修复okx 趋势回调

crypto_monitor_okx/app.py

@@ -2675,12 +2675,46 @@ def _position_matches_wanted_contract(exchange_symbol, position):
     if sym == exchange_symbol:
         return True
     try:
-        return normalize_okx_symbol(sym or "") == normalize_okx_symbol(exchange_symbol or "")
+        if normalize_okx_symbol(sym or "") == normalize_okx_symbol(exchange_symbol or ""):
+            return True
     except Exception:
+        pass
+    info = position.get("info") or {}
+    inst = (info.get("instId") or "").strip().upper()
+    if not inst:
+        return False
+    try:
+        ensure_markets_loaded()
+        want = exchange.market(exchange_symbol)
+        mid = (want.get("id") or "").strip().upper()
+        if mid and inst == mid:
+            return True
+        base = (want.get("base") or "").strip().upper()
+        quote = (want.get("quote") or "").strip().upper()
+        if base and quote and inst == f"{base}-{quote}-SWAP":
+            return True
+    except Exception:
+        pass
     return False
 
 
-def _fetch_okx_swap_position_rows(exchange_symbol=None):
+def _okx_position_direction(position):
+    info = position.get("info") or {}
+    side = (position.get("side") or info.get("posSide") or "").strip().lower()
+    if side in ("long", "short"):
+        return side
+    try:
+        raw = float(info.get("pos") or position.get("contracts") or 0)
+    except (TypeError, ValueError):
+        raw = 0.0
+    if raw > 0:
+        return "long"
+    if raw < 0:
+        return "short"
+    return ""
+
+
+def _fetch_okx_swap_position_rows():
     """OKX 单合约 fetch_positions([sym]) 常返回空；与 /api/prices 一致拉全量 SWAP 再本地匹配。"""
     ensure_markets_loaded()
     rows = None
@@ -2695,16 +2729,11 @@ def _fetch_okx_swap_position_rows(exchange_symbol=None):
             continue
     if rows is None:
         return None
-    if not exchange_symbol:
     return rows
-    out = []
-    for p in rows:
-        if _position_matches_wanted_contract(exchange_symbol, p):
-            out.append(p)
-    return out
 
 
 def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False):
+    exchange_symbol = normalize_okx_symbol(exchange_symbol or "")
     if not rows:
         return None
     candidates = []
@@ -2716,8 +2745,13 @@ def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=Fals
         contracts = _position_row_effective_contracts(p)
         if contracts <= 0:
             continue
-        if (not relax_hedge) and OKX_POS_MODE == "hedge":
+        want_dir = (direction or "").lower()
-            if side and side != (direction or "").lower():
+        if OKX_POS_MODE == "net" or side == "net":
+            pos_dir = _okx_position_direction(p)
+            if pos_dir and pos_dir != want_dir:
+                continue
+        elif (not relax_hedge) and OKX_POS_MODE == "hedge":
+            if side and side != want_dir:
                 continue
         candidates.append((contracts, p))
     if not candidates and (not relax_hedge) and OKX_POS_MODE == "hedge":
@@ -3004,12 +3038,11 @@ def is_no_position_error(err_msg):
 
 
 def get_live_position_contracts(exchange_symbol, direction):
-    rows = _fetch_okx_swap_position_rows(exchange_symbol)
+    ex_sym = normalize_okx_symbol(exchange_symbol or "")
+    rows = _fetch_okx_swap_position_rows()
     if rows is None:
         return None
-    if not rows:
+    prow = _select_live_position_row(rows, ex_sym, direction)
-        return 0.0
-    prow = _select_live_position_row(rows, exchange_symbol, direction)
     if not prow:
         return 0.0
     return _position_row_effective_contracts(prow)

strategy_trend_register.py

@@ -34,8 +34,8 @@ MONITOR_TYPE_TREND = MONITOR_TYPE_TREND_PULLBACK
 
 # 趋势回调：交易所报空仓需连续 N 次轮询确认，避免 OKX 等 API 瞬时误判立即结束计划
 _TREND_FLAT_STREAK: dict[int, int] = {}
-TREND_FLAT_CONFIRM_POLLS = max(1, int(os.getenv("TREND_FLAT_CONFIRM_POLLS", "3")))
+TREND_FLAT_CONFIRM_POLLS = max(1, int(os.getenv("TREND_FLAT_CONFIRM_POLLS", "5")))
-TREND_OPEN_GRACE_SEC = max(0, int(os.getenv("TREND_OPEN_GRACE_SEC", "90")))
+TREND_OPEN_GRACE_SEC = max(0, int(os.getenv("TREND_OPEN_GRACE_SEC", "180")))
 
 
 def trend_add_zone_label(direction: str) -> str:
@@ -417,24 +417,58 @@ def _trend_plan_open_age_sec(row, m) -> float:
     to_ms = getattr(m, "_to_ms_with_fallback", None)
     if callable(to_ms):
         opened_ms = to_ms(opened_ms, row["opened_at"] if "opened_at" in row.keys() else None)
+        if opened_ms is None and "opened_at" in row.keys():
+            opened_ms = to_ms(None, row["opened_at"])
     if not opened_ms:
-        return 999999.0
+        return 0.0
     return max(0.0, (time.time() * 1000 - opened_ms) / 1000.0)
 
 
+def _trend_hit_take_profit(direction: str, mark_price: float, take_profit: float, avg_entry: float) -> bool:
+    try:
+        pf = float(mark_price)
+        tp = float(take_profit)
+        entry = float(avg_entry)
+    except (TypeError, ValueError):
+        return False
+    if entry <= 0 or tp <= 0:
+        return False
+    direction = (direction or "long").lower()
+    if direction == "long":
+        return tp > entry and pf >= tp
+    return tp < entry and pf <= tp
+
+
 def _should_finalize_trend_flat(row, pos, plan_id: int, m) -> bool:
     """首仓后交易所报无仓：需过开仓宽限期 + 连续空仓轮询，避免误判止损。"""
-    if pos is None or float(pos) > 0:
+    if pos is None:
+        return False
+    if float(pos) > 0:
         _TREND_FLAT_STREAK.pop(plan_id, None)
         return False
     if not int(row["first_order_done"] or 0):
         return False
-    if _trend_plan_open_age_sec(row, m) < TREND_OPEN_GRACE_SEC:
+    age = _trend_plan_open_age_sec(row, m)
+    if age < TREND_OPEN_GRACE_SEC:
         _TREND_FLAT_STREAK.pop(plan_id, None)
         return False
+    try:
+        local_open = float(row["order_amount_open"] or 0)
+    except (TypeError, ValueError):
+        local_open = 0.0
+    required = TREND_FLAT_CONFIRM_POLLS
+    if local_open > 0 and age < TREND_OPEN_GRACE_SEC * 2:
+        required = max(required, TREND_FLAT_CONFIRM_POLLS * 2)
     streak = int(_TREND_FLAT_STREAK.get(plan_id, 0)) + 1
     _TREND_FLAT_STREAK[plan_id] = streak
-    return streak >= TREND_FLAT_CONFIRM_POLLS
+    if streak >= required:
+        print(
+            f"[trend_pullback] flat finalize plan={plan_id} sym={row['symbol']} "
+            f"age={age:.0f}s streak={streak} local_open={local_open}",
+            flush=True,
+        )
+        return True
+    return False
 
 
 def check_trend_pullback_plans(cfg: dict) -> None:
@@ -464,6 +498,19 @@ def check_trend_pullback_plans(cfg: dict) -> None:
             pos = m.get_live_position_contracts(ex_sym, direction)
             if pos is None:
                 continue
+            try:
+                local_open = float(row["order_amount_open"] or 0)
+            except (TypeError, ValueError):
+                local_open = 0.0
+            if float(pos) <= 0 and local_open > 0:
+                age = _trend_plan_open_age_sec(row, m)
+                if age < TREND_OPEN_GRACE_SEC * 2:
+                    print(
+                        f"[trend_pullback] pos fallback plan={plan_id} sym={sym} "
+                        f"ex_pos=0 local_open={local_open} age={age:.0f}s",
+                        flush=True,
+                    )
+                    pos = local_open
             legs_done = int(row["legs_done"] or 0)
             try:
                 leg_amounts = [float(x) for x in json.loads(row["leg_amounts_json"] or "[]")]
@@ -473,7 +520,8 @@ def check_trend_pullback_plans(cfg: dict) -> None:
                 grid = json.loads(row["grid_prices_json"] or "[]")
             except Exception:
                 grid = []
-            hit_tp = (direction == "long" and pf >= tp) or (direction == "short" and pf <= tp)
+            avg_e = float(row["avg_entry_price"] or pf or 0)
+            hit_tp = _trend_hit_take_profit(direction, pf, tp, avg_e)
             if hit_tp and pos > 0:
                 try:
                     close_resp = trend_market_close(cfg, ex_sym, direction, float(pos), lev)