Rebuild position history from Binance fills

Sync account fills into a new trading_fills table every 60s and
reconstruct closed positions from them, so positions opened outside
the program are included and external closes get an exit price.
Positions link to plans by order id. The history drawer gains symbol,
close-date, outcome and source filters, a summary bar and pagination.

backend/tests/test_positions.py

@@ -0,0 +1,76 @@
+from dataclasses import dataclass
+from datetime import UTC, datetime, timedelta
+from decimal import Decimal
+
+from alphapulse.trading.positions import build_positions
+
+T0 = datetime(2026, 10, 15, 12, tzinfo=UTC)
+
+
+@dataclass
+class Fill:
+    symbol: str
+    order_id: int
+    side: str
+    price: Decimal
+    qty: Decimal
+    realized_pnl: Decimal
+    commission: Decimal
+    commission_asset: str
+    time: datetime
+
+
+def fill(trade_id: int, side: str, qty: str, price: str, pnl: str = "0", fee: str = "0.1", asset: str = "USDT",
+         symbol: str = "BTCUSDT", order_id: int | None = None) -> Fill:
+    return Fill(
+        symbol=symbol, order_id=order_id or trade_id, side=side, qty=Decimal(qty), price=Decimal(price),
+        realized_pnl=Decimal(pnl), commission=Decimal(fee), commission_asset=asset, time=T0 + timedelta(seconds=trade_id),
+    )
+
+
+def test_open_and_close_once():
+    [p] = build_positions([fill(1, "BUY", "0.01", "80000"), fill(2, "SELL", "0.01", "80500", pnl="5")])
+    assert (p.direction, p.quantity, p.entry_price, p.exit_price) == ("long", Decimal("0.01"), 80000, 80500)
+    assert (p.realized_pnl, p.commission, p.net) == (5, Decimal("0.2"), Decimal("4.8"))
+    assert (p.opened_at, p.closed_at) == (T0 + timedelta(seconds=1), T0 + timedelta(seconds=2))
+
+
+def test_partial_closes_average_exit_price():
+    # #40：0.0126 多单分三档止盈
+    [p] = build_positions([
+        fill(1, "BUY", "0.0126", "80790"),
+        fill(2, "SELL", "0.0075", "81193.9", pnl="3.02925"),
+        fill(3, "SELL", "0.0037", "81395.9", pnl="2.24183"),
+        fill(4, "SELL", "0.0014", "81597.9", pnl="1.13106"),
+    ])
+    assert p.quantity == Decimal("0.0126")
+    assert round(p.exit_price, 2) == Decimal("81298.11")
+    assert p.realized_pnl == Decimal("6.40214")
+
+
+def test_flip_through_zero_splits_positions():
+    # 空 0.01 后一笔买 0.03：先平空 0.01，再开多 0.02；手续费按数量拆分
+    first, second = build_positions([
+        fill(1, "SELL", "0.01", "80000"),
+        fill(2, "BUY", "0.03", "79000", pnl="10", fee="0.3"),
+        fill(3, "SELL", "0.02", "79500", pnl="10"),
+    ])
+    assert (first.direction, first.quantity, first.exit_price, first.realized_pnl) == ("short", Decimal("0.01"), 79000, 10)
+    assert first.commission == Decimal("0.2")
+    assert (second.direction, second.quantity, second.entry_price) == ("long", Decimal("0.02"), 79000)
+    assert second.commission == Decimal("0.3")
+    assert second.opened_at == first.closed_at
+
+
+def test_open_position_is_not_history_and_symbols_are_independent():
+    positions = build_positions([
+        fill(1, "BUY", "1", "2400", symbol="ETHUSDT"),
+        fill(2, "BUY", "0.01", "80000"),
+        fill(3, "SELL", "0.01", "80100", pnl="1"),
+    ])
+    assert [p.symbol for p in positions] == ["BTCUSDT"]
+
+
+def test_non_usdt_commission_is_ignored():
+    [p] = build_positions([fill(1, "BUY", "0.01", "80000", asset="BNB"), fill(2, "SELL", "0.01", "80000")])
+    assert p.commission == Decimal("0.1")