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薇薇安
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@ -1627,20 +1627,23 @@ class PositionManager:
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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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# 统一转为 float，避免 Decimal 与 float 运算报错（DB/补建可能返回 Decimal）
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entry_price = float(position_info['entryPrice'])
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quantity = float(position_info['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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current_price = float(ticker.get('price', 0) or 0)
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else:
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current_price = entry_price
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else:
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current_price = float(current_price)
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# 计算当前盈亏（基于保证金）
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leverage = position_info.get('leverage', 10)
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leverage = float(position_info.get('leverage', 10) or 10)
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position_value = entry_price * quantity
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margin = position_value / leverage if leverage > 0 else position_value
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@ -1660,7 +1663,8 @@ class PositionManager:
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pnl_percent_price = ((entry_price - current_price) / entry_price) * 100
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# 更新最大盈利（基于保证金）
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if pnl_percent_margin > position_info.get('maxProfit', 0):
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max_profit = float(position_info.get('maxProfit', 0) or 0)
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if pnl_percent_margin > max_profit:
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position_info['maxProfit'] = pnl_percent_margin
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# 移动止损逻辑（盈利后保护利润，基于保证金）
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@ -1716,7 +1720,8 @@ class PositionManager:
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# 计算新的止损价（基于剩余仓位）
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if position_info['side'] == 'BUY':
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new_stop_loss = entry_price + (remaining_pnl - protect_amount) / remaining_quantity
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if new_stop_loss > position_info['stopLoss']:
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current_sl = float(position_info['stopLoss']) if position_info.get('stopLoss') is not None else None
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if current_sl is None or new_stop_loss > current_sl:
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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（剩余仓位）: {new_stop_loss:.4f} "
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@ -1730,7 +1735,8 @@ class PositionManager:
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new_stop_loss = entry_price + (remaining_pnl - protect_amount) / remaining_quantity
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# 对于做空，止损价应该越来越高（更宽松），所以检查 new_stop_loss > 当前止损
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# 同时，移动止损只应该在盈利时激活
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if new_stop_loss > position_info['stopLoss'] and remaining_pnl > 0:
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current_sl = float(position_info['stopLoss']) if position_info.get('stopLoss') is not None else None
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if current_sl is not None and new_stop_loss > current_sl and remaining_pnl > 0:
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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（剩余仓位）: {new_stop_loss:.4f} "
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@ -1745,7 +1751,8 @@ class PositionManager:
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# 保护利润：当前盈亏 - 保护金额 = (止损价 - 开仓价) × 数量
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# 所以：止损价 = 开仓价 + (当前盈亏 - 保护金额) / 数量
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new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity
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if new_stop_loss > position_info['stopLoss']:
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current_sl = float(position_info['stopLoss']) if position_info.get('stopLoss') is not None else None
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if current_sl is None or new_stop_loss > current_sl:
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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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@ -1759,7 +1766,8 @@ class PositionManager:
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new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity
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# 对于做空，止损价应该越来越高（更宽松），所以检查 new_stop_loss > 当前止损
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# 同时，移动止损只应该在盈利时激活，不应该在亏损时把止损往下移
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if new_stop_loss > position_info['stopLoss'] and pnl_amount > 0:
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current_sl = float(position_info['stopLoss']) if position_info.get('stopLoss') is not None else None
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if current_sl is not None and new_stop_loss > current_sl and pnl_amount > 0:
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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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@ -1768,7 +1776,8 @@ class PositionManager:
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# 检查止损（使用更新后的止损价，基于保证金收益比）
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# ⚠️ 重要：止损检查应该在时间锁之前，止损必须立即执行
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stop_loss = position_info.get('stopLoss')
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stop_loss_raw = position_info.get('stopLoss')
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stop_loss = float(stop_loss_raw) if stop_loss_raw is not None else None
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should_close_due_to_sl = False
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exit_reason_sl = None
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@ -1873,10 +1882,12 @@ class PositionManager:
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# 2) 分步止盈策略本身已提供利润保护（50%在1:1止盈，剩余保本）
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# 3) 交易所级别止盈单已提供保护
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# 4) 及时止盈可以保护利润，避免价格回落
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take_profit_1 = position_info.get('takeProfit1') # 第一目标（盈亏比1:1）
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take_profit_2 = position_info.get('takeProfit2', position_info.get('takeProfit')) # 第二目标
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take_profit_1_raw = position_info.get('takeProfit1') # 第一目标（盈亏比1:1）
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take_profit_1 = float(take_profit_1_raw) if take_profit_1_raw is not None else None
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take_profit_2_raw = position_info.get('takeProfit2', position_info.get('takeProfit')) # 第二目标
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take_profit_2 = float(take_profit_2_raw) if take_profit_2_raw is not None else None
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partial_profit_taken = position_info.get('partialProfitTaken', False)
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remaining_quantity = position_info.get('remainingQuantity', quantity)
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remaining_quantity = float(position_info.get('remainingQuantity', quantity))
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# 第一目标：TAKE_PROFIT_1_PERCENT 止盈（默认15%保证金），了结50%仓位
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# ✅ 已移除时间锁限制，可以立即执行
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@ -2022,12 +2033,13 @@ class PositionManager:
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# 如果未部分止盈，但达到【第二目标】止盈价对应的收益比时，才全部平仓
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# ⚠️ 修复：不再使用 TAKE_PROFIT_PERCENT(10%) 作为全平条件，否则会“刚赚一点就整仓止盈”
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# 改为使用 take_profit_2 价格对应的保证金收益%，与第一目标(20%) 取较大者，避免盈利过少
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take_profit_2 = position_info.get('takeProfit2', position_info.get('takeProfit'))
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if take_profit_2 is not None and margin and margin > 0:
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take_profit_2_full = position_info.get('takeProfit2', position_info.get('takeProfit'))
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take_profit_2_full = float(take_profit_2_full) if take_profit_2_full is not None else None
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if take_profit_2_full is not None and margin and margin > 0:
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if position_info['side'] == 'BUY':
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take_profit_2_amount = (take_profit_2 - entry_price) * quantity
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take_profit_2_amount = (take_profit_2_full - entry_price) * quantity
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else:
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take_profit_2_amount = (entry_price - take_profit_2) * quantity
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take_profit_2_amount = (entry_price - take_profit_2_full) * quantity
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take_profit_2_pct_margin = (take_profit_2_amount / margin * 100) if margin > 0 else 0
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# 至少要求达到第一目标对应的收益%（如 20%），避免过早全平
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take_profit_1_pct = (config.TRADING_CONFIG.get('TAKE_PROFIT_1_PERCENT', 0.20) or 0.20)
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@ -2039,7 +2051,7 @@ class PositionManager:
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logger.info(
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f"{symbol} 触发止盈（第二目标/保证金）: "
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f"当前盈亏={pnl_percent_margin:.2f}% of margin >= 目标={min_pct_for_full_tp:.2f}% | "
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f"当前价={current_price:.4f}, 第二目标价={take_profit_2:.4f}"
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f"当前价={current_price:.4f}, 第二目标价={take_profit_2_full:.4f}"
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)
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exit_reason = 'take_profit'
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# 更新数据库
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