From 628b428b466331429f7f9dc4d5a004b824e6828a Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Wed, 24 Sep 2025 01:44:49 +0800
Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0=20TrendEngine=EF=BC=8C?=
 =?UTF-8?q?=E6=B7=BB=E5=8A=A0=E6=8C=81=E4=BB=93=E5=9D=87=E4=BB=B7=E5=90=8C?=
 =?UTF-8?q?=E6=AD=A5=E6=97=A5=E5=BF=97=E5=8A=9F=E8=83=BD=EF=BC=8C=E4=BC=98?=
 =?UTF-8?q?=E5=8C=96=E9=A3=8E=E6=8E=A7=E9=80=BB=E8=BE=91=E4=BB=A5=E5=A4=84?=
 =?UTF-8?q?=E7=90=86=E6=9C=AA=E5=90=8C=E6=AD=A5=E7=9A=84=E6=8C=81=E4=BB=93?=
 =?UTF-8?q?=E5=9D=87=E4=BB=B7?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/core/trend-engine.ts | 23 ++++++++++++++++++++++-
 1 file changed, 22 insertions(+), 1 deletion(-)

diff --git a/src/core/trend-engine.ts b/src/core/trend-engine.ts
index 08399d5..dc8b914 100644
--- a/src/core/trend-engine.ts
+++ b/src/core/trend-engine.ts
@@ -83,6 +83,7 @@ export class TrendEngine {
 
   private ordersSnapshotReady = false;
   private startupLogged = false;
+  private entryPricePendingLogged = false;
 
   private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
 
@@ -242,6 +243,7 @@ export class TrendEngine {
   }
 
   private async handleOpenPosition(currentPrice: number, currentSma: number): Promise<void> {
+    this.entryPricePendingLogged = false;
     if (this.lastPrice == null) {
       this.lastPrice = currentPrice;
       return;
@@ -291,11 +293,23 @@ export class TrendEngine {
     position: PositionSnapshot,
     price: number
   ): Promise<{ closed: boolean; pnl: number }> {
+    const hasEntryPrice = Number.isFinite(position.entryPrice) && Math.abs(position.entryPrice) > 1e-8;
+    if (!hasEntryPrice) {
+      if (!this.entryPricePendingLogged) {
+        this.tradeLog.push("info", "持仓均价尚未同步，等待交易所账户快照更新后再执行风控");
+        this.entryPricePendingLogged = true;
+      }
+      return { closed: false, pnl: position.unrealizedProfit };
+    }
+    this.entryPricePendingLogged = false;
     const direction = position.positionAmt > 0 ? "long" : "short";
     const pnl =
       (direction === "long"
         ? price - position.entryPrice
         : position.entryPrice - price) * Math.abs(position.positionAmt);
+    const unrealized = Number.isFinite(position.unrealizedProfit)
+      ? position.unrealizedProfit
+      : null;
     const stopSide = direction === "long" ? "SELL" : "BUY";
     const stopPrice = calcStopLossPrice(
       position.entryPrice,
@@ -348,7 +362,14 @@ export class TrendEngine {
       );
     }
 
-    if (pnl < -this.config.lossLimit || position.unrealizedProfit < -this.config.lossLimit) {
+    const derivedLoss = pnl < -this.config.lossLimit;
+    const snapshotLoss = Boolean(
+      unrealized != null &&
+        unrealized < -this.config.lossLimit &&
+        Math.sign(unrealized) === Math.sign(pnl)
+    );
+
+    if (derivedLoss || snapshotLoss) {
       try {
         if (this.openOrders.length > 0) {
           const orderIdList = this.openOrders.map((order) => order.orderId);