update

backend/app/config.py

@@ -117,6 +117,7 @@ class Settings(BaseSettings):
     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）
+    paper_trading_breakeven_threshold: float = 1  # 保本止损触发阈值（盈利百分比），0表示禁用
     # 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/crypto_agent/crypto_agent.py

@@ -65,6 +65,8 @@ class CryptoAgent:
                 event_type = result.get('event_type', 'order_closed')
                 if event_type == 'order_filled':
                     asyncio.run_coroutine_threadsafe(self._notify_order_filled(result), self._event_loop)
+                elif event_type == 'breakeven_triggered':
+                    asyncio.run_coroutine_threadsafe(self._notify_breakeven_triggered(result), self._event_loop)
                 else:
                     asyncio.run_coroutine_threadsafe(self._notify_order_closed(result), self._event_loop)
             else:
@@ -106,6 +108,24 @@ class CryptoAgent:
         await self.telegram.send_message(message)
         logger.info(f"已发送挂单撤销通知: {result.get('order_id')}")
 
+    async def _notify_breakeven_triggered(self, result: Dict[str, Any]):
+        """发送保本止损触发通知"""
+        side_text = "做多" if result.get('side') == 'long' else "做空"
+
+        message = f"""🛡️ 保本止损已启动
+
+交易对: {result.get('symbol')}
+方向: {side_text}
+开仓价: ${result.get('filled_price', 0):,.2f}
+当前盈利: {result.get('current_pnl_percent', 0):.2f}%
+止损已移至: ${result.get('new_stop_loss', 0):,.2f}
+
+✅ 本单已锁定保本，不会亏损"""
+
+        await self.feishu.send_text(message)
+        await self.telegram.send_message(message)
+        logger.info(f"已发送保本止损通知: {result.get('order_id')}")
+
     async def _notify_order_closed(self, result: Dict[str, Any]):
         """发送订单平仓通知"""
         status = result.get('status', '')

backend/app/services/paper_trading_service.py

@@ -25,6 +25,7 @@ class PaperTradingService:
         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
+        self.breakeven_threshold = self.settings.paper_trading_breakeven_threshold  # 保本止损触发阈值
 
         # 确保表已创建
         self._ensure_table_exists()
@@ -32,7 +33,7 @@ class PaperTradingService:
         # 加载活跃订单到内存
         self._load_active_orders()
 
-        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'}）")
+        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'}，保本止损阈值: {self.breakeven_threshold}%）")
 
     def _ensure_table_exists(self):
         """确保数据表已创建"""
@@ -231,8 +232,10 @@ class PaperTradingService:
             if result:
                 triggered.append(result)
             else:
-                # 更新最大回撤和最大盈利
+                # 更新最大回撤和最大盈利，并检查保本止损
-                self._update_order_extremes(order, current_price)
+                breakeven_result = self._update_order_extremes(order, current_price)
+                if breakeven_result:
+                    triggered.append(breakeven_result)
 
         return triggered
 
@@ -413,8 +416,8 @@ class PaperTradingService:
         finally:
             db.close()
 
-    def _update_order_extremes(self, order: PaperOrder, current_price: float):
+    def _update_order_extremes(self, order: PaperOrder, current_price: float) -> Optional[Dict[str, Any]]:
-        """更新订单的最大回撤和最大盈利"""
+        """更新订单的最大回撤和最大盈利，并检查是否需要移动止损到保本"""
         if order.side == OrderSide.LONG:
             current_pnl_percent = ((current_price - order.filled_price) / order.filled_price) * 100
         else:
@@ -422,13 +425,34 @@ class PaperTradingService:
 
         # 检查是否需要更新极值
         needs_update = False
+        breakeven_triggered = False
+
         if current_pnl_percent > order.max_profit:
             order.max_profit = current_pnl_percent
             needs_update = True
+
         if current_pnl_percent < order.max_drawdown:
             order.max_drawdown = current_pnl_percent
             needs_update = True
 
+        # 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
+            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
+                    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}")
+            else:
+                # 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
+                    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}")
+
         # 如果有更新，持久化到数据库
         if needs_update:
             db = db_service.get_session()
@@ -437,6 +461,7 @@ class PaperTradingService:
                 if db_order:
                     db_order.max_profit = order.max_profit
                     db_order.max_drawdown = order.max_drawdown
+                    db_order.stop_loss = order.stop_loss
                     db.commit()
             except Exception as e:
                 logger.error(f"更新订单极值失败: {e}")
@@ -444,6 +469,20 @@ class PaperTradingService:
             finally:
                 db.close()
 
+        # 如果触发了保本止损，返回通知信息
+        if breakeven_triggered:
+            return {
+                'event_type': 'breakeven_triggered',
+                'order_id': order.order_id,
+                'symbol': order.symbol,
+                'side': order.side.value,
+                'filled_price': order.filled_price,
+                'new_stop_loss': order.stop_loss,
+                'current_pnl_percent': current_pnl_percent
+            }
+
+        return None
+
     def close_order_manual(self, order_id: str, exit_price: float) -> Optional[Dict[str, Any]]:
         """手动平仓或取消挂单"""
         if order_id not in self.active_orders: