Protect remaining positions using actual entry costs

Calculate remaining-position break-even from actual entry fees and estimated closing fees, preserve confirmed tighter stops, and keep existing protection when fill fees are incomplete.

Build historical trade summaries from execution sizing when an acceptance fill has no setup. Clarify unverified price zones and avoid suggesting fabricated structure to satisfy validation.

Verify the staged snapshot with 57 trading safety and plan tests.

backend/tests/test_trading_safety.py

@@ -81,13 +81,38 @@ def order(trading, purpose, **values):
 RULES = SymbolRules(Decimal("0.1"), Decimal("0.01"), Decimal(5))
 
 
+@pytest.mark.parametrize("has_setup", [False, True])
+@pytest.mark.parametrize("status", ["open", "closed"])
+def test_recent_trade_brief_preserves_acceptance_fills_without_setup(trading, has_setup, status):
+    from alphapulse.trading.analyst import trade_brief
+
+    filled_at = datetime(2026, 10, 20, 8, 58, tzinfo=UTC)
+    sizing = {"direction": "long", "entry": {"price": "2380.78"}}
+    decision = {"action": "plan", "reevaluate": [], "valid_hours": "0.1667"}
+    if has_setup:
+        setup = {"zone_low": "2375", "zone_high": "2385"}
+        sizing["setup"] = setup
+        decision.update(direction="long", setup={**setup, "entry_price": "2380.78", "basis": "支撑区"})
+    row = trading.TradingAnalysis(
+        id=239, decision=decision, sizing=sizing, plan_status=status,
+        first_fill_at=filled_at, closed_at=filled_at + timedelta(seconds=24),
+        close_reason="manual", result={"net": "-0.00336383"},
+    )
+
+    text = trade_brief(row)
+
+    zone = "区间 2375–2385" if has_setup else "区间未记录"
+    assert text.startswith(f"#239 做多，{zone}，挂单 2380.78，2026-10-20 16:58 成交")
+    assert text.endswith("净 -0.00 USDT" if status == "closed" else "持仓中")
+
+
 def test_stop_replacement_waits_for_exchange_confirmation(trading):
     async def check():
         engine, client, session = trading.Executor(), Client(), Session()
         try:
             p, old = plan(trading), order(trading, "stop")
             p.plan_status = "open"
-            position = trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101))
+            position = trading.Position("long", Decimal(1), Decimal(100), Decimal(101))
             assert not await engine.sync_orders(session, client, p, [old], position, False, RULES, False)
             assert client.canceled == []
             [replacement] = [r for r in session.added if isinstance(r, trading.TradingOrder)]
@@ -100,6 +125,92 @@ def test_stop_replacement_waits_for_exchange_confirmation(trading):
     asyncio.run(check())
 
 
+@pytest.mark.parametrize("exchange,direction,average,stop,quantity,tp_qty,expected", [
+    ("bybit", "long", "2394.5", "2390.3", "0.81", "0.48", "2396.30"),
+    ("bybit", "short", "2403.1", "2410.68", "0.52", "0.41", "2401.29"),
+    ("binance", "long", "2394.5", "2390.3", "0.81", "0.48", "2395.94"),
+    ("binance", "short", "2403.1", "2410.68", "0.52", "0.41", "2401.65"),
+])
+def test_tp1_protects_remaining_cost_and_keeps_confirmed_tighter_stop(trading, exchange, direction, average, stop, quantity, tp_qty, expected):
+    async def check():
+        engine, client = trading.Executor(), Client()
+        client.exchange = engine.exchange = exchange
+        p, entry, old = plan(trading), order(trading, "entry"), order(trading, "stop")
+        p.plan_status = "open"
+        p.sizing = {"direction": direction, "entry": {"quantity": quantity, "price": average, "stop": stop}}
+        entry.exchange_id, entry.filled_qty, entry.avg_price, entry.status = "entry-id", Decimal(quantity), Decimal(average), "filled"
+        old.trigger_price, old.quantity = Decimal(stop), Decimal(quantity)
+        old.side = "SELL" if direction == "long" else "BUY"
+        tp = trading.TradingOrder(purpose="tp", leg=0, filled_qty=Decimal(tp_qty), status="filled")
+        fill = SimpleNamespace(order_id="entry-id", qty=entry.filled_qty, commission_asset="USDT",
+                               commission=entry.filled_qty * entry.avg_price * Decimal("0.0002"))
+        session = Session(groups=[[fill], [fill], [fill]])
+        position = trading.Position(direction, Decimal(quantity) - Decimal(tp_qty), Decimal(average), Decimal(average))
+        rules = SymbolRules(Decimal("0.01"), Decimal("0.01"), Decimal(5))
+        try:
+            await engine.sync_orders(session, client, p, [entry, old, tp], position, True, rules, False)
+            replacement = next(r for r in session.added if isinstance(r, trading.TradingOrder) and r.purpose == "stop")
+            assert replacement.trigger_price == Decimal(expected)
+            # Bybit ACK 尚未确认，原止损继续保护；币安条件单同步确认后即可撤旧单。
+            assert client.canceled == ([] if exchange == "bybit" else ["ap3"])
+            replacement.status = "new"
+            client.canceled.clear()
+            await engine.sync_orders(session, client, p, [entry, old, tp, replacement], position, True, rules, False)
+            assert client.canceled == ["ap3"]
+            # 已存在更紧的保护时不放宽，也不因余仓变少而用止盈利润抵扣成本。
+            replacement.trigger_price += Decimal(1) if direction == "long" else Decimal(-1)
+            client.created.clear()
+            await engine.sync_orders(session, client, p, [entry, tp, replacement], position, True, rules, False)
+            assert all(spec.purpose not in ("stop", "entry") for spec in client.created)
+        finally:
+            await engine.market.http.aclose()
+    asyncio.run(check())
+
+
+def test_missing_entry_fees_leave_existing_protection_untouched(trading, monkeypatch):
+    async def check():
+        engine, client = trading.Executor(), Client()
+        p, entry, old = plan(trading), order(trading, "entry"), order(trading, "stop")
+        entry.exchange_id, entry.filled_qty, entry.avg_price = "entry-id", Decimal(1), Decimal(100)
+        entry.created_at = datetime.now(UTC)
+        tp = trading.TradingOrder(purpose="tp", leg=0, filled_qty=Decimal("0.6"), status="filled")
+        monkeypatch.setattr(client, "trades", AsyncMock(return_value=[]), raising=False)
+        monkeypatch.setattr(trading, "save_fills", AsyncMock())
+        try:
+            with pytest.raises(ExchangeError, match="手续费尚未完整同步"):
+                await engine.sync_orders(Session(groups=[[], []]), client, p, [entry, old, tp],
+                                         trading.Position("long", Decimal("0.4"), Decimal(100), Decimal(101)), True, RULES, False)
+            assert client.created == client.canceled == []
+            assert client.trades.await_count == 1
+        finally:
+            await engine.market.http.aclose()
+    asyncio.run(check())
+
+
+@pytest.mark.parametrize("asset", ["USDT", "BNB"])
+def test_entry_fees_recover_complete_partial_fills_without_using_realized_profit(trading, monkeypatch, asset):
+    async def check():
+        engine, client = trading.Executor(), Client()
+        entry = order(trading, "entry")
+        entry.exchange_id, entry.filled_qty = "entry-id", Decimal(1)
+        entry.created_at = datetime.now(UTC)
+        fills = [SimpleNamespace(order_id="entry-id", qty=Decimal("0.4"), commission_asset=asset, commission=Decimal("0.008")),
+                 SimpleNamespace(order_id="entry-id", qty=Decimal("0.6"), commission_asset=asset, commission=Decimal("0.033"))]
+        session = Session(groups=[fills[:1], fills])
+        monkeypatch.setattr(client, "trades", AsyncMock(return_value=[]), raising=False)
+        monkeypatch.setattr(trading, "save_fills", AsyncMock())
+        try:
+            if asset == "USDT":
+                assert await engine.entry_fee_per_unit(session, client, "BTCUSDT", [entry]) == Decimal("0.041")
+            else:
+                with pytest.raises(ExchangeError, match="手续费不是 USDT"):
+                    await engine.entry_fee_per_unit(session, client, "BTCUSDT", [entry])
+            assert client.trades.await_count == 1
+        finally:
+            await engine.market.http.aclose()
+    asyncio.run(check())
+
+
 def test_rejected_replacement_does_not_cancel_existing_stop(trading, monkeypatch):
     async def reject(*args):
         raise ExchangeError(400, 110092, "止损被拒")
@@ -109,7 +220,7 @@ def test_rejected_replacement_does_not_cancel_existing_stop(trading, monkeypatch
         p = plan(trading)
         try:
             protected = await engine.sync_orders(session, client, p, [order(trading, "stop")],
-                                                  trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101)), False, RULES, False)
+                                                  trading.Position("long", Decimal(1), Decimal(100), Decimal(101)), False, RULES, False)
             assert not protected and client.canceled == []
             assert p.plan_status == "closing" and p.close_reason == "stop_failed"
         finally:
@@ -162,7 +273,7 @@ def test_unmanaged_requires_full_reduce_only_stop(trading, kind, quantity, reduc
     async def check():
         engine, session, client = trading.Executor(), Session(0), Client()
         try:
-            await engine.unmanaged(session, client, "BTCUSDT", trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101)),
+            await engine.unmanaged(session, client, "BTCUSDT", trading.Position("long", Decimal(1), Decimal(100), Decimal(101)),
                                    {"external": {"side": "SELL", "orderType": kind, "quantity": quantity, "reduceOnly": reduce_only, "closePosition": False}})
             assert [spec.type for spec in client.created] == ["MARKET"]
         finally: