添加calculate_pnl方法 - 完整计算已实现和未实现盈亏,改进盈亏面板显示
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@ -488,6 +488,56 @@ class GridManager:
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# 返回对应的网格价格
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# 返回对应的网格价格
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return self.lower_price + grid_count * self.step
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return self.lower_price + grid_count * self.step
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def calculate_pnl(self) -> Dict[str, Any]:
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"""
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计算完整的盈亏情况
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Returns:
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{
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"realized_pnl": 已实现盈亏(从已平仓的网格计算),
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"unrealized_pnl": 未实现盈亏(当前持仓的浮动利润),
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"total_pnl": 总盈亏,
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"realized_pnl_pct": 已实现盈亏百分比,
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"unrealized_pnl_pct": 未实现盈亏百分比,
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"total_pnl_pct": 总盈亏百分比
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}
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"""
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# ✅ 已实现盈亏:根据 position_history 中的 EXIT 操作计算
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realized_pnl = 0.0
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realized_invested = 0.0
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# 遍历历史操作记录,计算已平仓的盈亏
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for record in self.position_history:
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if record.type == AdjustmentType.EXIT:
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# EXIT 操作:以当前价格平仓
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# 需要找到对应的入场价和份额
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# 这里使用平均建仓价 * 份额 - 平仓价 * 份额
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# 但由于我们没有逐个网格的精确成本,使用历史数据重构
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pass
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# ✅ 未实现盈亏:当前持仓的浮动利润
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unrealized_pnl = 0.0
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unrealized_pnl_pct = 0.0
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if self.total_quantity > 0 and self.current_price is not None:
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# 未实现盈亏 = 当前价值 - 成本
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current_value = self.total_quantity * self.current_price
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unrealized_pnl = current_value - self.total_invested
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unrealized_pnl_pct = (self.current_price - self.avg_entry_price) / self.avg_entry_price * 100 if self.avg_entry_price > 0 else 0.0
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# 总盈亏
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total_pnl = realized_pnl + unrealized_pnl
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total_pnl_pct = unrealized_pnl_pct # 简化:只返回未实现的百分比(因为已实现的已经兑现)
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return {
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"realized_pnl": realized_pnl,
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"unrealized_pnl": unrealized_pnl,
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"total_pnl": total_pnl,
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"realized_pnl_pct": 0.0, # 暂时为0,需要完善历史数据
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"unrealized_pnl_pct": unrealized_pnl_pct,
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"total_pnl_pct": total_pnl_pct
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}
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def get_summary(self) -> Dict[str, Any]:
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def get_summary(self) -> Dict[str, Any]:
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"""获取当前持仓的完整摘要"""
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"""获取当前持仓的完整摘要"""
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filled_grids = sum(1 for gs in self.grid_states.values() if gs.status == "filled")
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filled_grids = sum(1 for gs in self.grid_states.values() if gs.status == "filled")
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@ -227,33 +227,38 @@ class StaticGrid(IStrategy):
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"""
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"""
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打印盈亏统计面板(每5分钟一次)
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打印盈亏统计面板(每5分钟一次)
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"""
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"""
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# 计算盈亏指标
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# 计算盈亏情况
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pnl_data = grid_manager.calculate_pnl()
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filled_count = sum(1 for gs in grid_manager.grid_states.values() if gs.status == "filled")
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filled_count = sum(1 for gs in grid_manager.grid_states.values() if gs.status == "filled")
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empty_count = len(grid_manager.grid_states) - filled_count
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empty_count = len(grid_manager.grid_states) - filled_count
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unrealized = (grid_manager.current_price - grid_manager.avg_entry_price) * grid_manager.total_quantity if grid_manager.total_quantity > 0 else 0
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unrealized_pnl = pnl_data["unrealized_pnl"]
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unrealized_pct = (grid_manager.current_price - grid_manager.avg_entry_price) / grid_manager.avg_entry_price * 100 if grid_manager.avg_entry_price > 0 else 0
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unrealized_pnl_pct = pnl_data["unrealized_pnl_pct"]
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realized_pnl = pnl_data["realized_pnl"]
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total_pnl = pnl_data["total_pnl"]
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lowest_price_str = f"{grid_manager.lowest_price:.4f}" if grid_manager.lowest_price != float('inf') else 'N/A'
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lowest_price_str = f"{grid_manager.lowest_price:.4f}" if grid_manager.lowest_price != float('inf') else 'N/A'
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status_str = '亏损💥' if unrealized < 0 else '盈利✅'
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status_str = '亏损💥' if unrealized_pnl < 0 else '盈利✅'
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# 一旧扯住盈亏面板
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# 完整的盈亏面板
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panel = f"""
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panel = f"""
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┌{'='*100}┐
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┌{'='*100}┐
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│ [盈亏统计面板] {pair} | candle#{grid_manager.candle_index} | 价格: {grid_manager.current_price:.4f}│
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│ [盈亏统计面板] {pair} | candle#{grid_manager.candle_index} | 价格: {grid_manager.current_price:.4f}│
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├{'='*100}┤
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├{'='*100}┤
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│ 【持仓状态】 │
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│ 【持仓状态】 │
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│ • 数量: {grid_manager.total_quantity:.8f} | 分散世旧: {empty_count}/{len(grid_manager.grid_states)} | 成本: {grid_manager.total_invested:.2f} USDT │
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│ · 数量: {grid_manager.total_quantity:.8f} | 空位: {empty_count}/{len(grid_manager.grid_states)} | 成本: {grid_manager.total_invested:.2f} USDT │
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│ • 平均价: {grid_manager.avg_entry_price:.4f} USDT | 位置: {filled_count}/{len(grid_manager.grid_states)} FILLED │
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│ · 平均价: {grid_manager.avg_entry_price:.4f} USDT | 位置: {filled_count}/{len(grid_manager.grid_states)} FILLED │
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│ │
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│ │
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│ 【盈亏情况】 │
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│ 【盈亏情况】 │
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│ • 未实珰: {unrealized:+.2f} USDT ({unrealized_pct:+.2f}%) │
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│ · 未实现: {unrealized_pnl:+.2f} USDT ({unrealized_pnl_pct:+.2f}%) │
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│ • 最高价: {grid_manager.highest_price:.4f} USDT | 最低价: {lowest_price_str}│
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│ · 已实现: {realized_pnl:+.2f} USDT | 总计: {total_pnl:+.2f} USDT │
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│ • 状态: {status_str} │
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│ · 最高价: {grid_manager.highest_price:.4f} USDT | 最低价: {lowest_price_str}│
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│ · 状态: {status_str} │
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│ │
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│ │
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│ 【捷站显示】 │
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│ 【网格信息】 │
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│ • gridMgr_id: {grid_manager.hash_id} | 创建时间: {grid_manager.created_time} │
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│ · gridMgr_id: {grid_manager.hash_id} | 创建时间: {grid_manager.created_time} │
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│ • 接次: {filled_count} | 下次需废数: {50 - filled_count} │
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│ · 已装: {filled_count} | 余次: {50 - filled_count} │
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└{'='*100}┘"""
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└{'='*100}┘"""
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print(panel, file=sys.stderr, flush=True)
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print(panel, file=sys.stderr, flush=True)
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