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改进自监测机制：仅在加仓到5个网格后才触发止盈/止损，保证有足够的持仓

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zhangkun9038@dingtalk.com 2025-11-27 21:54:11 +08:00
parent 056855f0da
commit 5a927de07c
1 changed files with 12 additions and 8 deletions
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20
user_data/strategies/grid_manager.py
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@ -211,6 +211,7 @@ class GridManager:
) )
self.is_completed = False # GridManager 是否完结 self.is_completed = False # GridManager 是否完结
self.completion_reason: Optional[str] = None # 完结原因 (take_profit / stop_loss) self.completion_reason: Optional[str] = None # 完结原因 (take_profit / stop_loss)
self.min_grids_for_exit = 5 # 至少加仓到5个网格才能触发止盈/止损
def update_state(self, current_price: float, candle_index: int) -> None: def update_state(self, current_price: float, candle_index: int) -> None:
""" """
@ -242,15 +243,18 @@ class GridManager:
file=sys.stderr, flush=True) file=sys.stderr, flush=True)
# ✅ 自监测：检查是否需要止盈/止损 # ✅ 自监测：检查是否需要止盈/止损
# 仅在加仓超过最低网格数时才触发，保证有足够的持仓
if not self.is_completed and self.total_quantity > 0: if not self.is_completed and self.total_quantity > 0:
exit_reason = self.monitor.get_exit_reason(current_price, self.avg_entry_price) filled_count = sum(1 for gs in self.grid_states.values() if gs.status == "filled")
if exit_reason: if filled_count >= self.min_grids_for_exit:
self.is_completed = True exit_reason = self.monitor.get_exit_reason(current_price, self.avg_entry_price)
self.completion_reason = exit_reason if exit_reason:
profit_pct = (current_price - self.avg_entry_price) / self.avg_entry_price * 100 self.is_completed = True
print(f"[GridManager] {self.pair} 自监测触发✅ - 原因: {exit_reason}, " self.completion_reason = exit_reason
f"利润: {profit_pct:.2f}%, 当前价: {current_price:.2f}", profit_pct = (current_price - self.avg_entry_price) / self.avg_entry_price * 100
file=sys.stderr, flush=True) 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}, 网格数: {filled_count}",
file=sys.stderr, flush=True)
def apply_adjustment(self, adjustment: PositionRecord) -> None: def apply_adjustment(self, adjustment: PositionRecord) -> None:
""" """