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薇薇安 2026-02-13 21:39:10 +08:00
parent 43a09a57a6
commit 42c6904604
1 changed files with 23 additions and 7 deletions
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trading_system/position_manager.py
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@ -190,6 +190,12 @@ class PositionManager:
try: try:
# 0) 防止同一 symbol 重复挂入场单/快速重复尝试（去抖 + 冷却） # 0) 防止同一 symbol 重复挂入场单/快速重复尝试（去抖 + 冷却）
now_ms = int(time.time() * 1000) now_ms = int(time.time() * 1000)
# ⚠️ 关键修复：检查是否已经在持仓中（防止重复开仓）
if symbol in self.active_positions:
logger.info(f"{symbol} [入场] 已在持仓中 (active_positions)，跳过重复开仓")
return None
cooldown_sec = int(config.TRADING_CONFIG.get("ENTRY_SYMBOL_COOLDOWN_SEC", 120) or 0) cooldown_sec = int(config.TRADING_CONFIG.get("ENTRY_SYMBOL_COOLDOWN_SEC", 120) or 0)
last_ms = self._last_entry_attempt_ms.get(symbol) last_ms = self._last_entry_attempt_ms.get(symbol)
if last_ms and cooldown_sec > 0 and now_ms - last_ms < cooldown_sec * 1000: if last_ms and cooldown_sec > 0 and now_ms - last_ms < cooldown_sec * 1000:
@ -1521,14 +1527,22 @@ class PositionManager:
take_profit_val = float(take_profit) take_profit_val = float(take_profit)
# 检查是否已经触发止盈 # 检查是否已经触发止盈
# ⚠️ 关键修复：增加0.5%的缓冲，避免因价格轻微触及或市场波动导致的过早止盈
# 如果价格只是刚好碰到止盈价，不立即触发，而是尝试挂单或让WebSocket监控决定
triggered_tp = False triggered_tp = False
if side == "BUY" and current_price_val >= take_profit_val: buffer_pct = 0.005 # 0.5% buffer
triggered_tp = True
elif side == "SELL" and current_price_val <= take_profit_val: if side == "BUY":
triggered_tp = True # 做多：当前价 >= 止盈价 * (1 + buffer)
if current_price_val >= take_profit_val * (1 + buffer_pct):
triggered_tp = True
elif side == "SELL":
# 做空：当前价 <= 止盈价 * (1 - buffer)
if current_price_val <= take_profit_val * (1 - buffer_pct):
triggered_tp = True
if triggered_tp: if triggered_tp:
logger.info(f"{symbol} 🎯 当前价格({current_price_val:.8f})已达到止盈价({take_profit_val:.8f})，立即执行市价止盈！") logger.info(f"{symbol} 🎯 当前价格({current_price_val:.8f})已显著超过止盈价({take_profit_val:.8f})，立即执行市价止盈！")
await self.close_position(symbol, reason='take_profit') await self.close_position(symbol, reason='take_profit')
return return
except Exception as e: except Exception as e:
@ -1547,8 +1561,10 @@ class PositionManager:
# 处理 -2021: Order would immediately trigger # 处理 -2021: Order would immediately trigger
error_msg = str(e) error_msg = str(e)
if "-2021" in error_msg or "immediately trigger" in error_msg: if "-2021" in error_msg or "immediately trigger" in error_msg:
logger.warning(f"{symbol} ⚠️ 止盈单会立即触发(-2021)，视为已到达止盈位，立即执行市价止盈") # ⚠️ 关键修复：如果止盈单会立即触发，不立即平仓，而是依赖WebSocket监控
await self.close_position(symbol, reason='take_profit') # 这样可以避免因价格微小波动导致的过早止盈，让利润奔跑（WebSocket有最小盈利检查）
logger.warning(f"{symbol} ⚠️ 止盈单会立即触发(-2021)，跳过挂交易所止盈单，将依赖WebSocket监控执行止盈")
# await self.close_position(symbol, reason='take_profit') <-- 已移除立即平仓
return return
else: else:
logger.warning(f"{symbol} 挂止盈单失败: {e}") logger.warning(f"{symbol} 挂止盈单失败: {e}")