diff --git a/trading_system/position_manager.py b/trading_system/position_manager.py index f41e635..590a565 100644 --- a/trading_system/position_manager.py +++ b/trading_system/position_manager.py @@ -1788,12 +1788,13 @@ class PositionManager: # ✅ 已移除时间锁限制,可以立即执行 take_profit = position_info.get('takeProfit') if take_profit is not None: - # 计算止盈对应的保证金百分比 - if position_info['side'] == 'BUY': - take_profit_amount = (take_profit - entry_price) * quantity - else: # SELL - take_profit_amount = (entry_price - take_profit) * quantity - take_profit_pct_margin = (take_profit_amount / margin * 100) if margin > 0 else 0 + # ⚠️ 关键修复:直接使用配置的 TAKE_PROFIT_PERCENT,而不是从止盈价格反推 + # 因为止盈价格可能使用了ATR(更远),反推会导致阈值过大,难以触发 + take_profit_pct_margin_config = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.10) + # 兼容百分比形式和比例形式 + if take_profit_pct_margin_config > 1: + take_profit_pct_margin_config = take_profit_pct_margin_config / 100.0 + take_profit_pct_margin = take_profit_pct_margin_config * 100 # 转换为百分比 # 直接比较当前盈亏百分比与止盈目标(基于保证金) if pnl_percent_margin >= take_profit_pct_margin: @@ -3012,13 +3013,20 @@ class PositionManager: take_profit = position_info.get('takeProfit') if take_profit is not None: # 计算止盈对应的保证金百分比目标 - # 止盈金额 = (止盈价 - 开仓价) × 数量 或 (开仓价 - 止盈价) × 数量 + # ⚠️ 关键修复:直接使用配置的 TAKE_PROFIT_PERCENT,而不是从止盈价格反推 + # 因为止盈价格可能使用了ATR(更远),反推会导致阈值过大,难以触发 + take_profit_pct_margin_config = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.10) + # 兼容百分比形式和比例形式 + if take_profit_pct_margin_config > 1: + take_profit_pct_margin_config = take_profit_pct_margin_config / 100.0 + take_profit_pct_margin = take_profit_pct_margin_config * 100 # 转换为百分比 + + # 计算止盈金额(用于日志显示,但不用于触发判断) if position_info['side'] == 'BUY': take_profit_amount = (take_profit - entry_price) * quantity else: # SELL take_profit_amount = (entry_price - take_profit) * quantity - - take_profit_pct_margin = (take_profit_amount / margin * 100) if margin > 0 else 0 + take_profit_pct_margin_from_price = (take_profit_amount / margin * 100) if margin > 0 else 0 # 每5%盈利记录一次诊断日志(帮助排查问题) if pnl_percent_margin >= 5.0: @@ -3029,13 +3037,13 @@ class PositionManager: f"{symbol} [实时监控] 诊断: 盈利{pnl_percent_margin:.2f}% of margin | " f"当前价: {current_price_float:.4f} | " f"入场价: {entry_price:.4f} | " - f"止盈价: {take_profit:.4f} (目标: {take_profit_pct_margin:.2f}% of margin) | " + f"止盈价: {take_profit:.4f} (配置目标: {take_profit_pct_margin:.2f}% of margin, 价格对应: {take_profit_pct_margin_from_price:.2f}%) | " f"方向: {position_info['side']} | " f"是否触发: {trigger_condition} | " f"监控状态: {'运行中' if symbol in self._monitor_tasks else '未启动'}" ) - # 直接比较当前盈亏百分比与止盈目标(基于保证金) + # 直接比较当前盈亏百分比与止盈目标(基于保证金,使用配置值) if pnl_percent_margin >= take_profit_pct_margin: should_close = True exit_reason = 'take_profit'