redis保存状态

user_data/strategies/grid_manager.py

@@ -135,6 +135,9 @@ class GridManager:
         self.last_report_candle = 0           # 上次报告的蜡烛线
         self.report_interval_candles = 600    # 每 600 个蜡烛线报告一次（约 10h，1h K线）
         
+        # 控制标志：是否已从 Trade 对象初始化过持仓
+        self._synced_from_trade_once = False
+        
     def update_state(self, current_price: float, candle_index: int) -> None:
         """
         更新网格对象的当前状态
@@ -409,9 +412,8 @@ class GridManager:
         """
         从 Freqtrade 的 Trade 对象同步状态
         
-        由于 Trade 对象提供了实际持仓信息，使用其更新网格状态：
-        - 根据平均价找到应该填满的网格
-        - 全部低于平均价的网格为 FILLED、高于平均价的为 EMPTY
+        仅在第一次同步时更新网格状态。其他时候仅更新持仓股数，
+        不修改 FILLED/EMPTY 网格状态（由 apply_adjustment 专管管理）。
         
         Args:
             trade: Freqtrade Trade 对象
@@ -422,40 +424,43 @@ class GridManager:
         self.total_invested = trade.stake_amount
         self.avg_entry_price = trade.open_rate
         
-        # 根据 Trade 对象的平均价，更新所有网格的状态
-        # 下沿 → 平均价：全部 FILLED
-        # 平均价 → 上沿：全部 EMPTY
-        avg_grid_price = self._round_to_grid(self.avg_entry_price)
-        
-        for price, grid_state in self.grid_states.items():
-            if price < avg_grid_price:
-                # 下沿：应该是 FILLED
-                if self.total_quantity > 0:
-                    # 仅当不是 FILLED 或 quantity 为 0 时，才一次性设置
-                    # 不然锻会每次慢成 FILLED，造成或眅效率低
-                    if grid_state.status != "filled" or grid_state.quantity == 0:
+        # 仅在第一次同步时，根据均价、更新所有网格的状态
+        if not self._synced_from_trade_once and self.total_quantity > 0:
+            self._synced_from_trade_once = True
+            
+            # 根据 Trade 对象的平均价，更新所有网格的状态
+            # 下沿 → 平均价：全部 FILLED
+            # 平均价 → 上沿：全部 EMPTY
+            avg_grid_price = self._round_to_grid(self.avg_entry_price)
+            
+            for price, grid_state in self.grid_states.items():
+                if price < avg_grid_price:
+                    # 下沿：应该是 FILLED
+                    if self.total_quantity > 0:
                         grid_state.status = "filled"
                         grid_state.entry_price = self.avg_entry_price
                         grid_state.entry_time = candle_index
-                else:
+                elif price > avg_grid_price:
+                    # 上沿：应该是 EMPTY
                     grid_state.status = "empty"
                     grid_state.quantity = 0
-            elif price > avg_grid_price:
-                # 上沿：应该是 EMPTY
-                grid_state.status = "empty"
-                grid_state.quantity = 0
-            else:
-                # 不太可能，但为了严谨标记为 FILLED
-                if self.total_quantity > 0:
-                    grid_state.status = "filled"
-                    grid_state.entry_price = self.avg_entry_price
-                    grid_state.entry_time = candle_index
-        
-        print(f"[GridManager] {self.pair} 从 Trade 对象同步 - "
-              f"持仓: {self.total_quantity:.6f}, "
-              f"平均价: {self.avg_entry_price:.2f}, "
-              f"下沿到平均价的网格标记为 FILLED",
-              file=sys.stderr, flush=True)
+                else:
+                    # 平均价所在的网格
+                    if self.total_quantity > 0:
+                        grid_state.status = "filled"
+                        grid_state.entry_price = self.avg_entry_price
+                        grid_state.entry_time = candle_index
+            
+            print(f"[GridManager] {self.pair} 从 Trade 对象初始化 - "
+                  f"持仓: {self.total_quantity:.6f}, "
+                  f"平均价: {self.avg_entry_price:.2f}, "
+                  f"下沿到平均价的网格标记为 FILLED",
+                  file=sys.stderr, flush=True)
+        else:
+            # 之后的同步：仅更新持仓信息，不修改网格状态
+            if not self._synced_from_trade_once and self.total_quantity == 0:
+                print(f"[GridManager] {self.pair} Trade 对象尚无持仓，跳过初始化",
+                      file=sys.stderr, flush=True)
     
     def record_pending_order(self, order_id: str, adjustment: PositionRecord) -> None:
         """