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risk_management/position_manager.py

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+import pandas as pd
+from logger import logger
+from utils import has_open_position, close_all
+from config import RISK_CONFIG, SYMBOL
+
+class PositionManager:
+    """
+    仓位管理器，基于profit_protect逻辑
+    处理止损、止盈、追踪止损等风险管理
+    """
+    
+    def __init__(self):
+        self.symbol = SYMBOL
+        
+        # 从配置文件读取风险管理参数
+        self.stop_loss_pct = RISK_CONFIG.get("stop_loss_pct", -0.10)
+        self.profit_retracement_pct = RISK_CONFIG.get("profit_retracement_pct", 0.30)
+        self.min_profit_for_trailing = RISK_CONFIG.get("min_profit_for_trailing", 0.05)
+        self.take_profit_pct = RISK_CONFIG.get("take_profit_pct", 0.20)
+        
+        # 持仓状态
+        self.positions = {}  # symbol: {entry_price, entry_time, peak_profit}
+        
+    def check_risk_management(self, current_price):
+        """
+        检查是否需要触发风险管理操作
+        返回: action ("close_long", "close_short", "none"), reason
+        """
+        # 在回测环境中，使用self.positions来判断持仓状态
+        # 而不是使用has_open_position()（该函数依赖MT5实时数据）
+        position_info = self.positions.get(self.symbol)
+        if not position_info:
+            return "none", "no_position"
+            
+        entry_price = position_info['entry_price']
+        current_profit_pct = (current_price - entry_price) / entry_price
+        
+        # 更新最高利润
+        self.positions[self.symbol]['peak_profit'] = max(
+            position_info.get('peak_profit', 0), 
+            current_profit_pct
+        )
+        peak_profit = self.positions[self.symbol]['peak_profit']
+        
+        # 检查止损条件 - 仅基于买入成本判断亏损，不考虑盈利回撤
+        if current_profit_pct < 0 and current_profit_pct <= self.stop_loss_pct:
+            reason = f"止损触发：当前亏损{current_profit_pct:.2%}"
+            action = "close_long" if current_profit_pct < 0 else "close_short"
+            return action, reason
+            
+        # 检查固定止盈条件
+        if current_profit_pct >= self.take_profit_pct:
+            reason = f"止盈触发：当前盈利{current_profit_pct:.2%}"
+            action = "close_long" if current_profit_pct > 0 else "close_short"
+            return action, reason
+            
+        # 检查追踪止损条件 - 只有在利润达到min_profit_for_trailing以上才激活
+        if peak_profit > self.min_profit_for_trailing:
+            retracement_from_peak = peak_profit - current_profit_pct
+            if peak_profit > 0:
+                retracement_pct = retracement_from_peak / peak_profit
+                if retracement_pct >= self.profit_retracement_pct:
+                    reason = f"追踪止损：最高盈利{peak_profit:.2%}，回撤{retracement_pct:.2%}"
+                    action = "close_long" if current_profit_pct > 0 else "close_short"
+                    return action, reason
+        
+        return "none", "no_action_needed"
+    
+    def execute_risk_action(self, action, reason):
+        """
+        执行风险管理操作
+        """
+        if action == "close_long":
+            logger.info(f"执行平多仓：{reason}")
+            close_all(self.symbol)
+            self.positions.pop(self.symbol, None)
+        elif action == "close_short":
+            logger.info(f"执行平空仓：{reason}")
+            close_all(self.symbol)
+            self.positions.pop(self.symbol, None)
+            
+    def update_position_entry(self, entry_price, position_type="long"):
+        """
+        更新持仓入场信息
+        """
+        self.positions[self.symbol] = {
+            'entry_price': entry_price,
+            'entry_time': pd.Timestamp.now(),
+            'position_type': position_type,
+            'peak_profit': 0.0
+        }
+        logger.info(f"记录持仓入场：价格={entry_price:.2f}, 类型={position_type}")
+        
+    def get_position_info(self):
+        """
+        获取当前持仓信息
+        """
+        return self.positions.get(self.symbol, None)
+        
+    def reset_positions(self):
+        """
+        重置所有持仓状态
+        """
+        self.positions.clear()
+        logger.info("重置所有持仓状态")