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薇薇安
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@ -2574,88 +2574,88 @@ class PositionManager:
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# 3) 交易所级别止盈单已提供保护
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# 4) 及时止盈可以保护利润，避免价格回落
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should_close = False
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take_profit_1 = position_info.get('takeProfit1') # 第一目标（盈亏比1:1）
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take_profit_2 = position_info.get('takeProfit2', position_info.get('takeProfit')) # 第二目标（1.5:1）
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partial_profit_taken = position_info.get('partialProfitTaken', False)
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remaining_quantity = position_info.get('remainingQuantity', quantity)
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take_profit_1 = position_info.get('takeProfit1') # 第一目标（盈亏比1:1）
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take_profit_2 = position_info.get('takeProfit2', position_info.get('takeProfit')) # 第二目标（1.5:1）
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partial_profit_taken = position_info.get('partialProfitTaken', False)
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remaining_quantity = position_info.get('remainingQuantity', quantity)
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# 第一目标：盈亏比1:1，了结50%仓位
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if not partial_profit_taken and take_profit_1 is not None:
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# 计算第一目标对应的保证金百分比
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if position_info['side'] == 'BUY':
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take_profit_1_amount = (take_profit_1 - entry_price) * quantity
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else: # SELL
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take_profit_1_amount = (entry_price - take_profit_1) * quantity
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take_profit_1_pct_margin = (take_profit_1_amount / margin * 100) if margin > 0 else 0
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# 第一目标：盈亏比1:1，了结50%仓位
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if not partial_profit_taken and take_profit_1 is not None:
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# 计算第一目标对应的保证金百分比
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if position_info['side'] == 'BUY':
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take_profit_1_amount = (take_profit_1 - entry_price) * quantity
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else: # SELL
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take_profit_1_amount = (entry_price - take_profit_1) * quantity
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take_profit_1_pct_margin = (take_profit_1_amount / margin * 100) if margin > 0 else 0
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# 直接比较当前盈亏百分比与第一目标（基于保证金）
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if pnl_percent_margin >= take_profit_1_pct_margin:
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logger.info(
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f"{symbol} [实时监控] 触发第一目标止盈（盈亏比1:1，基于保证金）: "
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f"当前盈亏={pnl_percent_margin:.2f}% of margin >= 目标={take_profit_1_pct_margin:.2f}% of margin | "
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f"当前价={current_price_float:.4f}, 目标价={take_profit_1:.4f}"
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)
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# 部分平仓50%
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partial_quantity = quantity * 0.5
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try:
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close_side = 'SELL' if position_info['side'] == 'BUY' else 'BUY'
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close_position_side = 'LONG' if position_info['side'] == 'BUY' else 'SHORT'
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live_amt = await self._get_live_position_amt(symbol, position_side=close_position_side)
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if live_amt is None or abs(live_amt) <= 0:
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logger.warning(f"{symbol} [实时监控] 部分止盈：实时持仓已为0，跳过部分平仓")
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else:
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partial_quantity = min(partial_quantity, abs(live_amt))
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partial_quantity = await self._adjust_close_quantity(symbol, partial_quantity)
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if partial_quantity > 0:
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partial_order = await self.client.place_order(
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symbol=symbol,
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side=close_side,
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quantity=partial_quantity,
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order_type='MARKET',
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reduce_only=True,
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position_side=close_position_side,
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# 直接比较当前盈亏百分比与第一目标（基于保证金）
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if pnl_percent_margin >= take_profit_1_pct_margin:
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logger.info(
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f"{symbol} [实时监控] 触发第一目标止盈（盈亏比1:1，基于保证金）: "
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f"当前盈亏={pnl_percent_margin:.2f}% of margin >= 目标={take_profit_1_pct_margin:.2f}% of margin | "
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f"当前价={current_price_float:.4f}, 目标价={take_profit_1:.4f}"
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)
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# 部分平仓50%
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partial_quantity = quantity * 0.5
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try:
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close_side = 'SELL' if position_info['side'] == 'BUY' else 'BUY'
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close_position_side = 'LONG' if position_info['side'] == 'BUY' else 'SHORT'
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live_amt = await self._get_live_position_amt(symbol, position_side=close_position_side)
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if live_amt is None or abs(live_amt) <= 0:
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logger.warning(f"{symbol} [实时监控] 部分止盈：实时持仓已为0，跳过部分平仓")
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else:
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partial_quantity = min(partial_quantity, abs(live_amt))
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partial_quantity = await self._adjust_close_quantity(symbol, partial_quantity)
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if partial_quantity > 0:
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partial_order = await self.client.place_order(
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symbol=symbol,
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side=close_side,
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quantity=partial_quantity,
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order_type='MARKET',
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reduce_only=True,
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position_side=close_position_side,
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)
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if partial_order:
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position_info['partialProfitTaken'] = True
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position_info['remainingQuantity'] = remaining_quantity - partial_quantity
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logger.info(
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f"{symbol} [实时监控] 部分止盈成功: 平仓{partial_quantity:.4f}，剩余{position_info['remainingQuantity']:.4f}"
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)
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if partial_order:
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position_info['partialProfitTaken'] = True
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position_info['remainingQuantity'] = remaining_quantity - partial_quantity
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logger.info(
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f"{symbol} [实时监控] 部分止盈成功: 平仓{partial_quantity:.4f}，剩余{position_info['remainingQuantity']:.4f}"
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)
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# 分步止盈后的"保本"处理：将剩余仓位止损移至成本价（保本）
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position_info['stopLoss'] = entry_price
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logger.info(
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f"{symbol} [实时监控] 部分止盈后：剩余仓位止损移至成本价 {entry_price:.4f}（保本），"
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f"剩余50%仓位追求1.5:1止盈目标"
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)
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except Exception as e:
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logger.error(f"{symbol} [实时监控] 部分止盈失败: {e}")
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# 分步止盈后的"保本"处理：将剩余仓位止损移至成本价（保本）
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position_info['stopLoss'] = entry_price
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logger.info(
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f"{symbol} [实时监控] 部分止盈后：剩余仓位止损移至成本价 {entry_price:.4f}（保本），"
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f"剩余50%仓位追求1.5:1止盈目标"
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)
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except Exception as e:
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logger.error(f"{symbol} [实时监控] 部分止盈失败: {e}")
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# 第二目标：1.5:1止盈，平掉剩余仓位
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if partial_profit_taken and take_profit_2 is not None and not should_close:
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# 计算第二目标对应的保证金百分比（基于剩余仓位）
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if position_info['side'] == 'BUY':
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take_profit_2_amount = (take_profit_2 - entry_price) * remaining_quantity
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else: # SELL
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take_profit_2_amount = (entry_price - take_profit_2) * remaining_quantity
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remaining_margin = (entry_price * remaining_quantity) / leverage if leverage > 0 else (entry_price * remaining_quantity)
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take_profit_2_pct_margin = (take_profit_2_amount / remaining_margin * 100) if remaining_margin > 0 else 0
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# 计算剩余仓位的当前盈亏
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if position_info['side'] == 'BUY':
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remaining_pnl_amount = (current_price_float - entry_price) * remaining_quantity
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else:
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remaining_pnl_amount = (entry_price - current_price_float) * remaining_quantity
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remaining_pnl_pct_margin = (remaining_pnl_amount / remaining_margin * 100) if remaining_margin > 0 else 0
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# 第二目标：1.5:1止盈，平掉剩余仓位
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if partial_profit_taken and take_profit_2 is not None and not should_close:
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# 计算第二目标对应的保证金百分比（基于剩余仓位）
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if position_info['side'] == 'BUY':
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take_profit_2_amount = (take_profit_2 - entry_price) * remaining_quantity
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else: # SELL
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take_profit_2_amount = (entry_price - take_profit_2) * remaining_quantity
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remaining_margin = (entry_price * remaining_quantity) / leverage if leverage > 0 else (entry_price * remaining_quantity)
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take_profit_2_pct_margin = (take_profit_2_amount / remaining_margin * 100) if remaining_margin > 0 else 0
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# 计算剩余仓位的当前盈亏
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if position_info['side'] == 'BUY':
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remaining_pnl_amount = (current_price_float - entry_price) * remaining_quantity
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else:
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remaining_pnl_amount = (entry_price - current_price_float) * remaining_quantity
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remaining_pnl_pct_margin = (remaining_pnl_amount / remaining_margin * 100) if remaining_margin > 0 else 0
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# 直接比较剩余仓位盈亏百分比与第二目标（基于保证金）
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if remaining_pnl_pct_margin >= take_profit_2_pct_margin:
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should_close = True
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exit_reason = 'take_profit'
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logger.info(
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f"{symbol} [实时监控] 触发第二目标止盈（1.5:1，基于保证金）: "
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f"剩余仓位盈亏={remaining_pnl_pct_margin:.2f}% of margin >= 目标={take_profit_2_pct_margin:.2f}% of margin | "
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f"当前价={current_price_float:.4f}, 目标价={take_profit_2:.4f}, "
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f"剩余数量={remaining_quantity:.4f}"
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)
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# 直接比较剩余仓位盈亏百分比与第二目标（基于保证金）
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if remaining_pnl_pct_margin >= take_profit_2_pct_margin:
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should_close = True
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exit_reason = 'take_profit'
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logger.info(
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f"{symbol} [实时监控] 触发第二目标止盈（1.5:1，基于保证金）: "
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f"剩余仓位盈亏={remaining_pnl_pct_margin:.2f}% of margin >= 目标={take_profit_2_pct_margin:.2f}% of margin | "
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f"当前价={current_price_float:.4f}, 目标价={take_profit_2:.4f}, "
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f"剩余数量={remaining_quantity:.4f}"
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)
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# 检查止盈（基于保证金收益比）- 用于未启用分步止盈的情况
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if not should_close:
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