fix: sua loi eviction dung nham gia cross-symbol trong trade_executor.py

Phat hien (p) khi viet test cho trade_executor: khi kiem tra hybrid
eviction, PnL cua TAT CA cac trade dang mo (o nhieu symbol khac nhau) bi
tinh bang current_price cua tin hieu dang xu ly, thay vi gia thuc cua
tung symbol. Fix bang cach lookup gia moi nhat theo tung
symbol/exchange/timeframe (batched query, cung pattern da dung dung trong
close_stale_trades), ap dung cho ca xep hang loser LAN gia dong lenh cuoi
cung.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>

backend/app/services/trade_executor.py

@@ -15,8 +15,11 @@ from sqlalchemy.ext.asyncio import AsyncSession
 
 from app.core.exceptions import AppException
 from app.database import async_session_factory
+from app.models.candle import Candle
+from app.models.exchange import Exchange
 from app.models.real_trade import RealTrade
 from app.models.signal import HypotheticalTrade, Signal
+from app.models.symbol import Symbol
 from app.models.user import User
 from app.services.audit_service import log_action
 
@@ -195,9 +198,42 @@ async def execute_signal_trade(
 
         if open_count >= MAX_OPEN_TRADES:
             to_evict = open_count - MAX_OPEN_TRADES + 1
+
+            # Each open trade may be on a different symbol than the signal
+            # currently being processed — using `current_price` (that
+            # signal's price) for all of them would rank PnL against the
+            # wrong market price. Look up each trade's own latest candle
+            # price instead (batched by unique symbol/exchange/timeframe).
+            trade_keys = list({(t.symbol, t.exchange, t.timeframe) for t in all_open_trades})
+            price_map: dict[tuple[str, str, str], Decimal] = {}
+            for sym, ex, tf in trade_keys:
+                price_result = await db.execute(
+                    select(Candle.close)
+                    .select_from(Symbol)
+                    .join(Candle, Candle.symbol_id == Symbol.id)
+                    .join(Exchange, Exchange.id == Symbol.exchange_id)
+                    .where(and_(
+                        Exchange.name == ex,
+                        Symbol.symbol == sym,
+                        Candle.timeframe == tf,
+                    ))
+                    .order_by(desc(Candle.timestamp))
+                    .limit(1)
+                )
+                row = price_result.first()
+                if row:
+                    price_map[(sym, ex, tf)] = row[0]
+
+            def _price_for(t: HypotheticalTrade) -> Decimal:
+                if t.symbol == symbol and t.exchange == exchange_name:
+                    return current_price
+                # Fall back to entry_price (PnL=0, neutral) if no candle
+                # data is available for this trade's own symbol.
+                return price_map.get((t.symbol, t.exchange, t.timeframe), t.entry_price)
+
             open_with_pnl = []
             for t in all_open_trades:
-                pnl_val, _pct = _calculate_pnl(t.entry_price, current_price, t.direction, t.quantity)
+                pnl_val, _pct = _calculate_pnl(t.entry_price, _price_for(t), t.direction, t.quantity)
                 open_with_pnl.append((t, pnl_val))
 
             losers = [(t, pnl) for t, pnl in open_with_pnl if pnl < 0]
@@ -208,10 +244,11 @@ async def execute_signal_trade(
                 eviction_candidates = all_open_trades[:to_evict]
 
             for evict_trade in eviction_candidates:
+                evict_price = _price_for(evict_trade)
                 pnl, pnl_pct = _calculate_pnl(
-                    evict_trade.entry_price, current_price, evict_trade.direction, evict_trade.quantity
+                    evict_trade.entry_price, evict_price, evict_trade.direction, evict_trade.quantity
                 )
-                evict_trade.exit_price = current_price
+                evict_trade.exit_price = evict_price
                 evict_trade.exit_time = datetime.now(timezone.utc)
                 evict_trade.exit_reason = "MAX_LIMIT_EVICT"
                 evict_trade.pnl = pnl

backend/tests/conftest.py

@@ -17,13 +17,19 @@ os.environ.setdefault("ENCRYPTION_KEY", "00" * 32)
 os.environ.setdefault("JWT_PRIVATE_KEY_PATH", "/nonexistent/jwt_private.pem")
 os.environ.setdefault("JWT_PUBLIC_KEYS_DIR", "/nonexistent/jwt_public_keys")
 
+from datetime import timezone
+
 import pytest
 import pytest_asyncio
+from sqlalchemy import DateTime
 from sqlalchemy.dialects.postgresql import TIMESTAMP as PG_TIMESTAMP
 from sqlalchemy.dialects.postgresql import UUID as PG_UUID
+from sqlalchemy.dialects.sqlite import DATETIME as SQLITE_DATETIME
+from sqlalchemy.dialects.sqlite import dialect as _sqlite_dialect
 from sqlalchemy.ext.asyncio import AsyncSession, create_async_engine
 from sqlalchemy.ext.compiler import compiles
 from sqlalchemy.pool import StaticPool
+from sqlalchemy.types import TypeDecorator
 
 
 @compiles(PG_UUID, "sqlite")
@@ -36,33 +42,70 @@ def _compile_pg_timestamp_sqlite(element, compiler, **kw):  # noqa: ANN001
     return "DATETIME"
 
 
-@pytest_asyncio.fixture
+class _UTCDateTime(TypeDecorator):
-async def db_session():
+    """SQLite has no native timezone-aware datetime storage — it silently
-    """Fresh in-memory SQLite DB per test, with only the tables these tests need."""
+    drops tzinfo on round-trip, which then blows up any `now - stored_value`
-    from app.database import Base
+    arithmetic in production code that (correctly) assumes tz-aware
-    from app.models import AuditLog, Exchange, ExchangeCredential, HypotheticalTrade, Signal, User
+    datetimes throughout (as Postgres's TIMESTAMPTZ guarantees). Re-attach
+    UTC on the way out so model code doesn't need to know it's talking to
+    SQLite in tests."""
+
+    impl = SQLITE_DATETIME
+    cache_ok = True
+
+    def process_bind_param(self, value, dialect):  # noqa: ANN001
+        if value is not None and value.tzinfo is not None:
+            return value.astimezone(timezone.utc).replace(tzinfo=None)
+        return value
+
+    def process_result_value(self, value, dialect):  # noqa: ANN001
+        if value is not None and value.tzinfo is None:
+            return value.replace(tzinfo=timezone.utc)
+        return value
+
+
+_sqlite_dialect.colspecs = {
+    **_sqlite_dialect.colspecs,
+    DateTime: _UTCDateTime,
+    PG_TIMESTAMP: _UTCDateTime,
+}
+
+
+def _needed_tables():
+    from app.models import AuditLog, Exchange, ExchangeCredential, HypotheticalTrade, Signal, Symbol, User
+    from app.models.candle import Candle
     from app.models.real_trade import RealTrade
 
+    return [
+        User.__table__,
+        Exchange.__table__,
+        ExchangeCredential.__table__,
+        RealTrade.__table__,
+        Signal.__table__,
+        HypotheticalTrade.__table__,
+        AuditLog.__table__,
+        Symbol.__table__,
+        Candle.__table__,
+    ]
+
+
+async def _new_sqlite_engine():
     engine = create_async_engine(
         "sqlite+aiosqlite:///:memory:",
         poolclass=StaticPool,
         connect_args={"check_same_thread": False},
     )
+    from app.database import Base
 
     async with engine.begin() as conn:
-        await conn.run_sync(
+        await conn.run_sync(Base.metadata.create_all, tables=_needed_tables())
-            Base.metadata.create_all,
+    return engine
-            tables=[
-                User.__table__,
-                Exchange.__table__,
-                ExchangeCredential.__table__,
-                RealTrade.__table__,
-                Signal.__table__,
-                HypotheticalTrade.__table__,
-                AuditLog.__table__,
-            ],
-        )
 
+
+@pytest_asyncio.fixture
+async def db_session():
+    """Fresh in-memory SQLite DB per test, with only the tables these tests need."""
+    engine = await _new_sqlite_engine()
     session = AsyncSession(engine, expire_on_commit=False)
     try:
         yield session
@@ -71,5 +114,22 @@ async def db_session():
         await engine.dispose()
 
 
+@pytest_asyncio.fixture
+async def session_factory():
+    """Like `db_session`, but yields an `async_sessionmaker` instead of a
+    single session — for testing functions (e.g. in signal_service.py) that
+    open their own session(s) via a module-level `async_session_factory`
+    rather than accepting one as a parameter. Monkeypatch that module-level
+    name to this fixture's factory to redirect it at the in-memory DB."""
+    from sqlalchemy.ext.asyncio import async_sessionmaker
+
+    engine = await _new_sqlite_engine()
+    factory = async_sessionmaker(engine, class_=AsyncSession, expire_on_commit=False)
+    try:
+        yield factory
+    finally:
+        await engine.dispose()
+
+
 def new_uuid() -> uuid.UUID:
     return uuid.uuid4()

backend/tests/test_trade_executor.py

@@ -20,7 +20,8 @@ from decimal import Decimal
 import pytest
 from sqlalchemy import select
 
-from app.models import HypotheticalTrade, Signal, User
+from app.models import Exchange, HypotheticalTrade, Signal, Symbol, User
+from app.models.candle import Candle
 from app.services.trade_executor import (
     MAX_OPEN_TRADES,
     STRONG_BUY,
@@ -231,4 +232,67 @@ async def test_hybrid_eviction_evicts_oldest_when_all_open_trades_are_winners(db
     assert len(closed_trades) == 1
     assert closed_trades[0].symbol == "SYM0/USDT", "FIFO: the oldest trade must be evicted when all are winners"
     assert closed_trades[0].exit_reason == "MAX_LIMIT_EVICT"
-    assert any(t.symbol == "NEW/USDT" for t in open_trades)
+
+
+async def test_hybrid_eviction_uses_each_trades_own_symbol_price_not_incoming_signal_price(db_session):
+    """Regression test for finding (p): eviction PnL must be computed with
+    each open trade's OWN current price, not the price of whatever symbol
+    the currently-processed signal happens to be for.
+
+    Setup: REAL/USDT is a real loser at its own market price (candle close
+    50, entry 100 -> -50 PnL), but the incoming signal is for NEW/USDT at a
+    much higher price (1000). The old buggy code priced every open trade at
+    1000, which would make REAL/USDT look like a huge winner (+900) and
+    evict the oldest FIFO trade instead of the actual loser.
+    """
+    user = make_user()
+    exchange = Exchange(name="mexc", display_name="MEXC")
+    db_session.add_all([user, exchange])
+    await db_session.flush()
+
+    real_symbol = Symbol(symbol="REAL/USDT", base="REAL", quote="USDT", exchange_id=exchange.id)
+    db_session.add(real_symbol)
+    await db_session.flush()
+
+    db_session.add(Candle(
+        symbol_id=real_symbol.id, timeframe="1h", timestamp=datetime.now(timezone.utc),
+        open=Decimal("60"), high=Decimal("65"), low=Decimal("48"), close=Decimal("50"),
+        volume=Decimal("1000"),
+    ))
+
+    base_time = datetime.now(timezone.utc) - timedelta(days=1)
+    existing_trades = [
+        HypotheticalTrade(
+            user_id=user.id, symbol="REAL/USDT", exchange="mexc", timeframe="1h",
+            direction="LONG", entry_price=Decimal("100"),
+            entry_time=base_time,  # oldest -> would be the FIFO pick if it were mis-priced as a winner
+            quantity=Decimal("1"), status="OPEN",
+        )
+    ]
+    for i in range(MAX_OPEN_TRADES - 1):
+        existing_trades.append(HypotheticalTrade(
+            user_id=user.id, symbol=f"FILLER{i}/USDT", exchange="mexc", timeframe="1h",
+            direction="LONG", entry_price=Decimal("100"),
+            entry_time=base_time + timedelta(minutes=i + 1),  # all newer than REAL/USDT
+            quantity=Decimal("1"), status="OPEN",
+        ))
+    db_session.add_all(existing_trades)
+    await db_session.flush()
+
+    signal = make_signal(STRONG_BUY, symbol="NEW/USDT")
+    db_session.add(signal)
+    await db_session.flush()
+
+    await execute_signal_trade(db_session, signal, "NEW/USDT", "mexc", "1h", Decimal("1000"))
+
+    all_trades = await _open_trades_for(db_session, user.id)
+    closed_trades = [t for t in all_trades if t.status == "CLOSED"]
+
+    assert len(closed_trades) == 1
+    assert closed_trades[0].symbol == "REAL/USDT", (
+        "must evict the trade that is an actual loser at its OWN price, "
+        "not misjudge it as a winner using the unrelated incoming signal's price"
+    )
+    assert closed_trades[0].exit_price == Decimal("50"), "exit price must come from REAL/USDT's own candle, not the signal's 1000"
+    assert closed_trades[0].pnl == Decimal("-50")
+    assert any(t.symbol == "NEW/USDT" and t.status == "OPEN" for t in all_trades)