diff --git a/trading_system/position_manager.py b/trading_system/position_manager.py index 1a2aa39..47a2413 100644 --- a/trading_system/position_manager.py +++ b/trading_system/position_manager.py @@ -662,7 +662,7 @@ class PositionManager: entry_order_id = order.get("orderId") if isinstance(order, dict) else None except Exception: entry_order_id = None - break + break else: logger.info(f"{symbol} [智能入场] 限价超时，但偏离{drift_ratio*100:.2f}%>{max_drift_ratio*100:.2f}%，取消并放弃本次交易") try: @@ -670,7 +670,7 @@ class PositionManager: except Exception: pass self._pending_entry_orders.pop(symbol, None) - return None + return None # 震荡/不允许市价兜底：尝试追价（减小 offset -> 更靠近当前价），但不突破追价上限 try: @@ -685,7 +685,7 @@ class PositionManager: if side == "BUY": cap = initial_limit * (1 + max_drift_ratio) desired = min(desired, cap) - else: + else: cap = initial_limit * (1 - max_drift_ratio) desired = max(desired, cap) @@ -928,27 +928,27 @@ class PositionManager: fallback_client_order_id = (order.get("clientOrderId") if order else None) or client_order_id logger.info(f"[DB] {symbol} 无 pending 记录，新建 open 记录 client_order_id={fallback_client_order_id!r} entry_order_id={entry_order_id}") # 如果 REST 已获取到 entry_order_id，直接写入；否则留空，等待 WS 推送或后续同步补全 - trade_id = Trade.create( - symbol=symbol, - side=side, + trade_id = Trade.create( + symbol=symbol, + side=side, quantity=quantity, entry_price=entry_price, - leverage=leverage, - entry_reason=entry_reason, + leverage=leverage, + entry_reason=entry_reason, entry_order_id=entry_order_id, # REST 已获取则直接写入 client_order_id=fallback_client_order_id, - stop_loss_price=stop_loss_price, - take_profit_price=take_profit_price, - take_profit_1=take_profit_1, - take_profit_2=take_profit_2, - atr=atr, - notional_usdt=notional_usdt, - margin_usdt=margin_usdt, + stop_loss_price=stop_loss_price, + take_profit_price=take_profit_price, + take_profit_1=take_profit_1, + take_profit_2=take_profit_2, + atr=atr, + notional_usdt=notional_usdt, + margin_usdt=margin_usdt, entry_context=entry_context, account_id=self.account_id, - ) + ) if entry_order_id: - logger.info(f"✓ {symbol} 交易记录已保存到数据库 (ID: {trade_id}, 订单号: {entry_order_id}, 成交价: {entry_price:.4f}, 成交数量: {quantity:.4f})") + logger.info(f"✓ {symbol} 交易记录已保存到数据库 (ID: {trade_id}, 订单号: {entry_order_id}, 成交价: {entry_price:.4f}, 成交数量: {quantity:.4f})") else: logger.warning(f"⚠ {symbol} 交易记录已保存但 entry_order_id 为空 (ID: {trade_id})，等待 WS 推送或后续同步补全") # 如果有 client_order_id，尝试通过 REST 查询订单号补全 @@ -1167,20 +1167,20 @@ class PositionManager: db_update_retries = 3 for db_attempt in range(db_update_retries): try: - Trade.update_exit( - trade_id=trade_id, - exit_price=exit_price, - exit_reason=reason, - pnl=pnl, - pnl_percent=pnl_percent, + Trade.update_exit( + trade_id=trade_id, + exit_price=exit_price, + exit_reason=reason, + pnl=pnl, + pnl_percent=pnl_percent, exit_order_id=None, - strategy_type=strategy_type, - duration_minutes=duration_minutes - ) - logger.info(f"{symbol} [平仓] ✓ 数据库状态已更新") - updated = True + strategy_type=strategy_type, + duration_minutes=duration_minutes + ) + logger.info(f"{symbol} [平仓] ✓ 数据库状态已更新") + updated = True break - except Exception as e: + except Exception as e: err_msg = str(e).strip() or f"{type(e).__name__}" if db_attempt < db_update_retries - 1: wait_sec = 2 @@ -1266,7 +1266,7 @@ class PositionManager: del self.active_positions[symbol] logger.info(f"{symbol} [平仓] ✓ 平仓完成: {side} {quantity:.4f} (原因: {reason})") return True - else: + else: # place_order 返回 None：可能是 -2022（ReduceOnly rejected）等竞态场景 # 兜底：再查一次实时持仓，如果已经为0，则当作“已平仓”处理，避免刷屏与误判失败 try: @@ -1318,13 +1318,13 @@ class PositionManager: except Exception: amt0 = None if amt0 is not None and abs(amt0) <= 0: - try: - await self._stop_position_monitoring(symbol) + try: + await self._stop_position_monitoring(symbol) except Exception: pass try: - if symbol in self.active_positions: - del self.active_positions[symbol] + if symbol in self.active_positions: + del self.active_positions[symbol] except Exception: pass logger.warning(f"{symbol} [平仓] 异常后检查：币安持仓已为0，已清理本地记录") @@ -2106,6 +2106,14 @@ class PositionManager: lock_pct = 0.03 if lock_pct and lock_pct > 1: lock_pct = lock_pct / 100.0 + # 诊断：盈利达标时打印一次，便于排查「盈利高却未移止损」 + if pnl_percent_margin >= (lock_pct * 100) or pnl_percent_margin > (trailing_activation * 100): + logger.info( + f"{symbol} [定时检查-保本/移动止损] roe={pnl_percent_margin:.2f}% | " + f"保本阈值={lock_pct*100:.0f}% 已设保本={position_info.get('breakevenStopSet', False)} | " + f"移动止损阈值={trailing_activation*100:.0f}% 已激活={position_info.get('trailingStopActivated', False)} | " + f"当前止损={position_info.get('stopLoss')}" + ) if not position_info.get('trailingStopActivated', False): # 盈利达一定比例时尽早将止损移至含手续费保本（与实时监控一致） @@ -2148,7 +2156,7 @@ class PositionManager: 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 @@ -2181,7 +2189,7 @@ class PositionManager: 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')) @@ -2203,7 +2211,7 @@ class PositionManager: 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)) @@ -2227,7 +2235,7 @@ class PositionManager: 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 @@ -2252,7 +2260,7 @@ class PositionManager: 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 @@ -3023,14 +3031,14 @@ class PositionManager: f"{symbol} [状态同步] ❌ 获取当前价格时KeyError: {key_error}, " f"ticker数据: {ticker if 'ticker' in locals() else 'N/A'}" ) - continue + continue except Exception as ticker_error: logger.warning( f"{symbol} [状态同步] 获取当前价格失败: " f"错误类型={type(ticker_error).__name__}, 错误消息={str(ticker_error)}，" f"将保留open状态等待下次同步" ) - continue + continue # 计算盈亏（确保所有值都是float类型，避免Decimal类型问题） try: @@ -3056,12 +3064,12 @@ class PositionManager: pnl_percent = ((entry_price - exit_price) / entry_price) * 100 else: # 降级方案：使用价格差计算 - if trade.get('side') == 'BUY': - pnl = (exit_price - entry_price) * quantity - pnl_percent = ((exit_price - entry_price) / entry_price) * 100 - else: # SELL - pnl = (entry_price - exit_price) * quantity - pnl_percent = ((entry_price - exit_price) / entry_price) * 100 + if trade.get('side') == 'BUY': + pnl = (exit_price - entry_price) * quantity + pnl_percent = ((exit_price - entry_price) / entry_price) * 100 + else: # SELL + pnl = (entry_price - exit_price) * quantity + pnl_percent = ((entry_price - exit_price) / entry_price) * 100 logger.debug( f"{symbol} [状态同步] 盈亏计算: " @@ -3130,7 +3138,7 @@ class PositionManager: # 计算持仓时间和亏损比例（用于特征判断） entry_time = trade.get("entry_time") - duration_minutes = None + duration_minutes = None if entry_time and exit_time_ts: try: duration_minutes = (exit_time_ts - int(entry_time)) / 60.0 @@ -3268,8 +3276,8 @@ class PositionManager: xt = int(exit_time_ts) if exit_time_ts is not None else int(get_beijing_time().timestamp()) if et is not None and xt >= et: duration_minutes = int((xt - et) / 60) - except Exception as e: - logger.debug(f"计算持仓持续时间失败: {e}") + except Exception as e: + logger.debug(f"计算持仓持续时间失败: {e}") strategy_type = 'trend_following' # 默认策略类型 @@ -3624,29 +3632,29 @@ class PositionManager: ) elif sync_create_manual: # 为手动开仓的持仓创建数据库记录并启动监控（仅当显式开启且未走上面的「补建系统单」时） - for symbol in missing_in_db: - try: - # 获取币安持仓详情 - binance_position = next( - (p for p in binance_positions if p['symbol'] == symbol), - None - ) - if not binance_position: - continue - - position_amt = binance_position['positionAmt'] - entry_price = binance_position['entryPrice'] - quantity = abs(position_amt) - side = 'BUY' if position_amt > 0 else 'SELL' - + for symbol in missing_in_db: + try: + # 获取币安持仓详情 + binance_position = next( + (p for p in binance_positions if p['symbol'] == symbol), + None + ) + if not binance_position: + continue + + position_amt = binance_position['positionAmt'] + entry_price = binance_position['entryPrice'] + quantity = abs(position_amt) + side = 'BUY' if position_amt > 0 else 'SELL' + notional = (float(entry_price) * float(quantity)) if entry_price and quantity else 0 if notional < 1.0: 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") continue - logger.info( - f"{symbol} [状态同步] 检测到手动开仓，创建数据库记录... " - f"({side} {quantity:.4f} @ {entry_price:.4f})" - ) + logger.info( + f"{symbol} [状态同步] 检测到手动开仓，创建数据库记录... " + f"({side} {quantity:.4f} @ {entry_price:.4f})" + ) # 尽量从币安成交取 entry_order_id 与真实开仓时间（limit=100、空时重试一次） entry_order_id = None entry_time_ts = None @@ -3674,13 +3682,13 @@ class PositionManager: pass # 创建数据库记录（显式传入 account_id、真实开仓时间） try: - trade_id = Trade.create( - symbol=symbol, - side=side, - quantity=quantity, - entry_price=entry_price, - leverage=binance_position.get('leverage', 10), - entry_reason='manual_entry', # 标记为手动开仓 + trade_id = Trade.create( + symbol=symbol, + side=side, + quantity=quantity, + entry_price=entry_price, + leverage=binance_position.get('leverage', 10), + entry_reason='manual_entry', # 标记为手动开仓 entry_order_id=entry_order_id, notional_usdt=notional, margin_usdt=(notional / float(binance_position.get('leverage', 10) or 10)) if float(binance_position.get('leverage', 10) or 0) > 0 else None, @@ -3700,10 +3708,10 @@ class PositionManager: error_type=type(create_ex).__name__, error_message=str(create_ex) ) continue - - # 创建本地持仓记录（用于监控） - ticker = await self.client.get_ticker_24h(symbol) - current_price = ticker['price'] if ticker else entry_price + + # 创建本地持仓记录（用于监控） + ticker = await self.client.get_ticker_24h(symbol) + current_price = ticker['price'] if ticker else entry_price # ---------- 手动开仓补建 SL/TP 顺序：先读交易所 → 决定 SL/TP → 再写 position_info ---------- sl_from_ex, tp_from_ex = await self._get_sltp_from_exchange(symbol, side) breakeven = self._breakeven_stop_price(entry_price, side, None) @@ -3715,16 +3723,16 @@ class PositionManager: use_exchange_sl = True # 计算止损止盈（缺失时用 risk_manager 基于保证金） - leverage = binance_position.get('leverage', 10) - stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08) + leverage = binance_position.get('leverage', 10) + stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08) if stop_loss_pct_margin is not None and stop_loss_pct_margin > 1: stop_loss_pct_margin = stop_loss_pct_margin / 100.0 - take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15) + take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15) if take_profit_pct_margin is not None and take_profit_pct_margin > 1: take_profit_pct_margin = take_profit_pct_margin / 100.0 - if take_profit_pct_margin is None or take_profit_pct_margin == 0: - take_profit_pct_margin = stop_loss_pct_margin * 2.0 - + if take_profit_pct_margin is None or take_profit_pct_margin == 0: + take_profit_pct_margin = stop_loss_pct_margin * 2.0 + if use_exchange_sl: stop_loss_price = sl_from_ex initial_stop_loss = self.risk_manager.get_stop_loss_price( @@ -3733,52 +3741,52 @@ class PositionManager: ) logger.info(f" {symbol} [补建-手动] 使用交易所已有止损（保本/移动）sl={stop_loss_price}，不覆盖为初始止损 {initial_stop_loss}") else: - stop_loss_price = self.risk_manager.get_stop_loss_price( - entry_price, side, quantity, leverage, - stop_loss_pct=stop_loss_pct_margin - ) + stop_loss_price = self.risk_manager.get_stop_loss_price( + entry_price, side, quantity, leverage, + stop_loss_pct=stop_loss_pct_margin + ) initial_stop_loss = stop_loss_price if tp_from_ex is not None: take_profit_price = tp_from_ex else: - take_profit_price = self.risk_manager.get_take_profit_price( - entry_price, side, quantity, leverage, - take_profit_pct=take_profit_pct_margin - ) - - position_info = { - 'symbol': symbol, - 'side': side, - 'quantity': quantity, - 'entryPrice': entry_price, + take_profit_price = self.risk_manager.get_take_profit_price( + entry_price, side, quantity, leverage, + take_profit_pct=take_profit_pct_margin + ) + + position_info = { + 'symbol': symbol, + 'side': side, + 'quantity': quantity, + 'entryPrice': entry_price, 'changePercent': 0, 'orderId': entry_order_id, - 'tradeId': trade_id, - 'stopLoss': stop_loss_price, - 'takeProfit': take_profit_price, + 'tradeId': trade_id, + 'stopLoss': stop_loss_price, + 'takeProfit': take_profit_price, 'initialStopLoss': initial_stop_loss, - 'leverage': leverage, - 'entryReason': 'manual_entry', + 'leverage': leverage, + 'entryReason': 'manual_entry', 'entryTime': entry_time_ts if entry_time_ts is not None else get_beijing_time(), - 'atr': None, - 'maxProfit': 0.0, + 'atr': None, + 'maxProfit': 0.0, 'trailingStopActivated': False, 'breakevenStopSet': use_exchange_sl - } - - self.active_positions[symbol] = position_info - - # 启动WebSocket监控 - if self._monitoring_enabled: - await self._start_position_monitoring(symbol) - logger.info(f"[账号{self.account_id}] {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()}") + self.active_positions[symbol] = position_info + + # 启动WebSocket监控 + if self._monitoring_enabled: + await self._start_position_monitoring(symbol) + logger.info(f"[账号{self.account_id}] {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()}") # 6. 同步挂单信息 (STOP_MARKET / TAKE_PROFIT_MARKET) if self.active_positions: @@ -3902,24 +3910,24 @@ class PositionManager: stop_loss_price = None take_profit_price = None if stop_loss_price is None or take_profit_price is None: - stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08) + stop_loss_pct_margin = config.TRADING_CONFIG.get('STOP_LOSS_PERCENT', 0.08) if stop_loss_pct_margin is not None and stop_loss_pct_margin > 1: stop_loss_pct_margin = stop_loss_pct_margin / 100.0 - take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15) + take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15) if take_profit_pct_margin is not None and take_profit_pct_margin > 1: take_profit_pct_margin = take_profit_pct_margin / 100.0 - if take_profit_pct_margin is None or take_profit_pct_margin == 0: + if take_profit_pct_margin is None or take_profit_pct_margin == 0: take_profit_pct_margin = (stop_loss_pct_margin or 0.05) * 2.0 if stop_loss_price is None: - stop_loss_price = self.risk_manager.get_stop_loss_price( - entry_price, side, quantity, leverage, + stop_loss_price = self.risk_manager.get_stop_loss_price( + entry_price, side, quantity, leverage, stop_loss_pct=stop_loss_pct_margin or 0.05 - ) + ) if take_profit_price is None: - take_profit_price = self.risk_manager.get_take_profit_price( - entry_price, side, quantity, leverage, - take_profit_pct=take_profit_pct_margin - ) + take_profit_price = self.risk_manager.get_take_profit_price( + entry_price, side, quantity, leverage, + take_profit_pct=take_profit_pct_margin + ) entry_reason = 'manual_entry_temp' if sync_create_manual else 'sync_recovered' position_info = { @@ -3971,7 +3979,7 @@ class PositionManager: except Exception: mp = None await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=mp or current_price) - except Exception as e: + except Exception as e: logger.warning(f"{symbol} 补挂币安止盈止损失败（不影响监控）: {e}") # 重启后立即按当前价做一次保本/移动止损检查并同步，不依赖首条 WS 推送 try: @@ -4247,6 +4255,14 @@ class PositionManager: lock_pct = 0.03 # 未配置时默认 3% 移至保本 if lock_pct and lock_pct > 1: lock_pct = lock_pct / 100.0 + # 诊断：盈利达标时打印一次，便于排查「盈利高却未移止损」 + if pnl_percent_margin >= (lock_pct * 100) or pnl_percent_margin > (trailing_activation * 100): + logger.info( + f"[账号{self.account_id}] {symbol} [实时监控-保本/移动止损] roe={pnl_percent_margin:.2f}% | " + f"保本阈值={lock_pct*100:.0f}% 已设保本={position_info.get('breakevenStopSet', False)} | " + f"移动止损阈值={trailing_activation*100:.0f}% 已激活={position_info.get('trailingStopActivated', False)} | " + f"当前止损={position_info.get('stopLoss')}" + ) if not position_info.get('trailingStopActivated', False): # 盈利达一定比例时尽早将止损移至含手续费保本，避免先盈后亏 @@ -4307,7 +4323,7 @@ class PositionManager: 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 @@ -4318,46 +4334,46 @@ class PositionManager: else: # 盈利超过阈值后，止损移至保护利润位（基于保证金）；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)) - if position_info['side'] == 'BUY': - new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity - new_stop_loss = max(new_stop_loss, self._breakeven_stop_price(entry_price, 'BUY')) - if new_stop_loss > position_info['stopLoss']: - position_info['stopLoss'] = new_stop_loss - logger.info( - 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, + if position_info['side'] == 'BUY': + new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity + new_stop_loss = max(new_stop_loss, self._breakeven_stop_price(entry_price, 'BUY')) + if new_stop_loss > position_info['stopLoss']: + position_info['stopLoss'] = new_stop_loss + logger.info( + 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)" ) - else: # SELL - new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity - new_stop_loss = min(new_stop_loss, self._breakeven_stop_price(entry_price, 'SELL')) - if new_stop_loss > position_info['stopLoss'] and pnl_amount > 0: - position_info['stopLoss'] = new_stop_loss - logger.info( - 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, + _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, + ) + else: # SELL + new_stop_loss = entry_price + (pnl_amount - protect_amount) / quantity + new_stop_loss = min(new_stop_loss, self._breakeven_stop_price(entry_price, 'SELL')) + if new_stop_loss > position_info['stopLoss'] and pnl_amount > 0: + position_info['stopLoss'] = new_stop_loss + logger.info( + 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, + ) # 检查止损（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