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scripts/clear_cooldown.py

@@ -0,0 +1,146 @@
+#!/usr/bin/env python3
+"""
+清理交易冷却时间脚本
+用于手动重置某个交易对的“连续亏损冷却”状态。
+原理：将该交易对最近一次亏损交易的平仓时间修改为“冷却时间之前”，使其不再触发冷却逻辑。
+
+用法：
+  python scripts/clear_cooldown.py [symbol]
+  
+  例如：
+  python scripts/clear_cooldown.py BTCUSDT  # 清理 BTCUSDT 的冷却
+  python scripts/clear_cooldown.py          # 列出当前处于冷却中的交易对
+"""
+import sys
+import os
+import time
+from datetime import datetime, timedelta
+import logging
+
+# Add backend to path
+sys.path.append(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), 'backend'))
+
+from database.connection import db
+from database.models import Trade, TradingConfig
+
+# Configure logging
+logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
+logger = logging.getLogger(__name__)
+
+def get_cooldown_config(account_id):
+    """获取冷却配置"""
+    try:
+        enabled = TradingConfig.get_value("SYMBOL_LOSS_COOLDOWN_ENABLED", True, account_id=account_id)
+        max_losses = int(TradingConfig.get_value("SYMBOL_MAX_CONSECUTIVE_LOSSES", 2, account_id=account_id))
+        cooldown_sec = int(TradingConfig.get_value("SYMBOL_LOSS_COOLDOWN_SEC", 3600, account_id=account_id))
+        return enabled, max_losses, cooldown_sec
+    except Exception as e:
+        logger.error(f"获取配置失败: {e}")
+        return True, 2, 3600
+
+def check_cooldown(symbol, account_id, max_losses, cooldown_sec):
+    """检查是否处于冷却中"""
+    recent_trades = Trade.get_all(symbol=symbol, status='closed', account_id=account_id)
+    # Sort by exit_time desc
+    recent_trades = sorted(
+        recent_trades, 
+        key=lambda x: (x.get('exit_time') or x.get('entry_time') or 0), 
+        reverse=True
+    )[:max_losses + 1]
+    
+    if not recent_trades:
+        return False, None, 0
+
+    now = int(time.time())
+    latest_trade = recent_trades[0]
+    latest_exit_time = latest_trade.get('exit_time') or latest_trade.get('entry_time') or 0
+    
+    # Check time window
+    if now - latest_exit_time < cooldown_sec:
+        consecutive_losses = 0
+        for trade in recent_trades:
+            pnl = float(trade.get('pnl', 0) or 0)
+            exit_reason = str(trade.get('exit_reason', '') or '').lower()
+            
+            # 2026-02-13 优化：手动平仓（manual）不计入连续亏损
+            if exit_reason == 'manual' or exit_reason == 'manual_close':
+                continue
+
+            if pnl < 0:
+                consecutive_losses += 1
+            else:
+                break
+        
+        if consecutive_losses >= max_losses:
+            remaining = cooldown_sec - (now - latest_exit_time)
+            return True, latest_trade, remaining
+            
+    return False, None, 0
+
+def clear_cooldown(symbol, account_id, cooldown_sec):
+    """清理冷却（修改平仓时间）"""
+    is_cooling, latest_trade, remaining = check_cooldown(
+        symbol, account_id, 
+        *get_cooldown_config(account_id)[1:]
+    )
+    
+    if not is_cooling:
+        logger.info(f"{symbol} 当前未处于冷却状态。")
+        return
+
+    logger.info(f"正在清理 {symbol} 的冷却状态...")
+    logger.info(f"  当前剩余冷却: {remaining} 秒")
+    logger.info(f"  最近交易ID: {latest_trade['id']}, 平仓时间: {latest_trade.get('exit_time')}")
+    
+    # Calculate new exit time: now - cooldown_sec - 60s (buffer)
+    now = int(time.time())
+    new_exit_time = now - cooldown_sec - 60
+    
+    try:
+        # Update database
+        sql = "UPDATE trades SET exit_time = %s WHERE id = %s"
+        db.execute_update(sql, (new_exit_time, latest_trade['id']))
+        
+        logger.info(f"✅ 已成功清理 {symbol} 的冷却状态！")
+        logger.info(f"  修改交易 #{latest_trade['id']} 平仓时间 -> {new_exit_time} (当前时间-{cooldown_sec+60}s)")
+    except Exception as e:
+        logger.error(f"❌ 更新数据库失败: {e}")
+
+def list_cooldowns(account_id):
+    """列出所有处于冷却中的交易对"""
+    logger.info("正在扫描处于冷却中的交易对...")
+    
+    enabled, max_losses, cooldown_sec = get_cooldown_config(account_id)
+    if not enabled:
+        logger.info("冷却功能未启用 (SYMBOL_LOSS_COOLDOWN_ENABLED=False)")
+        return
+
+    # Get all distinct symbols traded recently? 
+    # Better: Get all symbols from trades in last cooldown_sec + some buffer
+    # Simplified: Get distinct symbols from trades
+    sql = "SELECT symbol FROM trades WHERE account_id = %s AND status = 'closed' GROUP BY symbol ORDER BY MAX(id) DESC LIMIT 100"
+    rows = db.execute_query(sql, (account_id,))
+    symbols = [r['symbol'] for r in rows]
+    
+    found = False
+    for symbol in symbols:
+        is_cooling, trade, remaining = check_cooldown(symbol, account_id, max_losses, cooldown_sec)
+        if is_cooling:
+            found = True
+            print(f"🔥 {symbol:<10} 冷却剩余: {remaining:>4}s (最近连续亏损)")
+            
+    if not found:
+        logger.info("没有发现处于冷却中的交易对。")
+
+def main():
+    account_id = int(os.getenv("ATS_ACCOUNT_ID") or os.getenv("ACCOUNT_ID") or 1)
+    
+    if len(sys.argv) > 1:
+        symbol = sys.argv[1].upper()
+        clear_cooldown(symbol, account_id, get_cooldown_config(account_id)[2])
+    else:
+        list_cooldowns(account_id)
+        print("\n提示: 使用 python scripts/clear_cooldown.py [SYMBOL] 来清理指定币种的冷却。")
+
+if __name__ == "__main__":
+    main()

trading_system/risk_manager.py

@@ -861,6 +861,13 @@ class RiskManager:
                 consecutive_losses = 0
                 for trade in recent_trades:
                     pnl = float(trade.get('pnl', 0) or 0)
+                    exit_reason = str(trade.get('exit_reason', '') or '').lower()
+                    
+                    # 2026-02-13 优化：手动平仓（manual）通常是人为干预（如发现信号消失或误操作），
+                    # 不应计入策略的连续亏损统计，避免误触发冷却。
+                    if exit_reason == 'manual' or exit_reason == 'manual_close':
+                        continue
+
                     if pnl < 0:  # 亏损
                         consecutive_losses += 1
                     else:  # 盈利，中断连续亏损