dekun
64 lines
2.5 KiB
Python
64 lines
2.5 KiB
Python
"""中控台持仓：一键保本（成交价 ± 偏移%）。"""
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from typing import Any, Callable, Optional, Tuple
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def calc_manual_breakeven_stop(direction: str, entry_price: float, offset_pct: float) -> Optional[float]:
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try:
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e = float(entry_price)
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pct = float(offset_pct)
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except (TypeError, ValueError):
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return None
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if e <= 0 or pct < 0:
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return None
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direction = (direction or "long").strip().lower()
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if direction == "short":
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return e * (1.0 - pct / 100.0)
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return e * (1.0 + pct / 100.0)
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def apply_order_manual_breakeven(
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row: Any,
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offset_pct: float,
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*,
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calc_stop_fn: Callable[..., Optional[float]],
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round_price_fn: Callable[[str, float], Any],
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resolve_ex_sym_fn: Callable[[Any], str],
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get_position_fn: Callable[[str, str], Any],
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replace_tpsl_fn: Callable[[Any, float, float], None],
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entry_price_key: str = "trigger_price",
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) -> Tuple[bool, Optional[str], Optional[float]]:
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if (row["status"] or "").strip() != "active":
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return False, "持仓已结束", None
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entry = float(row[entry_price_key] or 0)
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if entry <= 0:
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return False, "缺少有效成交价", None
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direction = (row["direction"] or "long").lower()
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take_profit = float(row["take_profit"] or 0)
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if take_profit <= 0:
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return False, "缺少有效止盈价，无法更新交易所委托", None
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ex_sym = resolve_ex_sym_fn(row)
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pos = get_position_fn(ex_sym, direction)
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if pos is None or float(pos) <= 0:
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return False, "交易所当前无该方向持仓", None
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new_sl_raw = calc_stop_fn(direction, entry, offset_pct)
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if new_sl_raw is None:
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new_sl_raw = calc_manual_breakeven_stop(direction, entry, offset_pct)
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if new_sl_raw is None:
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return False, "保本价计算失败", None
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new_sl = round_price_fn(ex_sym, new_sl_raw)
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if new_sl is None:
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return False, "保本价经交易所精度舍入后无效", None
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new_sl = float(new_sl)
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cur_sl = float(row["stop_loss"] or 0)
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if direction == "long":
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if cur_sl > 0 and new_sl <= cur_sl:
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return False, f"新止损 {new_sl} 未高于当前止损 {cur_sl}（多仓需上移）", None
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else:
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if cur_sl > 0 and new_sl >= cur_sl:
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return False, f"新止损 {new_sl} 未低于当前止损 {cur_sl}（空仓需下移）", None
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try:
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replace_tpsl_fn(row, new_sl, take_profit)
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except Exception as e:
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return False, str(e), None
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return True, None, new_sl
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