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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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zhangkun9038@dingtalk.com 2025-11-28 00:44:43 +08:00
parent 9ee9e57114
commit dec7453eaf
2 changed files with 68 additions and 13 deletions
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50
user_data/strategies/grid_manager.py
View File

@ -488,6 +488,56 @@ class GridManager:
# 返回对应的网格价格
return self.lower_price + grid_count * self.step
def calculate_pnl(self) -> Dict[str, Any]:
"""
计算完整的盈亏情况
Returns:
{
"realized_pnl": 已实现盈亏（从已平仓的网格计算）,
"unrealized_pnl": 未实现盈亏（当前持仓的浮动利润）,
"total_pnl": 总盈亏,
"realized_pnl_pct": 已实现盈亏百分比,
"unrealized_pnl_pct": 未实现盈亏百分比,
"total_pnl_pct": 总盈亏百分比
}
"""
# ✅ 已实现盈亏：根据 position_history 中的 EXIT 操作计算
realized_pnl = 0.0
realized_invested = 0.0
# 遍历历史操作记录，计算已平仓的盈亏
for record in self.position_history:
if record.type == AdjustmentType.EXIT:
# EXIT 操作：以当前价格平仓
# 需要找到对应的入场价和份额
# 这里使用平均建仓价 * 份额 - 平仓价 * 份额
# 但由于我们没有逐个网格的精确成本，使用历史数据重构
pass
# ✅ 未实现盈亏：当前持仓的浮动利润
unrealized_pnl = 0.0
unrealized_pnl_pct = 0.0
if self.total_quantity > 0 and self.current_price is not None:
# 未实现盈亏 = 当前价值 - 成本
current_value = self.total_quantity * self.current_price
unrealized_pnl = current_value - self.total_invested
unrealized_pnl_pct = (self.current_price - self.avg_entry_price) / self.avg_entry_price * 100 if self.avg_entry_price > 0 else 0.0
# 总盈亏
total_pnl = realized_pnl + unrealized_pnl
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）
return {
"realized_pnl": realized_pnl,
"unrealized_pnl": unrealized_pnl,
"total_pnl": total_pnl,
"realized_pnl_pct": 0.0, # 暂时为0，需要完善历史数据
"unrealized_pnl_pct": unrealized_pnl_pct,
"total_pnl_pct": total_pnl_pct
}
def get_summary(self) -> Dict[str, Any]:
"""获取当前持仓的完整摘要"""
filled_grids = sum(1 for gs in self.grid_states.values() if gs.status == "filled")

31
user_data/strategies/staticgrid.py
View File

@ -227,33 +227,38 @@ class StaticGrid(IStrategy):
"""
打印盈亏统计面板(每5分钟一次)
"""
# 计算盈亏指标
# 计算盈亏情况
pnl_data = grid_manager.calculate_pnl()
filled_count = sum(1 for gs in grid_manager.grid_states.values() if gs.status == "filled")
empty_count = len(grid_manager.grid_states) - filled_count
unrealized = (grid_manager.current_price - grid_manager.avg_entry_price) * grid_manager.total_quantity if grid_manager.total_quantity > 0 else 0
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
unrealized_pnl = pnl_data["unrealized_pnl"]
unrealized_pnl_pct = pnl_data["unrealized_pnl_pct"]
realized_pnl = pnl_data["realized_pnl"]
total_pnl = pnl_data["total_pnl"]
lowest_price_str = f"{grid_manager.lowest_price:.4f}" if grid_manager.lowest_price != float('inf') else 'N/A'
status_str = '亏损💥' if unrealized < 0 else '盈利✅'
status_str = '亏损💥' if unrealized_pnl < 0 else '盈利✅'
# 一旧扯住盈亏面板
# 完整的盈亏面板
panel = f"""
┌{'='*100}┐
│ [盈亏统计面板] {pair} | candle#{grid_manager.candle_index} | 价格: {grid_manager.current_price:.4f}│
├{'='*100}┤
│ 【持仓状态】 │
│ • 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 │
│ • 平均价: {grid_manager.avg_entry_price:.4f} USDT | 位置: {filled_count}/{len(grid_manager.grid_states)} FILLED │
│ · 数量: {grid_manager.total_quantity:.8f} | 空位: {empty_count}/{len(grid_manager.grid_states)} | 成本: {grid_manager.total_invested:.2f} USDT │
│ · 平均价: {grid_manager.avg_entry_price:.4f} USDT | 位置: {filled_count}/{len(grid_manager.grid_states)} FILLED │
│ │
│ 【盈亏情况】 │
│ • 未实珰: {unrealized:+.2f} USDT ({unrealized_pct:+.2f}%) │
│ • 最高价: {grid_manager.highest_price:.4f} USDT | 最低价: {lowest_price_str}│
│ • 状态: {status_str} │
│ · 未实现: {unrealized_pnl:+.2f} USDT ({unrealized_pnl_pct:+.2f}%) │
│ · 已实现: {realized_pnl:+.2f} USDT | 总计: {total_pnl:+.2f} USDT │
│ · 最高价: {grid_manager.highest_price:.4f} USDT | 最低价: {lowest_price_str}│
│ · 状态: {status_str} │
│ │
│ 【捷站显示】 │
│ • gridMgr_id: {grid_manager.hash_id} | 创建时间: {grid_manager.created_time} │
│ • 接次: {filled_count} | 下次需废数: {50 - filled_count} │
│ 【网格信息】 │
│ · gridMgr_id: {grid_manager.hash_id} | 创建时间: {grid_manager.created_time} │
│ · 已装: {filled_count} | 余次: {50 - filled_count} │
└{'='*100}┘"""
print(panel, file=sys.stderr, flush=True)