feat: trailing-stop auto-exit for paper trades + close/digest alerts
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Applies the backtest-validated trailing stop to live paper trading, and surfaces
it transparently.

Exit (A):
- New paper-trade exit policy (paper_exit_mode=trailing, paper_trailing_pct=12),
  tunable in Admin → Paper-Trade Exit. resolve_open_trades runs a trailing stop
  (initial stop as floor, ratchets up from the peak; target ignored — the
  validated rule) and records close_reason (trailing|stop|target|manual; +migration
  013).
- list_trades enriches open trades with the live trailing-stop level + distance %.
  Open Trades panel shows the active tactic and a Trail Stop column.

Alerts (B):
- Daily digest now lists open trades with unrealized gain, trailing stop, and how
  far away it is.
- New "trade closed" alert: one summary per auto-close (trailing/target/stop, not
  manual) — direction, reason, days held, P&L abs+%/R — covering wins AND
  stop-loss losses. Deduped by trade id; toggle in Admin alerts.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-30 18:48:05 +02:00
parent ab9ce18809
commit 1566b84379
17 changed files with 558 additions and 25 deletions
+27 -2
View File
@@ -3,10 +3,15 @@
from fastapi import APIRouter, Depends, Query
from sqlalchemy.ext.asyncio import AsyncSession
from app.dependencies import get_db, require_access
from app.dependencies import get_db, require_access, require_admin
from app.models.user import User
from app.schemas.common import APIEnvelope
from app.schemas.paper_trade import PaperTradeClose, PaperTradeCreate, PaperTradeResponse
from app.schemas.paper_trade import (
ExitPolicyUpdate,
PaperTradeClose,
PaperTradeCreate,
PaperTradeResponse,
)
from app.services import paper_trade_service
router = APIRouter(tags=["paper-trades"])
@@ -40,6 +45,26 @@ async def list_paper_trades(
return APIEnvelope(status="success", data=data)
@router.get("/paper-trades/exit-policy", response_model=APIEnvelope)
async def read_exit_policy(
_user: User = Depends(require_access),
db: AsyncSession = Depends(get_db),
) -> APIEnvelope:
"""The active auto-exit policy for open paper trades (shown in the UI)."""
return APIEnvelope(status="success", data=await paper_trade_service.get_exit_policy(db))
@router.put("/paper-trades/exit-policy", response_model=APIEnvelope)
async def write_exit_policy(
body: ExitPolicyUpdate,
_user: User = Depends(require_admin),
db: AsyncSession = Depends(get_db),
) -> APIEnvelope:
"""Change the auto-exit policy (admin)."""
data = await paper_trade_service.set_exit_policy(db, mode=body.mode, trailing_pct=body.trailing_pct)
return APIEnvelope(status="success", data=data)
@router.post("/paper-trades", response_model=APIEnvelope, status_code=201)
async def create_paper_trade(
body: PaperTradeCreate,