From dd15c6fe4396a0d5c2053bf2f2fff88344945bf7 Mon Sep 17 00:00:00 2001
From: jackyu66git <jackyu66@gmail.com>
Date: Mon, 4 May 2026 01:57:56 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E7=A7=BB=E9=99=A4=E5=A4=9A=E4=BD=99?=
 =?UTF-8?q?=E7=9A=84netPnl=E5=92=8C=E5=8F=8D=E8=BD=AC=E6=A3=80=E6=9F=A5,?=
 =?UTF-8?q?=20=E6=94=B6=E6=95=9B=E5=8D=B3=E9=80=80=E5=87=BA(0.02%)?=
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---
 trader.go | 11 ++---------
 1 file changed, 2 insertions(+), 9 deletions(-)

diff --git a/trader.go b/trader.go
index 930e82e..6d7e981 100644
--- a/trader.go
+++ b/trader.go
@@ -534,19 +534,12 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 		exitReason = "利润止盈"
 	}
 
-	// Convergence exit: spread narrowed significantly and we're profitable
-	// Prevents positions from sitting at near-zero spread waiting for timeout
-	if diffPct <= 0.02 && netPnl > 0 {
+	// Convergence exit: spread narrowed to ≤ 0.02% (includes reversal)
+	if diffPct <= 0.02 {
 		shouldExit = true
 		exitReason = "价差收敛止盈"
 	}
 
-	// Emergency reversal: spread flipped negative — cut losses
-	if diffPct < 0 {
-		shouldExit = true
-		exitReason = "价差反转平仓"
-	}
-
 	// Timeout: configured max hold time
 	if elapsed > t.cfg.PositionTimeout {
 		shouldExit = true