feat: paper trading signal flip - reverse signal closes existing position then opens new

backend/signal_engine.py

@@ -607,6 +607,43 @@ def paper_has_active_position(symbol: str) -> bool:
             return cur.fetchone()[0] > 0
 
 
+def paper_get_active_direction(symbol: str) -> str | None:
+    """获取该币种活跃持仓的方向，无持仓返回None"""
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            cur.execute("SELECT direction FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit') LIMIT 1", (symbol,))
+            row = cur.fetchone()
+            return row[0] if row else None
+
+
+def paper_close_by_signal(symbol: str, current_price: float, now_ms: int):
+    """反向信号平仓：按当前价平掉该币种所有活跃仓位"""
+    with get_sync_conn() as conn:
+        with conn.cursor() as cur:
+            cur.execute(
+                "SELECT id, direction, entry_price, tp1_hit, atr_at_entry "
+                "FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit')",
+                (symbol,)
+            )
+            positions = cur.fetchall()
+            for pos in positions:
+                pid, direction, entry_price, tp1_hit, atr_entry = pos
+                risk_distance = 2.0 * 0.7 * atr_entry if atr_entry > 0 else 1
+                if direction == "LONG":
+                    pnl_r = (current_price - entry_price) / risk_distance if risk_distance > 0 else 0
+                else:
+                    pnl_r = (entry_price - current_price) / risk_distance if risk_distance > 0 else 0
+                # 扣手续费
+                fee_r = (2 * PAPER_FEE_RATE * entry_price) / risk_distance if risk_distance > 0 else 0
+                pnl_r -= fee_r
+                cur.execute(
+                    "UPDATE paper_trades SET status='signal_flip', exit_price=%s, exit_ts=%s, pnl_r=%s WHERE id=%s",
+                    (current_price, now_ms, round(pnl_r, 4), pid)
+                )
+                logger.info(f"[{symbol}] 📝 反向信号平仓: {direction} @ {current_price:.2f} pnl={pnl_r:+.2f}R")
+            conn.commit()
+
+
 def paper_active_count() -> int:
     """当前所有币种活跃持仓总数"""
     with get_sync_conn() as conn:
@@ -651,15 +688,24 @@ 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（需开关开启）
-                    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"], tier,
-                                result["atr"], now_ms
-                            )
+                    if PAPER_TRADING_ENABLED:
+                        existing_dir = paper_get_active_direction(sym)
+                        new_dir = result["signal"]
+
+                        if existing_dir and existing_dir != new_dir:
+                            # 反向信号：先平掉现有仓位
+                            paper_close_by_signal(sym, result["price"], now_ms)
+                            logger.info(f"[{sym}] 📝 反向信号平仓: {existing_dir} → {new_dir}")
+
+                        if 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"], tier,
+                                    result["atr"], now_ms
+                                )
 
                 # 模拟盘持仓检查（开关开着才检查）
                 if PAPER_TRADING_ENABLED and result.get("price") and result["price"] > 0:

frontend/app/paper/page.tsx

@@ -268,9 +268,10 @@ function TradeHistory() {
                         t.status === "tp" ? "bg-emerald-100 text-emerald-700" :
                         t.status === "sl" ? "bg-red-100 text-red-700" :
                         t.status === "sl_be" ? "bg-amber-100 text-amber-700" :
+                        t.status === "signal_flip" ? "bg-purple-100 text-purple-700" :
                         "bg-slate-100 text-slate-600"
                       }`}>
-                        {t.status === "tp" ? "止盈" : t.status === "sl" ? "止损" : t.status === "sl_be" ? "保本" : t.status === "timeout" ? "超时" : t.status}
+                        {t.status === "tp" ? "止盈" : t.status === "sl" ? "止损" : t.status === "sl_be" ? "保本" : t.status === "timeout" ? "超时" : t.status === "signal_flip" ? "翻转" : t.status}
                       </span>
                     </td>
                     <td className="px-2 py-1.5 text-right font-mono">{t.score}</td>