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>
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@@ -3,11 +3,13 @@
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from __future__ import annotations
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from datetime import date, datetime, timedelta, timezone
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from types import SimpleNamespace
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import pytest
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from app.models.alert import AlertLog
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from app.models.ohlcv import OHLCVRecord
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from app.models.paper_trade import PaperTrade
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from app.models.score import CompositeScore
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from app.models.sr_level import SRLevel
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from app.models.ticker import Ticker
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@@ -168,3 +170,53 @@ async def test_dispatch_no_credentials(session):
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await svc.update_alert_config(session, enabled=True) # enabled but no token/chat
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res = await svc.dispatch_alerts(session)
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assert res["status"] == "no_credentials"
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async def _add_closed_trade(session, symbol: str, reason: str, *,
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close: float = 110.0, closed_hours_ago: float = 1.0) -> None:
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if await session.get(User, 1) is None:
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session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
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await session.flush()
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t = Ticker(symbol=symbol)
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session.add(t)
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await session.flush()
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now = datetime.now(timezone.utc)
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session.add(PaperTrade(
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user_id=1, ticker_id=t.id, direction="long",
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entry_price=100.0, shares=10.0, stop_loss=95.0, target=120.0,
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status="closed", opened_at=now - timedelta(days=5),
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close_price=close, closed_at=now - timedelta(hours=closed_hours_ago),
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close_reason=reason,
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))
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await session.commit()
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async def test_config_includes_trade_closed_toggle(session):
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assert (await svc.get_alert_config(session))["trade_closed_enabled"] is True
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cfg = await svc.update_alert_config(session, trade_closed_enabled=False)
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assert cfg["trade_closed_enabled"] is False
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async def test_collect_closed_trades_filters_manual_and_old(session):
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await _add_closed_trade(session, "WIN", "trailing", close=110.0, closed_hours_ago=1)
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await _add_closed_trade(session, "MAN", "manual", close=110.0, closed_hours_ago=1) # manual → skip
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await _add_closed_trade(session, "OLD", "stop", close=95.0, closed_hours_ago=100) # too old → skip
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out = await svc._collect_closed_trades(session)
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assert len(out) == 1
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_, text = out[0]
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assert "WIN" in text and "trailing stop" in text
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def test_format_closed_trade_win():
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now = datetime.now(timezone.utc)
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trade = SimpleNamespace(
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direction="long", entry_price=100.0, close_price=110.0, shares=10.0,
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stop_loss=95.0, opened_at=now - timedelta(days=12), closed_at=now,
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close_reason="trailing",
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)
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txt = svc._format_closed_trade(trade, "AAA")
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assert "✅" in txt # win
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assert "+10.0%" in txt
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assert "+2.00R" in txt # +10% over a 5% stop
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assert "held 12d" in txt
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