refactor: A1 hot-reload strategy configs, A4 remove dead paper_check_positions, A6 signals/history query signal_indicators

backend/main.py

@@ -226,11 +226,30 @@ async def get_stats_ytd(user: dict = Depends(get_current_user)):
 
 
 @app.get("/api/signals/history")
-async def get_signals_history(limit: int = 100, user: dict = Depends(get_current_user)):
+async def get_signals_history(
+    limit: int = 100,
+    symbol: str = None,
+    strategy: str = None,
+    user: dict = Depends(get_current_user)
+):
     try:
+        conditions = []
+        args = []
+        idx = 1
+        if symbol:
+            conditions.append(f"symbol = ${idx}")
+            args.append(symbol.upper())
+            idx += 1
+        if strategy:
+            conditions.append(f"strategy = ${idx}")
+            args.append(strategy)
+            idx += 1
+        where = f"WHERE {' AND '.join(conditions)}" if conditions else ""
+        args.append(limit)
         rows = await async_fetch(
-            "SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT $1",
+            f"SELECT id, ts, symbol, strategy, score, signal, price, factors "
-            limit
+            f"FROM signal_indicators {where} ORDER BY ts DESC LIMIT ${idx}",
+            *args
         )
         return {"items": rows}
     except Exception as e:

backend/signal_engine.py

@@ -785,95 +785,6 @@ def paper_open_trade(
     )
 
 
-def paper_check_positions(symbol: str, current_price: float, now_ms: int):
-    """检查模拟盘持仓的止盈止损"""
-    with get_sync_conn() as conn:
-        with conn.cursor() as cur:
-            cur.execute(
-                "SELECT id, direction, entry_price, tp1_price, tp2_price, sl_price, tp1_hit, entry_ts, atr_at_entry, risk_distance "
-                "FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit') ORDER BY id",
-                (symbol,)
-            )
-            positions = cur.fetchall()
-
-            for pos in positions:
-                pid, direction, entry_price, tp1, tp2, sl, tp1_hit, entry_ts, atr_entry, rd_db = pos
-                closed = False
-                new_status = None
-                pnl_r = 0.0
-                risk_distance = rd_db if rd_db and rd_db > 0 else abs(entry_price - sl)
-
-                # === 实盘模拟：TP/SL视为限价单，以挂单价成交 ===
-                if direction == "LONG":
-                    if current_price <= sl:
-                        closed = True
-                        exit_price = sl
-                        if tp1_hit:
-                            new_status = "sl_be"
-                            tp1_r = (tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
-                            pnl_r = 0.5 * tp1_r
-                        else:
-                            new_status = "sl"
-                            pnl_r = (exit_price - entry_price) / risk_distance if risk_distance > 0 else -1.0
-                    elif not tp1_hit and current_price >= tp1:
-                        # TP1触发，移动止损到成本价
-                        new_sl = entry_price * 1.0005
-                        cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s", (new_sl, pid))
-                        logger.info(f"[{symbol}] 📝 TP1触发 LONG @ {current_price:.2f}, SL移至成本{new_sl:.2f}")
-                    elif tp1_hit and current_price >= tp2:
-                        closed = True
-                        exit_price = tp2
-                        new_status = "tp"
-                        tp1_r = (tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
-                        tp2_r = (tp2 - entry_price) / risk_distance if risk_distance > 0 else 0
-                        pnl_r = 0.5 * tp1_r + 0.5 * tp2_r
-                else:  # SHORT
-                    if current_price >= sl:
-                        closed = True
-                        exit_price = sl
-                        if tp1_hit:
-                            new_status = "sl_be"
-                            tp1_r = (entry_price - tp1) / risk_distance if risk_distance > 0 else 0
-                            pnl_r = 0.5 * tp1_r
-                        else:
-                            new_status = "sl"
-                            pnl_r = (entry_price - exit_price) / risk_distance if risk_distance > 0 else -1.0
-                    elif not tp1_hit and current_price <= tp1:
-                        new_sl = entry_price * 0.9995
-                        cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s", (new_sl, pid))
-                        logger.info(f"[{symbol}] 📝 TP1触发 SHORT @ {current_price:.2f}, SL移至成本{new_sl:.2f}")
-                    elif tp1_hit and current_price <= tp2:
-                        closed = True
-                        exit_price = tp2
-                        new_status = "tp"
-                        tp1_r = (entry_price - tp1) / risk_distance if risk_distance > 0 else 0
-                        tp2_r = (entry_price - tp2) / risk_distance if risk_distance > 0 else 0
-                        pnl_r = 0.5 * tp1_r + 0.5 * tp2_r
-
-                # 时间止损：60分钟（市价平仓）
-                if not closed and (now_ms - entry_ts > 60 * 60 * 1000):
-                    closed = True
-                    exit_price = current_price
-                    new_status = "timeout"
-                    if direction == "LONG":
-                        move = current_price - entry_price
-                    else:
-                        move = entry_price - current_price
-                    pnl_r = move / risk_distance if risk_distance > 0 else 0
-                    if tp1_hit:
-                        tp1_r = abs(tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
-                        pnl_r = max(pnl_r, 0.5 * tp1_r)
-
-                if closed:
-                    # 扣除手续费（开仓+平仓各Taker 0.05%）
-                    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=%s, exit_price=%s, exit_ts=%s, pnl_r=%s WHERE id=%s",
-                        (new_status, exit_price, now_ms, round(pnl_r, 4), pid)
-                    )
-                    logger.info(f"[{symbol}] 📝 模拟平仓: {direction} @ {exit_price:.2f} status={new_status} pnl={pnl_r:+.2f}R (fee={fee_r:.3f}R)")
 
             conn.commit()
 
@@ -1065,6 +976,9 @@ def main():
             if cycle % 60 == 0:
                 old_strategies = list(PAPER_ENABLED_STRATEGIES)
                 load_paper_config()
+                strategy_configs = load_strategy_configs()  # A1: 热重载权重/阈值/TP/SL
+                strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
+                primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
                 if list(PAPER_ENABLED_STRATEGIES) != old_strategies:
                     logger.info(f"📋 配置热加载: enabled_strategies={PAPER_ENABLED_STRATEGIES}")
                 for sym, state in states.items():