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薇薇安 2026-02-26 17:32:03 +08:00
parent 99281395c1
commit 83bb687a97
1 changed files with 187 additions and 171 deletions
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16
trading_system/position_manager.py
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@ -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）
@ -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