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Fix critical Phase 4 issues: wire SL/TP to broker, reconcile trades, fix schema 

High priority fixes:
- Wire time_in_force, stop_loss, take_profit to broker.place_order()
  * Pass time_in_force from received_new_trade() to new_trade()
  * Pass SL/TP/TIF from new_trade() to broker.place_order()

- Reconcile Trade ledger when SL/TP triggers
  * Find all matching paper trades for symbol
  * Settle trades at trigger price
  * Move from active_trades to settled_trades
  * Save to database

- Fix fresh schema missing SL/TP columns
  * Add stop_loss and take_profit to CREATE TABLE statement
  * Ensures first-run trade persistence works

Medium priority fixes:
- Hide SL/TP fields for SELL orders (inventory-only model)
  * SL/TP only makes sense for BUY (opening positions)
  * SELL closes existing positions, no SL/TP needed
  * Added _updateSltpVisibility() method
  * Side change listener shows/hides SL/TP row
  * Removed SELL-side SL/TP validation

Tests:
- Added 2 integration tests for manual trading SL/TP path
- 353 tests pass (4 pre-existing failures unrelated)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
rob 2026-03-11 19:49:39 -03:00
parent 4bfa51f0b1
commit 5866319b5e
6 changed files with 180 additions and 32 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
src/BrighterTrades.py
View File

@ -1420,7 +1420,8 @@ class BrighterTrades:
strategy_id=strategy_id,
testnet=testnet,
stop_loss=stop_loss,
take_profit=take_profit
take_profit=take_profit,
time_in_force=time_in_force
)
if status == 'Error':

29
src/app.py
View File

@ -221,30 +221,43 @@ def strategy_execution_loop():
event_type = event.get('type', 'fill')
if event_type == 'sltp_triggered':
# SL/TP triggered - find related trade and notify user
# SL/TP triggered - find and settle related trades
symbol = event.get('symbol')
trigger_price = event.get('trigger_price', 0)
user_id = event.get('user_id')
# Find trades for this symbol to get the user
related_trade = None
for trade in brighter_trades.trades.active_trades.values():
# Find ALL matching paper trades for this symbol and settle them
trades_to_settle = []
for trade in list(brighter_trades.trades.active_trades.values()):
if trade.symbol == symbol and (trade.is_paper or trade.broker_kind == 'paper'):
related_trade = trade
trades_to_settle.append(trade)
user_id = user_id or trade.creator
break
# Settle each matching trade
for trade in trades_to_settle:
# Settle the trade at the trigger price
trade.settle(qty=trade.stats.get('qty_filled', trade.base_order_qty), price=trigger_price)
# Move from active to settled
if trade.unique_id in brighter_trades.trades.active_trades:
del brighter_trades.trades.active_trades[trade.unique_id]
brighter_trades.trades.settled_trades[trade.unique_id] = trade
brighter_trades.trades._save_trade(trade)
_loop_debug.debug(f"Settled trade {trade.unique_id} via SL/TP at {trigger_price}")
# Notify user
if user_id:
user_name = brighter_trades.users.get_username(user_id=user_id)
if user_name:
trade_ids = [t.unique_id for t in trades_to_settle]
socketio.emit('message', {
'reply': 'sltp_triggered',
'data': sanitize_for_json({
'trigger': event.get('trigger'),
'symbol': symbol,
'trigger_price': event.get('trigger_price'),
'trigger_price': trigger_price,
'size': event.get('size'),
'pnl': event.get('pnl'),
'trade_id': related_trade.unique_id if related_trade else None
'trade_ids': trade_ids
})
}, room=user_name)
_loop_debug.debug(f"Emitted sltp_triggered to room={user_name}")

55
src/static/trade.js
View File

@ -20,6 +20,7 @@ class TradeUIManager {
this.takeProfitInput = null;
this.timeInForceSelect = null;
this.exchangeRow = null;
this.sltpRow = null;
this.onCloseTrade = null;
// Exchanges known to support testnet/sandbox mode
@ -58,7 +59,8 @@ class TradeUIManager {
stopLossId = 'stopLoss',
takeProfitId = 'takeProfit',
timeInForceId = 'timeInForce',
exchangeRowId = 'exchange-row'
exchangeRowId = 'exchange-row',
sltpRowId = 'sltp-row'
} = config;
this.targetEl = document.getElementById(targetId);
@ -86,6 +88,7 @@ class TradeUIManager {
this.takeProfitInput = document.getElementById(takeProfitId);
this.timeInForceSelect = document.getElementById(timeInForceId);
this.exchangeRow = document.getElementById(exchangeRowId);
this.sltpRow = document.getElementById(sltpRowId);
// Set up event listeners
this._setupFormListeners();
@ -162,6 +165,13 @@ class TradeUIManager {
this._updateSellAvailability();
});
}
// Side changes affect SL/TP visibility (not applicable for SELL/close)
if (this.sideSelect) {
this.sideSelect.addEventListener('change', () => {
this._updateSltpVisibility();
});
}
}
/**
@ -321,6 +331,28 @@ class TradeUIManager {
}
}
/**
* Updates SL/TP row visibility based on order side.
* SL/TP only applies to BUY orders (opening positions).
* SELL orders close existing positions, so SL/TP is not applicable.
*/
_updateSltpVisibility() {
if (!this.sltpRow || !this.sideSelect) return;
const side = this.sideSelect.value.toLowerCase();
if (side === 'sell') {
// Hide SL/TP for SELL (closing positions)
this.sltpRow.style.display = 'none';
// Clear any values
if (this.stopLossInput) this.stopLossInput.value = '';
if (this.takeProfitInput) this.takeProfitInput.value = '';
} else {
// Show SL/TP for BUY (opening positions)
this.sltpRow.style.display = 'contents';
}
}
/**
* Populates the exchange selector with connected exchanges.
* @param {string[]} connectedExchanges - List of connected exchange names.
@ -441,6 +473,13 @@ class TradeUIManager {
if (this.testnetCheckbox) {
this.testnetCheckbox.checked = true;
}
// Reset side to BUY and show SL/TP row
if (this.sideSelect) {
this.sideSelect.value = 'buy';
}
if (this.sltpRow) {
this.sltpRow.style.display = 'contents';
}
this.formElement.style.display = 'grid';
@ -1154,6 +1193,7 @@ class TradeUIManager {
// If SELL is currently selected but no longer valid, reset to BUY
if (!hasPosition && this.sideSelect.value === 'SELL') {
this.sideSelect.value = 'BUY';
this._updateSltpVisibility();
}
}
}
@ -1633,7 +1673,7 @@ class Trade {
return;
}
// SL/TP validation
// SL/TP validation (only for BUY orders - SELL closes existing positions)
if (side.toUpperCase() === 'BUY') {
if (stopLoss && stopLoss >= price) {
alert('Stop Loss must be below entry price for BUY orders.');
@ -1643,17 +1683,8 @@ class Trade {
alert('Take Profit must be above entry price for BUY orders.');
return;
}
} else {
// SELL
if (stopLoss && stopLoss <= price) {
alert('Stop Loss must be above entry price for SELL orders.');
return;
}
if (takeProfit && takeProfit >= price) {
alert('Take Profit must be below entry price for SELL orders.');
return;
}
}
// Note: SL/TP fields are hidden for SELL orders (inventory-only model)
// Show confirmation for production live trades
if (!isPaperTrade && !testnet) {

5
src/templates/new_trade_popup.html
View File

@ -74,15 +74,16 @@
<label for="tradeValue"><b>Est. Value:</b></label>
<output name="tradeValue" id="tradeValue" for="quantity price">0</output>
<!-- Stop Loss (optional) -->
<!-- Stop Loss / Take Profit (only for BUY orders - not applicable for closing positions) -->
<div id="sltp-row" style="display: contents;">
<label for="stopLoss"><b>Stop Loss:</b></label>
<input type="number" min="0" step="0.00000001" name="stopLoss" id="stopLoss"
placeholder="Optional - triggers auto-close" style="width: 100%;">
<!-- Take Profit (optional) -->
<label for="takeProfit"><b>Take Profit:</b></label>
<input type="number" min="0" step="0.00000001" name="takeProfit" id="takeProfit"
placeholder="Optional - triggers auto-close" style="width: 100%;">
</div>
<!-- Time in Force -->
<label for="timeInForce"><b>Time in Force:</b></label>

15
src/trade.py
View File

@ -289,7 +289,9 @@ class Trades:
broker_mode TEXT,
broker_exchange TEXT,
broker_order_id TEXT,
exchange_order_id TEXT
exchange_order_id TEXT,
stop_loss REAL,
take_profit REAL
)
"""
self.data_cache.db.execute_sql(create_sql, params=[])
@ -551,7 +553,8 @@ class Trades:
def new_trade(self, target: str, symbol: str, price: float, side: str,
order_type: str, qty: float, user_id: int = None,
strategy_id: str = None, testnet: bool = False, exchange: str = None,
stop_loss: float = None, take_profit: float = None) -> tuple[str, str | None]:
stop_loss: float = None, take_profit: float = None,
time_in_force: str = 'GTC') -> tuple[str, str | None]:
"""
Creates a new trade (paper or live).
@ -565,6 +568,9 @@ class Trades:
:param strategy_id: Optional strategy ID if from a strategy.
:param testnet: Whether to use testnet/sandbox mode for live trades.
:param exchange: The actual exchange for price data (for paper trades).
:param stop_loss: Optional stop loss price.
:param take_profit: Optional take profit price.
:param time_in_force: Order time-in-force ('GTC', 'IOC', 'FOK').
:return: Tuple of (status, trade_id or error message).
"""
from brokers.base_broker import OrderSide, OrderType, OrderStatus
@ -666,7 +672,10 @@ class Trades:
side=order_side,
order_type=order_type_enum,
size=float(qty),
price=effective_price if order_type.upper() == 'LIMIT' else None
price=effective_price if order_type.upper() == 'LIMIT' else None,
stop_loss=stop_loss,
take_profit=take_profit,
time_in_force=time_in_force
)
if not result.success:

93
tests/test_brokers.py
View File

@ -508,3 +508,96 @@ class TestPaperBrokerSLTP:
position = broker.get_position('BTC/USDT')
assert position is not None
assert position.size == 0.1
class TestManualTradingSLTP:
"""Integration tests for SL/TP in manual trading path (Trades.new_trade -> broker)."""
@pytest.fixture
def mock_users(self):
"""Create a mock Users object."""
from unittest.mock import MagicMock
users = MagicMock()
users.get_username.return_value = 'test_user'
return users
def test_new_trade_passes_sltp_to_broker(self, mock_users):
"""Test that new_trade() passes SL/TP to broker.place_order()."""
from manual_trading_broker import ManualTradingBrokerManager
trades = Trades(mock_users)
# Set up manual broker manager
broker_manager = ManualTradingBrokerManager()
trades.manual_broker_manager = broker_manager
# Get the paper broker and set price
broker = broker_manager.get_paper_broker(user_id=1)
broker.update_price('BTC/USDT', 50000)
# Create trade with SL/TP
status, trade_id = trades.new_trade(
target='test_exchange',
symbol='BTC/USDT',
price=50000.0,
side='buy',
order_type='MARKET',
qty=0.1,
user_id=1,
stop_loss=45000.0,
take_profit=60000.0
)
assert status == 'Success'
# Verify trade has SL/TP
trade = trades.get_trade_by_id(trade_id)
assert trade.stop_loss == 45000.0
assert trade.take_profit == 60000.0
# Verify broker has SL/TP tracking
assert 'BTC/USDT' in broker._position_sltp
assert broker._position_sltp['BTC/USDT']['stop_loss'] == 45000.0
assert broker._position_sltp['BTC/USDT']['take_profit'] == 60000.0
def test_new_trade_sltp_triggers_on_price_drop(self, mock_users):
"""Test that SL/TP triggers work through the full manual trading path."""
from manual_trading_broker import ManualTradingBrokerManager
trades = Trades(mock_users)
# Set up manual broker manager
broker_manager = ManualTradingBrokerManager()
trades.manual_broker_manager = broker_manager
# Get the paper broker and set price
broker = broker_manager.get_paper_broker(user_id=1)
broker.update_price('BTC/USDT', 50000)
# Create trade with SL
status, trade_id = trades.new_trade(
target='test_exchange',
symbol='BTC/USDT',
price=50000.0,
side='buy',
order_type='MARKET',
qty=0.1,
user_id=1,
stop_loss=45000.0
)
assert status == 'Success'
assert trade_id in trades.active_trades
# Price drops below SL
broker.update_price('BTC/USDT', 44000)
events = broker.update()
# Verify SL triggered
sltp_events = [e for e in events if e.get('type') == 'sltp_triggered']
assert len(sltp_events) == 1
assert sltp_events[0]['trigger'] == 'stop_loss'
# Position should be closed at broker level
position = broker.get_position('BTC/USDT')
assert position is None