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This commit is contained in:
薇薇安
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@ -863,6 +863,8 @@ class ConfigManager:
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'LEVERAGE': eff_get('LEVERAGE', 10),
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'USE_DYNAMIC_LEVERAGE': eff_get('USE_DYNAMIC_LEVERAGE', True),
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'MAX_LEVERAGE': eff_get('MAX_LEVERAGE', 20), # 动态杠杆上限 20，配合单笔仓位提高收益
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'MIN_LEVERAGE': eff_get('MIN_LEVERAGE', 8), # 动态杠杆下限，不低于此值（之前盈利阶段多为 8x，避免被压到 2–4x 导致单笔盈利过少）
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'MAX_LEVERAGE_SMALL_CAP': eff_get('MAX_LEVERAGE_SMALL_CAP', 8), # 高波动/小众币最大杠杆，默认 8 与之前盈利阶段一致
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# 移动止损：默认关闭（避免过早截断利润，让利润奔跑）
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'USE_TRAILING_STOP': eff_get('USE_TRAILING_STOP', True), # 默认启用（2026-01-27优化：启用移动止损，保护利润）
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'TRAILING_STOP_ACTIVATION': eff_get('TRAILING_STOP_ACTIVATION', 0.05), # 默认5%（2026-01-27优化：更早保护利润，避免回吐）
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@ -389,6 +389,8 @@ const GlobalConfig = () => {
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MAX_OPEN_POSITIONS: 4,
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LEVERAGE: 10,
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MAX_LEVERAGE: 20, // 动态杠杆上限 20，配合单笔仓位提高收益
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MIN_LEVERAGE: 8, // 动态杠杆下限 8，与之前盈利阶段一致，避免被压到 2–4x
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MAX_LEVERAGE_SMALL_CAP: 8, // 高波动币也允许 8x，与之前一致
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USE_DYNAMIC_LEVERAGE: true,
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MIN_VOLUME_24H: 10000000,
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@ -469,6 +471,60 @@ const GlobalConfig = () => {
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MIN_SIGNAL_STRENGTH: 8,
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},
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},
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classic_profit: {
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name: '之前盈利风格',
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desc: '对齐 2 月初有盈利时的下单方式：固定 8 倍杠杆、单笔 12%、每笔风险 2.5%，不做动态降杠杆，单笔保证金与盈利空间更接近当时。',
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configs: {
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LEVERAGE: 8,
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USE_DYNAMIC_LEVERAGE: false, // 固定 8x，与之前一致
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MIN_LEVERAGE: 8,
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MAX_LEVERAGE: 20,
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MAX_POSITION_PERCENT: 0.12,
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MAX_TOTAL_POSITION_PERCENT: 0.45,
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FIXED_RISK_PERCENT: 0.025, // 略高于 2%，单笔保证金更接近之前
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MAX_LEVERAGE_SMALL_CAP: 8,
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ATR_STOP_LOSS_MULTIPLIER: 3.0,
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RISK_REWARD_RATIO: 3.0,
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TAKE_PROFIT_1_PERCENT: 0.2,
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TAKE_PROFIT_PERCENT: 0.30,
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MIN_RR_FOR_TP1: 1.5,
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AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
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MAX_RSI_FOR_LONG: 65,
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MIN_RSI_FOR_SHORT: 30,
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SYMBOL_LOSS_COOLDOWN_ENABLED: true,
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SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
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SYMBOL_LOSS_COOLDOWN_SEC: 3600,
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BETA_FILTER_ENABLED: true,
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MIN_SIGNAL_STRENGTH: 8,
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},
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},
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classic_profit_amplify: {
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name: '之前盈利·放大',
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desc: '在「之前盈利风格」基础上把杠杆提到 10 倍：同保证金下名义更大，盈利与亏损都会按比例放大。适合想进一步放大收益时使用。',
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configs: {
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LEVERAGE: 10,
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USE_DYNAMIC_LEVERAGE: false, // 固定 10x
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MIN_LEVERAGE: 10,
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MAX_LEVERAGE: 20,
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MAX_POSITION_PERCENT: 0.12,
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MAX_TOTAL_POSITION_PERCENT: 0.45,
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FIXED_RISK_PERCENT: 0.025,
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MAX_LEVERAGE_SMALL_CAP: 10,
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ATR_STOP_LOSS_MULTIPLIER: 3.0,
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RISK_REWARD_RATIO: 3.0,
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TAKE_PROFIT_1_PERCENT: 0.2,
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TAKE_PROFIT_PERCENT: 0.30,
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MIN_RR_FOR_TP1: 1.5,
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AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
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MAX_RSI_FOR_LONG: 65,
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MIN_RSI_FOR_SHORT: 30,
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SYMBOL_LOSS_COOLDOWN_ENABLED: true,
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SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
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SYMBOL_LOSS_COOLDOWN_SEC: 3600,
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BETA_FILTER_ENABLED: true,
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MIN_SIGNAL_STRENGTH: 8,
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},
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},
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aggressive: {
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name: '激进高频',
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desc: '晚间波动大时使用，交易频率高，止损较紧但止盈合理（盈亏比1.5:1）',
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@ -536,12 +592,13 @@ const GlobalConfig = () => {
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LEVERAGE: { value: 10, type: 'number', category: 'risk', description: '基础杠杆倍数。' },
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MAX_POSITION_PERCENT: { value: 0.12, type: 'number', category: 'risk', description: '单笔最大保证金占可用资金比例（如 0.12=12%），加大可提高单笔盈利。' },
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MAX_LEVERAGE: { value: 20, type: 'number', category: 'risk', description: '动态杠杆上限（如 20 表示最高 20 倍），配合单笔仓位提高收益。' },
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MIN_LEVERAGE: { value: 8, type: 'number', category: 'risk', description: '动态杠杆下限（如 8 表示不低于 8 倍）。之前盈利阶段多为 8x，避免被压到 2–4x 导致单笔盈利过少。' },
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MAX_LEVERAGE_SMALL_CAP: { value: 8, type: 'number', category: 'risk', description: '高波动/小众币最大允许杠杆（与之前盈利阶段一致）。' },
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RISK_REWARD_RATIO: { value: 3, type: 'number', category: 'risk', description: '盈亏比目标（用于计算动态止盈止损，建议 3:1）。' },
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ATR_TAKE_PROFIT_MULTIPLIER: { value: 1.5, type: 'number', category: 'risk', description: 'ATR 止盈倍数。' },
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ATR_STOP_LOSS_MULTIPLIER: { value: 3, type: 'number', category: 'risk', description: 'ATR 止损倍数（2026-02-12：3 减少噪音止损）。' },
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USE_FIXED_RISK_SIZING: { value: false, type: 'boolean', category: 'risk', description: '是否使用固定风险仓位计算（基于止损距离和账户余额）。' },
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FIXED_RISK_PERCENT: { value: 0.01, type: 'number', category: 'risk', description: '每笔交易固定风险百分比（如 0.01=1%）。' },
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MAX_LEVERAGE_SMALL_CAP: { value: 3, type: 'number', category: 'risk', description: '小市值/山寨币最大允许杠杆。' },
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}
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const loadConfigs = async () => {
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@ -1040,18 +1097,20 @@ const GlobalConfig = () => {
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altcoin: { group: 'altcoin', tag: '当前推荐' },
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more_opportunities: { group: 'altcoin', tag: '增加机会' },
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profit_scale: { group: 'altcoin', tag: '盈利放大' },
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classic_profit: { group: 'altcoin', tag: '之前盈利' },
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classic_profit_amplify: { group: 'altcoin', tag: '杠杆放大' },
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swing: { group: 'backup', tag: '纯限价' },
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strict: { group: 'backup', tag: '精选低频' },
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conservative: { group: 'backup', tag: '保守' },
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}
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// 快速方案：当前推荐（含增加机会/盈利放大）+ 备选
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// 快速方案：当前推荐（含增加机会/盈利放大/之前盈利）+ 备选
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const presetGroups = [
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{
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key: 'altcoin',
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title: '当前推荐 · 山寨币策略',
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desc: '与当前策略一致。想增加下单机会可点「增加机会」：允许 4H 中性、放宽大盘/RSI 过滤。盈利阶段想放大收益可点「盈利放大」。',
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presetKeys: ['altcoin', 'more_opportunities', 'profit_scale'],
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desc: '与当前策略一致。想增加下单机会可点「增加机会」；盈利阶段可点「盈利放大」；想恢复 2 月初有盈利时的下单风格可点「之前盈利」；在之前盈利基础上再放大可点「杠杆放大」（10x）。',
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presetKeys: ['altcoin', 'more_opportunities', 'profit_scale', 'classic_profit', 'classic_profit_amplify'],
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},
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{
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key: 'backup',
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@ -254,12 +254,13 @@ def _get_trading_config():
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# ===== 仓位管理优化（山寨币专属）=====
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'USE_FIXED_RISK_SIZING': True, # 固定每笔风险，避免亏损扩大
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'FIXED_RISK_PERCENT': 0.01, # 每笔最多亏总资金1%（山寨币风险高）
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'MAX_LEVERAGE_SMALL_CAP': 4, # 小众币最大杠杆4倍（保持不变）
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'MAX_LEVERAGE_SMALL_CAP': 8, # 高波动/小众币最大杠杆（与之前盈利阶段一致）
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'MIN_LEVERAGE': 8, # 动态杠杆下限，避免被压到 2–4x 导致单笔盈利过少
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'ATR_LEVERAGE_REDUCTION_THRESHOLD': 0.05, # ATR超过5%时降低杠杆
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'LEVERAGE': 4, # 基础杠杆4倍（保持不变）
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'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整）
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'LEVERAGE': 8, # 基础杠杆（与之前盈利阶段一致）
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'USE_DYNAMIC_LEVERAGE': True, # 开启动态杠杆（基于止损宽度自动调整，但不低于 MIN_LEVERAGE）
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'MAX_SINGLE_TRADE_LOSS_PERCENT': 20.0, # 单笔交易最大本金亏损率（20%），用于限制杠杆
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'MAX_LEVERAGE': 12, # 最大杠杆12倍，不要超过
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'MAX_LEVERAGE': 20, # 最大杠杆
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# 移动止损：必须开启！山寨币利润要保护
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'USE_TRAILING_STOP': True,
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'TRAILING_STOP_ACTIVATION': 0.10, # 盈利10%后激活（更早锁定利润）
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@ -308,7 +308,7 @@ class RiskManager:
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if atr and entry_price and entry_price > 0:
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atr_percent = atr / entry_price
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atr_leverage_reduction_threshold = config.TRADING_CONFIG.get('ATR_LEVERAGE_REDUCTION_THRESHOLD', 0.05) # 5%
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max_leverage_small_cap = config.TRADING_CONFIG.get('MAX_LEVERAGE_SMALL_CAP', 5)
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max_leverage_small_cap = config.TRADING_CONFIG.get('MAX_LEVERAGE_SMALL_CAP', 8) # 默认 8，与之前盈利阶段一致
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if atr_percent >= atr_leverage_reduction_threshold:
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atr_limit_leverage = max_leverage_small_cap
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@ -351,8 +351,9 @@ class RiskManager:
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max_config_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 20)
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final_leverage = min(final_leverage, max_config_leverage)
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# 至少为1倍
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final_leverage = max(1, final_leverage)
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# 杠杆下限：不低于 MIN_LEVERAGE（之前盈利阶段多为固定 8x，下限 8 可避免被压到 2–4x 导致单笔盈利过少）
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min_leverage = max(1, int(config.TRADING_CONFIG.get('MIN_LEVERAGE', 1) or 1))
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final_leverage = max(min_leverage, final_leverage)
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# 检查交易对最大杠杆限制
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if symbol:
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