diff --git a/backend/check_db_symbols.py b/backend/check_db_symbols.py new file mode 100644 index 0000000..231b44d --- /dev/null +++ b/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") diff --git a/check_strange_symbols.py b/check_strange_symbols.py new file mode 100644 index 0000000..ffe9afd --- /dev/null +++ b/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() diff --git a/frontend/src/components/ConfigPanel.jsx b/frontend/src/components/ConfigPanel.jsx index 4e05d96..dc4d966 100644 --- a/frontend/src/components/ConfigPanel.jsx +++ b/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, diff --git a/trading_system/binance_client.py b/trading_system/binance_client.py index c70a983..6f1e4b6 100644 --- a/trading_system/binance_client.py +++ b/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") diff --git a/trading_system/risk_manager.py b/trading_system/risk_manager.py index 4334426..77f3ad9 100644 --- a/trading_system/risk_manager.py +++ b/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, diff --git a/交易记录_2026-02-05T11-39-32.json b/交易记录_2026-02-05T11-39-32.json deleted file mode 100644 index 40c281b..0000000 --- a/交易记录_2026-02-05T11-39-32.json +++ /dev/null @@ -1,1280 +0,0 @@ -[ - { - "交易ID": 2624, - "交易对": "ICPUSDT", - "方向": "SELL", - "数量": 17, - "名义价值": 42.092, - "保证金": 5.2615, - "杠杆": 8, - "入场价": 2.476, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": 6549531258, - "平仓订单号": "-", - "入场时间": 1770290751, - "平仓时间": null, - "入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "离场原因": null, - "持仓时长分钟": null, - "止损价": 2.62171429, - "止盈价": 2.03885714, - "第一目标止盈价": 2.429575, - "第二目标止盈价": 2.03885714, - "ATR": 0.09714286, - "策略类型": null, - "入场思路": { - "atr": 0.0971428571428571, - "rsi": 36.76222596964585, - "reason": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "trend_4h": "neutral", - "direction": "SELL", - "market_regime": "trending", - "change_percent": -8.333, - "filters_passed": [ - "only_trending", - "should_trade", - "volume_ok", - "signal_ok", - "rsi_change_ok" - ], - "macd_histogram": -0.004330409868040813, - "signal_strength": 10, - "volume_confirmed": true - } - }, - { - "交易ID": 2623, - "交易对": "ENAUSDT", - "方向": "SELL", - "数量": 323, - "名义价值": 40.7303, - "保证金": 5.0912875, - "杠杆": 8, - "入场价": 0.1261, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": 13489798098, - "平仓订单号": "-", - "入场时间": 1770290743, - "平仓时间": null, - "入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "离场原因": null, - "持仓时长分钟": null, - "止损价": 0.13413571, - "止盈价": 0.10199286, - "第一目标止盈价": 0.12373562, - "第二目标止盈价": 0.10199286, - "ATR": 0.00535714, - "策略类型": null, - "入场思路": { - "atr": 0.005357142857142858, - "rsi": 31.699346405228823, - "reason": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "trend_4h": "neutral", - "direction": "SELL", - "market_regime": "trending", - "change_percent": -8.388, - "filters_passed": [ - "only_trending", - "should_trade", - "volume_ok", - "signal_ok", - "rsi_change_ok" - ], - "macd_histogram": -0.0003908078850468526, - "signal_strength": 10, - "volume_confirmed": true - } - }, - { - "交易ID": 2622, - "交易对": "XMRUSDT", - "方向": "SELL", - "数量": 0.112, - "名义价值": 39.57072, - "保证金": 4.94634, - "杠杆": 8, - "入场价": 353.31, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": 14252832078, - "平仓订单号": "-", - "入场时间": 1770290657, - "平仓时间": null, - "入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "离场原因": null, - "持仓时长分钟": null, - "止损价": 376.33071429, - "止盈价": 284.24785714, - "第一目标止盈价": 346.6854375, - "第二目标止盈价": 284.24785714, - "ATR": 15.34714286, - "策略类型": null, - "入场思路": { - "atr": 15.347142857142858, - "rsi": 36.24184529356946, - "reason": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "trend_4h": "neutral", - "direction": "SELL", - "market_regime": "trending", - "change_percent": -9.08, - "filters_passed": [ - "only_trending", - "should_trade", - "volume_ok", - "signal_ok", - "rsi_change_ok" - ], - "macd_histogram": -0.033878118904940635, - "signal_strength": 10, - "volume_confirmed": true - } - }, - { - "交易ID": 2621, - "交易对": "ONDOUSDT", - "方向": "SELL", - "数量": 152.3, - "名义价值": 38.34914, - "保证金": 4.7936425, - "杠杆": 8, - "入场价": 0.2518, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": 8764165435, - "平仓订单号": "-", - "入场时间": 1770290601, - "平仓时间": null, - "入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "离场原因": null, - "持仓时长分钟": null, - "止损价": 0.26885714, - "止盈价": 0.20062857, - "第一目标止盈价": 0.24707875, - "第二目标止盈价": 0.20062857, - "ATR": 0.01137143, - "策略类型": null, - "入场思路": { - "atr": 0.011371428571428572, - "rsi": 34.29895712630359, - "reason": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "trend_4h": "neutral", - "direction": "SELL", - "market_regime": "trending", - "change_percent": -9.684, - "filters_passed": [ - "only_trending", - "should_trade", - "volume_ok", - "signal_ok", - "rsi_change_ok" - ], - "macd_histogram": -0.0014597834747162464, - "signal_strength": 10, - "volume_confirmed": true - } - }, - { - "交易ID": 2620, - "交易对": "ONDOUSDT", - "方向": "SELL", - "数量": 152.3, - "名义价值": 38.34914, - "保证金": 4.7936425, - "杠杆": 8, - "入场价": 0.2518, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": "-", - "平仓订单号": "-", - "入场时间": 1770290598, - 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"入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "离场原因": "take_profit", - "持仓时长分钟": null, - "止损价": 1.52835714, - "止盈价": 1.17092857, - "第一目标止盈价": 1.41201875, - "第二目标止盈价": 1.17092857, - "ATR": 0.05957143, - "策略类型": "trend_following", - "入场思路": { - "atr": 0.059571428571428574, - "rsi": 32.63707571801564, - "reason": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - "trend_4h": "neutral", - "direction": "SELL", - "market_regime": "trending", - "change_percent": -6.45, - "filters_passed": [ - "only_trending", - "should_trade", - "volume_ok", - "signal_ok", - "rsi_change_ok" - ], - "macd_histogram": -0.005600675499594268, - "signal_strength": 10, - "volume_confirmed": true - } - }, - { - "交易ID": 2613, - "交易对": "ZENUSDT", - "方向": "SELL", - "数量": 6.5, - "名义价值": 41.7105, - "保证金": 5.2138125, - "杠杆": 8, - "入场价": 6.417, - "出场价": null, - "盈亏": 0, - "盈亏比例": 0, - "状态": "持仓中", - "平仓类型": "-", - "开仓订单号": 8464033612, - "平仓订单号": "-", - "入场时间": 1770289586, - "平仓时间": null, - "入场原因": "MACD死叉, EMA20下穿EMA50，下降趋势, 价格在EMA20之下", - 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