Close stale paper positions outside trend universe

crypto_spot_bot/bot.py

@@ -7,7 +7,7 @@ from crypto_spot_bot.config import Settings
 from crypto_spot_bot.execution import LiveBroker, PaperBroker
 from crypto_spot_bot.learning import TradeLearner
 from crypto_spot_bot.market_data import MarketData
-from crypto_spot_bot.models import BotStatus, Signal, utc_now
+from crypto_spot_bot.models import BotStatus, Signal, Ticker, utc_now
 from crypto_spot_bot.patterns import PatternAnalyzer
 from crypto_spot_bot.strategy import SpotStrategy
 from crypto_spot_bot.storage import Storage
@@ -50,6 +50,7 @@ class CryptoSpotBot:
         self.market.reset_stop()
         if not self.market.symbols:
             await self.market.bootstrap()
+        self._close_paper_positions_outside_symbol_universe()
         self._update_patterns()
         self._update_forecasts()
         self.learner.refresh()
@@ -198,6 +199,31 @@ class CryptoSpotBot:
         enriched["over_target_exposure"] = current_exposure > target_total + self.settings.min_position_usdt
         return enriched
 
+    def _close_paper_positions_outside_symbol_universe(self) -> None:
+        if self.settings.strategy_mode != "trend_macd" or self.settings.trading_mode != "paper":
+            return
+        allowed_symbols = set(self.market.symbols or self.settings.symbols)
+        for position in list(self.broker.open_positions()):
+            if position.symbol in allowed_symbols:
+                continue
+            synthetic_ticker = Ticker(
+                symbol=position.symbol,
+                last_price=position.entry_price,
+                bid=position.entry_price,
+                ask=position.entry_price,
+                turnover_24h=0.0,
+                volume_24h=0.0,
+                change_24h=0.0,
+            )
+            self.broker.sell(
+                position,
+                synthetic_ticker,
+                "trend_macd: закрыта старая paper-позиция вне списка разрешенных пар",
+            )
+            self.storage.event(
+                f"{position.symbol}: старая paper-позиция закрыта при переходе на trend_macd"
+            )
+
     def _reduction_candidate_id(self, prices: dict[str, float]) -> int | None:
         rules = self._with_exposure_context(self.learner.state.adaptive_rules or {})
         if not rules.get("reduce_exposure") or not rules.get("over_target_exposure"):

tests/test_execution.py

@@ -1,9 +1,13 @@
 from __future__ import annotations
 
+from types import SimpleNamespace
+
 from crypto_spot_bot.bybit import Instrument
+from crypto_spot_bot.bot import CryptoSpotBot
 from crypto_spot_bot.execution import PaperBroker
 from crypto_spot_bot.models import Signal, Ticker
 from crypto_spot_bot.storage import Storage
+from crypto_spot_bot.strategy import SpotStrategy
 
 
 def test_paper_broker_buy_and_sell_records_trade(make_settings, tmp_path) -> None:
@@ -154,3 +158,47 @@ def test_trend_macd_broker_blocks_dca_for_same_symbol(make_settings, tmp_path) -
     assert first is not None
     assert second is None
     assert len(broker.open_positions()) == 1
+
+
+def test_trend_macd_closes_old_paper_positions_outside_symbol_universe(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="trend_macd",
+        trading_mode="paper",
+        symbols=("BTCUSDT", "ETHUSDT", "SOLUSDT"),
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=3,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("HYPEUSDT", 10, 9.99, 10.01, 10_000_000, 100, 0)
+    instrument = Instrument("HYPEUSDT", "HYPE", "USDT", "Trading", 0.001, 0.001, 0.001, 1)
+    position = broker.buy(
+        Signal("HYPEUSDT", "BUY", 0.8, "old", {"position_notional_usdt": 5}),
+        ticker,
+        instrument,
+        {"HYPEUSDT": 10},
+    )
+    assert position is not None
+
+    bot = CryptoSpotBot(
+        settings,
+        storage,
+        SimpleNamespace(symbols=["BTCUSDT", "ETHUSDT", "SOLUSDT"]),
+        broker,
+        SpotStrategy(settings),
+        object(),
+        object(),
+    )
+    bot._close_paper_positions_outside_symbol_universe()
+
+    assert broker.open_positions() == []
+    assert storage.open_positions() == []
+    trade = storage.recent_trades(limit=1)[0]
+    assert trade["side"] == "SELL"
+    assert trade["symbol"] == "HYPEUSDT"
+    assert "trend_macd" in trade["reason"]