v2.2.1

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>

Author: tianhe

backend_api_python/app/routes/global_market.py

@@ -1656,6 +1656,12 @@ def _analyze_opportunities_crypto(opportunities: list):
         crypto_data = _fetch_crypto_prices()
         if crypto_data:
             _set_cached("crypto_prices", crypto_data)
+    
+    if not crypto_data:
+        logger.warning("_analyze_opportunities_crypto: No crypto data available")
+        return
+
+    logger.debug(f"_analyze_opportunities_crypto: Analyzing {len(crypto_data)} crypto coins")
 
     for coin in (crypto_data or [])[:20]:
         change = _safe_float(coin.get("change_24h", 0))
@@ -1669,12 +1675,13 @@ def _analyze_opportunities_crypto(opportunities: list):
         reason = ""
         impact = "neutral"
 
+        # Lower thresholds to show more opportunities
         if change > 15:
             signal = "overbought"
             strength = "strong"
             reason = f"24h涨幅{change:.1f}%，7日涨幅{change_7d:.1f}%，短期超买风险"
             impact = "bearish"
-        elif change > 8:
+        elif change > 5:  # Lowered from 8 to 5
             signal = "bullish_momentum"
             strength = "medium"
             reason = f"24h涨幅{change:.1f}%，上涨动能强劲"
@@ -1684,7 +1691,7 @@ def _analyze_opportunities_crypto(opportunities: list):
             strength = "strong"
             reason = f"24h跌幅{abs(change):.1f}%，可能超卖反弹"
             impact = "bullish"
-        elif change < -8:
+        elif change < -5:  # Lowered from -8 to -5
             signal = "bearish_momentum"
             strength = "medium"
             reason = f"24h跌幅{abs(change):.1f}%，下跌趋势明显"
@@ -1713,6 +1720,12 @@ def _analyze_opportunities_stocks(opportunities: list):
         stock_data = _fetch_stock_opportunity_prices()
         if stock_data:
             _set_cached("stock_opportunity_prices", stock_data, 3600)
+    
+    if not stock_data:
+        logger.warning("_analyze_opportunities_stocks: No stock data available")
+        return
+
+    logger.debug(f"_analyze_opportunities_stocks: Analyzing {len(stock_data)} stocks")
 
     for stock in (stock_data or []):
         change = _safe_float(stock.get("change", 0))
@@ -1731,7 +1744,7 @@ def _analyze_opportunities_stocks(opportunities: list):
             strength = "strong"
             reason = f"日涨幅{change:.1f}%，短期涨幅较大，注意回调风险"
             impact = "bearish"
-        elif change > 3:
+        elif change > 2:  # Lowered from 3 to 2
             signal = "bullish_momentum"
             strength = "medium"
             reason = f"日涨幅{change:.1f}%，上涨动能强劲"
@@ -1741,7 +1754,7 @@ def _analyze_opportunities_stocks(opportunities: list):
             strength = "strong"
             reason = f"日跌幅{abs(change):.1f}%，可能超卖反弹"
             impact = "bullish"
-        elif change < -3:
+        elif change < -2:  # Lowered from -3 to -2
             signal = "bearish_momentum"
             strength = "medium"
             reason = f"日跌幅{abs(change):.1f}%，下跌趋势明显"
@@ -1769,6 +1782,12 @@ def _analyze_opportunities_forex(opportunities: list):
         forex_data = _fetch_forex_pairs()
         if forex_data:
             _set_cached("forex_pairs", forex_data, 3600)
+    
+    if not forex_data:
+        logger.warning("_analyze_opportunities_forex: No forex data available")
+        return
+
+    logger.debug(f"_analyze_opportunities_forex: Analyzing {len(forex_data)} forex pairs")
 
     for pair in (forex_data or []):
         change = _safe_float(pair.get("change", 0))
@@ -1787,7 +1806,7 @@ def _analyze_opportunities_forex(opportunities: list):
             strength = "strong"
             reason = f"日涨幅{change:.2f}%，汇率波动剧烈，注意回调"
             impact = "bearish"
-        elif change > 0.8:
+        elif change > 0.5:  # Lowered from 0.8 to 0.5
             signal = "bullish_momentum"
             strength = "medium"
             reason = f"日涨幅{change:.2f}%，上涨动能较强"
@@ -1797,7 +1816,7 @@ def _analyze_opportunities_forex(opportunities: list):
             strength = "strong"
             reason = f"日跌幅{abs(change):.2f}%，汇率波动剧烈，可能反弹"
             impact = "bullish"
-        elif change < -0.8:
+        elif change < -0.5:  # Lowered from -0.8 to -0.5
             signal = "bearish_momentum"
             strength = "medium"
             reason = f"日跌幅{abs(change):.2f}%，下跌趋势明显"
@@ -1836,17 +1855,34 @@ def trading_opportunities():
         opportunities = []
 
         # 1) Crypto
-        _analyze_opportunities_crypto(opportunities)
+        try:
+            _analyze_opportunities_crypto(opportunities)
+            crypto_count = len([o for o in opportunities if o.get("market") == "Crypto"])
+            logger.info(f"Trading opportunities: found {crypto_count} crypto opportunities")
+        except Exception as e:
+            logger.error(f"Failed to analyze crypto opportunities: {e}", exc_info=True)
 
         # 2) US Stocks
-        _analyze_opportunities_stocks(opportunities)
+        try:
+            _analyze_opportunities_stocks(opportunities)
+            stock_count = len([o for o in opportunities if o.get("market") == "USStock"])
+            logger.info(f"Trading opportunities: found {stock_count} US stock opportunities")
+        except Exception as e:
+            logger.error(f"Failed to analyze stock opportunities: {e}", exc_info=True)
 
         # 3) Forex
-        _analyze_opportunities_forex(opportunities)
+        try:
+            _analyze_opportunities_forex(opportunities)
+            forex_count = len([o for o in opportunities if o.get("market") == "Forex"])
+            logger.info(f"Trading opportunities: found {forex_count} forex opportunities")
+        except Exception as e:
+            logger.error(f"Failed to analyze forex opportunities: {e}", exc_info=True)
 
         # Sort by absolute change descending
         opportunities.sort(key=lambda x: abs(x.get("change_24h", 0)), reverse=True)
 
+        logger.info(f"Trading opportunities: total {len(opportunities)} opportunities found (Crypto: {len([o for o in opportunities if o.get('market') == 'Crypto'])}, USStock: {len([o for o in opportunities if o.get('market') == 'USStock'])}, Forex: {len([o for o in opportunities if o.get('market') == 'Forex'])})")
+
         _set_cached("trading_opportunities", opportunities, 3600)
 
         return jsonify({"code": 1, "msg": "success", "data": opportunities})

backend_api_python/app/routes/quick_trade.py

@@ -830,6 +830,18 @@ def close_position():
         avg_fill = float(getattr(result, "avg_price", 0) or 0)
         raw = getattr(result, "raw", {}) or {}
 
+        # ---- calculate USDT amount for recording ----
+        # Convert base asset quantity to USDT amount for consistent recording
+        # amount (USDT) = base_qty * price
+        usdt_amount = actual_close_size * avg_fill if avg_fill > 0 else 0
+        # If price is not available, try to use entry price or mark price as fallback
+        if usdt_amount <= 0:
+            entry_price = float(position.get("entry_price") or 0)
+            mark_price = float(position.get("mark_price") or 0)
+            fallback_price = mark_price if mark_price > 0 else entry_price
+            if fallback_price > 0:
+                usdt_amount = actual_close_size * fallback_price
+        
         # ---- record trade ----
         trade_id = _record_quick_trade(
             user_id=user_id,
@@ -838,7 +850,7 @@ def close_position():
             symbol=symbol,
             side="sell" if position_side == "long" else "buy",  # Opposite of position side
             order_type="market",
-            amount=actual_close_size,  # Record position size
+            amount=usdt_amount,  # Record USDT amount, not base asset quantity
             price=avg_fill,
             leverage=float(position.get("leverage") or 1),
             market_type=market_type,

backend_api_python/app/services/pending_order_worker.py

@@ -214,6 +214,19 @@ def _sync_positions_best_effort(self, target_strategy_id: Optional[int] = None)
                 market_type = str(market_type or "swap").strip().lower()
                 if market_type in ("futures", "future", "perp", "perpetual"):
                     market_type = "swap"
+                
+                # Get strategy's trading symbol(s) to filter positions
+                # Only sync positions for symbols that this strategy actually trades
+                strategy_symbol = (sc.get("symbol") or "").strip()
+                trading_config = sc.get("trading_config") or {}
+                symbol_list = trading_config.get("symbol_list") or []
+                # Normalize symbol list: convert to set for fast lookup
+                allowed_symbols = set()
+                if strategy_symbol:
+                    allowed_symbols.add(strategy_symbol.upper())
+                for sym in symbol_list:
+                    if sym and isinstance(sym, str):
+                        allowed_symbols.add(sym.strip().upper())
 
                 # Lazy import MT5 here to allow elif chain later
                 global MT5Client
@@ -500,10 +513,23 @@ def _sync_positions_best_effort(self, target_strategy_id: Optional[int] = None)
                             to_update.append({"id": rid, "size": exch_qty, "entry_price": exch_price})
 
                 # [New Feature] Detect positions that exist on exchange but not in local DB, and insert them.
+                # IMPORTANT: Only insert positions for symbols that this strategy actually trades
+                # This prevents syncing positions from quick trade or other sources
                 to_insert: List[Dict[str, Any]] = []
                 local_symbols_sides = {(str(r.get("symbol") or "").strip(), str(r.get("side") or "").strip().lower()) for r in plist}
 
                 for _sym, _sides_map in exch_size.items():
+                    # Filter: only sync positions for symbols that this strategy trades
+                    # If strategy has no symbol configured, skip auto-insert to prevent syncing quick trade positions
+                    _sym_upper = _sym.strip().upper()
+                    if allowed_symbols and _sym_upper not in allowed_symbols:
+                        logger.debug(f"[PositionSync] Skipping {_sym}: not in strategy's symbol list (strategy trades: {allowed_symbols})")
+                        continue
+                    elif not allowed_symbols:
+                        # Strategy has no symbol configured - skip to prevent syncing unrelated positions
+                        logger.debug(f"[PositionSync] Skipping {_sym}: strategy has no symbol configured (preventing quick trade position sync)")
+                        continue
+                    
                     for _side, _qty in _sides_map.items():
                         if _qty > 1e-12 and (_sym, _side) not in local_symbols_sides:
                             # Exchange has this position but local DB does not