1

backend/app/models/paper_trading.py

@@ -13,6 +13,7 @@ class OrderStatus(str, Enum):
     OPEN = "open"                    # 持仓中
     CLOSED_TP = "closed_tp"          # 止盈平仓
     CLOSED_SL = "closed_sl"          # 止损平仓
+    CLOSED_BE = "closed_be"          # 保本止损平仓
     CLOSED_MANUAL = "closed_manual"  # 手动平仓
     CANCELLED = "cancelled"          # 已取消
 
@@ -77,6 +78,7 @@ class PaperOrder(Base):
     # 风险指标
     max_drawdown = Column(Float, default=0)            # 持仓期间最大回撤
     max_profit = Column(Float, default=0)              # 持仓期间最大盈利
+    breakeven_triggered = Column(Integer, default=0)   # 是否触发过保本止损（0=否，1=是）
 
     # 时间戳
     created_at = Column(DateTime, default=datetime.utcnow)
@@ -111,6 +113,7 @@ class PaperOrder(Base):
             'pnl_percent': self.pnl_percent,
             'max_drawdown': self.max_drawdown,
             'max_profit': self.max_profit,
+            'breakeven_triggered': self.breakeven_triggered,
             'created_at': self.created_at.isoformat() if self.created_at else None,
             'opened_at': self.opened_at.isoformat() if self.opened_at else None,
             'closed_at': self.closed_at.isoformat() if self.closed_at else None,

backend/app/services/paper_trading_service.py

@@ -431,6 +431,10 @@ class PaperTradingService:
                 exit_price = order.take_profit
             elif current_price <= order.stop_loss:
                 triggered = True
+                # 通过标记判断是否是保本止损
+                if getattr(order, 'breakeven_triggered', 0) == 1:
+                    new_status = OrderStatus.CLOSED_BE
+                else:
                     new_status = OrderStatus.CLOSED_SL
                 exit_price = order.stop_loss
         else:
@@ -441,6 +445,10 @@ class PaperTradingService:
                 exit_price = order.take_profit
             elif current_price >= order.stop_loss:
                 triggered = True
+                # 通过标记判断是否是保本止损
+                if getattr(order, 'breakeven_triggered', 0) == 1:
+                    new_status = OrderStatus.CLOSED_BE
+                else:
                     new_status = OrderStatus.CLOSED_SL
                 exit_price = order.stop_loss
 
@@ -499,7 +507,7 @@ class PaperTradingService:
                 'signal_grade': db_order.signal_grade.value if db_order.signal_grade else None
             }
 
-            status_text = "止盈" if status == OrderStatus.CLOSED_TP else "止损"
+            status_text = {"closed_tp": "止盈", "closed_sl": "止损", "closed_be": "保本止损"}.get(status.value, "平仓")
             logger.info(f"订单{status_text}: {db_order.order_id} | {db_order.symbol} | 盈亏: {pnl_percent:+.2f}% (${pnl_amount:+.2f})")
 
             return result
@@ -534,11 +542,13 @@ class PaperTradingService:
 
         # 保本止损逻辑：当盈利达到阈值时，将止损移动到开仓价
         if self.breakeven_threshold > 0 and current_pnl_percent >= self.breakeven_threshold:
-            # 检查止损是否还没有移动到保本位
+            # 检查止损是否还没有移动到保本位（通过标记判断）
+            if getattr(order, 'breakeven_triggered', 0) != 1:
                 if order.side == OrderSide.LONG:
                     # 做多：止损应该低于开仓价，如果止损还在开仓价下方，则移动到开仓价
                     if order.stop_loss < order.filled_price:
                         order.stop_loss = order.filled_price
+                        order.breakeven_triggered = 1
                         needs_update = True
                         breakeven_triggered = True
                         logger.info(f"保本止损触发: {order.order_id} | {order.symbol} | 盈利 {current_pnl_percent:.2f}% >= {self.breakeven_threshold}% | 止损移至开仓价 ${order.filled_price:,.2f}")
@@ -546,6 +556,7 @@ class PaperTradingService:
                     # 做空：止损应该高于开仓价，如果止损还在开仓价上方，则移动到开仓价
                     if order.stop_loss > order.filled_price:
                         order.stop_loss = order.filled_price
+                        order.breakeven_triggered = 1
                         needs_update = True
                         breakeven_triggered = True
                         logger.info(f"保本止损触发: {order.order_id} | {order.symbol} | 盈利 {current_pnl_percent:.2f}% >= {self.breakeven_threshold}% | 止损移至开仓价 ${order.filled_price:,.2f}")
@@ -559,6 +570,7 @@ class PaperTradingService:
                     db_order.max_profit = order.max_profit
                     db_order.max_drawdown = order.max_drawdown
                     db_order.stop_loss = order.stop_loss
+                    db_order.breakeven_triggered = order.breakeven_triggered
                     db.commit()
             except Exception as e:
                 logger.error(f"更新订单极值失败: {e}")
@@ -779,6 +791,7 @@ class PaperTradingService:
                 PaperOrder.status.in_([
                     OrderStatus.CLOSED_TP,
                     OrderStatus.CLOSED_SL,
+                    OrderStatus.CLOSED_BE,
                     OrderStatus.CLOSED_MANUAL
                 ])
             )
@@ -800,6 +813,7 @@ class PaperTradingService:
                 PaperOrder.status.in_([
                     OrderStatus.CLOSED_TP,
                     OrderStatus.CLOSED_SL,
+                    OrderStatus.CLOSED_BE,
                     OrderStatus.CLOSED_MANUAL
                 ])
             )
@@ -891,6 +905,7 @@ class PaperTradingService:
                 PaperOrder.status.in_([
                     OrderStatus.CLOSED_TP,
                     OrderStatus.CLOSED_SL,
+                    OrderStatus.CLOSED_BE,
                     OrderStatus.CLOSED_MANUAL
                 ])
             ).all()
@@ -985,6 +1000,7 @@ class PaperTradingService:
                 PaperOrder.status.in_([
                     OrderStatus.CLOSED_TP,
                     OrderStatus.CLOSED_SL,
+                    OrderStatus.CLOSED_BE,
                     OrderStatus.CLOSED_MANUAL
                 ]),
                 PaperOrder.closed_at >= cutoff_time

frontend/paper-trading.html

@@ -221,6 +221,11 @@
             color: #ff4444;
         }
 
+        .status-badge.closed_be {
+            background: rgba(255, 193, 7, 0.1);
+            color: #ffc107;
+        }
+
         .status-badge.closed_manual {
             background: rgba(255, 165, 0, 0.1);
             color: orange;
@@ -1628,6 +1633,7 @@
                         'open': '持仓中',
                         'closed_tp': '止盈',
                         'closed_sl': '止损',
+                        'closed_be': '保本止损',
                         'closed_manual': '手动平仓'
                     };
                     return map[status] || status;