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薇薇安
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@ -75,23 +75,56 @@ async def check_config_feasibility():
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required_position_value = min_margin_usdt * leverage
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required_position_value = min_margin_usdt * leverage
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required_position_percent = required_position_value / available_balance if available_balance > 0 else 0
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required_position_percent = required_position_value / available_balance if available_balance > 0 else 0
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# 检查是否可行
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# 计算使用最小仓位百分比时，实际能得到的保证金
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is_feasible = required_position_percent <= max_position_percent
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min_position_value = available_balance * min_position_percent
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actual_min_margin = min_position_value / leverage if leverage > 0 else min_position_value
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# 检查是否可行：
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# 1. 需要的仓位百分比不能超过最大允许的仓位百分比
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# 2. 使用最小仓位百分比时，实际保证金必须 >= 最小保证金要求
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is_feasible = (required_position_percent <= max_position_percent) and (actual_min_margin >= min_margin_usdt)
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suggestions = []
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suggestions = []
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if not is_feasible:
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if not is_feasible:
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# 不可行，给出建议
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# 不可行，给出建议
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# 方案1：降低最小保证金
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# 判断是哪个条件不满足
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suggested_min_margin = (available_balance * max_position_percent) / leverage
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if required_position_percent > max_position_percent:
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suggestions.append({
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# 条件1不满足：需要的仓位百分比超过最大允许
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"type": "reduce_min_margin",
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# 方案1：降低最小保证金
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"title": "降低最小保证金",
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suggested_min_margin = (available_balance * max_position_percent) / leverage
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"description": f"将 MIN_MARGIN_USDT 调整为 {suggested_min_margin:.2f} USDT（当前: {min_margin_usdt:.2f} USDT）",
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suggestions.append({
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"config_key": "MIN_MARGIN_USDT",
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"type": "reduce_min_margin",
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"suggested_value": round(suggested_min_margin, 2),
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"title": "降低最小保证金",
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"reason": f"当前配置需要 {required_position_percent*100:.1f}% 的仓位价值，但最大允许 {max_position_percent*100:.1f}%"
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"description": f"将 MIN_MARGIN_USDT 调整为 {suggested_min_margin:.2f} USDT（当前: {min_margin_usdt:.2f} USDT）",
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})
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"config_key": "MIN_MARGIN_USDT",
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"suggested_value": round(suggested_min_margin, 2),
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"reason": f"当前配置需要 {required_position_percent*100:.1f}% 的仓位价值，但最大允许 {max_position_percent*100:.1f}%"
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})
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if actual_min_margin < min_margin_usdt:
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# 条件2不满足：使用最小仓位时，实际保证金不足
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# 方案1：降低最小保证金到实际能支持的值
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suggestions.append({
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"type": "reduce_min_margin_to_supported",
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"title": "降低最小保证金到可支持值",
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"description": f"将 MIN_MARGIN_USDT 调整为 {actual_min_margin:.2f} USDT（当前: {min_margin_usdt:.2f} USDT，实际只支持 {actual_min_margin:.2f} USDT）",
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"config_key": "MIN_MARGIN_USDT",
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"suggested_value": round(actual_min_margin, 2),
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"reason": f"当前账户余额和配置下，使用最小仓位 {min_position_percent*100:.1f}% 时，实际保证金只有 {actual_min_margin:.2f} USDT，无法满足 {min_margin_usdt:.2f} USDT 的要求"
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})
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# 方案2：提高最小仓位百分比
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required_min_position_percent = (min_margin_usdt * leverage) / available_balance if available_balance > 0 else 0
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if required_min_position_percent <= max_position_percent:
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suggestions.append({
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"type": "increase_min_position",
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"title": "提高最小仓位百分比",
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"description": f"将 MIN_POSITION_PERCENT 调整为 {required_min_position_percent*100:.2f}%（当前: {min_position_percent*100:.1f}%）",
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"config_key": "MIN_POSITION_PERCENT",
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"suggested_value": round(required_min_position_percent, 4),
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"reason": f"需要至少 {required_min_position_percent*100:.2f}% 的仓位才能满足 {min_margin_usdt:.2f} USDT 的保证金要求"
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})
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# 方案2：增加账户余额
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# 方案2：增加账户余额
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required_balance = required_position_value / max_position_percent
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required_balance = required_position_value / max_position_percent
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@ -141,7 +174,10 @@ async def check_config_feasibility():
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"calculated_values": {
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"calculated_values": {
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"required_position_value": required_position_value,
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"required_position_value": required_position_value,
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"required_position_percent": required_position_percent * 100,
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"required_position_percent": required_position_percent * 100,
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"max_allowed_position_percent": max_position_percent * 100
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"max_allowed_position_percent": max_position_percent * 100,
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"min_position_value": min_position_value,
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"actual_min_margin": actual_min_margin,
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"min_position_percent": min_position_percent * 100
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},
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},
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"suggestions": suggestions
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"suggestions": suggestions
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}
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}
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@ -301,10 +301,19 @@ const ConfigPanel = () => {
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最小保证金: <strong>{feasibilityCheck.current_config?.min_margin_usdt?.toFixed(2) || 'N/A'}</strong> USDT
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最小保证金: <strong>{feasibilityCheck.current_config?.min_margin_usdt?.toFixed(2) || 'N/A'}</strong> USDT
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</p>
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</p>
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{!feasibilityCheck.feasible && (
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{!feasibilityCheck.feasible && (
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<p className="warning-text">
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<div className="warning-text">
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需要仓位价值: <strong>{feasibilityCheck.calculated_values?.required_position_percent?.toFixed(1)}%</strong> |
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<p>
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最大允许: <strong>{feasibilityCheck.calculated_values?.max_allowed_position_percent?.toFixed(1)}%</strong>
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需要仓位价值: <strong>{feasibilityCheck.calculated_values?.required_position_percent?.toFixed(1)}%</strong> |
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</p>
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最大允许: <strong>{feasibilityCheck.calculated_values?.max_allowed_position_percent?.toFixed(1)}%</strong>
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</p>
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{feasibilityCheck.calculated_values?.actual_min_margin !== undefined && (
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<p>
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实际支持保证金: <strong>{feasibilityCheck.calculated_values.actual_min_margin.toFixed(2)} USDT</strong>
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(使用最小仓位 {feasibilityCheck.calculated_values.min_position_percent?.toFixed(1)}%) |
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要求: <strong>{feasibilityCheck.current_config?.min_margin_usdt?.toFixed(2)} USDT</strong>
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</p>
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)}
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</div>
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)}
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)}
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</div>
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</div>
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{feasibilityCheck.suggestions && feasibilityCheck.suggestions.length > 0 && (
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{feasibilityCheck.suggestions && feasibilityCheck.suggestions.length > 0 && (
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@ -24,7 +24,8 @@ class RiskManager:
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client: 币安客户端
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client: 币安客户端
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"""
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"""
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self.client = client
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self.client = client
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self.config = config.TRADING_CONFIG
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# 不保存引用，每次都从 config.TRADING_CONFIG 读取最新配置
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# self.config = config.TRADING_CONFIG # 移除，避免使用旧配置
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async def check_position_size(self, symbol: str, quantity: float) -> bool:
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async def check_position_size(self, symbol: str, quantity: float) -> bool:
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"""
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"""
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@ -57,11 +58,11 @@ class RiskManager:
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current_price = ticker['price']
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current_price = ticker['price']
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position_value = quantity * current_price
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position_value = quantity * current_price
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# 检查单笔仓位是否超过最大限制
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# 检查单笔仓位是否超过最大限制（每次都从最新配置读取）
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max_position_value = available_balance * self.config['MAX_POSITION_PERCENT']
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max_position_value = available_balance * config.TRADING_CONFIG['MAX_POSITION_PERCENT']
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min_position_value = available_balance * self.config['MIN_POSITION_PERCENT']
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min_position_value = available_balance * config.TRADING_CONFIG['MIN_POSITION_PERCENT']
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max_position_pct = self.config['MAX_POSITION_PERCENT'] * 100
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max_position_pct = config.TRADING_CONFIG['MAX_POSITION_PERCENT'] * 100
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min_position_pct = self.config['MIN_POSITION_PERCENT'] * 100
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min_position_pct = config.TRADING_CONFIG['MIN_POSITION_PERCENT'] * 100
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logger.info(f" 数量: {quantity:.4f}")
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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" 价格: {current_price:.4f} USDT")
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@ -150,8 +151,8 @@ class RiskManager:
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logger.warning("账户总余额为0，无法开仓")
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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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return False
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max_total_position = total_balance * self.config['MAX_TOTAL_POSITION_PERCENT']
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max_total_position = total_balance * config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT']
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max_total_position_pct = self.config['MAX_TOTAL_POSITION_PERCENT'] * 100
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max_total_position_pct = config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT'] * 100
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# 详细日志
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# 详细日志
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logger.info("=" * 60)
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logger.info("=" * 60)
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@ -243,9 +244,9 @@ class RiskManager:
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logger.info(f" 当前价格: {current_price:.4f} USDT")
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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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# 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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base_position_percent = config.TRADING_CONFIG['MAX_POSITION_PERCENT']
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max_position_percent = self.config['MAX_POSITION_PERCENT']
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max_position_percent = config.TRADING_CONFIG['MAX_POSITION_PERCENT']
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min_position_percent = self.config['MIN_POSITION_PERCENT']
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min_position_percent = config.TRADING_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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# 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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if abs(change_percent) > 5:
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@ -303,9 +304,9 @@ class RiskManager:
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position_value = required_quantity * current_price
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position_value = required_quantity * current_price
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# 检查最小保证金要求（如果保证金小于此值，自动调整到0.5U保证金）
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# 检查最小保证金要求（如果保证金小于此值，自动调整到0.5U保证金）
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min_margin_usdt = self.config.get('MIN_MARGIN_USDT', 0.5) # 默认0.5 USDT
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min_margin_usdt = config.TRADING_CONFIG.get('MIN_MARGIN_USDT', 0.5) # 默认0.5 USDT
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# 使用传入的实际杠杆，如果没有传入则使用配置的基础杠杆
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# 使用传入的实际杠杆，如果没有传入则使用配置的基础杠杆
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actual_leverage = leverage if leverage is not None else self.config.get('LEVERAGE', 10)
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actual_leverage = leverage if leverage is not None else config.TRADING_CONFIG.get('LEVERAGE', 10)
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# 计算实际需要的保证金 = 仓位价值 / 杠杆
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# 计算实际需要的保证金 = 仓位价值 / 杠杆
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required_margin = position_value / actual_leverage
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required_margin = position_value / actual_leverage
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@ -378,7 +379,7 @@ class RiskManager:
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是否应该交易
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是否应该交易
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"""
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"""
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# 检查最小涨跌幅阈值
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# 检查最小涨跌幅阈值
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if abs(change_percent) < self.config['MIN_CHANGE_PERCENT']:
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if abs(change_percent) < config.TRADING_CONFIG['MIN_CHANGE_PERCENT']:
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logger.debug(f"{symbol} 涨跌幅 {change_percent:.2f}% 小于阈值")
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logger.debug(f"{symbol} 涨跌幅 {change_percent:.2f}% 小于阈值")
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return False
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return False
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@ -427,8 +428,8 @@ class RiskManager:
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margin = position_value / leverage if leverage > 0 else position_value
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margin = position_value / leverage if leverage > 0 else position_value
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# 优先使用ATR动态止损（如果启用且ATR可用）
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# 优先使用ATR动态止损（如果启用且ATR可用）
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use_atr_stop = self.config.get('USE_ATR_STOP_LOSS', True)
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use_atr_stop = config.TRADING_CONFIG.get('USE_ATR_STOP_LOSS', True)
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atr_multiplier = self.config.get('ATR_STOP_LOSS_MULTIPLIER', 1.8)
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atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 1.8)
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if use_atr_stop and atr is not None and atr > 0:
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if use_atr_stop and atr is not None and atr > 0:
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# 基于ATR的动态止损
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# 基于ATR的动态止损
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logger.debug(f"ATR不可用，使用固定百分比止损")
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logger.debug(f"ATR不可用，使用固定百分比止损")
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# 获取止损百分比（相对于保证金）
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# 获取止损百分比（相对于保证金）
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stop_loss_percent = stop_loss_pct or self.config['STOP_LOSS_PERCENT']
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stop_loss_percent = stop_loss_pct or config.TRADING_CONFIG['STOP_LOSS_PERCENT']
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# 计算止损金额（相对于保证金）
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# 计算止损金额（相对于保证金）
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stop_loss_amount = margin * stop_loss_percent
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stop_loss_amount = margin * stop_loss_percent
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# 同时计算基于价格百分比的止损价（作为最小值保护）
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# 同时计算基于价格百分比的止损价（作为最小值保护）
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# 获取最小价格变动百分比（如果配置了）
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# 获取最小价格变动百分比（如果配置了）
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min_price_change_pct = self.config.get('MIN_STOP_LOSS_PRICE_PCT', None)
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min_price_change_pct = config.TRADING_CONFIG.get('MIN_STOP_LOSS_PRICE_PCT', None)
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if min_price_change_pct is not None:
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if min_price_change_pct is not None:
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# 基于价格百分比的止损价
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# 基于价格百分比的止损价
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if side == 'BUY':
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if side == 'BUY':
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margin = position_value / leverage if leverage > 0 else position_value
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margin = position_value / leverage if leverage > 0 else position_value
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# 优先使用ATR动态止盈（如果启用且ATR可用）
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# 优先使用ATR动态止盈（如果启用且ATR可用）
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use_atr_stop = self.config.get('USE_ATR_STOP_LOSS', True)
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use_atr_stop = config.TRADING_CONFIG.get('USE_ATR_STOP_LOSS', True)
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atr_tp_multiplier = self.config.get('ATR_TAKE_PROFIT_MULTIPLIER', 3.0)
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atr_tp_multiplier = config.TRADING_CONFIG.get('ATR_TAKE_PROFIT_MULTIPLIER', 3.0)
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if use_atr_stop and atr is not None and atr > 0:
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if use_atr_stop and atr is not None and atr > 0:
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# 基于ATR的动态止盈（对应3:1盈亏比）
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# 基于ATR的动态止盈（对应3:1盈亏比）
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logger.debug(f"ATR不可用，使用固定百分比止盈")
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logger.debug(f"ATR不可用，使用固定百分比止盈")
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# 获取止盈百分比（相对于保证金）
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# 获取止盈百分比（相对于保证金）
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take_profit_percent = take_profit_pct or self.config['TAKE_PROFIT_PERCENT']
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take_profit_percent = take_profit_pct or config.TRADING_CONFIG['TAKE_PROFIT_PERCENT']
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# 计算止盈金额（相对于保证金）
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# 计算止盈金额（相对于保证金）
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take_profit_amount = margin * take_profit_percent
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take_profit_amount = margin * take_profit_percent
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@ -621,7 +622,7 @@ class RiskManager:
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# 同时计算基于价格百分比的止盈价（作为最小值保护）
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# 同时计算基于价格百分比的止盈价（作为最小值保护）
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# 获取最小价格变动百分比（如果配置了）
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# 获取最小价格变动百分比（如果配置了）
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min_price_change_pct = self.config.get('MIN_TAKE_PROFIT_PRICE_PCT', None)
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min_price_change_pct = config.TRADING_CONFIG.get('MIN_TAKE_PROFIT_PRICE_PCT', None)
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if min_price_change_pct is not None:
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if min_price_change_pct is not None:
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# 基于价格百分比的止盈价
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# 基于价格百分比的止盈价
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if side == 'BUY':
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if side == 'BUY':
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@ -671,10 +672,10 @@ class RiskManager:
|
||||||
杠杆倍数
|
杠杆倍数
|
||||||
"""
|
"""
|
||||||
# 获取配置参数
|
# 获取配置参数
|
||||||
use_dynamic_leverage = self.config.get('USE_DYNAMIC_LEVERAGE', True)
|
use_dynamic_leverage = config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', True)
|
||||||
base_leverage = self.config.get('LEVERAGE', 10)
|
base_leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
|
||||||
max_leverage = self.config.get('MAX_LEVERAGE', 20)
|
max_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 20)
|
||||||
min_signal_strength = self.config.get('MIN_SIGNAL_STRENGTH', 7)
|
min_signal_strength = config.TRADING_CONFIG.get('MIN_SIGNAL_STRENGTH', 7)
|
||||||
|
|
||||||
# 如果未启用动态杠杆，返回基础杠杆
|
# 如果未启用动态杠杆，返回基础杠杆
|
||||||
if not use_dynamic_leverage:
|
if not use_dynamic_leverage:
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user