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
+1
View File
@@ -100,3 +100,4 @@ class AlertConfigUpdate(BaseModel):
score_drop_enabled: bool | None = None
digest_enabled: bool | None = None
regime_quadrant_enabled: bool | None = None
trade_closed_enabled: bool | None = None
+11
View File
@@ -20,6 +20,12 @@ class PaperTradeClose(BaseModel):
close_price: float | None = Field(default=None, gt=0)
class ExitPolicyUpdate(BaseModel):
"""Auto-exit policy for open paper trades."""
mode: str | None = Field(default=None, pattern=r"^(trailing|target)$")
trailing_pct: float | None = Field(default=None, ge=0.5, le=90)
class PaperTradeResponse(BaseModel):
id: int
symbol: str
@@ -38,3 +44,8 @@ class PaperTradeResponse(BaseModel):
benchmark_return_pct: float | None = None
alpha_pct: float | None = None
alpha_usd: float | None = None
close_reason: str | None = None
# Live trailing-stop level + how far price sits above it (% ), for open trades
# when the trailing exit policy is active.
trailing_stop: float | None = None
trailing_distance_pct: float | None = None