Fix breakeven badge still showing after roll lowers stop loss.

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_binance/app.py

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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);
+    const liveEntry =
-    if (!Number.isFinite(trig) || !Number.isFinite(e)) return false;
+      p.entry_price != null && p.entry_price !== ""
-    if ((side || "long").toLowerCase() === "short") return trig <= e;
+        ? Number(p.entry_price)
-    return trig >= e;
+        : 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

@@ -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