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fix(risk_manager): 修复止损和止盈价格选择逻辑

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在风险管理模块中，优化了止损和止盈价格的选择逻辑，确保在做多和做空时分别选择更高和更低的止损价，以提高风险控制的有效性。同时，调整了代码缩进和结构，提升了可读性和一致性。这一改动旨在增强系统的稳定性和交易策略的安全性。
This commit is contained in:
薇薇安 2026-02-26 09:42:59 +08:00
parent 87c018594b
commit beafeb2707
1 changed files with 12 additions and 12 deletions
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24
trading_system/risk_manager.py
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@ -1090,10 +1090,10 @@ class RiskManager:
logger.debug(f"优先使用ATR止损: {stop_loss_price:.4f}, 忽略保证金止损: {stop_loss_price_margin:.4f}")
else:
# ATR不可用，使用保证金止损和价格百分比止损中"更紧"的一个（保护资金）
if side == 'BUY':
if side == 'BUY':
# 做多：取最大值（更高的止损价，更接近入场价）
stop_loss_price = max(p[1] for p in candidate_prices if p[0] != 'ATR')
else:
else:
# 做空：取最小值（更低的止损价，更接近入场价）
stop_loss_price = min(p[1] for p in candidate_prices if p[0] != 'ATR')
@ -1159,15 +1159,15 @@ class RiskManager:
final_stop_loss = atr_candidate[1]
selected_method = 'ATR'
else:
if side == 'BUY':
if side == 'BUY':
# 做多：选择更高的止损价（更紧）
final_stop_loss = max(p[1] for p in candidate_prices)
selected_method = [p[0] for p in candidate_prices if p[1] == final_stop_loss][0]
else:
final_stop_loss = max(p[1] for p in candidate_prices)
selected_method = [p[0] for p in candidate_prices if p[1] == final_stop_loss][0]
else:
# ⚠️ 关键修复：做空必须选择更低的止损价（更接近入场价，更紧）
# 注意：对于SELL单，止损价高于入场价，所以"更低的止损价"意味着更接近入场价
final_stop_loss = min(p[1] for p in candidate_prices)
selected_method = [p[0] for p in candidate_prices if p[1] == final_stop_loss][0]
final_stop_loss = min(p[1] for p in candidate_prices)
selected_method = [p[0] for p in candidate_prices if p[1] == final_stop_loss][0]
# ⚠️ 关键修复：验证最终止损价对应的保证金百分比不超过配置值
if side == 'BUY':
@ -1392,7 +1392,7 @@ class RiskManager:
selected_method = 'ATR盈亏比'
if use_margin_cap and take_profit_price_margin is not None:
# 取「更近」的止盈，避免盈亏比止盈过远难以触及
if side == 'BUY':
if side == 'BUY':
if take_profit_price_margin < take_profit_price:
take_profit_price = take_profit_price_margin
selected_method = '保证金(止盈上限)'
@ -1406,10 +1406,10 @@ class RiskManager:
# 如果没有基于盈亏比的止盈，选择最远的止盈（给利润更多空间，提高盈亏比）
if side == 'BUY':
# 做多：选择更高的止盈价（更远，给利润更多空间）
take_profit_price = max(p[1] for p in candidate_prices)
else:
take_profit_price = max(p[1] for p in candidate_prices)
else:
# 做空：选择更低的止盈价（更远，给利润更多空间）
take_profit_price = min(p[1] for p in candidate_prices)
take_profit_price = min(p[1] for p in candidate_prices)
selected_method = [p[0] for p in candidate_prices if p[1] == take_profit_price][0]
logger.info(