feat: 远程MT5数据源 + 信号对冲/回撤锁仓模块

新增:
- core/risk/hedge.py: 对冲管理器
  - 信号对冲: 加权信号反向超阈值→半仓反向
  - 回撤锁仓: 浮亏超-0.3%→全仓锁死
  - 自动解锁: 信号回正/对冲止盈0.5%

改动:
- run/backtest.py: 支持远程数据源回测
- run/realtime.py: 远程/本地双模式
- core/risk/position.py: 集成HedgeManager
- core/risk/controller.py: 传递weighted_signal
- execution/realtime_trader.py: 传入加权信号
- core/data/live.py, utils.py: MetaTrader5懒加载(ARM兼容)
- config.py: HEDGE_CONFIG, REMOTE配置, INITIAL_CAPITAL=1944

今日实盘: 9单, +7.4% (944→088)
This commit is contained in:
songkl
2026-05-11 23:46:49 +08:00
parent 4cb4f4a15e
commit 878e0f4a03
10 changed files with 478 additions and 89 deletions
+6 -2
View File
@@ -1,5 +1,6 @@
from core.risk.market_state import MarketStateAnalyzer
from core.risk.position import PositionManager
from logger import logger
class RiskController:
@@ -16,8 +17,11 @@ class RiskController:
def process_trading_signal(self, direction, current_price, signal_strength=0.0):
return self.position_manager.open_position(direction, current_price, signal_strength)
def monitor_positions(self, current_price, dry_run=False):
self.position_manager.monitor_positions(current_price, dry_run)
def monitor_positions(self, current_price, dry_run=False, weighted_signal=0.0):
self.position_manager.monitor_positions(current_price, dry_run, weighted_signal)
# 对冲摘要日志
if self.position_manager.hedge_manager and self.position_manager.hedge_manager.active_hedges > 0:
logger.info(f"🔒 活跃对冲: {self.position_manager.hedge_manager.active_hedges}")
def sync_state(self):
self.position_manager.update_equity()