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Merge pull request #273 from zhouyongyou/feat/logger-dynamic-tpsl

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feat(logger): 添加動態 TP/SL 日誌支持 [依賴 #415]
This commit is contained in:
Icyoung
2025-11-05 15:42:33 +08:00
committed by GitHub
parent af1fc4189a c0c0688805
commit 2c122f0c5c
1 changed files with 35 additions and 8 deletions
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logger/decision_logger.go
+35 -8
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@@ -50,9 +50,9 @@ type PositionSnapshot struct {
// DecisionAction 决策动作
type DecisionAction struct {
Action string `json:"action"` // open_long, open_short, close_long, close_short
Action string `json:"action"` // open_long, open_short, close_long, close_short, update_stop_loss, update_take_profit, partial_close
Symbol string `json:"symbol"` // 币种
Quantity float64 `json:"quantity"` // 数量
Quantity float64 `json:"quantity"` // 数量（部分平仓时使用）
Leverage int `json:"leverage"` // 杠杆（开仓时）
Price float64 `json:"price"` // 执行价格
OrderID int64 `json:"order_id"` // 订单ID
@@ -243,8 +243,9 @@ func (l *DecisionLogger) GetStatistics() (*Statistics, error) {
switch action.Action {
case "open_long", "open_short":
stats.TotalOpenPositions++
case "close_long", "close_short":
case "close_long", "close_short", "partial_close":
stats.TotalClosePositions++
// update_stop_loss 和 update_take_profit 不計入統計
}
}
}
@@ -348,11 +349,22 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
symbol := action.Symbol
side := ""
if action.Action == "open_long" || action.Action == "close_long" {
if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
side = "long"
} else if action.Action == "open_short" || action.Action == "close_short" {
side = "short"
}
// partial_close 需要根據持倉判斷方向
if action.Action == "partial_close" && side == "" {
for key, pos := range openPositions {
if posSymbol, _ := pos["side"].(string); key == symbol+"_"+posSymbol {
side = posSymbol
break
}
}
}
posKey := symbol + "_" + side
switch action.Action {
@@ -368,6 +380,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
case "close_long", "close_short":
// 移除已平仓记录
delete(openPositions, posKey)
// partial_close 不處理，保留持倉記錄
}
}
}
@@ -382,11 +395,23 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
symbol := action.Symbol
side := ""
if action.Action == "open_long" || action.Action == "close_long" {
if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" {
side = "long"
} else if action.Action == "open_short" || action.Action == "close_short" {
side = "short"
}
// partial_close 需要根據持倉判斷方向
if action.Action == "partial_close" {
// 從 openPositions 中查找持倉方向
for key, pos := range openPositions {
if posSymbol, _ := pos["side"].(string); key == symbol+"_"+posSymbol {
side = posSymbol
break
}
}
}
posKey := symbol + "_" + side // 使用symbol_side作为key，区分多空持仓
switch action.Action {
@@ -400,7 +425,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
"leverage": action.Leverage,
}
case "close_long", "close_short":
case "close_long", "close_short", "partial_close":
// 查找对应的开仓记录（可能来自预填充或当前窗口）
if openPos, exists := openPositions[posKey]; exists {
openPrice := openPos["openPrice"].(float64)
@@ -478,8 +503,10 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
stats.LosingTrades++
}
// 移除已平仓记录
delete(openPositions, posKey)
// 移除已平仓记录（partial_close 不刪除，因為還有剩餘倉位）
if action.Action != "partial_close" {
delete(openPositions, posKey)
}
}
}
}