增强趋势引擎逻辑,优化止损处理,添加返回结果对象以指示平仓状态,提升交易策略的可追踪性和稳定性。

This commit is contained in:
discountry
2025-09-26 23:35:54 +08:00
parent 49bcb9b6b4
commit 49d5d4f3b8
+4 -1
View File
@@ -579,6 +579,7 @@ export class TrendEngine {
); );
if (derivedLoss || snapshotLoss) { if (derivedLoss || snapshotLoss) {
const result = { closed: false, pnl };
try { try {
if (this.openOrders.length > 0) { if (this.openOrders.length > 0) {
const orderIdList = this.openOrders.map((order) => order.orderId); const orderIdList = this.openOrders.map((order) => order.orderId);
@@ -636,6 +637,7 @@ export class TrendEngine {
}, },
{ qtyStep: this.config.qtyStep } { qtyStep: this.config.qtyStep }
); );
result.closed = true;
this.tradeLog.push("close", `止损平仓: ${direction === "long" ? "SELL" : "BUY"}`); this.tradeLog.push("close", `止损平仓: ${direction === "long" ? "SELL" : "BUY"}`);
// 记录止损时间以便短期内抑制再次入场 // 记录止损时间以便短期内抑制再次入场
this.lastStopLossAt = Date.now(); this.lastStopLossAt = Date.now();
@@ -645,8 +647,9 @@ export class TrendEngine {
} else { } else {
this.tradeLog.push("error", `止损平仓失败: ${String(err)}`); this.tradeLog.push("error", `止损平仓失败: ${String(err)}`);
} }
return result;
} }
return { closed: true, pnl }; return result;
} }
return { closed: false, pnl }; return { closed: false, pnl };