Validate reevaluation conditions against their declared timeframe

backend/src/alphapulse/trading/analyst.py

@@ -285,6 +285,12 @@ async def submit(prepared: Prepared, symbol: str, analysis_id: int, arguments: d
     snapshot = await read_snapshot()
     if snapshot:
         prepared.context.position_side = position_side(snapshot, symbol)
+    prepared.context.closed_prices = {}
+    for interval in sorted({c.timeframe for c in plan.reevaluate if c.timeframe != "mark"}):
+        rows = await market_client.get("um", "klines", {"symbol": symbol, "interval": interval, "limit": 2})
+        now_ms = datetime.now(UTC).timestamp() * 1000
+        closed = rows[-1] if rows[-1][6] < now_ms else rows[-2]
+        prepared.context.closed_prices[interval] = Decimal(closed[4])
     try:
         sizing = check_setup(plan, prepared.context)
     except PlanError as e:

backend/src/alphapulse/trading/plan.py

@@ -5,7 +5,7 @@
 下方常量与 main/README 的数字重复，并写进了分析器的提示词；改 README 时要同步修改。
 """
 
-from dataclasses import dataclass
+from dataclasses import dataclass, field
 from datetime import UTC, datetime, timedelta
 from decimal import ROUND_CEILING, ROUND_FLOOR, Decimal
 from typing import Annotated, Literal
@@ -98,6 +98,8 @@ class PlanContext:
     atr: Decimal
     has_plan: bool
     position_side: Direction | None
+    # 非 mark 复核条件使用的最近已收盘价，由提交边界按需获取。
+    closed_prices: dict[str, Decimal] = field(default_factory=dict)
 
 
 @dataclass(frozen=True)
@@ -204,9 +206,9 @@ def check_action(plan: TradePlan, ctx: PlanContext) -> list[str]:
     if plan.action == "plan" and ctx.position_side is not None:
         errors.append("已有持仓：持仓由程序按止损、止盈和持仓时限管理，只能 keep 或 exit")
     for i, c in enumerate(plan.reevaluate, 1):
-        satisfied = ctx.mark_price > c.price if c.direction == "above" else ctx.mark_price < c.price
+        price = ctx.mark_price if c.timeframe == "mark" else ctx.closed_prices[c.timeframe]
-        if satisfied:
+        if condition_met(c.direction, c.price, price):
-            errors.append(f"reevaluate 第 {i} 个条件（{c.direction} {c.price}）按现价 {ctx.mark_price} 已经满足，提交后会立即触发")
+            errors.append(f"reevaluate 第 {i} 个条件（{c.timeframe} {c.direction} {c.price}）按价格 {price} 已经满足，提交后会立即触发")
     return errors
 
 

backend/tests/test_plan.py

@@ -151,10 +151,26 @@ def test_action_rules():
     assert check_setup(TradePlan(action="wait", summary="s", reasons="r", risks="x"), context()) == {}
     satisfied = TradePlan(action="wait", summary="s", reasons="r", risks="x",
                           reevaluate=[{"direction": "above", "price": "80000", "timeframe": "5m", "basis": "x"}])
-    assert "已经满足" in errors_of(satisfied, context())
+    assert "已经满足" in errors_of(satisfied, context(closed_prices={"5m": Decimal("81000")}))
     assert "只能 keep 或 exit" in errors_of(setup_plan(), context(position_side="long", has_plan=True))
 
 
+@pytest.mark.parametrize("direction,mark,closed,satisfied", [
+    ("above", "110", "100", False), ("above", "100", "110", True),
+    ("below", "100", "110", False), ("below", "110", "100", True),
+])
+@pytest.mark.parametrize("timeframe", ["mark", "5m"])
+def test_reevaluate_uses_its_own_price(direction, mark, closed, satisfied, timeframe):
+    plan = TradePlan(action="wait", summary="s", reasons="r", risks="x",
+                     reevaluate=[{"direction": direction, "price": "105", "timeframe": timeframe, "basis": "x"}])
+    ctx = context(mark_price=Decimal(mark), closed_prices={"5m": Decimal(closed)})
+    expected = satisfied if timeframe == "5m" else not satisfied
+    if expected:
+        assert "已经满足" in errors_of(plan, ctx)
+    else:
+        assert check_setup(plan, ctx) == {}
+
+
 # ---------- 应有订单 ----------
 
 LIMIT_PLAN = {"direction": "long", "setup": {}, "entry": {"price": "80500.0", "quantity": "0.0241", "stop": "80150.0"}}

backend/tests/test_trading_safety.py

@@ -2,6 +2,7 @@ import asyncio
 from datetime import UTC, datetime, timedelta
 from decimal import Decimal
 from types import SimpleNamespace
+from unittest.mock import AsyncMock
 
 import pytest
 
@@ -288,3 +289,33 @@ def test_replacement_proposal_survives_old_plan_cancellation(trading):
         finally:
             await engine.market.http.aclose()
     asyncio.run(check())
+
+
+@pytest.mark.parametrize("closed,mark,rejected", [("100", "110", False), ("110", "100", True)])
+@pytest.mark.parametrize("last_bar_closed", [False, True])
+def test_submit_reevaluate_uses_latest_closed_candle(trading, monkeypatch, closed, mark, rejected, last_bar_closed):
+    from alphapulse.trading import analyst
+    from alphapulse.trading.plan import PlanContext
+
+    now_ms = int(datetime.now(UTC).timestamp() * 1000)
+    rows = [[0, "0", "0", "0", closed, "0", now_ms - 1000],
+            [1, "0", "0", "0", mark, "0", now_ms + 60_000]]
+    if last_bar_closed:
+        rows[-1][4], rows[-1][6] = closed, now_ms - 1
+    monkeypatch.setattr(analyst.market_client, "get", AsyncMock(return_value=rows))
+    monkeypatch.setattr(analyst, "mark_price", AsyncMock(return_value=Decimal(mark)))
+    monkeypatch.setattr(analyst, "recent_atr", AsyncMock(return_value=Decimal(1)))
+    monkeypatch.setattr(analyst, "read_snapshot", AsyncMock(return_value=None))
+    monkeypatch.setattr(analyst, "add_event", AsyncMock())
+    ctx = PlanContext(Decimal(mark), Decimal(1000), RULES, Decimal(1), False, None)
+    prepared = SimpleNamespace(exchange="bybit", context=ctx)
+
+    async def check():
+        result, outcome = await analyst.submit(prepared, "BTCUSDT", 1, {
+            "action": "wait", "summary": "s", "reasons": "r", "risks": "x",
+            "reevaluate": [{"direction": "above", "price": "105", "timeframe": "5m", "basis": "收盘确认"}],
+        })
+        assert ctx.closed_prices == {"5m": Decimal(closed)}
+        assert (outcome is None) == rejected
+        assert ("已经满足" in result) == rejected
+    asyncio.run(check())