fix(trader): restore TP/SL after partial_close to prevent unprotected positions

## Problem
- User reported: After partial_close, remaining position has NO TP/SL protection
- Root cause: Binance automatically cancels TP/SL orders when position size changes
- Impact: Remaining position exposed to unlimited risk (爆仓风险)

## Why TP/SL disappears
```
Opening:
  Position: 0.130 BTC
  TP order: 0.130 BTC ✓
  SL order: 0.130 BTC ✓

After 50% partial_close:
  Position: 0.065 BTC (remaining)
  TP order: 0.130 BTC  Quantity mismatch → Binance cancels
  SL order: 0.130 BTC  Quantity mismatch → Binance cancels
  → Remaining position has NO protection
```

## Solution

### Code changes (trader/auto_trader.go:1278-1305)

After partial_close execution, restore TP/SL with new quantity:

```go
// If AI provides new TP/SL prices
if decision.NewStopLoss > 0 || decision.NewTakeProfit > 0 {
    // Re-set SL with remaining quantity
    at.trader.SetStopLoss(symbol, side, remainingQuantity, newStopLoss)
    // Re-set TP with remaining quantity
    at.trader.SetTakeProfit(symbol, side, remainingQuantity, newTakeProfit)
} else {
    // WARNING: Remaining position has NO protection
    log.Printf("⚠️⚠️⚠️ 警告: 剩余仓位无止盈止损保护")
}
```

### Prompt updates

**Updated files**:
- prompts/adaptive.txt (line 171)
- prompts/default.txt (line 190)
- prompts/nof1.txt (line 334)

**Key change**: Emphasize AI MUST provide `new_stop_loss` and `new_take_profit` in `partial_close` decisions:

```markdown
- **partial_close**: Fill `close_percentage` (1-100),
  **STRONGLY RECOMMEND** providing `new_stop_loss` AND `new_take_profit`
  to protect remaining position (otherwise NO stop protection)
```

## Benefits

-  Risk control: Remaining position protected after partial_close
-  Clear warning: Logs explicit warning if AI doesn't provide new TP/SL
-  AI guidance: Updated prompts emphasize importance of new TP/SL
-  Backwards compatible: Works even if AI doesn't provide (just warns)

## Testing checklist

- [ ] Partial_close with new_stop_loss & new_take_profit → TP/SL restored
- [ ] Check Binance UI shows TP/SL orders after partial_close
- [ ] Partial_close without new TP/SL → Warning logged
- [ ] Remaining quantity matches TP/SL order quantity

Related: partial-close-tpsl-bug.md
This commit is contained in:
ZhouYongyou
2025-11-05 01:27:09 +08:00
parent 5693871081
commit 1b48c06362
5 changed files with 36 additions and 7 deletions

View File

@@ -1275,6 +1275,35 @@ func (at *AutoTrader) executePartialCloseWithRecord(decision *decision.Decision,
log.Printf(" ✓ 部分平仓成功: 平仓 %.4f (%.1f%%), 剩余 %.4f",
closeQuantity, decision.ClosePercentage, remainingQuantity)
// 🔧 FIX: 部分平仓后重新设置止盈止损(基于剩余数量)
// 币安会自动取消原来的止盈止损订单(因为数量不匹配),所以必须重新设置
if decision.NewStopLoss > 0 || decision.NewTakeProfit > 0 {
log.Printf(" 🎯 更新剩余仓位的止盈止损...")
// 设置新止损(基于剩余数量)
if decision.NewStopLoss > 0 {
if err := at.trader.SetStopLoss(decision.Symbol, positionSide, remainingQuantity, decision.NewStopLoss); err != nil {
log.Printf(" ⚠️ 设置新止损失败: %v", err)
} else {
log.Printf(" ✓ 已设置新止损: %.4f (数量: %.4f)", decision.NewStopLoss, remainingQuantity)
}
}
// 设置新止盈(基于剩余数量)
if decision.NewTakeProfit > 0 {
if err := at.trader.SetTakeProfit(decision.Symbol, positionSide, remainingQuantity, decision.NewTakeProfit); err != nil {
log.Printf(" ⚠️ 设置新止盈失败: %v", err)
} else {
log.Printf(" ✓ 已设置新止盈: %.4f (数量: %.4f)", decision.NewTakeProfit, remainingQuantity)
}
}
} else {
// ⚠️ AI 没有提供新的止盈止损,剩余仓位将失去保护
log.Printf(" ⚠️⚠️⚠️ 警告: 部分平仓后AI未提供新的止盈止损价格")
log.Printf(" → 剩余仓位 %.4f (价值 %.2f USDT) 目前没有止盈止损保护", remainingQuantity, remainingValue)
log.Printf(" → 建议: 在 partial_close 决策中包含 new_stop_loss 和 new_take_profit 字段")
}
return nil
}
@@ -1594,8 +1623,8 @@ func normalizeSymbol(symbol string) string {
// extractNewsSymbols 提取需要收集新闻的币种(持仓 + 候选币前几个 + BTC
func (at *AutoTrader) extractNewsSymbols(positions []decision.PositionInfo, candidates []decision.CandidateCoin) []string {
const (
maxNewsSymbols = 10 // 最多收集10个币种的新闻避免请求过多
maxCandidatesForNews = 5 // 从候选币中取前5个
maxNewsSymbols = 10 // 最多收集10个币种的新闻避免请求过多
maxCandidatesForNews = 5 // 从候选币中取前5个
)
symbolSet := make(map[string]bool)