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薇薇安 2026-01-27 15:56:59 +08:00
parent 8e365b3a9a
commit 8667c07134
1 changed files with 69 additions and 16 deletions
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trading_system/position_manager.py
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@ -2147,20 +2147,38 @@ class PositionManager:
pnl_percent = float(trade.get("pnl_percent", 0) or 0)
# 1. 优先检查止损价格匹配（提高容忍度到10%）
if sl is not None and entry_price_val > 0 and ep > 0:
sl_val = float(sl)
# 价格匹配：平仓价接近止损价
if _close_to(ep, sl_val, max_pct=0.10):
exit_reason = "stop_loss"
# 方向匹配：BUY时平仓价 < 止损价，SELL时平仓价 > 止损价
elif (trade.get("side") == "BUY" and ep < sl_val) or (trade.get("side") == "SELL" and ep > sl_val):
# 如果价格在止损方向，且亏损比例较大，更可能是止损触发
if pnl_percent < -5.0: # 亏损超过5%
# ⚠️ 2026-01-27关键修复：优先检查盈亏情况，避免盈利单被错误标记为止损
# 1. 优先检查盈亏情况
if pnl_percent > 0:
# 盈利单：优先检查止盈价格匹配
if tp is not None and _close_to(ep, float(tp), max_pct=0.10):
exit_reason = "take_profit"
elif tp1 is not None and _close_to(ep, float(tp1), max_pct=0.10):
exit_reason = "take_profit"
elif tp2 is not None and _close_to(ep, float(tp2), max_pct=0.10):
exit_reason = "take_profit"
# 如果盈利但没有匹配止盈价，可能是移动止损或手动平仓
elif exit_reason == "sync":
# 检查是否有移动止损标记
if is_reduce_only:
exit_reason = "trailing_stop" # 可能是移动止损
else:
exit_reason = "manual" # 可能是手动平仓
else:
# 亏损单：检查止损价格匹配
if sl is not None and entry_price_val > 0 and ep > 0:
sl_val = float(sl)
# 价格匹配：平仓价接近止损价
if _close_to(ep, sl_val, max_pct=0.10):
exit_reason = "stop_loss"
logger.info(f"{trade.get('symbol')} [同步] 价格方向匹配止损，且亏损{pnl_percent:.2f}%，标记为止损")
# 方向匹配：BUY时平仓价 < 止损价，SELL时平仓价 > 止损价
elif (trade.get("side") == "BUY" and ep < sl_val) or (trade.get("side") == "SELL" and ep > sl_val):
# 如果价格在止损方向，且亏损比例较大，更可能是止损触发
if pnl_percent < -5.0: # 亏损超过5%
exit_reason = "stop_loss"
logger.info(f"{trade.get('symbol')} [同步] 价格方向匹配止损，且亏损{pnl_percent:.2f}%，标记为止损")
# 2. 检查止盈价格匹配
# 2. 如果仍未确定，检查止盈价格匹配（作为备选）
if exit_reason == "sync" and ep > 0:
if tp is not None and _close_to(ep, float(tp), max_pct=0.10):
exit_reason = "take_profit"
@ -2732,11 +2750,27 @@ class PositionManager:
# 盈利超过阈值后（相对于保证金），激活移动止损
if pnl_percent_margin > trailing_activation * 100:
position_info['trailingStopActivated'] = True
# 将止损移至成本价（保本）
position_info['stopLoss'] = entry_price
# ⚠️ 2026-01-27修复：移动止损激活时，不应该将止损移至成本价
# 应该设置为"保护利润"的价格（如盈利5%后，保护2.5%利润）
# 计算需要保护的利润金额
protect_amount = margin * trailing_protect
# 计算对应的止损价（保护利润）
if position_info['side'] == 'BUY':
# 保护利润：当前盈亏 - 保护金额 = (止损价 - 开仓价) × 数量
# 所以：止损价 = 开仓价 + (当前盈亏 - 保护金额) / 数量
new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity
# 确保止损价不低于成本价（保本）
new_stop_loss = max(new_stop_loss, entry_price)
else: # SELL
# 做空：止损价 = 开仓价 + (当前盈亏 - 保护金额) / 数量
new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity
# 确保止损价不高于成本价（保本）
new_stop_loss = min(new_stop_loss, entry_price)
position_info['stopLoss'] = new_stop_loss
logger.info(
f"{symbol} [实时监控] 移动止损激活: 止损移至成本价 {entry_price:.4f} "
f"(盈利: {pnl_percent_margin:.2f}% of margin)"
f"{symbol} [实时监控] 移动止损激活: 止损移至保护利润位 {new_stop_loss:.4f} "
f"(盈利: {pnl_percent_margin:.2f}% of margin, 保护: {trailing_protect*100:.1f}% of margin)"
)
else:
# ⚠️ 优化：如果分步止盈第一目标已触发，移动止损不再更新剩余仓位的止损价
@ -2806,8 +2840,27 @@ class PositionManager:
f"监控状态: {'运行中' if symbol in self._monitor_tasks else '未启动'}"
)
# ⚠️ 2026-01-27关键修复：止损检查前，先检查是否盈利
# 如果盈利，不应该触发止损（除非是移动止损或分步止盈后的剩余仓位）
# 直接比较当前盈亏百分比与止损目标（基于保证金）
if pnl_percent_margin <= -stop_loss_pct_margin:
# ⚠️ 额外检查：如果盈利，可能是移动止损触发，应该标记为trailing_stop
if pnl_percent_margin > 0:
# 盈利单触发止损，应该是移动止损
if position_info.get('trailingStopActivated'):
exit_reason_sl = 'trailing_stop'
logger.warning(f"{symbol} [实时监控] ⚠️ 盈利单触发止损，标记为移动止损（盈利: {pnl_percent_margin:.2f}% of margin）")
else:
# 盈利单但未激活移动止损，可能是分步止盈后的剩余仓位止损
if partial_profit_taken:
exit_reason_sl = 'take_profit_partial_then_stop'
logger.info(f"{symbol} [实时监控] 第一目标止盈后，剩余仓位触发止损（保本）")
else:
# 异常情况：盈利单触发止损但未激活移动止损
exit_reason_sl = 'trailing_stop' # 默认标记为移动止损
logger.warning(f"{symbol} [实时监控] ⚠️ 异常：盈利单触发止损但未激活移动止损，标记为移动止损")
else:
# 正常止损逻辑
should_close_due_to_sl = True
# ⚠️ 2026-01-27优化：如果已部分止盈，细分状态
if partial_profit_taken: