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Stage 07.4.3.10 — Risk and position control

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This commit is contained in:
Sergey
2026-05-05 11:26:46 +03:00
parent 8dd6298712
commit 163e8efe82
5 changed files with 440 additions and 9 deletions
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3
app/src/trading/auto/runner.py
View File

@@ -376,6 +376,8 @@ class AutoTradeRunner:
exit_price = cls._format_price(payload.get("exit_price"))
size = cls._format_size(payload.get("size"))
pnl = cls._format_pnl(payload.get("pnl"))
risk_reason = payload.get("risk_reason")
risk_line = f"\nRisk: {risk_reason}" if risk_reason else ""
return (
f"<b>✅ Paper position closed</b>\n\n"
@@ -384,6 +386,7 @@ class AutoTradeRunner:
f"Exit: $ {exit_price}\n"
f"Size: {size}\n\n"
f"PnL: {pnl}"
f"{risk_line}"
)
if event_type == "paper_position_flipped":

16
app/src/trading/auto/state.py
View File

@@ -65,4 +65,18 @@ class AutoTradeState:
max_drawdown_usd: float | None = None
# плечо
leverage: float | None = 2.0
leverage: float | None = 2.0
# stop loss по движению цены в %
#stop_loss_percent: float | None = 2.0
# take profit по движению цены в %
#take_profit_percent: float | None = 3.0
# максимальный допустимый paper-убыток в USD
#max_loss_usd: float | None = None
# для демонстрации рисков: стоп-лосс и тейк-профит по риску в % от капитала
stop_loss_percent: float | None = None
take_profit_percent: float | None = None
max_loss_usd: float | None = 0.01

130
app/src/trading/execution/engine.py
View File

@@ -26,6 +26,10 @@ class ExecutionEngine:
self._update_unrealized_pnl(state)
risk_decision = self._risk_close_decision(state)
if risk_decision is not None:
return risk_decision
if state.decision_status != "READY" or not state.is_signal_ready:
return ExecutionDecision("NONE", False, "Сигнал ещё не готов к execution.")
@@ -183,20 +187,31 @@ class ExecutionEngine:
f"Paper FLIP выполнен: {old_side} → {new_side}.",
)
def _close_position(self, state: AutoTradeState) -> ExecutionDecision:
def _close_position(
self,
state: AutoTradeState,
*,
forced_reason: str | None = None,
forced_exit_price: float | None = None,
forced_pnl: float | None = None,
) -> ExecutionDecision:
position = type(self)._position
if position.side == "NONE":
self._sync_state_from_position(state)
return ExecutionDecision("NONE", False, "Нет открытой позиции для закрытия.")
try:
ticker = ExchangeService().get_price(state.symbol)
exit_price = ticker.price
except Exception as exc:
return ExecutionDecision("NONE", False, f"Ошибка получения цены для закрытия: {exc}")
if forced_exit_price is not None:
exit_price = forced_exit_price
else:
try:
ticker = ExchangeService().get_price(state.symbol)
exit_price = ticker.price
except Exception as exc:
return ExecutionDecision("NONE", False, f"Ошибка получения цены для закрытия: {exc}")
pnl = forced_pnl if forced_pnl is not None else self._calculate_pnl(exit_price)
pnl = self._calculate_pnl(exit_price)
now = self._now_time()
payload = {
@@ -213,13 +228,19 @@ class ExecutionEngine:
"confidence": state.last_signal_confidence,
"repeat_count": state.last_signal_repeat_count,
"reason": state.last_signal_reason,
"risk_reason": forced_reason,
"is_forced": forced_reason is not None,
"opened_at": position.opened_at,
"closed_at": now,
}
JournalService().log_ui_info(
event_type="paper_position_closed",
message=f"Paper EXIT закрыта: {position.side} {state.symbol}",
message=(
f"Paper EXIT закрыта по риску {forced_reason}: {position.side} {state.symbol}"
if forced_reason is not None
else f"Paper EXIT закрыта: {position.side} {state.symbol}"
),
screen="auto",
action="paper_execution",
payload=payload,
@@ -230,8 +251,101 @@ class ExecutionEngine:
type(self)._position = PositionState()
self._sync_state_from_position(state)
if forced_reason is not None:
return ExecutionDecision(
f"FORCE_CLOSE_{forced_reason}",
True,
f"Paper EXIT выполнена по риску: {forced_reason}.",
)
return ExecutionDecision("CLOSE", True, "Paper EXIT выполнена.")
def _risk_close_decision(self, state: AutoTradeState) -> ExecutionDecision | None:
position = type(self)._position
if position.side == "NONE":
return None
try:
ticker = ExchangeService().get_price(position.symbol or state.symbol)
current_price = ticker.price
except Exception:
return None
price_move_percent = self._calculate_price_move_percent(current_price)
unrealized_pnl = self._calculate_pnl(current_price)
if self._is_stop_loss_hit(state, price_move_percent):
return self._close_position(
state,
forced_reason="STOP_LOSS",
forced_exit_price=current_price,
forced_pnl=unrealized_pnl,
)
if self._is_take_profit_hit(state, price_move_percent):
return self._close_position(
state,
forced_reason="TAKE_PROFIT",
forced_exit_price=current_price,
forced_pnl=unrealized_pnl,
)
if self._is_max_loss_hit(state, unrealized_pnl):
return self._close_position(
state,
forced_reason="MAX_LOSS",
forced_exit_price=current_price,
forced_pnl=unrealized_pnl,
)
return None
def _is_stop_loss_hit(
self,
state: AutoTradeState,
price_move_percent: float,
) -> bool:
if state.stop_loss_percent is None:
return False
return price_move_percent <= -abs(state.stop_loss_percent)
def _is_take_profit_hit(
self,
state: AutoTradeState,
price_move_percent: float,
) -> bool:
if state.take_profit_percent is None:
return False
return price_move_percent >= abs(state.take_profit_percent)
def _is_max_loss_hit(
self,
state: AutoTradeState,
unrealized_pnl: float,
) -> bool:
if state.max_loss_usd is None:
return False
return unrealized_pnl <= -abs(state.max_loss_usd)
def _calculate_price_move_percent(self, current_price: float) -> float:
position = type(self)._position
entry = position.entry_price or 0.0
if entry <= 0:
return 0.0
if position.side == "LONG":
return round(((current_price - entry) / entry) * 100, 4)
if position.side == "SHORT":
return round(((entry - current_price) / entry) * 100, 4)
return 0.0
def _should_flip_position(self, state: AutoTradeState) -> bool:
position = type(self)._position