90 lines
3.6 KiB
Python
90 lines
3.6 KiB
Python
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import json
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from datetime import datetime
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# Load trading history
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try:
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with open('/Users/vivian/work/python/auto_trade_sys/交易记录_2026-02-13T10-01-03.json', 'r') as f:
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trades = json.load(f)
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except FileNotFoundError:
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print("Error: Trading history file not found.")
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trades = []
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# Load current positions
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try:
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with open('/Users/vivian/work/python/auto_trade_sys/持仓记录_2026-02-13T10-01-38.json', 'r') as f:
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positions = json.load(f)
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except FileNotFoundError:
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print("Error: Current positions file not found.")
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positions = []
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print("=== 亏损分析报告 (Loss Analysis Report) ===")
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print(f"分析时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
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print("-" * 50)
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# 1. Analyze Closed Trades (Focus on Losses)
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print("\n[已平仓亏损分析 (Closed Losing Trades)]")
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loss_trades = [t for t in trades if t.get('盈亏', 0) < 0]
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if not loss_trades:
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print("今天没有亏损交易 (No losing trades today).")
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else:
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for t in loss_trades:
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symbol = t.get('交易对')
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pnl = t.get('盈亏', 0)
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pnl_pct = t.get('盈亏比例', 0)
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margin = t.get('保证金', 0)
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leverage = t.get('杠杆', 0)
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exit_reason = t.get('离场原因', 'unknown')
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# Calculate expected stop loss based on old config (2.5% price move * leverage)
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expected_sl_pct = 2.5 * leverage
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print(f"交易对: {symbol}")
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print(f" 盈亏: {pnl:.2f} USDT ({pnl_pct:.2f}%)")
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print(f" 保证金: {margin:.2f} USDT")
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print(f" 杠杆: {leverage}x")
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print(f" 离场原因: {exit_reason}")
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if abs(pnl_pct) >= 15:
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print(f" ⚠️ 严重亏损 (Severe Loss): >15% margin loss")
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if abs(pnl_pct) >= expected_sl_pct - 5 and abs(pnl_pct) <= expected_sl_pct + 10:
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print(f" ℹ️ 原因推测: 旧配置 MIN_STOP_LOSS_PRICE_PCT=2.5% (预期亏损 ~{expected_sl_pct}%)")
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print("-" * 30)
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# 2. Analyze Current Positions
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print("\n[当前持仓分析 (Current Positions Analysis)]")
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if not positions:
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print("当前无持仓 (No active positions).")
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else:
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high_risk_positions = []
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for p in positions:
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symbol = p.get('symbol')
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pnl = p.get('pnl', 0)
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pnl_pct = p.get('pnl_percent', 0)
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leverage = p.get('leverage', 0)
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print(f"交易对: {symbol}")
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print(f" 当前盈亏: {pnl:.2f} USDT ({pnl_pct:.2f}%)")
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print(f" 杠杆: {leverage}x")
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# Check against new 10% risk limit
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if pnl_pct <= -10:
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print(f" 🔴 建议平仓 (Recommended Close): 亏损超过 10% (新配置限制)")
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high_risk_positions.append(symbol)
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elif pnl_pct <= -5:
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print(f" 🟠 风险警告 (Warning): 亏损接近 10%")
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else:
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print(f" 🟢 正常持有 (Holding)")
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print("-" * 30)
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if high_risk_positions:
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print(f"\n🚨 紧急建议: 请立即检查并考虑平仓以下 {len(high_risk_positions)} 个高风险持仓:")
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print(f" {', '.join(high_risk_positions)}")
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else:
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print("\n✅ 所有持仓风险在可控范围内 (<10% 亏损).")
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print("\n=== 结论 (Conclusion) ===")
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print("1. 今天的严重亏损 (-15% ~ -40%) 主要是由于旧配置 'MIN_STOP_LOSS_PRICE_PCT = 2.5%' 导致的。")
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print(" 在 8x-10x 杠杆下，2.5% 的价格波动会导致 20%-25% 的本金亏损。")
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print("2. 新配置 (0.5% 最小止损) 已生效，未来交易的止损将控制在 ~5% - 10% 本金亏损。")
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print("3. 建议手动平仓当前亏损超过 10% 的老订单，以避免进一步扩大损失。")
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