浮动亏损止损特性。

strategy/src/core.rs

@@ -960,6 +960,26 @@ impl Core {
             self.exit_msg = exit_msg;
             self.stop().await;
         }
+        // 回撤风控3，加浮亏的回撤风控
+        let floating_profit = if !self.local_position.long_pos.is_zero() {
+            let profit_price = self.strategy.mp - self.local_position.long_avg;
+
+            profit_price * self.local_position.long_pos
+        } else if !self.local_position.short_pos.is_zero() {
+            let profit_price = self.local_position.short_pos - self.strategy.mp;
+
+            profit_price * self.local_position.short_pos
+        } else {
+            Decimal::ZERO
+        };
+        let floating_draw_back = floating_profit / self.strategy.start_equity;
+        if floating_draw_back < -self.stop_loss {
+            let exit_msg = format!("{} 浮动亏损太大，准备停机。", self.params.account_name);
+            warn!(exit_msg);
+            self.exit_msg = exit_msg;
+            self.stop().await;
+        }
+
         // 报单延迟风控，平均延迟允许上限5000ms
         if self.ready == 1 && self.platform_rest.get_request_avg_delay() > dec!(5000) {
             let exit_msg = format!("{} 延迟爆表 触发风控 准备停机。", self.params.account_name);