fix(position_manager): 优化代码结构和日志记录
在持仓管理模块中，调整了代码缩进和结构，提升了可读性和一致性。同时，增强了日志记录，确保在保存交易记录时提供更清晰的信息。这一改动旨在提升系统的稳定性和可维护性，确保交易策略的有效性与安全性。
This commit is contained in:
薇薇安
parent
beafeb2707
commit
d80d4559c5
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@ -603,7 +603,7 @@ class PositionManager:
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entry_order_id = order.get("orderId") if isinstance(order, dict) else None
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except Exception:
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entry_order_id = None
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break
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break
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else:
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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")
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try:
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@ -611,7 +611,7 @@ class PositionManager:
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except Exception:
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pass
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self._pending_entry_orders.pop(symbol, None)
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return None
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return None
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# 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
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try:
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@ -626,7 +626,7 @@ class PositionManager:
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if side == "BUY":
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cap = initial_limit * (1 + max_drift_ratio)
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desired = min(desired, cap)
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else:
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else:
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cap = initial_limit * (1 - max_drift_ratio)
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desired = max(desired, cap)
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@ -851,30 +851,30 @@ class PositionManager:
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logger.info(f"✓ {symbol} 已完善 pending 记录 (ID: {trade_id}, 订单号: {entry_order_id}, 成交价: {entry_price:.4f}, 成交数量: {quantity:.4f})")
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if trade_id is None:
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# 无 pending 或未匹配到：走新建（兜底）
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logger.info(f"正在保存 {symbol} 交易记录到数据库...")
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logger.info(f"正在保存 {symbol} 交易记录到数据库...")
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fallback_client_order_id = (order.get("clientOrderId") if order else None) or client_order_id
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# 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
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trade_id = Trade.create(
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symbol=symbol,
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side=side,
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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=leverage,
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entry_reason=entry_reason,
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leverage=leverage,
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entry_reason=entry_reason,
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entry_order_id=entry_order_id, # REST 已获取则直接写入
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client_order_id=fallback_client_order_id,
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stop_loss_price=stop_loss_price,
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take_profit_price=take_profit_price,
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take_profit_1=take_profit_1,
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take_profit_2=take_profit_2,
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atr=atr,
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notional_usdt=notional_usdt,
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margin_usdt=margin_usdt,
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stop_loss_price=stop_loss_price,
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take_profit_price=take_profit_price,
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take_profit_1=take_profit_1,
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take_profit_2=take_profit_2,
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atr=atr,
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notional_usdt=notional_usdt,
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margin_usdt=margin_usdt,
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entry_context=entry_context,
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account_id=self.account_id,
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)
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)
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if entry_order_id:
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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})")
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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})")
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else:
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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")
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# 如果有 client_order_id，尝试通过 REST 查询订单号补全
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@ -1084,39 +1084,39 @@ class PositionManager:
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entry_dt = datetime.strptime(entry_time, '%Y-%m-%d %H:%M:%S')
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else:
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entry_dt = entry_time
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exit_dt = get_beijing_time()
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exit_dt = get_beijing_time()
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duration = exit_dt - entry_dt
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duration_minutes = int(duration.total_seconds() / 60)
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except Exception as e:
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logger.debug(f"计算持仓持续时间失败: {e}")
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strategy_type = position_info.get('strategyType', 'trend_following')
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db_update_retries = 3
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for db_attempt in range(db_update_retries):
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try:
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=exit_price,
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exit_reason=reason,
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pnl=pnl,
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pnl_percent=pnl_percent,
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exit_order_id=None,
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strategy_type=strategy_type,
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duration_minutes=duration_minutes
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)
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logger.info(f"{symbol} [平仓] ✓ 数据库状态已更新")
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updated = True
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break
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except Exception as e:
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err_msg = str(e).strip() or f"{type(e).__name__}"
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if db_attempt < db_update_retries - 1:
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wait_sec = 2
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logger.warning(
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f"{symbol} [平仓] 更新数据库失败 (第 {db_attempt + 1}/{db_update_retries} 次): {err_msg}，"
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f"{wait_sec}秒后重试"
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db_update_retries = 3
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for db_attempt in range(db_update_retries):
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try:
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Trade.update_exit(
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trade_id=trade_id,
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exit_price=exit_price,
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exit_reason=reason,
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pnl=pnl,
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pnl_percent=pnl_percent,
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exit_order_id=None,
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strategy_type=strategy_type,
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duration_minutes=duration_minutes
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)
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await asyncio.sleep(wait_sec)
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else:
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logger.error(f"{symbol} [平仓] ❌ 更新数据库状态失败: {err_msg}")
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logger.info(f"{symbol} [平仓] ✓ 数据库状态已更新")
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updated = True
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break
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except Exception as e:
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err_msg = str(e).strip() or f"{type(e).__name__}"
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if db_attempt < db_update_retries - 1:
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wait_sec = 2
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logger.warning(
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f"{symbol} [平仓] 更新数据库失败 (第 {db_attempt + 1}/{db_update_retries} 次): {err_msg}，"
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f"{wait_sec}秒后重试"
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)
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await asyncio.sleep(wait_sec)
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else:
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logger.error(f"{symbol} [平仓] ❌ 更新数据库状态失败: {err_msg}")
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# 清理本地记录
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await self._stop_position_monitoring(symbol)
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@ -1192,7 +1192,7 @@ class PositionManager:
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del self.active_positions[symbol]
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logger.info(f"{symbol} [平仓] ✓ 平仓完成: {side} {quantity:.4f} (原因: {reason})")
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return True
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else:
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else:
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# place_order 返回 None：可能是 -2022（ReduceOnly rejected）等竞态场景
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# 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
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try:
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@ -1244,13 +1244,13 @@ class PositionManager:
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except Exception:
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amt0 = None
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if amt0 is not None and abs(amt0) <= 0:
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try:
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await self._stop_position_monitoring(symbol)
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try:
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await self._stop_position_monitoring(symbol)
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except Exception:
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pass
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try:
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if symbol in self.active_positions:
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del self.active_positions[symbol]
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if symbol in self.active_positions:
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del self.active_positions[symbol]
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except Exception:
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pass
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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")
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@ -2895,14 +2895,14 @@ class PositionManager:
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f"{symbol} [状态同步] ❌ 获取当前价格时KeyError: {key_error}, "
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f"ticker数据: {ticker if 'ticker' in locals() else 'N/A'}"
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)
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continue
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continue
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except Exception as ticker_error:
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logger.warning(
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f"{symbol} [状态同步] 获取当前价格失败: "
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f"错误类型={type(ticker_error).__name__}, 错误消息={str(ticker_error)}，"
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f"将保留open状态等待下次同步"
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)
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continue
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continue
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# 计算盈亏（确保所有值都是float类型，避免Decimal类型问题）
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try:
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@ -2928,12 +2928,12 @@ class PositionManager:
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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else:
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# 降级方案：使用价格差计算
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if trade.get('side') == 'BUY':
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pnl = (exit_price - entry_price) * quantity
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pnl_percent = ((exit_price - entry_price) / entry_price) * 100
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else: # SELL
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pnl = (entry_price - exit_price) * quantity
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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if trade.get('side') == 'BUY':
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pnl = (exit_price - entry_price) * quantity
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pnl_percent = ((exit_price - entry_price) / entry_price) * 100
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else: # SELL
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pnl = (entry_price - exit_price) * quantity
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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logger.debug(
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f"{symbol} [状态同步] 盈亏计算: "
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@ -3002,7 +3002,7 @@ class PositionManager:
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# 计算持仓时间和亏损比例（用于特征判断）
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entry_time = trade.get("entry_time")
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duration_minutes = None
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duration_minutes = None
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if entry_time and exit_time_ts:
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try:
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duration_minutes = (exit_time_ts - int(entry_time)) / 60.0
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@ -3140,8 +3140,8 @@ class PositionManager:
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xt = int(exit_time_ts) if exit_time_ts is not None else int(get_beijing_time().timestamp())
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if et is not None and xt >= et:
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duration_minutes = int((xt - et) / 60)
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except Exception as e:
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logger.debug(f"计算持仓持续时间失败: {e}")
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except Exception as e:
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logger.debug(f"计算持仓持续时间失败: {e}")
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strategy_type = 'trend_following' # 默认策略类型
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@ -3461,29 +3461,29 @@ class PositionManager:
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)
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elif sync_create_manual:
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# 为手动开仓的持仓创建数据库记录并启动监控（仅当显式开启且未走上面的「补建系统单」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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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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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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# 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）
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entry_order_id = None
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entry_time_ts = None
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@ -3510,105 +3510,100 @@ class PositionManager:
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except Exception:
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pass
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# 创建数据库记录（显式传入 account_id、真实开仓时间）
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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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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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entry_order_id=entry_order_id,
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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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entry_time=entry_time_ts,
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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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# ---------- 手动开仓补建 SL/TP 顺序：先读交易所 → 决定 SL/TP → 再写 position_info ----------
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# 本分支不调用 _ensure_exchange_sltp_orders，仅写入 active_positions；后续由监控在价格推送时可能调用。
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# 若此处用 risk_manager 初始止损写 position_info，而交易所已是保本，后续同步会覆盖。故先读交易所，已达保本则采用。
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sl_from_ex, tp_from_ex = await self._get_sltp_from_exchange(symbol, side)
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breakeven = self._breakeven_stop_price(entry_price, side, None)
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use_exchange_sl = False
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if sl_from_ex is not None:
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if side == 'BUY' and sl_from_ex >= breakeven:
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use_exchange_sl = True
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elif side == 'SELL' and sl_from_ex <= breakeven:
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use_exchange_sl = True
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# 计算止损止盈（缺失时用 risk_manager 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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)
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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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# ---------- 手动开仓补建 SL/TP 顺序：先读交易所 → 决定 SL/TP → 再写 position_info ----------
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sl_from_ex, tp_from_ex = await self._get_sltp_from_exchange(symbol, side)
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breakeven = self._breakeven_stop_price(entry_price, side, None)
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use_exchange_sl = False
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if sl_from_ex is not None:
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if side == 'BUY' and sl_from_ex >= breakeven:
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use_exchange_sl = True
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elif side == 'SELL' and sl_from_ex <= breakeven:
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use_exchange_sl = True
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# 计算止损止盈（缺失时用 risk_manager 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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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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take_profit_pct_margin = config.TRADING_CONFIG.get('TAKE_PROFIT_PERCENT', 0.15)
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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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|
||||
if use_exchange_sl:
|
||||
stop_loss_price = sl_from_ex
|
||||
initial_stop_loss = self.risk_manager.get_stop_loss_price(
|
||||
entry_price, side, quantity, leverage,
|
||||
stop_loss_pct=stop_loss_pct_margin
|
||||
)
|
||||
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
|
||||
)
|
||||
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,
|
||||
'changePercent': 0, # 手动开仓，无法计算涨跌幅
|
||||
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(
|
||||
entry_price, side, quantity, leverage,
|
||||
stop_loss_pct=stop_loss_pct_margin
|
||||
)
|
||||
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
|
||||
)
|
||||
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,
|
||||
'changePercent': 0,
|
||||
'orderId': entry_order_id,
|
||||
'tradeId': trade_id,
|
||||
'stopLoss': stop_loss_price,
|
||||
'takeProfit': take_profit_price,
|
||||
'initialStopLoss': initial_stop_loss,
|
||||
'leverage': leverage,
|
||||
'entryReason': 'manual_entry',
|
||||
'entryTime': entry_time_ts if entry_time_ts is not None else get_beijing_time(), # 真实开仓时间（来自币安成交/订单）
|
||||
'atr': None,
|
||||
'maxProfit': 0.0,
|
||||
'tradeId': trade_id,
|
||||
'stopLoss': stop_loss_price,
|
||||
'takeProfit': take_profit_price,
|
||||
'initialStopLoss': initial_stop_loss,
|
||||
'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,
|
||||
'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)
|
||||
}
|
||||
|
||||
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")
|
||||
|
||||
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:
|
||||
|
|
@ -3732,24 +3727,24 @@ 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 = {
|
||||
|
|
@ -3801,7 +3796,7 @@ 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:
|
||||
|
|
@ -4144,38 +4139,38 @@ class PositionManager:
|
|||
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'))
|
||||
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"[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)"
|
||||
)
|
||||
try:
|
||||
await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
|
||||
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:
|
||||
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,
|
||||
)
|
||||
try:
|
||||
await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
|
||||
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:
|
||||
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:
|
||||
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"[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)"
|
||||
)
|
||||
try:
|
||||
await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
|
||||
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:
|
||||
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,
|
||||
)
|
||||
try:
|
||||
await self._ensure_exchange_sltp_orders(symbol, position_info, current_price=current_price_float)
|
||||
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:
|
||||
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
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user