From fc11c734132e0322c68d540a8b71126dc98ce4d1 Mon Sep 17 00:00:00 2001
From: aaron <>
Date: Wed, 20 May 2026 16:50:46 +0800
Subject: [PATCH] udpate
---
app/db/migrations/0011_paper_orders.sql | 29 ++
app/db/paper_trading.py | 502 ++++++++++++++++++++++--
app/services/price_streamer.py | 31 ++
app/web/routes_paper_trading.py | 13 +-
static/paper_trading.html | 146 +++++--
tests/conftest.py | 1 +
tests/test_paper_trading.py | 251 +++++++++++-
tests/test_price_streamer.py | 47 ++-
8 files changed, 935 insertions(+), 85 deletions(-)
create mode 100644 app/db/migrations/0011_paper_orders.sql
diff --git a/app/db/migrations/0011_paper_orders.sql b/app/db/migrations/0011_paper_orders.sql
new file mode 100644
index 0000000..001141b
--- /dev/null
+++ b/app/db/migrations/0011_paper_orders.sql
@@ -0,0 +1,29 @@
+CREATE TABLE IF NOT EXISTS paper_orders (
+ id BIGSERIAL PRIMARY KEY,
+ recommendation_id BIGINT NOT NULL UNIQUE,
+ symbol TEXT NOT NULL,
+ side TEXT NOT NULL DEFAULT 'long',
+ order_type TEXT NOT NULL DEFAULT 'limit',
+ status TEXT NOT NULL DEFAULT 'pending',
+ source_status TEXT DEFAULT '',
+ source_action TEXT DEFAULT '',
+ target_price DOUBLE PRECISION NOT NULL,
+ current_price_at_create DOUBLE PRECISION DEFAULT 0,
+ fill_price DOUBLE PRECISION DEFAULT 0,
+ notional_usdt DOUBLE PRECISION DEFAULT 0,
+ stop_loss DOUBLE PRECISION DEFAULT 0,
+ tp1 DOUBLE PRECISION DEFAULT 0,
+ tp2 DOUBLE PRECISION DEFAULT 0,
+ strategy_version TEXT DEFAULT '',
+ entry_plan_snapshot_json TEXT DEFAULT '{}',
+ created_at TEXT NOT NULL,
+ updated_at TEXT NOT NULL,
+ expires_at TEXT DEFAULT '',
+ filled_at TEXT DEFAULT '',
+ canceled_at TEXT DEFAULT '',
+ cancel_reason TEXT DEFAULT ''
+);
+
+CREATE INDEX IF NOT EXISTS idx_paper_orders_status_updated ON paper_orders(status, updated_at DESC);
+CREATE INDEX IF NOT EXISTS idx_paper_orders_symbol_status ON paper_orders(symbol, status);
+CREATE INDEX IF NOT EXISTS idx_paper_orders_recommendation ON paper_orders(recommendation_id);
diff --git a/app/db/paper_trading.py b/app/db/paper_trading.py
index 7950aa6..82385e5 100644
--- a/app/db/paper_trading.py
+++ b/app/db/paper_trading.py
@@ -105,6 +105,13 @@ def _entry_plan(rec: dict) -> dict:
return _loads_json(rec.get("entry_plan_json"), {})
+def _parse_time(value: str):
+ try:
+ return datetime.fromisoformat(str(value or ""))
+ except Exception:
+ return None
+
+
def _open_price(current_price: float, config: dict | None = None) -> float:
return round(current_price * (1 + default_slippage_pct(config) / 100), 12)
@@ -181,57 +188,158 @@ def _record_event(conn, trade_id: int, rec_id: int, symbol: str, event_type: str
)
-def _push_event_card(event_type: str, trade: dict, result: dict, event_time: str = "") -> None:
+def _fmt_price(value) -> str:
+ price = _safe_float(value)
+ if price <= 0:
+ return "--"
+ return f"${price:.8g}"
+
+
+def _fmt_pct(value) -> str:
+ pct = _safe_float(value)
+ sign = "+" if pct > 0 else ""
+ return f"{sign}{pct:.2f}%"
+
+
+def _card_field(label: str, value) -> dict:
+ return {
+ "tag": "div",
+ "text": {"tag": "lark_md", "content": f"**{label}**\n{value}"},
+ }
+
+
+def _card_note(content: str) -> dict:
+ return {"tag": "note", "elements": [{"tag": "plain_text", "content": content}]}
+
+
+def _push_paper_card(event_type: str, symbol: str, title: str, template: str, fields: list[tuple[str, str]], note: str = "", event_time: str = "") -> None:
try:
- symbol = str(trade.get("symbol") or "")
- title = {
- "open": f"📒 模拟交易开仓 — {symbol.replace('/USDT', '')}",
- "close": f"🏁 模拟交易平仓 — {symbol.replace('/USDT', '')}",
- "trailing_activate": f"🛡️ 模拟交易移动止盈启动 — {symbol.replace('/USDT', '')}",
- "trailing_move": f"🛡️ 模拟交易移动止盈上移 — {symbol.replace('/USDT', '')}",
- }.get(event_type)
- if not title:
- return
- card = {
- "metadata": {"source": "paper_trading", "event_type": event_type},
+ elements = []
+ if fields:
+ elements.append({"tag": "column_set", "flex_mode": "none", "background_style": "default", "columns": [
+ {"tag": "column", "width": "weighted", "weight": 1, "elements": [_card_field(label, value)]}
+ for label, value in fields
+ ]})
+ if note:
+ elements.append(_card_note(note))
+ if event_time:
+ elements.append(_card_note(f"时间: {event_time}"))
+ push_card({
+ "metadata": {"source": "paper_trading", "event_type": event_type, "symbol": symbol},
"config": {"wide_screen_mode": True},
"header": {
- "template": "blue" if event_type == "open" else ("yellow" if event_type.startswith("trailing") else "red"),
+ "template": template,
"title": {"tag": "plain_text", "content": title},
},
- "elements": [
- {
- "tag": "div",
- "text": {
- "tag": "lark_md",
- "content": (
- f"**币种**: {symbol}\n"
- f"**事件**: {event_type}\n"
- f"**成交价**: ${result.get('entry_price') or result.get('exit_price') or result.get('trailing_stop') or trade.get('current_price') or 0}\n"
- f"**时间**: {event_time or ''}"
- ),
- },
- }
- ],
- }
- push_card(card)
+ "elements": elements,
+ })
except Exception:
pass
-def _open_trade(conn, rec: dict, current_price: float, event_time: str) -> dict:
+def _push_event_card(event_type: str, trade: dict, result: dict, event_time: str = "") -> None:
+ symbol = str(trade.get("symbol") or "")
+ short_symbol = symbol.replace("/USDT", "")
+ if event_type == "open":
+ _push_paper_card(
+ event_type,
+ symbol,
+ f"模拟交易开仓 - {short_symbol}",
+ "blue",
+ [
+ ("成交价", _fmt_price(result.get("entry_price"))),
+ ("名义仓位", f"{_safe_float(result.get('notional_usdt')):.2f} USDT"),
+ ("杠杆/保证金", f"{_safe_float(result.get('leverage')):.1f}x / {_safe_float(result.get('margin_usdt')):.2f} USDT"),
+ ],
+ "仅用于策略收益验证，不代表真实成交。",
+ event_time,
+ )
+ return
+ if event_type == "close":
+ _push_paper_card(
+ event_type,
+ symbol,
+ f"模拟交易平仓 - {short_symbol}",
+ "red" if _safe_float(result.get("pnl_usdt")) < 0 else "green",
+ [
+ ("退出价", _fmt_price(result.get("exit_price"))),
+ ("收益率", _fmt_pct(result.get("pnl_pct"))),
+ ("收益额", f"{_safe_float(result.get('pnl_usdt')):.2f} USDT"),
+ ("原因", result.get("exit_reason") or "--"),
+ ],
+ "收益只来自 paper_trades 模拟账本。",
+ event_time,
+ )
+ return
+ if event_type.startswith("trailing"):
+ _push_paper_card(
+ event_type,
+ symbol,
+ f"模拟交易移动止盈{'启动' if event_type == 'trailing_activate' else '上移'} - {short_symbol}",
+ "yellow",
+ [
+ ("保护价", _fmt_price(result.get("trailing_stop"))),
+ ("当前收益", _fmt_pct(result.get("pnl_pct"))),
+ ("动作", "启动保护" if event_type == "trailing_activate" else "上移保护价"),
+ ],
+ "移动止盈用于锁定浮盈，仍以模拟账本为准。",
+ event_time,
+ )
+
+
+def _push_order_created_card(order: dict, event_time: str = "") -> None:
+ symbol = str(order.get("symbol") or "")
+ target = _safe_float(order.get("target_price"))
+ current = _safe_float(order.get("current_price_at_create"))
+ distance = round((current / target - 1) * 100, 2) if target and current else 0
+ _push_paper_card(
+ "paper_order_create",
+ symbol,
+ f"模拟挂单创建 - {symbol.replace('/USDT', '')}",
+ "wathet",
+ [
+ ("目标价", _fmt_price(target)),
+ ("当前价", _fmt_price(current)),
+ ("距目标", _fmt_pct(distance)),
+ ("有效期", order.get("expires_at") or "--"),
+ ],
+ "等回踩机会已进入模拟挂单，触价后才会进入模拟持仓。",
+ event_time,
+ )
+
+
+def _push_order_filled_card(order: dict, result: dict, event_time: str = "") -> None:
+ symbol = str(order.get("symbol") or "")
+ _push_paper_card(
+ "paper_order_fill",
+ symbol,
+ f"模拟挂单成交并开仓 - {symbol.replace('/USDT', '')}",
+ "green",
+ [
+ ("挂单价", _fmt_price(order.get("target_price"))),
+ ("成交价", _fmt_price(result.get("entry_price") or order.get("fill_price"))),
+ ("名义仓位", f"{_safe_float(result.get('notional_usdt')):.2f} USDT"),
+ ("来源", order.get("source_status") or "wait_pullback"),
+ ],
+ "价格触达理想入场位，模拟挂单已转为 paper trade。",
+ event_time,
+ )
+
+
+def _open_trade(conn, rec: dict, current_price: float, event_time: str, config: dict | None = None, push_open_card: bool = True) -> dict:
+ cfg = _paper_cfg(config)
rec_id = _safe_int(rec.get("id"))
symbol = str(rec.get("symbol") or "").strip().upper()
plan = _entry_plan(rec)
- entry_price = _open_price(current_price)
- notional = default_notional_usdt()
- leverage = default_leverage()
- margin = default_margin_usdt()
+ entry_price = _open_price(current_price, cfg)
+ notional = default_notional_usdt(cfg)
+ leverage = default_leverage(cfg)
+ margin = default_margin_usdt(cfg)
qty = round(notional / entry_price, 12) if entry_price > 0 else 0
stop_loss = _safe_float(rec.get("stop_loss") or plan.get("stop_loss"))
tp1 = _safe_float(rec.get("tp1") or plan.get("tp1") or plan.get("take_profit_1"))
tp2 = _safe_float(rec.get("tp2") or plan.get("tp2") or plan.get("take_profit_2"))
- fee = round(notional * default_fee_rate(), 8)
+ fee = round(notional * default_fee_rate(cfg), 8)
now = event_time or _now()
row = conn.execute(
"""
@@ -285,14 +393,13 @@ def _open_trade(conn, rec: dict, current_price: float, event_time: str) -> dict:
"leverage": leverage,
"qty": qty,
"fee_usdt": fee,
- "slippage_pct": default_slippage_pct(),
+ "slippage_pct": default_slippage_pct(cfg),
"source_status": rec.get("execution_status") or "",
"source_action": rec.get("action_status") or "",
},
now,
)
- _push_event_card("open", {"symbol": symbol}, {"entry_price": entry_price}, now)
- return {
+ result = {
"opened": True,
"trade_id": trade_id,
"entry_price": entry_price,
@@ -301,6 +408,262 @@ def _open_trade(conn, rec: dict, current_price: float, event_time: str) -> dict:
"margin_usdt": margin,
"leverage": leverage,
}
+ if push_open_card:
+ _push_event_card("open", {"symbol": symbol}, result, now)
+ return result
+
+
+def _is_wait_pullback(rec: dict) -> bool:
+ plan = _entry_plan(rec)
+ execution_status = str(rec.get("execution_status") or "").strip()
+ action_status = str(rec.get("action_status") or "").strip()
+ entry_action = str(plan.get("entry_action") or "").strip()
+ return execution_status == "wait_pullback" or action_status == "等回踩" or entry_action == "等回踩"
+
+
+def _paper_order_target_price(rec: dict) -> float:
+ plan = _entry_plan(rec)
+ return _safe_float(
+ plan.get("limit_price")
+ or plan.get("order_price")
+ or plan.get("entry_price")
+ or rec.get("entry_price")
+ )
+
+
+def _paper_order_expires_at(event_time: str, config: dict | None = None) -> str:
+ cfg = _paper_cfg(config)
+ hours = max(0.25, _safe_float(cfg.get("order_expire_hours"), 24.0))
+ base = _parse_time(event_time) or datetime.now()
+ return (base + timedelta(hours=hours)).isoformat()
+
+
+def _paper_order_touched(order: dict, current_price: float) -> bool:
+ side = str(order.get("side") or "long").lower()
+ target = _safe_float(order.get("target_price"))
+ if target <= 0 or current_price <= 0:
+ return False
+ if side == "short":
+ return current_price >= target
+ return current_price <= target
+
+
+def _paper_order_too_far(order: dict, current_price: float, config: dict | None = None) -> bool:
+ cfg = _paper_cfg(config)
+ threshold_pct = max(0.0, _safe_float(cfg.get("order_cancel_far_from_entry_pct"), 12.0))
+ if threshold_pct <= 0:
+ return False
+ side = str(order.get("side") or "long").lower()
+ target = _safe_float(order.get("target_price"))
+ if target <= 0 or current_price <= 0:
+ return False
+ if side == "short":
+ return current_price < target * (1 - threshold_pct / 100)
+ return current_price > target * (1 + threshold_pct / 100)
+
+
+def _cancel_paper_order(conn, order: dict, reason: str, event_time: str) -> dict:
+ conn.execute(
+ """
+ UPDATE paper_orders
+ SET status='canceled', cancel_reason=%s, canceled_at=%s, updated_at=%s
+ WHERE id=%s AND status='pending'
+ """,
+ (reason, event_time, event_time, order["id"]),
+ )
+ return {"skipped": True, "reason": f"paper_order_{reason}", "paper_order_id": order["id"]}
+
+
+def _order_recommendation_cancel_reason(conn, rec: dict, order: dict) -> str:
+ rec_id = _safe_int(rec.get("id") or order.get("recommendation_id"))
+ if rec_id <= 0:
+ return ""
+ row = conn.execute(
+ """
+ SELECT status, execution_status, lifecycle_state, display_bucket
+ FROM recommendation
+ WHERE id=%s
+ """,
+ (rec_id,),
+ ).fetchone()
+ if not row:
+ return "recommendation_missing"
+ row = dict(row)
+ status = str(row.get("status") or "").strip().lower()
+ execution_status = str(row.get("execution_status") or "").strip().lower()
+ lifecycle_state = str(row.get("lifecycle_state") or "").strip().lower()
+ display_bucket = str(row.get("display_bucket") or "").strip().lower()
+ if status in {"expired", "invalid", "archived", "stopped_out", "closed"}:
+ return "recommendation_invalid"
+ if execution_status in {"invalid", "expired", "archived", "stopped_out"}:
+ return "recommendation_invalid"
+ if lifecycle_state in {"invalid", "expired", "archived", "stopped_out"}:
+ return "recommendation_invalid"
+ if display_bucket in {"history", "archive", "archived"}:
+ return "recommendation_invalid"
+ return ""
+
+
+def _order_payload_from_rec(rec: dict, current_price: float, event_time: str, config: dict | None = None) -> dict:
+ cfg = _paper_cfg(config)
+ plan = _entry_plan(rec)
+ return {
+ "recommendation_id": _safe_int(rec.get("id")),
+ "symbol": str(rec.get("symbol") or "").strip().upper(),
+ "side": str(plan.get("side") or rec.get("side") or "long").strip().lower() or "long",
+ "order_type": "limit",
+ "status": "pending",
+ "source_status": str(rec.get("execution_status") or ""),
+ "source_action": str(rec.get("action_status") or plan.get("entry_action") or ""),
+ "target_price": _paper_order_target_price(rec),
+ "current_price_at_create": current_price,
+ "notional_usdt": default_notional_usdt(cfg),
+ "stop_loss": _safe_float(rec.get("stop_loss") or plan.get("stop_loss")),
+ "tp1": _safe_float(rec.get("tp1") or plan.get("tp1") or plan.get("take_profit_1")),
+ "tp2": _safe_float(rec.get("tp2") or plan.get("tp2") or plan.get("take_profit_2")),
+ "strategy_version": str(rec.get("strategy_version") or ""),
+ "entry_plan_snapshot_json": json.dumps(plan, ensure_ascii=False, default=str),
+ "created_at": event_time,
+ "updated_at": event_time,
+ "expires_at": _paper_order_expires_at(event_time, cfg),
+ }
+
+
+def _fill_paper_order(conn, order: dict, rec: dict, current_price: float, event_time: str, config: dict | None = None) -> dict:
+ fill_price = _safe_float(order.get("target_price")) or current_price
+ trade_rec = dict(rec)
+ plan = _entry_plan(trade_rec)
+ plan.setdefault("entry_price", fill_price)
+ trade_rec["entry_plan"] = plan
+ trade_rec["entry_price"] = fill_price
+ result = _open_trade(conn, trade_rec, fill_price, event_time, config=config, push_open_card=False)
+ if result.get("opened"):
+ order = {**order, "fill_price": fill_price}
+ conn.execute(
+ """
+ UPDATE paper_orders
+ SET status='filled', fill_price=%s, filled_at=%s, updated_at=%s
+ WHERE id=%s
+ """,
+ (fill_price, event_time, event_time, order["id"]),
+ )
+ result["paper_order"] = {"filled": True, "order_id": order["id"], "fill_price": fill_price}
+ _push_order_filled_card(order, result, event_time)
+ stop_loss = _safe_float(rec.get("stop_loss") or _entry_plan(rec).get("stop_loss") or order.get("stop_loss"))
+ if stop_loss > 0 and current_price <= stop_loss:
+ trade = conn.execute("SELECT * FROM paper_trades WHERE id=%s", (result["trade_id"],)).fetchone()
+ if trade:
+ close_result = _close_trade(conn, dict(trade), current_price, "stop_loss_same_tick", event_time)
+ result.update({
+ "closed": True,
+ "exit_reason": close_result.get("exit_reason"),
+ "pnl_pct": close_result.get("pnl_pct"),
+ "pnl_usdt": close_result.get("pnl_usdt"),
+ "same_tick_stop_loss": True,
+ })
+ return result
+ if result.get("reason") == "already_exists":
+ conn.execute(
+ """
+ UPDATE paper_orders
+ SET status='filled', fill_price=%s, filled_at=%s, updated_at=%s
+ WHERE id=%s
+ """,
+ (fill_price, event_time, event_time, order["id"]),
+ )
+ result["paper_order"] = {"filled": False, "order_id": order["id"], "fill_price": fill_price}
+ return result
+
+
+def _sync_wait_pullback_order(conn, rec: dict, current_price: float, event_time: str, config: dict | None = None) -> dict:
+ cfg = _paper_cfg(config)
+ rec_id = _safe_int(rec.get("id"))
+ order = conn.execute("SELECT * FROM paper_orders WHERE recommendation_id=%s", (rec_id,)).fetchone()
+ if order:
+ order = dict(order)
+ if order.get("status") != "pending":
+ return {"skipped": True, "reason": f"paper_order_{order.get('status')}", "paper_order_id": order.get("id")}
+ cancel_reason = _order_recommendation_cancel_reason(conn, rec, order)
+ if cancel_reason:
+ return _cancel_paper_order(conn, order, cancel_reason, event_time)
+ if _paper_order_touched(order, current_price):
+ return _fill_paper_order(conn, order, rec, current_price, event_time, cfg)
+ expires_at = _parse_time(order.get("expires_at"))
+ now = _parse_time(event_time) or datetime.now()
+ if expires_at and now > expires_at:
+ conn.execute(
+ """
+ UPDATE paper_orders
+ SET status='expired', cancel_reason='expired', canceled_at=%s, updated_at=%s
+ WHERE id=%s
+ """,
+ (event_time, event_time, order["id"]),
+ )
+ return {"skipped": True, "reason": "paper_order_expired", "paper_order_id": order["id"]}
+ if _paper_order_too_far(order, current_price, cfg):
+ return _cancel_paper_order(conn, order, "too_far_from_entry", event_time)
+ conn.execute("UPDATE paper_orders SET updated_at=%s WHERE id=%s", (event_time, order["id"]))
+ return {
+ "skipped": True,
+ "reason": "paper_order_pending",
+ "paper_order_id": order["id"],
+ "target_price": order.get("target_price"),
+ "current_price": current_price,
+ }
+
+ payload = _order_payload_from_rec(rec, current_price, event_time, cfg)
+ if payload["recommendation_id"] <= 0 or not payload["symbol"] or payload["target_price"] <= 0:
+ return {"skipped": True, "reason": "invalid_paper_order"}
+ row = conn.execute(
+ """
+ INSERT INTO paper_orders (
+ recommendation_id, symbol, side, order_type, status,
+ source_status, source_action, target_price, current_price_at_create,
+ notional_usdt, stop_loss, tp1, tp2, strategy_version,
+ entry_plan_snapshot_json, created_at, updated_at, expires_at
+ ) VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)
+ ON CONFLICT(recommendation_id) DO NOTHING
+ RETURNING id
+ """,
+ (
+ payload["recommendation_id"],
+ payload["symbol"],
+ payload["side"],
+ payload["order_type"],
+ payload["status"],
+ payload["source_status"],
+ payload["source_action"],
+ payload["target_price"],
+ payload["current_price_at_create"],
+ payload["notional_usdt"],
+ payload["stop_loss"],
+ payload["tp1"],
+ payload["tp2"],
+ payload["strategy_version"],
+ payload["entry_plan_snapshot_json"],
+ payload["created_at"],
+ payload["updated_at"],
+ payload["expires_at"],
+ ),
+ ).fetchone()
+ order_id = row["id"] if row else None
+ order = {"id": order_id, **payload}
+ if _paper_order_touched(order, current_price):
+ return _fill_paper_order(conn, order, rec, current_price, event_time, cfg)
+ cancel_reason = _order_recommendation_cancel_reason(conn, rec, order)
+ if cancel_reason:
+ return _cancel_paper_order(conn, order, cancel_reason, event_time)
+ if _paper_order_too_far(order, current_price, cfg):
+ return _cancel_paper_order(conn, order, "too_far_from_entry", event_time)
+ result = {
+ "skipped": True,
+ "reason": "paper_order_created",
+ "paper_order_id": order_id,
+ "target_price": payload["target_price"],
+ "current_price": current_price,
+ }
+ _push_order_created_card(order, event_time)
+ return result
def _close_trade(conn, trade: dict, current_price: float, reason: str, event_time: str) -> dict:
@@ -353,7 +716,12 @@ def _close_trade(conn, trade: dict, current_price: float, reason: str, event_tim
{"realized_pnl_usdt": pnl_usdt, "fee_usdt": total_fee},
now,
)
- _push_event_card("close", trade, {"exit_price": exit_price}, now)
+ _push_event_card(
+ "close",
+ trade,
+ {"exit_price": exit_price, "exit_reason": reason, "pnl_pct": pnl_pct, "pnl_usdt": pnl_usdt},
+ now,
+ )
return {"closed": True, "trade_id": trade["id"], "exit_reason": reason, "pnl_pct": pnl_pct, "pnl_usdt": pnl_usdt}
@@ -469,6 +837,7 @@ def sync_recommendation(rec: dict, current_price: float, event_time: str = "") -
execution_status = str(rec.get("execution_status") or "").strip()
action_status = str(rec.get("action_status") or "").strip()
event_time = event_time or _now()
+ cfg = paper_trading_config()
conn = get_conn()
try:
@@ -479,13 +848,15 @@ def sync_recommendation(rec: dict, current_price: float, event_time: str = "") -
result = _update_open_trade(conn, trade, current_price, event_time)
conn.commit()
return result
- conn.close()
return {"skipped": True, "reason": "already_closed", "trade_id": trade.get("id")}
if execution_status != "buy_now" and action_status != "可即刻买入":
- conn.close()
+ if _is_wait_pullback(rec):
+ result = _sync_wait_pullback_order(conn, rec, current_price, event_time, cfg)
+ conn.commit()
+ return result
return {"skipped": True, "reason": "not_buy_now"}
- result = _open_trade(conn, rec, current_price, event_time)
+ result = _open_trade(conn, rec, current_price, event_time, config=cfg)
conn.commit()
return result
except Exception:
@@ -511,6 +882,7 @@ def get_paper_trading_summary(days: int = 30) -> dict:
""",
(cutoff,),
).fetchall()
+ pending_order_count = conn.execute("SELECT COUNT(*) FROM paper_orders WHERE status='pending'").fetchone()[0]
finally:
conn.close()
cfg = paper_trading_config()
@@ -535,6 +907,7 @@ def get_paper_trading_summary(days: int = 30) -> dict:
"closed_count": len(closed_items),
"win_count": len(wins),
"loss_count": len(losses),
+ "pending_order_count": int(pending_order_count or 0),
"win_rate": round(len(wins) / len(closed_items) * 100, 2) if closed_items else 0,
"realized_pnl_usdt": total_realized,
"avg_realized_pnl_pct": avg_realized_pct,
@@ -593,6 +966,51 @@ def list_paper_trades(limit: int = 50, offset: int = 0, status: str = "") -> dic
}
+def list_paper_orders(limit: int = 50, offset: int = 0, status: str = "") -> dict:
+ limit = max(1, min(_safe_int(limit, 50), 200))
+ offset = max(0, _safe_int(offset, 0))
+ status = str(status or "").strip()
+ where = ""
+ params = []
+ if status in {"pending", "filled", "canceled", "expired", "rejected"}:
+ where = "WHERE status=%s"
+ params.append(status)
+ conn = get_conn()
+ try:
+ total = conn.execute(f"SELECT COUNT(*) FROM paper_orders {where}", tuple(params)).fetchone()[0]
+ rows = conn.execute(
+ f"""
+ SELECT po.*, lpc.price AS latest_market_price, lpc.updated_at AS latest_market_price_updated_at
+ FROM paper_orders po
+ LEFT JOIN latest_price_cache lpc ON lpc.symbol = po.symbol
+ {where}
+ ORDER BY po.created_at DESC, po.id DESC
+ LIMIT %s OFFSET %s
+ """,
+ tuple(params + [limit, offset]),
+ ).fetchall()
+ finally:
+ conn.close()
+ items = []
+ for row in rows:
+ item = dict(row)
+ item["entry_plan_snapshot"] = _loads_json(item.pop("entry_plan_snapshot_json", "{}"), {})
+ latest_market = _safe_float(item.get("latest_market_price"))
+ item["latest_price"] = latest_market if latest_market > 0 else _safe_float(item.get("current_price_at_create"))
+ item["latest_price_updated_at"] = item.get("latest_market_price_updated_at") or item.get("updated_at") or ""
+ target = _safe_float(item.get("target_price"))
+ latest = _safe_float(item.get("latest_price"))
+ item["distance_to_target_pct"] = round((latest / target - 1) * 100, 4) if target and latest else 0
+ items.append(item)
+ return {
+ "items": items,
+ "total": int(total or 0),
+ "limit": limit,
+ "offset": offset,
+ "has_more": offset + len(items) < int(total or 0),
+ }
+
+
def list_paper_trade_events(limit: int = 80, offset: int = 0, symbol: str = "", event_type: str = "") -> dict:
limit = max(1, min(_safe_int(limit, 80), 200))
offset = max(0, _safe_int(offset, 0))
diff --git a/app/services/price_streamer.py b/app/services/price_streamer.py
index e0496f2..998966f 100644
--- a/app/services/price_streamer.py
+++ b/app/services/price_streamer.py
@@ -77,6 +77,32 @@ def _load_open_paper_trade_recs() -> list[dict]:
conn.close()
+def _load_pending_paper_order_recs() -> list[dict]:
+ conn = get_conn()
+ try:
+ rows = conn.execute(
+ """
+ SELECT
+ po.recommendation_id AS id,
+ po.symbol,
+ po.target_price AS entry_price,
+ po.stop_loss,
+ po.tp1,
+ po.tp2,
+ po.source_status AS execution_status,
+ po.source_action AS action_status,
+ po.strategy_version,
+ po.entry_plan_snapshot_json AS entry_plan_json
+ FROM paper_orders po
+ WHERE po.status='pending'
+ ORDER BY po.created_at DESC, po.id DESC
+ """
+ ).fetchall()
+ return [dict(r) for r in rows]
+ finally:
+ conn.close()
+
+
def load_stream_targets(limit: int | None = None, cfg: dict | None = None) -> dict[str, dict]:
"""Return symbol -> recommendation-like payload for websocket updates."""
cfg = cfg or price_streamer_config()
@@ -95,6 +121,11 @@ def load_stream_targets(limit: int | None = None, cfg: dict | None = None) -> di
if symbol:
targets.setdefault(symbol, rec)
+ for rec in _load_pending_paper_order_recs():
+ symbol = str(rec.get("symbol") or "").strip().upper()
+ if symbol:
+ targets.setdefault(symbol, rec)
+
return dict(list(targets.items())[:max_symbols])
diff --git a/app/web/routes_paper_trading.py b/app/web/routes_paper_trading.py
index 78cbc08..72b9860 100644
--- a/app/web/routes_paper_trading.py
+++ b/app/web/routes_paper_trading.py
@@ -1,6 +1,6 @@
from fastapi import APIRouter, Cookie
-from app.db.paper_trading import get_paper_trading_summary, list_paper_trade_events, list_paper_trades
+from app.db.paper_trading import get_paper_trading_summary, list_paper_orders, list_paper_trade_events, list_paper_trades
from app.web.shared import require_admin
@@ -24,6 +24,17 @@ async def api_paper_trading_trades(
return list_paper_trades(limit=limit, offset=offset, status=status)
+@router.get("/api/paper-trading/orders")
+async def api_paper_trading_orders(
+ limit: int = 50,
+ offset: int = 0,
+ status: str = "",
+ altcoin_session: str = Cookie(default=""),
+):
+ require_admin(altcoin_session)
+ return list_paper_orders(limit=limit, offset=offset, status=status)
+
+
@router.get("/api/paper-trading/events")
async def api_paper_trading_events(
limit: int = 80,
diff --git a/static/paper_trading.html b/static/paper_trading.html
index d394880..5d834cd 100644
--- a/static/paper_trading.html
+++ b/static/paper_trading.html
@@ -2,7 +2,7 @@
{% block title %}AlphaX Agent — 模拟交易{% endblock %}
{% block extra_head_css %}
{% endblock %}
{% block content %}
@@ -13,70 +13,123 @@
这里展示的是 paper trading 账本：只有系统把可买信号模拟成交后，才会进入收益统计。推荐历史和观察池不会直接产生收益率。
-
模拟交易只统计已经进入 paper trading 的信号。页面用账户余额、持仓价值、累计杠杆和实际盈亏展示策略表现，不再把观察池或推荐归档当作收益。
-
-
-
-
- | 币种 | 状态 | 仓位 | 开仓 | 止盈 / 止损 | 最新价 | 平仓价 | 平仓时间 | 价格收益 | 账户收益 | 退出原因 | 来源 |
|---|
- | 加载中... |
-
-
-
操作日志
开仓、平仓、移动止盈激活与上移都会记录在这里
-
-
-
-
+
+
+
+
+
+
+
+
+
+
+
+ | 币种 | 状态 | 方向 | 仓位 | 开仓 | 止盈 / 止损 | 最新价 | 平仓价 | 平仓时间 | 价格收益 | 账户收益 | 退出原因 | 来源 |
|---|
+ | 加载中... |
+
-
-
-
+
+
+
+
+
+ 挂单中
等回踩机会会先进入这里，价格触达后再转成模拟持仓
+
+ | 币种 | 状态 | 方向 | 目标价 | 最新价 | 距离目标 | 止盈 / 止损 | 创建时间 | 过期时间 | 来源 |
|---|
+ | 加载中... |
+
+
+
+
+
+
+
+
+ | 币种 | 状态 | 方向 | 仓位 | 开仓 | 止盈 / 止损 | 最新价 | 平仓价 | 平仓时间 | 价格收益 | 账户收益 | 退出原因 | 来源 |
|---|
+ | 加载中... |
+
+
+
+ | 币种 | 状态 | 方向 | 目标价 | 最新价 | 距离目标 | 止盈 / 止损 | 创建时间 | 结束时间 | 来源 |
|---|
+ | 加载中... |
+
+
+
+
+
+
+
操作日志
开仓、平仓、移动止盈激活与上移都会记录在这里
+
+
+
+
+
+
+