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feat(position_manager): Implement trailing stop-loss logic for profit protection

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Enhanced the stop-loss mechanism to include a trailing stop-loss feature that activates when a position is significantly profitable. This update calculates a protective stop-loss price based on current profits, ensuring better risk management. Improved logging for tracking profit levels and stop-loss adjustments during monitoring.
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薇薇安 2026-02-28 19:09:54 +08:00
parent 4a5406c7e8
commit c926586f8d
1 changed files with 26 additions and 0 deletions
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trading_system/position_manager.py
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@ -3990,6 +3990,32 @@ class PositionManager:
else: else:
stop_loss_price = None stop_loss_price = None
take_profit_price = None take_profit_price = None
# 若当前已明显盈利，不用交易所初始止损，直接算锁利止损（避免重启后把 226.97 这类初始止损再挂回去）
entry_price_f = float(entry_price)
current_price_f = float(current_price or entry_price_f)
margin = (entry_price_f * quantity) / leverage if leverage else (entry_price_f * quantity)
if side == 'BUY':
pnl_amount = (current_price_f - entry_price_f) * quantity
else:
pnl_amount = (entry_price_f - current_price_f) * quantity
pnl_percent_margin = (pnl_amount / margin * 100) if margin > 0 else 0
trailing_activation = config.TRADING_CONFIG.get('TRAILING_STOP_ACTIVATION', 0.10)
if trailing_activation and trailing_activation <= 1:
trailing_activation = trailing_activation * 100
if pnl_percent_margin >= (trailing_activation or 10):
protect_amount = max(margin * float(config.TRADING_CONFIG.get('TRAILING_STOP_PROTECT', 0.02) or 0.02), self._min_protect_amount_for_fees(margin, leverage))
if side == 'BUY':
stop_loss_price = entry_price_f + (pnl_amount - protect_amount) / quantity
stop_loss_price = max(stop_loss_price, self._breakeven_stop_price(entry_price_f, 'BUY'))
else:
stop_loss_price = entry_price_f - protect_amount / quantity
stop_loss_price = max(stop_loss_price, self._breakeven_stop_price(entry_price_f, 'SELL'))
logger.info(f"[账号{self.account_id}] {symbol} 接入监控时已盈利{pnl_percent_margin:.1f}%，使用锁利止损 {stop_loss_price:.4f} 替代交易所原止损")
if take_profit_price is None:
tp_pct = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15) or 0.15
if tp_pct > 1:
tp_pct = tp_pct / 100.0
take_profit_price = self.risk_manager.get_take_profit_price(entry_price, side, quantity, leverage, take_profit_pct=tp_pct)
if stop_loss_price is None or take_profit_price is 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: if stop_loss_pct_margin is not None and stop_loss_pct_margin > 1: