Add price/SL/TP validation for trade instructions

- Buy orders must satisfy: sl < price < tp
- Sell orders must satisfy: tp < price < sl
- Invalid instructions are rejected with message feedback
- Updated test suite with validation examples
- Updated documentation to clarify rules

QUICKSTART.md

@@ -91,6 +91,11 @@ stats = client.get_statistics(count=5)
 ### 方式 C: HTTP请求
 
 > **说明**: 对于 `POST /send_trade_instructions` 接口，若指令中未提供 `tp` 或 `tp<=0`，服务端会自动设置为 `0.005`；`sl`缺失则保留为`0.0`。
+> 
+> **价格验证规则**:
+> - 买入指令必须满足 `sl < price < tp`。
+> - 卖出指令必须满足 `tp < price < sl`。
+> 若同时指定了 sl 与 tp 但不满足条件，该条指令会被拒绝。
 
 ```bash
 # 发送买入订单

README.md

@@ -179,6 +179,11 @@ python test_trading_service.py
 ]
 ```
 
+**新规则**：若同时指定 `sl` 和 `tp`，
+- 买入指令要求 `sl < price < tp`；
+- 卖出指令要求 `tp < price < sl`。
+不满足规则的指令将被服务器拒绝并忽略。
+
 **响应**:
 ```json
 {

api_examples.py

@@ -39,6 +39,35 @@ def example_1_basic_trade():
     return result
 
 
+def example_2a_invalid_order():
+    """示例 2a: 包含无效指令的下单示例"""
+    print("\n" + "="*60)
+    print("示例 2a: 发送包含错误价格的订单")
+    print("="*60)
+
+    url = "http://localhost:8000/send_trade_instructions"
+
+    trades = [
+        {
+            "symbol": "eurusd",
+            "action": "b",
+            "mount": 0.01,
+            # 指令价格低于止损，应该被拒绝
+            "price": 1.0000,
+            "sl": 1.0050,
+            "tp": 1.0100
+        }
+    ]
+
+    response = requests.post(url, json=trades)
+    result = response.json()
+
+    print(f"请求: {json.dumps(trades, ensure_ascii=False)}")
+    print(f"响应: {json.dumps(result, indent=2, ensure_ascii=False)}")
+
+    return result
+
+
 # ==================== 示例 2: 批量下单 ====================
 
 def example_2_batch_orders():
@@ -142,7 +171,7 @@ def example_4_query_statistics():
         if positions:
             print(f"  持仓数: {len(positions)}")
             for pos in positions:
-                print(f"    - 票证: {pos.get('ticket')}, 浮盈: ${pos.get('profit'):.2f}}")
+                print(f"    - 票证: {pos.get('ticket')}, 浮盈: ${pos.get('profit'):.2f}")
         
         trades = stat.get('trades', [])
         if trades:
@@ -391,6 +420,7 @@ def main():
     examples = [
         ("基础交易", example_1_basic_trade),
         ("批量下单", example_2_batch_orders),
+        ("错误指令示例", example_2a_invalid_order),
         ("查询指令", example_3_query_pending),
         ("查询统计", example_4_query_statistics),
         ("清空指令", example_5_clear_orders),

routes_trader.py

@@ -58,10 +58,15 @@ def create_trader_routes(server: TradingServer) -> APIRouter:
         }
         ```
         """
-        count = server.add_trade_instruction(instructions)
+        result = server.add_trade_instruction(instructions)
+        added = result.get("added", 0)
+        rejected = result.get("rejected", 0)
+        msg = f"已添加 {added} 条交易指令"
+        if rejected > 0:
+            msg += f"，{rejected} 条因价格不合法被拒绝"
         return {
             "status": "ok",
-            "message": f"已添加 {count} 条交易指令"
+            "message": msg
         }
     
     @router.get("/query_pending_trades")

server.py

@@ -28,16 +28,23 @@ class TradingServer:
         
         print("[信息] 交易服务已初始化")
 
-    def add_trade_instruction(self, instructions: List[TradeInstruction]) -> int:
+    def add_trade_instruction(self, instructions: List[TradeInstruction]) -> dict:
         """
         添加交易指令
-        返回添加的指令数量
+        返回一个字典，包含添加和拒绝的数量。
+
         在此处对缺失的 sl/tp 值进行补全：
           - sl 若未设置保持0.0
           - tp 若未设置则默认 0.005
+
+        同时按照规则进行价格检查：
+          * 买入指令: price 需大于 sl 且小于 tp
+          * 卖出指令: price 需小于 sl 且大于 tp
+        若 sl 或 tp 未设置（<=0），则忽略检查。
         """
         with self.lock:
-            count = 0
+            added = 0
+            rejected = 0
             for instruction in instructions:
                 # 填充默认值
                 if instruction.sl is None:
@@ -45,15 +52,29 @@ class TradingServer:
                 if instruction.tp is None or instruction.tp <= 0.0:
                     instruction.tp = 0.005
 
+                # 验证价格与 SL/TP 关系
+                if instruction.sl > 0 and instruction.tp > 0:
+                    if instruction.action.lower() == 'b':
+                        if not (instruction.price > instruction.sl and instruction.price < instruction.tp):
+                            print(f"[警告] 忽略无效买入指令: {instruction}")
+                            rejected += 1
+                            continue
+                    elif instruction.action.lower() == 's':
+                        if not (instruction.price < instruction.sl and instruction.price > instruction.tp):
+                            print(f"[警告] 忽略无效卖出指令: {instruction}")
+                            rejected += 1
+                            continue
+
                 symbol = instruction.symbol.upper()
                 self.trade_instructions[symbol].append(instruction)
-                count += 1
-            
-            print(f"[信息] 已添加 {count} 条交易指令")
+                added += 1
+
+            print(f"[信息] 已添加 {added} 条交易指令, 拒绝 {rejected} 条")
             for symbol, trades in self.trade_instructions.items():
                 print(f"       {symbol}: {len(trades)} 条待执行")
-            
-            return count
+
+            return {"added": added, "rejected": rejected}
+
 
     def get_trades_by_symbol(self, symbol: str, price: Optional[float] = None) -> List[Dict]:
         """

test_trading_service.py

@@ -85,13 +85,30 @@ class TradingServiceTester:
         print(f"指令内容: {json.dumps(instructions, indent=2, ensure_ascii=False)}")
         
         try:
+            # 首先发送几条合法指令
             response = self.session.post(
                 f"{self.base_url}/send_trade_instructions",
                 json=instructions
             )
             print(f"状态码: {response.status_code}")
             print(f"响应: {json.dumps(response.json(), indent=2, ensure_ascii=False)}")
-            return response.status_code == 200
+            if response.status_code != 200:
+                return False
+            # 再发送一条无效指令，以验证检查逻辑
+            bad = [{
+                "symbol": "eurusd",
+                "action": "b",
+                "mount": 0.01,
+                "price": 1.0000,
+                "sl": 1.0050,   # 价格低于SL
+                "tp": 1.0100
+            }]
+            bad_resp = self.session.post(
+                f"{self.base_url}/send_trade_instructions",
+                json=bad
+            )
+            print("发送无效指令后响应:", bad_resp.status_code, bad_resp.json())
+            return bad_resp.status_code == 200 and "拒绝" in bad_resp.json().get("message", "")
         except Exception as e:
             print(f"错误: {str(e)}")
             return False