mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
synced 2026-07-28 03:07:48 +00:00
878e0f4a03
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)
42 lines
1.8 KiB
Python
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)
|