fix(trend): use money RR, track DCA fills, snapshot before close

Align running-plan header and DCA table with risk-budget RR, record actual fill prices after each leg, and save pre-close snapshots on stop/TP/handoff across hub and exchanges.

Co-authored-by: Cursor <cursoragent@cursor.com>

strategy_trend_register.py

@@ -374,18 +374,6 @@ def enrich_trend_plan_for_hub(cfg: dict, raw: dict) -> dict:
     d = enrich_trend_plan(cfg, dict(raw or {}))
     d["monitor_source"] = "趋势回调计划"
     m = _m(cfg)
-    direction = (d.get("direction") or "long").lower()
-    try:
-        avg_e = float(d["avg_entry_price"])
-        sl = float(d["stop_loss"])
-        tp = float(d["take_profit"])
-        rr_fn = getattr(m, "calc_rr_ratio", None)
-        if callable(rr_fn):
-            rr = rr_fn(direction, avg_e, sl, tp)
-            if rr is not None:
-                d["planned_rr"] = float(rr)
-    except (TypeError, ValueError, KeyError):
-        pass
     try:
         snap = float(d.get("snapshot_available_usdt") or 0)
         margin = float(d.get("plan_margin_capital") or 0)
@@ -497,8 +485,15 @@ def enrich_trend_plan(cfg: dict, row) -> dict:
         except (TypeError, ValueError):
             pass
     from strategy_snapshot_lib import attach_trend_dca_levels
+    from strategy_trend_lib import calc_trend_plan_money_metrics
 
     d = attach_trend_dca_levels(d)
+    money = calc_trend_plan_money_metrics(d)
+    if money.get("money_rr") is not None:
+        d["money_rr"] = money["money_rr"]
+        d["planned_rr"] = money["money_rr"]
+    if money.get("risk_amount_u") is not None:
+        d["risk_amount_u"] = money["risk_amount_u"]
     try:
         d["breakeven_default_offset_pct"] = float(cfg.get("breakeven_offset_pct", 0.3))
     except (TypeError, ValueError):
@@ -567,6 +562,19 @@ def _finalize_plan(cfg: dict, conn, row, result_label: str, exit_price: float) -
     except (TypeError, ValueError):
         pass
     planned_rr = m.calc_rr_ratio(direction, avg_e, float(row["stop_loss"]), float(row["take_profit"]))
+    try:
+        from strategy_snapshot_lib import save_trend_plan_snapshot
+
+        save_trend_plan_snapshot(
+            cfg,
+            conn,
+            row,
+            result_label=result_label,
+            exit_price=float(exit_price) if exit_price is not None else None,
+            pnl_amount=float(pnl_amount) if pnl_amount is not None else None,
+        )
+    except Exception:
+        pass
     try:
         cancel_symbol_orders(cfg, ex_sym)
     except Exception:
@@ -594,24 +602,6 @@ def _finalize_plan(cfg: dict, conn, row, result_label: str, exit_price: float) -
         )
     except Exception:
         pass
-    try:
-        closed = conn.execute(
-            "SELECT * FROM trend_pullback_plans WHERE id=?", (plan_id,)
-        ).fetchone()
-        if closed:
-            from strategy_snapshot_lib import save_trend_plan_snapshot
-
-            save_trend_plan_snapshot(
-                cfg,
-                conn,
-                closed,
-                result_label=result_label,
-                exit_price=float(exit_price),
-                pnl_amount=float(pnl_amount) if pnl_amount is not None else None,
-            )
-            conn.commit()
-    except Exception:
-        pass
     if _trend_plan_trade_exists(conn, plan_id):
         return
     session_date = row["session_date"] or m.get_trading_day()
@@ -808,10 +798,16 @@ def check_trend_pullback_plans(cfg: dict) -> None:
                     old_open = float(row["order_amount_open"] or 0)
                     new_avg = _weighted_avg(old_avg, old_open, fill_px, amt)
                     legs_done += 1
+                    from strategy_trend_lib import append_leg_fill_price_json
+
+                    fills_json = append_leg_fill_price_json(
+                        row["leg_fill_prices_json"] if "leg_fill_prices_json" in row.keys() else None,
+                        fill_px,
+                    )
                     conn.execute(
                         "UPDATE trend_pullback_plans SET legs_done=?, avg_entry_price=?, "
-                        "order_amount_open=?, last_mark_price=? WHERE id=?",
-                        (legs_done, new_avg, old_open + amt, pf, row["id"]),
+                        "order_amount_open=?, last_mark_price=?, leg_fill_prices_json=? WHERE id=?",
+                        (legs_done, new_avg, old_open + amt, pf, fills_json, row["id"]),
                     )
                     row = conn.execute(
                         "SELECT * FROM trend_pullback_plans WHERE id=?", (row["id"],)
@@ -991,6 +987,14 @@ def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool,
     if not ok_live:
         return False, live_reason or "实盘未就绪"
     plan_id = int(row["id"])
+    try:
+        from strategy_snapshot_lib import save_trend_plan_snapshot
+
+        save_trend_plan_snapshot(
+            cfg, conn, row, result_label="保本移交", exit_price=None, pnl_amount=None
+        )
+    except Exception:
+        pass
     handoff_row = {
         "symbol": sym,
         "exchange_symbol": ex_sym,
@@ -1060,18 +1064,6 @@ def apply_manual_breakeven(cfg: dict, conn, row, offset_pct=None) -> tuple[bool,
         if callable(wl):
             lines.insert(1, f"**账户：{wl()}**")
         send("\n".join(lines))
-    try:
-        handoff = conn.execute(
-            "SELECT * FROM trend_pullback_plans WHERE id=?", (plan_id,)
-        ).fetchone()
-        if handoff:
-            from strategy_snapshot_lib import save_trend_plan_snapshot
-
-            save_trend_plan_snapshot(
-                cfg, conn, handoff, result_label="保本移交", exit_price=None, pnl_amount=None
-            )
-    except Exception:
-        pass
     return True, None
 
 
@@ -1275,12 +1267,15 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
         trading_day = m.get_trading_day(m.app_now())
         opened_at = m.app_now_str()
         opened_ms = getattr(m, "_to_ms_with_fallback", lambda a, b: None)(None, opened_at)
+        from strategy_trend_lib import append_leg_fill_price_json
+
+        fills_json = append_leg_fill_price_json(None, fill1)
         cur = conn.execute(
             """INSERT INTO trend_pullback_plans (
                 status,symbol,exchange_symbol,direction,leverage,stop_loss,initial_stop_loss,add_upper,take_profit,risk_percent,
                 snapshot_available_usdt,snapshot_at,plan_margin_capital,target_order_amount,first_order_amount,remainder_total,
-                dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,legs_done,first_order_done,last_mark_price,avg_entry_price,order_amount_open,opened_at,opened_at_ms,session_date,message
-            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+                dca_legs,per_leg_amount,grid_prices_json,leg_amounts_json,legs_done,first_order_done,last_mark_price,avg_entry_price,order_amount_open,opened_at,opened_at_ms,session_date,message,leg_fill_prices_json
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
             (
                 "active",
                 symbol,
@@ -1311,6 +1306,7 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
                 opened_ms,
                 trading_day,
                 f"预览ID:{pid[:8]}…",
+                fills_json,
             ),
         )
         new_id = int(cur.lastrowid)