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