""" 仓位管理模块 - 管理持仓和订单 """ import logging from typing import Dict, List, Optional from binance_client import BinanceClient from risk_manager import RiskManager import config logger = logging.getLogger(__name__) class PositionManager: """仓位管理类""" def __init__(self, client: BinanceClient, risk_manager: RiskManager): """ 初始化仓位管理器 Args: client: 币安客户端 risk_manager: 风险管理器 """ self.client = client self.risk_manager = risk_manager self.active_positions: Dict[str, Dict] = {} async def open_position( self, symbol: str, change_percent: float, leverage: int = 10 ) -> Optional[Dict]: """ 开仓 Args: symbol: 交易对 change_percent: 涨跌幅百分比 leverage: 杠杆倍数 Returns: 订单信息,失败返回None """ try: # 判断是否应该交易 if not await self.risk_manager.should_trade(symbol, change_percent): return None # 设置杠杆 await self.client.set_leverage(symbol, leverage) # 计算仓位大小 quantity = await self.risk_manager.calculate_position_size( symbol, change_percent ) if quantity is None: logger.warning(f"{symbol} 仓位计算失败,跳过交易") return None # 确定交易方向 side = 'BUY' if change_percent > 0 else 'SELL' # 获取当前价格 ticker = await self.client.get_ticker_24h(symbol) if not ticker: return None entry_price = ticker['price'] # 下单 order = await self.client.place_order( symbol=symbol, side=side, quantity=quantity, order_type='MARKET' ) if order: # 记录持仓信息 position_info = { 'symbol': symbol, 'side': side, 'quantity': quantity, 'entryPrice': entry_price, 'changePercent': change_percent, 'orderId': order.get('orderId'), 'stopLoss': self.risk_manager.get_stop_loss_price(entry_price, side), 'takeProfit': self.risk_manager.get_take_profit_price(entry_price, side), 'leverage': leverage } self.active_positions[symbol] = position_info logger.info( f"开仓成功: {symbol} {side} {quantity} @ {entry_price:.4f} " f"(涨跌幅: {change_percent:.2f}%)" ) return position_info return None except Exception as e: logger.error(f"开仓失败 {symbol}: {e}") return None async def close_position(self, symbol: str) -> bool: """ 平仓 Args: symbol: 交易对 Returns: 是否成功 """ try: # 获取当前持仓 positions = await self.client.get_open_positions() position = next( (p for p in positions if p['symbol'] == symbol), None ) if not position: logger.warning(f"{symbol} 没有持仓") return False # 确定平仓方向(与开仓相反) position_amt = position['positionAmt'] side = 'SELL' if position_amt > 0 else 'BUY' quantity = abs(position_amt) # 平仓 order = await self.client.place_order( symbol=symbol, side=side, quantity=quantity, order_type='MARKET' ) if order: # 移除持仓记录 if symbol in self.active_positions: del self.active_positions[symbol] logger.info(f"平仓成功: {symbol} {side} {quantity}") return True return False except Exception as e: logger.error(f"平仓失败 {symbol}: {e}") return False async def check_stop_loss_take_profit(self) -> List[str]: """ 检查止损止盈 Returns: 需要平仓的交易对列表 """ closed_positions = [] try: # 获取当前持仓 positions = await self.client.get_open_positions() position_dict = {p['symbol']: p for p in positions} for symbol, position_info in list(self.active_positions.items()): if symbol not in position_dict: # 持仓已不存在,移除记录 del self.active_positions[symbol] continue current_position = position_dict[symbol] entry_price = position_info['entryPrice'] # 获取当前标记价格 current_price = current_position.get('markPrice', 0) if current_price == 0: # 如果标记价格为0,尝试从ticker获取 ticker = await self.client.get_ticker_24h(symbol) if ticker: current_price = ticker['price'] else: current_price = entry_price # 计算当前盈亏 if position_info['side'] == 'BUY': pnl_percent = ((current_price - entry_price) / entry_price) * 100 else: pnl_percent = ((entry_price - current_price) / entry_price) * 100 # 检查止损 stop_loss = position_info['stopLoss'] if position_info['side'] == 'BUY' and current_price <= stop_loss: logger.warning(f"{symbol} 触发止损: {current_price:.4f} <= {stop_loss:.4f}") if await self.close_position(symbol): closed_positions.append(symbol) continue if position_info['side'] == 'SELL' and current_price >= stop_loss: logger.warning(f"{symbol} 触发止损: {current_price:.4f} >= {stop_loss:.4f}") if await self.close_position(symbol): closed_positions.append(symbol) continue # 检查止盈 take_profit = position_info['takeProfit'] if position_info['side'] == 'BUY' and current_price >= take_profit: logger.info(f"{symbol} 触发止盈: {current_price:.4f} >= {take_profit:.4f}") if await self.close_position(symbol): closed_positions.append(symbol) continue if position_info['side'] == 'SELL' and current_price <= take_profit: logger.info(f"{symbol} 触发止盈: {current_price:.4f} <= {take_profit:.4f}") if await self.close_position(symbol): closed_positions.append(symbol) continue except Exception as e: logger.error(f"检查止损止盈失败: {e}") return closed_positions async def get_position_summary(self) -> Dict: """ 获取持仓摘要 Returns: 持仓摘要信息 """ try: positions = await self.client.get_open_positions() balance = await self.client.get_account_balance() total_pnl = sum(p['unRealizedProfit'] for p in positions) return { 'totalPositions': len(positions), 'totalBalance': balance.get('total', 0), 'availableBalance': balance.get('available', 0), 'totalPnL': total_pnl, 'positions': [ { 'symbol': p['symbol'], 'positionAmt': p['positionAmt'], 'entryPrice': p['entryPrice'], 'pnl': p['unRealizedProfit'] } for p in positions ] } except Exception as e: logger.error(f"获取持仓摘要失败: {e}") return {}