添加GridMonitor自监测机制 - 支持止盈/止损判断

user_data/strategies/grid_manager.py

@@ -57,6 +57,69 @@ class OrderFill:
     reason: str = ""          # 成交原因（entry/add/exit 等）
     
 
+class GridMonitor:
+    """
+    GridManager 自监测机制 - 判断是否需要止盈或止损
+    
+    简单策略：
+    - 止盈：持仓利润达到 target_profit_pct（如 2%）
+    - 止损：持仓亏损达到 stop_loss_pct（如 -5%）
+    """
+    
+    def __init__(self, 
+                 target_profit_pct: float = 0.02,    # 止盈目标 2%
+                 stop_loss_pct: float = -0.05):      # 止损阈值 -5%
+        self.target_profit_pct = target_profit_pct
+        self.stop_loss_pct = stop_loss_pct
+    
+    def should_take_profit(self, current_price: float, avg_entry_price: float) -> bool:
+        """
+        判断是否应该止盈
+        
+        Args:
+            current_price: 当前价格
+            avg_entry_price: 平均建仓价
+        
+        Returns:
+            True 表示应该止盈
+        """
+        if avg_entry_price <= 0:
+            return False
+        
+        profit_pct = (current_price - avg_entry_price) / avg_entry_price
+        return profit_pct >= self.target_profit_pct
+    
+    def should_stop_loss(self, current_price: float, avg_entry_price: float) -> bool:
+        """
+        判断是否应该止损
+        
+        Args:
+            current_price: 当前价格
+            avg_entry_price: 平均建仓价
+        
+        Returns:
+            True 表示应该止损
+        """
+        if avg_entry_price <= 0:
+            return False
+        
+        loss_pct = (current_price - avg_entry_price) / avg_entry_price
+        return loss_pct <= self.stop_loss_pct
+    
+    def get_exit_reason(self, current_price: float, avg_entry_price: float) -> Optional[str]:
+        """
+        判断退出原因（止盈或止损）
+        
+        Returns:
+            "take_profit", "stop_loss" 或 None
+        """
+        if self.should_take_profit(current_price, avg_entry_price):
+            return "take_profit"
+        elif self.should_stop_loss(current_price, avg_entry_price):
+            return "stop_loss"
+        return None
+
+
 class GridManager:
     """
     网格交易管理器 - 核心思想：维护网格的填充/排空状态
@@ -141,6 +204,14 @@ class GridManager:
         # 控制标志：是否已经从 Trade 对象一次性初始化过网格状态（第一次有持仓时）
         self._grid_initialized_from_trade = False
         
+        # ✅ 自监测机制 - 止盈/止损判断
+        self.monitor = GridMonitor(
+            target_profit_pct=0.02,   # 止盈目标: 2%
+            stop_loss_pct=-0.05       # 止损阈值: -5%
+        )
+        self.is_completed = False     # GridManager 是否完结
+        self.completion_reason: Optional[str] = None  # 完结原因 (take_profit / stop_loss)
+        
     def update_state(self, current_price: float, candle_index: int) -> None:
         """
         更新网格对象的当前状态
@@ -170,6 +241,17 @@ class GridManager:
               f"网格状态: {filled_count} FILLED / {empty_count} EMPTY",
               file=sys.stderr, flush=True)
         
+        # ✅ 自监测：检查是否需要止盈/止损
+        if not self.is_completed and self.total_quantity > 0:
+            exit_reason = self.monitor.get_exit_reason(current_price, self.avg_entry_price)
+            if exit_reason:
+                self.is_completed = True
+                self.completion_reason = exit_reason
+                profit_pct = (current_price - self.avg_entry_price) / self.avg_entry_price * 100
+                print(f"[GridManager] {self.pair} 自监测触发✅ - 原因: {exit_reason}, "
+                      f"利润: {profit_pct:.2f}%, 当前价: {current_price:.2f}",
+                      file=sys.stderr, flush=True)
+    
     def apply_adjustment(self, adjustment: PositionRecord) -> None:
         """
         应用一次加减仓操作，并更新网格状态
@@ -269,6 +351,19 @@ class GridManager:
         if self.current_price is None:
             return None
         
+        # ✅ 自监测止盈/止损：如果已经变为完结，返回 EXIT 信号
+        if self.is_completed:
+            if self.total_quantity > 0:
+                # 全部平仓
+                return PositionRecord(
+                    level_index=0,
+                    price=self.current_price,
+                    quantity=self.total_quantity,
+                    type=AdjustmentType.EXIT,
+                    timestamp=self.candle_index
+                )
+            return None
+        
         # 找到当前价格所在的网格点
         current_grid_price = self._round_to_grid(self.current_price)