Files
mt5_python_ea_suite/core/risk/controller.py
T
songkl 878e0f4a03 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)
2026-05-11 23:46:49 +08:00

42 lines
1.8 KiB
Python

from core.risk.market_state import MarketStateAnalyzer
from core.risk.position import PositionManager
from logger import logger
class RiskController:
"""风险管理控制器 — 门面模式,组合 PositionManager 和 MarketStateAnalyzer"""
def __init__(self, data_provider, trade_direction="both",
risk_config: dict = None,
market_state_analyzer: MarketStateAnalyzer = None):
self.data_provider = data_provider
self.position_manager = PositionManager(data_provider, trade_direction, risk_config)
self.market_state_analyzer = market_state_analyzer or MarketStateAnalyzer(data_provider)
self.trade_direction = trade_direction
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, 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} 个")
def sync_state(self):
self.position_manager.update_equity()
self.position_manager.sync_positions()
def get_account_status(self):
return {
'equity': self.position_manager.total_equity,
'open_positions': len(self.position_manager.positions),
'trade_summary': self.position_manager.get_trade_summary(),
}
def get_positions(self):
return self.position_manager.positions
def save_trade_history(self, base_filename):
self.position_manager.save_trade_history(base_filename)