2026-05-11 12:00:45 +08:00
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from core.risk.market_state import MarketStateAnalyzer
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from core.risk.position import PositionManager
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2026-05-11 23:46:49 +08:00
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from logger import logger
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2026-05-11 12:00:45 +08:00
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class RiskController:
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"""风险管理控制器 — 门面模式,组合 PositionManager 和 MarketStateAnalyzer"""
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def __init__(self, data_provider, trade_direction="both",
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risk_config: dict = None,
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market_state_analyzer: MarketStateAnalyzer = None):
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self.data_provider = data_provider
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self.position_manager = PositionManager(data_provider, trade_direction, risk_config)
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self.market_state_analyzer = market_state_analyzer or MarketStateAnalyzer(data_provider)
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self.trade_direction = trade_direction
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def process_trading_signal(self, direction, current_price, signal_strength=0.0):
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return self.position_manager.open_position(direction, current_price, signal_strength)
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2026-05-11 23:46:49 +08:00
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def monitor_positions(self, current_price, dry_run=False, weighted_signal=0.0):
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self.position_manager.monitor_positions(current_price, dry_run, weighted_signal)
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# 对冲摘要日志
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if self.position_manager.hedge_manager and self.position_manager.hedge_manager.active_hedges > 0:
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logger.info(f"🔒 活跃对冲: {self.position_manager.hedge_manager.active_hedges} 个")
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2026-05-11 12:00:45 +08:00
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def sync_state(self):
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self.position_manager.update_equity()
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self.position_manager.sync_positions()
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def get_account_status(self):
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return {
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'equity': self.position_manager.total_equity,
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'open_positions': len(self.position_manager.positions),
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'trade_summary': self.position_manager.get_trade_summary(),
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}
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def get_positions(self):
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return self.position_manager.positions
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def save_trade_history(self, base_filename):
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self.position_manager.save_trade_history(base_filename)
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