Stage 07.4.3.3 — Paper Position & Execution Engineg

2026-05-03 07:45:07 +03:00
parent bd6b40fcb2
commit 24c910fade
8 changed files with 398 additions and 8 deletions
--- a/app/src/trading/execution/engine.py
+++ b/app/src/trading/execution/engine.py
@@ -0,0 +1,144 @@
+# app/src/trading/execution/engine.py
+
+from __future__ import annotations
+
+from datetime import datetime
+
+from src.core.event_bus import EventBus
+from src.integrations.exchange.service import ExchangeService
+from src.trading.auto.state import AutoTradeState
+from src.trading.execution.models import ExecutionDecision
+from src.trading.journal.service import JournalService
+from src.trading.position.state import PositionState
+
+
+class ExecutionEngine:
+    _position = PositionState()
+
+    # получить текущую paper-позицию
+    def get_position(self) -> PositionState:
+        return self._position
+
+    # обработать состояние автоторговли и принять paper-execution решение
+    def process(self, state: AutoTradeState) -> ExecutionDecision:
+        self._sync_state_from_position(state)
+
+        if state.status != "RUNNING":
+            return ExecutionDecision(
+                action="NONE",
+                can_execute=False,
+                reason="Execution доступен только в режиме RUNNING.",
+            )
+
+        if state.decision_status != "READY" or not state.is_signal_ready:
+            return ExecutionDecision(
+                action="NONE",
+                can_execute=False,
+                reason="Сигнал ещё не готов к execution.",
+            )
+
+        if state.last_signal == "BUY":
+            return self._open_position_if_empty(
+                state=state,
+                side="LONG",
+                action="OPEN_LONG",
+            )
+
+        if state.last_signal == "SELL":
+            return self._open_position_if_empty(
+                state=state,
+                side="SHORT",
+                action="OPEN_SHORT",
+            )
+
+        return ExecutionDecision(
+            action="NONE",
+            can_execute=False,
+            reason="Нет торгового действия.",
+        )
+
+    # открыть paper-позицию, если позиции ещё нет
+    def _open_position_if_empty(
+        self,
+        *,
+        state: AutoTradeState,
+        side: str,
+        action: str,
+    ) -> ExecutionDecision:
+        if self._position.side != "NONE":
+            self._sync_state_from_position(state)
+            return ExecutionDecision(
+                action="NONE",
+                can_execute=False,
+                reason="Позиция уже открыта.",
+            )
+
+        try:
+            ticker = ExchangeService().get_price(state.symbol)
+            entry_price = ticker.price
+        except Exception as exc:
+            return ExecutionDecision(
+                action="NONE",
+                can_execute=False,
+                reason=f"Не удалось получить цену для paper execution: {exc}",
+            )
+
+        now = datetime.now().strftime("%H:%M:%S")
+
+        self._position.side = side
+        self._position.symbol = state.symbol
+        self._position.entry_price = entry_price
+        self._position.size = self._calculate_position_size(state)
+        self._position.leverage = state.leverage
+        self._position.unrealized_pnl_usd = 0.0
+        self._position.opened_at = now
+        self._position.updated_at = now
+
+        self._sync_state_from_position(state)
+
+        JournalService().log_ui_info(
+            event_type="paper_position_opened",
+            message=f"Paper-позиция открыта: {side} {state.symbol}",
+            screen="auto",
+            action="paper_execution",
+            payload={
+                "symbol": state.symbol,
+                "side": side,
+                "entry_price": entry_price,
+                "size": self._position.size,
+                "leverage": state.leverage,
+                "signal": state.last_signal,
+                "confidence": state.last_signal_confidence,
+            },
+        )
+
+        EventBus.emit(
+            "paper_position_opened",
+            {
+                "symbol": state.symbol,
+                "side": side,
+                "entry_price": entry_price,
+                "size": self._position.size,
+                "leverage": state.leverage,
+            },
+        )
+
+        return ExecutionDecision(
+            action=action,
+            can_execute=True,
+            reason=f"Paper-позиция {side} открыта.",
+        )
+
+    # временный расчёт размера позиции для paper mode
+    def _calculate_position_size(self, state: AutoTradeState) -> float:
+        risk_percent = state.risk_percent or 0.0
+        leverage = state.leverage or 1.0
+
+        return round((risk_percent * leverage) / 100, 8)
+
+    # синхронизировать AutoTradeState с текущей paper-позицией
+    def _sync_state_from_position(self, state: AutoTradeState) -> None:
+        state.position_side = self._position.side
+        state.entry_price = self._position.entry_price
+        state.position_size = self._position.size
+        state.unrealized_pnl_usd = self._position.unrealized_pnl_usd