fix(position_manager): 增强止损和止盈同步逻辑及日志记录
在持仓管理中，优化了止损和止盈的同步逻辑，确保在同步失败时记录详细的异常信息。同时，增加了对止损和止盈为空的警告日志，提升了系统的可用性和风险控制能力。此外，调整了移动止损的配置逻辑，确保在未设置时使用默认值。这一改动旨在提升交易策略的稳定性与用户友好性。
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薇薇安
parent
d7ccbe38e4
commit
41b2a21c3d
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@ -1444,9 +1444,13 @@ class PositionManager:
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take_profit = None
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if not stop_loss or not take_profit:
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logger.warning(f"{symbol} 止损或止盈价格为空，跳过挂保护单: stop_loss={stop_loss}, take_profit={take_profit}")
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logger.warning(f"[账号{self.account_id}] {symbol} 同步跳过: 止损或止盈为空 stop_loss={stop_loss} take_profit={take_profit}")
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return
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logger.info(
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f"[账号{self.account_id}] {symbol} 开始同步止损/止盈至交易所: SL={float(stop_loss):.4f} TP={float(take_profit):.4f}"
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)
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# 验证止损价格是否合理。保本/移动止损时：多单止损可≥入场价、空单止损可≤入场价，不得被改回亏损价
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entry_price = position_info.get("entryPrice")
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if entry_price:
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@ -1503,8 +1507,9 @@ class PositionManager:
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await self.client.cancel_open_algo_orders_by_order_types(
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symbol, {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}
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)
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logger.info(f"[账号{self.account_id}] {symbol} 已取消旧保护单，准备挂新单")
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except Exception as e:
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logger.debug(f"{symbol} 取消旧保护单时出错（可忽略）: {e}")
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logger.warning(f"[账号{self.account_id}] {symbol} 取消旧保护单异常: {e}，继续尝试挂新单")
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# 获取当前价格（如果未提供）：优先 WS 缓存（bookTicker/ticker24h）→ 持仓 markPrice → REST ticker
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if current_price is None:
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@ -1854,6 +1859,9 @@ class PositionManager:
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f"SL={position_info.get('exchangeSlOrderId') or '-'} "
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f"TP={position_info.get('exchangeTpOrderId') or '-'}"
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)
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logger.info(f"[账号{self.account_id}] {symbol} 止损/止盈同步至交易所完成")
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else:
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logger.warning(f"[账号{self.account_id}] {symbol} 同步结束但未挂上保护单（止损或止盈挂单均失败），将依赖 WebSocket 监控")
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async def check_stop_loss_take_profit(self) -> List[str]:
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"""
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@ -1965,7 +1973,7 @@ class PositionManager:
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# 检查是否启用移动止损（默认False，需要显式启用）
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profit_protection_enabled = bool(config.TRADING_CONFIG.get('PROFIT_PROTECTION_ENABLED', True))
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use_trailing = profit_protection_enabled and bool(config.TRADING_CONFIG.get('USE_TRAILING_STOP', False))
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use_trailing = profit_protection_enabled and bool(config.TRADING_CONFIG.get('USE_TRAILING_STOP', True))
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if use_trailing:
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logger.debug(f"{symbol} [移动止损] 已启用，将检查移动止损逻辑")
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else:
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@ -1983,7 +1991,9 @@ class PositionManager:
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trailing_activation = trailing_activation / 100.0
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if trailing_protect > 1:
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trailing_protect = trailing_protect / 100.0
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lock_pct = config.TRADING_CONFIG.get('LOCK_PROFIT_AT_BREAKEVEN_AFTER_PCT') or 0
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lock_pct = config.TRADING_CONFIG.get('LOCK_PROFIT_AT_BREAKEVEN_AFTER_PCT')
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if lock_pct is None:
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lock_pct = 0.03
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if lock_pct and lock_pct > 1:
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lock_pct = lock_pct / 100.0
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@ -1997,10 +2007,14 @@ class PositionManager:
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position_info['stopLoss'] = breakeven
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position_info['breakevenStopSet'] = True
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logger.info(f"{symbol} [定时检查] 盈利{pnl_percent_margin:.2f}%≥{lock_pct*100:.0f}%，止损已移至含手续费保本价 {breakeven:.4f}")
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logger.info(f"{symbol} [定时检查] 尝试将保本止损同步至交易所")
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try:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步保本止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步保本止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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# 盈利超过阈值后（相对于保证金），激活移动止损
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if pnl_percent_margin > trailing_activation * 100:
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position_info['trailingStopActivated'] = True
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@ -2010,11 +2024,15 @@ class PositionManager:
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f"{symbol} 移动止损激活: 止损移至含手续费保本价 {breakeven:.4f} (入场: {entry_price:.4f}) "
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f"(盈利: {pnl_percent_margin:.2f}% of margin)"
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)
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logger.info(f"{symbol} [定时检查] 尝试将移动止损同步至交易所")
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try:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else:
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# 盈利超过阈值后，止损移至保护利润位（基于保证金）
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# 如果已经部分止盈，使用剩余仓位计算
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@ -2041,7 +2059,10 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else:
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new_stop_loss = entry_price + (remaining_pnl - protect_amount) / remaining_quantity
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new_stop_loss = min(new_stop_loss, self._breakeven_stop_price(entry_price, 'SELL'))
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@ -2057,7 +2078,10 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else:
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# 未部分止盈，使用原始仓位计算；保护金额至少覆盖手续费
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protect_amount = max(margin * trailing_protect, self._min_protect_amount_for_fees(margin, leverage))
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@ -2075,7 +2099,10 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else:
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# 做空：止损价 = 开仓价 + (当前盈亏 - 保护金额) / 数量
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# 注意：对于做空，止损价应该高于开仓价，所以用加法
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@ -2094,8 +2121,11 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
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logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败: {sync_e}")
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logger.warning(
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f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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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_raw = position_info.get('stopLoss')
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@ -3982,9 +4012,9 @@ class PositionManager:
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# 4) 及时执行止损/止盈可以保护资金和利润
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# 注意：如果需要防止秒级平仓，可以通过提高入场信号质量（MIN_SIGNAL_STRENGTH）来实现
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# 检查是否启用移动止损（默认False，需要显式启用）
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# 检查是否启用移动止损/保本（默认 True，与 config.py 一致；显式设为 False 才关闭）
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profit_protection_enabled = bool(config.TRADING_CONFIG.get('PROFIT_PROTECTION_ENABLED', True))
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use_trailing = profit_protection_enabled and bool(config.TRADING_CONFIG.get('USE_TRAILING_STOP', False))
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use_trailing = profit_protection_enabled and bool(config.TRADING_CONFIG.get('USE_TRAILING_STOP', True))
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if use_trailing:
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logger.debug(f"[账号{self.account_id}] {symbol} [实时监控-移动止损] 已启用，将检查移动止损逻辑")
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else:
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@ -3993,9 +4023,11 @@ class PositionManager:
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else:
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logger.debug(f"[账号{self.account_id}] {symbol} [实时监控-移动止损] 已禁用（USE_TRAILING_STOP=False），跳过移动止损检查")
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if use_trailing:
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trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.01) # 相对于保证金
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trailing_protect = config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.01) # 相对于保证金
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lock_pct = config.TRADING_CONFIG.get('LOCK_PROFIT_AT_BREAKEVEN_AFTER_PCT') or 0
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trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.10) # 相对于保证金，默认 10%
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trailing_protect = config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.02) # 相对于保证金，默认 2%
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lock_pct = config.TRADING_CONFIG.get('LOCK_PROFIT_AT_BREAKEVEN_AFTER_PCT')
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if lock_pct is None:
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lock_pct = 0.03 # 未配置时默认 3% 移至保本
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if lock_pct and lock_pct > 1:
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lock_pct = lock_pct / 100.0
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@ -4016,10 +4048,14 @@ class PositionManager:
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logger.info(
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f"[账号{self.account_id}] {symbol} [实时监控] 盈利{pnl_percent_margin:.2f}%≥{lock_pct*100:.0f}%，止损已移至含手续费保本价 {breakeven:.4f}（留住盈利）"
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)
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logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 尝试将保本止损同步至交易所")
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try:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步保本止损至交易所失败: {sync_e}")
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logger.warning(
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f"[账号{self.account_id}] {symbol} [实时监控] 同步保本止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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# 盈利超过阈值后（相对于保证金），激活移动止损
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if pnl_percent_margin > trailing_activation * 100:
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position_info['trailingStopActivated'] = True
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@ -4040,11 +4076,15 @@ class PositionManager:
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f"(盈利: {pnl_percent_margin:.2f}% of margin, 保护: {trailing_protect*100:.1f}% of margin)"
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)
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# 同步至交易所：取消原止损单并按新止损价重挂，使移动止损也有交易所保护
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logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 尝试将移动止损同步至交易所")
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try:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
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logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败（不影响本地监控）: {sync_e}")
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logger.warning(
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f"[账号{self.account_id}] {symbol} [实时监控] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else:
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# ⚠️ 优化：如果分步止盈第一目标已触发，移动止损不再更新剩余仓位的止损价
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# 原因：分步止盈第一目标触发后，剩余50%仓位止损已移至成本价（保本），等待第二目标
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@ -4068,7 +4108,10 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
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logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败（不影响本地监控）: {sync_e}")
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logger.warning(
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f"[账号{self.account_id}] {symbol} [实时监控] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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else: # SELL
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new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity
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new_stop_loss = min(new_stop_loss, self._breakeven_stop_price(entry_price, 'SELL'))
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@ -4082,7 +4125,10 @@ class PositionManager:
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await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
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logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
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except Exception as sync_e:
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logger.warning(f"{symbol} 同步移动止损至交易所失败（不影响本地监控）: {sync_e}")
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logger.warning(
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f"[账号{self.account_id}] {symbol} [实时监控] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
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exc_info=False,
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)
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# 检查止损（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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