| | |
| | | private volatile int accumulatedLongLossCount = 0; |
| | | /** 空头累计止损次数(始终递增,加仓订单成交后归零) */ |
| | | private volatile int accumulatedShortLossCount = 0; |
| | | /** 多头加仓执行次数(每次真正产生额外加仓量 addMultiplier>0 的多仓止损追单 +1,用于加仓停止阈值判断) */ |
| | | private volatile int accumulatedLongAddCount = 0; |
| | | /** 空头加仓执行次数(每次真正产生额外加仓量 addMultiplier>0 的空仓止损追单 +1,用于加仓停止阈值判断) */ |
| | | private volatile int accumulatedShortAddCount = 0; |
| | | /** 最近触发止损的多头网格ID */ |
| | | private volatile int lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | /** 最近触发止损的空头网格ID */ |
| | |
| | | shortActive = false; |
| | | accumulatedLongLossCount = 0; |
| | | accumulatedShortLossCount = 0; |
| | | accumulatedLongAddCount = 0; |
| | | accumulatedShortAddCount = 0; |
| | | lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | dualStopLossModeActive.set(false); |
| | |
| | | |
| | | log.info("[Gate] 重置策略,开始第{}轮...", currentRound); |
| | | state = StrategyState.STOPPED; |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | } catch (ApiException e) { |
| | | e.printStackTrace(); |
| | | } |
| | | closeExistingPositions(); |
| | | // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置 |
| | | // 关键修复:取消+平仓+延时+重启必须整体放进 executor 队列末尾,让上一轮排队的 |
| | | // 挂单任务先执行完(挂到交易所),随后的 cancel 才能取消到它们。若 cancel 仍留在 |
| | | // WS 线程同步执行,会早于上一轮挂单任务,取消不到"尚未挂出"的单(竞态)。 |
| | | executor.submitTask(() -> { |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | } catch (ApiException e) { |
| | | e.printStackTrace(); |
| | | } |
| | | closeExistingPositions(); |
| | | try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } |
| | | // 注意:startGrid() 会将 currentRound 归零,这里需要保留 |
| | | int savedRound = currentRound; |
| | |
| | | lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | // [Gate-需求2] 加仓后先撤空仓所有止盈+止损,再查交易所持仓后重挂 |
| | | cancelAllShortTakeProfitsAndStopLosses(); |
| | | // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底 |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()); |
| | | // REST/WS 持仓可能因交易所延迟返回旧值(仓位归零后重开甚至为 0), |
| | | // 与本次成交张数 filledQty 取最大值兜底,避免 posSize=0 导致止盈止损全部跳过 |
| | | int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty); |
| | | extendShortStopLoss(posSize, shortGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在多仓第一止损位 |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | |
| | | lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | // [Gate-需求2] 加仓后先撤多仓所有止盈+止损,再查交易所持仓后重挂 |
| | | cancelAllLongTakeProfitsAndStopLosses(); |
| | | // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底 |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()); |
| | | // REST/WS 持仓可能因交易所延迟返回旧值(仓位归零后重开甚至为 0), |
| | | // 与本次成交张数 filledQty 取最大值兜底,避免 posSize=0 导致止盈止损全部跳过 |
| | | int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty); |
| | | extendLongStopLoss(posSize, longGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位 |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | |
| | | // String quantity = String.valueOf(config.getBaseQuantity()); |
| | | |
| | | |
| | | String quantity = calculateEntryQuantity(true, false); |
| | | String quantity = calculateEntryQuantity(true, false, 0); |
| | | // 向下检查是否已有多单挂在更低价格网格,有则跳过(防止价格回升后重复挂单) |
| | | boolean hasLongOrderBelow = false; |
| | | GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId()); |
| | |
| | | // String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity())); |
| | | // String quantity = String.valueOf(config.getBaseQuantity()); |
| | | |
| | | String quantity = calculateEntryQuantity(false, false); |
| | | String quantity = calculateEntryQuantity(false, false, 0); |
| | | // 向上检查是否已有空单挂在更高价格网格,有则跳过(防止价格回落后重复挂单) |
| | | boolean hasShortOrderAbove = false; |
| | | GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId()); |
| | |
| | | } |
| | | |
| | | /** |
| | | * 根据 {@code stopLossCountMode} 计算当前有效的加仓执行次数(与止损次数的统计口径一致)。 |
| | | * <p>加仓执行次数 = 真正产生额外加仓量(addMultiplier > 0)的止损追单累计次数, |
| | | * 用于加仓停止阈值判断。</p> |
| | | * |
| | | * @param isLong {@code true}=多仓方向,{@code false}=空仓方向 |
| | | * @return 有效加仓执行次数 |
| | | */ |
| | | private int getEffectiveAddCount(boolean isLong) { |
| | | if ("single".equals(config.getStopLossCountMode())) { |
| | | return isLong ? accumulatedLongAddCount : accumulatedShortAddCount; |
| | | } |
| | | // "dual" — 双向总次数 |
| | | return accumulatedLongAddCount + accumulatedShortAddCount; |
| | | } |
| | | |
| | | /** |
| | | * 记录一次加仓执行(用于加仓停止阈值判断)。 |
| | | * <p>仅当本次追单的加仓公式<b>真正产生了额外加仓量</b>(addMultiplier > 0,即 addQty > 0)时计数; |
| | | * 只挂基础张数的追单不计入。判断依据 {@link #computeAddQty(boolean)} 与 |
| | | * {@link #calculateEntryQuantity(boolean, boolean, int)} 共用同一套计数状态, |
| | | * 同一处理器内止损次数不变,二者结果一致。</p> |
| | | * |
| | | * @param isLong {@code true}=多仓方向,{@code false}=空仓方向 |
| | | */ |
| | | private void recordAddExecution(boolean isLong) { |
| | | if (computeAddQty(isLong) <= 0) { |
| | | // 本次未产生额外加仓量(addMultiplier = 0),不计入执行次数 |
| | | return; |
| | | } |
| | | if (isLong) { |
| | | accumulatedLongAddCount++; |
| | | } else { |
| | | accumulatedShortAddCount++; |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 计算本次追单的额外加仓量(addQty),供 {@link #calculateEntryQuantity(boolean, boolean, int)} |
| | | * 与 {@link #recordAddExecution(boolean)} 共用,保证「加仓执行」判定与下单计算同源。 |
| | | * <pre> |
| | | * effectiveCount = max(0, 累计止损次数 - addPositionStartThreshold) ← 启动阈值 |
| | | * divisor = addPositionInterval + 1 |
| | | * addMultiplier = floor(effectiveCount / divisor) |
| | | * addQty = addMultiplier × addPositionQuantity |
| | | * </pre> |
| | | * 加仓停止阈值:加仓执行次数达到 {@code addPositionStopThreshold} 后 addMultiplier 强制归零 |
| | | * (addQty = 0),回到基础张数;0 = 不限制。 |
| | | * |
| | | * @param isLong {@code true}=多仓方向,{@code false}=空仓方向 |
| | | * @return 额外加仓张数(0 表示本次不加仓) |
| | | */ |
| | | private int computeAddQty(boolean isLong) { |
| | | int effectiveCount = getEffectiveStopLossCount(isLong); |
| | | int startThreshold = config.getAddPositionStartThreshold(); |
| | | if (startThreshold > 0) { |
| | | effectiveCount = Math.max(0, effectiveCount - startThreshold); |
| | | } |
| | | // 加仓停止阈值:按「加仓执行次数」(真正产生额外加仓量的执行)计数, |
| | | // 已达到停止阈值则加仓量归零,回到基础张数 |
| | | int stopThreshold = config.getAddPositionStopThreshold(); |
| | | boolean addStopped = stopThreshold > 0 && getEffectiveAddCount(isLong) >= stopThreshold; |
| | | // divisor = interval + 1:interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...) |
| | | int interval = config.getAddPositionInterval(); |
| | | int divisor = interval + 1; |
| | | int addMultiplier = (!addStopped && interval >= 0) ? effectiveCount / divisor : 0; |
| | | return addMultiplier * config.getAddPositionQuantity(); |
| | | } |
| | | |
| | | /** |
| | | * 根据加仓配置计算入场/追单时的实际下单量。 |
| | | * <p>公式:</p> |
| | | * <pre> |
| | |
| | | * <li>{@code respectCurrentPosition=true}:{@code upperLimit = maxPositionPerSide - 当前持仓} |
| | | * (止损追单,保证单边总持仓 ≤ maxPositionPerSide)</li> |
| | | * </ul> |
| | | * <p>加仓停止阈值 {@code addPositionStopThreshold}:</p> |
| | | * <ul> |
| | | * <li>{@code 0} = 不限制;</li> |
| | | * <li>{@code > 0} 时按「加仓执行次数」(真正产生额外加仓量 addMultiplier > 0 的执行)计数, |
| | | * 达到该次数后不再追加加仓量 {@code addQty},下单量回到 {@code baseQuantity}。</li> |
| | | * </ul> |
| | | * |
| | | * @param isLong {@code true}=多仓方向,{@code false}=空仓方向 |
| | | * @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓;{@code false}=仅限制单次下单量 |
| | | * @param stopLossSize 本次止损单张数(仅止损追单场景传入,用于修正 REST 时序竞态;其余场景传 0) |
| | | * @return 实际下单张数(字符串) |
| | | */ |
| | | private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) { |
| | | private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) { |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int interval = config.getAddPositionInterval(); |
| | | int addQtyPerUnit = config.getAddPositionQuantity(); |
| | | int maxPerSide = config.getMaxPositionPerSide(); |
| | | |
| | | int effectiveCount = getEffectiveStopLossCount(isLong); |
| | | int startThreshold = config.getAddPositionStartThreshold(); |
| | | if (startThreshold > 0) { |
| | | effectiveCount = Math.max(0, effectiveCount - startThreshold); |
| | | } |
| | | // divisor = interval + 1:interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...) |
| | | int divisor = interval + 1; |
| | | int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0; |
| | | int addQty = addMultiplier * addQtyPerUnit; |
| | | // 额外加仓量由 computeAddQty 统一计算(含启动/停止阈值与间隔公式) |
| | | int addQty = computeAddQty(isLong); |
| | | int totalQty = baseQty + addQty; |
| | | |
| | | if (maxPerSide > 0) { |
| | | int upperLimit = maxPerSide; |
| | | if (respectCurrentPosition) { |
| | | // 止损追单:单边总持仓不得超过 maxPerSide,追单量 = maxPerSide - 当前持仓。 |
| | | // 止损单刚成交、WS 持仓推送尚未到达,必须用 REST 实时查询绕过 WS 缓存时序竞态, |
| | | // 否则会取到滞后的旧持仓(如止损前仍为 10),把追单量错误扣减。 |
| | | // 止损单刚成交、REST 查询可能仍返回止损前持仓(时序竞态), |
| | | // 减去本次止损单张数得到止损后的真实持仓,避免追单量被错误扣减。 |
| | | int currentPos = isLong |
| | | ? queryPositionSize(Position.ModeEnum.DUAL_LONG) |
| | | : queryPositionSize(Position.ModeEnum.DUAL_SHORT); |
| | | if (stopLossSize > 0) { |
| | | currentPos = Math.max(0, currentPos - stopLossSize); |
| | | } |
| | | upperLimit = maxPerSide - currentPos; |
| | | } |
| | | if (upperLimit <= 0) { |
| | |
| | | |
| | | // 止损追单:同一网格可有多笔挂单,不判断 isHasLongOrder,直接挂单 |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | String size = calculateEntryQuantity(true, true); |
| | | log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 多仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(true), getEffectiveAddCount(true), config.getAddPositionStopThreshold(), |
| | | config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | if (Integer.parseInt(size) <= 0) { |
| | | log.warn("[Gate] 多仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide()); |
| | | } else { |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, size); |
| | | // 记录加仓执行次数:仅当本次真正产生了额外加仓量(addMultiplier > 0)时计数 |
| | | recordAddExecution(true); |
| | | } |
| | | |
| | | // 取消 gridId+2 位置的所有多单 |
| | |
| | | |
| | | // 止损追单:同一网格可有多笔挂单,不判断 isHasShortOrder,直接挂单 |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | String size = calculateEntryQuantity(false, true); |
| | | log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 空仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(false), getEffectiveAddCount(false), config.getAddPositionStopThreshold(), |
| | | config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | if (Integer.parseInt(size) <= 0) { |
| | | log.warn("[Gate] 空仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide()); |
| | | } else { |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size)); |
| | | // 记录加仓执行次数:仅当本次真正产生了额外加仓量(addMultiplier > 0)时计数 |
| | | recordAddExecution(false); |
| | | } |
| | | |
| | | // 取消 gridId-2 位置的所有空单 |
| | |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int gridCount = baseQty / qty; |
| | | GridElement entryElem = GridElement.findById(gridId); |
| | | if (gridCount <= 0 || filledQty < qty) { |
| | | if (gridCount <= 0 || filledQty <= 0) { |
| | | // 早期返回需重置防重入标记 |
| | | if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); } |
| | | return; |
| | | } |
| | | |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈; |
| | | // 持仓不足一个网格量时也按剩余张数挂一张止损(手动重建场景,避免裸奔) |
| | | int slSize = Math.min(filledQty, baseQty); |
| | | int totalOrders = slSize / qty; |
| | | int remainder = slSize % qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | for (int i = 0; i < gridCount; i++) { |
| | | if (orders[i] > 0) { totalOrdersToPlace += orders[i]; } |
| | | } |
| | | if (remainder > 0) { totalOrdersToPlace += 1; } |
| | | if (totalOrdersToPlace == 0) { |
| | | if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); } |
| | | return; |
| | |
| | | for (int i = 0; i < gridCount; i++) { |
| | | if (orders[i] > 0) { |
| | | int sgId = gridId - 2 - i; |
| | | placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | placeStopLossOrders(sgId, orders[i], String.valueOf(qty), FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem); |
| | | if (detail.length() > 0) { |
| | | detail.append(" "); |
| | | } |
| | | detail.append(sgId).append("x").append(orders[i]); |
| | | } |
| | | } |
| | | // 不足一个网格量的余数:单独挂一张止损 |
| | | if (remainder > 0) { |
| | | int sgId = gridId - 2 - totalOrders; |
| | | placeStopLossOrders(sgId, 1, String.valueOf(remainder), FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem); |
| | | if (detail.length() > 0) { |
| | | detail.append(" "); |
| | | } |
| | | detail.append(sgId).append("x").append(remainder); |
| | | } |
| | | |
| | | log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}", |
| | |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int gridCount = baseQty / qty; |
| | | GridElement entryElem = GridElement.findById(gridId); |
| | | if (gridCount <= 0 || filledQty < qty) { |
| | | if (gridCount <= 0 || filledQty <= 0) { |
| | | // 早期返回需重置防重入标记 |
| | | if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); } |
| | | return; |
| | | } |
| | | |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈; |
| | | // 持仓不足一个网格量时也按剩余张数挂一张止损(手动重建场景,避免裸奔) |
| | | int slSize = Math.min(filledQty, baseQty); |
| | | int totalOrders = slSize / qty; |
| | | int remainder = slSize % qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | for (int i = 0; i < gridCount; i++) { |
| | | if (orders[i] > 0) { totalOrdersToPlace += orders[i]; } |
| | | } |
| | | if (remainder > 0) { totalOrdersToPlace += 1; } |
| | | if (totalOrdersToPlace == 0) { |
| | | if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); } |
| | | return; |
| | |
| | | for (int i = 0; i < gridCount; i++) { |
| | | if (orders[i] > 0) { |
| | | int sgId = gridId + 2 + i; |
| | | placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | placeStopLossOrders(sgId, orders[i], String.valueOf(qty), FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem); |
| | | if (detail.length() > 0) { |
| | | detail.append(" "); |
| | | } |
| | | detail.append(sgId).append("x").append(orders[i]); |
| | | } |
| | | } |
| | | // 不足一个网格量的余数:单独挂一张止损 |
| | | if (remainder > 0) { |
| | | int sgId = gridId + 2 + totalOrders; |
| | | placeStopLossOrders(sgId, 1, String.valueOf(remainder), FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem); |
| | | if (detail.length() > 0) { |
| | | detail.append(" "); |
| | | } |
| | | detail.append(sgId).append("x").append(remainder); |
| | | } |
| | | |
| | | log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}", |
| | |
| | | /** |
| | | * 在指定网格位置挂 count 个独立止损单,每个 size 张。 |
| | | */ |
| | | private void placeStopLossOrders(int gridId, int count, int qty, |
| | | private void placeStopLossOrders(int gridId, int count, String qtyStr, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, boolean isLong, |
| | | AtomicInteger remainCount, |
| | |
| | | return; |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | String size = isLong ? negate(qtyStr) : qtyStr; |
| | | for (int i = 0; i < count; i++) { |
| | | String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty); |
| | | int finalGridId = gridId; |
| | | int finalI = i; |
| | | executor.placeTakeProfit( |
| | |
| | | |
| | | /** |
| | | * 分散止盈:把超出基础仓位的部分,从入场网格下一格开始逐格挂止盈单, |
| | | * 一直挂到对手盘止损位的前一格(不含止损位那一格)。 |
| | | * 一直挂到对手盘止损位(包含止损位那一格)。 |
| | | * |
| | | * <p>数量分配:每个网格至少挂 1 张;当 excessQty < 网格数时,张数不够则从起点逐格各挂 1 张、 |
| | | * 挂满 excessQty 张即停止;当 excessQty ≥ 网格数时,每格 excessQty÷n,余数堆最后一格(即止损位的前一格)。 |
| | | * 挂满 excessQty 张即停止;当 excessQty ≥ 网格数时,每格 excessQty÷n,余数堆最后一格(即止损位那一格)。 |
| | | * |
| | | * <p>方向:多仓成交向价格更高方向(id 递增)铺到空仓第一止损位; |
| | | * 空仓成交向价格更低方向(id 递减)铺到多仓第一止损位。 |
| | |
| | | } |
| | | int dir = isLong ? 1 : -1; |
| | | int startId = entryGridId + dir; |
| | | // 分配范围到止损位的前一格截止(不含止损位那一格) |
| | | int endId = endElem.getId() - dir; |
| | | // 分配范围到止损位那一格截止(包含止损位) |
| | | int endId = endElem.getId(); |
| | | |
| | | // 终点必须在起点前进方向上,否则退化为集中止盈(全部挂对手盘止损位) |
| | | boolean valid = isLong ? (endId >= startId) : (endId <= startId); |
| | |
| | | for (int i = 0; i < n; i++) { |
| | | int qty; |
| | | if (excessQty >= n) { |
| | | // 超额仓位 ≥ 网格数:每格 perGrid,余数堆最后一格(即止损位的前一格) |
| | | // 超额仓位 ≥ 网格数:每格 perGrid,余数堆最后一格(即止损位那一格) |
| | | qty = perGrid; |
| | | if (i == n - 1) { |
| | | qty += remainder; |
| | |
| | | * 基础止盈:对基础仓位(baseQuantity)也挂止盈单,与超额止盈并行。 |
| | | * |
| | | * <p>规则:从入场网格下一格(entryGridId ± 1)开始,每格 baseTakeProfitPerGrid 张, |
| | | * 最多挂 baseTakeProfitGridCount 格,挂到止损位的前一格截止(与分散止盈同起点/同终点)。 |
| | | * 最多挂 baseTakeProfitGridCount 格,挂到止损位前 2 格截止(即对手盘仓位线)。 |
| | | * |
| | | * <p>边界:累计张数到 min(baseQuantity, 当前持仓) 即停(张数不足则最后一格挂剩余 = "挂几个算几个"); |
| | | * 网格不足时挂到停止位置结束。 |
| | |
| | | } |
| | | int dir = isLong ? 1 : -1; |
| | | int startId = entryGridId + dir; |
| | | // 分配范围到止损位的前一格截止(与分散止盈一致) |
| | | int endId = endElem.getId() - dir; |
| | | // 分配范围到止损位前 2 格截止(即对手盘仓位线) |
| | | int endId = endElem.getId() - 2 * dir; |
| | | |
| | | BigDecimal remaining = BigDecimal.valueOf(maxQty); |
| | | int placed = 0; |