v3.0.1

Signed-off-by: Dinger <quantdinger@gmail.com>

backend_api_python/app/routes/global_market.py

@@ -1674,6 +1674,77 @@ def _fetch_stock_opportunity_prices() -> List[Dict[str, Any]]:
         return []
 
 
+def _fetch_local_stock_opportunity_prices(market: str, limit: int = 15) -> List[Dict[str, Any]]:
+    """
+    Fetch CN/HK stock prices for opportunity scanning.
+
+    For overseas servers we prefer the project's Tencent-based ticker path, which is
+    typically more reachable/stable than some Eastmoney/AkShare endpoints.
+    """
+    m = str(market or "").strip()
+    if m not in ("CNStock", "HKStock"):
+        return []
+
+    fallback_symbols = {
+        "CNStock": [
+            {"symbol": "600519", "name": "贵州茅台"},
+            {"symbol": "000001", "name": "平安银行"},
+            {"symbol": "300750", "name": "宁德时代"},
+            {"symbol": "601318", "name": "中国平安"},
+            {"symbol": "600036", "name": "招商银行"},
+            {"symbol": "002594", "name": "比亚迪"},
+            {"symbol": "600276", "name": "恒瑞医药"},
+            {"symbol": "601899", "name": "紫金矿业"},
+        ],
+        "HKStock": [
+            {"symbol": "00700", "name": "腾讯控股"},
+            {"symbol": "09988", "name": "阿里巴巴-W"},
+            {"symbol": "03690", "name": "美团-W"},
+            {"symbol": "01810", "name": "小米集团-W"},
+            {"symbol": "01299", "name": "友邦保险"},
+            {"symbol": "00939", "name": "建设银行"},
+            {"symbol": "02318", "name": "中国平安"},
+            {"symbol": "09618", "name": "京东集团-SW"},
+        ],
+    }
+
+    try:
+        from app.data.market_symbols_seed import get_hot_symbols
+        from app.data_sources import DataSourceFactory
+        from app.services.symbol_name import resolve_symbol_name
+
+        symbols = get_hot_symbols(m, limit=max(int(limit or 15), 1)) or fallback_symbols.get(m, [])
+        source = DataSourceFactory.get_source(m)
+
+        result = []
+        for item in symbols[: max(int(limit or 15), 1)]:
+            try:
+                symbol = str(item.get("symbol") or "").strip()
+                if not symbol:
+                    continue
+                ticker = source.get_ticker(symbol) or {}
+                last = _safe_float(ticker.get("last") or ticker.get("close") or ticker.get("price"))
+                if last <= 0:
+                    continue
+                change_pct = ticker.get("changePercent")
+                if change_pct is None:
+                    prev_close = _safe_float(ticker.get("previousClose"))
+                    change_pct = ((last - prev_close) / prev_close * 100.0) if prev_close > 0 else 0.0
+                result.append({
+                    "symbol": symbol,
+                    "name": (item.get("name") or resolve_symbol_name(m, symbol) or symbol).strip(),
+                    "price": round(last, 4),
+                    "change": round(_safe_float(change_pct), 2),
+                    "market": m,
+                })
+            except Exception as e:
+                logger.debug(f"Failed to fetch {m} opportunity price {item.get('symbol')}: {e}")
+        return result
+    except Exception as e:
+        logger.error(f"Failed to fetch {m} opportunity prices: {e}")
+        return []
+
+
 def _analyze_opportunities_crypto(opportunities: list):
     """Scan crypto market for trading opportunities."""
     crypto_data = _get_cached("crypto_prices")
@@ -1800,6 +1871,75 @@ def _analyze_opportunities_stocks(opportunities: list):
             })
 
 
+def _analyze_opportunities_local_stocks(opportunities: list, market: str):
+    """Scan CN/HK stocks for trading opportunities."""
+    m = str(market or "").strip()
+    if m not in ("CNStock", "HKStock"):
+        return
+
+    cache_key = "cn_stock_opportunity_prices" if m == "CNStock" else "hk_stock_opportunity_prices"
+    stock_data = _get_cached(cache_key)
+    if not stock_data:
+        stock_data = _fetch_local_stock_opportunity_prices(m)
+        if stock_data:
+            _set_cached(cache_key, stock_data, 3600)
+
+    if not stock_data:
+        logger.warning(f"_analyze_opportunities_local_stocks: No {m} data available")
+        return
+
+    logger.debug(f"_analyze_opportunities_local_stocks: Analyzing {len(stock_data)} {m} stocks")
+    strong_th = 7.0 if m == "CNStock" else 6.0
+    medium_th = 3.0 if m == "CNStock" else 2.5
+    market_cn = "A股" if m == "CNStock" else "港股"
+
+    for stock in stock_data:
+        change = _safe_float(stock.get("change", 0))
+        symbol = stock.get("symbol", "")
+        name = stock.get("name", "")
+        price = _safe_float(stock.get("price", 0))
+
+        signal = None
+        strength = "medium"
+        reason = ""
+        impact = "neutral"
+
+        if change > strong_th:
+            signal = "overbought"
+            strength = "strong"
+            reason = f"{market_cn}日涨幅{change:.1f}%，短期涨幅较大，注意回调风险"
+            impact = "bearish"
+        elif change > medium_th:
+            signal = "bullish_momentum"
+            strength = "medium"
+            reason = f"{market_cn}日涨幅{change:.1f}%，上涨动能较强"
+            impact = "bullish"
+        elif change < -strong_th:
+            signal = "oversold"
+            strength = "strong"
+            reason = f"{market_cn}日跌幅{abs(change):.1f}%，可能超卖反弹"
+            impact = "bullish"
+        elif change < -medium_th:
+            signal = "bearish_momentum"
+            strength = "medium"
+            reason = f"{market_cn}日跌幅{abs(change):.1f}%，下跌趋势明显"
+            impact = "bearish"
+
+        if signal:
+            opportunities.append({
+                "symbol": symbol,
+                "name": name,
+                "price": price,
+                "change_24h": change,
+                "signal": signal,
+                "strength": strength,
+                "reason": reason,
+                "impact": impact,
+                "market": m,
+                "timestamp": int(time.time())
+            })
+
+
 def _analyze_opportunities_forex(opportunities: list):
     """Scan forex pairs for trading opportunities."""
     forex_data = _get_cached("forex_pairs")
@@ -1915,7 +2055,7 @@ def _analyze_opportunities_polymarket(opportunities: list):
 @login_required
 def trading_opportunities():
     """
-    Scan for trading opportunities across Crypto, US Stocks, and Forex.
+    Scan for trading opportunities across Crypto, US Stocks, CN/HK Stocks, and Forex.
     Note: Prediction Markets are excluded as they have their own dedicated page.
     Cached for 1 hour. Pass ?force=true to skip cache.
     """
@@ -1945,7 +2085,23 @@ def trading_opportunities():
         except Exception as e:
             logger.error(f"Failed to analyze stock opportunities: {e}", exc_info=True)
 
-        # 3) Forex
+        # 3) CN Stocks
+        try:
+            _analyze_opportunities_local_stocks(opportunities, "CNStock")
+            cn_count = len([o for o in opportunities if o.get("market") == "CNStock"])
+            logger.info(f"Trading opportunities: found {cn_count} CN stock opportunities")
+        except Exception as e:
+            logger.error(f"Failed to analyze CN stock opportunities: {e}", exc_info=True)
+
+        # 4) HK Stocks
+        try:
+            _analyze_opportunities_local_stocks(opportunities, "HKStock")
+            hk_count = len([o for o in opportunities if o.get("market") == "HKStock"])
+            logger.info(f"Trading opportunities: found {hk_count} HK stock opportunities")
+        except Exception as e:
+            logger.error(f"Failed to analyze HK stock opportunities: {e}", exc_info=True)
+
+        # 5) Forex
         try:
             _analyze_opportunities_forex(opportunities)
             forex_count = len([o for o in opportunities if o.get("market") == "Forex"])
@@ -1959,7 +2115,14 @@ def trading_opportunities():
         # Sort by absolute change descending
         opportunities.sort(key=lambda x: abs(x.get("change_24h", 0)), reverse=True)
 
-        logger.info(f"Trading opportunities: total {len(opportunities)} opportunities found (Crypto: {len([o for o in opportunities if o.get('market') == 'Crypto'])}, USStock: {len([o for o in opportunities if o.get('market') == 'USStock'])}, Forex: {len([o for o in opportunities if o.get('market') == 'Forex'])})")
+        logger.info(
+            f"Trading opportunities: total {len(opportunities)} opportunities found "
+            f"(Crypto: {len([o for o in opportunities if o.get('market') == 'Crypto'])}, "
+            f"USStock: {len([o for o in opportunities if o.get('market') == 'USStock'])}, "
+            f"CNStock: {len([o for o in opportunities if o.get('market') == 'CNStock'])}, "
+            f"HKStock: {len([o for o in opportunities if o.get('market') == 'HKStock'])}, "
+            f"Forex: {len([o for o in opportunities if o.get('market') == 'Forex'])})"
+        )
 
         _set_cached("trading_opportunities", opportunities, 3600)
 

backend_api_python/app/routes/market.py

@@ -83,7 +83,8 @@ def get_public_config():
 @market_bp.route('/types', methods=['GET'])
 def get_market_types():
     """Return supported market types for the add-watchlist modal."""
-    desired_order = ['USStock', 'Crypto', 'Forex', 'Futures']
+    # Keep a stable UX order; add CN/HK stocks near US stocks.
+    desired_order = ['USStock', 'CNStock', 'HKStock', 'Crypto', 'Forex', 'Futures']
     order_rank = {v: i for i, v in enumerate(desired_order)}
 
     def _normalize_item(x):

backend_api_python/app/routes/quick_trade.py

@@ -29,11 +29,69 @@ from app.utils.credential_crypto import decrypt_credential_blob
 
 logger = get_logger(__name__)
 
+import re as _re
+
+_FRIENDLY_ERROR_PATTERNS = [
+    # Insufficient balance / margin
+    (_re.compile(r"INSUFFICIENT[_ ]?AVAILABLE|insufficient.{0,20}(balance|margin|fund)|margin.{0,30}while available|not enough|资金不足", _re.IGNORECASE),
+     "quickTrade.errorHints.insufficientBalance"),
+    # Invalid size / quantity
+    (_re.compile(r"invalid.{0,10}size|invalid.{0,10}(qty|quantity|amount|volume)|Order size.{0,20}(too small|below|minimum)|MIN_NOTIONAL", _re.IGNORECASE),
+     "quickTrade.errorHints.invalidSize"),
+    # Invalid price
+    (_re.compile(r"invalid.{0,10}price|price.{0,20}(deviate|deviation|exceed|out of range)", _re.IGNORECASE),
+     "quickTrade.errorHints.invalidPrice"),
+    # Rate limit
+    (_re.compile(r"rate.?limit|too many request|429|REQUEST_FREQUENCY", _re.IGNORECASE),
+     "quickTrade.errorHints.rateLimit"),
+    # API key / permission
+    (_re.compile(r"(invalid|wrong|expired).{0,10}(api.?key|key|signature|sign)|NOT_LOGIN|UNAUTHORIZED|permission.{0,10}denied|IP.{0,20}(not|whitelist|restrict)", _re.IGNORECASE),
+     "quickTrade.errorHints.authError"),
+    # Position / reduce-only conflict
+    (_re.compile(r"reduce.?only|position.{0,20}(not exist|not found|side)|POSITION_NOT_EXIST", _re.IGNORECASE),
+     "quickTrade.errorHints.positionConflict"),
+    # Network / timeout
+    (_re.compile(r"timeout|timed? ?out|connect|ECONNREFUSED|SSL|ConnectionError|RemoteDisconnected", _re.IGNORECASE),
+     "quickTrade.errorHints.networkError"),
+    # Exchange maintenance
+    (_re.compile(r"maintenance|unavailable|system.{0,10}(busy|error|upgrade)|suspend|暂停", _re.IGNORECASE),
+     "quickTrade.errorHints.exchangeMaintenance"),
+]
+
+
+def _parse_trade_error_hint(error_str: str) -> str:
+    """Return a i18n key hint for common exchange trading errors, or empty string."""
+    s = str(error_str or "")
+    for pattern, hint_key in _FRIENDLY_ERROR_PATTERNS:
+        if pattern.search(s):
+            return hint_key
+    return ""
+
 quick_trade_bp = Blueprint('quick_trade', __name__)
 
 
 # ────────── helpers ──────────
 
+def _symbols_match_quick_trade(user_symbol: str, position_symbol: str) -> bool:
+    """Match UI symbol (e.g. ETH/USDT) with exchange-native ids (e.g. ETH_USDT, ETH-USDT-SWAP)."""
+
+    def norm(x: str) -> str:
+        return (x or "").strip().upper().replace("/", "").replace("-", "").replace("_", "")
+
+    a, b = norm(user_symbol), norm(position_symbol)
+    if not a or not b:
+        return False
+    if a == b:
+        return True
+    for suf in ("SWAP", "PERPETUAL", "PERP"):
+        if b.endswith(suf) and a == b[: -len(suf)]:
+            return True
+        if a.endswith(suf) and b == a[: -len(suf)]:
+            return True
+    # Substring fallback for less standard ids (min length avoids ETH vs ETHW false positives)
+    return (len(a) >= 6 and a in b) or (len(b) >= 6 and b in a)
+
+
 def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_type: str, limit_price: float = 0.0) -> float:
     """
     Convert USDT amount to base asset quantity for all exchanges.
@@ -116,6 +174,56 @@ def _convert_usdt_to_base_qty(client, symbol: str, usdt_amount: float, market_ty
                                 current_price = float(data.get("price") or 0)
                 except Exception:
                     pass
+
+            # Bybit v5 — same host as trading API; tickers/orderbook are public
+            from app.services.live_trading.bybit import BybitClient
+            if current_price <= 0 and isinstance(client, BybitClient):
+                try:
+                    import requests
+                    from app.services.live_trading.symbols import to_bybit_symbol
+
+                    bu = (getattr(client, "base_url", "") or "").rstrip("/")
+                    bsym = to_bybit_symbol(symbol).upper()
+                    cat = "spot" if (market_type or "").strip().lower() == "spot" else "linear"
+                    if bu and bsym:
+                        tr = requests.get(
+                            f"{bu}/v5/market/tickers",
+                            params={"category": cat, "symbol": bsym},
+                            timeout=8,
+                        )
+                        if tr.status_code == 200:
+                            jd = tr.json() if tr.text else {}
+                            lst = (((jd.get("result") or {}).get("list")) or []) if isinstance(jd, dict) else []
+                            if lst and isinstance(lst[0], dict):
+                                t0 = lst[0]
+                                current_price = float(
+                                    str(
+                                        t0.get("lastPrice")
+                                        or t0.get("markPrice")
+                                        or t0.get("indexPrice")
+                                        or 0
+                                    ).replace(",", "")
+                                    or 0
+                                )
+                        if current_price <= 0:
+                            obr = requests.get(
+                                f"{bu}/v5/market/orderbook",
+                                params={"category": cat, "symbol": bsym, "limit": 25},
+                                timeout=8,
+                            )
+                            if obr.status_code == 200:
+                                od = obr.json() if obr.text else {}
+                                res = (od.get("result") or {}) if isinstance(od, dict) else {}
+                                bids = res.get("b") or []
+                                asks = res.get("a") or []
+                                bp = float(str(bids[0][0]).replace(",", "")) if bids and bids[0] else 0.0
+                                ap = float(str(asks[0][0]).replace(",", "")) if asks and asks[0] else 0.0
+                                if bp > 0 and ap > 0:
+                                    current_price = (bp + ap) / 2.0
+                                else:
+                                    current_price = bp or ap
+                except Exception:
+                    pass
             
             # Other exchanges - can be added as needed
             # For exchanges without price API, we'll use a fallback
@@ -350,7 +458,12 @@ def place_order():
                     elif isinstance(client, GateUsdtFuturesClient):
                         from app.services.live_trading.symbols import to_gate_currency_pair
                         contract = to_gate_currency_pair(symbol)
-                        client.set_leverage(contract=contract, leverage=leverage)
+                        if not client.set_leverage(contract=contract, leverage=leverage):
+                            logger.warning(
+                                "Gate set_leverage failed (contract=%s lev=%s); order may use exchange default leverage",
+                                contract,
+                                leverage,
+                            )
                     # Most other exchanges use symbol
                     else:
                         # Try common parameter names
@@ -472,7 +585,12 @@ def place_order():
         except Exception:
             pass
 
-        return jsonify({"code": 0, "msg": str(e)}), 500
+        err_str = str(e)
+        hint = _parse_trade_error_hint(err_str)
+        resp: Dict[str, Any] = {"code": 0, "msg": err_str}
+        if hint:
+            resp["error_hint"] = hint
+        return jsonify(resp), 500
 
 
 def _market_order_kwargs(client, symbol, amount, side, market_type, client_order_id):
@@ -581,9 +699,34 @@ def get_balance():
 def _parse_balance(raw: Any, exchange_id: str, market_type: str) -> Dict[str, Any]:
     """Best-effort parse balance from various exchange responses."""
     result = {"available": 0, "total": 0, "currency": "USDT"}
+    ex0 = (exchange_id or "").strip().lower()
+    mt0 = (market_type or "").strip().lower()
+
+    def _num(x: Any) -> float:
+        try:
+            s = str(x).replace(",", "").strip()
+            if not s:
+                return 0.0
+            return float(s)
+        except Exception:
+            return 0.0
+
     if not raw:
         return result
     try:
+        # Gate.io spot: GET /api/v4/spot/accounts returns a list
+        if isinstance(raw, list) and ex0 == "gate":
+            for item in raw:
+                if not isinstance(item, dict):
+                    continue
+                if str(item.get("currency") or "").upper() == "USDT":
+                    av = _num(item.get("available") or item.get("available_balance"))
+                    lk = _num(item.get("locked") or item.get("freeze") or item.get("locked_amount"))
+                    result["available"] = av
+                    result["total"] = av + lk
+                    return result
+            return result
+
         if isinstance(raw, dict):
             # Binance futures
             if "availableBalance" in raw:
@@ -599,6 +742,21 @@ def _parse_balance(raw: Any, exchange_id: str, market_type: str) -> Dict[str, An
                         return result
                 return result
             ex = (exchange_id or "").lower()
+            # Gate.io USDT perpetual: GET /api/v4/futures/usdt/accounts — flat object (values often strings)
+            if ex == "gate" and mt0 != "spot":
+                if any(k in raw for k in ("available", "total", "cross_available", "cross_margin_balance")):
+                    av = raw.get("available") or raw.get("available_balance") or raw.get("cross_available")
+                    tot = (
+                        raw.get("total")
+                        or raw.get("total_balance")
+                        or raw.get("cross_margin_balance")
+                        or raw.get("equity")
+                    )
+                    result["available"] = _num(av)
+                    result["total"] = _num(tot) if tot is not None and str(tot).strip() != "" else result["available"]
+                    if result["total"] <= 0 < result["available"]:
+                        result["total"] = result["available"]
+                    return result
             # Bitget mix: { code, data: [ { marginCoin, available, accountEquity, ... } ] }
             # Must run before OKX — both use data as a list; OKX fallback would zero Bitget.
             if ex == "bitget" and (market_type or "").lower() != "spot":
@@ -709,7 +867,7 @@ def _fetch_exchange_positions_raw(
     """
     Fetch raw position payload for quick-trade / close-position.
 
-    Many clients do not accept ``symbol=`` on ``get_positions()`` (Gate, KuCoin, Bybit, Bitfinex),
+    Many clients do not accept ``symbol=`` on ``get_positions()`` (Gate, KuCoin, Bitfinex),
     or need extra args (Bitget ``product_type``, OKX ``inst_type``). Centralize here.
     """
     from app.services.live_trading.binance import BinanceFuturesClient
@@ -747,7 +905,8 @@ def _fetch_exchange_positions_raw(
         return client.get_positions(product_type=pt, symbol=symbol)
 
     if isinstance(client, BybitClient):
-        raw = client.get_positions()
+        # Bybit v5 requires symbol or settleCoin; query the contract directly.
+        raw = client.get_positions(symbol=symbol)
         lst = (((raw or {}).get("result") or {}).get("list")) if isinstance(raw, dict) else None
         if not isinstance(lst, list):
             return raw
@@ -765,8 +924,25 @@ def _fetch_exchange_positions_raw(
         raw = client.get_positions()
         items = raw if isinstance(raw, list) else []
         c = to_gate_currency_pair(symbol)
+        logger.info("Gate positions: total=%d, target=%s, contracts=%s",
+                     len(items), c,
+                     [(str(p.get("contract")), p.get("size")) for p in items if isinstance(p, dict) and p.get("size")][:10])
         filtered = [p for p in items if isinstance(p, dict) and str(p.get("contract") or "").strip() == c]
-        return filtered
+        out = []
+        for p in filtered:
+            q = dict(p)
+            try:
+                ct_sz = float(q.get("size") or 0)
+            except Exception:
+                ct_sz = 0.0
+            if abs(ct_sz) > 1e-12:
+                base_amt = client.contracts_signed_to_base_qty(contract=c, contracts_signed=ct_sz)
+                if base_amt > 0:
+                    q["positionAmt"] = base_amt
+            out.append(q)
+        logger.info("Gate filtered positions for %s: %d items, sizes=%s", c, len(out),
+                     [(p.get("size"), p.get("positionAmt")) for p in out])
+        return out
 
     if isinstance(client, KucoinFuturesClient):
         raw = client.get_positions()
@@ -782,7 +958,37 @@ def _fetch_exchange_positions_raw(
         return {"data": filtered}
 
     if isinstance(client, HtxClient):
-        return client.get_positions(symbol=symbol)
+        raw = client.get_positions(symbol=symbol)
+        data = (raw.get("data") if isinstance(raw, dict) else None) or []
+        if not isinstance(data, list):
+            data = []
+        out_items = []
+        for p in data:
+            if not isinstance(p, dict):
+                continue
+            q = dict(p)
+            cc = str(q.get("contract_code") or "").strip()
+            if cc:
+                parts = cc.split("-", 1)
+                if len(parts) == 2:
+                    q["symbol"] = f"{parts[0]}/{parts[1]}"
+            try:
+                vol = float(q.get("volume") or q.get("available") or 0)
+            except Exception:
+                vol = 0.0
+            if abs(vol) > 1e-12 and cc:
+                try:
+                    info = client.get_contract_info(symbol=symbol or cc) or {}
+                    cs = float(info.get("contract_size") or 1)
+                    if cs <= 0:
+                        cs = 1.0
+                    q["positionAmt"] = abs(vol) * cs
+                except Exception:
+                    pass
+            out_items.append(q)
+        logger.info("HTX positions for %s: %d items, sizes=%s", symbol, len(out_items),
+                     [(p.get("contract_code"), p.get("volume"), p.get("positionAmt")) for p in out_items])
+        return {"data": out_items}
 
     if isinstance(client, DeepcoinClient):
         return client.get_positions(symbol=symbol)
@@ -860,6 +1066,21 @@ def _parse_positions(raw: Any) -> list:
         for item in items:
             if not isinstance(item, dict):
                 continue
+            sym_raw = str(
+                item.get("symbol")
+                or item.get("instId")
+                or item.get("contract")
+                or item.get("contract_code")
+                or ""
+            ).strip()
+            display_symbol = sym_raw
+            if sym_raw and "/" not in sym_raw:
+                for sep in ("_", "-"):
+                    if sep in sym_raw:
+                        parts = sym_raw.split(sep, 1)
+                        if len(parts) == 2 and parts[0] and parts[1]:
+                            display_symbol = f"{parts[0]}/{parts[1]}"
+                        break
             # For OKX, position size can be in different fields
             # SWAP: posAmt, pos
             # Binance futures: positionAmt
@@ -876,6 +1097,7 @@ def _parse_positions(raw: Any) -> list:
                 or item.get("bal")
                 or item.get("availBal")
                 or item.get("volume")
+                or item.get("current_qty")
                 or 0
             )
             if abs(size) < 1e-10:
@@ -910,11 +1132,12 @@ def _parse_positions(raw: Any) -> list:
                     side = "short"
             
             result.append({
-                "symbol": item.get("symbol") or item.get("instId") or "",
+                "symbol": display_symbol,
                 "side": side,
                 "size": abs(size),
                 "entry_price": float(
                     item.get("entryPrice")
+                    or item.get("entry_price")
                     or item.get("openPriceAvg")
                     or item.get("avgEntryPrice")
                     or item.get("avgPrice")
@@ -928,15 +1151,17 @@ def _parse_positions(raw: Any) -> list:
                     item.get("unRealizedProfit")
                     or item.get("unrealizedProfit")
                     or item.get("unrealizedPnl")
+                    or item.get("unrealised_pnl")
                     or item.get("upl")
                     or item.get("unrealisedPnl")
                     or item.get("profit_unreal")
                     or item.get("pnl")
                     or 0
                 ),
-                "leverage": float(item.get("leverage") or item.get("lever") or 1),
+                "leverage": float(item.get("leverage") or item.get("lever") or item.get("lever_rate") or item.get("cross_leverage_limit") or 1),
                 "mark_price": float(
                     item.get("markPrice")
+                    or item.get("mark_price")
                     or item.get("markPx")
                     or item.get("last_price")
                     or item.get("last")
@@ -949,6 +1174,48 @@ def _parse_positions(raw: Any) -> list:
     return result
 
 
+def _quick_trade_net_base_qty(
+    user_id: int,
+    credential_id: int,
+    symbol: str,
+    market_type: str,
+    position_side: str,
+) -> float:
+    """
+    Best-effort net base-asset qty from qd_quick_trades (filled buy − sell for long, vice versa for short).
+
+    Used when user chooses to close only the portion accumulated via Quick Trade, not manual exchange orders.
+    Imperfect if the user also traded the same symbol elsewhere or records are incomplete.
+    """
+    mt = (market_type or "swap").strip().lower()
+    ps = (position_side or "").strip().lower()
+    sym = str(symbol or "").strip()
+    with get_db_connection() as db:
+        cur = db.cursor()
+        cur.execute(
+            """
+            SELECT
+              COALESCE(SUM(CASE WHEN side = 'buy' THEN filled_amount ELSE 0 END), 0) AS b,
+              COALESCE(SUM(CASE WHEN side = 'sell' THEN filled_amount ELSE 0 END), 0) AS s
+            FROM qd_quick_trades
+            WHERE user_id = %s AND credential_id = %s AND symbol = %s AND market_type = %s
+              AND status = 'filled' AND COALESCE(filled_amount, 0) > 0
+            """,
+            (int(user_id), int(credential_id), sym, mt),
+        )
+        row = cur.fetchone() or {}
+        cur.close()
+    buy_sum = float(row.get("b") or 0)
+    sell_sum = float(row.get("s") or 0)
+    if ps == "long":
+        net = buy_sum - sell_sum
+    elif ps == "short":
+        net = sell_sum - buy_sum
+    else:
+        net = 0.0
+    return max(0.0, float(net))
+
+
 @quick_trade_bp.route('/close-position', methods=['POST'])
 @login_required
 def close_position():
@@ -960,6 +1227,8 @@ def close_position():
       symbol         (str)    — e.g. "BTC/USDT"
       market_type    (str)    — "swap" / "spot" (default: swap)
       size            (float)  — position size to close (optional, defaults to full position)
+      close_scope    (str)    — "full" (default) or "system_tracked" (swap only: min(position, net from qd_quick_trades))
+      position_side  (str)    — optional "long" / "short"; required when both directions exist for the same symbol
       source          (str)    — "ai_radar" / "ai_analysis" / "indicator" / "manual"
     """
     try:
@@ -971,6 +1240,11 @@ def close_position():
         market_type = str(body.get("market_type") or "swap").strip().lower()
         close_size = float(body.get("size") or 0)  # 0 means close full position
         source = str(body.get("source") or "manual").strip()
+        close_scope_raw = str(body.get("close_scope") or body.get("closeScope") or "full").strip().lower()
+        if close_scope_raw in ("system", "system_tracked", "quick_trade", "app"):
+            close_scope = "system_tracked"
+        else:
+            close_scope = "full"
         
         # ---- validation ----
         if not credential_id:
@@ -1003,29 +1277,80 @@ def close_position():
         
         if not positions:
             return jsonify({"code": 0, "msg": f"No position found for {symbol}"}), 404
-        
-        # Find matching position for this symbol
-        position = None
+
+        want_side = str(body.get("position_side") or body.get("close_side") or "").strip().lower()
+        if want_side not in ("", "long", "short"):
+            want_side = ""
+
+        matches: list = []
         for pos in positions:
             pos_symbol = pos.get("symbol", "").strip()
-            # Match by symbol (may need normalization)
-            if symbol.upper().replace("/", "") in pos_symbol.upper().replace("/", "").replace("-", ""):
-                position = pos
-                break
-        
+            if not _symbols_match_quick_trade(symbol, pos_symbol):
+                continue
+            ps = str(pos.get("side") or "").strip().lower()
+            if want_side in ("long", "short"):
+                if ps == want_side:
+                    matches.append(pos)
+            else:
+                matches.append(pos)
+
+        position = None
+        if len(matches) == 1:
+            position = matches[0]
+        elif len(matches) > 1:
+            if want_side in ("long", "short"):
+                position = matches[0]
+            else:
+                return jsonify(
+                    {
+                        "code": 0,
+                        "msg": "该交易对同时存在多仓与空仓，请在请求中指定 position_side 为 long 或 short。",
+                    }
+                ), 400
         if not position:
             return jsonify({"code": 0, "msg": f"No position found for {symbol}"}), 404
-        
+
         position_side = str(position.get("side") or "").strip().lower()
         position_size = float(position.get("size") or 0)
         
         if position_size <= 0:
             return jsonify({"code": 0, "msg": "Position size is zero or invalid"}), 400
         
+        if close_scope == "system_tracked" and market_type != "swap":
+            return jsonify({"code": 0, "msg": "system_tracked close_scope is only supported for swap/perp"}), 400
+
+        tracked_net = 0.0
+        if close_scope == "system_tracked":
+            tracked_net = _quick_trade_net_base_qty(
+                user_id, credential_id, symbol, market_type, position_side=position_side
+            )
+            if tracked_net <= 0:
+                return jsonify(
+                    {
+                        "code": 0,
+                        "msg": "No filled Quick Trade volume found for this symbol; use full close or check history.",
+                    }
+                ), 400
+
         # Determine close size
-        actual_close_size = close_size if close_size > 0 else position_size
+        if close_size > 0:
+            actual_close_size = min(close_size, position_size)
+        elif close_scope == "system_tracked":
+            actual_close_size = min(tracked_net, position_size)
+            logger.info(
+                "close_position system_tracked: symbol=%s side=%s position=%s tracked_net=%s close=%s",
+                symbol,
+                position.get("side"),
+                position_size,
+                tracked_net,
+                actual_close_size,
+            )
+        else:
+            actual_close_size = position_size
         if actual_close_size > position_size:
             actual_close_size = position_size
+        if actual_close_size <= 0:
+            return jsonify({"code": 0, "msg": "Close size is zero"}), 400
         
         # ---- determine signal type based on position side ----
         if market_type == "spot":
@@ -1111,6 +1436,8 @@ def close_position():
                 "avg_price": avg_fill,
                 "closed_size": actual_close_size,
                 "position_side": position_side,
+                "close_scope": close_scope,
+                "tracked_net_base": tracked_net if close_scope == "system_tracked" else None,
                 "status": "filled" if filled > 0 else "submitted",
             },
         })
@@ -1118,7 +1445,12 @@ def close_position():
     except Exception as e:
         logger.error(f"close_position failed: {e}")
         logger.error(traceback.format_exc())
-        return jsonify({"code": 0, "msg": str(e)}), 500
+        err_str = str(e)
+        hint = _parse_trade_error_hint(err_str)
+        resp: Dict[str, Any] = {"code": 0, "msg": err_str}
+        if hint:
+            resp["error_hint"] = hint
+        return jsonify(resp), 500
 
 
 @quick_trade_bp.route('/history', methods=['GET'])

backend_api_python/app/routes/settings.py

@@ -399,6 +399,15 @@ CONFIG_SCHEMA = {
                 'link_text': 'settings.link.getToken',
                 'description': 'Tiingo API key for Forex/Metals data'
             },
+            {
+                'key': 'TWELVE_DATA_API_KEY',
+                'label': 'Twelve Data API Key',
+                'type': 'password',
+                'required': False,
+                'link': 'https://twelvedata.com/apikey',
+                'link_text': 'settings.link.getApiKey',
+                'description': 'Twelve Data API key for CN/HK stock K-lines (free 800 credits/day)'
+            },
         ]
     },
 

backend_api_python/app/routes/strategy.py

@@ -15,6 +15,11 @@ from app.services.strategy_snapshot import StrategySnapshotResolver
 from app import get_trading_executor
 from app.utils.logger import get_logger
 from app.utils.db import get_db_connection
+
+try:
+    from psycopg2.errors import UndefinedTable as PgUndefinedTable
+except Exception:  # pragma: no cover
+    PgUndefinedTable = None  # type: ignore
 from app.utils.auth import login_required
 from app.data_sources import DataSourceFactory
 
@@ -662,6 +667,15 @@ def get_equity_curve():
                 (strategy_id,)
             )
             rows = cur.fetchall() or []
+            cur.execute(
+                """
+                SELECT COALESCE(SUM(unrealized_pnl), 0) AS u
+                FROM qd_strategy_positions
+                WHERE strategy_id = ?
+                """,
+                (strategy_id,),
+            )
+            prow = cur.fetchone() or {}
             cur.close()
 
         equity = initial
@@ -678,7 +692,17 @@ def get_equity_curve():
                 ts = int(created_at)
             else:
                 ts = int(time.time())
-            curve.append({'time': ts, 'equity': equity})
+            curve.append({'time': ts, 'equity': round(equity, 2)})
+
+        # 将未实现盈亏并入曲线末端，便于「持仓中」也能在绩效里看到浮动权益
+        try:
+            unreal = float(prow.get('u') or prow.get('U') or 0)
+        except Exception:
+            unreal = 0.0
+        live_equity = float(equity) + unreal
+        now_ts = int(time.time())
+        if abs(unreal) > 1e-12 or not curve:
+            curve.append({'time': now_ts, 'equity': round(live_equity, 2)})
 
         return jsonify({'code': 1, 'msg': 'success', 'data': curve})
     except Exception as e:
@@ -1391,11 +1415,16 @@ def get_strategy_performance():
 def get_strategy_logs():
     """Get strategy running logs."""
     try:
+        user_id = g.user_id
         strategy_id = request.args.get('id')
         limit = int(request.args.get('limit', 200))
         if not strategy_id:
             return jsonify({'code': 0, 'msg': 'Strategy ID required'})
 
+        st = get_strategy_service().get_strategy(int(strategy_id), user_id=user_id)
+        if not st:
+            return jsonify({'code': 0, 'msg': 'Strategy not found'}), 404
+
         with get_db_connection() as db:
             cur = db.cursor()
             cur.execute(
@@ -1411,10 +1440,22 @@ def get_strategy_logs():
             rows = cur.fetchall() or []
             cur.close()
 
-        logs = list(reversed(rows))
+        out = []
+        for r in rows or []:
+            if not isinstance(r, dict):
+                continue
+            rr = dict(r)
+            ts = rr.get('timestamp')
+            if ts is not None and hasattr(ts, 'isoformat'):
+                rr['timestamp'] = ts.isoformat()
+            out.append(rr)
+        logs = list(reversed(out))
         return jsonify({'code': 1, 'msg': 'success', 'data': logs})
     except Exception as e:
-        if 'qd_strategy_logs' in str(e) and ('does not exist' in str(e) or 'no such table' in str(e)):
+        if PgUndefinedTable is not None and isinstance(e, PgUndefinedTable):
+            return jsonify({'code': 1, 'msg': 'success', 'data': []})
+        el = str(e).lower()
+        if 'qd_strategy_logs' in el and ('does not exist' in el or 'no such table' in el):
             return jsonify({'code': 1, 'msg': 'success', 'data': []})
         logger.error(f"get_strategy_logs failed: {str(e)}")
         return jsonify({'code': 0, 'msg': str(e)}), 500