feat: paper trading switch + config API + max positions limit

backend/main.py

@@ -500,6 +500,39 @@ async def get_signal_trades(
 
 # ─── 模拟盘 API ──────────────────────────────────────────────────
 
+# 模拟盘配置状态（与signal_engine共享的运行时状态）
+paper_config = {
+    "enabled": False,
+    "initial_balance": 10000,
+    "risk_per_trade": 0.02,
+    "max_positions": 4,
+    "tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5},
+}
+
+
+@app.get("/api/paper/config")
+async def paper_get_config(user: dict = Depends(get_current_user)):
+    """获取模拟盘配置"""
+    return paper_config
+
+
+@app.post("/api/paper/config")
+async def paper_set_config(request: Request, user: dict = Depends(get_current_user)):
+    """修改模拟盘配置（仅admin）"""
+    if user.get("role") != "admin":
+        raise HTTPException(status_code=403, detail="仅管理员可修改")
+    body = await request.json()
+    for k in ["enabled", "initial_balance", "risk_per_trade", "max_positions"]:
+        if k in body:
+            paper_config[k] = body[k]
+    # 写入配置文件让signal_engine也能读到
+    import json
+    config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
+    with open(config_path, "w") as f:
+        json.dump(paper_config, f, indent=2)
+    return {"ok": True, "config": paper_config}
+
+
 @app.get("/api/paper/summary")
 async def paper_summary(user: dict = Depends(get_current_user)):
     """模拟盘总览"""

backend/signal_engine.py

@@ -37,6 +37,33 @@ logger = logging.getLogger("signal-engine")
 SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
 LOOP_INTERVAL = 15  # 秒（从5改15，CPU降60%，信号质量无影响）
 
+# ─── 模拟盘配置 ───────────────────────────────────────────────────
+PAPER_TRADING_ENABLED = False      # 开关（范总确认后通过API开启）
+PAPER_INITIAL_BALANCE = 10000      # 虚拟初始资金 USDT
+PAPER_RISK_PER_TRADE = 0.02        # 单笔风险 2%（即200U）
+PAPER_MAX_POSITIONS = 4            # 最大同时持仓数
+PAPER_TIER_MULTIPLIER = {          # 档位仓位倍数
+    "light": 0.5,                  # 轻仓: 1%
+    "standard": 1.0,               # 标准: 2%
+    "heavy": 1.5,                  # 加仓: 3%
+}
+
+def load_paper_config():
+    """从配置文件加载模拟盘开关和参数"""
+    global PAPER_TRADING_ENABLED, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS
+    config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
+    try:
+        with open(config_path, "r") as f:
+            import json as _json2
+            cfg = _json2.load(f)
+            PAPER_TRADING_ENABLED = cfg.get("enabled", False)
+            PAPER_INITIAL_BALANCE = cfg.get("initial_balance", 10000)
+            PAPER_RISK_PER_TRADE = cfg.get("risk_per_trade", 0.02)
+            PAPER_MAX_POSITIONS = cfg.get("max_positions", 4)
+    except FileNotFoundError:
+        pass
+# ─────────────────────────────────────────────────────────────────
+
 # 窗口大小（毫秒）
 WINDOW_FAST = 30 * 60 * 1000      # 30分钟
 WINDOW_MID = 4 * 3600 * 1000      # 4小时
@@ -574,6 +601,14 @@ def paper_has_active_position(symbol: str) -> bool:
             return cur.fetchone()[0] > 0
 
 
+def paper_active_count() -> int:
+    """当前所有币种活跃持仓总数"""
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')")
+            return cur.fetchone()[0]
+
+
 # ─── 主循环 ──────────────────────────────────────────────────────
 
 def main():
@@ -591,6 +626,8 @@ def main():
     while True:
         try:
             now_ms = int(time.time() * 1000)
+            # 每轮重新加载配置（支持API热更新开关）
+            load_paper_config()
             for sym, state in states.items():
                 new_trades = fetch_new_trades(sym, state.last_processed_id)
                 for t in new_trades:
@@ -607,16 +644,19 @@ def main():
 
                 if result.get("signal"):
                     logger.info(f"[{sym}] 🚨 信号: {result['signal']} score={result['score']} price={result['price']:.1f}")
-                    # 模拟盘开仓
+                    # 模拟盘开仓（需开关开启）
-                    if not paper_has_active_position(sym):
+                    if PAPER_TRADING_ENABLED and not paper_has_active_position(sym):
+                        active_count = paper_active_count()
+                        if active_count < PAPER_MAX_POSITIONS:
+                            tier = result.get("tier", "standard")
                             paper_open_trade(
                                 sym, result["signal"], result["price"],
-                            result["score"], result.get("tier", "standard"),
+                                result["score"], tier,
                                 result["atr"], now_ms
                             )
 
-                # 模拟盘持仓检查（每次循环都检查，不管有没有新信号）
+                # 模拟盘持仓检查（开关开着才检查）
-                if result.get("price") and result["price"] > 0:
+                if PAPER_TRADING_ENABLED and result.get("price") and result["price"] > 0:
                     paper_check_positions(sym, result["price"], now_ms)
 
             cycle += 1

frontend/app/paper/page.tsx

@@ -15,6 +15,55 @@ function fmtPrice(p: number) {
   return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
 }
 
+// ─── 控制面板（开关+配置）──────────────────────────────────────
+
+function ControlPanel() {
+  const [config, setConfig] = useState<any>(null);
+  const [saving, setSaving] = useState(false);
+
+  useEffect(() => {
+    const f = async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} };
+    f();
+  }, []);
+
+  const toggle = async () => {
+    setSaving(true);
+    try {
+      const r = await authFetch("/api/paper/config", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ enabled: !config.enabled }),
+      });
+      if (r.ok) setConfig(await r.json().then(j => j.config));
+    } catch {} finally { setSaving(false); }
+  };
+
+  if (!config) return null;
+
+  return (
+    <div className={`rounded-xl border-2 ${config.enabled ? "border-emerald-400 bg-emerald-50" : "border-slate-200 bg-white"} px-3 py-2 flex items-center justify-between`}>
+      <div className="flex items-center gap-3">
+        <button onClick={toggle} disabled={saving}
+          className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${
+            config.enabled
+              ? "bg-red-500 text-white hover:bg-red-600"
+              : "bg-emerald-500 text-white hover:bg-emerald-600"
+          }`}>
+          {saving ? "..." : config.enabled ? "⏹ 停止模拟盘" : "▶️ 启动模拟盘"}
+        </button>
+        <span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>
+          {config.enabled ? "🟢 运行中" : "⚪ 已停止"}
+        </span>
+      </div>
+      <div className="flex gap-4 text-[10px] text-slate-500">
+        <span>初始资金: ${config.initial_balance?.toLocaleString()}</span>
+        <span>单笔风险: {(config.risk_per_trade * 100).toFixed(0)}%</span>
+        <span>最大持仓: {config.max_positions}</span>
+      </div>
+    </div>
+  );
+}
+
 // ─── 总览面板 ────────────────────────────────────────────────────
 
 function SummaryCards() {
@@ -288,6 +337,7 @@ export default function PaperTradingPage() {
         <p className="text-[10px] text-slate-500">V5.1信号引擎自动交易 · 实时追踪 · 数据驱动优化</p>
       </div>
 
+      <ControlPanel />
       <SummaryCards />
       <ActivePositions />
       <EquityCurve />