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薇薇安
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@ -230,16 +230,22 @@ class RiskManager:
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async def calculate_dynamic_leverage(
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self,
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symbol: str,
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entry_price: float,
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*args,
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symbol: Optional[str] = None,
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entry_price: Optional[float] = None,
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stop_loss_price: Optional[float] = None,
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atr: Optional[float] = None,
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side: Optional[str] = None,
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signal_strength: Optional[int] = None
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signal_strength: Optional[int] = None,
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**kwargs
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) -> int:
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"""
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计算动态杠杆 - 综合考虑信号强度和风险控制
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兼容两种调用方式：
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1. 新版本：calculate_dynamic_leverage(symbol=..., entry_price=..., stop_loss_price=..., ...)
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2. 旧版本：calculate_dynamic_leverage(signal_strength, symbol, atr=..., entry_price=...)
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Args:
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symbol: 交易对
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entry_price: 入场价格
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@ -251,6 +257,28 @@ class RiskManager:
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Returns:
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建议杠杆倍数
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"""
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# 兼容旧调用方式：第一个位置参数可能是 signal_strength
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if args and len(args) > 0:
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first_arg = args[0]
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if isinstance(first_arg, int) and 0 <= first_arg <= 10:
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signal_strength = first_arg
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elif isinstance(first_arg, str):
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symbol = first_arg
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if len(args) > 1 and isinstance(args[1], str) and symbol is None:
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symbol = args[1]
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if len(args) > 2 and isinstance(args[2], (int, float)) and entry_price is None:
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entry_price = args[2]
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# 从 kwargs 中提取（兼容旧调用）
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if 'signal_strength' in kwargs and signal_strength is None:
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signal_strength = kwargs.get('signal_strength')
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if 'symbol' in kwargs and symbol is None:
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symbol = kwargs.get('symbol')
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if 'entry_price' in kwargs and entry_price is None:
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entry_price = kwargs.get('entry_price')
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if 'atr' in kwargs and atr is None:
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atr = kwargs.get('atr')
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# 默认使用配置杠杆
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default_leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
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@ -273,7 +301,7 @@ class RiskManager:
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signal_leverage = base_leverage + leverage_increase
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signal_leverage = min(signal_leverage, max_leverage)
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logger.info(f" 📊 信号强度杠杆 ({symbol}): 信号={signal_strength} -> {int(signal_leverage)}x")
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logger.info(f" 📊 信号强度杠杆 ({symbol or 'N/A'}): 信号={signal_strength} -> {int(signal_leverage)}x")
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# 2. 基于ATR波动率的限制 (小众币保护)
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atr_limit_leverage = 100 # 初始设为很高
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@ -311,7 +339,7 @@ class RiskManager:
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theoretical_leverage = max_loss_pct / stop_loss_width
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risk_safe_leverage = int(theoretical_leverage)
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logger.info(f" 🛡️ 风险安全杠杆 ({symbol}):")
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logger.info(f" 🛡️ 风险安全杠杆 ({symbol or 'N/A'}):")
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logger.info(f" 止损宽度: {stop_loss_width*100:.2f}%")
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logger.info(f" 最大单笔亏损限制: {max_loss_pct*100:.1f}%")
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logger.info(f" -> 理论最大杠杆: {theoretical_leverage:.2f}x")
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@ -1236,82 +1264,3 @@ class RiskManager:
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+ f"止盈金额={take_profit_amount:.4f} USDT ({take_profit_percent*100:.1f}% of margin)"
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)
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return take_profit_price
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async def calculate_dynamic_leverage(self, signal_strength: int, symbol: str = None, atr: Optional[float] = None, entry_price: Optional[float] = None) -> int:
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"""
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根据信号强度计算动态杠杆倍数
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信号强度越高，杠杆倍数越高，以最大化收益
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同时检查交易对支持的最大杠杆限制
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Args:
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signal_strength: 信号强度 (0-10)
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symbol: 交易对符号（可选，用于检查交易对的最大杠杆限制）
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Returns:
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杠杆倍数
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"""
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# 获取配置参数
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use_dynamic_leverage = config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', True)
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base_leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
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max_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 20)
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min_signal_strength = config.TRADING_CONFIG.get('MIN_SIGNAL_STRENGTH', 7)
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# ⚠️ 优化7：阶梯杠杆 - 小众币限制最高杠杆
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max_leverage_small_cap = config.TRADING_CONFIG.get('MAX_LEVERAGE_SMALL_CAP', 5)
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atr_leverage_reduction_threshold = config.TRADING_CONFIG.get('ATR_LEVERAGE_REDUCTION_THRESHOLD', 0.05) # 5%
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# 检查是否为小众币（高波动率）
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is_small_cap = False
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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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if atr_percent >= atr_leverage_reduction_threshold:
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is_small_cap = True
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logger.info(f" ⚠️ {symbol} ATR波动率 {atr_percent*100:.2f}% >= {atr_leverage_reduction_threshold*100:.0f}%，识别为小众币，限制最大杠杆为{max_leverage_small_cap}x")
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max_leverage = min(max_leverage, max_leverage_small_cap)
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# 如果未启用动态杠杆，返回基础杠杆
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if not use_dynamic_leverage:
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final_leverage = int(base_leverage)
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else:
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# 如果信号强度低于最小要求，使用基础杠杆
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if signal_strength < min_signal_strength:
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final_leverage = int(base_leverage)
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else:
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# 计算动态杠杆：信号强度越高，杠杆越高
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# 公式：杠杆 = 基础杠杆 + (信号强度 - 最小信号强度) * (最大杠杆 - 基础杠杆) / (10 - 最小信号强度)
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signal_range = 10 - min_signal_strength # 信号强度范围
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leverage_range = max_leverage - base_leverage # 杠杆范围
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if signal_range > 0:
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# 计算信号强度超出最小值的比例
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strength_above_min = signal_strength - min_signal_strength
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leverage_increase = (strength_above_min / signal_range) * leverage_range
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dynamic_leverage = base_leverage + leverage_increase
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else:
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dynamic_leverage = base_leverage
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# 确保杠杆在合理范围内（不超过配置的最大杠杆）
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final_leverage = max(int(base_leverage), min(int(dynamic_leverage), int(max_leverage)))
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# 如果提供了交易对符号，检查交易对支持的最大杠杆限制
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if symbol:
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try:
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symbol_info = await self.client.get_symbol_info(symbol)
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if symbol_info and 'maxLeverage' in symbol_info:
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symbol_max_leverage = symbol_info['maxLeverage']
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if final_leverage > symbol_max_leverage:
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logger.warning(
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f"{symbol} 交易对最大杠杆限制为 {symbol_max_leverage}x, "
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f"计算杠杆 {final_leverage}x 超过限制，调整为 {symbol_max_leverage}x"
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)
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final_leverage = symbol_max_leverage
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except Exception as e:
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logger.warning(f"获取 {symbol} 交易对杠杆限制失败: {e}，使用计算值 {final_leverage}x")
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logger.info(
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f"动态杠杆计算: 信号强度={signal_strength}/10, "
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f"基础杠杆={base_leverage}x, 计算杠杆={final_leverage}x"
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+ (f", 交易对={symbol}" if symbol else "")
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)
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return final_leverage
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