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This commit is contained in:
aaron 2026-06-08 00:15:54 +08:00
parent 458ef4002f
commit d646007bc5
3 changed files with 49 additions and 5 deletions
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4
app/services/paper_trader.py
View File

@ -10,7 +10,7 @@ import ccxt
from app.db.altcoin_db import init_db, log_cron_run, update_latest_price_cache
from app.db.paper_trading import get_paper_trading_summary, sync_pending_paper_orders, sync_recommendation
from app.db.recommendation_queries import get_active_recommendations_deduped
from app.services.live_trading_sync import sync_paper_trade_to_live
from app.services.live_trading_sync import sync_live_protection_from_paper, sync_paper_trade_to_live
exchange = ccxt.binance({"enableRateLimit": True})
@ -39,6 +39,7 @@ def run_once(limit: int = 100) -> dict:
for item in pending_result.get("results", []):
if item.get("trade_id") and (item.get("opened") or item.get("paper_order", {}).get("filled")):
item["live_sync"] = sync_paper_trade_to_live(int(item["trade_id"]), execute=True)
protection_result = sync_live_protection_from_paper(limit=limit)
output = {
"status": "completed",
"processed_count": len(results),
@ -48,6 +49,7 @@ def run_once(limit: int = 100) -> dict:
"failed": failed,
"results": results,
"pending_results": pending_result.get("results", []),
"live_protection_sync": protection_result,
"summary": get_paper_trading_summary(days=30),
"run_time": datetime.now().isoformat(),
}

10
app/services/price_streamer.py
View File

@ -19,7 +19,7 @@ from app.db.paper_trading import sync_recommendation
from app.db.recommendation_queries import get_active_recommendations_deduped
from app.db.schema import get_conn
from app.db.system_logs import record_exception, record_system_error
from app.services.live_trading_sync import sync_paper_trade_to_live
from app.services.live_trading_sync import sync_live_protection_from_paper, sync_paper_trade_to_live
def _now() -> str:
@ -152,6 +152,14 @@ def handle_price_tick(symbol: str, price: float, targets: dict[str, dict], event
result = sync_recommendation(rec, price, event_time=event_time)
if result.get("trade_id") and (result.get("opened") or result.get("paper_order", {}).get("filled")):
result["live_sync"] = sync_paper_trade_to_live(int(result["trade_id"]), execute=True)
if result.get("trade_id") and (
result.get("closed")
or result.get("activated")
or result.get("moved")
or result.get("tightened")
or result.get("trailing_stop")
):
result["live_protection_sync"] = sync_live_protection_from_paper(limit=20)
return {"updated_price": True, "paper_trading": result}

40
tests/test_price_streamer.py
View File

@ -1,5 +1,6 @@
import pytest
from app.core.strategy_registry import LONG_MOMENTUM_BREAKOUT_STRATEGY
from app.db import altcoin_db
from app.db.paper_trading import list_paper_orders, list_paper_trades, sync_recommendation
from app.db.runtime_config_db import set_config
@ -37,25 +38,47 @@ def buy_now_rec(monkeypatch):
"include_open_paper_trades": True,
})
altcoin_db.init_db()
with altcoin_db.get_conn() as conn:
conn.execute(
"UPDATE recommendation SET status='archived', display_bucket='history' WHERE symbol=%s AND status='active'",
("WS/USDT",),
)
conn.commit()
rec_id = altcoin_db.create_recommendation(
symbol="WS/USDT",
rec_state="爆发",
rec_score=28,
entry_price=100,
stop_loss=95,
stop_loss=96,
tp1=106,
tp2=112,
signals=["当前15min即刻入场信号"],
strategy_code=LONG_MOMENTUM_BREAKOUT_STRATEGY,
entry_plan={
"entry_action": "可即刻买入",
"strategy_code": LONG_MOMENTUM_BREAKOUT_STRATEGY,
"entry_price": 100,
"stop_loss": 95,
"stop_loss": 96,
"tp1": 106,
"tp2": 112,
"risk_reward_ok": True,
"entry_trigger_confirmed": True,
},
)
with altcoin_db.get_conn() as conn:
conn.execute(
"""
UPDATE recommendation
SET action_status='可即刻买入',
execution_status='buy_now',
display_bucket='realtime',
lifecycle_state='buyable',
entry_triggered=0
WHERE id=%s
""",
(rec_id,),
)
conn.commit()
return next(r for r in altcoin_db.get_active_recommendations_deduped(actionable_only=False) if r["id"] == rec_id)
@ -88,6 +111,8 @@ def test_price_streamer_tick_drives_paper_trailing_stop(monkeypatch, buy_now_rec
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
targets = {"WS/USDT": buy_now_rec}
protection_calls = []
monkeypatch.setattr(price_streamer, "sync_live_protection_from_paper", lambda **kwargs: protection_calls.append(kwargs) or {"ok": True})
price_streamer.handle_price_tick("WS/USDT", 100, targets, event_time="2026-05-16T10:00:00")
activated = price_streamer.handle_price_tick("WS/USDT", 105, targets, event_time="2026-05-16T10:01:00")
@ -95,8 +120,11 @@ def test_price_streamer_tick_drives_paper_trailing_stop(monkeypatch, buy_now_rec
closed = price_streamer.handle_price_tick("WS/USDT", trailing_stop * 0.999, targets, event_time="2026-05-16T10:02:00")
assert activated["paper_trading"]["activated"] is True
assert activated["paper_trading"]["live_protection_sync"]["ok"] is True
assert closed["paper_trading"]["closed"] is True
assert closed["paper_trading"]["exit_reason"] == "trailing_stop"
assert closed["paper_trading"]["live_protection_sync"]["ok"] is True
assert len(protection_calls) >= 2
def test_price_streamer_tracks_open_paper_trade_without_active_rec(buy_now_rec):
@ -175,7 +203,13 @@ def test_price_streamer_prioritizes_pending_order_over_same_symbol_recommendatio
stop_loss=95,
tp1=106,
signals=["当前15min即刻入场信号"],
entry_plan={"entry_action": "可即刻买入", "entry_trigger_confirmed": True, "risk_reward_ok": True},
strategy_code=LONG_MOMENTUM_BREAKOUT_STRATEGY,
entry_plan={
"entry_action": "可即刻买入",
"strategy_code": LONG_MOMENTUM_BREAKOUT_STRATEGY,
"entry_trigger_confirmed": True,
"risk_reward_ok": True,
},
)
with altcoin_db.get_conn() as conn:
conn.execute(