fix: 移除多余的netPnl和反转检查, 收敛即退出(0.02%)
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@@ -534,19 +534,12 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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exitReason = "利润止盈"
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exitReason = "利润止盈"
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}
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}
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// Convergence exit: spread narrowed significantly and we're profitable
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// Convergence exit: spread narrowed to ≤ 0.02% (includes reversal)
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// Prevents positions from sitting at near-zero spread waiting for timeout
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if diffPct <= 0.02 {
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if diffPct <= 0.02 && netPnl > 0 {
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shouldExit = true
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shouldExit = true
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exitReason = "价差收敛止盈"
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exitReason = "价差收敛止盈"
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}
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}
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// Emergency reversal: spread flipped negative — cut losses
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if diffPct < 0 {
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shouldExit = true
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exitReason = "价差反转平仓"
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}
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// Timeout: configured max hold time
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// Timeout: configured max hold time
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if elapsed > t.cfg.PositionTimeout {
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if elapsed > t.cfg.PositionTimeout {
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shouldExit = true
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shouldExit = true
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