update

backend/app/services/paper_trading_service.py

@@ -84,6 +84,31 @@ class PaperTradingService:
         if action not in ['buy', 'sell']:
             return None
 
+        symbol = signal.get('symbol', 'UNKNOWN')
+        side = OrderSide.LONG if action == 'buy' else OrderSide.SHORT
+        entry_price = signal.get('entry_price') or signal.get('price', 0)
+
+        # === 限制检查 ===
+        # 1. 同一交易对同一方向最多 3 个订单
+        same_direction_orders = [
+            order for order in self.active_orders.values()
+            if order.symbol == symbol and order.side == side
+        ]
+        if len(same_direction_orders) >= 3:
+            logger.info(f"订单限制: {symbol} {side.value} 方向已有 {len(same_direction_orders)} 个订单，跳过")
+            return None
+
+        # 2. 检查是否有接近的挂单（价格差距 < 1%）
+        pending_orders = [
+            order for order in same_direction_orders
+            if order.status == OrderStatus.PENDING
+        ]
+        for pending in pending_orders:
+            price_diff = abs(pending.entry_price - entry_price) / pending.entry_price
+            if price_diff < 0.01:  # 价格差距小于 1%
+                logger.info(f"订单限制: {symbol} 已有接近的挂单 @ ${pending.entry_price:,.2f}，新信号 @ ${entry_price:,.2f}，跳过")
+                return None
+
         # 获取信号等级
         grade = signal.get('signal_grade') or signal.get('grade', 'D')
         if grade == 'D':
@@ -95,18 +120,11 @@ class PaperTradingService:
         if quantity == 0:
             return None
 
-        # 确定订单方向
-        side = OrderSide.LONG if action == 'buy' else OrderSide.SHORT
-
         # 确定入场类型
         entry_type_str = signal.get('entry_type', 'market')
         entry_type = EntryType.LIMIT if entry_type_str == 'limit' else EntryType.MARKET
 
-        # 获取入场价
-        entry_price = signal.get('entry_price') or signal.get('price', 0)
-
         # 生成订单ID
-        symbol = signal.get('symbol', 'UNKNOWN')
         order_id = f"PT-{symbol}-{datetime.now().strftime('%Y%m%d%H%M%S')}-{uuid.uuid4().hex[:6]}"
 
         # 确定订单状态和成交价