cfdaily
50 lines
1.4 KiB
Python
50 lines
1.4 KiB
Python
"""
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止损模块 - 固定止损 & 追踪止损
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关羽 guanyu-dev
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"""
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from dataclasses import dataclass, field
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@dataclass
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class FixedStopLoss:
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"""固定止损：价格跌破 stop_price 即触发。"""
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stop_price: float
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def check(self, current_price: float) -> bool:
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"""返回 True 表示触发止损。"""
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return current_price <= self.stop_price
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@dataclass
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class TrailingStopLoss:
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"""
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追踪止损：
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- 价格涨到 activation_price 以上后激活
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- 激活后按 trail_percent 回撤触发
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"""
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activation_price: float
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trail_percent: float # e.g. 0.05 = 5%
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_high_watermark: float = field(default=0.0, init=False)
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_activated: bool = field(default=False, init=False)
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@property
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def stop_price(self) -> float:
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"""当前止损价（未激活返回 NaN）。"""
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if not self._activated:
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return float("nan")
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return self._high_watermark * (1 - self.trail_percent)
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def update(self, current_price: float) -> None:
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"""更新最高价和止损线。"""
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if current_price >= self.activation_price:
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self._activated = True
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if self._activated and current_price > self._high_watermark:
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self._high_watermark = current_price
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def check(self, current_price: float) -> bool:
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"""返回 True 表示触发止损。"""
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if not self._activated:
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return False
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return current_price <= self.stop_price
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