feat: paper trading switch + config API + max positions limit
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@ -500,6 +500,39 @@ async def get_signal_trades(
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# ─── 模拟盘 API ──────────────────────────────────────────────────
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# 模拟盘配置状态（与signal_engine共享的运行时状态）
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paper_config = {
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"enabled": False,
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"initial_balance": 10000,
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"risk_per_trade": 0.02,
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"max_positions": 4,
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"tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5},
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}
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@app.get("/api/paper/config")
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async def paper_get_config(user: dict = Depends(get_current_user)):
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"""获取模拟盘配置"""
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return paper_config
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@app.post("/api/paper/config")
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async def paper_set_config(request: Request, user: dict = Depends(get_current_user)):
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"""修改模拟盘配置（仅admin）"""
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if user.get("role") != "admin":
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raise HTTPException(status_code=403, detail="仅管理员可修改")
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body = await request.json()
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for k in ["enabled", "initial_balance", "risk_per_trade", "max_positions"]:
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if k in body:
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paper_config[k] = body[k]
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# 写入配置文件让signal_engine也能读到
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import json
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config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
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with open(config_path, "w") as f:
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json.dump(paper_config, f, indent=2)
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return {"ok": True, "config": paper_config}
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@app.get("/api/paper/summary")
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async def paper_summary(user: dict = Depends(get_current_user)):
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"""模拟盘总览"""
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@ -37,6 +37,33 @@ logger = logging.getLogger("signal-engine")
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SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
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LOOP_INTERVAL = 15 # 秒（从5改15，CPU降60%，信号质量无影响）
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# ─── 模拟盘配置 ───────────────────────────────────────────────────
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PAPER_TRADING_ENABLED = False # 开关（范总确认后通过API开启）
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PAPER_INITIAL_BALANCE = 10000 # 虚拟初始资金 USDT
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PAPER_RISK_PER_TRADE = 0.02 # 单笔风险 2%（即200U）
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PAPER_MAX_POSITIONS = 4 # 最大同时持仓数
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PAPER_TIER_MULTIPLIER = { # 档位仓位倍数
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"light": 0.5, # 轻仓: 1%
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"standard": 1.0, # 标准: 2%
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"heavy": 1.5, # 加仓: 3%
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}
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def load_paper_config():
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"""从配置文件加载模拟盘开关和参数"""
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global PAPER_TRADING_ENABLED, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS
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config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
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try:
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with open(config_path, "r") as f:
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import json as _json2
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cfg = _json2.load(f)
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PAPER_TRADING_ENABLED = cfg.get("enabled", False)
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PAPER_INITIAL_BALANCE = cfg.get("initial_balance", 10000)
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PAPER_RISK_PER_TRADE = cfg.get("risk_per_trade", 0.02)
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PAPER_MAX_POSITIONS = cfg.get("max_positions", 4)
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except FileNotFoundError:
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pass
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# ─────────────────────────────────────────────────────────────────
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# 窗口大小（毫秒）
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WINDOW_FAST = 30 * 60 * 1000 # 30分钟
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WINDOW_MID = 4 * 3600 * 1000 # 4小时
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@ -574,6 +601,14 @@ def paper_has_active_position(symbol: str) -> bool:
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return cur.fetchone()[0] > 0
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def paper_active_count() -> int:
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"""当前所有币种活跃持仓总数"""
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with get_sync_conn() as conn:
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with conn.cursor() as cur:
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cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')")
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return cur.fetchone()[0]
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# ─── 主循环 ──────────────────────────────────────────────────────
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def main():
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@ -591,6 +626,8 @@ def main():
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while True:
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try:
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now_ms = int(time.time() * 1000)
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# 每轮重新加载配置（支持API热更新开关）
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load_paper_config()
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for sym, state in states.items():
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new_trades = fetch_new_trades(sym, state.last_processed_id)
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for t in new_trades:
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@ -607,16 +644,19 @@ def main():
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if result.get("signal"):
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logger.info(f"[{sym}] 🚨 信号: {result['signal']} score={result['score']} price={result['price']:.1f}")
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# 模拟盘开仓
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if not paper_has_active_position(sym):
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# 模拟盘开仓（需开关开启）
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if PAPER_TRADING_ENABLED and not paper_has_active_position(sym):
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active_count = paper_active_count()
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if active_count < PAPER_MAX_POSITIONS:
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tier = result.get("tier", "standard")
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paper_open_trade(
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sym, result["signal"], result["price"],
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result["score"], result.get("tier", "standard"),
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result["score"], tier,
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result["atr"], now_ms
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)
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# 模拟盘持仓检查（每次循环都检查，不管有没有新信号）
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if result.get("price") and result["price"] > 0:
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# 模拟盘持仓检查（开关开着才检查）
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if PAPER_TRADING_ENABLED and result.get("price") and result["price"] > 0:
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paper_check_positions(sym, result["price"], now_ms)
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cycle += 1
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@ -15,6 +15,55 @@ function fmtPrice(p: number) {
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return p < 100 ? p.toFixed(4) : p.toLocaleString("en-US", { minimumFractionDigits: 1, maximumFractionDigits: 1 });
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}
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// ─── 控制面板（开关+配置）──────────────────────────────────────
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function ControlPanel() {
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const [config, setConfig] = useState<any>(null);
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const [saving, setSaving] = useState(false);
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useEffect(() => {
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const f = async () => { try { const r = await authFetch("/api/paper/config"); if (r.ok) setConfig(await r.json()); } catch {} };
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f();
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}, []);
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const toggle = async () => {
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setSaving(true);
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try {
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const r = await authFetch("/api/paper/config", {
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method: "POST",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify({ enabled: !config.enabled }),
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});
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if (r.ok) setConfig(await r.json().then(j => j.config));
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} catch {} finally { setSaving(false); }
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};
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if (!config) return null;
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return (
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<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`}>
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<div className="flex items-center gap-3">
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<button onClick={toggle} disabled={saving}
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className={`px-3 py-1.5 rounded-lg text-xs font-bold transition-all ${
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config.enabled
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? "bg-red-500 text-white hover:bg-red-600"
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: "bg-emerald-500 text-white hover:bg-emerald-600"
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}`}>
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{saving ? "..." : config.enabled ? "⏹ 停止模拟盘" : "▶️ 启动模拟盘"}
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</button>
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<span className={`text-xs font-medium ${config.enabled ? "text-emerald-700" : "text-slate-500"}`}>
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{config.enabled ? "🟢 运行中" : "⚪ 已停止"}
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</span>
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</div>
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<div className="flex gap-4 text-[10px] text-slate-500">
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<span>初始资金: ${config.initial_balance?.toLocaleString()}</span>
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<span>单笔风险: {(config.risk_per_trade * 100).toFixed(0)}%</span>
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<span>最大持仓: {config.max_positions}</span>
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</div>
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</div>
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);
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}
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// ─── 总览面板 ────────────────────────────────────────────────────
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function SummaryCards() {
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@ -288,6 +337,7 @@ export default function PaperTradingPage() {
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<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>
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</div>
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<ControlPanel />
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<SummaryCards />
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<ActivePositions />
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<EquityCurve />
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