From 809fb60a50457d578887a84434e6af5b7c141368 Mon Sep 17 00:00:00 2001
From: dev-worker <dev-worker@local>
Date: Tue, 3 Mar 2026 04:50:00 +0000
Subject: [PATCH] =?UTF-8?q?scripts:=20replay=5Fpaper=5Ftrades=20v3?=
 =?UTF-8?q?=E4=BF=AE=E5=A4=8D?=
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- 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 | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/scripts/replay_paper_trades.py b/scripts/replay_paper_trades.py
index b006983..30367b0 100644
--- a/scripts/replay_paper_trades.py
+++ b/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()