feat: trailing-stop auto-exit for paper trades + close/digest alerts

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>
2026-06-30 18:48:05 +02:00
parent ab9ce18809
commit 1566b84379
17 changed files with 558 additions and 25 deletions
@@ -0,0 +1,68 @@
+import { useEffect, useState } from 'react';
+import type { ExitPolicy } from '../../lib/types';
+import { useExitPolicy, useUpdateExitPolicy } from '../../hooks/usePaperTrades';
+import { SkeletonCard } from '../ui/Skeleton';
+
+export function ExitPolicySettings() {
+  const { data, isLoading } = useExitPolicy();
+  const update = useUpdateExitPolicy();
+  const [mode, setMode] = useState<ExitPolicy['mode']>('trailing');
+  const [pct, setPct] = useState(12);
+
+  useEffect(() => {
+    if (data) {
+      setMode(data.mode);
+      setPct(data.trailing_pct);
+    }
+  }, [data]);
+
+  if (isLoading) return <SkeletonCard />;
+
+  return (
+    <div className="glass p-5 space-y-4">
+      <div>
+        <h3 className="text-sm font-semibold text-gray-200">Paper-Trade Exit</h3>
+        <p className="mt-1 text-xs text-gray-500">
+          How open paper trades auto-close (in the nightly/intraday outcome job).{' '}
+          <span className="text-gray-300">Trailing</span> rides a trailing stop — the backtest's best exit,
+          it lets winners run; <span className="text-gray-300">Target / stop</span> closes at the setup's
+          target or stop. The setup's initial stop is always the floor.
+        </p>
+      </div>
+      <div className="grid gap-4 md:grid-cols-2">
+        <label className="block space-y-1">
+          <span className="text-xs text-gray-400">Exit mode</span>
+          <select
+            value={mode}
+            onChange={(e) => setMode(e.target.value as ExitPolicy['mode'])}
+            className="w-full input-glass px-3 py-2 text-sm"
+          >
+            <option value="trailing">Trailing stop</option>
+            <option value="target">Target / stop</option>
+          </select>
+        </label>
+        <label className="block space-y-1">
+          <span className="text-xs text-gray-400">Trailing width (%)</span>
+          <input
+            type="number"
+            min={0.5}
+            max={90}
+            step={0.5}
+            value={pct}
+            onChange={(e) => setPct(Number(e.target.value))}
+            disabled={mode !== 'trailing'}
+            className="w-full input-glass px-3 py-2 text-sm disabled:opacity-50"
+          />
+          <span className="text-[11px] text-gray-600">Give-back from the peak. Backtest sweet spot ~12–15%.</span>
+        </label>
+      </div>
+      <button
+        className="btn-primary px-4 py-2 text-sm disabled:opacity-50"
+        disabled={update.isPending}
+        onClick={() => update.mutate({ mode, trailing_pct: pct })}
+      >
+        {update.isPending ? 'Saving…' : 'Save Exit Policy'}
+      </button>
+    </div>
+  );
+}