scripts: replay_paper_trades v3修复

- 加status NOT IN (active,tp1_hit)保护活跃单
- 内置fee_r扣除: 2*0.0005*entry/rd
- 解决xiaofan审阅的3个硬问题

scripts/replay_paper_trades.py

@@ -217,6 +217,11 @@ def replay_trade(cur, tid, symbol, direction, strategy, entry_ts, atr):
             result_exit_ts = timeout_ts
             result_exit_price = exit_price
 
+    # 扣手续费: fee_r = 2 * taker_rate * entry / rd（开仓+平仓各一次）
+    PAPER_FEE_RATE = 0.0005
+    fee_r = 2 * PAPER_FEE_RATE * entry / rd if rd > 0 else 0
+    result_pnl_r -= fee_r
+
     return {
         'id': tid,
         'entry': entry,
@@ -241,6 +246,7 @@ def main(dry_run=False):
         SELECT id, symbol, direction, strategy, entry_ts, atr_at_entry
         FROM paper_trades
         WHERE atr_at_entry > 0
+          AND status NOT IN ('active', 'tp1_hit')
         ORDER BY id ASC
     """)
     trades = cur.fetchall()