From d1e6c965cbcd6370527a683e5ff9324782c01135 Mon Sep 17 00:00:00 2001
From: jackyu66git <jackyu66@gmail.com>
Date: Mon, 4 May 2026 02:00:04 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20blacklistCoin=20=E8=AE=A1=E7=AE=97?=
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blacklistCoin 之前只设 Status=close_failed 就跑了, 没给
ExitDiffPct/ExitNetPnl/ExitLongPnl/ExitTotalFees 等字段赋值。
retryClose 写 TradeRecord 时全为零, 导致DB出现 PnL=0 的假记录。

修复: blacklistCoin 现在接收当前价格, 用 checkExit 相同方式
计算 PnL/价差收敛标签并存入 pos 字段。
---
 trader.go | 43 +++++++++++++++++++++++++++++++++++++++----
 1 file changed, 39 insertions(+), 4 deletions(-)

diff --git a/trader.go b/trader.go
index 6d7e981..2fb11ee 100644
--- a/trader.go
+++ b/trader.go
@@ -256,7 +256,7 @@ func (t *Trader) Tick(store *PriceStore, notifier *Notifier) {
 		// Blacklist: if position still open after 10 minutes without converging,
 		// the spread is likely stale data. Add coin to blacklist and force close.
 		if pos.Status == "open" && elapsed > 10*time.Minute {
-			t.blacklistCoin(pos, notifier)
+			t.blacklistCoin(pos, bgP, hlP, diffPct, notifier)
 		}
 	}
 }
@@ -991,17 +991,52 @@ func (t *Trader) restoreOpenPositions() {
 }
 
 // blacklistCoin adds a coin to the blacklist and force-closes its position.
-func (t *Trader) blacklistCoin(pos *ArbPosition, notifier *Notifier) {
+// Calculates exit PnL fields so retryClose writes correct data to DB.
+func (t *Trader) blacklistCoin(pos *ArbPosition, bgP, hlP, diffPct float64, notifier *Notifier) {
+	// Compute exit PnL the same way checkExit does
+	var longCurrent, shortCurrent float64
+	if pos.LongLeg.Exchange == ExBitget {
+		longCurrent, shortCurrent = bgP, hlP
+	} else {
+		longCurrent, shortCurrent = hlP, bgP
+	}
+	longAvg := weightedAvgPrice(pos.LongEntryPrices, t.cfg.TradeAmountUSD)
+	shortAvg := weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
+	longPnl := (longCurrent - longAvg) / longAvg * 100
+	shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
+	totalFees := 2 * (takerFees[ExBitget] + takerFees[ExHyperLiquid])
+	netPnl := longPnl + shortPnl - totalFees
+
+	pos.ExitDiffPct = diffPct
+	pos.ExitNetPnl = netPnl
+	pos.ExitLongPnl = longPnl
+	pos.ExitShortPnl = shortPnl
+	pos.ExitTotalFees = totalFees
+	pos.LongLeg.ExitPrice = longCurrent
+	pos.ShortLeg.ExitPrice = shortCurrent
+	pos.ExitReasonText = "黑名单强平"
+
+	// Convergence label
+	convergedPct := (pos.EntrySpread - diffPct) / pos.EntrySpread * 100
+	if convergedPct < -10 {
+		pos.ExitConvergence = "价差发散"
+	} else if convergedPct < 10 {
+		pos.ExitConvergence = "价差持平"
+	} else {
+		pos.ExitConvergence = "价差收敛"
+	}
+
 	t.mu.Lock()
 	t.blacklist[pos.Coin] = time.Now()
 	t.mu.Unlock()
 
-	log.Printf("[Trader] ⛔ %s: Blacklisted — position open %.0fm without convergence", pos.Coin, time.Since(pos.StartedAt).Minutes())
+	log.Printf("[Trader] ⛔ %s: Blacklisted — position open %.0fm without convergence | spread=%.4f%% netPnl=%.4f%%", pos.Coin, time.Since(pos.StartedAt).Minutes(), diffPct, netPnl)
 	notifier.Send(fmt.Sprintf(
 		"<b>[黑名单]</b>  %s/USDT\n"+
 			"  开仓 %.0f 分钟未收敛\n"+
+			"  价差: %.4f%%  净利: %.4f%%\n"+
 			"  已加入黑名单观察\n",
-		pos.Coin, time.Since(pos.StartedAt).Minutes()))
+		pos.Coin, time.Since(pos.StartedAt).Minutes(), diffPct, netPnl))
 
 	// Force-close the position immediately
 	pos.Status = "close_failed" // triggers retryClose on next tick