From c3da195363f29656e5a7b38257af80dc097e7d9d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= Date: Tue, 13 Jan 2026 15:46:45 +0800 Subject: [PATCH] a --- position_manager.py | 10 +++- risk_manager.py | 120 ++++++++++++++++++++++++++++++++++++-------- 2 files changed, 107 insertions(+), 23 deletions(-) diff --git a/position_manager.py b/position_manager.py index 21349b0..5b29001 100644 --- a/position_manager.py +++ b/position_manager.py @@ -54,14 +54,22 @@ class PositionManager: await self.client.set_leverage(symbol, leverage) # 计算仓位大小 + logger.info(f"开始为 {symbol} 计算仓位大小...") quantity = await self.risk_manager.calculate_position_size( symbol, change_percent ) if quantity is None: - logger.warning(f"{symbol} 仓位计算失败，跳过交易") + logger.warning(f"❌ {symbol} 仓位计算失败，跳过交易") + logger.warning(f" 可能原因:") + logger.warning(f" 1. 账户余额不足") + logger.warning(f" 2. 单笔仓位超过限制") + logger.warning(f" 3. 总仓位超过限制") + logger.warning(f" 4. 无法获取价格数据") return None + logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f}") + # 确定交易方向（优先使用技术指标信号） if trade_direction: side = trade_direction diff --git a/risk_manager.py b/risk_manager.py index cb6394c..136a4a6 100644 --- a/risk_manager.py +++ b/risk_manager.py @@ -34,17 +34,20 @@ class RiskManager: 是否通过检查 """ try: + logger.info(f"检查 {symbol} 单笔仓位大小...") + # 获取账户余额 balance = await self.client.get_account_balance() available_balance = balance.get('available', 0) if available_balance <= 0: - logger.warning("账户余额不足") + logger.warning(f"❌ {symbol} 账户可用余额不足: {available_balance:.2f} USDT") return False # 计算仓位价值（假设使用当前价格） ticker = await self.client.get_ticker_24h(symbol) if not ticker: + logger.warning(f"❌ {symbol} 无法获取价格数据") return False current_price = ticker['price'] @@ -53,33 +56,45 @@ class RiskManager: # 检查单笔仓位是否超过最大限制 max_position_value = available_balance * self.config['MAX_POSITION_PERCENT'] min_position_value = available_balance * self.config['MIN_POSITION_PERCENT'] + max_position_pct = self.config['MAX_POSITION_PERCENT'] * 100 + min_position_pct = self.config['MIN_POSITION_PERCENT'] * 100 + + logger.info(f" 数量: {quantity:.4f}") + logger.info(f" 价格: {current_price:.4f} USDT") + logger.info(f" 仓位价值: {position_value:.2f} USDT") + logger.info(f" 单笔最大限制: {max_position_value:.2f} USDT ({max_position_pct:.1f}%)") + logger.info(f" 单笔最小限制: {min_position_value:.2f} USDT ({min_position_pct:.1f}%)") if position_value > max_position_value: logger.warning( - f"{symbol} 仓位过大: {position_value:.2f} USDT > " - f"最大限制: {max_position_value:.2f} USDT" + f"❌ {symbol} 单笔仓位过大: {position_value:.2f} USDT > " + f"最大限制: {max_position_value:.2f} USDT " + f"(超出: {position_value - max_position_value:.2f} USDT)" ) return False if position_value < min_position_value: logger.warning( - f"{symbol} 仓位过小: {position_value:.2f} USDT < " + f"❌ {symbol} 单笔仓位过小: {position_value:.2f} USDT < " f"最小限制: {min_position_value:.2f} USDT" ) return False + logger.info(f"✓ {symbol} 单笔仓位大小检查通过") + # 检查总仓位是否超过限制 + logger.info(f"检查 {symbol} 总仓位限制...") if not await self.check_total_position(position_value): return False logger.info( - f"{symbol} 仓位检查通过: {position_value:.2f} USDT " - f"(账户余额: {available_balance:.2f} USDT)" + f"✓ {symbol} 所有仓位检查通过: {position_value:.2f} USDT " + f"(账户可用余额: {available_balance:.2f} USDT)" ) return True except Exception as e: - logger.error(f"检查仓位大小失败: {e}") + logger.error(f"检查仓位大小失败 {symbol}: {e}", exc_info=True) return False async def check_total_position(self, new_position_value: float) -> bool: @@ -97,38 +112,81 @@ class RiskManager: positions = await self.client.get_open_positions() # 计算当前总仓位价值 - total_position_value = sum( - abs(pos['positionAmt'] * pos['entryPrice']) - for pos in positions - ) + current_position_values = [] + total_position_value = 0 + + for pos in positions: + position_value = abs(pos['positionAmt'] * pos['entryPrice']) + current_position_values.append({ + 'symbol': pos['symbol'], + 'value': position_value, + 'amount': pos['positionAmt'], + 'entryPrice': pos['entryPrice'] + }) + total_position_value += position_value # 加上新仓位 - total_position_value += new_position_value + total_with_new = total_position_value + new_position_value # 获取账户余额 balance = await self.client.get_account_balance() total_balance = balance.get('total', 0) + available_balance = balance.get('available', 0) if total_balance <= 0: + logger.warning("账户总余额为0，无法开仓") return False max_total_position = total_balance * self.config['MAX_TOTAL_POSITION_PERCENT'] + max_total_position_pct = self.config['MAX_TOTAL_POSITION_PERCENT'] * 100 - if total_position_value > max_total_position: + # 详细日志 + logger.info("=" * 60) + logger.info("总仓位检查详情:") + logger.info(f" 账户总余额: {total_balance:.2f} USDT") + logger.info(f" 账户可用余额: {available_balance:.2f} USDT") + logger.info(f" 总仓位上限: {max_total_position:.2f} USDT ({max_total_position_pct:.1f}%)") + logger.info(f" 当前持仓数量: {len(positions)} 个") + + if current_position_values: + logger.info(" 当前持仓明细:") + for pos_info in current_position_values: + logger.info( + f" - {pos_info['symbol']}: " + f"{pos_info['value']:.2f} USDT " + f"(数量: {pos_info['amount']:.4f}, " + f"入场价: {pos_info['entryPrice']:.4f})" + ) + + logger.info(f" 当前总仓位: {total_position_value:.2f} USDT") + logger.info(f" 新仓位价值: {new_position_value:.2f} USDT") + logger.info(f" 开仓后总仓位: {total_with_new:.2f} USDT") + logger.info(f" 剩余可用仓位: {max_total_position - total_position_value:.2f} USDT") + + if total_with_new > max_total_position: + logger.warning("=" * 60) logger.warning( - f"总仓位超限: {total_position_value:.2f} USDT > " + f"❌ 总仓位超限: {total_with_new:.2f} USDT > " f"最大限制: {max_total_position:.2f} USDT" ) + logger.warning( + f" 超出: {total_with_new - max_total_position:.2f} USDT " + f"({((total_with_new - max_total_position) / max_total_position * 100):.1f}%)" + ) + logger.warning(" 建议: 平掉部分持仓或等待现有持仓平仓后再开新仓") + logger.warning("=" * 60) return False logger.info( - f"总仓位检查通过: {total_position_value:.2f} USDT / " - f"最大限制: {max_total_position:.2f} USDT" + f"✓ 总仓位检查通过: {total_with_new:.2f} USDT / " + f"最大限制: {max_total_position:.2f} USDT " + f"({(total_with_new / max_total_position * 100):.1f}%)" ) + logger.info("=" * 60) return True except Exception as e: - logger.error(f"检查总仓位失败: {e}") + logger.error(f"检查总仓位失败: {e}", exc_info=True) return False async def calculate_position_size( @@ -147,46 +205,64 @@ class RiskManager: 建议的仓位数量，如果不符合条件则返回None """ try: + logger.info(f"开始计算 {symbol} 的仓位大小...") + # 获取账户余额 balance = await self.client.get_account_balance() available_balance = balance.get('available', 0) + total_balance = balance.get('total', 0) + + logger.info(f" 账户可用余额: {available_balance:.2f} USDT") + logger.info(f" 账户总余额: {total_balance:.2f} USDT") if available_balance <= 0: - logger.warning("账户余额不足") + logger.warning(f"❌ {symbol} 账户可用余额不足: {available_balance:.2f} USDT") return None # 获取当前价格 ticker = await self.client.get_ticker_24h(symbol) if not ticker: + logger.warning(f"❌ {symbol} 无法获取价格数据") return None current_price = ticker['price'] + logger.info(f" 当前价格: {current_price:.4f} USDT") # 根据涨跌幅调整仓位大小（涨跌幅越大，仓位可以适当增加） base_position_percent = self.config['MAX_POSITION_PERCENT'] + max_position_percent = self.config['MAX_POSITION_PERCENT'] + min_position_percent = self.config['MIN_POSITION_PERCENT'] + # 涨跌幅超过5%时，可以适当增加仓位（但不超过1.5倍） if abs(change_percent) > 5: position_percent = min( base_position_percent * 1.5, - self.config['MAX_POSITION_PERCENT'] * 1.5 + max_position_percent * 1.5 ) + logger.info(f" 涨跌幅 {change_percent:.2f}% > 5%，使用增强仓位比例: {position_percent*100:.1f}%") else: position_percent = base_position_percent + logger.info(f" 涨跌幅 {change_percent:.2f}%，使用标准仓位比例: {position_percent*100:.1f}%") # 计算仓位价值 position_value = available_balance * position_percent + logger.info(f" 计算仓位价值: {position_value:.2f} USDT ({position_percent*100:.1f}% of {available_balance:.2f})") # 计算数量（考虑合约的最小数量精度） quantity = position_value / current_price + logger.info(f" 计算数量: {quantity:.4f} (价值: {position_value:.2f} / 价格: {current_price:.4f})") # 检查是否通过风险控制 + logger.info(f" 检查仓位大小是否符合风险控制要求...") if await self.check_position_size(symbol, quantity): + logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f} (价值: {position_value:.2f} USDT)") return quantity - - return None + else: + logger.warning(f"❌ {symbol} 仓位检查未通过，无法开仓") + return None except Exception as e: - logger.error(f"计算仓位大小失败: {e}") + logger.error(f"计算仓位大小失败 {symbol}: {e}", exc_info=True) return None async def should_trade(self, symbol: str, change_percent: float) -> bool: