fix: 收敛退出放宽到0.02%+净利为正, 恢复到0.02%即退不亏钱

2026-05-04 01:55:22 +08:00
parent 51b8ee0c8a
commit 1c0618583c
3 changed files with 88 additions and 4 deletions
@@ -135,8 +135,9 @@ Round trip (2 legs entry + 2 legs exit): configurable, default **0.21%** total f
   - `entering` map prevents duplicate entries on same coin
 3. **Scale-in** adds another leg-worth when spread widens another `scale_step_pct` (default 0.10%)
 4. **Exit** conditions (whichever hits first):
-   - **Net profit ≥ `take_profit_pct`** → **利润止盈**
-   - **Spread converges to ≤ 0 (prices equal or reversed)** → **价差收敛止盈**
+   - **Net profit ≥ `take_profit_pct`** → **利润止盈**（大盈利退出）
+   - **Spread narrowed to ≤ 0.02% + netPnl > 0** → **价差收敛止盈**（小盈利退出）
+   - **Spread flipped negative** → **价差反转平仓**（紧急止损）
   - **Position held > `position_timeout_sec`** → **超时平仓**
 5. **Direction**: BG → HL (buy BG, sell HL) or HL → BG (buy HL, sell BG)