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薇薇安
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@ -54,14 +54,22 @@ class PositionManager:
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await self.client.set_leverage(symbol, leverage)
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# 计算仓位大小
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logger.info(f"开始为 {symbol} 计算仓位大小...")
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quantity = await self.risk_manager.calculate_position_size(
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symbol, change_percent
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)
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if quantity is None:
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logger.warning(f"{symbol} 仓位计算失败，跳过交易")
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logger.warning(f"❌ {symbol} 仓位计算失败，跳过交易")
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logger.warning(f" 可能原因:")
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logger.warning(f" 1. 账户余额不足")
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logger.warning(f" 2. 单笔仓位超过限制")
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logger.warning(f" 3. 总仓位超过限制")
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logger.warning(f" 4. 无法获取价格数据")
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return None
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logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f}")
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# 确定交易方向（优先使用技术指标信号）
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if trade_direction:
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side = trade_direction
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118
risk_manager.py
118
risk_manager.py
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@ -34,17 +34,20 @@ class RiskManager:
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是否通过检查
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"""
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try:
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logger.info(f"检查 {symbol} 单笔仓位大小...")
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# 获取账户余额
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balance = await self.client.get_account_balance()
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available_balance = balance.get('available', 0)
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if available_balance <= 0:
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logger.warning("账户余额不足")
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logger.warning(f"❌ {symbol} 账户可用余额不足: {available_balance:.2f} USDT")
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return False
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# 计算仓位价值（假设使用当前价格）
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ticker = await self.client.get_ticker_24h(symbol)
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if not ticker:
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logger.warning(f"❌ {symbol} 无法获取价格数据")
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return False
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current_price = ticker['price']
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@ -53,33 +56,45 @@ class RiskManager:
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# 检查单笔仓位是否超过最大限制
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max_position_value = available_balance * self.config['MAX_POSITION_PERCENT']
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min_position_value = available_balance * self.config['MIN_POSITION_PERCENT']
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max_position_pct = self.config['MAX_POSITION_PERCENT'] * 100
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min_position_pct = self.config['MIN_POSITION_PERCENT'] * 100
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logger.info(f" 数量: {quantity:.4f}")
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logger.info(f" 价格: {current_price:.4f} USDT")
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logger.info(f" 仓位价值: {position_value:.2f} USDT")
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logger.info(f" 单笔最大限制: {max_position_value:.2f} USDT ({max_position_pct:.1f}%)")
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logger.info(f" 单笔最小限制: {min_position_value:.2f} USDT ({min_position_pct:.1f}%)")
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if position_value > max_position_value:
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logger.warning(
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f"{symbol} 仓位过大: {position_value:.2f} USDT > "
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f"最大限制: {max_position_value:.2f} USDT"
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f"❌ {symbol} 单笔仓位过大: {position_value:.2f} USDT > "
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f"最大限制: {max_position_value:.2f} USDT "
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f"(超出: {position_value - max_position_value:.2f} USDT)"
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)
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return False
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if position_value < min_position_value:
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logger.warning(
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f"{symbol} 仓位过小: {position_value:.2f} USDT < "
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f"❌ {symbol} 单笔仓位过小: {position_value:.2f} USDT < "
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f"最小限制: {min_position_value:.2f} USDT"
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)
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return False
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logger.info(f"✓ {symbol} 单笔仓位大小检查通过")
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# 检查总仓位是否超过限制
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logger.info(f"检查 {symbol} 总仓位限制...")
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if not await self.check_total_position(position_value):
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return False
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logger.info(
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f"{symbol} 仓位检查通过: {position_value:.2f} USDT "
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f"(账户余额: {available_balance:.2f} USDT)"
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f"✓ {symbol} 所有仓位检查通过: {position_value:.2f} USDT "
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f"(账户可用余额: {available_balance:.2f} USDT)"
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)
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return True
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except Exception as e:
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logger.error(f"检查仓位大小失败: {e}")
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logger.error(f"检查仓位大小失败 {symbol}: {e}", exc_info=True)
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return False
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async def check_total_position(self, new_position_value: float) -> bool:
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@ -97,38 +112,81 @@ class RiskManager:
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positions = await self.client.get_open_positions()
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# 计算当前总仓位价值
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total_position_value = sum(
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abs(pos['positionAmt'] * pos['entryPrice'])
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for pos in positions
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)
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current_position_values = []
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total_position_value = 0
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for pos in positions:
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position_value = abs(pos['positionAmt'] * pos['entryPrice'])
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current_position_values.append({
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'symbol': pos['symbol'],
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'value': position_value,
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'amount': pos['positionAmt'],
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'entryPrice': pos['entryPrice']
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})
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total_position_value += position_value
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# 加上新仓位
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total_position_value += new_position_value
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total_with_new = total_position_value + new_position_value
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# 获取账户余额
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balance = await self.client.get_account_balance()
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total_balance = balance.get('total', 0)
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available_balance = balance.get('available', 0)
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if total_balance <= 0:
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logger.warning("账户总余额为0，无法开仓")
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return False
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max_total_position = total_balance * self.config['MAX_TOTAL_POSITION_PERCENT']
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max_total_position_pct = self.config['MAX_TOTAL_POSITION_PERCENT'] * 100
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if total_position_value > max_total_position:
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# 详细日志
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logger.info("=" * 60)
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logger.info("总仓位检查详情:")
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logger.info(f" 账户总余额: {total_balance:.2f} USDT")
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logger.info(f" 账户可用余额: {available_balance:.2f} USDT")
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logger.info(f" 总仓位上限: {max_total_position:.2f} USDT ({max_total_position_pct:.1f}%)")
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logger.info(f" 当前持仓数量: {len(positions)} 个")
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if current_position_values:
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logger.info(" 当前持仓明细:")
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for pos_info in current_position_values:
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logger.info(
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f" - {pos_info['symbol']}: "
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f"{pos_info['value']:.2f} USDT "
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f"(数量: {pos_info['amount']:.4f}, "
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f"入场价: {pos_info['entryPrice']:.4f})"
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)
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logger.info(f" 当前总仓位: {total_position_value:.2f} USDT")
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logger.info(f" 新仓位价值: {new_position_value:.2f} USDT")
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logger.info(f" 开仓后总仓位: {total_with_new:.2f} USDT")
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logger.info(f" 剩余可用仓位: {max_total_position - total_position_value:.2f} USDT")
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if total_with_new > max_total_position:
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logger.warning("=" * 60)
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logger.warning(
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f"总仓位超限: {total_position_value:.2f} USDT > "
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f"❌ 总仓位超限: {total_with_new:.2f} USDT > "
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f"最大限制: {max_total_position:.2f} USDT"
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)
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logger.warning(
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f" 超出: {total_with_new - max_total_position:.2f} USDT "
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f"({((total_with_new - max_total_position) / max_total_position * 100):.1f}%)"
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)
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logger.warning(" 建议: 平掉部分持仓或等待现有持仓平仓后再开新仓")
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logger.warning("=" * 60)
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return False
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logger.info(
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f"总仓位检查通过: {total_position_value:.2f} USDT / "
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f"最大限制: {max_total_position:.2f} USDT"
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f"✓ 总仓位检查通过: {total_with_new:.2f} USDT / "
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f"最大限制: {max_total_position:.2f} USDT "
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f"({(total_with_new / max_total_position * 100):.1f}%)"
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)
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logger.info("=" * 60)
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return True
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except Exception as e:
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logger.error(f"检查总仓位失败: {e}")
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logger.error(f"检查总仓位失败: {e}", exc_info=True)
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return False
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async def calculate_position_size(
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@ -147,46 +205,64 @@ class RiskManager:
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建议的仓位数量，如果不符合条件则返回None
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"""
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try:
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logger.info(f"开始计算 {symbol} 的仓位大小...")
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# 获取账户余额
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balance = await self.client.get_account_balance()
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available_balance = balance.get('available', 0)
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total_balance = balance.get('total', 0)
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logger.info(f" 账户可用余额: {available_balance:.2f} USDT")
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logger.info(f" 账户总余额: {total_balance:.2f} USDT")
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if available_balance <= 0:
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logger.warning("账户余额不足")
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logger.warning(f"❌ {symbol} 账户可用余额不足: {available_balance:.2f} USDT")
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return None
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# 获取当前价格
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ticker = await self.client.get_ticker_24h(symbol)
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if not ticker:
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logger.warning(f"❌ {symbol} 无法获取价格数据")
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return None
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current_price = ticker['price']
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logger.info(f" 当前价格: {current_price:.4f} USDT")
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# 根据涨跌幅调整仓位大小（涨跌幅越大，仓位可以适当增加）
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base_position_percent = self.config['MAX_POSITION_PERCENT']
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max_position_percent = self.config['MAX_POSITION_PERCENT']
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min_position_percent = self.config['MIN_POSITION_PERCENT']
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# 涨跌幅超过5%时，可以适当增加仓位（但不超过1.5倍）
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if abs(change_percent) > 5:
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position_percent = min(
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base_position_percent * 1.5,
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self.config['MAX_POSITION_PERCENT'] * 1.5
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max_position_percent * 1.5
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)
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logger.info(f" 涨跌幅 {change_percent:.2f}% > 5%，使用增强仓位比例: {position_percent*100:.1f}%")
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else:
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position_percent = base_position_percent
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logger.info(f" 涨跌幅 {change_percent:.2f}%，使用标准仓位比例: {position_percent*100:.1f}%")
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# 计算仓位价值
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position_value = available_balance * position_percent
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logger.info(f" 计算仓位价值: {position_value:.2f} USDT ({position_percent*100:.1f}% of {available_balance:.2f})")
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# 计算数量（考虑合约的最小数量精度）
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quantity = position_value / current_price
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logger.info(f" 计算数量: {quantity:.4f} (价值: {position_value:.2f} / 价格: {current_price:.4f})")
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# 检查是否通过风险控制
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logger.info(f" 检查仓位大小是否符合风险控制要求...")
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if await self.check_position_size(symbol, quantity):
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logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f} (价值: {position_value:.2f} USDT)")
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return quantity
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else:
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logger.warning(f"❌ {symbol} 仓位检查未通过，无法开仓")
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return None
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except Exception as e:
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logger.error(f"计算仓位大小失败: {e}")
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logger.error(f"计算仓位大小失败 {symbol}: {e}", exc_info=True)
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return None
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async def should_trade(self, symbol: str, change_percent: float) -> bool:
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