增加激进控制可放大仓位
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薇薇安
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@ -834,7 +834,9 @@ class ConfigManager:
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# 固定风险百分比仓位计算（凯利公式）
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'USE_FIXED_RISK_SIZING': eff_get('USE_FIXED_RISK_SIZING', True), # 使用固定风险百分比计算仓位
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'FIXED_RISK_PERCENT': eff_get('FIXED_RISK_PERCENT', 0.02), # 每笔单子承受的风险（2%）
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# 仓位放大系数：1.0=正常，1.2=+20% 仓位，上限 2.0，仍受 MAX_POSITION_PERCENT 约束（盈利时适度放大用）
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'POSITION_SCALE_FACTOR': eff_get('POSITION_SCALE_FACTOR', 1.0),
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# 市场扫描（30分钟主周期）
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'SCAN_INTERVAL': eff_get('SCAN_INTERVAL', scan_interval_default), # 30分钟（增加交易机会）
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'TOP_N_SYMBOLS': eff_get('TOP_N_SYMBOLS', 20), # 每次扫描后优先处理的交易对数量
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@ -40,6 +40,8 @@ DEFAULTS_TO_SYNC = [
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"description": "大盘共振过滤：BTC/ETH 下跌时屏蔽多单。"},
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{"config_key": "BETA_FILTER_THRESHOLD", "config_value": "-0.005", "config_type": "number", "category": "strategy",
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"description": "大盘共振阈值（比例，如 -0.005 表示 -0.5%）。"},
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{"config_key": "POSITION_SCALE_FACTOR", "config_value": "1.0", "config_type": "number", "category": "risk",
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"description": "仓位放大系数：1.0=正常，1.2=+20%，上限2.0。盈利时适度调高可扩大收益。"},
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]
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@ -14,6 +14,7 @@ import './ConfigPanel.css' // 复用 ConfigPanel 的样式
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'MAX_CHANGE_PERCENT_FOR_LONG',
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'MAX_CHANGE_PERCENT_FOR_SHORT',
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'MIN_RR_FOR_TP1',
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'POSITION_SCALE_FACTOR',
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])
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// 配置项中文标签（便于识别）
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const KEY_LABELS = {
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@ -30,6 +31,7 @@ const KEY_LABELS = {
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RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H: 'RSI 反向仅允许 4H 中性',
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MIN_RR_FOR_TP1: '第一目标最小盈亏比(相对止损)',
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AUTO_TRADE_ALLOW_4H_NEUTRAL: '允许 4H 中性时自动交易',
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POSITION_SCALE_FACTOR: '仓位放大系数',
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}
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const ConfigItem = ({ label, config, onUpdate, disabled }) => {
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@ -414,6 +416,31 @@ const GlobalConfig = () => {
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MAX_TREND_MOVE_BEFORE_ENTRY: 0.05,
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},
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},
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profit_scale: {
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name: '盈利放大（适度激进）',
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desc: '在推荐策略基础上：仓位放大 1.25 倍、单笔上限 10%、每笔风险 2.5%、最多 5 仓。盈利阶段可一键放大收益，仍受单笔上限约束。',
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configs: {
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POSITION_SCALE_FACTOR: 1.25,
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MAX_POSITION_PERCENT: 0.10,
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MAX_TOTAL_POSITION_PERCENT: 0.45,
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FIXED_RISK_PERCENT: 0.025,
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MAX_OPEN_POSITIONS: 5,
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MAX_DAILY_ENTRIES: 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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@ -468,6 +495,7 @@ const GlobalConfig = () => {
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SYMBOL_MAX_CONSECUTIVE_LOSSES: { value: 2, type: 'number', category: 'strategy', description: '最大允许连续亏损次数（超过则禁止交易该交易对一段时间）。' },
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SYMBOL_LOSS_COOLDOWN_SEC: { value: 3600, type: 'number', category: 'strategy', description: '连续亏损后的冷却时间（秒），默认1小时。' },
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MIN_RR_FOR_TP1: { value: 1.5, type: 'number', category: 'strategy', description: '第一目标止盈相对止损的最小盈亏比（如 1.5 表示 TP1 至少为止损距离的 1.5 倍）。2026-02-12 新增。' },
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POSITION_SCALE_FACTOR: { value: 1.0, type: 'number', category: 'risk', description: '仓位放大系数：1.0=正常，1.2=+20% 仓位，1.5=+50%，上限 2.0。盈利时适度调高可扩大收益，仍受单笔上限约束。' },
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AUTO_TRADE_ALLOW_4H_NEUTRAL: { value: false, type: 'boolean', category: 'strategy', description: '是否允许 4H 趋势为中性时自动交易。关闭可减少震荡扫损、提升质量（建议关闭）。' },
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BETA_FILTER_ENABLED: { value: true, type: 'boolean', category: 'strategy', description: '大盘共振过滤：BTC/ETH 下跌时屏蔽多单。' },
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BETA_FILTER_THRESHOLD: { value: -0.005, type: 'number', category: 'strategy', description: '大盘共振阈值（比例，如 -0.005 表示 -0.5%）。' },
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@ -980,18 +1008,19 @@ const GlobalConfig = () => {
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const presetUiMeta = {
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altcoin: { group: 'altcoin', tag: '当前推荐' },
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profit_scale: { group: 'altcoin', tag: '盈利放大' },
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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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// 快速方案只保留：当前推荐（山寨币）+ 备选（纯限价/保守），其余不展示
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// 快速方案：当前推荐（含盈利放大）+ 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：4H 中性不自动交易、做多 RSI≤65、第一目标止盈 20%、止损 3×ATR、盈亏比 3:1、同品种连亏冷却。',
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presetKeys: ['altcoin'],
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desc: '与当前策略一致。盈利阶段想扩大收益可点「盈利放大」：仓位 1.25 倍、单笔上限 10%、最多 5 仓。',
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presetKeys: ['altcoin', 'profit_scale'],
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},
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{
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key: 'backup',
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@ -651,7 +651,26 @@ class RiskManager:
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# 计算最终的名义价值与保证金
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final_notional_value = quantity * current_price
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final_margin = final_notional_value / actual_leverage if actual_leverage > 0 else final_notional_value
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# 仓位放大系数（盈利时适当放大仓位，1.0=正常，1.2=+20%，上限2.0，仍受 MAX_POSITION_PERCENT 约束）
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position_scale = config.TRADING_CONFIG.get('POSITION_SCALE_FACTOR', 1.0)
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try:
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position_scale = float(position_scale or 1.0)
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position_scale = max(1.0, min(position_scale, 2.0))
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except (TypeError, ValueError):
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position_scale = 1.0
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if position_scale > 1.0:
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quantity = quantity * position_scale
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final_notional_value = quantity * current_price
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final_margin = final_notional_value / actual_leverage if actual_leverage > 0 else final_notional_value
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max_margin_cap = available_balance * config.TRADING_CONFIG.get('MAX_POSITION_PERCENT', 0.08)
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if final_margin > max_margin_cap:
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final_margin = max_margin_cap
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final_notional_value = final_margin * actual_leverage
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quantity = final_notional_value / current_price if current_price and current_price > 0 else quantity
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logger.info(f" 仓位放大后超过单笔上限，已截断至 MAX_POSITION_PERCENT 对应保证金")
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logger.info(f" 仓位放大系数: {position_scale:.2f} -> 最终数量: {quantity:.4f}")
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# 添加最小名义价值检查（0.2 USDT），避免下无意义的小单子
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MIN_NOTIONAL_VALUE = 0.2 # 最小名义价值0.2 USDT
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if final_notional_value < MIN_NOTIONAL_VALUE:
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