dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Fix breakeven badge still showing after roll lowers stop loss.

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-10 16:52:29 +08:00
parent edfe935fb4
commit 02472f19cb
10 changed files with 161 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crypto_monitor_binance/app.py
+7
View File
@@ -233,6 +233,7 @@ from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
stale_breakeven_armed,
)
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
@@ -6489,6 +6490,12 @@ def check_order_monitors():
# 到达设定 R 倍后,按阶梯持续上移止损(本地风控层)
risk_amount = float(r["risk_amount"] or 0)
breakeven_armed = int(r["breakeven_armed"] or 0)
if stale_breakeven_armed(direction, trigger_price, stop_loss, breakeven_armed):
conn.execute(
"UPDATE order_monitors SET breakeven_armed=0, breakeven_price=NULL WHERE id=?",
(pid,),
)
breakeven_armed = 0
trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER)
step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0)
step_r = 1.0 if step_r <= 0 else step_r
crypto_monitor_gate/app.py
+7
View File
@@ -235,6 +235,7 @@ from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
stale_breakeven_armed,
)
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
@@ -6163,6 +6164,12 @@ def check_order_monitors():
# 到达设定 R 倍后,按阶梯持续上移止损(本地风控层)
risk_amount = float(r["risk_amount"] or 0)
breakeven_armed = int(r["breakeven_armed"] or 0)
if stale_breakeven_armed(direction, trigger_price, stop_loss, breakeven_armed):
conn.execute(
"UPDATE order_monitors SET breakeven_armed=0, breakeven_price=NULL WHERE id=?",
(pid,),
)
breakeven_armed = 0
trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER)
step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0)
step_r = 1.0 if step_r <= 0 else step_r
crypto_monitor_okx/app.py
+7
View File
@@ -231,6 +231,7 @@ from lib.trade.order_monitor_display_lib import (
apply_order_price_display_fields,
enrich_order_display_fields,
order_monitor_tpsl_needs_sync,
stale_breakeven_armed,
)
from lib.common.wechat_notify_lib import build_wechat_rs_level_message, send_wechat_webhook
from lib.hub.hub_auth import request_allowed as hub_request_allowed
@@ -5968,6 +5969,12 @@ def check_order_monitors():
# 到达设定 R 倍后,按阶梯持续上移止损(本地风控层)
risk_amount = float(r["risk_amount"] or 0)
breakeven_armed = int(r["breakeven_armed"] or 0)
if stale_breakeven_armed(direction, trigger_price, stop_loss, breakeven_armed):
conn.execute(
"UPDATE order_monitors SET breakeven_armed=0, breakeven_price=NULL WHERE id=?",
(pid,),
)
breakeven_armed = 0
trigger_rr = float(r["breakeven_rr_trigger"] or BREAKEVEN_RR_TRIGGER)
step_r = float(r["breakeven_step_r"] or BREAKEVEN_STEP_R or 1.0)
step_r = 1.0 if step_r <= 0 else step_r
lib/instance/templates/embed_boot_scripts.html
+35 -3
View File
@@ -844,9 +844,41 @@ function formatRrRatio(rr){
return `${body}:1`;
}
function paintBreakevenBadge(orderId, secured){
function resolveSlBreakevenSecured(orderId, snap){
if(!snap) return false;
const et = snap.exchange_tpsl;
const slSlot = et && et.sl ? et.sl : null;
let slPx = NaN;
if(slSlot){
const raw = slSlot.trigger_price != null ? slSlot.trigger_price : slSlot.trigger_display;
slPx = raw != null && raw !== "" ? Number(raw) : NaN;
}
if(!Number.isFinite(slPx) || slPx <= 0){
slPx = snap.stop_loss != null && snap.stop_loss !== "" ? Number(snap.stop_loss) : NaN;
}
let entry = snap.avg_entry_price != null && snap.avg_entry_price !== "" ? Number(snap.avg_entry_price) : NaN;
let direction = snap.direction ? String(snap.direction).toLowerCase() : "";
const card = document.getElementById(`order-row-${orderId}`);
if(card){
if(!direction) direction = String(card.getAttribute("data-direction") || "long").toLowerCase();
if(!Number.isFinite(entry)){
const ent = card.getAttribute("data-entry");
if(ent){
const n = Number(String(ent).replace(/,/g, ""));
if(Number.isFinite(n) && n > 0) entry = n;
}
}
}
if(Number.isFinite(slPx) && Number.isFinite(entry) && entry > 0){
if(direction === "short") return slPx <= entry;
return slPx >= entry;
}
return snap.sl_breakeven_secured === true || snap.sl_breakeven_secured === 1;
}
function paintBreakevenBadge(orderId, snap){
const wrap = document.getElementById(`order-be-wrap-${orderId}`);
if(!wrap) return;
const secured = (snap && typeof snap === "object") ? resolveSlBreakevenSecured(orderId, snap) : !!snap;
wrap.style.display = secured ? "inline-flex" : "none";
}
function paintPlanTpslDisplay(orderId, snap){
@@ -1001,7 +1033,7 @@ function refreshPriceSnapshot(){
paintLatestRiskDisplay(o.id, o);
paintContractsDisplay(o.id, o);
paintTpProfitDisplay(o.id, o);
paintBreakevenBadge(o.id, o.sl_breakeven_secured);
paintBreakevenBadge(o.id, o);
if(o.exchange_tpsl) paintExchangeTpslRow(o.id, o.exchange_tpsl);
paintPlanTpslDisplay(o.id, o);
if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
@@ -1383,7 +1415,7 @@ function refreshPriceSnapshotConditional(){
}
const rrEl = document.getElementById(`order-rr-${o.id}`);
if(rrEl) rrEl.innerText = formatRrRatio(o.rr_ratio);
paintBreakevenBadge(o.id, o.sl_breakeven_secured);
paintBreakevenBadge(o.id, o);
paintExchangeTpslRow(o.id, o.exchange_tpsl || {});
paintPlanTpslDisplay(o.id, o);
if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
lib/instance/templates/index.html
+35 -3
View File
@@ -1451,9 +1451,41 @@ function formatRrRatio(rr){
return `${body}:1`;
}
function paintBreakevenBadge(orderId, secured){
function resolveSlBreakevenSecured(orderId, snap){
if(!snap) return false;
const et = snap.exchange_tpsl;
const slSlot = et && et.sl ? et.sl : null;
let slPx = NaN;
if(slSlot){
const raw = slSlot.trigger_price != null ? slSlot.trigger_price : slSlot.trigger_display;
slPx = raw != null && raw !== "" ? Number(raw) : NaN;
}
if(!Number.isFinite(slPx) || slPx <= 0){
slPx = snap.stop_loss != null && snap.stop_loss !== "" ? Number(snap.stop_loss) : NaN;
}
let entry = snap.avg_entry_price != null && snap.avg_entry_price !== "" ? Number(snap.avg_entry_price) : NaN;
let direction = snap.direction ? String(snap.direction).toLowerCase() : "";
const card = document.getElementById(`order-row-${orderId}`);
if(card){
if(!direction) direction = String(card.getAttribute("data-direction") || "long").toLowerCase();
if(!Number.isFinite(entry)){
const ent = card.getAttribute("data-entry");
if(ent){
const n = Number(String(ent).replace(/,/g, ""));
if(Number.isFinite(n) && n > 0) entry = n;
}
}
}
if(Number.isFinite(slPx) && Number.isFinite(entry) && entry > 0){
if(direction === "short") return slPx <= entry;
return slPx >= entry;
}
return snap.sl_breakeven_secured === true || snap.sl_breakeven_secured === 1;
}
function paintBreakevenBadge(orderId, snap){
const wrap = document.getElementById(`order-be-wrap-${orderId}`);
if(!wrap) return;
const secured = (snap && typeof snap === "object") ? resolveSlBreakevenSecured(orderId, snap) : !!snap;
wrap.style.display = secured ? "inline-flex" : "none";
}
function paintPlanTpslDisplay(orderId, snap){
@@ -1638,7 +1670,7 @@ function refreshPriceSnapshot(){
paintLatestRiskDisplay(o.id, o);
paintContractsDisplay(o.id, o);
paintTpProfitDisplay(o.id, o);
paintBreakevenBadge(o.id, o.sl_breakeven_secured);
paintBreakevenBadge(o.id, o);
if(o.exchange_tpsl) paintExchangeTpslRow(o.id, o.exchange_tpsl);
paintPlanTpslDisplay(o.id, o);
if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
@@ -2069,7 +2101,7 @@ function refreshPriceSnapshotConditional(){
paintLatestRiskDisplay(o.id, o);
paintContractsDisplay(o.id, o);
paintTpProfitDisplay(o.id, o);
paintBreakevenBadge(o.id, o.sl_breakeven_secured);
paintBreakevenBadge(o.id, o);
paintExchangeTpslRow(o.id, o.exchange_tpsl || {});
paintPlanTpslDisplay(o.id, o);
if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
lib/strategy/strategy_register.py
+2 -1
View File
@@ -507,7 +507,8 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
live_qty = normalize_contracts_qty(live_qty)
conn.execute(
"UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=?",
"""UPDATE order_monitors SET stop_loss=?, order_amount=?,
breakeven_armed=0, breakeven_price=NULL WHERE id=?""",
(new_sl, live_qty, mon["id"]),
)
conn.commit()
lib/strategy/strategy_roll_monitor_lib.py
+3 -1
View File
@@ -459,7 +459,9 @@ def _execute_pending_roll_leg(
except Exception:
pass
conn.execute(
"UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=? AND status='active'",
"""UPDATE order_monitors SET stop_loss=?, order_amount=?,
breakeven_armed=0, breakeven_price=NULL
WHERE id=? AND status='active'""",
(sl, live_qty, mon["id"]),
)
lib/trade/order_monitor_display_lib.py
+22 -2
View File
@@ -93,6 +93,25 @@ def tpsl_update_passes_rr_gate(
return False, f"计划盈亏比 {rr_txt}:1 低于最低要求 {min_rr}:1(盈利侧保本止损不受此限)"
def resolve_breakeven_entry_price(entry_price: Any, avg_entry_price: Any = None) -> Optional[float]:
"""保本判断基准价:有持仓加权均价时优先(滚仓后),否则用首仓成交价."""
avg = _positive_float(avg_entry_price)
if avg is not None:
return avg
return _positive_float(entry_price)
def stale_breakeven_armed(direction: str, entry_price: Any, stop_loss: Any, breakeven_armed: Any) -> bool:
"""止损已回到亏损侧时 breakeven_armed 视为过期(如滚仓下移止损)."""
try:
armed = int(breakeven_armed or 0) != 0
except (TypeError, ValueError):
return False
if not armed:
return False
return not stop_is_profit_protecting(direction, entry_price, stop_loss)
def is_sl_breakeven_secured(direction: str, entry_price: Any, exchange_sl_price: Any) -> bool:
"""
交易所当前止损相对开仓成交价是否已保本.
@@ -290,8 +309,10 @@ def apply_order_price_display_fields(
stop_loss,
take_profit,
)
risk_entry = resolve_breakeven_entry_price(entry_price, avg_entry_price)
payload["avg_entry_price"] = risk_entry
payload["sl_breakeven_secured"] = sl_breakeven_from_exchange_tpsl(
direction, entry_price, exchange_tpsl
direction, risk_entry, exchange_tpsl
)
payload["stop_loss"] = disp_sl
payload["take_profit"] = disp_tp
@@ -310,7 +331,6 @@ def apply_order_price_display_fields(
payload["contracts"] = c
except (TypeError, ValueError):
pass
risk_entry = _positive_float(avg_entry_price) or _positive_float(entry_price)
payload["latest_risk_amount"] = calc_latest_risk_amount(
direction,
risk_entry,
manual_trading_hub/static/app.js
+13 -6
View File
@@ -2058,14 +2058,21 @@
function isBreakevenSecured(side, entry, monitorOrder, cond, pos) {
const mo = monitorOrder || {};
const p = pos || {};
if (mo.sl_breakeven_secured === true || mo.sl_breakeven_secured === 1) return true;
if (p.sl_breakeven_secured === true || p.sl_breakeven_secured === 1) return true;
const { sl } = pickExTpslOrders(cond);
const trig = sl && sl.trigger_price != null ? Number(sl.trigger_price) : NaN;
const e = Number(entry);
if (!Number.isFinite(trig) || !Number.isFinite(e)) return false;
if ((side || "long").toLowerCase() === "short") return trig <= e;
return trig >= e;
const liveEntry =
p.entry_price != null && p.entry_price !== ""
? Number(p.entry_price)
: mo.avg_entry_price != null && mo.avg_entry_price !== ""
? Number(mo.avg_entry_price)
: Number(entry);
if (Number.isFinite(trig) && Number.isFinite(liveEntry)) {
if ((side || "long").toLowerCase() === "short") return trig <= liveEntry;
return trig >= liveEntry;
}
if (mo.sl_breakeven_secured === true || mo.sl_breakeven_secured === 1) return true;
if (p.sl_breakeven_secured === true || p.sl_breakeven_secured === 1) return true;
return false;
}
function breakevenBadgeHtml() {
tests/test_order_monitor_display_lib.py
+30 -1
View File
@@ -5,10 +5,12 @@ from lib.trade.order_monitor_display_lib import (
is_sl_breakeven_secured,
monitor_open_stop_loss,
order_monitor_tpsl_needs_sync,
resolve_breakeven_entry_price,
resolve_live_tpsl_prices,
sl_breakeven_from_exchange_tpsl,
snapshot_rr,
snapshot_stop_loss,
stale_breakeven_armed,
)
@@ -106,7 +108,7 @@ def test_apply_order_price_display_fields_live_sl():
)
assert payload["stop_loss"] == 1661
assert payload["stop_loss_display"] == "1661.00"
assert payload["sl_breakeven_secured"] is True
assert payload["sl_breakeven_secured"] is False
assert payload["rr_ratio"] is not None
assert payload["latest_risk_amount"] is not None
assert payload["latest_risk_amount"] >= 0
@@ -149,3 +151,30 @@ def test_calc_latest_risk_amount_long():
def test_calc_latest_risk_amount_profit_side_stop():
risk = calc_latest_risk_amount("long", 100, 101, exchange_notional=1000)
assert risk == 0.0
def test_resolve_breakeven_entry_price_prefers_avg():
assert resolve_breakeven_entry_price(1777.39, 1777.2) == 1777.2
assert resolve_breakeven_entry_price(1777.39, None) == 1777.39
def test_roll_long_not_breakeven_with_avg_entry():
payload = {}
apply_order_price_display_fields(
payload,
direction="long",
entry_price=1777.39,
initial_stop_loss=1750,
stop_loss=1767,
take_profit=1833,
calc_rr_ratio_fn=_calc_rr,
exchange_tpsl={"sl": {"trigger_price": 1767}, "tp": {"trigger_price": 1833}},
avg_entry_price=1777.2,
)
assert payload["sl_breakeven_secured"] is False
def test_stale_breakeven_armed_after_roll_down():
assert stale_breakeven_armed("long", 1777.39, 1767, 1) is True
assert stale_breakeven_armed("long", 1777.39, 1778, 1) is False
assert stale_breakeven_armed("long", 1777.39, 1767, 0) is False