diff --git a/user_data/strategies/grid_manager.py b/user_data/strategies/grid_manager.py index 919aeb8..01c169d 100644 --- a/user_data/strategies/grid_manager.py +++ b/user_data/strategies/grid_manager.py @@ -418,8 +418,8 @@ class GridManager: """ 从 Freqtrade 的 Trade 对象同步状态 - 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)。 + 只同步持仓数量、成本、平均价等数值信息 + 网格 FILLED/EMPTY 状态由 apply_adjustment() 和 position_history 维护 Args: trade: Freqtrade Trade 对象 @@ -430,53 +430,13 @@ class GridManager: self.total_invested = trade.stake_amount self.avg_entry_price = trade.open_rate - # 仅在第一次同步且没有任何 FILLED 网格时,根据均价更新所有网格的状态 - # 注意:使用 _grid_initialized_from_trade 而不是 _synced_from_trade_once - # 因为后者可能被重置但我们不希望此时重新初始化网格 - filled_count = sum(1 for gs in self.grid_states.values() if gs.status == "filled") + # ✅ 只同步数值信息,不推导网格状态 + # 网格状态由真实的加仓操作(apply_adjustment)维护 + # 不再根据平均价假设所有低于平均价的网格都被加仓了 - # ✅ 只有在没有任何 FILLED 网格时才从 Trade 初始化 - if not self._grid_initialized_from_trade and self.total_quantity > 0 and filled_count == 0: - self._grid_initialized_from_trade = 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) - - print(f"[GridManager] {self.pair} 从 Trade 初始化 - 平均价: {self.avg_entry_price:.2f}, " - f"舍入后网格价: {avg_grid_price:.2f}", - file=sys.stderr, flush=True) - - 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 - elif price > avg_grid_price: - # 上沿:应该是 EMPTY - grid_state.status = "empty" - grid_state.quantity = 0 - 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 - - filled_count = sum(1 for gs in self.grid_states.values() if gs.status == "filled") - 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 (共 {filled_count} 个)", - 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) + print(f"[GridManager] {self.pair} 从 Trade 同步 - 持仓: {self.total_quantity:.6f}, " + f"平均价: {self.avg_entry_price:.2f}, 成本: {self.total_invested:.2f}", + file=sys.stderr, flush=True) def record_pending_order(self, order_id: str, adjustment: PositionRecord) -> None: """