增加智能判断反向信号

backend/app/config.py

@@ -116,6 +116,7 @@ class Settings(BaseSettings):
     paper_trading_leverage: int = 10  # 杠杆倍数
     paper_trading_margin_per_order: float = 1000  # 每单保证金 (USDT)
     paper_trading_max_orders: int = 10  # 最大持仓+挂单总数
+    paper_trading_auto_close_opposite: bool = False  # 是否自动平掉反向持仓（智能策略）
     # 废弃的配置（保留兼容性）
     paper_trading_position_a: float = 1000  # A级信号仓位 (USDT)
     paper_trading_position_b: float = 500   # B级信号仓位 (USDT)

backend/app/services/paper_trading_service.py

@@ -24,6 +24,7 @@ class PaperTradingService:
         self.leverage = self.settings.paper_trading_leverage  # 杠杆倍数
         self.margin_per_order = self.settings.paper_trading_margin_per_order  # 每单保证金
         self.max_orders = self.settings.paper_trading_max_orders  # 最大订单数
+        self.auto_close_opposite = self.settings.paper_trading_auto_close_opposite  # 是否自动平掉反向持仓
 
         # 确保表已创建
         self._ensure_table_exists()
@@ -31,7 +32,7 @@ class PaperTradingService:
         # 加载活跃订单到内存
         self._load_active_orders()
 
-        logger.info("模拟交易服务初始化完成")
+        logger.info(f"模拟交易服务初始化完成（自动平反向持仓: {'启用' if self.auto_close_opposite else '禁用'}）")
 
     def _ensure_table_exists(self):
         """确保数据表已创建"""
@@ -89,6 +90,15 @@ class PaperTradingService:
         side = OrderSide.LONG if action == 'buy' else OrderSide.SHORT
         entry_price = signal.get('entry_price') or signal.get('price', 0)
 
+        # === 反向订单处理 ===
+        # 1. 总是取消同一交易对的反向挂单（混合策略）
+        self._cancel_opposite_pending_orders(symbol, side)
+
+        # 2. 可选：智能平掉反向持仓（需要配置启用）
+        if self.auto_close_opposite and current_price:
+            grade = signal.get('signal_grade') or signal.get('grade', 'D')
+            self._close_opposite_positions(symbol, side, grade, current_price)
+
         # === 限制检查 ===
         # 1. 检查总订单数（持仓+挂单）是否超过最大限制
         total_orders = len(self.active_orders)
@@ -474,6 +484,100 @@ class PaperTradingService:
         finally:
             db.close()
 
+    def _cancel_opposite_pending_orders(self, symbol: str, new_side: OrderSide) -> int:
+        """
+        取消同一交易对的反向挂单
+
+        Args:
+            symbol: 交易对
+            new_side: 新信号的方向
+
+        Returns:
+            取消的订单数量
+        """
+        # 找出所有反向挂单
+        opposite_side = OrderSide.SHORT if new_side == OrderSide.LONG else OrderSide.LONG
+        opposite_pending = [
+            order for order in self.active_orders.values()
+            if order.symbol == symbol
+            and order.side == opposite_side
+            and order.status == OrderStatus.PENDING
+        ]
+
+        if not opposite_pending:
+            return 0
+
+        cancelled_count = 0
+        for order in opposite_pending:
+            result = self._cancel_pending_order(order)
+            if result:
+                cancelled_count += 1
+                logger.info(f"自动取消反向挂单: {order.order_id} | {symbol} {opposite_side.value} @ ${order.entry_price:,.2f}")
+
+        if cancelled_count > 0:
+            logger.info(f"已取消 {cancelled_count} 个反向挂单（{symbol} {opposite_side.value}），新信号方向: {new_side.value}")
+
+        return cancelled_count
+
+    def _close_opposite_positions(self, symbol: str, new_side: OrderSide, signal_grade: str, current_price: float) -> int:
+        """
+        智能平掉反向持仓（可选策略）
+
+        Args:
+            symbol: 交易对
+            new_side: 新信号的方向
+            signal_grade: 新信号等级
+            current_price: 当前价格
+
+        Returns:
+            平仓的订单数量
+        """
+        # 找出所有反向持仓
+        opposite_side = OrderSide.SHORT if new_side == OrderSide.LONG else OrderSide.LONG
+        opposite_positions = [
+            order for order in self.active_orders.values()
+            if order.symbol == symbol
+            and order.side == opposite_side
+            and order.status == OrderStatus.OPEN
+        ]
+
+        if not opposite_positions:
+            return 0
+
+        closed_count = 0
+        for order in opposite_positions:
+            # 计算当前盈亏
+            if order.side == OrderSide.LONG:
+                pnl_percent = ((current_price - order.filled_price) / order.filled_price) * 100
+            else:
+                pnl_percent = ((order.filled_price - current_price) / order.filled_price) * 100
+
+            # 智能决策：只在特定条件下平仓
+            should_close = False
+            reason = ""
+
+            # 条件1：A级信号 + 反向持仓亏损超过3%
+            if signal_grade == 'A' and pnl_percent < -3:
+                should_close = True
+                reason = f"A级反向信号且当前亏损{pnl_percent:.2f}%，提前止损"
+
+            # 条件2：A级信号 + 反向持仓盈利但接近止损（盈利<1%）
+            elif signal_grade == 'A' and 0 < pnl_percent < 1:
+                should_close = True
+                reason = f"A级反向信号且盈利较小({pnl_percent:.2f}%)，落袋为安"
+
+            if should_close:
+                result = self._close_order(order, OrderStatus.CLOSED_MANUAL, current_price)
+                if result:
+                    closed_count += 1
+                    logger.info(f"自动平掉反向持仓: {order.order_id} | {symbol} {opposite_side.value} | 原因: {reason}")
+
+        if closed_count > 0:
+            logger.info(f"已平掉 {closed_count} 个反向持仓（{symbol} {opposite_side.value}）")
+
+        return closed_count
+
+
     def get_active_orders(self, symbol: Optional[str] = None) -> List[Dict[str, Any]]:
         """获取活跃订单"""
         orders = list(self.active_orders.values())