refactor: A1 hot-reload strategy configs, A4 remove dead paper_check_positions, A6 signals/history query signal_indicators
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@ -226,11 +226,30 @@ async def get_stats_ytd(user: dict = Depends(get_current_user)):
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@app.get("/api/signals/history")
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async def get_signals_history(limit: int = 100, user: dict = Depends(get_current_user)):
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async def get_signals_history(
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limit: int = 100,
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symbol: str = None,
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strategy: str = None,
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user: dict = Depends(get_current_user)
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):
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try:
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conditions = []
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args = []
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idx = 1
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if symbol:
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conditions.append(f"symbol = ${idx}")
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args.append(symbol.upper())
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idx += 1
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if strategy:
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conditions.append(f"strategy = ${idx}")
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args.append(strategy)
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idx += 1
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where = f"WHERE {' AND '.join(conditions)}" if conditions else ""
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args.append(limit)
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rows = await async_fetch(
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"SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT $1",
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limit
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f"SELECT id, ts, symbol, strategy, score, signal, price, factors "
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f"FROM signal_indicators {where} ORDER BY ts DESC LIMIT ${idx}",
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*args
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)
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return {"items": rows}
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except Exception as e:
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@ -785,95 +785,6 @@ def paper_open_trade(
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)
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def paper_check_positions(symbol: str, current_price: float, now_ms: int):
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"""检查模拟盘持仓的止盈止损"""
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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(
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"SELECT id, direction, entry_price, tp1_price, tp2_price, sl_price, tp1_hit, entry_ts, atr_at_entry, risk_distance "
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"FROM paper_trades WHERE symbol=%s AND status IN ('active','tp1_hit') ORDER BY id",
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(symbol,)
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)
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positions = cur.fetchall()
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for pos in positions:
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pid, direction, entry_price, tp1, tp2, sl, tp1_hit, entry_ts, atr_entry, rd_db = pos
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closed = False
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new_status = None
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pnl_r = 0.0
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risk_distance = rd_db if rd_db and rd_db > 0 else abs(entry_price - sl)
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# === 实盘模拟：TP/SL视为限价单，以挂单价成交 ===
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if direction == "LONG":
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if current_price <= sl:
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closed = True
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exit_price = sl
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if tp1_hit:
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new_status = "sl_be"
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tp1_r = (tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
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pnl_r = 0.5 * tp1_r
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else:
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new_status = "sl"
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pnl_r = (exit_price - entry_price) / risk_distance if risk_distance > 0 else -1.0
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elif not tp1_hit and current_price >= tp1:
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# TP1触发，移动止损到成本价
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new_sl = entry_price * 1.0005
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cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s", (new_sl, pid))
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logger.info(f"[{symbol}] 📝 TP1触发 LONG @ {current_price:.2f}, SL移至成本{new_sl:.2f}")
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elif tp1_hit and current_price >= tp2:
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closed = True
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exit_price = tp2
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new_status = "tp"
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tp1_r = (tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
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tp2_r = (tp2 - entry_price) / risk_distance if risk_distance > 0 else 0
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pnl_r = 0.5 * tp1_r + 0.5 * tp2_r
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else: # SHORT
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if current_price >= sl:
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closed = True
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exit_price = sl
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if tp1_hit:
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new_status = "sl_be"
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tp1_r = (entry_price - tp1) / risk_distance if risk_distance > 0 else 0
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pnl_r = 0.5 * tp1_r
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else:
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new_status = "sl"
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pnl_r = (entry_price - exit_price) / risk_distance if risk_distance > 0 else -1.0
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elif not tp1_hit and current_price <= tp1:
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new_sl = entry_price * 0.9995
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cur.execute("UPDATE paper_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit' WHERE id=%s", (new_sl, pid))
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logger.info(f"[{symbol}] 📝 TP1触发 SHORT @ {current_price:.2f}, SL移至成本{new_sl:.2f}")
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elif tp1_hit and current_price <= tp2:
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closed = True
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exit_price = tp2
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new_status = "tp"
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tp1_r = (entry_price - tp1) / risk_distance if risk_distance > 0 else 0
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tp2_r = (entry_price - tp2) / risk_distance if risk_distance > 0 else 0
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pnl_r = 0.5 * tp1_r + 0.5 * tp2_r
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# 时间止损：60分钟（市价平仓）
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if not closed and (now_ms - entry_ts > 60 * 60 * 1000):
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closed = True
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exit_price = current_price
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new_status = "timeout"
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if direction == "LONG":
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move = current_price - entry_price
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else:
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move = entry_price - current_price
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pnl_r = move / risk_distance if risk_distance > 0 else 0
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if tp1_hit:
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tp1_r = abs(tp1 - entry_price) / risk_distance if risk_distance > 0 else 0
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pnl_r = max(pnl_r, 0.5 * tp1_r)
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if closed:
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# 扣除手续费（开仓+平仓各Taker 0.05%）
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fee_r = (2 * PAPER_FEE_RATE * entry_price) / risk_distance if risk_distance > 0 else 0
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pnl_r -= fee_r
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cur.execute(
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"UPDATE paper_trades SET status=%s, exit_price=%s, exit_ts=%s, pnl_r=%s WHERE id=%s",
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(new_status, exit_price, now_ms, round(pnl_r, 4), pid)
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)
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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)")
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conn.commit()
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@ -1065,6 +976,9 @@ def main():
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if cycle % 60 == 0:
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old_strategies = list(PAPER_ENABLED_STRATEGIES)
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load_paper_config()
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strategy_configs = load_strategy_configs() # A1: 热重载权重/阈值/TP/SL
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strategy_names = [cfg.get("name", "unknown") for cfg in strategy_configs]
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primary_strategy_name = "v52_8signals" if any(cfg.get("name") == "v52_8signals" for cfg in strategy_configs) else strategy_names[0]
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if list(PAPER_ENABLED_STRATEGIES) != old_strategies:
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logger.info(f"📋 配置热加载: enabled_strategies={PAPER_ENABLED_STRATEGIES}")
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for sym, state in states.items():
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