Profit Factor（盈亏比）算法解析

from typing import List, Dict, Union

def calculate_profit_factor(closed_trades: List[Dict], account_state: Dict) -> Union[float, str]:
    """
    基于JS文件 (Ee 函数) 解析的盈亏比 (Profit Factor) 算法。
    计算公式: (已实现盈利 + 未实现盈利) / (已实现亏损绝对值 + 未实现亏损绝对值)

    Args:
        closed_trades: 已平仓交易的列表。每个元素至少包含 "closedPnl"。
        account_state: 账户状态，包含 "clearinghouseState.assetPositions" (未平仓位)。

    Returns:
        盈亏比数值 (float) 或字符串 "1000+"。
    """
    gross_profit = 0.0  # 总盈利之和 (GP)
    gross_loss_abs = 0.0  # 总亏损绝对值之和 (GL)

    # 1. 计算已平仓交易盈亏 (closedPnl)
    for trade in closed_trades:
        # 确保 PnL 存在且可转换为浮点数
        try:
            pnl = float(trade.get("closedPnl", 0.0))
        except (ValueError, TypeError):
            pnl = 0.0

        if pnl > 0:
            gross_profit += pnl
        else:
            gross_loss_abs += abs(pnl)

    # 2. 计算未平仓资产浮动盈亏 (unrealizedPnl)
    asset_positions = account_state.get("clearinghouseState", {}).get("assetPositions", [])
    for position_data in asset_positions:
        # 确保 unrealizedPnl 存在且可转换为浮点数
        try:
            unrealized_pnl = float(position_data.get("position", {}).get("unrealizedPnl", 0.0))
        except (ValueError, TypeError):
            unrealized_pnl = 0.0

        if unrealized_pnl > 0:
            gross_profit += unrealized_pnl
        else:
            gross_loss_abs += abs(unrealized_pnl)

    # 3. 计算盈亏比并处理特殊情况
    if gross_loss_abs != 0:
        return gross_profit / gross_loss_abs
    elif gross_profit > 0:
        # JS 代码中的 "1000+"
        return "1000+"
    else:
        # gross_loss_abs == 0 and gross_profit == 0
        return 0.0