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薇薇安
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@ -1895,9 +1895,11 @@ class PositionManager:
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# 使用 try-except 包裹，确保异常被正确处理
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try:
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# 计算持仓持续时间和策略类型
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# exit_reason 细分：优先看币安平仓订单类型，其次用价格接近止损/止盈价做兜底
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# exit_reason 细分：优先用价格匹配和特征判断，其次看币安订单类型
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exit_reason = "sync"
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exit_time_ts = None
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is_reduce_only = False
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try:
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if latest_close_order and isinstance(latest_close_order, dict):
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otype = str(
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@ -1905,65 +1907,107 @@ class PositionManager:
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or latest_close_order.get("origType")
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or ""
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).upper()
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# 检查订单的 reduceOnly 字段：如果是 true，说明是自动平仓，不应该标记为 manual
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is_reduce_only = latest_close_order.get("reduceOnly", False)
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if "TRAILING" in otype:
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exit_reason = "trailing_stop"
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elif "TAKE_PROFIT" in otype:
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exit_reason = "take_profit"
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elif "STOP" in otype:
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# STOP / STOP_MARKET 通常对应止损触发
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exit_reason = "stop_loss"
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elif otype in ("MARKET", "LIMIT"):
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# 如果是 reduceOnly 订单，说明是自动平仓（可能是保护单触发的），先标记为 sync，后续用价格判断
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if is_reduce_only:
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exit_reason = "sync" # 临时标记，后续用价格判断
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else:
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exit_reason = "manual" # 非 reduceOnly 的 MARKET/LIMIT 订单才是真正的手动平仓
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ms = latest_close_order.get("updateTime") or latest_close_order.get("time")
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try:
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if ms:
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exit_time_ts = int(int(ms) / 1000)
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except Exception:
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exit_time_ts = None
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except Exception:
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# 保持默认 sync
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pass
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# 价格兜底：如果能明显命中止损/止盈价，则覆盖 exit_reason
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# 这对于保护单触发的 MARKET 订单特别重要（币安的保护单触发后会生成 MARKET 订单）
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# ⚠️ 关键改进：优先使用价格匹配和特征判断（提高准确性）
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# 这对于保护单触发的 MARKET 订单特别重要（币安的保护单触发后会生成 MARKET 订单，但 reduceOnly 可能不准确）
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try:
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def _close_to(a: float, b: float, max_pct: float = 0.05) -> bool: # 从2%放宽到5%，以应对极端滑点下的同步识别
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def _close_to(a: float, b: float, max_pct: float = 0.10) -> bool: # 从5%放宽到10%，以应对极端滑点
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if a <= 0 or b <= 0:
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return False
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return abs((a - b) / b) <= max_pct
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ep = float(exit_price or 0)
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if ep > 0:
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entry_price_val = float(trade.get("entry_price", 0) or 0)
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sl = trade.get("stop_loss_price")
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tp = trade.get("take_profit_price")
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tp1 = trade.get("take_profit_1")
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tp2 = trade.get("take_profit_2")
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# 优先检查止损（因为止损更关键）
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if sl is not None and _close_to(ep, float(sl), max_pct=0.05):
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# 计算持仓时间和亏损比例（用于特征判断）
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entry_time = trade.get("entry_time")
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duration_minutes = None
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if entry_time and exit_time_ts:
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try:
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duration_minutes = (exit_time_ts - int(entry_time)) / 60.0
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except Exception:
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pass
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pnl_percent = float(trade.get("pnl_percent", 0) or 0)
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# 1. 优先检查止损价格匹配（提高容忍度到10%）
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if sl is not None and entry_price_val > 0 and ep > 0:
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sl_val = float(sl)
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# 价格匹配：平仓价接近止损价
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if _close_to(ep, sl_val, max_pct=0.10):
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exit_reason = "stop_loss"
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# 然后检查止盈
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elif tp is not None and _close_to(ep, float(tp), max_pct=0.05):
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# 方向匹配：BUY时平仓价 < 止损价，SELL时平仓价 > 止损价
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elif (trade.get("side") == "BUY" and ep < sl_val) or (trade.get("side") == "SELL" and ep > sl_val):
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# 如果价格在止损方向，且亏损比例较大，更可能是止损触发
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if pnl_percent < -5.0: # 亏损超过5%
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exit_reason = "stop_loss"
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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")
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# 2. 检查止盈价格匹配
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if exit_reason == "sync" and ep > 0:
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if tp is not None and _close_to(ep, float(tp), max_pct=0.10):
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exit_reason = "take_profit"
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elif tp1 is not None and _close_to(ep, float(tp1), max_pct=0.05):
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elif tp1 is not None and _close_to(ep, float(tp1), max_pct=0.10):
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exit_reason = "take_profit"
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elif tp2 is not None and _close_to(ep, float(tp2), max_pct=0.05):
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elif tp2 is not None and _close_to(ep, float(tp2), max_pct=0.10):
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exit_reason = "take_profit"
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# 如果之前标记为 sync 且是 reduceOnly 订单，但价格不匹配止损/止盈，可能是其他自动平仓（如移动止损）
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elif exit_reason == "sync" and is_reduce_only:
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# 3. 特征判断：如果价格不匹配，但满足止损特征，也标记为止损
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if exit_reason == "sync" and entry_price_val > 0 and ep > 0:
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# 特征1：持仓时间短（< 30分钟）且亏损
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if duration_minutes and duration_minutes < 30 and pnl_percent < -5.0:
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# 特征2：价格在止损方向
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if sl is not None:
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sl_val = float(sl)
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if (trade.get("side") == "BUY" and ep < sl_val) or (trade.get("side") == "SELL" and ep > sl_val):
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exit_reason = "stop_loss"
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logger.info(f"{trade.get('symbol')} [同步] 特征判断：持仓{duration_minutes:.1f}分钟，亏损{pnl_percent:.2f}%，价格在止损方向，标记为止损")
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# 4. 如果之前标记为 sync 且是 reduceOnly 订单，但价格不匹配止损/止盈，可能是其他自动平仓（如移动止损）
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if exit_reason == "sync" and is_reduce_only:
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# 检查是否是移动止损：如果价格接近入场价，可能是移动止损触发的
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entry_price_val = float(trade.get("entry_price", 0) or 0)
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if entry_price_val > 0 and _close_to(ep, entry_price_val, max_pct=0.01):
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exit_reason = "trailing_stop"
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except Exception:
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# 5. 最后才看币安订单类型（作为兜底）
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if exit_reason == "sync" and latest_close_order and isinstance(latest_close_order, dict):
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otype = str(
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latest_close_order.get("type")
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or latest_close_order.get("origType")
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or ""
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).upper()
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if "TRAILING" in otype:
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exit_reason = "trailing_stop"
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elif "TAKE_PROFIT" in otype:
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exit_reason = "take_profit"
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elif "STOP" in otype:
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exit_reason = "stop_loss"
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elif otype in ("MARKET", "LIMIT"):
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# 只有在价格和特征都不匹配，且不是 reduceOnly 时，才标记为手动平仓
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if not is_reduce_only:
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# 再次检查：如果亏损很大，更可能是止损触发（币安API可能不准确）
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if pnl_percent < -10.0:
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exit_reason = "stop_loss" # 大额亏损，更可能是止损
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logger.warning(f"{trade.get('symbol')} [同步] 大额亏损{pnl_percent:.2f}%，即使reduceOnly=false也标记为止损")
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else:
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exit_reason = "manual"
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except Exception as e:
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logger.warning(f"判断平仓原因失败: {e}")
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pass
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# 持仓持续时间（分钟）：优先用币安订单时间，否则用当前时间
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