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signal-platform/alembic/versions/013_add_paper_trade_close_reason.py
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dennisthiessen 1566b84379
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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

30 lines
765 B
Python

"""add close_reason to paper_trades
Records how an open paper trade was closed (trailing | stop | target | manual) so
the close alert can summarise it and the UI can show why a position exited.
Revision ID: 013
Revises: 012
Create Date: 2026-06-30 00:00:00.000000
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
# revision identifiers, used by Alembic.
revision: str = "013"
down_revision: Union[str, None] = "012"
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
op.add_column("paper_trades", sa.Column("close_reason", sa.String(length=10), nullable=True))
def downgrade() -> None:
op.drop_column("paper_trades", "close_reason")