From f38a471cd30c3b73dcf360893222a049005910c3 Mon Sep 17 00:00:00 2001 From: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com> Date: Tue, 4 Nov 2025 18:58:20 +0800 Subject: [PATCH] fix(stats): aggregate partial closes into single trade for accurate statistics MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit ## Problem Multiple partial_close actions on the same position were being counted as separate trades, inflating TotalTrades count and distorting win rate/profit factor statistics. **Example of bug:** - Open 1 BTC @ $100,000 - Partial close 30% @ $101,000 → Counted as trade #1 ❌ - Partial close 50% @ $102,000 → Counted as trade #2 ❌ - Close remaining 20% @ $103,000 → Counted as trade #3 ❌ - **Result:** 3 trades instead of 1 ❌ ## Solution ### 1. Added tracking fields to openPositions map - `remainingQuantity`: Tracks remaining position size - `accumulatedPnL`: Accumulates PnL from all partial closes - `partialCloseCount`: Counts number of partial close operations - `partialCloseVolume`: Total volume closed partially ### 2. Modified partial_close handling logic - Each partial_close: - Accumulates PnL into `accumulatedPnL` - Reduces `remainingQuantity` - **Does NOT increment TotalTrades++** - Keeps position in openPositions map - Only when `remainingQuantity <= 0.0001`: - Records ONE TradeOutcome with aggregated PnL - Increments TotalTrades++ once - Removes from openPositions map ### 3. Updated full close handling - If position had prior partial closes: - Adds `accumulatedPnL` to final close PnL - Reports total PnL in TradeOutcome ### 4. Fixed GetStatistics() - Removed `partial_close` from TotalClosePositions count - Only `close_long/close_short/auto_close` count as close operations ## Impact - ✅ Statistics now accurate: multiple partial closes = 1 trade - ✅ Win rate calculated correctly - ✅ Profit factor reflects true performance - ✅ Backward compatible: handles positions without tracking fields ## Testing - ✅ Compiles successfully - ⚠️ Requires validation with live partial_close scenarios ## Code Changes ``` logger/decision_logger.go: - Lines 420-430: Add tracking fields to openPositions - Lines 441-534: Implement partial_close aggregation logic - Lines 536-593: Update full close to include accumulated PnL - Lines 246-250: Fix GetStatistics() to exclude partial_close ``` --- logger/decision_logger.go | 255 ++++++++++++++++++++++++++++---------- 1 file changed, 187 insertions(+), 68 deletions(-) diff --git a/logger/decision_logger.go b/logger/decision_logger.go index efa5ab74..c9630508 100644 --- a/logger/decision_logger.go +++ b/logger/decision_logger.go @@ -50,9 +50,9 @@ type PositionSnapshot struct { // DecisionAction 决策动作 type DecisionAction struct { - Action string `json:"action"` // open_long, open_short, close_long, close_short + Action string `json:"action"` // open_long, open_short, close_long, close_short, update_stop_loss, update_take_profit, partial_close Symbol string `json:"symbol"` // 币种 - Quantity float64 `json:"quantity"` // 数量 + Quantity float64 `json:"quantity"` // 数量（部分平仓时使用） Leverage int `json:"leverage"` // 杠杆（开仓时） Price float64 `json:"price"` // 执行价格 OrderID int64 `json:"order_id"` // 订单ID @@ -243,8 +243,11 @@ func (l *DecisionLogger) GetStatistics() (*Statistics, error) { switch action.Action { case "open_long", "open_short": stats.TotalOpenPositions++ - case "close_long", "close_short": + case "close_long", "close_short", "auto_close_long", "auto_close_short": stats.TotalClosePositions++ + // 🔧 BUG FIX：partial_close 不計入 TotalClosePositions，避免重複計數 + // case "partial_close": // 不計數，因為只有完全平倉才算一次 + // update_stop_loss 和 update_take_profit 不計入統計 } } } @@ -348,11 +351,22 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna symbol := action.Symbol side := "" - if action.Action == "open_long" || action.Action == "close_long" { + if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" { side = "long" - } else if action.Action == "open_short" || action.Action == "close_short" { + } else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" { side = "short" } + + // partial_close 需要根據持倉判斷方向 + if action.Action == "partial_close" && side == "" { + for key, pos := range openPositions { + if posSymbol, _ := pos["side"].(string); key == symbol+"_"+posSymbol { + side = posSymbol + break + } + } + } + posKey := symbol + "_" + side switch action.Action { @@ -365,9 +379,10 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna "quantity": action.Quantity, "leverage": action.Leverage, } - case "close_long", "close_short": + case "close_long", "close_short", "auto_close_long", "auto_close_short": // 移除已平仓记录 delete(openPositions, posKey) + // partial_close 不處理，保留持倉記錄 } } } @@ -382,25 +397,41 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna symbol := action.Symbol side := "" - if action.Action == "open_long" || action.Action == "close_long" { + if action.Action == "open_long" || action.Action == "close_long" || action.Action == "partial_close" || action.Action == "auto_close_long" { side = "long" - } else if action.Action == "open_short" || action.Action == "close_short" { + } else if action.Action == "open_short" || action.Action == "close_short" || action.Action == "auto_close_short" { side = "short" } + + // partial_close 需要根據持倉判斷方向 + if action.Action == "partial_close" { + // 從 openPositions 中查找持倉方向 + for key, pos := range openPositions { + if posSymbol, _ := pos["side"].(string); key == symbol+"_"+posSymbol { + side = posSymbol + break + } + } + } + posKey := symbol + "_" + side // 使用symbol_side作为key，区分多空持仓 switch action.Action { case "open_long", "open_short": // 更新开仓记录（可能已经在预填充时记录过了） openPositions[posKey] = map[string]interface{}{ - "side": side, - "openPrice": action.Price, - "openTime": action.Timestamp, - "quantity": action.Quantity, - "leverage": action.Leverage, + "side": side, + "openPrice": action.Price, + "openTime": action.Timestamp, + "quantity": action.Quantity, + "leverage": action.Leverage, + "remainingQuantity": action.Quantity, // 🔧 BUG FIX：追蹤剩餘數量 + "accumulatedPnL": 0.0, // 🔧 BUG FIX：累積部分平倉盈虧 + "partialCloseCount": 0, // 🔧 BUG FIX：部分平倉次數 + "partialCloseVolume": 0.0, // 🔧 BUG FIX：部分平倉總量 } - case "close_long", "close_short": + case "close_long", "close_short", "partial_close", "auto_close_long", "auto_close_short": // 查找对应的开仓记录（可能来自预填充或当前窗口） if openPos, exists := openPositions[posKey]; exists { openPrice := openPos["openPrice"].(float64) @@ -409,71 +440,159 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna quantity := openPos["quantity"].(float64) leverage := openPos["leverage"].(int) - // 计算实际盈亏（USDT） - // 合约交易 PnL 计算：quantity × 价格差 - // 注意：杠杆不影响绝对盈亏，只影响保证金需求 + // 🔧 BUG FIX：取得追蹤字段（若不存在則初始化） + remainingQty, _ := openPos["remainingQuantity"].(float64) + if remainingQty == 0 { + remainingQty = quantity // 兼容舊數據（沒有 remainingQuantity 字段） + } + accumulatedPnL, _ := openPos["accumulatedPnL"].(float64) + partialCloseCount, _ := openPos["partialCloseCount"].(int) + partialCloseVolume, _ := openPos["partialCloseVolume"].(float64) + + // 对于 partial_close，使用实际平仓数量；否则使用剩余仓位数量 + actualQuantity := remainingQty + if action.Action == "partial_close" { + actualQuantity = action.Quantity + } + + // 计算本次平仓的盈亏（USDT） var pnl float64 if side == "long" { - pnl = quantity * (action.Price - openPrice) + pnl = actualQuantity * (action.Price - openPrice) } else { - pnl = quantity * (openPrice - action.Price) + pnl = actualQuantity * (openPrice - action.Price) } - // 计算盈亏百分比（相对保证金） - positionValue := quantity * openPrice - marginUsed := positionValue / float64(leverage) - pnlPct := 0.0 - if marginUsed > 0 { - pnlPct = (pnl / marginUsed) * 100 - } + // 🔧 BUG FIX：處理 partial_close 聚合邏輯 + if action.Action == "partial_close" { + // 累積盈虧和數量 + accumulatedPnL += pnl + remainingQty -= actualQuantity + partialCloseCount++ + partialCloseVolume += actualQuantity - // 记录交易结果 - outcome := TradeOutcome{ - Symbol: symbol, - Side: side, - Quantity: quantity, - Leverage: leverage, - OpenPrice: openPrice, - ClosePrice: action.Price, - PositionValue: positionValue, - MarginUsed: marginUsed, - PnL: pnl, - PnLPct: pnlPct, - Duration: action.Timestamp.Sub(openTime).String(), - OpenTime: openTime, - CloseTime: action.Timestamp, - } + // 更新 openPositions（保留持倉記錄，但更新追蹤數據） + openPos["remainingQuantity"] = remainingQty + openPos["accumulatedPnL"] = accumulatedPnL + openPos["partialCloseCount"] = partialCloseCount + openPos["partialCloseVolume"] = partialCloseVolume - analysis.RecentTrades = append(analysis.RecentTrades, outcome) - analysis.TotalTrades++ + // 判斷是否已完全平倉 + if remainingQty <= 0.0001 { // 使用小閾值避免浮點誤差 + // ✅ 完全平倉：記錄為一筆完整交易 + positionValue := quantity * openPrice + marginUsed := positionValue / float64(leverage) + pnlPct := 0.0 + if marginUsed > 0 { + pnlPct = (accumulatedPnL / marginUsed) * 100 + } - // 分类交易：盈利、亏损、持平（避免将pnl=0算入亏损） - if pnl > 0 { - analysis.WinningTrades++ - analysis.AvgWin += pnl - } else if pnl < 0 { - analysis.LosingTrades++ - analysis.AvgLoss += pnl - } - // pnl == 0 的交易不计入盈利也不计入亏损，但计入总交易数 + outcome := TradeOutcome{ + Symbol: symbol, + Side: side, + Quantity: quantity, // 使用原始總量 + Leverage: leverage, + OpenPrice: openPrice, + ClosePrice: action.Price, // 最後一次平倉價格 + PositionValue: positionValue, + MarginUsed: marginUsed, + PnL: accumulatedPnL, // 🔧 使用累積盈虧 + PnLPct: pnlPct, + Duration: action.Timestamp.Sub(openTime).String(), + OpenTime: openTime, + CloseTime: action.Timestamp, + } - // 更新币种统计 - if _, exists := analysis.SymbolStats[symbol]; !exists { - analysis.SymbolStats[symbol] = &SymbolPerformance{ - Symbol: symbol, + analysis.RecentTrades = append(analysis.RecentTrades, outcome) + analysis.TotalTrades++ // 🔧 只在完全平倉時計數 + + // 分类交易 + if accumulatedPnL > 0 { + analysis.WinningTrades++ + analysis.AvgWin += accumulatedPnL + } else if accumulatedPnL < 0 { + analysis.LosingTrades++ + analysis.AvgLoss += accumulatedPnL + } + + // 更新币种统计 + if _, exists := analysis.SymbolStats[symbol]; !exists { + analysis.SymbolStats[symbol] = &SymbolPerformance{ + Symbol: symbol, + } + } + stats := analysis.SymbolStats[symbol] + stats.TotalTrades++ + stats.TotalPnL += accumulatedPnL + if accumulatedPnL > 0 { + stats.WinningTrades++ + } else if accumulatedPnL < 0 { + stats.LosingTrades++ + } + + // 刪除持倉記錄 + delete(openPositions, posKey) } - } - stats := analysis.SymbolStats[symbol] - stats.TotalTrades++ - stats.TotalPnL += pnl - if pnl > 0 { - stats.WinningTrades++ - } else if pnl < 0 { - stats.LosingTrades++ - } + // ⚠️ 否則不做任何操作（等待後續 partial_close 或 full close） - // 移除已平仓记录 - delete(openPositions, posKey) + } else { + // 🔧 完全平倉（close_long/close_short/auto_close） + // 如果之前有部分平倉，需要加上累積的 PnL + totalPnL := accumulatedPnL + pnl + + positionValue := quantity * openPrice + marginUsed := positionValue / float64(leverage) + pnlPct := 0.0 + if marginUsed > 0 { + pnlPct = (totalPnL / marginUsed) * 100 + } + + outcome := TradeOutcome{ + Symbol: symbol, + Side: side, + Quantity: quantity, // 使用原始總量 + Leverage: leverage, + OpenPrice: openPrice, + ClosePrice: action.Price, + PositionValue: positionValue, + MarginUsed: marginUsed, + PnL: totalPnL, // 🔧 包含之前部分平倉的 PnL + PnLPct: pnlPct, + Duration: action.Timestamp.Sub(openTime).String(), + OpenTime: openTime, + CloseTime: action.Timestamp, + } + + analysis.RecentTrades = append(analysis.RecentTrades, outcome) + analysis.TotalTrades++ + + // 分类交易 + if totalPnL > 0 { + analysis.WinningTrades++ + analysis.AvgWin += totalPnL + } else if totalPnL < 0 { + analysis.LosingTrades++ + analysis.AvgLoss += totalPnL + } + + // 更新币种统计 + if _, exists := analysis.SymbolStats[symbol]; !exists { + analysis.SymbolStats[symbol] = &SymbolPerformance{ + Symbol: symbol, + } + } + stats := analysis.SymbolStats[symbol] + stats.TotalTrades++ + stats.TotalPnL += totalPnL + if totalPnL > 0 { + stats.WinningTrades++ + } else if totalPnL < 0 { + stats.LosingTrades++ + } + + // 刪除持倉記錄 + delete(openPositions, posKey) + } } } }