fix: RR口径修正——买入价用entry_mid算risk(不是现价),risk=entry_mid-stop,reward=tp-entry_mid

2026-08-18 12:30:53 +08:00
parent c2ddb62c45
commit 236c7bce1a
1 changed files with 7 additions and 2 deletions
@@ -1180,8 +1180,13 @@ def reassess_strategy(code, name, price, cost, shares, current_action,
                    break

    # ----- 风险回报比最终计算 -----
-    risk = max(price - new_stop, price * 0.01)
-    reward = max(new_target - price, 0)
+    # 2026-08-18 修复：买入价用买入区中值(entry_mid)算 risk，不是现价
+    # 现价不是买入价——实盘按 entry_mid 买入，risk=entry_mid-stop，reward=tp-entry_mid
+    _el = result.get("entry_low") or 0
+    _eh = result.get("entry_high") or 0
+    _entry_mid = (_el + _eh) / 2 if (_el > 0 and _eh > _el) else price
+    risk = max(_entry_mid - new_stop, _entry_mid * 0.01)
+    reward = max(new_target - _entry_mid, 0)
    rr_ratio = reward / risk if risk > 0 else 0

    # ----- 状态判断 -----