Fix break-even: enable when SL placeable; clearer hints; verify SLTP.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-21 09:14:01 +08:00
parent 26a3c760db
commit 9d39632a48
2 changed files with 100 additions and 36 deletions
@@ -73,8 +73,9 @@ COLOR_CARD2 = "#22222e"
 COLOR_MUTED = "#8a8a9c"
 COLOR_TEXT = "#f0f0f5"
 COLOR_ACCENT = "#4cc2ff"
-BE_MIN_MOVE_USD = 3.0  # 价格向有利方向走出该美金距离才可保本（非账户浮盈）
-BE_OFFSET_USD = 1.0    # 保本止损 = 开仓价 ± 1$
+BE_OFFSET_USD = 1.0  # 保本止损 = 开仓价 ± 1$
+# 有利方向至少走出 offset + 缓冲，保证新止损相对现价合法（不再用固定 3$ 门槛）
+BE_EXTRA_BUFFER_USD = 0.20
 SPREAD_WARN_USD = 0.50  # 点差超过该美金时，买卖按钮区提示（不禁开）


@@ -657,13 +658,26 @@ class Mt5Bridge:
            raise TradeError("没有可保本的持仓")
        ok_tickets: list = []
        errors: list = []
+        done_ok = {
+            mt5.TRADE_RETCODE_DONE,
+            getattr(mt5, "TRADE_RETCODE_DONE_PARTIAL", -1),
+            getattr(mt5, "TRADE_RETCODE_PLACED", -1),
+        }
        for ticket in tickets:
            try:
                p = self.get_position(int(ticket))
                symbol = str(p.symbol)
+                term = mt5.terminal_info()
+                if term is None or not term.connected:
+                    raise TradeError("终端未连接到交易服务器")
+                if not term.trade_allowed:
+                    raise TradeError("终端未开启自动交易（请勾选 Algo Trading）")
+                acc = mt5.account_info()
+                if acc is None or not acc.trade_allowed:
+                    raise TradeError("账户不允许交易")
                pos_type = int(p.type)
                open_price = float(p.price_open)
-                tp = float(p.tp)
+                tp = float(p.tp) if float(p.tp) > 0 else 0.0
                digits = int(self.symbol_info(symbol).digits)
                min_dist = self.min_stop_distance(symbol)
                t = self.tick(symbol)
@@ -671,21 +685,21 @@ class Mt5Bridge:
                if pos_type == mt5.POSITION_TYPE_BUY:
                    sl = round(open_price + offset_usd, digits)
                    ref = float(t.bid)
-                    if sl >= ref - 1e-12:
+                    need = sl + max(min_dist, 0.0)
+                    if ref + 1e-12 < need:
                        raise TradeError(
-                            f"#{ticket} 多单现价 {ref:.{digits}f} 尚未高于保本价 {sl:.{digits}f}"
+                            f"#{ticket} 多单现价 {ref:.{digits}f}，需高于 {need:.{digits}f} "
+                            f"才能挂保本止损 {sl:.{digits}f}"
                        )
-                    if abs(ref - sl) + 1e-12 < min_dist:
-                        raise TradeError(f"#{ticket} 保本止损过近，至少 {min_dist:.2f} 美元")
                else:
                    sl = round(open_price - offset_usd, digits)
                    ref = float(t.ask)
-                    if sl <= ref + 1e-12:
+                    need = sl - max(min_dist, 0.0)
+                    if ref - 1e-12 > need:
                        raise TradeError(
-                            f"#{ticket} 空单现价 {ref:.{digits}f} 尚未低于保本价 {sl:.{digits}f}"
+                            f"#{ticket} 空单现价 {ref:.{digits}f}，需低于 {need:.{digits}f} "
+                            f"才能挂保本止损 {sl:.{digits}f}"
                        )
-                    if abs(sl - ref) + 1e-12 < min_dist:
-                        raise TradeError(f"#{ticket} 保本止损过近，至少 {min_dist:.2f} 美元")

                request = {
                    "action": mt5.TRADE_ACTION_SLTP,
@@ -693,11 +707,20 @@ class Mt5Bridge:
                    "position": int(ticket),
                    "sl": sl,
                    "tp": tp,
+                    "magic": MAGIC,
                }
                result = mt5.order_send(request)
-                if result is None or result.retcode != mt5.TRADE_RETCODE_DONE:
-                    detail = mt5.last_error() if result is None else f"{result.comment} ({result.retcode})"
-                    raise TradeError(f"#{ticket} {detail}")
+                if result is None:
+                    raise TradeError(f"#{ticket} {mt5.last_error()}")
+                if int(result.retcode) not in done_ok:
+                    raise TradeError(f"#{ticket} {result.comment} ({result.retcode})")
+                # 回读确认止损已改（部分券商异步）
+                time.sleep(0.15)
+                p2 = self.get_position(int(ticket))
+                if abs(float(p2.sl) - sl) > 10 ** (-digits):
+                    raise TradeError(
+                        f"#{ticket} 服务器未接受保本止损（当前 SL={float(p2.sl):.{digits}f}，目标 {sl:.{digits}f}）"
+                    )
                ok_tickets.append(int(ticket))
            except TradeError as exc:
                errors.append(str(exc))
@@ -998,6 +1021,7 @@ class OrderApp(tk.Tk):
            pos_bar, text="持仓记录", bg=COLOR_BG, fg=COLOR_TEXT,
            font=("Microsoft YaHei UI", 13, "bold"),
        ).pack(side=tk.LEFT)
+        self._be_ready = False
        self.btn_break_even = self._mk_btn(pos_bar, "保本", COLOR_BE, self.on_break_even, h=34, w=90)
        self.btn_break_even.pack(side=tk.RIGHT, padx=4)
        self._mk_btn(pos_bar, "打开复盘", "#3a5a80", self.on_open_review, h=34, w=100).pack(
@@ -1064,7 +1088,7 @@ class OrderApp(tk.Tk):
            text=(
                f"最多同时 {MAX_OPEN_POSITIONS} 笔 · 同向≤{MAX_SIDE_LOTS:.2f} 手 · "
                f"点差>{SPREAD_WARN_USD:.2f} 买卖提示 · "
-                "亏≥5%或盈≥10%禁止开仓 · 保本：有利方向>3$ 后止损到开仓价±1$"
+                "亏≥5%或盈≥10%禁止开仓 · 保本：有利方向足够后止损到开仓价±1$（看价格，非账户浮盈）"
            ),
            bg=COLOR_BG,
            fg=COLOR_MUTED,
@@ -1313,13 +1337,26 @@ class OrderApp(tk.Tk):
            return float(tick.bid) - open_price
        return open_price - float(tick.ask)

+    def _be_needed_move_usd(self, symbol: str) -> float:
+        """保本所需的最小有利价格距离（美金）。"""
+        try:
+            min_dist = self.bridge.min_stop_distance(symbol)
+        except Exception:
+            min_dist = 0.0
+        return BE_OFFSET_USD + max(float(min_dist), 0.0) + BE_EXTRA_BUFFER_USD
+
    def _be_candidate_tickets(self, positions, tick=None) -> list:
-        """价格朝有利方向>3$ 且尚未保本的单号；已拉过保本的不再进入。"""
+        """现价已能挂开仓价±1$ 止损、且尚未保本的单号。"""
        tickets = []
        if not positions:
            return tickets
+        symbol = str(positions[0].symbol)
        if tick is None:
-            tick = self.bridge.tick(str(positions[0].symbol))
+            try:
+                tick = self.bridge.tick(symbol)
+            except Exception:
+                return tickets
+        need = self._be_needed_move_usd(symbol)
        for p in positions:
            ticket = int(p.ticket)
            if ticket in self._be_done_tickets:
@@ -1327,13 +1364,42 @@ class OrderApp(tk.Tk):
            if self._is_sl_at_breakeven(p):
                self._be_done_tickets.add(ticket)
                continue
-            if self._favorable_move_usd(p, tick) > BE_MIN_MOVE_USD + 1e-8:
+            if self._favorable_move_usd(p, tick) + 1e-12 >= need:
                tickets.append(ticket)
        return tickets

+    def _be_status_hint(self, positions, tick=None) -> str:
+        """保本按钮不可用时的说明（含还差多少美金）。"""
+        if not positions:
+            return "当前无持仓，无法保本"
+        symbol = str(positions[0].symbol)
+        try:
+            if tick is None:
+                tick = self.bridge.tick(symbol)
+        except Exception as exc:
+            return f"无法读报价：{exc}"
+        need = self._be_needed_move_usd(symbol)
+        best = -1e9
+        for p in positions:
+            ticket = int(p.ticket)
+            if ticket in self._be_done_tickets or self._is_sl_at_breakeven(p):
+                continue
+            best = max(best, self._favorable_move_usd(p, tick))
+        if best < -1e8:
+            return "持仓已保本或无需再拉"
+        lack = need - best
+        if lack > 1e-8:
+            return (
+                f"有利方向仅 {best:.2f}$，保本需 ≥ {need:.2f}$"
+                f"（开仓价±{BE_OFFSET_USD:.0f}$），还差 {lack:.2f}$"
+            )
+        return "可保本"
+
    def _set_be_button_enabled(self, enabled: bool) -> None:
+        """外观区分可点/未就绪；始终 NORMAL，避免灰态点不到。"""
        if not hasattr(self, "btn_break_even"):
            return
+        self._be_ready = bool(enabled)
        if enabled:
            self.btn_break_even.configure(
                state=tk.NORMAL,
@@ -1341,22 +1407,24 @@ class OrderApp(tk.Tk):
                fg="white",
                activebackground=COLOR_BE,
                activeforeground="white",
-                disabledforeground="white",
                cursor="hand2",
            )
        else:
            self.btn_break_even.configure(
-                state=tk.DISABLED,
+                state=tk.NORMAL,
                bg=COLOR_BE_OFF,
-                fg="#888888",
-                activebackground=COLOR_BE_OFF,
-                activeforeground="#888888",
-                disabledforeground="#888888",
-                cursor="arrow",
+                fg="#aaaaaa",
+                activebackground="#666666",
+                activeforeground="#dddddd",
+                cursor="hand2",
            )

    def _sync_be_button(self, positions) -> None:
-        self._set_be_button_enabled(bool(self._be_candidate_tickets(positions)))
+        try:
+            ok = bool(self._be_candidate_tickets(positions))
+        except Exception:
+            ok = False
+        self._set_be_button_enabled(ok)

    def _hub_upload_bars(self, symbol: str) -> None:
        if hub_client is None or not is_activated():
@@ -1834,13 +1902,7 @@ class OrderApp(tk.Tk):
        self._run_async(work)

    def on_break_even(self) -> None:
-        """点击一次：寻找价格朝有利方向走出>3$ 且未保本的单，改止损到开仓价±1$。"""
-        if str(self.btn_break_even["state"]) == str(tk.DISABLED):
-            self.set_status(
-                f"没有价格朝有利方向走出超过 {BE_MIN_MOVE_USD:.0f} 美金的可保本持仓",
-                ok=False,
-            )
-            return
+        """点击一次：对可保本持仓改止损到开仓价±1$。"""
        symbol = self._symbol()

        def work():
@@ -1848,10 +1910,12 @@ class OrderApp(tk.Tk):
            positions = self.bridge.positions(symbol)
            tick = self.bridge.tick(symbol)
            tickets = self._be_candidate_tickets(positions, tick)
+            selected = self._selected_tickets()
+            if selected:
+                picked = [t for t in tickets if t in selected]
+                tickets = picked if picked else list(selected)
            if not tickets:
-                raise TradeError(
-                    f"没有价格朝有利方向走出超过 {BE_MIN_MOVE_USD:.0f} 美金的可保本持仓"
-                )
+                raise TradeError(self._be_status_hint(positions, tick))
            msg, done = self.bridge.break_even_tickets(tickets, BE_OFFSET_USD)
            self._be_done_tickets.update(done)
            return msg