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feat: paper_trades store score_factors JSONB (direction/crowding/environment/confirmation/auxiliary breakdown)

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root 2026-02-28 13:45:26 +00:00
parent 404cc683e0
commit 022ead6d6c
2 changed files with 9 additions and 5 deletions
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1
backend/db.py
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@ -247,6 +247,7 @@ CREATE TABLE IF NOT EXISTS paper_trades (
status TEXT DEFAULT 'active',
pnl_r DOUBLE PRECISION DEFAULT 0,
atr_at_entry DOUBLE PRECISION DEFAULT 0,
score_factors JSONB,
created_at TIMESTAMP DEFAULT NOW()
);
"""

13
backend/signal_engine.py
View File

@ -493,8 +493,9 @@ def save_indicator_1m(ts: int, symbol: str, result: dict):
# ─── 模拟盘 ──────────────────────────────────────────────────────
def paper_open_trade(symbol: str, direction: str, price: float, score: int, tier: str, atr: float, now_ms: int):
def paper_open_trade(symbol: str, direction: str, price: float, score: int, tier: str, atr: float, now_ms: int, factors: dict = None):
"""模拟开仓"""
import json as _json3
risk_atr = 0.7 * atr
if risk_atr <= 0:
return
@ -510,9 +511,10 @@ def paper_open_trade(symbol: str, direction: str, price: float, score: int, tier
with get_sync_conn() as conn:
with conn.cursor() as cur:
cur.execute(
"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
(symbol, direction, score, tier, price, now_ms, tp1, tp2, sl, atr)
"INSERT INTO paper_trades (symbol,direction,score,tier,entry_price,entry_ts,tp1_price,tp2_price,sl_price,atr_at_entry,score_factors) "
"VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
(symbol, direction, score, tier, price, now_ms, tp1, tp2, sl, atr,
_json3.dumps(factors) if factors else None)
)
conn.commit()
logger.info(f"[{symbol}] 📝 模拟开仓: {direction} @ {price:.2f} score={score} tier={tier} TP1={tp1:.2f} TP2={tp2:.2f} SL={sl:.2f}")
@ -705,7 +707,8 @@ def main():
paper_open_trade(
sym, result["signal"], result["price"],
result["score"], tier,
result["atr"], now_ms
result["atr"], now_ms,
factors=result.get("factors")
)
# 模拟盘持仓检查由paper_monitor.py通过WebSocket实时处理，这里不再检查