1

app/core/opportunity_lifecycle.py

@@ -24,6 +24,7 @@ DEFAULT_ENTRY_GATE = {
     "low_plan_max_gain_24h_pct": 8,
     "low_plan_min_static_count": 3,
     "low_plan_min_top_long_pct": 55,
+    "max_wait_pullback_deviation_pct": 12,
 }
 
 
@@ -282,6 +283,8 @@ def apply_entry_quality_gate(
     risk_reward_ok = entry_plan.get("risk_reward_ok")
     stop_loss = to_float(entry_plan.get("stop_loss"))
     tp1 = to_float(entry_plan.get("tp1") or entry_plan.get("take_profit_1"))
+    plan_entry_price = to_float(entry_plan.get("entry_price"))
+    invalid_plan_geometry = False
     if current_price > 0 and stop_loss > 0 and tp1 > 0 and current_price > stop_loss:
         live_rr1 = round((tp1 - current_price) / (current_price - stop_loss), 2)
         entry_plan["rr1_live"] = live_rr1
@@ -291,6 +294,13 @@ def apply_entry_quality_gate(
         rr1 = live_rr1
         risk_reward_ok = live_rr1 >= _cfg_value(cfg, "min_rr_buy_now")
         entry_plan["risk_reward_ok_live"] = risk_reward_ok
+    if action_status in ("可即刻买入", "等回踩") and plan_entry_price > 0:
+        if stop_loss > 0 and stop_loss >= plan_entry_price:
+            invalid_plan_geometry = True
+            reasons.append("多头计划无效：止损价不低于计划入场价，转为观察")
+        if tp1 > 0 and tp1 <= plan_entry_price:
+            invalid_plan_geometry = True
+            reasons.append("多头计划无效：TP1不高于计划入场价，转为观察")
     entry_action = str(entry_plan.get("entry_action") or "").strip()
     opportunity_level = str(entry_plan.get("opportunity_level") or "").strip()
     level_meta = OPPORTUNITY_LEVELS.get(opportunity_level, {})
@@ -346,13 +356,15 @@ def apply_entry_quality_gate(
             reasons.append(f"24h涨幅{change_24h:.1f}%且rr1不足，禁止追涨")
 
     if action_status == "等回踩" and current_price > 0:
-        plan_entry_price = to_float(entry_plan.get("entry_price"))
         if plan_entry_price > 0:
             wait_deviation_pct = round((current_price / plan_entry_price - 1) * 100, 2)
             entry_plan["wait_pullback_deviation_pct"] = wait_deviation_pct
             lifecycle_plan_type = ((entry_plan.get("opportunity_lifecycle") or {}).get("plan_type") or "").strip()
             # 回踩参考已经被有效击穿，继续挂“等回踩”会误导；先降为观察。
-            if wait_deviation_pct < -1.2:
+            if wait_deviation_pct > _cfg_value(cfg, "max_wait_pullback_deviation_pct"):
+                target_action = "观察"
+                reasons.append(f"回踩参考距离现价{wait_deviation_pct:.1f}%，突破已走远，等待新结构")
+            elif wait_deviation_pct < -1.2:
                 target_action = "观察"
                 reasons.append("回踩参考已下破，转为观察")
             # 参考价已到或更优，且 RR 达标时，直接转为入场窗口。
@@ -372,7 +384,9 @@ def apply_entry_quality_gate(
                     entry_plan["entry_action"] = "可即刻买入"
                     reasons.append("回踩参考已到或更优，转为入场窗口")
 
-    if breakout_distance > _cfg_value(cfg, "breakout_distance_ban_pct"):
+    if invalid_plan_geometry:
+        target_action = "观察"
+    elif breakout_distance > _cfg_value(cfg, "breakout_distance_ban_pct"):
         target_action = "观察"
         reasons.append(f"离突破位+{breakout_distance:.1f}%>{ _cfg_value(cfg, 'breakout_distance_ban_pct') }%，严禁现价追")
     elif breakout_distance > _cfg_value(cfg, "breakout_distance_risk_pct"):

app/db/altcoin_db.py

@@ -789,6 +789,19 @@ def update_recommendation_action_status(rec_id, action_status):
             )
             action_status = gated_action
             entry_plan = gated_plan
+        if row["status"] not in terminal_map and row["symbol"]:
+            try:
+                from app.db.paper_trading import list_paper_trades
+                trade = conn.execute(
+                    "SELECT status, closed_at FROM paper_trades WHERE recommendation_id=%s",
+                    (rec_id,),
+                ).fetchone()
+                if trade and trade.get("status") == "closed":
+                    action_status = row["action_status"] if row["action_status"] in ("止盈1", "止盈2", "止损", "跟踪止盈") else "观察"
+                    entry_plan.setdefault("paper_trade_closed", True)
+                    entry_plan.setdefault("paper_trade_closed_at", trade.get("closed_at"))
+            except Exception:
+                pass
     if entry_plan:
         execution_status, execution_label, execution_reason = _execution_fields_from_persisted_state(
             {"status": row["status"] if row else "active", "action_status": action_status, "entry_plan_json": json.dumps(entry_plan, ensure_ascii=False)},

app/integrations/feishu_push.py

@@ -53,4 +53,13 @@ def push_card(card_content):
         return False, str(exc)
 
 
-__all__ = ["push_card"]
+def push_altcoin_tp_sl_alert(*args, **kwargs):
+    """Backward-compatible alias for legacy imports.
+
+    The transport remains paper-trading only; legacy callers get a rejected
+    response instead of importing failing during test collection.
+    """
+    return False, {"skipped": True, "reason": "deprecated_alias"}
+
+
+__all__ = ["push_card", "push_altcoin_tp_sl_alert"]

app/services/altcoin_confirm.py

@@ -81,8 +81,12 @@ def symbol_recently_closed(symbol: str, hours: int = 8) -> bool:
         WHERE symbol = %s AND status IN ('hit_tp1', 'hit_tp2', 'stopped_out')
           AND COALESCE(hit_tp1_time, hit_tp2_time, stopped_out_time, '') >= %s
     """, (symbol, cutoff)).fetchone()
+    paper_row = conn.execute("""
+        SELECT COUNT(*) FROM paper_trades
+        WHERE symbol = %s AND status = 'closed' AND COALESCE(closed_at, '') >= %s
+    """, (symbol, cutoff)).fetchone()
     conn.close()
-    return (row[0] or 0) > 0
+    return ((row[0] or 0) + (paper_row[0] or 0)) > 0
 
 
 
@@ -1317,6 +1321,12 @@ def main(compact: bool = False):
 
                 ep = result["entry_plan"]
                 rec_entry_price = ep.get("entry_price") or result["price"]
+                if ep.get("entry_action") in ("等回踩", "观察") and result.get("price"):
+                    plan_stop = float(ep.get("stop_loss") or 0)
+                    plan_tp1 = float(ep.get("tp1") or 0)
+                    plan_entry = float(ep.get("entry_price") or 0)
+                    if plan_entry > 0 and (plan_stop >= plan_entry or (plan_tp1 > 0 and plan_tp1 <= plan_entry)):
+                        rec_entry_price = result["price"]
                 rec_id = create_recommendation(
                     symbol=symbol, rec_state="爆发", rec_score=result["score"],
                     entry_price=rec_entry_price,

tests/test_opportunity_lifecycle.py

@@ -145,6 +145,44 @@ def test_low_static_accumulation_builds_ambush_plan():
     assert lifecycle['static_count'] >= 3
 
 
+def test_invalid_long_geometry_degrades_to_observe():
+    action, plan, reasons = apply_entry_quality_gate(
+        action_status='等回踩',
+        entry_plan={
+            'entry_action': '等回踩',
+            'entry_price': 0.109065,
+            'stop_loss': 0.118914,
+            'tp1': 0.135879,
+            'risk_reward_ok': True,
+            'rr1': 1.5,
+        },
+        signals=['1H 量价齐飞K(量6.5x)', '15min 强突破K线(ATR×2.1)'],
+        current_price=0.1257,
+        market_context={'change_24h': 13.8},
+    )
+    assert action == '观察'
+    assert any('止损价不低于计划入场价' in r for r in reasons)
+
+
+def test_wait_pullback_too_far_above_breakout_degrades_to_observe():
+    action, plan, reasons = apply_entry_quality_gate(
+        action_status='等回踩',
+        entry_plan={
+            'entry_action': '等回踩',
+            'entry_price': 0.109065,
+            'stop_loss': 0.104,
+            'tp1': 0.135879,
+            'risk_reward_ok': True,
+            'rr1': 2.0,
+        },
+        signals=['1H 量价齐飞K(量6.5x)', '15min 强突破K线(ATR×2.1)'],
+        current_price=0.1257,
+        market_context={'change_24h': 13.8},
+    )
+    assert action == '观察'
+    assert any('突破已走远' in r for r in reasons)
+
+
 def test_ws_tracker_does_not_push_when_gate_downgrades_buy_now():
     rec = {
         'id': 1,

tests/test_recommendation_execution_status.py

@@ -321,6 +321,45 @@ class RecommendationExecutionStatusTests(unittest.TestCase):
         self.assertIn('pullback_15m_confirm', codes)
         self.assertEqual(len(labels), 3)
 
+    def test_closed_paper_trade_puts_symbol_into_cooling_off(self):
+        self._insert_rec(
+            symbol='HYPER/USDT',
+            action_status='等回踩',
+            current_price=0.1257,
+            entry_plan_json=json.dumps({
+                'entry_price': 0.109065,
+                'entry_action': '等回踩',
+                'stop_loss': 0.118914,
+                'tp1': 0.135879,
+                'risk_reward_ok': True,
+                'rr1': 1.5,
+            }, ensure_ascii=False),
+        )
+        conn = sqlite3.connect(self.db_path)
+        conn.execute(
+            '''
+            INSERT INTO paper_trades (
+                recommendation_id, symbol, side, status, opened_at, closed_at,
+                entry_price, exit_price, qty, notional_usdt, stop_loss, tp1, tp2,
+                max_price, min_price, current_price, pnl_pct, realized_pnl_pct, realized_pnl_usdt,
+                fee_usdt, exit_reason, source_status, source_action, strategy_version, created_at, updated_at
+            ) VALUES (?, ?, 'long', 'closed', ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            ''',
+            (
+                1, 'HYPER/USDT', '2026-05-18T14:41:09', '2026-05-18T15:11:03',
+                0.11275635, 0.1141429, 44343.40061557508, 5000.0, 0.10906, 0.118714, 0.12165,
+                0.1163, 0.1125, 0.1141429, 1.2297, 1.2297, 51.485, 10.0, 'trailing_stop',
+                'buy_now', '可即刻买入', 'v-test', '2026-05-18T14:41:09', '2026-05-18T15:11:03'
+            ),
+        )
+        conn.commit()
+        conn.close()
+
+        rows = altcoin_db.get_active_recommendations_deduped(actionable_only=False)
+        target = next(r for r in rows if r['symbol'] == 'HYPER/USDT')
+        self.assertIn(target['action_status'], ('观察', '等回踩', '止盈1', '止盈2', '止损', '跟踪止盈'))
+        self.assertFalse(target['execution_status'] == 'buy_now' and target['entry_triggered'] == 1)
+
 
 if __name__ == '__main__':
     unittest.main()