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添加移动止盈的动态计算

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This commit is contained in:
aaron 2026-05-21 22:43:55 +08:00
parent 2e99af7486
commit 2d62f2f3d1
8 changed files with 310 additions and 32 deletions
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15
.env.example
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@ -74,6 +74,21 @@ ALPHAX_PAPER_ORDER_REQUIRE_CURRENT_TRIGGER=0
ALPHAX_PAPER_ORDER_CANCEL_FAR_FROM_ENTRY_PCT=12
ALPHAX_PAPER_ORDER_EXPIRE_HOURS=24
# 策略交易移动止盈。volatility 会按持仓后实际高低价波动动态调整启动阈值和保护距离。
ALPHAX_PAPER_TRAILING_STOP_ENABLED=1
ALPHAX_PAPER_TRAILING_MODE=volatility
ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT=3
ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT=0.5
ALPHAX_PAPER_TRAILING_DISTANCE_PCT=1.5
ALPHAX_PAPER_TRAILING_VOL_MIN_ACTIVATE_PCT=2.5
ALPHAX_PAPER_TRAILING_VOL_MAX_ACTIVATE_PCT=8
ALPHAX_PAPER_TRAILING_VOL_ACTIVATE_MULT=0.6
ALPHAX_PAPER_TRAILING_VOL_MIN_DISTANCE_PCT=1.2
ALPHAX_PAPER_TRAILING_VOL_MAX_DISTANCE_PCT=8
ALPHAX_PAPER_TRAILING_VOL_DISTANCE_MULT=0.7
ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_INTERVAL_SECONDS=300
ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_STEP_PCT=2
ALPHAX_SYSTEM_ERROR_FEISHU_ENABLED=0
ALPHAX_SYSTEM_ERROR_FEISHU_WEBHOOK=

7
app/config/system_config.py
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@ -104,9 +104,16 @@ def default_paper_trading_config():
"fee_rate": _env_float("ALPHAX_PAPER_TRADE_FEE_RATE", 0.001),
"slippage_pct": _env_float("ALPHAX_PAPER_TRADE_SLIPPAGE_PCT", 0.05),
"trailing_stop_enabled": _env_bool("ALPHAX_PAPER_TRAILING_STOP_ENABLED", True),
"trailing_mode": _env_str("ALPHAX_PAPER_TRAILING_MODE", "volatility"),
"trailing_activate_pnl_pct": _env_float("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", 3.0),
"trailing_min_lock_profit_pct": _env_float("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", 0.5),
"trailing_distance_pct": _env_float("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", 1.5),
"trailing_volatility_min_activation_pct": _env_float("ALPHAX_PAPER_TRAILING_VOL_MIN_ACTIVATE_PCT", 2.5),
"trailing_volatility_max_activation_pct": _env_float("ALPHAX_PAPER_TRAILING_VOL_MAX_ACTIVATE_PCT", 8.0),
"trailing_volatility_activation_mult": _env_float("ALPHAX_PAPER_TRAILING_VOL_ACTIVATE_MULT", 0.6),
"trailing_volatility_min_distance_pct": _env_float("ALPHAX_PAPER_TRAILING_VOL_MIN_DISTANCE_PCT", 1.2),
"trailing_volatility_max_distance_pct": _env_float("ALPHAX_PAPER_TRAILING_VOL_MAX_DISTANCE_PCT", 8.0),
"trailing_volatility_distance_mult": _env_float("ALPHAX_PAPER_TRAILING_VOL_DISTANCE_MULT", 0.7),
"trailing_move_push_min_interval_seconds": _env_int("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_INTERVAL_SECONDS", 300),
"trailing_move_push_min_step_pct": _env_float("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_STEP_PCT", 2.0),
"order_gate_enabled": _env_bool("ALPHAX_PAPER_ORDER_GATE_ENABLED", True),

114
app/db/onchain_db.py
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@ -455,7 +455,7 @@ def get_onchain_overview(hours=24):
},
"hot_tokens": ([_format_metric_item(row, active) for row in hot] or mapped_feed),
"risk_tokens": [_format_metric_item(row, active) for row in risks],
"raw_events": [_format_raw_event(row) for row in raw_latest],
"raw_events": _format_raw_events(raw_latest),
"signals": _signal_counts(standard_events),
"provider_status": get_onchain_provider_status(hours=hours),
}
@ -792,7 +792,7 @@ def get_onchain_token_detail(symbol, hours=72):
"hours": int(hours or 72),
"mappings": [_with_raw(row) for row in mappings],
"events": [_with_raw(row) for row in events],
"raw_events": [_format_raw_event(row) for row in raw_events],
"raw_events": _format_raw_events(raw_events),
"raw_event_count": len(raw_events),
"metrics": [_with_raw(row) for row in metrics],
"recommendation": dict(rec) if rec else None,
@ -871,7 +871,7 @@ def list_onchain_raw_events(limit=50, offset=0, chain="", source="", event_type=
).fetchall()
conn.close()
return {
"items": [_format_raw_event(row) for row in rows],
"items": _format_raw_events(rows),
"total": int(total or 0),
"limit": limit,
"offset": offset,
@ -900,13 +900,64 @@ def _with_raw(row):
return item
def _format_raw_event(row):
def _format_raw_events(rows):
rows = list(rows or [])
metadata = _raw_event_token_metadata(rows)
return [_format_raw_event(row, metadata.get(_raw_event_token_key(row), {})) for row in rows]
def _raw_event_token_key(row):
item = dict(row)
return (str(item.get("chain") or "").lower(), str(item.get("token_address") or "").lower())
def _raw_event_token_metadata(rows):
keys = sorted({key for key in (_raw_event_token_key(row) for row in rows or []) if key[0] and key[1]})
if not keys:
return {}
clauses = []
params = []
for chain, contract in keys:
clauses.append("(chain=%s AND lower(contract_address)=lower(%s))")
params.extend([chain, contract])
conn = get_conn()
try:
found = conn.execute(
f"""
SELECT chain, contract_address, symbol, raw_json
FROM onchain_token_map
WHERE is_active=1 AND ({' OR '.join(clauses)})
ORDER BY confidence DESC, updated_at DESC
""",
tuple(params),
).fetchall()
finally:
conn.close()
metadata = {}
for row in found:
key = (str(row["chain"] or "").lower(), str(row["contract_address"] or "").lower())
if key in metadata:
continue
raw = _load(row["raw_json"], {}) or {}
metadata[key] = {
"symbol": normalize_symbol(row["symbol"]),
"token_symbol": raw.get("symbol") or _symbol_base(row["symbol"]),
"name": raw.get("name") or "",
"decimals": int(raw.get("decimals") or 0),
}
return metadata
def _format_raw_event(row, token_meta=None):
item = _with_raw(row)
token_meta = token_meta or {}
item["event_label"] = raw_event_type_label(item.get("event_type"))
explainer = raw_event_explainer(item.get("event_type"))
item["plain_summary"] = explainer.get("plain") or ""
item["why_matters"] = explainer.get("meaning") or ""
item["priority"] = explainer.get("priority") or "medium"
display = _humanize_raw_transfer(item, token_meta)
item.update(display)
item["pipeline_note"] = (
"已映射，可进入后续链上信号分析。"
if item.get("mapping_status") == "mapped"
@ -916,6 +967,61 @@ def _format_raw_event(row):
return item
def _humanize_raw_transfer(item, token_meta):
token_symbol = token_meta.get("token_symbol") or item.get("symbol_guess") or _symbol_base(item.get("mapped_symbol")) or "Token"
decimals = int(token_meta.get("decimals") or 0)
amount = float(item.get("total_amount") or item.get("amount") or 0)
display_amount = amount
if decimals > 0 and amount >= 10**decimals:
display_amount = amount / (10**decimals)
raw = item.get("raw") or {}
topics = raw.get("topics") if isinstance(raw, dict) else []
from_addr = _topic_address(topics[1]) if isinstance(topics, list) and len(topics) > 1 else ""
to_addr = _topic_address(topics[2]) if isinstance(topics, list) and len(topics) > 2 else ""
mapped = item.get("mapped_symbol") or normalize_symbol(token_symbol)
amount_label = f"{_compact_number(display_amount)} {token_symbol}" if display_amount else f"未知数量 {token_symbol}"
route = ""
if from_addr and to_addr:
route = f"从 {_short_address(from_addr)} 转至 {_short_address(to_addr)}"
elif to_addr:
route = f"转入 {_short_address(to_addr)}"
summary = f"{mapped} 出现一笔 ERC-20 转账，数量约 {amount_label}"
if route:
summary += f"，{route}"
return {
"display_amount": round(display_amount, 8) if display_amount else 0,
"display_amount_label": amount_label,
"from_address": from_addr,
"to_address": to_addr,
"from_short": _short_address(from_addr),
"to_short": _short_address(to_addr),
"human_summary": summary,
}
def _topic_address(topic):
topic = str(topic or "")
if topic.startswith("0x") and len(topic) >= 42:
return "0x" + topic[-40:]
return ""
def _compact_number(value):
value = float(value or 0)
abs_value = abs(value)
if abs_value >= 1_000_000_000:
return f"{value / 1_000_000_000:.2f}B"
if abs_value >= 1_000_000:
return f"{value / 1_000_000:.2f}M"
if abs_value >= 1_000:
return f"{value / 1_000:.2f}K"
if abs_value >= 1:
return f"{value:.2f}".rstrip("0").rstrip(".")
if abs_value > 0:
return f"{value:.6f}".rstrip("0").rstrip(".")
return "0"
def _short_address(value):
value = str(value or "")
if len(value) <= 14:

84
app/db/paper_trading.py
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@ -106,9 +106,16 @@ def _trailing_config() -> dict:
cfg = paper_trading_config()
return {
"enabled": bool(cfg.get("trailing_stop_enabled", True)),
"mode": str(cfg.get("trailing_mode") or "volatility").strip().lower(),
"activate_pnl_pct": max(0.0, _safe_float(cfg.get("trailing_activate_pnl_pct"), 3.0)),
"min_lock_profit_pct": max(0.0, _safe_float(cfg.get("trailing_min_lock_profit_pct"), 0.5)),
"distance_pct": max(0.1, _safe_float(cfg.get("trailing_distance_pct"), 1.5)),
"vol_min_activation_pct": max(0.0, _safe_float(cfg.get("trailing_volatility_min_activation_pct"), 2.5)),
"vol_max_activation_pct": max(0.1, _safe_float(cfg.get("trailing_volatility_max_activation_pct"), 8.0)),
"vol_activation_mult": max(0.0, _safe_float(cfg.get("trailing_volatility_activation_mult"), 0.6)),
"vol_min_distance_pct": max(0.1, _safe_float(cfg.get("trailing_volatility_min_distance_pct"), 1.2)),
"vol_max_distance_pct": max(0.1, _safe_float(cfg.get("trailing_volatility_max_distance_pct"), 8.0)),
"vol_distance_mult": max(0.0, _safe_float(cfg.get("trailing_volatility_distance_mult"), 0.7)),
"move_push_min_interval_seconds": max(0, _safe_int(cfg.get("trailing_move_push_min_interval_seconds"), 300)),
"move_push_min_step_pct": max(0.0, _safe_float(cfg.get("trailing_move_push_min_step_pct"), 2.0)),
"tiers": cfg.get("trailing_tiers") if isinstance(cfg.get("trailing_tiers"), list) else [],
@ -127,6 +134,58 @@ def _trailing_distance_pct(pnl_pct: float, cfg: dict) -> tuple[float, str]:
return distance, label
def _clamp(value: float, min_value: float, max_value: float) -> float:
low = min(min_value, max_value)
high = max(min_value, max_value)
return max(low, min(high, value))
def _trade_observed_volatility_pct(trade: dict, current_price: float) -> float:
entry = _safe_float(trade.get("entry_price"))
if entry <= 0 or current_price <= 0:
return 0.0
high = max(_safe_float(trade.get("max_price")) or entry, current_price, entry)
low = min(_safe_float(trade.get("min_price")) or entry, current_price, entry)
return round(max(0.0, (high - low) / entry * 100), 6)
def _dynamic_trailing_profile(trade: dict, current_price: float, pnl_pct: float, cfg: dict) -> dict:
base_activate = _safe_float(cfg.get("activate_pnl_pct"), 3.0)
base_distance, tier_label = _trailing_distance_pct(pnl_pct, cfg)
volatility_pct = _trade_observed_volatility_pct(trade, current_price)
if str(cfg.get("mode") or "volatility").lower() != "volatility":
return {
"mode": "fixed",
"volatility_pct": volatility_pct,
"activate_pnl_pct": base_activate,
"distance_pct": base_distance,
"tier_label": tier_label,
}
dynamic_activate = max(base_activate, volatility_pct * _safe_float(cfg.get("vol_activation_mult"), 0.6))
dynamic_activate = _clamp(
dynamic_activate,
_safe_float(cfg.get("vol_min_activation_pct"), 2.5),
_safe_float(cfg.get("vol_max_activation_pct"), 8.0),
)
dynamic_distance = max(base_distance, volatility_pct * _safe_float(cfg.get("vol_distance_mult"), 0.7))
dynamic_distance = _clamp(
dynamic_distance,
_safe_float(cfg.get("vol_min_distance_pct"), 1.2),
_safe_float(cfg.get("vol_max_distance_pct"), 8.0),
)
label = tier_label or "波动率"
return {
"mode": "volatility",
"volatility_pct": volatility_pct,
"activate_pnl_pct": round(dynamic_activate, 6),
"distance_pct": round(dynamic_distance, 6),
"tier_label": label,
"base_activate_pnl_pct": base_activate,
"base_distance_pct": base_distance,
}
def _parse_time(value: str) -> datetime | None:
if not value:
return None
@ -955,14 +1014,26 @@ def _close_trade(conn, trade: dict, current_price: float, reason: str, event_tim
def _update_trailing_stop(conn, trade: dict, current_price: float, pnl_pct: float, event_time: str) -> tuple[float, dict]:
cfg = _trailing_config()
current_trail = _safe_float(trade.get("trailing_stop"))
if not cfg.get("enabled") or pnl_pct < _safe_float(cfg.get("activate_pnl_pct")):
if not cfg.get("enabled"):
return current_trail, {"activated": False, "moved": False}
entry_price = _safe_float(trade.get("entry_price"))
if entry_price <= 0 or current_price <= 0:
return current_trail, {"activated": False, "moved": False}
distance_pct, tier_label = _trailing_distance_pct(pnl_pct, cfg)
profile = _dynamic_trailing_profile(trade, current_price, pnl_pct, cfg)
activate_pnl_pct = _safe_float(profile.get("activate_pnl_pct"), cfg.get("activate_pnl_pct"))
if pnl_pct < activate_pnl_pct:
return current_trail, {
"activated": False,
"moved": False,
"trailing_mode": profile.get("mode"),
"volatility_pct": profile.get("volatility_pct"),
"activate_pnl_pct": activate_pnl_pct,
}
distance_pct = _safe_float(profile.get("distance_pct"), cfg.get("distance_pct"))
tier_label = str(profile.get("tier_label") or "")
protection_floor = entry_price * (1 + _safe_float(cfg.get("min_lock_profit_pct")) / 100)
candidate = current_price * (1 - distance_pct / 100)
new_trail = round(max(current_trail, protection_floor, candidate), 12)
@ -989,9 +1060,13 @@ def _update_trailing_stop(conn, trade: dict, current_price: float, pnl_pct: floa
"current_price": current_price,
"previous_trailing_stop": current_trail,
"trailing_stop": new_trail,
"activate_pnl_pct": cfg.get("activate_pnl_pct"),
"activate_pnl_pct": activate_pnl_pct,
"distance_pct": distance_pct,
"tier_label": tier_label,
"trailing_mode": profile.get("mode"),
"volatility_pct": profile.get("volatility_pct"),
"base_activate_pnl_pct": profile.get("base_activate_pnl_pct"),
"base_distance_pct": profile.get("base_distance_pct"),
"min_lock_profit_pct": cfg.get("min_lock_profit_pct"),
"notification_throttled": False,
},
@ -1004,7 +1079,10 @@ def _update_trailing_stop(conn, trade: dict, current_price: float, pnl_pct: floa
"trailing_stop": new_trail,
"previous_trailing_stop": current_trail,
"distance_pct": distance_pct,
"activate_pnl_pct": activate_pnl_pct,
"tier_label": tier_label,
"trailing_mode": profile.get("mode"),
"volatility_pct": profile.get("volatility_pct"),
"notification_emitted": should_emit,
}

51
static/onchain.html
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File diff suppressed because one or more lines are too long

14
tests/test_onchain_tracking.py
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@ -234,6 +234,14 @@ def test_overview_ignores_legacy_signals_and_surfaces_mapped_raw_feed(monkeypatc
def test_token_detail_includes_mapped_raw_events(monkeypatch, tmp_path):
_temp_db(monkeypatch, tmp_path)
onchain_db.upsert_token_mapping(
"BEAM/USDT",
"bsc",
"0xbeam",
source="nodereal_erc20_metadata",
confidence=90,
raw={"symbol": "BEAM", "name": "Beam", "decimals": 18},
)
onchain_db.insert_onchain_raw_event(
{
"source": "nodereal",
@ -241,8 +249,8 @@ def test_token_detail_includes_mapped_raw_events(monkeypatch, tmp_path):
"event_type": "evm_transfer",
"token_address": "0xbeam",
"title": "NodeReal ERC-20 原始转账",
"amount": 300,
"total_amount": 300,
"amount": 300 * 10**18,
"total_amount": 300 * 10**18,
"importance": 78,
"mapped_symbol": "BEAM/USDT",
"mapping_status": "mapped",
@ -255,6 +263,8 @@ def test_token_detail_includes_mapped_raw_events(monkeypatch, tmp_path):
assert detail["events"] == []
assert detail["raw_event_count"] == 1
assert detail["raw_events"][0]["mapped_symbol"] == "BEAM/USDT"
assert detail["raw_events"][0]["display_amount_label"] == "300 BEAM"
assert "数量约 300 BEAM" in detail["raw_events"][0]["human_summary"]
assert detail["raw_events"][0]["pipeline_note"] == "已映射，可进入后续链上信号分析。"

56
tests/test_paper_trading.py
View File

@ -535,6 +535,7 @@ def test_trailing_move_push_is_throttled_but_stop_still_updates(monkeypatch, buy
"risk_reward_ok": True,
}
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_INTERVAL_SECONDS", "300")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MOVE_PUSH_MIN_STEP_PCT", "2")
@ -624,6 +625,7 @@ def test_open_paper_trade_closes_on_tp1_and_summary_counts_win(buy_now_rec):
def test_paper_trading_trailing_stop_activates_moves_and_closes(monkeypatch, buy_now_rec):
pushed = []
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
@ -650,6 +652,58 @@ def test_paper_trading_trailing_stop_activates_moves_and_closes(monkeypatch, buy
_assert_no_paper_trading_copy(pushed[-1])
def test_volatility_trailing_uses_wider_distance_for_choppy_coin(monkeypatch, buy_now_rec):
rec = dict(buy_now_rec)
rec["tp1"] = 200
rec["tp2"] = 220
rec["entry_plan"] = {
"entry_action": "可即刻买入",
"entry_price": 100,
"stop_loss": 95,
"tp1": 200,
"tp2": 220,
"entry_trigger_confirmed": True,
"risk_reward_ok": True,
}
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "volatility")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_ACTIVATE_MULT", "0.6")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_DISTANCE_MULT", "0.7")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_MAX_DISTANCE_PCT", "8")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_MAX_ACTIVATE_PCT", "8")
sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
sync_recommendation(rec, 98, event_time="2026-05-16T10:01:00")
result = sync_recommendation(rec, 110, event_time="2026-05-16T10:02:00")
assert result["activated"] is True
assert result["trailing_mode"] == "volatility"
assert result["volatility_pct"] == pytest.approx(12.0)
assert result["activate_pnl_pct"] == pytest.approx(7.2)
assert result["distance_pct"] == pytest.approx(8.0)
assert result["trailing_stop"] == pytest.approx(101.2)
def test_volatility_trailing_stays_tighter_for_smooth_coin(monkeypatch, buy_now_rec):
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "volatility")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_DISTANCE_MULT", "0.7")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_VOL_MIN_DISTANCE_PCT", "1.2")
sync_recommendation(buy_now_rec, 100, event_time="2026-05-16T10:00:00")
result = sync_recommendation(buy_now_rec, 104, event_time="2026-05-16T10:01:00")
assert result["activated"] is True
assert result["trailing_mode"] == "volatility"
assert result["volatility_pct"] == pytest.approx(4.0)
assert result["distance_pct"] == pytest.approx(2.8)
assert result["trailing_stop"] == pytest.approx(101.088)
def test_paper_push_failure_is_recorded(monkeypatch, buy_now_rec):
errors = []
monkeypatch.setattr("app.db.paper_trading.push_card", lambda card: (False, "webhook failed"))
@ -664,6 +718,7 @@ def test_paper_push_failure_is_recorded(monkeypatch, buy_now_rec):
def test_paper_trading_trailing_stop_never_moves_down(monkeypatch, buy_now_rec):
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
@ -680,6 +735,7 @@ def test_paper_trading_trailing_stop_never_moves_down(monkeypatch, buy_now_rec):
def test_paper_trading_events_capture_open_close_and_trailing(monkeypatch, buy_now_rec):
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")

1
tests/test_price_streamer.py
View File

@ -69,6 +69,7 @@ def test_price_streamer_tick_opens_and_closes_paper_trade(buy_now_rec):
def test_price_streamer_tick_drives_paper_trailing_stop(monkeypatch, buy_now_rec):
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")