771 lines
33 KiB
Python
771 lines
33 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 asyncio
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import logging
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from typing import Dict, List, Optional
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try:
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from .binance_client import BinanceClient
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from .risk_manager import RiskManager
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from . import config
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except ImportError:
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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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# 尝试导入数据库模型（如果可用）
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DB_AVAILABLE = False
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Trade = None
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try:
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent
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backend_path = project_root / 'backend'
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if backend_path.exists():
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sys.path.insert(0, str(backend_path))
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from database.models import Trade
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DB_AVAILABLE = True
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logger.info("✓ 数据库模型导入成功，交易记录将保存到数据库")
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else:
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logger.warning("⚠ backend目录不存在，无法使用数据库功能")
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DB_AVAILABLE = False
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except ImportError as e:
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logger.warning(f"⚠ 无法导入数据库模型: {e}")
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logger.warning(" 交易记录将不会保存到数据库")
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DB_AVAILABLE = False
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except Exception as e:
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logger.warning(f"⚠ 数据库初始化失败: {e}")
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logger.warning(" 交易记录将不会保存到数据库")
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DB_AVAILABLE = False
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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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self._monitor_tasks: Dict[str, asyncio.Task] = {} # WebSocket监控任务字典
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self._monitoring_enabled = True # 是否启用实时监控
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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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trade_direction: Optional[str] = None,
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entry_reason: str = '',
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atr: Optional[float] = None
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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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logger.info(f"开始为 {symbol} 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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logger.warning(f" 可能原因:")
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logger.warning(f" 1. 账户余额不足")
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logger.warning(f" 2. 单笔仓位超过限制")
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logger.warning(f" 3. 总仓位超过限制")
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logger.warning(f" 4. 无法获取价格数据")
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return None
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logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f}")
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# 确定交易方向（优先使用技术指标信号）
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if trade_direction:
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side = trade_direction
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else:
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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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# 计算动态止损止盈（使用ATR或固定比例）
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if atr and atr > 0:
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# 使用ATR计算动态止损（2倍ATR）
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atr_stop_loss_pct = (atr * 2) / entry_price
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# 限制在合理范围内（1%-5%）
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atr_stop_loss_pct = max(0.01, min(0.05, atr_stop_loss_pct))
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stop_loss_price = self.risk_manager.get_stop_loss_price(
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entry_price, side, stop_loss_pct=atr_stop_loss_pct
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)
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# 止盈为止损的1.5-2倍
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take_profit_pct = atr_stop_loss_pct * 1.8
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take_profit_price = self.risk_manager.get_take_profit_price(
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entry_price, side, take_profit_pct=take_profit_pct
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)
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else:
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# 使用固定止损止盈
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stop_loss_price = self.risk_manager.get_stop_loss_price(entry_price, side)
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take_profit_price = self.risk_manager.get_take_profit_price(entry_price, side)
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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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# 记录到数据库
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trade_id = None
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if DB_AVAILABLE and Trade:
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try:
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logger.info(f"正在保存 {symbol} 交易记录到数据库...")
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trade_id = Trade.create(
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symbol=symbol,
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side=side,
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quantity=quantity,
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entry_price=entry_price,
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leverage=leverage,
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entry_reason=entry_reason
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)
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logger.info(f"✓ {symbol} 交易记录已保存到数据库 (ID: {trade_id})")
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except Exception as e:
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logger.error(f"❌ 保存交易记录到数据库失败: {e}")
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logger.error(f" 错误类型: {type(e).__name__}")
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import traceback
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logger.error(f" 错误详情:\n{traceback.format_exc()}")
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elif not DB_AVAILABLE:
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logger.debug(f"数据库不可用，跳过保存 {symbol} 交易记录")
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elif not Trade:
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logger.warning(f"Trade模型未导入，无法保存 {symbol} 交易记录")
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# 记录持仓信息（包含动态止损止盈）
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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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'tradeId': trade_id, # 数据库交易ID
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'stopLoss': stop_loss_price,
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'takeProfit': take_profit_price,
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'initialStopLoss': stop_loss_price, # 初始止损（用于移动止损）
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'leverage': leverage,
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'entryReason': entry_reason,
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'atr': atr,
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'maxProfit': 0.0, # 记录最大盈利（用于移动止损）
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'trailingStopActivated': False # 移动止损是否已激活
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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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# 启动WebSocket实时监控
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if self._monitoring_enabled:
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await self._start_position_monitoring(symbol)
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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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# 获取平仓价格
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ticker = await self.client.get_ticker_24h(symbol)
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if not ticker:
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logger.warning(f"无法获取 {symbol} 价格，使用订单价格")
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exit_price = float(order.get('avgPrice', 0)) or float(order.get('price', 0))
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else:
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exit_price = ticker['price']
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# 更新数据库记录
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if DB_AVAILABLE and Trade and symbol in self.active_positions:
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position_info = self.active_positions[symbol]
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trade_id = position_info.get('tradeId')
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if trade_id:
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try:
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logger.info(f"正在更新 {symbol} 平仓记录到数据库 (ID: {trade_id})...")
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# 计算盈亏
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entry_price = position_info['entryPrice']
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if position_info['side'] == 'BUY':
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pnl = (exit_price - entry_price) * quantity
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pnl_percent = ((exit_price - entry_price) / entry_price) * 100
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else: # SELL
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pnl = (entry_price - exit_price) * quantity
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=exit_price,
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exit_reason='manual',
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pnl=pnl,
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pnl_percent=pnl_percent
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)
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logger.info(f"✓ {symbol} 平仓记录已更新到数据库 (盈亏: {pnl:.2f} USDT, {pnl_percent:.2f}%)")
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except Exception as e:
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logger.error(f"❌ 更新平仓记录到数据库失败: {e}")
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logger.error(f" 错误类型: {type(e).__name__}")
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import traceback
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logger.error(f" 错误详情:\n{traceback.format_exc()}")
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else:
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logger.warning(f"{symbol} 没有关联的数据库交易ID，无法更新平仓记录")
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elif not DB_AVAILABLE:
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logger.debug(f"数据库不可用，跳过更新 {symbol} 平仓记录")
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elif not Trade:
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logger.warning(f"Trade模型未导入，无法更新 {symbol} 平仓记录")
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# 停止WebSocket监控
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await self._stop_position_monitoring(symbol)
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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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quantity = position_info['quantity'] # 修复：获取quantity
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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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# 更新最大盈利
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if pnl_percent > position_info.get('maxProfit', 0):
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position_info['maxProfit'] = pnl_percent
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# 移动止损逻辑（盈利后保护利润）
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use_trailing = config.TRADING_CONFIG.get('USE_TRAILING_STOP', True)
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if use_trailing:
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trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.01)
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trailing_protect = config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.01)
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if not position_info.get('trailingStopActivated', False):
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# 盈利超过阈值后，激活移动止损
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if pnl_percent > trailing_activation * 100:
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position_info['trailingStopActivated'] = True
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# 将止损移至成本价（保本）
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position_info['stopLoss'] = entry_price
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logger.info(
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f"{symbol} 移动止损激活: 止损移至成本价 {entry_price:.4f} "
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f"(盈利: {pnl_percent:.2f}%)"
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)
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else:
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# 盈利超过2%后，止损移至保护利润位
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if pnl_percent > 2.0:
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if position_info['side'] == 'BUY':
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new_stop_loss = entry_price * (1 + trailing_protect)
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if new_stop_loss > position_info['stopLoss']:
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position_info['stopLoss'] = new_stop_loss
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logger.info(
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f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
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f"(保护{trailing_protect*100:.1f}%利润)"
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)
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else:
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new_stop_loss = entry_price * (1 - trailing_protect)
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if new_stop_loss < position_info['stopLoss']:
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position_info['stopLoss'] = new_stop_loss
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logger.info(
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f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
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f"(保护{trailing_protect*100:.1f}%利润)"
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)
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# 检查止损（使用更新后的止损价）
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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(
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f"{symbol} 触发止损: {current_price:.4f} <= {stop_loss:.4f} "
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f"(盈亏: {pnl_percent:.2f}%)"
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)
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# 更新数据库
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if DB_AVAILABLE:
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trade_id = position_info.get('tradeId')
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if trade_id:
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try:
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exit_reason = 'trailing_stop' if position_info.get('trailingStopActivated') else 'stop_loss'
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=current_price,
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exit_reason=exit_reason,
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pnl=pnl_percent * entry_price * quantity / 100,
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pnl_percent=pnl_percent
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)
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except Exception as e:
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logger.warning(f"更新止损记录失败: {e}")
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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(
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f"{symbol} 触发止损: {current_price:.4f} >= {stop_loss:.4f} "
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f"(盈亏: {pnl_percent:.2f}%)"
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)
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# 更新数据库
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if DB_AVAILABLE:
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trade_id = position_info.get('tradeId')
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if trade_id:
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try:
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exit_reason = 'trailing_stop' if position_info.get('trailingStopActivated') else 'stop_loss'
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=current_price,
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exit_reason=exit_reason,
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pnl=pnl_percent * entry_price * quantity / 100,
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pnl_percent=pnl_percent
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)
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except Exception as e:
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logger.warning(f"更新止损记录失败: {e}")
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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(
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f"{symbol} 触发止盈: {current_price:.4f} >= {take_profit:.4f} "
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f"(盈亏: {pnl_percent:.2f}%)"
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)
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# 更新数据库
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if DB_AVAILABLE:
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trade_id = position_info.get('tradeId')
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if trade_id:
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try:
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=current_price,
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exit_reason='take_profit',
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pnl=pnl_percent * entry_price * quantity / 100,
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pnl_percent=pnl_percent
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)
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except Exception as e:
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logger.warning(f"更新止盈记录失败: {e}")
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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:
|
||
logger.info(
|
||
f"{symbol} 触发止盈: {current_price:.4f} <= {take_profit:.4f} "
|
||
f"(盈亏: {pnl_percent:.2f}%)"
|
||
)
|
||
# 更新数据库
|
||
if DB_AVAILABLE:
|
||
trade_id = position_info.get('tradeId')
|
||
if trade_id:
|
||
try:
|
||
Trade.update_exit(
|
||
trade_id=trade_id,
|
||
exit_price=current_price,
|
||
exit_reason='take_profit',
|
||
pnl=pnl_percent * entry_price * quantity / 100,
|
||
pnl_percent=pnl_percent
|
||
)
|
||
except Exception as e:
|
||
logger.warning(f"更新止盈记录失败: {e}")
|
||
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 {}
|
||
|
||
async def start_all_position_monitoring(self):
|
||
"""
|
||
启动所有持仓的WebSocket实时监控
|
||
"""
|
||
if not self._monitoring_enabled:
|
||
logger.info("实时监控已禁用，跳过启动")
|
||
return
|
||
|
||
if not self.client.socket_manager:
|
||
logger.warning("WebSocket未初始化，无法启动实时监控")
|
||
return
|
||
|
||
# 获取当前所有持仓
|
||
positions = await self.client.get_open_positions()
|
||
for position in positions:
|
||
symbol = position['symbol']
|
||
if symbol not in self._monitor_tasks and symbol in self.active_positions:
|
||
await self._start_position_monitoring(symbol)
|
||
|
||
logger.info(f"已启动 {len(self._monitor_tasks)} 个持仓的实时监控")
|
||
|
||
async def stop_all_position_monitoring(self):
|
||
"""
|
||
停止所有持仓的WebSocket监控
|
||
"""
|
||
symbols = list(self._monitor_tasks.keys())
|
||
for symbol in symbols:
|
||
await self._stop_position_monitoring(symbol)
|
||
logger.info(f"已停止所有持仓监控 ({len(symbols)} 个)")
|
||
|
||
async def _start_position_monitoring(self, symbol: str):
|
||
"""
|
||
启动单个持仓的WebSocket价格监控
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
"""
|
||
if symbol in self._monitor_tasks:
|
||
logger.debug(f"{symbol} 监控任务已存在，跳过")
|
||
return
|
||
|
||
if not self.client.socket_manager:
|
||
logger.warning(f"{symbol} WebSocket未初始化，无法启动监控")
|
||
return
|
||
|
||
try:
|
||
task = asyncio.create_task(self._monitor_position_price(symbol))
|
||
self._monitor_tasks[symbol] = task
|
||
logger.info(f"✓ 启动 {symbol} WebSocket实时价格监控")
|
||
except Exception as e:
|
||
logger.error(f"启动 {symbol} 监控失败: {e}")
|
||
|
||
async def _stop_position_monitoring(self, symbol: str):
|
||
"""
|
||
停止单个持仓的WebSocket监控
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
"""
|
||
if symbol not in self._monitor_tasks:
|
||
return
|
||
|
||
task = self._monitor_tasks[symbol]
|
||
if not task.done():
|
||
task.cancel()
|
||
try:
|
||
await task
|
||
except asyncio.CancelledError:
|
||
pass
|
||
|
||
del self._monitor_tasks[symbol]
|
||
logger.debug(f"已停止 {symbol} 的WebSocket监控")
|
||
|
||
async def _monitor_position_price(self, symbol: str):
|
||
"""
|
||
监控单个持仓的价格（WebSocket实时推送）
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
"""
|
||
retry_count = 0
|
||
max_retries = 5
|
||
|
||
while retry_count < max_retries:
|
||
try:
|
||
if symbol not in self.active_positions:
|
||
logger.info(f"{symbol} 持仓已不存在，停止监控")
|
||
break
|
||
|
||
# 使用WebSocket订阅价格流
|
||
async with self.client.socket_manager.futures_socket(symbol.lower()) as stream:
|
||
logger.debug(f"{symbol} WebSocket连接已建立，开始接收价格更新")
|
||
retry_count = 0 # 连接成功，重置重试计数
|
||
|
||
async for msg in stream:
|
||
if symbol not in self.active_positions:
|
||
logger.info(f"{symbol} 持仓已不存在，停止监控")
|
||
break
|
||
|
||
if 'data' in msg:
|
||
try:
|
||
current_price = float(msg['data']['c']) # 最新价格
|
||
# 立即检查止损止盈
|
||
await self._check_single_position(symbol, current_price)
|
||
except (KeyError, ValueError, TypeError) as e:
|
||
logger.debug(f"{symbol} 解析价格数据失败: {e}")
|
||
continue
|
||
|
||
except asyncio.CancelledError:
|
||
logger.info(f"{symbol} 监控任务已取消")
|
||
break
|
||
except Exception as e:
|
||
retry_count += 1
|
||
logger.warning(f"{symbol} WebSocket监控出错 (重试 {retry_count}/{max_retries}): {e}")
|
||
|
||
if retry_count < max_retries:
|
||
# 指数退避重试
|
||
wait_time = min(2 ** retry_count, 30)
|
||
logger.info(f"{symbol} {wait_time}秒后重试连接...")
|
||
await asyncio.sleep(wait_time)
|
||
else:
|
||
logger.error(f"{symbol} WebSocket监控失败，已达到最大重试次数")
|
||
# 回退到定时检查模式
|
||
logger.info(f"{symbol} 将使用定时检查模式（非实时）")
|
||
break
|
||
|
||
# 清理任务
|
||
if symbol in self._monitor_tasks:
|
||
del self._monitor_tasks[symbol]
|
||
|
||
async def _check_single_position(self, symbol: str, current_price: float):
|
||
"""
|
||
检查单个持仓的止损止盈（实时检查）
|
||
|
||
Args:
|
||
symbol: 交易对
|
||
current_price: 当前价格
|
||
"""
|
||
position_info = self.active_positions.get(symbol)
|
||
if not position_info:
|
||
return
|
||
|
||
entry_price = position_info['entryPrice']
|
||
quantity = position_info['quantity']
|
||
|
||
# 计算当前盈亏
|
||
if position_info['side'] == 'BUY':
|
||
pnl_percent = ((current_price - entry_price) / entry_price) * 100
|
||
else: # SELL
|
||
pnl_percent = ((entry_price - current_price) / entry_price) * 100
|
||
|
||
# 更新最大盈利
|
||
if pnl_percent > position_info.get('maxProfit', 0):
|
||
position_info['maxProfit'] = pnl_percent
|
||
|
||
# 移动止损逻辑（盈利后保护利润）
|
||
use_trailing = config.TRADING_CONFIG.get('USE_TRAILING_STOP', True)
|
||
if use_trailing:
|
||
trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.01)
|
||
trailing_protect = config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.01)
|
||
|
||
if not position_info.get('trailingStopActivated', False):
|
||
# 盈利超过阈值后，激活移动止损
|
||
if pnl_percent > trailing_activation * 100:
|
||
position_info['trailingStopActivated'] = True
|
||
# 将止损移至成本价（保本）
|
||
position_info['stopLoss'] = entry_price
|
||
logger.info(
|
||
f"{symbol} [实时监控] 移动止损激活: 止损移至成本价 {entry_price:.4f} "
|
||
f"(盈利: {pnl_percent:.2f}%)"
|
||
)
|
||
else:
|
||
# 盈利超过2%后，止损移至保护利润位
|
||
if pnl_percent > 2.0:
|
||
if position_info['side'] == 'BUY':
|
||
new_stop_loss = entry_price * (1 + trailing_protect)
|
||
if new_stop_loss > position_info['stopLoss']:
|
||
position_info['stopLoss'] = new_stop_loss
|
||
logger.info(
|
||
f"{symbol} [实时监控] 移动止损更新: {new_stop_loss:.4f} "
|
||
f"(保护{trailing_protect*100:.1f}%利润)"
|
||
)
|
||
else: # SELL
|
||
new_stop_loss = entry_price * (1 - trailing_protect)
|
||
if new_stop_loss < position_info['stopLoss']:
|
||
position_info['stopLoss'] = new_stop_loss
|
||
logger.info(
|
||
f"{symbol} [实时监控] 移动止损更新: {new_stop_loss:.4f} "
|
||
f"(保护{trailing_protect*100:.1f}%利润)"
|
||
)
|
||
|
||
# 检查止损
|
||
stop_loss = position_info['stopLoss']
|
||
should_close = False
|
||
exit_reason = None
|
||
|
||
if position_info['side'] == 'BUY' and current_price <= stop_loss:
|
||
should_close = True
|
||
exit_reason = 'trailing_stop' if position_info.get('trailingStopActivated') else 'stop_loss'
|
||
logger.warning(
|
||
f"{symbol} [实时监控] 触发止损: {current_price:.4f} <= {stop_loss:.4f} "
|
||
f"(盈亏: {pnl_percent:.2f}%)"
|
||
)
|
||
elif position_info['side'] == 'SELL' and current_price >= stop_loss:
|
||
should_close = True
|
||
exit_reason = 'trailing_stop' if position_info.get('trailingStopActivated') else 'stop_loss'
|
||
logger.warning(
|
||
f"{symbol} [实时监控] 触发止损: {current_price:.4f} >= {stop_loss:.4f} "
|
||
f"(盈亏: {pnl_percent:.2f}%)"
|
||
)
|
||
|
||
# 检查止盈
|
||
if not should_close:
|
||
take_profit = position_info['takeProfit']
|
||
if position_info['side'] == 'BUY' and current_price >= 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"(盈亏: {pnl_percent:.2f}%)"
|
||
)
|
||
elif position_info['side'] == 'SELL' and current_price <= 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"(盈亏: {pnl_percent:.2f}%)"
|
||
)
|
||
|
||
# 如果触发止损止盈，执行平仓
|
||
if should_close:
|
||
# 更新数据库
|
||
if DB_AVAILABLE and Trade:
|
||
trade_id = position_info.get('tradeId')
|
||
if trade_id:
|
||
try:
|
||
if position_info['side'] == 'BUY':
|
||
pnl = (current_price - entry_price) * quantity
|
||
else: # SELL
|
||
pnl = (entry_price - current_price) * quantity
|
||
|
||
Trade.update_exit(
|
||
trade_id=trade_id,
|
||
exit_price=current_price,
|
||
exit_reason=exit_reason,
|
||
pnl=pnl,
|
||
pnl_percent=pnl_percent
|
||
)
|
||
except Exception as e:
|
||
logger.warning(f"更新{exit_reason}记录失败: {e}")
|
||
|
||
# 执行平仓（注意：这里会停止监控，所以先更新数据库）
|
||
await self.close_position(symbol) |