更新.gitignore以忽略data目录中的所有文件，并在MAPatternStrategy_v002.py中新增均线跟踪止盈恢复检查功能，增强日志输出以便于调试和监控开仓及止损止盈条件。

.gitignore

@@ -6,4 +6,4 @@ resources/part_api.html
 
 *.csv
 
-data/
+data/*

Lib/future/MAPatternStrategy_v002.py

@@ -242,6 +242,7 @@ def initialize(context):
     run_daily(check_open_and_stop, time='14:05:00', reference_security='IF1808.CCFX')
     run_daily(check_open_and_stop, time='14:35:00', reference_security='IF1808.CCFX')
     run_daily(check_open_and_stop, time='14:55:00', reference_security='IF1808.CCFX')
+    run_daily(check_ma_trailing_reactivation, time='14:55:00', reference_security='IF1808.CCFX')
     
     # 收盘后
     run_daily(after_market_close, time='15:30:00', reference_security='IF1808.CCFX')
@@ -571,6 +572,11 @@ def check_ma_trend_and_open_gap(context):
 def check_open_and_stop(context):
     """统一的开仓和止损止盈检查函数"""
     # 先检查换月移仓
+    log.info("=" * 60)
+    current_trading_day = get_current_trading_day(context.current_dt)
+    log.info(f"执行开仓和止损止盈检查 - 时间: {context.current_dt}, 交易日: {current_trading_day}")
+    log.info("=" * 60)
+    log.info(f"先检查换月：")
     position_auto_switch(context)
     
     # 获取当前时间
@@ -580,6 +586,7 @@ def check_open_and_stop(context):
     is_night_session = (current_time in ['21', '22', '23', '00', '01', '02'])
     
     # 第一步：检查开仓条件
+    log.info(f"检查开仓条件：")
     if g.daily_ma_candidates:
         log.info("=" * 60)
         log.info(f"执行开仓检查 - 时间: {context.current_dt}, 候选品种数量: {len(g.daily_ma_candidates)}")
@@ -693,6 +700,7 @@ def check_open_and_stop(context):
         log.info("=" * 60)
     
     # 第二步：检查止损止盈
+    log.info(f"检查止损止盈条件：")
     subportfolio = context.subportfolios[0]
     long_positions = list(subportfolio.long_positions.values())
     short_positions = list(subportfolio.short_positions.values())
@@ -722,8 +730,50 @@ def check_open_and_stop(context):
     if skipped_count > 0:
         log.info(f"夜盘时间跳过 {skipped_count} 个日间品种的止损止盈检查")
 
+
+def check_ma_trailing_reactivation(context):
+    """检查是否需要恢复均线跟踪止盈"""
+    subportfolio = context.subportfolios[0]
+    positions = list(subportfolio.long_positions.values()) + list(subportfolio.short_positions.values())
+    
+    if not positions:
+        return
+    
+    reenabled_count = 0
+    current_data = get_current_data()
+    
+    for position in positions:
+        security = position.security
+        trade_info = g.trade_history.get(security)
+        
+        if not trade_info or trade_info.get('ma_trailing_enabled', True):
+            continue
+        
+        direction = trade_info['direction']
+        ma_values = calculate_realtime_ma_values(security, [5])
+        ma5_value = ma_values.get('ma5')
+        
+        if ma5_value is None or security not in current_data:
+            continue
+        
+        today_price = current_data[security].last_price
+        
+        if direction == 'long' and today_price > ma5_value:
+            trade_info['ma_trailing_enabled'] = True
+            reenabled_count += 1
+            log.info(f"恢复均线跟踪止盈: {security} {direction}, 当前价 {today_price:.2f} > MA5 {ma5_value:.2f}")
+        elif direction == 'short' and today_price < ma5_value:
+            trade_info['ma_trailing_enabled'] = True
+            reenabled_count += 1
+            log.info(f"恢复均线跟踪止盈: {security} {direction}, 当前价 {today_price:.2f} < MA5 {ma5_value:.2f}")
+    
+    if reenabled_count > 0:
+        log.info(f"恢复均线跟踪止盈持仓数量: {reenabled_count}")
+
+
 def check_position_stop_loss_profit(context, position):
     """检查单个持仓的止损止盈"""
+    log.info(f"检查持仓: {position.security}")
     security = position.security
     
     if security not in g.trade_history:
@@ -749,6 +799,9 @@ def check_position_stop_loss_profit(context, position):
         profit_rate = (entry_price - current_price) / entry_price
     
     # 检查固定止损
+    log.info("=" * 60)
+    log.info(f"检查固定止损：")
+    log.info("=" * 60)
     if profit_rate <= -g.fixed_stop_loss_rate:
         log.info(f"触发固定止损 {security} {direction}, 当前亏损率: {profit_rate:.3%}, "
                 f"成本价: {entry_price:.2f}, 当前价格: {current_price:.2f}")
@@ -763,6 +816,9 @@ def check_position_stop_loss_profit(context, position):
         return False
 
     # 检查是否启用均线跟踪止盈
+    log.info("=" * 60)
+    log.info(f"检查是否启用均线跟踪止盈：")
+    log.info("=" * 60)
     if not trade_info.get('ma_trailing_enabled', True):
         return False
 
@@ -1064,12 +1120,15 @@ def open_position(context, security, target_hands, direction, reason=''):
             }
 
             ma_trailing_enabled = True
-            if direction == 'long':
-                ma_values_at_entry = calculate_realtime_ma_values(security, [5])
-                ma5_value = ma_values_at_entry.get('ma5')
-                if ma5_value is not None and order_price < ma5_value:
+            ma_values_at_entry = calculate_realtime_ma_values(security, [5])
+            ma5_value = ma_values_at_entry.get('ma5')
+            if ma5_value is not None:
+                if direction == 'long' and order_price < ma5_value:
                     ma_trailing_enabled = False
                     log.info(f"禁用均线跟踪止盈: {security} {direction}, 开仓价 {order_price:.2f} < MA5 {ma5_value:.2f}")
+                elif direction == 'short' and order_price > ma5_value:
+                    ma_trailing_enabled = False
+                    log.info(f"禁用均线跟踪止盈: {security} {direction}, 开仓价 {order_price:.2f} > MA5 {ma5_value:.2f}")
 
             g.trade_history[security]['ma_trailing_enabled'] = ma_trailing_enabled