1
This commit is contained in:
薇薇安
parent
345416e32f
commit
777f9ff703
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@ -79,7 +79,8 @@ async def get_trades(
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trade_type: Optional[str] = Query(None, description="交易类型筛选: 'buy', 'sell'"),
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exit_reason: Optional[str] = Query(None, description="平仓原因筛选: 'stop_loss', 'take_profit', 'trailing_stop', 'manual', 'sync'"),
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status: Optional[str] = Query(None, description="状态筛选: 'open', 'closed', 'cancelled'"),
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limit: int = Query(100, ge=1, le=1000, description="返回记录数限制")
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limit: int = Query(100, ge=1, le=1000, description="返回记录数限制"),
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only_system_orders: bool = Query(False, description="仅返回本系统开仓的记录（有开仓订单号），排除同步/手动录入的仓位"),
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):
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"""
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获取交易记录
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@ -125,7 +126,7 @@ async def get_trades(
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except ValueError:
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logger.warning(f"无效的结束日期格式: {end_date}")
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, status, trade_type, exit_reason, account_id=account_id)
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, status, trade_type, exit_reason, account_id=account_id, only_system_orders=only_system_orders)
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logger.info(f"查询到 {len(trades)} 条交易记录")
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# 格式化交易记录，添加平仓类型的中文显示
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@ -166,7 +167,8 @@ async def get_trades(
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"end_date": datetime.fromtimestamp(end_timestamp).strftime('%Y-%m-%d %H:%M:%S') if end_timestamp else None,
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"period": period,
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"symbol": symbol,
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"status": status
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"status": status,
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"only_system_orders": only_system_orders
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}
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}
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@ -183,11 +185,12 @@ async def get_trade_stats(
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start_date: Optional[str] = Query(None, description="开始日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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end_date: Optional[str] = Query(None, description="结束日期 (YYYY-MM-DD 或 YYYY-MM-DD HH:MM:SS)"),
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period: Optional[str] = Query(None, description="快速时间段筛选: '1d', '7d', '30d', 'today', 'week', 'month'"),
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symbol: Optional[str] = Query(None, description="交易对筛选")
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symbol: Optional[str] = Query(None, description="交易对筛选"),
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only_system_orders: bool = Query(False, description="仅统计本系统开仓的记录"),
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):
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"""获取交易统计"""
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try:
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logger.info(f"获取交易统计请求: start_date={start_date}, end_date={end_date}, period={period}, symbol={symbol}")
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logger.info(f"获取交易统计请求: start_date={start_date}, end_date={end_date}, period={period}, symbol={symbol}, only_system_orders={only_system_orders}")
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start_timestamp = None
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end_timestamp = None
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@ -220,7 +223,7 @@ async def get_trade_stats(
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except ValueError:
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logger.warning(f"无效的结束日期格式: {end_date}")
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, None, account_id=account_id)
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trades = Trade.get_all(start_timestamp, end_timestamp, symbol, None, account_id=account_id, only_system_orders=only_system_orders)
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closed_trades = [t for t in trades if t['status'] == 'closed']
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# 辅助函数：计算净盈亏（优先使用 realized_pnl - commission）
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@ -700,7 +700,7 @@ class Trade:
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)
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@staticmethod
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def get_all(start_timestamp=None, end_timestamp=None, symbol=None, status=None, trade_type=None, exit_reason=None, account_id: int = None):
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def get_all(start_timestamp=None, end_timestamp=None, symbol=None, status=None, trade_type=None, exit_reason=None, account_id: int = None, only_system_orders: bool = False):
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"""获取交易记录
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Args:
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@ -710,6 +710,7 @@ class Trade:
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status: 状态（可选）
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trade_type: 交易类型（可选）
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exit_reason: 平仓原因（可选）
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only_system_orders: 若为 True，仅返回本系统开仓的记录（entry_order_id 非空）
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"""
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query = "SELECT * FROM trades WHERE 1=1"
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params = []
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@ -722,6 +723,9 @@ class Trade:
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except Exception:
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pass
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if only_system_orders and _table_has_column("trades", "entry_order_id"):
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query += " AND entry_order_id IS NOT NULL AND entry_order_id != 0"
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if start_timestamp is not None:
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query += " AND created_at >= %s"
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params.append(start_timestamp)
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@ -20,6 +20,7 @@ const TradeList = () => {
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const [useCustomDate, setUseCustomDate] = useState(false)
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const [tradeType, setTradeType] = useState('')
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const [exitReason, setExitReason] = useState('')
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const [onlySystemOrders, setOnlySystemOrders] = useState(false)
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useEffect(() => {
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loadData()
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@ -45,6 +46,7 @@ const TradeList = () => {
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if (status) params.status = status
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if (tradeType) params.trade_type = tradeType
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if (exitReason) params.exit_reason = exitReason
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if (onlySystemOrders) params.only_system_orders = true
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const [tradesData, statsData] = await Promise.all([
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api.getTrades(params),
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@ -80,6 +82,7 @@ const TradeList = () => {
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setSymbol('')
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setStatus('')
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setUseCustomDate(false)
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setOnlySystemOrders(false)
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}
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// 导出当前订单数据（含入场/离场原因、入场思路等完整字段，便于后续分析）
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@ -417,6 +420,17 @@ const TradeList = () => {
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</select>
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</div>
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<div className="filter-section" style={{ alignItems: 'center' }}>
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<label title="只显示本策略在币安下单的记录（有开仓订单号），排除从币安同步/手动录入的仓位">
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<input
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type="checkbox"
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checked={onlySystemOrders}
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onChange={(e) => setOnlySystemOrders(e.target.checked)}
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/>
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{' '}仅本系统开仓
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</label>
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</div>
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<div className="filter-actions">
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<button className="btn-primary" onClick={loadData}>
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查询
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@ -200,7 +200,7 @@ DEFAULT_TRADING_CONFIG = {
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'TAKE_PROFIT_PERCENT': 0.80, # 第二目标止盈80%（追求大趋势收益）
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'TAKE_PROFIT_1_PERCENT': 0.30, # 第一目标止盈30%（确保3:1盈亏比）
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'MIN_RR_FOR_TP1': 1.5, # 第一目标止盈的最小盈亏比（相对于止损距离）（2026-02-12：1.5 改善盈亏比）
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'MIN_STOP_LOSS_PRICE_PCT': 0.025, # 最小止损价格变动2.5%
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'MIN_STOP_LOSS_PRICE_PCT': 0.025, # 最小止损价格变动2.5%（交易所/挂单最小距离）
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'MIN_TAKE_PROFIT_PRICE_PCT': 0.02, # 最小止盈价格变动2%
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'USE_ATR_STOP_LOSS': True, # 使用ATR动态止损
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'ATR_STOP_LOSS_MULTIPLIER': 0.5, # ATR止损倍数0.5（2026-02-14：收紧止损，与ATR_MULTIPLIER_MAX一致）
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@ -2775,112 +2775,119 @@ class PositionManager:
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else:
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logger.info("✓ 持仓状态同步完成，数据库与币安状态一致")
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# 5. 检查币安有但数据库没有记录的持仓（可能是手动开仓的）
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# 5. 检查币安有但数据库没有记录的持仓（可能是本策略开仓后未正确落库、或其它来源）
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# 默认不再自动创建「手动开仓」记录，避免产生大量无 entry_order_id 的怪单（与币安实际订单对不上）
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missing_in_db = binance_symbols - db_open_symbols
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if missing_in_db:
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logger.info(
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f"发现 {len(missing_in_db)} 个持仓在币安存在但数据库中没有记录: "
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f"{', '.join(missing_in_db)} (可能是手动开仓)"
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f"发现 {len(missing_in_db)} 个持仓在币安存在但数据库中没有 open 记录: "
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f"{', '.join(missing_in_db)}"
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)
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# 为手动开仓的持仓创建数据库记录并启动监控
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for symbol in missing_in_db:
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try:
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# 获取币安持仓详情
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binance_position = next(
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(p for p in binance_positions if p['symbol'] == symbol),
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None
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)
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if not binance_position:
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continue
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sync_create_manual = config.TRADING_CONFIG.get("SYNC_CREATE_MANUAL_ENTRY_RECORD", False)
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if not sync_create_manual:
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logger.info(
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" → 已跳过自动创建交易记录（SYNC_CREATE_MANUAL_ENTRY_RECORD=False）。"
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" 若确认为本策略开仓可检查开仓时是否保存了 entry_order_id；若为手动开仓且需纳入列表可设该配置为 True。"
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)
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else:
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# 为手动开仓的持仓创建数据库记录并启动监控（仅当显式开启时）
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for symbol in missing_in_db:
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try:
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# 获取币安持仓详情
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binance_position = next(
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(p for p in binance_positions if p['symbol'] == symbol),
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None
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)
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if not binance_position:
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continue
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position_amt = binance_position['positionAmt']
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entry_price = binance_position['entryPrice']
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quantity = abs(position_amt)
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side = 'BUY' if position_amt > 0 else 'SELL'
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notional = (float(entry_price) * float(quantity)) if entry_price and quantity else 0
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if notional < 1.0:
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logger.debug(f"{symbol} [状态同步] 跳过灰尘持仓 (名义 {notional:.4f} USDT < 1)，不创建记录")
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continue
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logger.info(
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f"{symbol} [状态同步] 检测到手动开仓，创建数据库记录... "
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f"({side} {quantity:.4f} @ {entry_price:.4f})"
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)
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# 创建数据库记录（显式传入 account_id，避免多账号混用）
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trade_id = Trade.create(
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symbol=symbol,
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side=side,
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quantity=quantity,
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entry_price=entry_price,
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leverage=binance_position.get('leverage', 10),
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entry_reason='manual_entry', # 标记为手动开仓
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notional_usdt=notional,
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margin_usdt=(notional / float(binance_position.get('leverage', 10) or 10)) if float(binance_position.get('leverage', 10) or 0) > 0 else None,
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account_id=self.account_id,
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)
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logger.info(f"{symbol} [状态同步] ✓ 数据库记录已创建 (ID: {trade_id})")
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# 创建本地持仓记录（用于监控）
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ticker = await self.client.get_ticker_24h(symbol)
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current_price = ticker['price'] if ticker else entry_price
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# 计算止损止盈（基于保证金）
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leverage = binance_position.get('leverage', 10)
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stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08)
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# ⚠️ 关键修复：配置值格式转换（兼容百分比形式和比例形式）
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if stop_loss_pct_margin is not None and stop_loss_pct_margin > 1:
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stop_loss_pct_margin = stop_loss_pct_margin / 100.0
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take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15)
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# ⚠️ 关键修复：配置值格式转换（兼容百分比形式和比例形式）
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if take_profit_pct_margin is not None and take_profit_pct_margin > 1:
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take_profit_pct_margin = take_profit_pct_margin / 100.0
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# 如果配置中没有设置止盈，则使用止损的2倍作为默认
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if take_profit_pct_margin is None or take_profit_pct_margin == 0:
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take_profit_pct_margin = stop_loss_pct_margin * 2.0
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stop_loss_price = self.risk_manager.get_stop_loss_price(
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entry_price, side, quantity, leverage,
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stop_loss_pct=stop_loss_pct_margin
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)
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take_profit_price = self.risk_manager.get_take_profit_price(
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entry_price, side, quantity, leverage,
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take_profit_pct=take_profit_pct_margin
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)
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position_info = {
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'symbol': symbol,
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'side': side,
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'quantity': quantity,
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'entryPrice': entry_price,
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'changePercent': 0, # 手动开仓，无法计算涨跌幅
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'orderId': None,
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'tradeId': trade_id,
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'stopLoss': stop_loss_price,
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'takeProfit': take_profit_price,
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'initialStopLoss': stop_loss_price,
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'leverage': leverage,
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'entryReason': 'manual_entry',
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'entryTime': get_beijing_time(), # 补全入场时间
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'atr': None,
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'maxProfit': 0.0,
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'trailingStopActivated': False
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}
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self.active_positions[symbol] = position_info
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# 启动WebSocket监控
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if self._monitoring_enabled:
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await self._start_position_monitoring(symbol)
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logger.info(f"{symbol} [状态同步] ✓ 已启动实时监控")
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logger.info(f"{symbol} [状态同步] ✓ 手动开仓同步完成")
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position_amt = binance_position['positionAmt']
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entry_price = binance_position['entryPrice']
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quantity = abs(position_amt)
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side = 'BUY' if position_amt > 0 else 'SELL'
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notional = (float(entry_price) * float(quantity)) if entry_price and quantity else 0
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if notional < 1.0:
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logger.debug(f"{symbol} [状态同步] 跳过灰尘持仓 (名义 {notional:.4f} USDT < 1)，不创建记录")
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continue
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logger.info(
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f"{symbol} [状态同步] 检测到手动开仓，创建数据库记录... "
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f"({side} {quantity:.4f} @ {entry_price:.4f})"
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)
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# 创建数据库记录（显式传入 account_id，避免多账号混用）
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trade_id = Trade.create(
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symbol=symbol,
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side=side,
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quantity=quantity,
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entry_price=entry_price,
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leverage=binance_position.get('leverage', 10),
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entry_reason='manual_entry', # 标记为手动开仓
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notional_usdt=notional,
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margin_usdt=(notional / float(binance_position.get('leverage', 10) or 10)) if float(binance_position.get('leverage', 10) or 0) > 0 else None,
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account_id=self.account_id,
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)
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logger.info(f"{symbol} [状态同步] ✓ 数据库记录已创建 (ID: {trade_id})")
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# 创建本地持仓记录（用于监控）
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ticker = await self.client.get_ticker_24h(symbol)
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current_price = ticker['price'] if ticker else entry_price
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# 计算止损止盈（基于保证金）
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leverage = binance_position.get('leverage', 10)
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stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08)
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# ⚠️ 关键修复：配置值格式转换（兼容百分比形式和比例形式）
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if stop_loss_pct_margin is not None and stop_loss_pct_margin > 1:
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stop_loss_pct_margin = stop_loss_pct_margin / 100.0
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take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15)
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# ⚠️ 关键修复：配置值格式转换（兼容百分比形式和比例形式）
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if take_profit_pct_margin is not None and take_profit_pct_margin > 1:
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take_profit_pct_margin = take_profit_pct_margin / 100.0
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# 如果配置中没有设置止盈，则使用止损的2倍作为默认
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if take_profit_pct_margin is None or take_profit_pct_margin == 0:
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take_profit_pct_margin = stop_loss_pct_margin * 2.0
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stop_loss_price = self.risk_manager.get_stop_loss_price(
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entry_price, side, quantity, leverage,
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stop_loss_pct=stop_loss_pct_margin
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)
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take_profit_price = self.risk_manager.get_take_profit_price(
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entry_price, side, quantity, leverage,
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take_profit_pct=take_profit_pct_margin
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)
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position_info = {
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'symbol': symbol,
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'side': side,
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'quantity': quantity,
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'entryPrice': entry_price,
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'changePercent': 0, # 手动开仓，无法计算涨跌幅
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'orderId': None,
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'tradeId': trade_id,
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'stopLoss': stop_loss_price,
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'takeProfit': take_profit_price,
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'initialStopLoss': stop_loss_price,
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'leverage': leverage,
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'entryReason': 'manual_entry',
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'entryTime': get_beijing_time(), # 补全入场时间
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'atr': None,
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'maxProfit': 0.0,
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'trailingStopActivated': False
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}
|
||||
|
||||
self.active_positions[symbol] = position_info
|
||||
|
||||
# 启动WebSocket监控
|
||||
if self._monitoring_enabled:
|
||||
await self._start_position_monitoring(symbol)
|
||||
logger.info(f"{symbol} [状态同步] ✓ 已启动实时监控")
|
||||
|
||||
logger.info(f"{symbol} [状态同步] ✓ 手动开仓同步完成")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"{symbol} [状态同步] ❌ 处理手动开仓失败: {e}")
|
||||
import traceback
|
||||
logger.error(f" 错误详情:\n{traceback.format_exc()}")
|
||||
except Exception as e:
|
||||
logger.error(f"{symbol} [状态同步] ❌ 处理手动开仓失败: {e}")
|
||||
import traceback
|
||||
logger.error(f" 错误详情:\n{traceback.format_exc()}")
|
||||
|
||||
# 6. 同步挂单信息 (STOP_MARKET / TAKE_PROFIT_MARKET)
|
||||
if self.active_positions:
|
||||
|
|
|
|||
|
|
@ -1119,11 +1119,22 @@ class RiskManager:
|
|||
final_stop_loss_amount = (final_stop_loss - entry_price) * quantity
|
||||
final_stop_loss_pct_margin = (final_stop_loss_amount / margin * 100) if margin > 0 else 0
|
||||
|
||||
# ⚠️ 优化：如果使用的是ATR止损或技术止损，允许突破配置的保证金百分比限制
|
||||
# 因为仓位大小已经根据风险进行了调整，所以即使单笔亏损比例大（如80%保证金），总亏损金额仍受控
|
||||
# 只有在使用默认保证金止损策略时，才强制执行限制
|
||||
# ⚠️ 优化：如果使用的是ATR止损或技术止损，允许突破配置的保证金百分比限制（更宽可以）
|
||||
# 因为仓位大小已经根据风险进行了调整，所以即使单笔亏损比例大，总亏损金额仍受控
|
||||
is_atr_or_tech = selected_method in ['ATR', '技术分析']
|
||||
|
||||
# 与策略一致：ATR/技术止损不得比配置的 STOP_LOSS_PERCENT 更紧（避免低波动时极窄止损被扫）
|
||||
# 仅用 STOP_LOSS_PERCENT 作为下限，不引入额外参数，避免与 STOP_LOSS_PERCENT/ATR 策略冲突
|
||||
if is_atr_or_tech and margin > 0 and final_stop_loss_pct_margin < (stop_loss_percent * 100):
|
||||
atr_pct_before = final_stop_loss_pct_margin
|
||||
final_stop_loss = stop_loss_price_margin
|
||||
final_stop_loss_pct_margin = stop_loss_percent * 100
|
||||
selected_method = 'ATR/技术→保证金下限'
|
||||
logger.info(
|
||||
f"ℹ️ ATR/技术止损({atr_pct_before:.2f}% 保证金) 紧于配置 STOP_LOSS_PERCENT({stop_loss_percent*100:.1f}%)，"
|
||||
f"已采用保证金止损以与策略一致"
|
||||
)
|
||||
|
||||
# 如果最终止损价对应的保证金百分比超过配置值，且不是ATR/技术止损，则强制使用保证金止损
|
||||
if final_stop_loss_pct_margin > (stop_loss_percent * 100) and not is_atr_or_tech:
|
||||
logger.warning(
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user