fix: 重启后加仓数据恢复 + scale_count/amount_usd 实时持久化

- restoreOpenPositions 从 orders 表 count 加仓次数，正确设置 ScaleLevels 和 AmountUSD
- 加仓时立即持久化 amount_usd 和 scale_count 到 trades 表（不等到平仓）
- PnL 图表支持单笔交易显示（原点+累计PnL连线）

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

db/trade_repo.go

@@ -118,6 +118,12 @@ func (d *DB) UpdateTradeEntry(id int64, t *TradeRecord) error {
 	return err
 }
 
+// UpdateTradeScale updates scale-in fields on an existing trade (amount_usd, scale_count).
+func (d *DB) UpdateTradeScale(id int64, amountUSD float64, scaleCount int) error {
+	_, err := d.Exec("UPDATE trades SET amount_usd=?, scale_count=? WHERE id=?", amountUSD, scaleCount, id)
+	return err
+}
+
 // GetOpenTrades returns all non-closed trades (status='open' or status='entering').
 func (d *DB) GetOpenTrades() ([]TradeRecord, error) {
 	rows, err := d.Query(`SELECT id, coin, direction, status, entry_spread, exit_spread,

frontend/src/App.jsx

@@ -651,6 +651,11 @@ function PnlChart() {
     // Compute cumulative PnL
     const points = []
     let cum = 0
+    // Prepend a zero point so single-trade chart still draws
+    if (data.length > 0) {
+      const t0 = new Date(data[0].ClosedAt).getTime() - 1000
+      points.push({ x: t0, y: 0 })
+    }
     for (const t of data) {
       cum += 2 * (t.AmountUSD || 0) * (t.NetPnl || 0) / 100
       points.push({ x: new Date(t.ClosedAt).getTime(), y: cum })
@@ -756,7 +761,7 @@ function PnlChart() {
     <section className="card card-wide" id="pnl-chart-card">
       <h2>📈 总PnL成长曲线 <span className="text-dim" style={{fontSize:11}}>{data.length > 0 ? `$${totalPnl.toFixed(2)}` : ''}</span></h2>
       <div className="chart-container" style={{height:260}}>
-        {data.length < 2 ? (
+        {data.length < 1 ? (
           <div className="loading" style={{paddingTop:100}}>暂无数据...</div>
         ) : (
           <canvas ref={canvasRef} />

trader.go

@@ -3,6 +3,7 @@ package main
 import (
 	"fmt"
 	"log"
+	"strconv"
 	"strings"
 	"sync"
 	"time"
@@ -939,6 +940,8 @@ func (t *Trader) checkScaleIn(pos *ArbPosition, bgP, hlP, diffPct float64, store
 			LongOrderID: &longOID, ShortOrderID: &shortOID,
 			CreatedAt: now,
 		})
+		// Persist updated amount_usd and scale_count immediately
+		t.db.UpdateTradeScale(pos.DBTradeID, pos.AmountUSD, pos.ScaleLevels)
 	}
 
 	log.Printf("[Trader] %s: Scale-in #%d executed | spread=%.4f%% (entry=%.4f%%) | total=$%.0f",
@@ -1274,11 +1277,12 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s
 		leg.OrderID = resp
 		log.Printf("[ExRes] HL %s %s: size=%s", side, leg.Coin, szStr)
 
-		// Parse actual fill price and estimate fee from HL response
-		fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(resp)
+		// Parse actual fill price, OID, and estimate fee from HL response
+		fillPrice, _, oid, parseErr := t.hyperliquid.ParseFillFromResponse(resp)
 		if parseErr == nil && fillPrice > 0 {
 			leg.EntryPrice = fillPrice
-			log.Printf("[Fill] HL %s %s: actual fillPrice=%.6f", side, leg.Coin, fillPrice)
+			leg.OrderID = strconv.FormatInt(oid, 10)
+			log.Printf("[Fill] HL %s %s: actual fillPrice=%.6f oid=%d", side, leg.Coin, fillPrice, oid)
 		}
 		fee, fetchErr := t.hyperliquid.EstimateFeeFromResponse(resp, takerFees[ExHyperLiquid])
 		if fetchErr != nil {
@@ -1531,11 +1535,12 @@ func (t *Trader) closeLeg(leg *PositionLeg) string {
 		log.Printf("[ExRes] HL close %s %s: size=%s → response=%s", side, leg.Coin, leg.Size, resp)
 		leg.OrderID = resp
 
-		// Parse actual fill price from HL close response
-		fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(resp)
+		// Parse actual fill price and OID from HL close response
+		fillPrice, _, oid, parseErr := t.hyperliquid.ParseFillFromResponse(resp)
 		if parseErr == nil && fillPrice > 0 {
 			leg.ExitPrice = fillPrice
-			log.Printf("[Fill] HL close %s: actual exitPrice=%.6f", leg.Coin, fillPrice)
+			leg.OrderID = strconv.FormatInt(oid, 10)
+			log.Printf("[Fill] HL close %s: actual exitPrice=%.6f oid=%d", leg.Coin, fillPrice, oid)
 		}
 	}
 	leg.Closed = true
@@ -1754,11 +1759,12 @@ func (t *Trader) placeOrderAt(leg *PositionLeg, side string, store *PriceStore,
 		}
 		leg.OrderID = oid
 
-		// Parse actual fill price from HL response
-		fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(oid)
+		// Parse actual fill price and OID from HL response
+		fillPrice, _, oidNum, parseErr := t.hyperliquid.ParseFillFromResponse(oid)
 		if parseErr == nil && fillPrice > 0 {
 			leg.EntryPrice = fillPrice
-			log.Printf("[Fill] HL scale %s %s: actual fillPrice=%.6f", side, leg.Coin, fillPrice)
+			leg.OrderID = strconv.FormatInt(oidNum, 10)
+			log.Printf("[Fill] HL scale %s %s: actual fillPrice=%.6f oid=%d", side, leg.Coin, fillPrice, oidNum)
 		}
 
 		// Estimate fee from HL response
@@ -1957,6 +1963,11 @@ func (t *Trader) restoreOpenPositions() {
 		if err == nil {
 			pos.LongEntryPrices = append(pos.LongEntryPrices, scaleLong...)
 			pos.ShortEntryPrices = append(pos.ShortEntryPrices, scaleShort...)
+			// Restore ScaleLevels from actual scale order count
+			if len(scaleLong) > 0 {
+				pos.ScaleLevels = len(scaleLong)
+				pos.AmountUSD = tr.AmountUSD * (1 + float64(pos.ScaleLevels))
+			}
 			// Refresh leg EntryPrice to reflect all scale levels
 			if len(pos.LongEntryPrices) > 1 {
 				pos.LongLeg.EntryPrice = weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)