position_closer: 平仓条件与日志优化

- 平仓条件改为：多空名义≤20 USDT 且未实现盈亏>0.05
- 去掉总盈亏前置条件及 Redis 盈亏历史相关逻辑
- 每个合约打印未实现盈亏、多头/空头名义（按未实现盈亏排序）

Co-authored-by: Cursor <cursoragent@cursor.com>

position_closer.py

@@ -1,18 +1,12 @@
 """
 币安永续合约定时平仓脚本。
 
-平仓前置条件（不满足则直接退出，不执行平仓）：
+平仓触发条件：
-- 当前总未实现盈亏 - 近 N 分钟最小总未实现盈亏 > 配置阈值（默认 2 USDT）；未实现盈亏历史存 Redis Sorted Set。
+- 多空名义价值总和 ≤ 20 USDT 且未实现盈亏 > 0.05。
-
-平仓触发条件（满足其一即平仓）：
-- 在 Redis 指定 Set 中的合约强制平仓；
-- 小仓位：多空名义价值总和 < 30 USDT 且未实现盈亏 > 0.03；
-- 大仓位：多空名义价值总和 > 50 USDT 且未实现盈亏 > 0.3。
 
 流程：
-1. 获取当前总未实现盈亏，写入 Redis 并取近 N 分钟最小；若不满足「当前 - 最小 > 阈值」则退出；
+1. 获取当前持仓，得到需要平仓的交易对；
-2. 获取当前持仓，得到需要平仓的交易对；
+2. 创建 BinanceSocketManager，监听需平仓合约，收到 WS 事件后按规则创建平仓订单。
-3. 创建 BinanceSocketManager，监听需平仓合约，收到 WS 事件后按规则创建平仓订单。
 平仓规则：多头限价卖出 = 当前价 * 1.003，空头限价买入 = 当前价 * 0.997。
 
 纯逻辑为顶层函数，便于单元测试（from position_closer import round_to_step, ...）；
@@ -108,50 +102,35 @@ def should_close_symbol(
     long_notional: float,
     short_notional: float,
     unrealized_profit: float,
-    threshold: float,
+    notional_threshold: float = 20,
-    in_redis_set: bool = False,
+    min_profit: float = 0.05,
-    small_threshold: float = 30,
-    small_min_profit: float = 0.03,
-    large_min_profit: float = 0.3,
 ) -> bool:
     """
     是否对该合约执行平仓。
-    条件（满足其一即平仓）：
+    条件：多空名义价值总和 ≤ notional_threshold 且 未实现盈亏 > min_profit。
-    - 在 Redis 集合中；
-    - 多空名义价值总和 < small_threshold 且 未实现盈亏 > small_min_profit（小仓位）；
-    - 多空名义价值总和 > threshold 且 未实现盈亏 > large_min_profit（大仓位）。
     """
-    if in_redis_set:
-        return True
     total_notional = long_notional + short_notional
-    if total_notional < small_threshold and unrealized_profit > small_min_profit:
+    return total_notional <= notional_threshold and unrealized_profit > min_profit
-        return True
-    if total_notional > threshold and unrealized_profit > large_min_profit:
-        return True
-    return False
 
 
 def get_symbols_to_close(
     by_symbol: dict[str, list[dict]],
-    threshold: float,
+    notional_threshold: float = 20,
-    redis_contracts: set[str],
+    min_profit: float = 0.05,
-    small_threshold: float = 30,
-    small_min_profit: float = 0.03,
-    large_min_profit: float = 0.3,
 ) -> tuple[set[str], dict[str, list[dict]]]:
     """
-    根据持仓和 Redis 集合，得到需要平仓的交易对及其持仓子集。
+    根据持仓得到需要平仓的交易对及其持仓子集。
-    平仓条件：在 Redis 中 或 （小仓位且盈利>small_min_profit） 或 （大仓位且盈利>large_min_profit）。
+    平仓条件：多空名义价值总和 ≤ notional_threshold 且 未实现盈亏 > min_profit。
     返回 (symbols_to_close, by_symbol_filtered)。
     """
     symbols_to_close: set[str] = set()
     for symbol, sym_positions in by_symbol.items():
         long_n, short_n = get_notional_by_side(sym_positions)
         unrealized_profit = get_unrealized_profit(sym_positions)
-        in_redis = symbol in redis_contracts
         if should_close_symbol(
-            long_n, short_n, unrealized_profit, threshold, in_redis,
+            long_n, short_n, unrealized_profit,
-            small_threshold, small_min_profit, large_min_profit,
+            notional_threshold=notional_threshold,
+            min_profit=min_profit,
         ):
             symbols_to_close.add(symbol)
     by_symbol_filtered = {k: v for k, v in by_symbol.items() if k in symbols_to_close}
@@ -249,16 +228,6 @@ async def get_symbol_precision(client: BinanceAsyncClient) -> dict[str, dict]:
     return parse_exchange_info_to_precisions(info)
 
 
-async def get_total_unrealized_profit(client: BinanceAsyncClient) -> float:
-    """获取账户永续合约总未实现盈亏（所有持仓的 unrealizedProfit 之和）。"""
-    account = await client.futures_account()
-    positions = account.get("positions", [])
-    total = 0.0
-    for p in positions:
-        total += float(p.get("unrealizedProfit", 0) or 0)
-    return total
-
-
 async def get_positions(client: BinanceAsyncClient) -> list[dict]:
     """获取永续合约持仓（只保留有仓位的）。"""
     account = await client.futures_account()
@@ -266,65 +235,6 @@ async def get_positions(client: BinanceAsyncClient) -> list[dict]:
     return filter_nonzero_positions(positions)
 
 
-async def save_unrealized_profit_history(
-    redis_url: str,
-    history_key: str,
-    profit: float,
-    window_seconds: float,
-) -> None:
-    """
-    将当前总未实现盈亏写入 Redis Sorted Set（score=时间戳, member=时间戳:盈亏值），
-    并删除早于 (now - window_seconds) 的旧数据。
-    """
-    import time
-    from redis.asyncio import Redis as Aioredis
-
-    now = time.time()
-    member = f"{now}:{profit}"
-    redis_client = Aioredis.from_url(redis_url, decode_responses=True)
-    try:
-        await redis_client.zadd(history_key, {member: now})
-        await redis_client.zremrangebyscore(history_key, "-inf", f"({now - window_seconds}")
-    finally:
-        await redis_client.aclose()
-
-
-async def get_min_unrealized_profit_in_window(
-    redis_url: str,
-    history_key: str,
-    window_seconds: float,
-) -> float | None:
-    """
-    从 Redis Sorted Set 中取近 window_seconds 秒内记录的最小未实现盈亏。
-    无数据或解析失败时返回 None。
-    """
-    import time
-    from redis.asyncio import Redis as Aioredis
-
-    now = time.time()
-    min_score = now - window_seconds
-    redis_client = Aioredis.from_url(redis_url, decode_responses=True)
-    try:
-        members = await redis_client.zrangebyscore(
-            history_key, min_score, now, start=0, num=-1
-        )
-    finally:
-        await redis_client.aclose()
-
-    if not members:
-        return None
-    values: list[float] = []
-    for m in members:
-        # member 格式为 "timestamp:profit"
-        parts = str(m).split(":", 1)
-        if len(parts) == 2:
-            try:
-                values.append(float(parts[1]))
-            except ValueError:
-                continue
-    return min(values) if values else None
-
-
 async def place_close_order(
     client: BinanceAsyncClient,
     symbol: str,
@@ -497,64 +407,33 @@ async def main_async() -> None:
     base_url = getattr(settings, "binance_base_url", None) or "https://fapi.binance.com"
     testnet = "testnet" in str(base_url).lower()
     redis_url = getattr(settings, "redis_url", None) or "redis://localhost:6379/0"
-    threshold = float(getattr(settings, "notional_threshold", None) or 50)
+    notional_threshold = float(getattr(settings, "notional_close_threshold", None) or 20)
-    small_threshold = float(getattr(settings, "notional_small_close_threshold", None) or 30)
+    min_profit = float(getattr(settings, "close_min_profit", None) or 0.05)
-    small_min_profit = float(getattr(settings, "small_close_min_profit", None) or 0.03)
-    large_min_profit = float(getattr(settings, "notional_large_close_min_profit", None) or 0.3)
     redis_key = getattr(settings, "redis_close_key", None) or "close_position:contracts"
     ws_connection_timeout = float(getattr(settings, "ws_connection_timeout", None) or 30)
-    redis_profit_history_key = (
-        getattr(settings, "redis_unrealized_profit_history_key", None)
-        or "close_position:unrealized_profit_history"
-    )
-    profit_window_seconds = float(
-        getattr(settings, "unrealized_profit_window_seconds", None) or 300
-    )
-    profit_min_rise = float(
-        getattr(settings, "unrealized_profit_min_rise", None) or 2
-    )
 
     client = await BinanceAsyncClient.create(
         api_key=api_key,
         api_secret=api_secret
     )
     try:
-        total_profit = await get_total_unrealized_profit(client)
-        await save_unrealized_profit_history(
-            redis_url, redis_profit_history_key, total_profit, profit_window_seconds
-        )
-        min_profit = await get_min_unrealized_profit_in_window(
-            redis_url, redis_profit_history_key, profit_window_seconds
-        )
-        if min_profit is None:
-            logger.info(
-                "近 {} 秒内无未实现盈亏历史，本次不执行平仓（已记录当前总未实现盈亏 {:.2f}）",
-                profit_window_seconds,
-                total_profit,
-            )
-            return
-        if total_profit - min_profit <= profit_min_rise:
-            logger.info(
-                "未满足平仓前置条件：当前总未实现盈亏 {:.2f} - 近 {} 秒最小 {:.2f} = {:.2f} <= {}，退出",
-                total_profit,
-                profit_window_seconds,
-                min_profit,
-                total_profit - min_profit,
-                profit_min_rise,
-            )
-            return
-        logger.info(
-            "满足平仓前置条件：当前总未实现盈亏 {:.2f}，近 {} 秒最小 {:.2f}，差值 {:.2f} > {}",
-            total_profit,
-            profit_window_seconds,
-            min_profit,
-            total_profit - min_profit,
-            profit_min_rise,
-        )
-
         positions = await get_positions(client)
         by_symbol = group_positions_by_symbol(positions)
 
+        logger.info("当前持仓合约数: {}", len(by_symbol))
+        by_symbol_sorted = sorted(
+            by_symbol.items(),
+            key=lambda x: get_unrealized_profit(x[1]),
+            reverse=True,
+        )
+        for symbol, sym_positions in by_symbol_sorted:
+            unrealized = get_unrealized_profit(sym_positions)
+            long_n, short_n = get_notional_by_side(sym_positions)
+            logger.info(
+                "合约 {} 未实现盈亏={:.2f} 多头名义={:.2f} 空头名义={:.2f}",
+                symbol, unrealized, long_n, short_n,
+            )
+
         try:
             redis_client = Aioredis.from_url(redis_url, decode_responses=True)
             redis_contracts = set(await redis_client.smembers(redis_key) or [])
@@ -564,19 +443,19 @@ async def main_async() -> None:
             redis_contracts = set()
 
         symbols_to_close, by_symbol_filtered = get_symbols_to_close(
-            by_symbol, threshold, redis_contracts,
+            by_symbol,
-            small_threshold, small_min_profit, large_min_profit,
+            notional_threshold=notional_threshold,
+            min_profit=min_profit,
         )
         for symbol, sym_positions in by_symbol_filtered.items():
             long_n, short_n = get_notional_by_side(sym_positions)
             profit = get_unrealized_profit(sym_positions)
             logger.info(
-                "需平仓: symbol={} long_notional={:.2f} short_notional={:.2f} unrealized_profit={:.2f} in_redis={}",
+                "需平仓: symbol={} long_notional={:.2f} short_notional={:.2f} unrealized_profit={:.2f}",
                 symbol,
                 long_n,
                 short_n,
                 profit,
-                symbol in redis_contracts,
             )
 
         if not symbols_to_close: