feat: independent strategy paper trading controls

- Each strategy has its own position count (max 4 each)
- paper_config.enabled_strategies: per-strategy toggle
- is_strategy_enabled() checks both master switch and strategy list
- API: /api/paper/config now supports enabled_strategies array
- Config auto-loads on API startup

Usage: POST /api/paper/config {enabled_strategies: ['v52_8signals']}
This commit is contained in:
root 2026-03-01 12:43:46 +00:00
parent ee90b8dcfa
commit a9c3523a24
2 changed files with 39 additions and 12 deletions

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@ -597,12 +597,23 @@ async def get_signal_trades(
# 模拟盘配置状态与signal_engine共享的运行时状态 # 模拟盘配置状态与signal_engine共享的运行时状态
paper_config = { paper_config = {
"enabled": False, "enabled": False,
"enabled_strategies": [], # 分策略开关: ["v51_baseline", "v52_8signals"]
"initial_balance": 10000, "initial_balance": 10000,
"risk_per_trade": 0.02, "risk_per_trade": 0.02,
"max_positions": 4, "max_positions": 4,
"tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5}, "tier_multiplier": {"light": 0.5, "standard": 1.0, "heavy": 1.5},
} }
# 启动时加载已有配置
_config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
if os.path.exists(_config_path):
try:
with open(_config_path, "r") as _f:
_saved = json.load(_f)
paper_config.update(_saved)
except Exception:
pass
@app.get("/api/paper/config") @app.get("/api/paper/config")
async def paper_get_config(user: dict = Depends(get_current_user)): async def paper_get_config(user: dict = Depends(get_current_user)):
@ -616,11 +627,10 @@ async def paper_set_config(request: Request, user: dict = Depends(get_current_us
if user.get("role") != "admin": if user.get("role") != "admin":
raise HTTPException(status_code=403, detail="仅管理员可修改") raise HTTPException(status_code=403, detail="仅管理员可修改")
body = await request.json() body = await request.json()
for k in ["enabled", "initial_balance", "risk_per_trade", "max_positions"]: for k in ["enabled", "enabled_strategies", "initial_balance", "risk_per_trade", "max_positions"]:
if k in body: if k in body:
paper_config[k] = body[k] paper_config[k] = body[k]
# 写入配置文件让signal_engine也能读到 # 写入配置文件让signal_engine也能读到
import json
config_path = os.path.join(os.path.dirname(__file__), "paper_config.json") config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
with open(config_path, "w") as f: with open(config_path, "w") as f:
json.dump(paper_config, f, indent=2) json.dump(paper_config, f, indent=2)

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@ -67,10 +67,11 @@ def load_strategy_configs() -> list[dict]:
return configs return configs
# ─── 模拟盘配置 ─────────────────────────────────────────────────── # ─── 模拟盘配置 ───────────────────────────────────────────────────
PAPER_TRADING_ENABLED = False # 开关范总确认后通过API开启 PAPER_TRADING_ENABLED = False # 总开关(兼容旧逻辑)
PAPER_ENABLED_STRATEGIES = [] # 分策略开关: ["v51_baseline", "v52_8signals"]
PAPER_INITIAL_BALANCE = 10000 # 虚拟初始资金 USDT PAPER_INITIAL_BALANCE = 10000 # 虚拟初始资金 USDT
PAPER_RISK_PER_TRADE = 0.02 # 单笔风险 2%即200U PAPER_RISK_PER_TRADE = 0.02 # 单笔风险 2%即200U
PAPER_MAX_POSITIONS = 4 # 最大同时持仓数 PAPER_MAX_POSITIONS = 4 # 每套策略最大同时持仓数
PAPER_TIER_MULTIPLIER = { # 档位仓位倍数 PAPER_TIER_MULTIPLIER = { # 档位仓位倍数
"light": 0.5, # 轻仓: 1% "light": 0.5, # 轻仓: 1%
"standard": 1.0, # 标准: 2% "standard": 1.0, # 标准: 2%
@ -80,18 +81,29 @@ PAPER_FEE_RATE = 0.0005 # Taker手续费 0.05%(开仓+平仓各一
def load_paper_config(): def load_paper_config():
"""从配置文件加载模拟盘开关和参数""" """从配置文件加载模拟盘开关和参数"""
global PAPER_TRADING_ENABLED, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS global PAPER_TRADING_ENABLED, PAPER_ENABLED_STRATEGIES, PAPER_INITIAL_BALANCE, PAPER_RISK_PER_TRADE, PAPER_MAX_POSITIONS
config_path = os.path.join(os.path.dirname(__file__), "paper_config.json") config_path = os.path.join(os.path.dirname(__file__), "paper_config.json")
try: try:
with open(config_path, "r") as f: with open(config_path, "r") as f:
import json as _json2 import json as _json2
cfg = _json2.load(f) cfg = _json2.load(f)
PAPER_TRADING_ENABLED = cfg.get("enabled", False) PAPER_TRADING_ENABLED = cfg.get("enabled", False)
PAPER_ENABLED_STRATEGIES = cfg.get("enabled_strategies", [])
PAPER_INITIAL_BALANCE = cfg.get("initial_balance", 10000) PAPER_INITIAL_BALANCE = cfg.get("initial_balance", 10000)
PAPER_RISK_PER_TRADE = cfg.get("risk_per_trade", 0.02) PAPER_RISK_PER_TRADE = cfg.get("risk_per_trade", 0.02)
PAPER_MAX_POSITIONS = cfg.get("max_positions", 4) PAPER_MAX_POSITIONS = cfg.get("max_positions", 4)
except FileNotFoundError: except FileNotFoundError:
pass pass
def is_strategy_enabled(strategy_name: str) -> bool:
"""检查某策略是否启用模拟盘"""
if not PAPER_TRADING_ENABLED:
return False
# 如果enabled_strategies为空走旧逻辑全部启用
if not PAPER_ENABLED_STRATEGIES:
return True
return strategy_name in PAPER_ENABLED_STRATEGIES
# ───────────────────────────────────────────────────────────────── # ─────────────────────────────────────────────────────────────────
# 窗口大小(毫秒) # 窗口大小(毫秒)
@ -870,11 +882,14 @@ def paper_close_by_signal(symbol: str, current_price: float, now_ms: int, strate
conn.commit() conn.commit()
def paper_active_count() -> int: def paper_active_count(strategy: Optional[str] = None) -> int:
"""当前所有币种活跃持仓总数""" """当前活跃持仓总数(按策略独立计数)"""
with get_sync_conn() as conn: with get_sync_conn() as conn:
with conn.cursor() as cur: with conn.cursor() as cur:
cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')") if strategy:
cur.execute("SELECT COUNT(*) FROM paper_trades WHERE strategy=%s AND status IN ('active','tp1_hit')", (strategy,))
else:
cur.execute("SELECT COUNT(*) FROM paper_trades WHERE status IN ('active','tp1_hit')")
return cur.fetchone()[0] return cur.fetchone()[0]
@ -929,9 +944,11 @@ def main():
last_1m_save[sym] = bar_1m last_1m_save[sym] = bar_1m
# 反向信号平仓按策略独立判断score>=75才触发 # 反向信号平仓按策略独立判断score>=75才触发
if PAPER_TRADING_ENABLED and warmup_cycles <= 0: if warmup_cycles <= 0:
for strategy_cfg, result in strategy_results: for strategy_cfg, result in strategy_results:
strategy_name = strategy_cfg.get("name", "v51_baseline") strategy_name = strategy_cfg.get("name", "v51_baseline")
if not is_strategy_enabled(strategy_name):
continue
eval_dir = result.get("direction") eval_dir = result.get("direction")
existing_dir = paper_get_active_direction(sym, strategy_name) existing_dir = paper_get_active_direction(sym, strategy_name)
if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75: if existing_dir and eval_dir and existing_dir != eval_dir and result["score"] >= 75:
@ -948,10 +965,10 @@ def main():
f"[{sym}] 🚨 信号[{strategy_name}]: {result['signal']} " f"[{sym}] 🚨 信号[{strategy_name}]: {result['signal']} "
f"score={result['score']} price={result['price']:.1f}" f"score={result['score']} price={result['price']:.1f}"
) )
# 模拟盘开仓(需开关开启 + 跳过冷启动) # 模拟盘开仓(需该策略启用 + 跳过冷启动)
if PAPER_TRADING_ENABLED and warmup_cycles <= 0: if is_strategy_enabled(strategy_name) and warmup_cycles <= 0:
if not paper_has_active_position(sym, strategy_name): if not paper_has_active_position(sym, strategy_name):
active_count = paper_active_count() active_count = paper_active_count(strategy_name)
if active_count < PAPER_MAX_POSITIONS: if active_count < PAPER_MAX_POSITIONS:
tier = result.get("tier", "standard") tier = result.get("tier", "standard")
paper_open_trade( paper_open_trade(