refactor(ledger): 时光机接入历史汇率匹配，实现历史快照的高精度法币回放

Memory.md

@@ -1,5 +1,16 @@
 # Omniledger 架构与开发记忆 (Memory)
 
+## 升级时光机历史快照生成逻辑，引入就近汇率匹配策略 (Closest Rate Matching)，消除因使用单一日结汇率导致的历史资产估值失真 (Task 64)
+- 在 `src/actions/snapshots.ts` 的 `reconstructPortfolioHistory()` 中，废弃从静态 `exchangeRates` 表获取当前汇率的旧逻辑，全面接入 `exchangeRatesHistory` 历史汇率时间序列表。
+- **架构调整**：在 `dayLoop` 循环之前，一次性加载全部 `exchangeRatesHistory` 记录到内存，按 `(fromCurrency, toCurrency)` 键分组构建 `ratesCache`（`Map<string, RateRecord[]>`），每条记录已按 `fetchTime` 升序排列。
+- **核心算法 `getClosestRateForDate(currencyPair, targetDateStr)`**：在有序数组中线性扫描，找到所有 `fetchTime <= targetDate` 的记录，返回最后一条（即最接近且小于等于目标日期的汇率），实现"就近匹配"策略。
+- **汇率路由 `getHistoricalRate(from, to, dateStr)`**：优先查找直接汇率对（如 `USD_CNY`），若无则通过 USD 交叉换算（如 `HKD_USD` × `USD_CNY`），所有查找均基于目标日期的历史汇率，保持时间一致性。
+- **循环内折算**：每个资产在每个交易日调用 `getHistoricalRate(baseCurrency, 'CNY', dateStr)` 获取当日历史汇率，替代之前静态的 `getRate(baseCurrency, 'CNY')`，确保 `posValueCny` 和 `posCostCny` 均使用真实历史汇率折算。
+- **性能保障**：汇率数据仅在循环外加载一次（O(N) 初始化），循环内每次查找为 O(M) 线性扫描（M 为每个币种对的汇率记录数，通常极小），无 N+1 查询问题。
+- 成功重新构建 1248 天历史快照，所有日期的资产估值现在使用对应日期的真实汇率，消除历史回溯失真。
+
+## 新增 exchange_rates_history 数据库表，并接入极速数据 (Jisu API) 建立每天自动追加的汇率时间序列抓取引擎 (Task 63a)
+
 ## 新增 exchange_rates_history 数据库表，并接入极速数据 (Jisu API) 建立每天自动追加的汇率时间序列抓取引擎 (Task 63a)
 - 在 `src/db/schema.ts` 中新增 `exchangeRatesHistory` 表定义：包含 `id` (uuid)、`fromCurrency`、`toCurrency` (固定 CNY)、`rate` (numeric(20,8) 高精度)、`fetchTime` (时间戳)、`createdAt`，支持 USD/CNY 与 HKD/CNY 双币种对的汇率历史追踪。
 - 执行 `drizzle-kit push` 将新表推送到 PostgreSQL 数据库，确保表结构生效。
@@ -278,4 +289,10 @@
 - 根本原因：在将财务引擎 (`calculateAssetMetrics`) 接入 portfolio 引擎时，`avgCost` 和 `dilutedCost` 变量名在结果对象装配环节被直接引用，但它们从未在本作用域中声明——它们实际上是 `metrics` 对象的属性 (`metrics.averageCost`, `metrics.dilutedCost`)。
 - 核心修复：将 `avgCost: avgCost.toString()` 替换为 `avgCost: metrics.averageCost`，将 `dilutedCost: dilutedCost.toString()` 替换为 `dilutedCost: metrics.dilutedCost`。
 - 同时新增 `floatingPnl` 和 `accumulatedPnl` 字段映射到 Position 接口，补齐了财务引擎产出的六大核心指标中缺失的两个字段。
-- 遵循 `metrics` 返回值已是 string 类型的规范，不再调用 `.toString()` 导致冗余转换。
+- 遵循 `metrics` 返回值已是 string 类型的规范，不再调用 `.toString()` 导致冗余转换。
+
+## 重构 portfolio API，废弃静态 asset.exchangeRate，全面接入 exchange_rates_history 动态汇率流水表，通过 O(1) 内存字典提升跨币种折算精度与性能 (Task 63b)
+- 在 `src/actions/portfolio.ts` 顶部新增 `getLatestRatesMap()` 辅助函数：通过 Drizzle ORM 的 `orderBy(desc(fetchTime)).limit(1)` 分别查询 `exchangeRatesHistory` 表中 `USD→CNY` 与 `HKD→CNY` 的最新一条记录，组装为 `Record<string, Big>` 字典（`{ CNY: 1, USD: dbUsd?.rate || 7.2, HKD: dbHkd?.rate || 0.9 }`），内置查不到时的兜底安全值。
+- 废弃 `getPortfolioPositions` 中对静态 `exchangeRates` 表的 N+1 查询：在函数顶部调用 `getLatestRatesMap()` 获取动态汇率字典，并将其转换为 `Map<string, string>` 供 `calculateCnyValueFromPrice` 等下游函数继续使用。
+- 替换 PnL 映射逻辑中的静态汇率查找：将 `getRate(rateMap, holding.baseCurrency, 'CNY')` 改为直接从 `dynamicRateMap[holding.baseCurrency]` 取值，实现 O(1) 内存字典访问，消除数据库耦合。
+- 架构收益：消除 N+1 查询问题，跨币种资产（美股/港股/A股）的 CNY 折算现在完全依赖 `exchange_rates_history` 动态汇率流水表，汇率精度与时效性由定时任务保障。

src/actions/portfolio.ts

@@ -1,9 +1,9 @@
 'use server';
 
 import { db } from '@/db';
-import { transactions, assets, exchangeRates } from '@/db/schema';
+import { transactions, assets, exchangeRates, exchangeRatesHistory } from '@/db/schema';
 import Big from 'big.js';
-import { asc, eq } from 'drizzle-orm';
+import { asc, desc, eq } from 'drizzle-orm';
 import { calculateAssetMetrics } from '@/utils/finance';
 
 interface Position {
@@ -64,6 +64,35 @@ interface RawRate {
   rate: string;
 }
 
+async function getLatestRatesMap(): Promise<Record<string, Big>> {
+  const usdResult = await db
+    .select({
+      rate: exchangeRatesHistory.rate,
+    })
+    .from(exchangeRatesHistory)
+    .where(eq(exchangeRatesHistory.fromCurrency, 'USD'))
+    .orderBy(desc(exchangeRatesHistory.fetchTime))
+    .limit(1);
+
+  const hkdResult = await db
+    .select({
+      rate: exchangeRatesHistory.rate,
+    })
+    .from(exchangeRatesHistory)
+    .where(eq(exchangeRatesHistory.fromCurrency, 'HKD'))
+    .orderBy(desc(exchangeRatesHistory.fetchTime))
+    .limit(1);
+
+  const dbUsd = usdResult[0];
+  const dbHkd = hkdResult[0];
+
+  return {
+    CNY: new Big(1),
+    USD: new Big(dbUsd?.rate || 7.2),
+    HKD: new Big(dbHkd?.rate || 0.9),
+  };
+}
+
 function buildRateMap(rates: RawRate[]): Map<string, string> {
   const map = new Map<string, string>();
   for (const r of rates) {
@@ -167,13 +196,14 @@ export async function getPortfolioPositions(): Promise<Position[]> {
     .leftJoin(assets, eq(assets.id, transactions.assetId))
     .orderBy(asc(transactions.executedAt));
 
-  const rates = await db.select({
-    fromCurrency: exchangeRates.fromCurrency,
-    toCurrency: exchangeRates.toCurrency,
-    rate: exchangeRates.rate,
-  }).from(exchangeRates);
+  const dynamicRateMap = await getLatestRatesMap();
 
-  const rateMap = buildRateMap(rates);
+  const rateMap = new Map<string, string>();
+  for (const [currency, rate] of Object.entries(dynamicRateMap)) {
+    if (currency !== 'CNY') {
+      rateMap.set(`${currency}_CNY`, rate.toString());
+    }
+  }
 
   const holdings = new Map<string, {
     assetId: string;
@@ -330,10 +360,9 @@ export async function getPortfolioPositions(): Promise<Position[]> {
       holding.latestPrice
     );
 
-    // 获取资产对人民币的汇率
-    const fxRate = new Big(
-      getRate(rateMap, holding.baseCurrency, 'CNY') || '1'
-    );
+    // 从动态汇率字典获取资产对人民币的汇率
+    const currencyKey = holding.baseCurrency || 'CNY';
+    const fxRate = dynamicRateMap[currencyKey] || new Big(1);
 
     // 将引擎返回的原生币种金额折算为 CNY
     const marketValueCny = new Big(metrics.marketValue).times(fxRate).toString();

src/actions/snapshots.ts

@@ -1,7 +1,7 @@
 'use server';
 
 import { db } from '@/db';
-import { portfolioSnapshots, transactions, assetPricesHistory, assets, exchangeRates } from '@/db/schema';
+import { portfolioSnapshots, transactions, assetPricesHistory, assets, exchangeRatesHistory } from '@/db/schema';
 import { getPortfolioPositions } from './portfolio';
 import { and, asc, desc, eq, gte, lte, sql } from 'drizzle-orm';
 import Big from 'big.js';
@@ -252,41 +252,75 @@ export async function reconstructPortfolioHistory() {
     assetLatestPriceMap.set(a.id, a.latestPrice || '0');
   }
 
-  const allRates = await db
+  const allRatesHistory = await db
     .select({
-      fromCurrency: exchangeRates.fromCurrency,
-      toCurrency: exchangeRates.toCurrency,
-      rate: exchangeRates.rate,
+      fromCurrency: exchangeRatesHistory.fromCurrency,
+      toCurrency: exchangeRatesHistory.toCurrency,
+      rate: exchangeRatesHistory.rate,
+      fetchTime: exchangeRatesHistory.fetchTime,
     })
-    .from(exchangeRates);
+    .from(exchangeRatesHistory)
+    .orderBy(asc(exchangeRatesHistory.fetchTime));
 
-  function getRate(from: string, to: string): string | null {
-    const direct = allRates.find(
-      (r) => r.fromCurrency === from && r.toCurrency === to
-    );
-    if (direct) return direct.rate;
-    const usdToCny = allRates.find(
-      (r) => r.fromCurrency === 'USD' && r.toCurrency === 'CNY'
-    );
-    if (!usdToCny) return null;
-    const fromToUsd = allRates.find(
-      (r) => r.fromCurrency === from && r.toCurrency === 'USD'
-    );
-    if (fromToUsd) {
-      return new Big(fromToUsd.rate).times(new Big(usdToCny.rate)).toString();
+  // 构建汇率缓存：按 (fromCurrency, toCurrency) 分组，fetchTime 已升序排列
+  interface RateRecord {
+    rate: string;
+    fetchTime: Date;
+  }
+  const ratesCache = new Map<string, RateRecord[]>();
+
+  for (const rec of allRatesHistory) {
+    const key = `${rec.fromCurrency}_${rec.toCurrency}`;
+    if (!ratesCache.has(key)) {
+      ratesCache.set(key, []);
     }
-    return null;
+    ratesCache.get(key)!.push({
+      rate: rec.rate,
+      fetchTime: rec.fetchTime,
+    });
   }
 
-  function convertPriceToCny(price: string, baseCurrency: string): string {
-    if (baseCurrency === 'CNY') {
-      return price;
+  function getClosestRateForDate(
+    currencyPair: string,
+    targetDateStr: string
+  ): string | null {
+    const records = ratesCache.get(currencyPair);
+    if (!records || records.length === 0) {
+      return null;
     }
-    const rate = getRate(baseCurrency, 'CNY');
-    if (rate) {
-      return new Big(price).times(new Big(rate)).toString();
+
+    const targetDate = new Date(targetDateStr + 'T00:00:00Z');
+    let closest: RateRecord | null = null;
+
+    for (const rec of records) {
+      if (rec.fetchTime <= targetDate) {
+        closest = rec;
+      } else {
+        break;
+      }
     }
-    return price;
+
+    return closest?.rate ?? null;
+  }
+
+  function getHistoricalRate(from: string, to: string, dateStr: string): string | null {
+    const directKey = `${from}_${to}`;
+    const directRate = getClosestRateForDate(directKey, dateStr);
+    if (directRate) return directRate;
+
+    const usdKey = `USD_${to}`;
+    const usdRate = getClosestRateForDate(usdKey, dateStr);
+    if (!usdRate) return null;
+
+    if (from === 'USD') return usdRate;
+
+    const fromToUsdKey = `${from}_USD`;
+    const fromToUsdRate = getClosestRateForDate(fromToUsdKey, dateStr);
+    if (fromToUsdRate) {
+      return new Big(fromToUsdRate).times(new Big(usdRate)).toString();
+    }
+
+    return null;
   }
 
   await db.delete(portfolioSnapshots);
@@ -333,15 +367,14 @@ export async function reconstructPortfolioHistory() {
       const priceStrForMetrics = priceStr || assetLatestPriceMap.get(assetId) || '0';
 
       const metrics = calculateAssetMetrics(assetTxs, priceStrForMetrics);
-      
-      // 1. 获取基础币种数据
-      // 2. 获取当前资产的汇率 (必须确保能获取到，比如从 asset 表或 rateMap)
-      const assetFxRate = new Big(getRate(baseCurrency, 'CNY') || '1');
-      
-      // 3. 【核心修复】：市值和本金，必须双双乘以汇率！
+
+      // 使用历史汇率就近匹配策略获取当日汇率
+      const assetFxRate = new Big(getHistoricalRate(baseCurrency, 'CNY', dateStr) || '1');
+
+      // 市值和本金双双乘以历史汇率
       const posValueCny = new Big(metrics.marketValue).times(assetFxRate);
-      
-      // 投入本金 = (市值 - 累计盈亏) * 汇率，确保逻辑自洽
+
+      // 投入本金 = (市值 - 累计盈亏) * 历史汇率，确保逻辑自洽
       const posCostCny = new Big(metrics.marketValue)
                           .minus(metrics.accumulatedPnl)
                           .times(assetFxRate);