修复 scale-in 后 leg.EntryPrice 不更新 + 重启恢复时加载 scale prices

- trader.go: scale-in 后用 weightedAvgPrice 更新 LongLeg/ShortLeg.EntryPrice
- trader.go: restoreOpenPositions 从 orders 表加载 scale prices 重建完整价格切片
- db/trade_repo.go: 新增 GetScalePrices(tradeID) 方法
- README: v1.2.1 版本记录

README.md

@@ -103,7 +103,13 @@ SQLite (`data/trades.db`)，三张核心表：
 
 ## 版本历史
 
-### v1.2 (当前)
+### v1.2.1 (当前)
+- ✨ scale-in 后 leg.EntryPrice 更新为加权平均（`weightedAvgPrice`）
+- ✨ 进程重启恢复仓位时，从 `orders` 表加载 scale prices，重建完整价格切片
+- ✨ 新增 `GetScalePrices()` DB 方法
+- 见 v1.2：
+
+### v1.2
 - ✨ `system_orders` 表，记录系统级开仓/加仓/平仓
 - ✨ 手续费改为逐笔累加 USD，不再用百分比估算
 - ✨ Vite + React 前端，支持热加载

db/trade_repo.go

@@ -235,6 +235,31 @@ func scanTrades(rows *sql.Rows) ([]TradeRecord, error) {
 	return trades, rows.Err()
 }
 
+// GetScalePrices returns scale-in order prices for a trade, grouped by leg.
+func (d *DB) GetScalePrices(tradeID int64) (longPrices, shortPrices []float64, err error) {
+	rows, err := d.Query(`SELECT leg, price FROM orders
+		WHERE trade_id=? AND type='scale' AND price IS NOT NULL
+		ORDER BY id`, tradeID)
+	if err != nil {
+		return nil, nil, err
+	}
+	defer rows.Close()
+	for rows.Next() {
+		var leg string
+		var price float64
+		if err := rows.Scan(&leg, &price); err != nil {
+			return nil, nil, err
+		}
+		switch leg {
+		case "long":
+			longPrices = append(longPrices, price)
+		case "short":
+			shortPrices = append(shortPrices, price)
+		}
+	}
+	return longPrices, shortPrices, rows.Err()
+}
+
 // GetClosedStats returns convergence counts from the database.
 func (d *DB) GetClosedStats() (converged, diverged, flat, total int, err error) {
 	if err = d.QueryRow("SELECT COUNT(*) FROM trades WHERE status='closed'").Scan(&total); err != nil {

trader.go

@@ -547,6 +547,10 @@ func (t *Trader) checkScaleIn(pos *ArbPosition, bgP, hlP, diffPct float64, store
 	pos.LongEntryPrices = append(pos.LongEntryPrices, longPrice)
 	pos.ShortEntryPrices = append(pos.ShortEntryPrices, shortPrice)
 
+	// Update leg EntryPrice to reflect weighted average across all scale levels
+	pos.LongLeg.EntryPrice = weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)
+	pos.ShortLeg.EntryPrice = weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
+
 	// Persist scale orders to DB immediately
 	if t.db != nil && pos.DBTradeID > 0 {
 		now := time.Now()
@@ -1172,6 +1176,20 @@ func (t *Trader) restoreOpenPositions() {
 			}
 			pos.ShortEntryPrices = []float64{*tr.ShortEntry}
 		}
+
+		// Restore scale-in prices from orders table for correct weighted average
+		scaleLong, scaleShort, err := t.db.GetScalePrices(tr.ID)
+		if err == nil {
+			pos.LongEntryPrices = append(pos.LongEntryPrices, scaleLong...)
+			pos.ShortEntryPrices = append(pos.ShortEntryPrices, scaleShort...)
+			// Refresh leg EntryPrice to reflect all scale levels
+			if len(pos.LongEntryPrices) > 1 {
+				pos.LongLeg.EntryPrice = weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)
+			}
+			if len(pos.ShortEntryPrices) > 1 {
+				pos.ShortLeg.EntryPrice = weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
+			}
+		}
 		t.positions[tr.Coin] = pos
 		// Prevent immediate re-trading of the same coin
 		t.lastTradeTime[tr.Coin] = tr.OpenedAt