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修复sync_from_trade_object不再推导网格状态 - 由真实加仓操作维护

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zhangkun9038@dingtalk.com 2025-11-27 20:16:14 +08:00
parent 35e9786752
commit f9f6490526
1 changed files with 8 additions and 48 deletions
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56
user_data/strategies/grid_manager.py
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@ -418,8 +418,8 @@ class GridManager:
""" """
从 Freqtrade 的 Trade 对象同步状态 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， 只同步持仓数量、成本、平均价等数值信息
不修改 FILLED/EMPTY 网格状态（由 apply_adjustment 专管管理）。 网格 FILLED/EMPTY 状态由 apply_adjustment() 和 position_history 维护
Args: Args:
trade: Freqtrade Trade 对象 trade: Freqtrade Trade 对象
@ -430,53 +430,13 @@ class GridManager:
self.total_invested = trade.stake_amount self.total_invested = trade.stake_amount
self.avg_entry_price = trade.open_rate 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 # ✅ 只同步数值信息，不推导网格状态
# 注意：使用 _grid_initialized_from_trade 而不是 _synced_from_trade_once # 网格状态由真实的加仓操作（apply_adjustment）维护
# 因为后者可能被重置但我们不希望此时重新初始化网格 # 不再根据平均价假设所有低于平均价的网格都被加仓了
filled_count = sum(1 for gs in self.grid_states.values() if gs.status == "filled")
# ✅ 只有在没有任何 FILLED 网格时才从 Trade 初始化 print(f"[GridManager] {self.pair} 从 Trade 同步 - 持仓: {self.total_quantity:.6f}, "
if not self._grid_initialized_from_trade and self.total_quantity > 0 and filled_count == 0: f"平均价: {self.avg_entry_price:.2f}, 成本: {self.total_invested:.2f}",
self._grid_initialized_from_trade = True file=sys.stderr, flush=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)
def record_pending_order(self, order_id: str, adjustment: PositionRecord) -> None: def record_pending_order(self, order_id: str, adjustment: PositionRecord) -> None:
""" """