Fix TP/SL exit classification when exchange fill slips past the tight band.

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

lib/trade/trade_result_lib.py

@@ -1,8 +1,67 @@
 """交易结果展示与入库时的语义归一化."""
 
+from __future__ import annotations
+
+from typing import Optional
+
 _WIN_EPS = 1e-9
 
 
+def classify_exit_by_levels(
+    direction,
+    trigger_price,
+    stop_loss,
+    take_profit,
+    exit_price,
+) -> Optional[str]:
+    """根据成交价相对止盈/止损位归类;无法可靠归类时返回 None.
+
+    交易所条件止盈常按标记价触发、市价成交,成交价可能偏离计划止盈数个 tick.
+    因此先用窄带,失败后再用宽带;仍失败则看是否落在入场→止盈/止损的「盈利/亏损侧」。
+    """
+    try:
+        tp = float(take_profit)
+        sl = float(stop_loss)
+        ex = float(exit_price)
+        trig = float(trigger_price)
+    except (TypeError, ValueError):
+        return None
+    d = (direction or "").strip().lower()
+    if d not in ("long", "short"):
+        return None
+    band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
+    # 宽带:覆盖 BTC 等高价币种条件单滑点(实测 Gate 止盈成交可偏出窄带 ~100U)
+    band_loose = max(abs(trig) * 0.003, abs(tp - sl) * 0.05, band * 4.0, 1e-12)
+
+    def _is_tp(b: float) -> bool:
+        return ex >= tp - b if d == "long" else ex <= tp + b
+
+    def _is_sl(b: float) -> bool:
+        return ex <= sl + b if d == "long" else ex >= sl - b
+
+    if _is_tp(band):
+        return "止盈"
+    if _is_sl(band):
+        return "止损"
+    if _is_tp(band_loose):
+        return "止盈"
+    if _is_sl(band_loose):
+        return "止损"
+
+    # 盈利侧且更靠近止盈 → 止盈; 亏损侧且更靠近止损 → 止损
+    if d == "long":
+        if ex > trig and abs(ex - tp) <= abs(ex - trig):
+            return "止盈"
+        if ex < trig and abs(ex - sl) <= abs(ex - trig):
+            return "止损"
+    else:
+        if ex < trig and abs(ex - tp) <= abs(ex - trig):
+            return "止盈"
+        if ex > trig and abs(ex - sl) <= abs(ex - trig):
+            return "止损"
+    return None
+
+
 def normalize_display_result(result):
     """展示用:外部平仓一律视为手动平仓."""
     res = (result or "").strip()