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薇薇安 2026-01-27 19:04:15 +08:00
parent fb04f69965
commit 5faf3e103d
1 changed files with 19 additions and 11 deletions
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30
trading_system/position_manager.py
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@ -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'