增加移动止损单独的日志处理

trading_system/position_manager.py

@@ -97,6 +97,46 @@ def _log_trade_db_failure(symbol, entry_order_id, side, quantity, entry_price, a
         logger.warning(f"写入落库失败日志失败: {e}")
 
 
+_TRAILING_LOG_PATH: Optional[Path] = None
+
+def _get_trailing_stop_log_path() -> Optional[Path]:
+    """保本/移动止损专用日志路径：logs/profit_protection.log，便于 tail/grep 确认是否执行。"""
+    global _TRAILING_LOG_PATH
+    if _TRAILING_LOG_PATH is not None:
+        return _TRAILING_LOG_PATH
+    try:
+        root = Path(__file__).parent.parent
+        log_dir = root / "logs"
+        log_dir.mkdir(parents=True, exist_ok=True)
+        _TRAILING_LOG_PATH = log_dir / "profit_protection.log"
+        return _TRAILING_LOG_PATH
+    except Exception:
+        return None
+
+def _log_trailing_stop_event(account_id: int, symbol: str, event: str, **kwargs):
+    """将保本/移动止损相关事件写入专用日志（一行 JSON），便于确认是否正常执行。"""
+    path = _get_trailing_stop_log_path()
+    if not path:
+        return
+    try:
+        rec = {
+            "ts": datetime.utcnow().isoformat() + "Z",
+            "account_id": account_id,
+            "symbol": symbol,
+            "event": event,
+        }
+        for k, v in kwargs.items():
+            if v is not None and k not in rec:
+                if isinstance(v, float):
+                    rec[k] = round(v, 6)
+                else:
+                    rec[k] = v
+        with open(path, "a", encoding="utf-8") as f:
+            f.write(json.dumps(rec, ensure_ascii=False) + "\n")
+    except Exception as e:
+        logger.debug(f"写入保本/移动止损日志失败: {e}")
+
+
 # User Data Stream 缓存（持仓/余额优先读 WS，减少 REST）
 try:
     from .user_data_stream import get_stream_instance, get_positions_from_cache, get_balance_from_cache
@@ -1481,8 +1521,10 @@ class PositionManager:
             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}")
             return
 
+        sync_type = "保本/移动止损同步" if (position_info.get("breakevenStopSet") or position_info.get("trailingStopActivated")) else "SL/TP同步"
         logger.info(
-            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}"
+            f"[账号{self.account_id}] {symbol} 开始同步止损/止盈至交易所 [{sync_type}]: "
+            f"止损触发价={float(stop_loss):.4f} 止盈触发价={float(take_profit):.4f}"
         )
 
         # 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
@@ -1541,7 +1583,15 @@ class PositionManager:
             await self.client.cancel_open_algo_orders_by_order_types(
                 symbol, {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}
             )
-            logger.info(f"[账号{self.account_id}] {symbol} 已取消旧保护单，准备挂新单")
+            logger.info(
+                f"[账号{self.account_id}] {symbol} 已取消旧保护单，准备挂新单 [{sync_type}] "
+                f"条件价: 止损={float(stop_loss):.4f} 止盈={float(take_profit):.4f}"
+            )
+            if sync_type == "保本/移动止损同步":
+                _log_trailing_stop_event(
+                    self.account_id, symbol, "sync_to_exchange",
+                    stop_loss=float(stop_loss), take_profit=float(take_profit), msg="准备挂新单"
+                )
         except Exception as e:
             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")
 
@@ -1756,7 +1806,10 @@ class PositionManager:
                 except Exception:
                     pass
         if sl_order:
-            logger.info(f"[账号{self.account_id}] {symbol} ✓ 止损单已成功挂到交易所: {sl_order.get('algoId', 'N/A')}")
+            logger.info(
+                f"[账号{self.account_id}] {symbol} ✓ 止损单已成功挂到交易所: {sl_order.get('algoId', 'N/A')} "
+                f"触发价={float(stop_loss):.4f}"
+            )
         else:
             if sl_failed_due_to_gte:
                 logger.warning(f"{symbol} 条件单被拒（持仓未就绪或已平），跳过交易所止损单，将依赖 WebSocket 监控")
@@ -1873,7 +1926,10 @@ class PositionManager:
                 except Exception:
                     pass
         if tp_order:
-            logger.info(f"[账号{self.account_id}] {symbol} ✓ 止盈单已成功挂到交易所: {tp_order.get('algoId', 'N/A')}")
+            logger.info(
+                f"[账号{self.account_id}] {symbol} ✓ 止盈单已成功挂到交易所: {tp_order.get('algoId', 'N/A')} "
+                f"触发价={float(take_profit):.4f}"
+            )
         else:
             logger.warning(f"{symbol} ⚠️ 止盈单挂单失败，将依赖WebSocket监控")
 
@@ -1889,10 +1945,15 @@ class PositionManager:
 
         if position_info.get("exchangeSlOrderId") or position_info.get("exchangeTpOrderId"):
             logger.info(
-                f"[账号{self.account_id}] {symbol} 已挂币安保护单: "
+                f"[账号{self.account_id}] {symbol} 已挂币安保护单 [{sync_type}]: "
-                f"SL={position_info.get('exchangeSlOrderId') or '-'} "
+                f"SL={position_info.get('exchangeSlOrderId') or '-'} 触发价={float(stop_loss):.4f} | "
-                f"TP={position_info.get('exchangeTpOrderId') or '-'}"
+                f"TP={position_info.get('exchangeTpOrderId') or '-'} 触发价={float(take_profit):.4f}"
             )
+            if sync_type == "保本/移动止损同步":
+                _log_trailing_stop_event(
+                    self.account_id, symbol, "sync_to_exchange_ok",
+                    stop_loss=float(stop_loss), take_profit=float(take_profit), msg="已挂币安保护单"
+                )
             logger.info(f"[账号{self.account_id}] {symbol} 止损/止盈同步至交易所完成")
         else:
             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")
@@ -2041,10 +2102,13 @@ class PositionManager:
                                 position_info['stopLoss'] = breakeven
                                 position_info['breakevenStopSet'] = True
                                 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}")
+                                _log_trailing_stop_event(self.account_id, symbol, "breakeven_set", breakeven=breakeven, pnl_pct=pnl_percent_margin, source="定时检查")
                                 logger.info(f"{symbol} [定时检查] 尝试将保本止损同步至交易所")
                                 try:
                                     await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                    _log_trailing_stop_event(self.account_id, symbol, "breakeven_sync_ok", breakeven=breakeven, source="定时检查")
                                 except Exception as sync_e:
+                                    _log_trailing_stop_event(self.account_id, symbol, "breakeven_sync_fail", breakeven=breakeven, error=str(sync_e), source="定时检查")
                                     logger.warning(
                                         f"{symbol} [定时检查] 同步保本止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                         exc_info=False,
@@ -2058,15 +2122,18 @@ class PositionManager:
                                 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}) "
                                 f"(盈利: {pnl_percent_margin:.2f}% of margin)"
                             )
+                            _log_trailing_stop_event(self.account_id, symbol, "trailing_activated", breakeven=breakeven, pnl_pct=pnl_percent_margin, source="定时检查")
                             logger.info(f"{symbol} [定时检查] 尝试将移动止损同步至交易所")
                             try:
                                 await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=breakeven, source="定时检查")
                                 logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
                             except Exception as sync_e:
+                                _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=breakeven, error=str(sync_e), source="定时检查")
                                 logger.warning(
                                     f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                     exc_info=False,
-                            )
+                                )
                     else:
                         # 盈利超过阈值后，止损移至保护利润位（基于保证金）
                         # 如果已经部分止盈，使用剩余仓位计算
@@ -2089,14 +2156,17 @@ class PositionManager:
                                         f"(保护{trailing_protect*100:.1f}% of remaining margin = {protect_amount:.4f} USDT, "
                                         f"剩余数量: {remaining_quantity:.4f})"
                                     )
+                                    _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="定时检查-剩余仓位")
                                     try:
                                         await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="定时检查")
                                         logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
                                     except Exception as sync_e:
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="定时检查")
                                         logger.warning(
                                             f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                             exc_info=False,
-                                    )
+                                        )
                             else:
                                 new_stop_loss = entry_price + (remaining_pnl - protect_amount) / remaining_quantity
                                 new_stop_loss = min(new_stop_loss, self._breakeven_stop_price(entry_price, 'SELL'))
@@ -2108,14 +2178,17 @@ class PositionManager:
                                         f"(保护{trailing_protect*100:.1f}% of remaining margin = {protect_amount:.4f} USDT, "
                                         f"剩余数量: {remaining_quantity:.4f})"
                                     )
+                                    _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="定时检查-剩余仓位")
                                     try:
                                         await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="定时检查")
                                         logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
                                     except Exception as sync_e:
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="定时检查")
                                         logger.warning(
                                             f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                             exc_info=False,
-                                    )
+                                        )
                         else:
                             # 未部分止盈，使用原始仓位计算；保护金额至少覆盖手续费
                             protect_amount = max(margin * trailing_protect, self._min_protect_amount_for_fees(margin, leverage))
@@ -2129,14 +2202,17 @@ class PositionManager:
                                         f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
                                         f"(保护{trailing_protect*100:.1f}% of margin = {protect_amount:.4f} USDT)"
                                     )
+                                    _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="定时检查")
                                     try:
                                         await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="定时检查")
                                         logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
                                     except Exception as sync_e:
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="定时检查")
                                         logger.warning(
                                             f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                             exc_info=False,
-                                    )
+                                        )
                             else:
                                 # 做空：止损价 = 开仓价 + (当前盈亏 - 保护金额) / 数量
                                 # 注意：对于做空，止损价应该高于开仓价，所以用加法
@@ -2151,14 +2227,17 @@ class PositionManager:
                                         f"{symbol} 移动止损更新: {new_stop_loss:.4f} "
                                         f"(保护{trailing_protect*100:.1f}% of margin = {protect_amount:.4f} USDT)"
                                     )
+                                    _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="定时检查")
                                     try:
                                         await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price)
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="定时检查")
                                         logger.info(f"{symbol} [定时检查] 已同步移动止损至交易所")
                                     except Exception as sync_e:
+                                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="定时检查")
                                         logger.warning(
                                             f"{symbol} [定时检查] 同步移动止损至交易所失败: {type(sync_e).__name__}: {sync_e}",
                                             exc_info=False,
-                                    )
+                                        )
                 
                 # 检查止损（使用更新后的止损价，基于保证金收益比）
                 # ⚠️ 重要：止损检查应该在时间锁之前，止损必须立即执行
@@ -4171,10 +4250,13 @@ class PositionManager:
                         logger.info(
                             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）"
                         )
+                        _log_trailing_stop_event(self.account_id, symbol, "breakeven_set", breakeven=breakeven, pnl_pct=pnl_percent_margin, source="实时监控")
                         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")
                         try:
                             await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
+                            _log_trailing_stop_event(self.account_id, symbol, "breakeven_sync_ok", breakeven=breakeven, source="实时监控")
                         except Exception as sync_e:
+                            _log_trailing_stop_event(self.account_id, symbol, "breakeven_sync_fail", breakeven=breakeven, error=str(sync_e), source="实时监控")
                             logger.warning(
                                 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}",
                                 exc_info=False,
@@ -4198,16 +4280,19 @@ class PositionManager:
                         f"[账号{self.account_id}] {symbol} [实时监控] 移动止损激活: 止损移至保护利润位 {new_stop_loss:.4f} "
                         f"(盈利: {pnl_percent_margin:.2f}% of margin, 保护: {trailing_protect*100:.1f}% of margin)"
                     )
+                    _log_trailing_stop_event(self.account_id, symbol, "trailing_activated", new_stop_loss=new_stop_loss, pnl_pct=pnl_percent_margin, source="实时监控")
                     # 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
                     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")
                     try:
                         await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
+                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="实时监控")
                         logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
                     except Exception as sync_e:
+                        _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="实时监控")
                         logger.warning(
                             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}",
                             exc_info=False,
-                    )
+                        )
             else:
                 # ⚠️ 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
                 # 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
@@ -4227,10 +4312,13 @@ class PositionManager:
                             f"[账号{self.account_id}] {symbol} [实时监控] 移动止损更新: {new_stop_loss:.4f} "
                             f"(保护{trailing_protect*100:.1f}% of margin = {protect_amount:.4f} USDT)"
                         )
+                        _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="实时监控")
                         try:
                             await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
+                            _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="实时监控")
                             logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
                         except Exception as sync_e:
+                            _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="实时监控")
                             logger.warning(
                                 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}",
                                 exc_info=False,
@@ -4244,10 +4332,13 @@ class PositionManager:
                             f"[账号{self.account_id}] {symbol} [实时监控] 移动止损更新: {new_stop_loss:.4f} "
                             f"(保护{trailing_protect*100:.1f}% of margin = {protect_amount:.4f} USDT)"
                         )
+                        _log_trailing_stop_event(self.account_id, symbol, "trailing_update", new_stop_loss=new_stop_loss, source="实时监控")
                         try:
                             await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
+                            _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_ok", new_stop_loss=new_stop_loss, source="实时监控")
                             logger.info(f"[账号{self.account_id}] {symbol} [实时监控] 已同步移动止损至交易所")
                         except Exception as sync_e:
+                            _log_trailing_stop_event(self.account_id, symbol, "trailing_sync_fail", new_stop_loss=new_stop_loss, error=str(sync_e), source="实时监控")
                             logger.warning(
                                 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}",
                                 exc_info=False,