grid_trading_manager¶

网格交易管理器模块

提供网格交易的核心功能: - GridSession: 网格会话数据模型 - PriceTracker: 价格追踪状态机 - GridTradingManager: 网格交易管理器

GridSession `dataclass` ¶

GridSession(id: Optional[int] = None, stock_code: str = '', status: str = 'active', enabled: bool = True, center_price: float = 0.0, current_center_price: float = 0.0, price_interval: float = 0.05, position_ratio: float = 0.25, callback_ratio: float = 0.005, trade_mode: str = 'amount', fixed_volume: int = 0, max_investment: float = 0.0, current_investment: float = 0.0, max_deviation: float = 0.15, target_profit: float = 0.1, stop_loss: float = -0.1, end_time: Optional[datetime] = None, trade_count: int = 0, buy_count: int = 0, sell_count: int = 0, total_buy_amount: float = 0.0, total_sell_amount: float = 0.0, total_buy_volume: int = 0, total_sell_volume: int = 0, start_time: Optional[datetime] = None, stop_time: Optional[datetime] = None, stop_reason: Optional[str] = None)

网格交易会话

get_profit_ratio ¶

get_profit_ratio() -> float

计算网格盈亏率（基于max_investment）

公式: (total_sell_amount - total_buy_amount) / max_investment

设计原则: 1. 只计算网格交易本身的现金流差额，完全隔离市场波动 2. 分母使用max_investment，避免除零错误，且含义清晰（投入回报率） 3. 无交易时返回0.0，避免误触发止盈止损

get_profit_ratio_by_market_value ¶

get_profit_ratio_by_market_value(position_volume: float, current_price: float) -> float

以持仓市值为分母计算网格盈亏率（供 _check_exit_conditions 使用）

公式: (total_sell_amount - total_buy_amount) / (position_volume * current_price)

与 get_profit_ratio() 的区别: get_profit_ratio() 分母 = max_investment（固定）本方法分母 = 持仓市值（动态）

max_investment 通常远小于持仓市值，导致单次买入的净现金流出占比就

超过 stop_loss 阈值（生产 Bug 2026-04-01：-19.04% ≤ -10% 即触发）。改用持仓市值后，止损衡量的是"网格净流出相对于整体持仓的风险占比"，单次买入不再误触发，多次买入叠加价格下跌时仍会正确触发（DESIGN-4保留）。

降级条件: position_volume ≤ 0 或 current_price ≤ 0 → 降级为 get_profit_ratio() 测试参考: test/test_grid_profit_ratio_fix.py

get_true_pnl_ratio ¶

get_true_pnl_ratio(current_price: float, position_volume: float = 0) -> float

True P&L ratio -- industry best practice (realized + unrealized)

Formula

open_grid_volume = total_buy_volume - total_sell_volume true_pnl = (total_sell - total_buy) + open_grid_volume * current_price ratio = true_pnl / max_investment

At purchase moment: true_pnl = 0 (cash out = position value) After price drop: true_pnl < 0 (reflects actual loss) After round-trip: true_pnl = realized profit (open_vol = 0)

Fallback

If no volume tracking data (old sessions), uses get_profit_ratio_by_market_value() or get_profit_ratio()

get_grid_profit ¶

get_grid_profit() -> float

获取网格累计利润（绝对金额）

返回：

类型	描述
`float`	网格累计利润 = total_sell_amount - total_buy_amount

get_deviation_ratio ¶

get_deviation_ratio() -> float

计算当前偏离度

get_grid_levels ¶

get_grid_levels() -> dict

生成当前网格档位

PriceTracker `dataclass` ¶

PriceTracker(session_id: int, last_price: float = 0.0, peak_price: float = 0.0, valley_price: float = 0.0, direction: Optional[str] = None, crossed_level: Optional[float] = None, waiting_callback: bool = False)

价格追踪器,用于检测回调

update_price ¶

update_price(new_price: float)

更新价格并追踪峰谷值

check_callback ¶

check_callback(callback_ratio: float) -> Optional[str]

检查是否触发回调,返回信号类型

reset ¶

reset(price: float)

重置追踪器