feat(trend): 趋势回调保本移交下单监控并统一写交易记录

保本后结束趋势计划，持仓转入下单监控（备注趋势回调），交易所同时挂保本止损与计划止盈；中控或交易所平仓均经下单监控写入交易记录（trend_plan_id、开仓类型），四所共用 strategy_trend_register。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-03 17:01:34 +08:00
parent d9b1b324f9
commit e2bf58cfd3
11 changed files with 334 additions and 102 deletions
@@ -60,7 +60,9 @@ from journal_chart_lib import (
 from hub_auth import request_allowed as hub_request_allowed
 from strategy_trade_labels import (
    STRATEGY_ENTRY_REASON_OPTIONS,
+    handoff_trade_miss_reason,
    trade_record_monitor_type as resolve_trade_record_monitor_type,
+    trend_plan_id_from_monitor_row,
 )
 from history_window_lib import (
    PRESET_CUSTOM,
@@ -4151,6 +4153,7 @@ def reconcile_external_closes(conn, days=None):
            conn,
            symbol=r["symbol"],
            monitor_type=trade_record_monitor_type(conn, r),
+            trend_plan_id=trend_plan_id_from_monitor_row(r),
            direction=r["direction"],
            trigger_price=r["trigger_price"],
            stop_loss=r["stop_loss"],
@@ -4165,7 +4168,7 @@ def reconcile_external_closes(conn, days=None):
            planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
            actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
            result=result,
-            miss_reason=miss_reason,
+            miss_reason=handoff_trade_miss_reason(miss_reason, r),
            opened_at=opened_at,
            closed_at=closed_at,
        )
@@ -4545,66 +4548,6 @@ def _trend_refresh_stop_only(exchange_symbol, direction, stop_loss):
    _gate_place_stop_loss_only_position(exchange_symbol, direction, stop_loss)


-def apply_trend_pullback_manual_breakeven(conn, row, offset_pct=None):
-    """运行中趋势计划：将交易所止损移至均价+偏移（默认 0.3%），仅当新止损更优时生效。"""
-    if (row["status"] or "").strip() != "active":
-        return False, "计划已结束"
-    if not int(row["first_order_done"] or 0):
-        return False, "尚未完成首仓，无法保本"
-    avg_e = float(row["avg_entry_price"] or 0)
-    if avg_e <= 0:
-        return False, "缺少有效持仓均价"
-    direction = (row["direction"] or "long").lower()
-    ex_sym = row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"])
-    pos = get_live_position_contracts(ex_sym, direction)
-    if pos is None or float(pos) <= 0:
-        return False, "交易所当前无该方向持仓"
-    new_sl_raw = calc_trend_manual_breakeven_stop(direction, avg_e, offset_pct)
-    if new_sl_raw is None:
-        return False, "保本价计算失败"
-    new_sl = round_price_to_exchange(ex_sym, new_sl_raw)
-    if new_sl is None:
-        return False, "保本价经交易所精度舍入后无效"
-    new_sl = float(new_sl)
-    cur_sl = float(row["stop_loss"] or 0)
-    if direction == "long":
-        if new_sl <= cur_sl:
-            return False, f"新止损 {new_sl} 未高于当前止损 {cur_sl}（多仓需上移）"
-    else:
-        if new_sl >= cur_sl:
-            return False, f"新止损 {new_sl} 未低于当前止损 {cur_sl}（空仓需下移）"
-    try:
-        _trend_refresh_stop_only(ex_sym, direction, new_sl)
-    except Exception as e:
-        return False, friendly_exchange_error(e)
-    now_s = app_now_str()
-    conn.execute(
-        "UPDATE trend_pullback_plans SET stop_loss=?, breakeven_applied=1, breakeven_applied_at=? WHERE id=?",
-        (new_sl, now_s, row["id"]),
-    )
-    pct_used = float(
-        offset_pct
-        if offset_pct is not None
-        else TREND_PULLBACK_MANUAL_BREAKEVEN_OFFSET_PCT
-    )
-    sym = row["symbol"]
-    send_wechat_msg(
-        "\n".join(
-            [
-                f"# ✅ {sym} 趋势回调手动保本",
-                f"**账户：{_wechat_account_label()}**",
-                f"- 计划 ID：**{row['id']}**",
-                f"- 方向：{_wechat_direction_text(direction)}",
-                f"- 持仓均价：{format_price_for_symbol(sym, avg_e)}",
-                f"- 偏移：{pct_used}%（相对均价）",
-                f"- 新止损：{format_price_for_symbol(sym, new_sl)}",
-                f"- 交易所：已更新仓位止损触发单",
-            ]
-        )
-    )
-    return True, None
-
-
 def _trend_weighted_avg(old_avg, old_amt, fill_px, add_amt):
    try:
        oa, aa = float(old_amt), float(add_amt)
@@ -5086,6 +5029,7 @@ def check_order_monitors():
                        conn,
                        symbol=sym,
                        monitor_type=trade_record_monitor_type(conn, r),
+                        trend_plan_id=trend_plan_id_from_monitor_row(r),
                        direction=direction,
                        trigger_price=trigger_price,
                        stop_loss=stop_loss,
@@ -5100,7 +5044,10 @@ def check_order_monitors():
                        planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
                        actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
                        result=res,
-                        miss_reason="触发价已触达，仓位已由交易所止盈/止损或其他方式平掉（本地补记）",
+                        miss_reason=handoff_trade_miss_reason(
+                            "触发价已触达，仓位已由交易所止盈/止损或其他方式平掉（本地补记）",
+                            r,
+                        ),
                        opened_at=opened_at,
                        closed_at=closed_at,
                    )
@@ -5144,6 +5091,7 @@ def check_order_monitors():
                    conn,
                    symbol=sym,
                    monitor_type=trade_record_monitor_type(conn, r),
+                    trend_plan_id=trend_plan_id_from_monitor_row(r),
                    direction=direction,
                    trigger_price=trigger_price,
                    stop_loss=stop_loss,
@@ -5158,7 +5106,7 @@ def check_order_monitors():
                    planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
                    actual_rr=calc_actual_rr(record_pnl, r["risk_amount"]),
                    result=record_res,
-                    miss_reason=record_miss,
+                    miss_reason=handoff_trade_miss_reason(record_miss, r),
                    opened_at=opened_at,
                    closed_at=record_closed,
                )
@@ -5212,6 +5160,7 @@ def check_order_monitors():
                conn,
                symbol=sym,
                monitor_type=trade_record_monitor_type(conn, r),
+                trend_plan_id=trend_plan_id_from_monitor_row(r),
                direction=direction,
                trigger_price=trigger_price,
                stop_loss=stop_loss,
@@ -5226,6 +5175,7 @@ def check_order_monitors():
                planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or stop_loss, take_profit),
                actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
                result=res,
+                miss_reason=handoff_trade_miss_reason(None, r),
                opened_at=opened_at,
                closed_at=closed_at,
            )
@@ -5277,6 +5227,7 @@ def force_close_before_reset():
            conn,
            symbol=r["symbol"],
            monitor_type=trade_record_monitor_type(conn, r),
+            trend_plan_id=trend_plan_id_from_monitor_row(r),
            direction=direction,
            trigger_price=trigger_price,
            stop_loss=r["stop_loss"],
@@ -5291,7 +5242,10 @@ def force_close_before_reset():
            planned_rr=calc_rr_ratio(direction, trigger_price, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
            actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
            result="强制清仓",
-            miss_reason=f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓",
+            miss_reason=handoff_trade_miss_reason(
+                f"北京时间 {FORCE_CLOSE_BJ_HOUR}:00 整点风控清仓",
+                r,
+            ),
            opened_at=opened_at,
            closed_at=closed_at,
        )
@@ -6660,13 +6614,17 @@ def trend_pullback_breakeven(pid):
        conn.close()
        flash("未找到运行中的趋势回调计划")
        return redirect(url_for("strategy_trading_page"))
-    ok, err = apply_trend_pullback_manual_breakeven(conn, row, offset_pct=offset_pct)
+    from strategy_trend_register import apply_manual_breakeven, build_trend_config
+
+    cfg = build_trend_config(sys.modules[__name__])
+    ok, err = apply_manual_breakeven(cfg, conn, row, offset_pct=offset_pct)
    conn.commit()
    conn.close()
-    if ok:
-        flash("已手动保本：交易所止损已按均价+偏移更新")
-    else:
-        flash(err or "手动保本失败")
+    flash(
+        "已保本：趋势计划已结束，持仓已移交下单监控并挂止盈止损；平仓后将写入交易记录"
+        if ok
+        else (err or "保本移交失败")
+    )
    return redirect(url_for("strategy_trend_page"))


@@ -6988,6 +6946,7 @@ def del_order(id):
                conn,
                symbol=row["symbol"],
                monitor_type=trade_record_monitor_type(conn, row),
+                trend_plan_id=trend_plan_id_from_monitor_row(row),
                direction=row["direction"],
                trigger_price=row["trigger_price"],
                stop_loss=row["stop_loss"],
@@ -7002,7 +6961,7 @@ def del_order(id):
                planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]),
                actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]),
                result="手动平仓",
-                miss_reason="用户手动删除订单触发平仓",
+                miss_reason=handoff_trade_miss_reason("用户手动删除订单触发平仓", row),
                opened_at=opened_at,
                closed_at=closed_at,
            )
@@ -7056,7 +7015,7 @@ def del_order(id):
                    planned_rr=calc_rr_ratio(row["direction"], row["trigger_price"], row["initial_stop_loss"] or row["stop_loss"], row["take_profit"]),
                    actual_rr=calc_actual_rr(pnl_amount, row["risk_amount"]),
                    result=result,
-                    miss_reason=miss_reason,
+                    miss_reason=handoff_trade_miss_reason(miss_reason, row),
                    opened_at=opened_at,
                    closed_at=closed_at,
                )
@@ -49,7 +49,7 @@
 5. 再次校验：预览未过期；**当前可用余额**与预览快照相对偏差 ≤ `TREND_PREVIEW_MAX_BALANCE_DRIFT_PCT`（默认 **5%**），否则拒绝执行并要求重新预览。  
 6. **首仓**：**立即市价** 开立 **总计划张数 × 50%**（不附带交易所止盈单）。  
 7. **止损**：撤销旧条件单后，挂 **仅止损** 的仓位触发单；之后每次补仓成交会 **刷新** 止损挂单。  
-7b. **手动保本**（可选）：首仓完成且交易所有持仓后，可在运行中计划卡片点击「应用保本止损」——将止损移至 **持仓均价 ± 偏移%**（默认 **+0.3%** 多 / **−0.3%** 空）；仅当新止损 **优于** 当前止损时生效，并同步 Gate 仓位止损单。  
+7b. **保本移交下单监控**（可选）：首仓完成且交易所有持仓后，可点击「保本移交下单监控」——将止损移至 **持仓均价 ± 偏移%**（默认 **+0.3%** 多 / **−0.3%** 空），仅当新止损 **优于** 当前止损时生效；**本次趋势计划随即结束**，持仓写入 **下单监控**（备注 **趋势回调计划**），交易所在 **同一时刻挂保本止损 + 计划止盈**；后续无论中控平仓或交易所手动平仓，均经下单监控轮询 **`reconcile_external_closes` / `check_order_monitors`** 写入 **交易记录**（含 `trend_plan_id`、开仓类型「趋势回调」），供人工核对。  
 8. **补仓**：当价格 **穿越** 下一档触发价（做多为自上向下穿越，做空为自下向上穿越）时，按该档张数 **市价加仓**；直至 `N` 档执行完毕或计划结束。  
 9. **止盈监控**：后台线程若发现价格触及止盈，则 **市价全平**。  
 10. **止损触发**：若仓位被交易所止损打光，本地检测到 **持仓为 0** 后记账为 **止损** 并结束计划。  
@@ -88,7 +88,7 @@
 | 开仓 | 单次市价 + 条件止盈+止损 | 首仓 50% 市价 + 多档补仓 + **仅止损在交易所** |
 | 止盈 | 条件单 + 本地监控 | **仅本地监控市价止盈** |
 | 仓位基数 | 以损定仓（表单/会话基数） | **可用余额快照 × 风险比例** 推导 |
-| 移动保本 | 支持（按 R 自动上移） | **手动保本**（首仓后有持仓即可点；默认均价 +0.3%，可改偏移；同步 Gate 止损单；**无**自动 R 保本） |
+| 移动保本 | 支持（按 R 自动上移） | **保本移交**（结束计划→下单监控；交易所 TP+SL；**无**自动 R 保本） |

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