);
      }

      console.log(`    更新次数: ${updates.length}`);
    }
  }

  private analyzePositions(): void {
    console.log(`\n📈 === 仓位变化 ===`);

    const positionUpdates = this.auditLogs.filter(l => l.message === 'POSITION_UPDATE');

    if (positionUpdates.length === 0) {
      console.log(`  无仓位更新记录`);
      return;
    }

    const byAccount = this.groupBy(positionUpdates, 'accountId');
    for (const [accountId, updates] of Object.entries(byAccount)) {
      if (updates.length === 0) continue;

      const last = updates[updates.length - 1];
      console.log(`\n  账户: ${accountId}`);
      console.log(`    交易对: ${last.symbol}`);
      console.log(`    仓位: ${last.size}`);
      console.log(`    入场价: ${last.entryPrice?.toFixed(2) || 'N/A'}`);
      console.log(`    标记价: ${last.markPrice?.toFixed(2) || 'N/A'}`);
      console.log(`    盈亏: ${last.pnl?.toFixed(2) || 'N/A'}`);
      console.log(`    更新次数: ${updates.length}`);
    }
  }

  private analyzeDelta(): void {
    console.log(`\n⚖️  === Delta 分析 ===`);

    const deltaAssessments = this.auditLogs.filter(l => l.message === 'DELTA_ASSESSMENT');

    if (deltaAssessments.length === 0) {
      console.log(`  无 Delta 评估记录`);
      return;
    }

    console.log(`  评估次数: ${deltaAssessments.length}`);

    // 统计超过容忍度的次数
    const exceedCount = deltaAssessments.filter(d => d.exceedsTolerance).length;
    console.log(`  超过容忍度: ${exceedCount} 次`);

    // Delta 范围
    const deltas = deltaAssessments.map(d => d.weightedDelta).filter(Boolean);
    if (deltas.length > 0) {
      const minDelta = Math.min(...deltas);
      const maxDelta = Math.max(...deltas);
      const avgDelta = deltas.reduce((a, b) => a + b, 0) / deltas.length;

      console.log(`  Delta 范围: [${minDelta.toFixed(6)}, ${maxDelta.toFixed(6)}]`);
      console.log(`  Delta 平均: ${avgDelta.toFixed(6)}`);
    }

    // 最近的 Delta 评估
    const recent = deltaAssessments.slice(-5);
    console.log(`\n  最近 5 次评估:`);
    recent.forEach((d, i) => {
      const exceed = d.exceedsTolerance ? '⚠️ ' : '✅';
      console.log(`    ${exceed} ${d.timestamp}: Delta=${d.weightedDelta?.toFixed(6)}, ${d.recommendation}`);
    });
  }

  private analyzeMarginWarnings(): void {
    console.log(`\n🚨 === 保证金警告 ===`);

    const warnings = this.auditLogs.filter(l => l.message === 'MARGIN_WARNING');
    const reduceSignals = this.auditLogs.filter(l => l.message === 'REDUCE_SIGNAL');

    if (warnings.length === 0 && reduceSignals.length === 0) {
      console.log(`  ✅ 无保证金警告`);
      return;
    }

    if (warnings.length > 0) {
      console.log(`  警告次数: ${warnings.length}`);

      const byLevel = this.groupBy(warnings, 'level');
      for (const [level, items] of Object.entries(byLevel)) {
        console.log(`    ${level}: ${items.length} 次`);
      }
    }

    if (reduceSignals.length > 0) {
      console.log(`\n  减仓信号: ${reduceSignals.length} 次`);

      console.log(`\n  减仓详情:`);
      reduceSignals.forEach(signal => {
        console.log(`    [${signal.timestamp}] ${signal.accountId}`);
        console.log(`      等级: ${signal.level}`);
        console.log(`      利用率: ${(signal.currentUtilization * 100).toFixed(2)}%`);
        console.log(`      减仓比例: ${(signal.reducePercent * 100).toFixed(0)}%`);
        console.log(`      取消订单: ${signal.ordersToCancel}`);
        console.log(`      平仓数: ${signal.positionsToReduce}`);
      });
    }
  }

  private analyzePerformance(): void {
    console.log(`\n⚡ === 性能分析 ===`);

    const cycleEnds = this.auditLogs.filter(l => l.message === 'CYCLE_END');

    if (cycleEnds.length === 0) {
      console.log(`  无性能数据`);
      return;
    }

    const durations = cycleEnds.map(c => c.duration).filter(Boolean);
    if (durations.length > 0) {
      const min = Math.min(...durations);
      const max = Math.max(...durations);
      const avg = durations.reduce((a, b) => a + b, 0) / durations.length;

      console.log(`  周期耗时:`);
      console.log(`    最快: ${min}ms`);
      console.log(`    最慢: ${max}ms`);
      console.log(`    平均: ${avg.toFixed(0)}ms`);

      // 检查慢周期
      const slowCycles = cycleEnds.filter(c => c.duration > 10000);
      if (slowCycles.length > 0) {
        console.log(`\n  ⚠️  慢周期 (>10s): ${slowCycles.length} 次`);
      }
    }
  }

  private analyzeErrors(): void {
    console.log(`\n❌ === 错误分析 ===`);

    const errors = this.logs.filter(l => l.level === 'error');
    const exceptions = this.logs.filter(l => l.message === 'EXCEPTION');

    if (errors.length === 0 && exceptions.length === 0) {
      console.log(`  ✅ 无错误记录`);
      return;
    }

    console.log(`  错误数: ${errors.length}`);
    console.log(`  异常数: ${exceptions.length}`);

    if (errors.length > 0) {
      console.log(`\n  错误分布:`);
      const errorMessages = errors.map(e => e.message).slice(0, 10);
      const grouped = errorMessages.reduce((acc, msg) => {
        acc[msg] = (acc[msg] || 0) + 1;
        return acc;
      }, {} as Record<string, number>);

      Object.entries(grouped)
        .sort((a, b) => b[1] - a[1])
        .slice(0, 5)
        .forEach(([msg, count]) => {
          console.log(`    ${msg}: ${count} 次`);
        });
    }
  }

  private groupBy<T extends Record<string, any>>(
    items: T[],
    key: string
  ): Record<string, T[]> {
    return items.reduce((acc, item) => {
      const group = item[key] || 'unknown';
      if (!acc[group]) acc[group] = [];
      acc[group].push(item);
      return acc;
    }, {} as Record<string, T[]>);
  }
}

// 主函数
async function main() {
  const date = process.argv[2] || new Date().toISOString().split('T')[0];

  const analyzer = new LogAnalyzer(date);
  await analyzer.analyze();

  console.log(`\n✅ 分析完成\n`);
}

main().catch(console.error);