1

backend/check_db_symbols.py

@@ -0,0 +1,68 @@
+
+import sys
+import os
+from pathlib import Path
+import re
+
+# Add backend directory to sys.path
+backend_path = Path(__file__).parent
+sys.path.insert(0, str(backend_path))
+
+try:
+    from database.connection import db
+    print("Database connection imported successfully.")
+except ImportError as e:
+    print(f"Error importing database connection: {e}")
+    sys.exit(1)
+
+def is_ascii(s):
+    return all(ord(c) < 128 for c in s)
+
+def check_table(table_name, column_name):
+    print(f"Checking table '{table_name}' column '{column_name}'...")
+    try:
+        query = f"SELECT DISTINCT {column_name} FROM {table_name}"
+        rows = db.execute_query(query)
+        
+        found_invalid = False
+        for row in rows:
+            symbol = row.get(column_name)
+            if symbol and not is_ascii(symbol):
+                print(f"!!! FOUND INVALID SYMBOL in {table_name}: '{symbol}'")
+                found_invalid = True
+            if symbol and "币安" in symbol:
+                print(f"!!! FOUND '币安' in {table_name}: '{symbol}'")
+                found_invalid = True
+                
+        if not found_invalid:
+            print(f"No invalid symbols found in {table_name}.")
+            
+    except Exception as e:
+        print(f"Error querying {table_name}: {e}")
+
+def check_config(table_name):
+    print(f"Checking table '{table_name}' for '币安'...")
+    try:
+        query = f"SELECT config_key, config_value FROM {table_name}"
+        rows = db.execute_query(query)
+        
+        for row in rows:
+            key = row.get('config_key')
+            val = row.get('config_value')
+            
+            if val and "币安" in str(val):
+                # Ignore expected descriptions/comments if any (usually description is separate column)
+                # But here we check config_value
+                print(f"Found '币安' in {table_name} KEY='{key}': VALUE='{val}'")
+                
+            if key and "币安" in str(key):
+                print(f"Found '币安' in {table_name} KEY='{key}'")
+
+    except Exception as e:
+        print(f"Error querying {table_name}: {e}")
+
+if __name__ == "__main__":
+    check_table("trades", "symbol")
+    check_table("trade_recommendations", "symbol")
+    check_config("trading_config")
+    check_config("global_strategy_config")

check_strange_symbols.py

@@ -0,0 +1,29 @@
+
+import sys
+import os
+from pathlib import Path
+
+# Add project root to path
+project_root = Path(__file__).parent
+sys.path.insert(0, str(project_root))
+
+from backend.database.models import Trade, TradeRecommendation, get_db_context
+
+def check_strange_symbols():
+    with get_db_context() as db:
+        # Check Trades
+        trades = db.query(Trade).all()
+        print(f"Checking {len(trades)} trades...")
+        for t in trades:
+            if not t.symbol.isascii() or len(t.symbol) > 15:
+                print(f"Suspicious Trade Symbol: {t.symbol} (ID: {t.id})")
+        
+        # Check Recommendations
+        recs = db.query(TradeRecommendation).all()
+        print(f"Checking {len(recs)} recommendations...")
+        for r in recs:
+            if not r.symbol.isascii() or len(r.symbol) > 15:
+                print(f"Suspicious Rec Symbol: {r.symbol} (ID: {r.id})")
+
+if __name__ == "__main__":
+    check_strange_symbols()

frontend/src/components/ConfigPanel.jsx

@@ -65,7 +65,6 @@ const ConfigPanel = () => {
       name: '⭐山寨币狙击',
       desc: '合理盈亏比（3:1）+ 宽止损（2.0×ATR）+ 移动止损保护 + 严格流动性筛选。2026-01-27优化：让收益率真实，胜率正常化。期望胜率40%+，盈亏比1.5:1+。',
       configs: {
-        // 2026-01-27优化：让收益率真实，胜率正常化
         ATR_STOP_LOSS_MULTIPLIER: 1.5, STOP_LOSS_PERCENT: 12.0, RISK_REWARD_RATIO: 3.0,
         ATR_TAKE_PROFIT_MULTIPLIER: 2.0, TAKE_PROFIT_PERCENT: 20.0, MIN_HOLD_TIME_SEC: 0,
         USE_FIXED_RISK_SIZING: true, FIXED_RISK_PERCENT: 1.0,

trading_system/binance_client.py

@@ -1150,6 +1150,13 @@ class BinanceClient:
         Returns:
             订单信息
         """
+        # 0. 校验 symbol 合法性（防止非法字符导致 -1022 签名错误）
+        if not symbol or not symbol.isascii():
+            logger.error(f"❌ 下单请求包含非法 Symbol: '{symbol}' (包含非ASCII字符)")
+            import traceback
+            logger.error(f"  调用堆栈:\n{traceback.format_exc()}")
+            return None
+
         try:
             # 获取交易对精度信息
             symbol_info = await self.get_symbol_info(symbol)
@@ -1445,6 +1452,12 @@ class BinanceClient:
         Returns:
             是否成功
         """
+        if not symbol or not symbol.isascii():
+            logger.error(f"❌ 设置杠杆请求包含非法 Symbol: '{symbol}'")
+            import traceback
+            logger.error(f"  调用堆栈:\n{traceback.format_exc()}")
+            return False
+
         try:
             await self.client.futures_cancel_order(symbol=symbol, orderId=order_id)
             logger.info(f"取消订单成功: {symbol} {order_id}")
@@ -1794,6 +1807,12 @@ class BinanceClient:
         Returns:
             是否成功
         """
+        if not symbol or not symbol.isascii():
+            logger.error(f"❌ 设置杠杆请求包含非法 Symbol: '{symbol}'")
+            import traceback
+            logger.error(f"  调用堆栈:\n{traceback.format_exc()}")
+            return False
+
         try:
             await self.client.futures_change_leverage(symbol=symbol, leverage=leverage)
             logger.info(f"设置杠杆成功: {symbol} {leverage}x")

trading_system/risk_manager.py

@@ -228,9 +228,17 @@ class RiskManager:
             logger.error(f"检查总仓位失败: {e}", exc_info=True)
             return False
     
-    async def calculate_dynamic_leverage(self, symbol: str, entry_price: float, stop_loss_price: Optional[float] = None, atr: Optional[float] = None, side: Optional[str] = None) -> int:
+    async def calculate_dynamic_leverage(
+        self, 
+        symbol: str, 
+        entry_price: float, 
+        stop_loss_price: Optional[float] = None, 
+        atr: Optional[float] = None, 
+        side: Optional[str] = None,
+        signal_strength: Optional[int] = None
+    ) -> int:
         """
-        计算动态杠杆
+        计算动态杠杆 - 综合考虑信号强度和风险控制
         
         Args:
             symbol: 交易对
@@ -238,6 +246,7 @@ class RiskManager:
             stop_loss_price: 止损价格
             atr: ATR值
             side: 交易方向
+            signal_strength: 信号强度 (0-10)
             
         Returns:
             建议杠杆倍数
@@ -248,10 +257,40 @@ class RiskManager:
         if not config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', False):
             return default_leverage
 
+        # 1. 基于信号强度的杠杆计算 (进攻性)
+        signal_leverage = default_leverage
+        if signal_strength is not None:
+            base_leverage = default_leverage
+            max_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 20)
+            min_signal_strength = config.TRADING_CONFIG.get('MIN_SIGNAL_STRENGTH', 7)
+            
+            if signal_strength >= min_signal_strength:
+                signal_range = 10 - min_signal_strength
+                leverage_range = max_leverage - base_leverage
+                if signal_range > 0:
+                    strength_above_min = signal_strength - min_signal_strength
+                    leverage_increase = (strength_above_min / signal_range) * leverage_range
+                    signal_leverage = base_leverage + leverage_increase
+                    signal_leverage = min(signal_leverage, max_leverage)
+            
+            logger.info(f"  📊 信号强度杠杆 ({symbol}): 信号={signal_strength} -> {int(signal_leverage)}x")
+
+        # 2. 基于ATR波动率的限制 (小众币保护)
+        atr_limit_leverage = 100 # 初始设为很高
+        if atr and entry_price and entry_price > 0:
+            atr_percent = atr / entry_price
+            atr_leverage_reduction_threshold = config.TRADING_CONFIG.get('ATR_LEVERAGE_REDUCTION_THRESHOLD', 0.05)  # 5%
+            max_leverage_small_cap = config.TRADING_CONFIG.get('MAX_LEVERAGE_SMALL_CAP', 5)
+            
+            if atr_percent >= atr_leverage_reduction_threshold:
+                atr_limit_leverage = max_leverage_small_cap
+                logger.info(f"  ⚠️ ATR波动率 {atr_percent*100:.2f}% (高波动), 限制最大杠杆为 {atr_limit_leverage}x")
+
+        # 3. 基于止损宽度的风险控制 (防御性 - 核心逻辑)
+        risk_safe_leverage = 100 # 初始设为很高
+        
         # 尝试获取止损价格（如果没有传入，尝试估算）
         target_stop_loss = stop_loss_price
-        
-        # 如果没有传入止损价，尝试使用ATR估算（仅用于计算杠杆建议）
         if target_stop_loss is None and atr and atr > 0 and entry_price:
             atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)
             if side == 'BUY':
@@ -267,29 +306,40 @@ class RiskManager:
                 # 获取最大单笔亏损率限制 (默认20%)
                 max_loss_pct = config.TRADING_CONFIG.get('MAX_SINGLE_TRADE_LOSS_PERCENT', 20.0) / 100.0
                 
-                # 计算建议杠杆
                 # 理论杠杆 = 最大允许亏损比例 / 止损宽度比例
+                # 例如：最大亏损20%，止损宽5%，则最大杠杆 = 4倍 (4 * 5% = 20%)
                 theoretical_leverage = max_loss_pct / stop_loss_width
+                risk_safe_leverage = int(theoretical_leverage)
                 
-                # 向下取整
-                suggested_leverage = int(theoretical_leverage)
-                
-                # 限制在最大杠杆范围内
-                max_config_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 10)
-                final_dynamic_leverage = min(suggested_leverage, max_config_leverage)
-                
-                # 至少为1倍
-                final_dynamic_leverage = max(1, final_dynamic_leverage)
-                
-                logger.info(f"  ⚖️ 动态杠杆计算 ({symbol}):")
-                logger.info(f"    止损价格: {target_stop_loss:.4f} (宽度: {stop_loss_width*100:.2f}%)")
+                logger.info(f"  🛡️ 风险安全杠杆 ({symbol}):")
+                logger.info(f"    止损宽度: {stop_loss_width*100:.2f}%")
                 logger.info(f"    最大单笔亏损限制: {max_loss_pct*100:.1f}%")
-                logger.info(f"    理论最大杠杆: {theoretical_leverage:.2f}x")
-                logger.info(f"    -> 最终建议杠杆: {final_dynamic_leverage}x")
-                
-                return final_dynamic_leverage
-                
-        return default_leverage
+                logger.info(f"    -> 理论最大杠杆: {theoretical_leverage:.2f}x")
+
+        # 4. 综合计算最终杠杆 (取最小值)
+        final_leverage = min(int(signal_leverage), int(atr_limit_leverage), int(risk_safe_leverage))
+        
+        # 限制在系统最大杠杆范围内
+        max_config_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 20)
+        final_leverage = min(final_leverage, max_config_leverage)
+        
+        # 至少为1倍
+        final_leverage = max(1, final_leverage)
+        
+        # 检查交易对最大杠杆限制
+        if symbol:
+            try:
+                symbol_info = await self.client.get_symbol_info(symbol)
+                if symbol_info and 'maxLeverage' in symbol_info:
+                    symbol_max_leverage = symbol_info['maxLeverage']
+                    if final_leverage > symbol_max_leverage:
+                        logger.warning(f"  ⚠️ {symbol} 交易所限制最大杠杆 {symbol_max_leverage}x, 调整 {final_leverage}x -> {symbol_max_leverage}x")
+                        final_leverage = symbol_max_leverage
+            except Exception as e:
+                pass
+
+        logger.info(f"  ⚖️ 最终动态杠杆: {final_leverage}x (信号:{int(signal_leverage)}x, ATR限制:{int(atr_limit_leverage)}x, 风险安全:{int(risk_safe_leverage)}x)")
+        return final_leverage
 
     async def calculate_position_size(
         self,