a

trading_system/position_manager.py

@@ -751,9 +751,55 @@ class PositionManager:
         
         # 获取当前所有持仓
         positions = await self.client.get_open_positions()
+        binance_symbols = {p['symbol'] for p in positions}
+        active_symbols = set(self.active_positions.keys())
+        
+        logger.info(f"币安持仓: {len(binance_symbols)} 个 ({', '.join(binance_symbols) if binance_symbols else '无'})")
+        logger.info(f"本地持仓记录: {len(active_symbols)} 个 ({', '.join(active_symbols) if active_symbols else '无'})")
+        
+        # 为所有币安持仓启动监控（即使不在active_positions中，可能是手动开仓的）
         for position in positions:
             symbol = position['symbol']
-            if symbol not in self._monitor_tasks and symbol in self.active_positions:
+            if symbol not in self._monitor_tasks:
+                # 如果不在active_positions中，先创建记录
+                if symbol not in self.active_positions:
+                    logger.warning(f"{symbol} 在币安有持仓但不在本地记录中，可能是手动开仓，尝试创建记录...")
+                    # 这里会通过sync_positions_with_binance来处理，但先启动监控
+                    try:
+                        entry_price = position.get('entryPrice', 0)
+                        position_amt = position['positionAmt']
+                        quantity = abs(position_amt)
+                        side = 'BUY' if position_amt > 0 else 'SELL'
+                        
+                        # 创建临时记录用于监控
+                        ticker = await self.client.get_ticker_24h(symbol)
+                        current_price = ticker['price'] if ticker else entry_price
+                        
+                        stop_loss_price = self.risk_manager.get_stop_loss_price(entry_price, side)
+                        take_profit_price = self.risk_manager.get_take_profit_price(entry_price, side)
+                        
+                        position_info = {
+                            'symbol': symbol,
+                            'side': side,
+                            'quantity': quantity,
+                            'entryPrice': entry_price,
+                            'changePercent': 0,
+                            'orderId': None,
+                            'tradeId': None,
+                            'stopLoss': stop_loss_price,
+                            'takeProfit': take_profit_price,
+                            'initialStopLoss': stop_loss_price,
+                            'leverage': position.get('leverage', 10),
+                            'entryReason': 'manual_entry_temp',
+                            'atr': None,
+                            'maxProfit': 0.0,
+                            'trailingStopActivated': False
+                        }
+                        self.active_positions[symbol] = position_info
+                        logger.info(f"{symbol} 已创建临时持仓记录用于监控")
+                    except Exception as e:
+                        logger.error(f"{symbol} 创建临时持仓记录失败: {e}")
+                
                 await self._start_position_monitoring(symbol)
         
         logger.info(f"已启动 {len(self._monitor_tasks)} 个持仓的实时监控")
@@ -952,20 +998,52 @@ class PositionManager:
         
         # 检查止盈
         if not should_close:
-            take_profit = position_info['takeProfit']
+            take_profit = float(position_info['takeProfit'])
-            if position_info['side'] == 'BUY' and current_price >= take_profit:
+            # 计算止盈百分比（用于诊断）
-                should_close = True
+            if position_info['side'] == 'BUY':
-                exit_reason = 'take_profit'
+                take_profit_pct = ((take_profit - entry_price) / entry_price) * 100
-                logger.info(
+            else:  # SELL
-                    f"{symbol} [实时监控] 触发止盈: {current_price:.4f} >= {take_profit:.4f} "
+                take_profit_pct = ((entry_price - take_profit) / entry_price) * 100
-                    f"(盈亏: {pnl_percent:.2f}%)"
+            
+            # 每5%盈利记录一次诊断日志（帮助排查问题）
+            # 使用更宽松的条件，避免因为浮点数精度问题导致日志不输出
+            if pnl_percent >= 5.0:
+                # 每5%记录一次，但允许一些容差
+                should_log = (int(pnl_percent) % 5 == 0) or (pnl_percent >= 10.0 and pnl_percent < 10.5)
+                if should_log:
+                    trigger_condition = current_price_float >= take_profit if position_info['side'] == 'BUY' else current_price_float <= take_profit
+                    logger.warning(
+                        f"{symbol} [实时监控] 诊断: 盈利{pnl_percent:.2f}% | "
+                        f"当前价: {current_price_float:.4f} | "
+                        f"入场价: {entry_price:.4f} | "
+                        f"止盈价: {take_profit:.4f} ({take_profit_pct:.2f}%) | "
+                        f"方向: {position_info['side']} | "
+                        f"是否触发: {trigger_condition} | "
+                        f"价格差: {abs(current_price_float - take_profit):.4f} | "
+                        f"监控状态: {'运行中' if symbol in self._monitor_tasks else '未启动'}"
                     )
-            elif position_info['side'] == 'SELL' and current_price <= take_profit:
+                    
+                    # 如果盈利超过止盈目标但未触发，记录警告
+                    if pnl_percent > take_profit_pct and not trigger_condition:
+                        logger.error(
+                            f"{symbol} [实时监控] ⚠️ 异常: 盈利{pnl_percent:.2f}% > 止盈目标{take_profit_pct:.2f}%，但未触发平仓！"
+                        )
+                        price_diff = current_price_float - take_profit if position_info['side'] == 'BUY' else take_profit - current_price_float
+                        logger.error(f"   当前价: {current_price_float:.4f}, 止盈价: {take_profit:.4f}, 价格差: {price_diff:.4f}")
+            
+            if position_info['side'] == 'BUY' and current_price_float >= take_profit:
                 should_close = True
                 exit_reason = 'take_profit'
                 logger.info(
-                    f"{symbol} [实时监控] 触发止盈: {current_price:.4f} <= {take_profit:.4f} "
+                    f"{symbol} [实时监控] 触发止盈: {current_price_float:.4f} >= {take_profit:.4f} "
-                    f"(盈亏: {pnl_percent:.2f}%)"
+                    f"(盈亏: {pnl_percent:.2f}%, 止盈目标: {take_profit_pct:.2f}%)"
+                )
+            elif position_info['side'] == 'SELL' and current_price_float <= take_profit:
+                should_close = True
+                exit_reason = 'take_profit'
+                logger.info(
+                    f"{symbol} [实时监控] 触发止盈: {current_price_float:.4f} <= {take_profit:.4f} "
+                    f"(盈亏: {pnl_percent:.2f}%, 止盈目标: {take_profit_pct:.2f}%)"
                 )
         
         # 如果触发止损止盈，执行平仓
@@ -1010,3 +1088,93 @@ class PositionManager:
                 logger.info(f"{symbol} [自动平仓] ✓ 平仓成功完成")
             else:
                 logger.error(f"{symbol} [自动平仓] ❌ 平仓失败")
+    
+    async def diagnose_position(self, symbol: str):
+        """
+        诊断持仓状态（用于排查为什么没有自动平仓）
+        
+        Args:
+            symbol: 交易对
+        """
+        try:
+            logger.info(f"{symbol} [诊断] 开始诊断持仓状态...")
+            
+            # 1. 检查是否在active_positions中
+            if symbol not in self.active_positions:
+                logger.warning(f"{symbol} [诊断] ❌ 不在本地持仓记录中 (active_positions)")
+                logger.warning(f"   可能原因: 手动开仓或系统重启后未同步")
+                logger.warning(f"   解决方案: 等待下次状态同步或手动触发同步")
+            else:
+                position_info = self.active_positions[symbol]
+                logger.info(f"{symbol} [诊断] ✓ 在本地持仓记录中")
+                logger.info(f"   入场价: {position_info['entryPrice']:.4f}")
+                logger.info(f"   方向: {position_info['side']}")
+                logger.info(f"   数量: {position_info['quantity']:.4f}")
+                logger.info(f"   止损价: {position_info['stopLoss']:.4f}")
+                logger.info(f"   止盈价: {position_info['takeProfit']:.4f}")
+            
+            # 2. 检查WebSocket监控状态
+            if symbol in self._monitor_tasks:
+                task = self._monitor_tasks[symbol]
+                if task.done():
+                    logger.warning(f"{symbol} [诊断] ⚠ WebSocket监控任务已结束")
+                    try:
+                        await task  # 获取异常信息
+                    except Exception as e:
+                        logger.warning(f"   任务异常: {e}")
+                else:
+                    logger.info(f"{symbol} [诊断] ✓ WebSocket监控任务运行中")
+            else:
+                logger.warning(f"{symbol} [诊断] ❌ 没有WebSocket监控任务")
+                logger.warning(f"   可能原因: 监控未启动或已停止")
+            
+            # 3. 获取币安实际持仓
+            positions = await self.client.get_open_positions()
+            binance_position = next((p for p in positions if p['symbol'] == symbol), None)
+            
+            if not binance_position:
+                logger.warning(f"{symbol} [诊断] ❌ 币安账户中没有持仓")
+                return
+            
+            logger.info(f"{symbol} [诊断] ✓ 币安账户中有持仓")
+            entry_price_binance = binance_position.get('entryPrice', 0)
+            mark_price = binance_position.get('markPrice', 0)
+            unrealized_pnl = binance_position.get('unRealizedProfit', 0)
+            
+            logger.info(f"   币安入场价: {entry_price_binance:.4f}")
+            logger.info(f"   标记价格: {mark_price:.4f}")
+            logger.info(f"   未实现盈亏: {unrealized_pnl:.2f} USDT")
+            
+            # 4. 计算实际盈亏
+            if symbol in self.active_positions:
+                position_info = self.active_positions[symbol]
+                entry_price = float(position_info['entryPrice'])
+                take_profit = float(position_info['takeProfit'])
+                
+                if position_info['side'] == 'BUY':
+                    pnl_percent = ((mark_price - entry_price) / entry_price) * 100
+                    take_profit_pct = ((take_profit - entry_price) / entry_price) * 100
+                    should_trigger = mark_price >= take_profit
+                else:  # SELL
+                    pnl_percent = ((entry_price - mark_price) / entry_price) * 100
+                    take_profit_pct = ((entry_price - take_profit) / entry_price) * 100
+                    should_trigger = mark_price <= take_profit
+                
+                logger.info(f"{symbol} [诊断] 盈亏分析:")
+                logger.info(f"   当前盈亏: {pnl_percent:.2f}%")
+                logger.info(f"   止盈目标: {take_profit_pct:.2f}%")
+                logger.info(f"   当前价: {mark_price:.4f}")
+                logger.info(f"   止盈价: {take_profit:.4f}")
+                logger.info(f"   价格差: {abs(mark_price - take_profit):.4f}")
+                logger.info(f"   应该触发: {should_trigger}")
+                
+                if pnl_percent > take_profit_pct and not should_trigger:
+                    logger.error(f"{symbol} [诊断] ❌ 异常: 盈亏{pnl_percent:.2f}% > 止盈目标{take_profit_pct:.2f}%，但未触发平仓！")
+                    logger.error(f"   可能原因: 浮点数精度问题或止盈价格计算错误")
+            
+            logger.info(f"{symbol} [诊断] 诊断完成")
+            
+        except Exception as e:
+            logger.error(f"{symbol} [诊断] 诊断失败: {e}")
+            import traceback
+            logger.error(f"   错误详情:\n{traceback.format_exc()}")

trading_system/strategy.py

@@ -164,6 +164,8 @@ class TradingStrategy:
                 # 3. 同步币安实际持仓状态与数据库（定期同步，确保状态一致）
                 try:
                     await self.position_manager.sync_positions_with_binance()
+                    # 同步后，确保所有持仓都有监控（包括手动开仓的）
+                    await self.position_manager.start_all_position_monitoring()
                 except Exception as e:
                     logger.warning(f"持仓状态同步失败: {e}")