Fix target-exit mismatch: correct close reason and executable PnL gate.

Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 22:05:34 +08:00
parent a88d708ea3
commit bf3441537e
6 changed files with 74 additions and 31 deletions
+11
View File
@@ -882,6 +882,17 @@ class StrategyEngine:
locked_exit_target=locked_exit,
)
pending_close = st["phase"] in ("liquidity_wait", "closing")
# 曾因达标进入流动性等待,但当前估价已跌破目标:取消挂起,避免硬平出亏损却仍记「达标」
if (
pending_close
and not expired.should_close
and not decision.should_close
):
self._set_state(
phase="open",
last_error="达标后流动性等待期间浮盈回落,已取消平仓挂起",
)
return
if expired.should_close or decision.should_close or pending_close:
is_oo = (
str(upl.get("hedge_mode") or "") == "option_option"
+8 -7
View File
@@ -110,16 +110,17 @@ def check_exits(
locked_exit_target: float | None = None,
) -> ExitDecision:
"""净盈利(预估全平后)≥ 所选模式目标则全平。持仓锁定目标优先。"""
# 模式始终按设置解析(权利金倍数 vs 固定),勿因锁定目标就改成 fixed_usdt
_resolved_target, mode = resolve_exit_target(
exit_mode=exit_mode,
net_profit_target=net_profit_target,
premium_exit_multiple=premium_exit_multiple,
initial_premium=initial_premium,
)
if locked_exit_target is not None and float(locked_exit_target) > 0:
target = float(locked_exit_target)
mode = EXIT_MODE_FIXED
else:
target, mode = resolve_exit_target(
exit_mode=exit_mode,
net_profit_target=net_profit_target,
premium_exit_multiple=premium_exit_multiple,
initial_premium=initial_premium,
)
target = float(_resolved_target)
if target > 0 and net_pnl + 1e-9 >= target:
reason = "premium_multiple" if mode == EXIT_MODE_PREMIUM else "fixed_usdt"
return ExitDecision(True, reason, target)