dekun
bf3441537e
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>
128 lines
3.8 KiB
Python
128 lines
3.8 KiB
Python
from __future__ import annotations
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import time
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from dataclasses import dataclass
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from typing import Any
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EXIT_MODE_FIXED = "fixed_usdt"
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EXIT_MODE_PREMIUM = "premium_multiple"
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@dataclass(slots=True)
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class ExitDecision:
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should_close: bool
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reason: str = ""
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target: float = 0.0
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def resolve_exit_target(
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*,
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exit_mode: str,
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net_profit_target: float,
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premium_exit_multiple: float,
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initial_premium: float,
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) -> tuple[float, str]:
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"""返回 (出场目标金额 USDT, 模式标记)。"""
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mode = (exit_mode or EXIT_MODE_FIXED).strip().lower()
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if mode == EXIT_MODE_PREMIUM:
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mult = max(0.0, float(premium_exit_multiple))
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return float(initial_premium) * mult, EXIT_MODE_PREMIUM
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return float(net_profit_target), EXIT_MODE_FIXED
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def lock_trade_exit_target(
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db: Any,
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*,
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group_id: str,
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initial_premium: float,
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) -> float:
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"""
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开仓成交后锁定本组成交出场目标到 groups/positions。
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持仓期间盯盘与展示均用该值，不再跟随时价重算以损定仓/出场。
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"""
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from ..config import get_settings
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from ..sim.ledger import Ledger
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s = get_settings()
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ledger = Ledger(db)
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exit_mode = ledger.get_setting_str("exit_mode", s.exit_mode) or EXIT_MODE_FIXED
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net_target = float(
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ledger.get_setting_float("net_profit_target", s.net_profit_target)
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or s.net_profit_target
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)
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prem_mult = float(
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ledger.get_setting_float("premium_exit_multiple", s.premium_exit_multiple)
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or s.premium_exit_multiple
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)
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target, _mode = resolve_exit_target(
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exit_mode=str(exit_mode),
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net_profit_target=net_target,
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premium_exit_multiple=prem_mult,
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initial_premium=float(initial_premium or 0),
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)
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target = float(target)
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db.execute(
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"UPDATE groups SET exit_target_usdt=? WHERE group_id=?",
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(target, group_id),
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)
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db.execute(
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"UPDATE positions SET exit_target_usdt=? WHERE id=1",
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(target,),
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)
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return target
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def read_locked_exit_target(pos: dict[str, Any] | None) -> float | None:
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"""持仓行上的锁定目标；无则 None（旧仓回退设置值）。"""
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if not pos:
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return None
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v = pos.get("exit_target_usdt")
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if v is None or v == "":
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return None
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try:
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f = float(v)
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except (TypeError, ValueError):
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return None
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return f if f > 0 else None
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def check_expiry_close(
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*,
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expiry_ms: int | None,
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now_ms: int | None = None,
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) -> ExitDecision:
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"""期权到期时刻（含）→ 强制全平。"""
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if expiry_ms is None:
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return ExitDecision(False, "", 0.0)
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now = int(time.time() * 1000) if now_ms is None else int(now_ms)
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if now >= int(expiry_ms):
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return ExitDecision(True, "expiry", 0.0)
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return ExitDecision(False, "", 0.0)
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def check_exits(
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*,
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net_pnl: float,
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exit_mode: str,
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net_profit_target: float,
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premium_exit_multiple: float,
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initial_premium: float,
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locked_exit_target: float | None = None,
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) -> ExitDecision:
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"""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。"""
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# 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
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_resolved_target, mode = resolve_exit_target(
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exit_mode=exit_mode,
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net_profit_target=net_profit_target,
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premium_exit_multiple=premium_exit_multiple,
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initial_premium=initial_premium,
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)
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if locked_exit_target is not None and float(locked_exit_target) > 0:
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target = float(locked_exit_target)
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else:
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target = float(_resolved_target)
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if target > 0 and net_pnl + 1e-9 >= target:
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reason = "premium_multiple" if mode == EXIT_MODE_PREMIUM else "fixed_usdt"
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return ExitDecision(True, reason, target)
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return ExitDecision(False, "", target)
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