From ed90476942cc8d14101a6bb07c5adea627f837f3 Mon Sep 17 00:00:00 2001
From: aaron <>
Date: Tue, 2 Jun 2026 10:56:11 +0800
Subject: [PATCH] 1
---
app/core/global_risk.py | 69 +++++++++++++++++++++++++++++++++++++
app/core/position_health.py | 5 ++-
app/db/paper_trading.py | 12 +++++--
static/paper_trading.html | 2 +-
tests/test_market_regime.py | 58 +++++++++++++++++++++++++++++++
tests/test_paper_trading.py | 40 +++++++++++++++++++++
6 files changed, 181 insertions(+), 5 deletions(-)
diff --git a/app/core/global_risk.py b/app/core/global_risk.py
index dad68a6..9aa0b38 100644
--- a/app/core/global_risk.py
+++ b/app/core/global_risk.py
@@ -23,6 +23,68 @@ def _safe_int(value, default: int = 0) -> int:
return default
+def _side_from_rec(rec: dict | None = None) -> str:
+ rec = rec or {}
+ text = str(rec.get("side") or rec.get("direction") or "").strip().lower()
+ if text in {"short", "sell", "空", "空头", "做空", "空头启动"} or "空" in text:
+ return "short"
+ return "long"
+
+
+def _directional_market_gate(regime: dict, side: str, base_risk_level: str, base_multiplier: float) -> dict:
+ """Translate broad market regime into side-aware entry risk.
+
+ A risk-off market is a headwind for long entries, but it can be the
+ intended environment for a dedicated short strategy. Conversely, an
+ altcoin rotation is supportive for long opportunities and a squeeze risk
+ for shorts.
+ """
+ side = "short" if str(side or "").lower() == "short" else "long"
+ regime_code = str((regime or {}).get("regime") or "unknown").strip().lower()
+ risk_level = str(base_risk_level or "medium").strip().lower()
+ multiplier = max(0.0, _safe_float(base_multiplier, 1.0))
+ bias = "neutral"
+ reasons: list[str] = []
+
+ if regime_code == "risk_off":
+ if side == "short":
+ bias = "favorable"
+ risk_level = "medium"
+ multiplier = max(1.0, multiplier)
+ reasons.append("risk_off 对空头属于顺风环境，不作为空头挂单/开仓的拦截理由")
+ else:
+ bias = "adverse"
+ reasons.append("risk_off 对多头属于逆风环境，需要降仓或提高门槛")
+ elif regime_code in {"altcoin_rotation", "btc_main_uptrend", "meme_frenzy"}:
+ if side == "short":
+ bias = "adverse"
+ if regime_code == "meme_frenzy":
+ risk_level = "critical"
+ multiplier = min(multiplier, 0.25)
+ reasons.append("情绪过热期做空容易被轧空，只允许极高质量空头")
+ else:
+ risk_level = "high" if risk_level not in {"critical"} else risk_level
+ multiplier = min(multiplier, 0.5)
+ reasons.append("上涨轮动/主流带动期做空属于逆势，需要提高空头质量门槛")
+ else:
+ bias = "favorable"
+ multiplier = max(multiplier, 0.8)
+ reasons.append("当前市场对多头相对顺风，不额外惩罚多头入场")
+ elif regime_code == "sideways_chop":
+ bias = "neutral"
+ reasons.append("震荡期对多空都不是单边顺风，按原始风控轻仓精选")
+
+ return {
+ "side": side,
+ "market_bias": bias,
+ "effective_risk_level": risk_level,
+ "effective_position_multiplier": multiplier,
+ "reasons": reasons,
+ "raw_risk_level": str(base_risk_level or "medium"),
+ "raw_position_multiplier": base_multiplier,
+ }
+
+
def _portfolio_snapshot(conn, account_equity: float, additional_notional: float) -> dict:
open_rows = conn.execute("SELECT notional_usdt, pnl_pct FROM paper_trades WHERE status='open'").fetchall()
pending_notional = _safe_float(conn.execute("SELECT COALESCE(SUM(notional_usdt),0) FROM paper_orders WHERE status='pending'").fetchone()[0])
@@ -113,6 +175,7 @@ def evaluate_global_risk(
account_equity = max(1.0, _safe_float(cfg.get("account_equity_usdt"), 20000.0))
portfolio = _portfolio_snapshot(conn, account_equity, additional_notional)
concentration = _concentration_snapshot(conn, rec)
+ side = _side_from_rec(rec)
rec_score = _safe_float((rec or {}).get("rec_score") or (rec or {}).get("score"))
min_score_high = max(0.0, _safe_float(cfg.get("global_risk_high_min_rec_score"), 70.0))
min_score_critical = max(min_score_high, _safe_float(cfg.get("global_risk_critical_min_rec_score"), 80.0))
@@ -122,6 +185,10 @@ def evaluate_global_risk(
reasons = list(regime.get("reasons") or [])
risk_level = str(regime.get("risk_level") or "medium")
position_multiplier = max(min_position_multiplier, _safe_float(regime.get("position_multiplier"), 1.0))
+ directional_gate = _directional_market_gate(regime, side, risk_level, position_multiplier)
+ risk_level = str(directional_gate.get("effective_risk_level") or risk_level)
+ position_multiplier = max(min_position_multiplier, _safe_float(directional_gate.get("effective_position_multiplier"), position_multiplier))
+ reasons.extend(directional_gate.get("reasons") or [])
allow = True
decision = "allow"
@@ -181,6 +248,8 @@ def evaluate_global_risk(
"allow_new_entries": allow,
"decision": decision,
"risk_level": risk_level,
+ "side": side,
+ "directional_market_bias": directional_gate,
"position_multiplier": position_multiplier,
"max_open_positions": max_open_positions,
"min_score_when_high_risk": min_score_high,
diff --git a/app/core/position_health.py b/app/core/position_health.py
index 2c20479..274a0e2 100644
--- a/app/core/position_health.py
+++ b/app/core/position_health.py
@@ -140,10 +140,13 @@ def evaluate_position_health(
health_score -= min(20.0, abs(pnl) * 3.0)
risk_level = str((global_risk or {}).get("risk_level") or "").strip().lower()
+ directional_bias = ""
+ if isinstance((global_risk or {}).get("directional_market_bias"), dict):
+ directional_bias = str((global_risk or {}).get("directional_market_bias", {}).get("market_bias") or "").strip().lower()
critical_exit_enabled = _cfg_bool(cfg, "position_guard_critical_exit_enabled", True)
critical_min_age = max(0.0, _safe_float(cfg.get("position_guard_critical_min_age_hours"), 0.5))
critical_max_pnl = _safe_float(cfg.get("position_guard_critical_max_pnl_pct"), 1.0)
- if critical_exit_enabled and risk_level == "critical" and age >= critical_min_age and pnl <= critical_max_pnl:
+ if critical_exit_enabled and risk_level == "critical" and directional_bias != "favorable" and age >= critical_min_age and pnl <= critical_max_pnl:
detail["global_risk"] = global_risk or {}
return PositionHealthDecision(
action="close",
diff --git a/app/db/paper_trading.py b/app/db/paper_trading.py
index 4c226da..f158adc 100644
--- a/app/db/paper_trading.py
+++ b/app/db/paper_trading.py
@@ -153,7 +153,7 @@ def _weak_entries_check(conn, event_time: str, config: dict | None = None) -> tu
since = (now - timedelta(hours=window_hours)).isoformat()
rows = conn.execute(
"""
- SELECT symbol, opened_at, entry_price, max_price
+ SELECT symbol, side, opened_at, entry_price, max_price, min_price
FROM paper_trades
WHERE opened_at >= %s
ORDER BY opened_at DESC, id DESC
@@ -163,9 +163,15 @@ def _weak_entries_check(conn, event_time: str, config: dict | None = None) -> tu
).fetchall()
samples = []
for row in rows:
+ side = normalize_side(row.get("side"))
entry = _safe_float(row["entry_price"])
- max_pnl = (max(_safe_float(row["max_price"]), entry) / entry - 1) * 100 if entry > 0 else 0
- samples.append({"symbol": row["symbol"], "opened_at": row["opened_at"], "max_pnl_pct": round(max_pnl, 6)})
+ if side == "short":
+ best_price = min(_safe_float(row.get("min_price")) or entry, entry)
+ max_pnl = (entry / best_price - 1) * 100 if entry > 0 and best_price > 0 else 0
+ else:
+ best_price = max(_safe_float(row.get("max_price")) or entry, entry)
+ max_pnl = (best_price / entry - 1) * 100 if entry > 0 else 0
+ samples.append({"symbol": row["symbol"], "side": side, "opened_at": row["opened_at"], "max_pnl_pct": round(max_pnl, 6)})
enough = len(samples) >= limit
all_weak = enough and all(x["max_pnl_pct"] < threshold for x in samples)
detail = {
diff --git a/static/paper_trading.html b/static/paper_trading.html
index ecb80f5..53bfeee 100644
--- a/static/paper_trading.html
+++ b/static/paper_trading.html
@@ -263,7 +263,7 @@ function renderCanceledOrders(items){if(!items.length){$('canceledOrderRows').in
' | '+
''}).join('')}
function orderStatus(x){return {filled:'已成交',expired:'已过期',canceled:'已取消',rejected:'已拒绝'}[x.status]||x.status||'--'}
-function cancelReasonLabel(r){return {global_risk_rejected:'全局风控拒绝：市场/账户风险过高，未转持仓',risk_paused_at_touch:'触价时风控暂停：目标价已到但账户/市场风险不允许开仓',stop_loss_leverage_risk_exceeded:'止损杠杆风险超限：按当前止损和杠杆亏损过大',portfolio_drawdown_pause:'账户回撤保护：暂停新增仓位',weak_entries_pause:'近期弱入场过多：暂停新增仓位',recommendation_invalid:'原推荐已失效：机会过期/归档后撤单',too_far_from_entry:'价格远离计划价：继续等待意义不大',expired:'挂单超时：超过有效期未成交',upgraded_to_buy_now:'信号升级为入场窗口：旧挂单已撤销',canceled:'已取消',filled:'已成交',rejected:'已拒绝'}[r]||r||'--'}
+function cancelReasonLabel(r){return {global_risk_rejected:'方向风控拒绝：市场方向、账户风险或仓位集中度不允许开仓',risk_paused_at_touch:'触价时方向风控暂停：目标价已到但该方向暂不允许开仓',stop_loss_leverage_risk_exceeded:'止损杠杆风险超限：按当前止损和杠杆亏损过大',portfolio_drawdown_pause:'账户回撤保护：暂停新增仓位',weak_entries_pause:'近期同类弱入场过多：暂停新增仓位',recommendation_invalid:'原机会已失效：机会过期/归档后撤单',too_far_from_entry:'价格远离计划价：继续等待意义不大',expired:'挂单超时：超过有效期未成交',upgraded_to_buy_now:'信号升级为入场窗口：旧挂单已撤销',canceled:'已取消',filled:'已成交',rejected:'已拒绝'}[r]||r||'--'}
function renderOpenPager(){var page=Math.floor(openOffset/LIMIT)+1,totalPages=Math.max(1,Math.ceil(openTotal/LIMIT));$('openPageInfo').textContent='第 '+page+' / '+totalPages+' 页 · 共 '+openTotal+' 条';$('openPager').innerHTML='第 '+page+' / '+totalPages+' 页'}
async function loadEvents(nextOffset){eventOffset=Math.max(0,nextOffset||0);$('eventRows').innerHTML='加载中...
';try{var sym=$('eventSymbol').value||'';var typ=$('eventType').value||'';var d=await api('/api/paper-trading/events?limit='+EVENT_LIMIT+'&offset='+eventOffset+'&symbol='+encodeURIComponent(sym)+'&event_type='+encodeURIComponent(typ)+tradeQuery());eventTotal=d.total||0;renderEvents(d.items||[]);renderEventPager()}catch(e){$('eventRows').innerHTML=''+esc(e.message)+'
'}}
function eventLabel(t){return {open:'开仓',close:'平仓',trailing_activate:'移动止盈激活',trailing_move:'移动止盈上移'}[t]||t||'动作'}
diff --git a/tests/test_market_regime.py b/tests/test_market_regime.py
index ee0576b..59f8c26 100644
--- a/tests/test_market_regime.py
+++ b/tests/test_market_regime.py
@@ -78,3 +78,61 @@ def test_global_risk_blocks_same_sector_concentration(pg_conn, monkeypatch):
assert result["allow_new_entries"] is False
assert result["decision"] == "block_same_sector_concentration"
+
+
+def test_global_risk_off_is_favorable_for_short_entries(pg_conn, monkeypatch):
+ monkeypatch.setattr(
+ "app.core.global_risk.get_crypto_market_overview",
+ lambda allow_live_fallback=False: _overview(
+ benchmarks={"BTC/USDT": {"change_24h": -3.4}, "ETH/USDT": {"change_24h": -4.2}},
+ advance_decline_ratio=0.4,
+ crash_count_5pct=35,
+ ),
+ )
+
+ result = evaluate_global_risk(
+ conn=pg_conn,
+ config={
+ "account_equity_usdt": 20000,
+ "global_risk_gate_enabled": True,
+ "global_risk_block_critical": False,
+ "global_risk_critical_min_rec_score": 80,
+ },
+ rec={"symbol": "SHORT/USDT", "side": "short", "rec_score": 55},
+ additional_notional=1000,
+ )
+
+ assert result["allow_new_entries"] is True
+ assert result["side"] == "short"
+ assert result["risk_level"] == "medium"
+ assert result["directional_market_bias"]["market_bias"] == "favorable"
+ assert "risk_off 对空头属于顺风环境" in " ".join(result["reasons"])
+
+
+def test_altcoin_rotation_is_adverse_for_short_entries(pg_conn, monkeypatch):
+ monkeypatch.setattr(
+ "app.core.global_risk.get_crypto_market_overview",
+ lambda allow_live_fallback=False: _overview(
+ benchmarks={"BTC/USDT": {"change_24h": 0.6}, "ETH/USDT": {"change_24h": 1.1}},
+ advance_decline_ratio=1.4,
+ avg_change_24h=1.2,
+ hot_count_5pct=22,
+ crash_count_5pct=3,
+ ),
+ )
+
+ result = evaluate_global_risk(
+ conn=pg_conn,
+ config={
+ "account_equity_usdt": 20000,
+ "global_risk_gate_enabled": True,
+ "global_risk_high_min_rec_score": 70,
+ },
+ rec={"symbol": "SQUEEZE/USDT", "side": "short", "rec_score": 55},
+ additional_notional=1000,
+ )
+
+ assert result["allow_new_entries"] is False
+ assert result["risk_level"] == "high"
+ assert result["decision"] == "block_high_weak_score"
+ assert result["directional_market_bias"]["market_bias"] == "adverse"
diff --git a/tests/test_paper_trading.py b/tests/test_paper_trading.py
index 8ae7bbb..e7411ab 100644
--- a/tests/test_paper_trading.py
+++ b/tests/test_paper_trading.py
@@ -624,6 +624,46 @@ def test_buy_now_uses_reduced_size_when_global_market_risk_is_critical(monkeypat
assert list_paper_trades()["total"] == 1
+def test_short_buy_now_not_reduced_by_risk_off_market(monkeypatch):
+ monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
+ monkeypatch.setenv("ALPHAX_PAPER_GLOBAL_RISK_GATE_ENABLED", "1")
+ monkeypatch.setenv("ALPHAX_PAPER_GLOBAL_RISK_BLOCK_CRITICAL", "0")
+ monkeypatch.setenv("ALPHAX_PAPER_ENTRY_GATE_ENABLED", "0")
+ monkeypatch.setenv("ALPHAX_PAPER_TRADE_NOTIONAL_USDT", "100")
+ monkeypatch.setattr(
+ "app.core.global_risk.get_crypto_market_overview",
+ lambda allow_live_fallback=False: {
+ "sample_count": 200,
+ "benchmarks": {"BTC/USDT": {"change_24h": -3.5}, "ETH/USDT": {"change_24h": -4.1}},
+ "advance_decline_ratio": 0.45,
+ "avg_change_24h": -2.2,
+ "hot_count_5pct": 2,
+ "crash_count_5pct": 36,
+ "funding": {"avg_funding_rate": -0.0001, "extreme_positive_count": 0},
+ },
+ )
+ altcoin_db.init_db()
+ rec_id = altcoin_db.create_recommendation(
+ symbol="SHORTOFF/USDT",
+ rec_state="爆发",
+ rec_score=60,
+ entry_price=100,
+ stop_loss=105,
+ tp1=90,
+ signals=["1H破位反抽做空"],
+ direction="空头启动",
+ entry_plan={"side": "short", "entry_action": "可即刻买入", "entry_trigger_confirmed": True, "risk_reward_ok": True, "rr1": 2.0},
+ )
+ rec = next(r for r in altcoin_db.get_active_recommendations_deduped(actionable_only=False) if r["id"] == rec_id)
+
+ result = sync_recommendation(rec, 100, event_time="2026-05-16T10:00:00")
+
+ assert result["opened"] is True
+ assert result["side"] == "short"
+ assert result["global_risk"]["directional_market_bias"]["market_bias"] == "favorable"
+ assert result["notional_usdt"] == pytest.approx(100.0)
+
+
def test_open_event_records_market_regime_and_score_components(monkeypatch):
monkeypatch.setenv("ALPHAX_PAPER_TRADING_ENABLED", "1")
monkeypatch.setenv("ALPHAX_PAPER_GLOBAL_RISK_GATE_ENABLED", "1")