diff --git a/backend/sync_global_config_defaults.py b/backend/sync_global_config_defaults.py index 5a55f6b..6cd7b53 100644 --- a/backend/sync_global_config_defaults.py +++ b/backend/sync_global_config_defaults.py @@ -42,6 +42,10 @@ DEFAULTS_TO_SYNC = [ "description": "大盘共振阈值（比例，如 -0.005 表示 -0.5%）。"}, {"config_key": "POSITION_SCALE_FACTOR", "config_value": "1.0", "config_type": "number", "category": "risk", "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。"}, + {"config_key": "USE_FIXED_RISK_SIZING", "config_value": "true", "config_type": "boolean", "category": "risk", + "description": "是否启用固定风险仓位计算（推荐）。若启用，则忽略 MAX_POSITION_PERCENT，改用 FIXED_RISK_PERCENT 计算仓位。"}, + {"config_key": "FIXED_RISK_PERCENT", "config_value": "0.025", "config_type": "number", "category": "risk", + "description": "每笔交易风险占总账户的百分比（如 0.025=2.5%）。配合止损距离计算仓位，风险可控。"}, ] diff --git a/frontend/src/components/GlobalConfig.jsx b/frontend/src/components/GlobalConfig.jsx index 8b15c01..231c67c 100644 --- a/frontend/src/components/GlobalConfig.jsx +++ b/frontend/src/components/GlobalConfig.jsx @@ -233,13 +233,15 @@ const GlobalConfig = () => { MIN_POSITION_PERCENT: 0.0, MIN_SIGNAL_STRENGTH: 8, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, TAKE_PROFIT_PERCENT: 25.0, MIN_HOLD_TIME_SEC: 1800, SMART_ENTRY_ENABLED: false, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.03, // 3% 风险 }, }, fill: { @@ -260,12 +262,14 @@ const GlobalConfig = () => { ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3, ENTRY_MAX_DRIFT_PCT_RANGING: 0.15, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, TAKE_PROFIT_PERCENT: 25.0, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.025, // 2.5% 风险 }, }, strict: { @@ -283,12 +287,14 @@ const GlobalConfig = () => { LIMIT_ORDER_OFFSET_PCT: 0.1, ENTRY_CONFIRM_TIMEOUT_SEC: 180, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, TAKE_PROFIT_PERCENT: 25.0, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.03, // 3% 风险 }, }, steady: { @@ -309,12 +315,14 @@ const GlobalConfig = () => { ENTRY_MAX_DRIFT_PCT_TRENDING: 0.4, ENTRY_MAX_DRIFT_PCT_RANGING: 0.2, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, TAKE_PROFIT_PERCENT: 25.0, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.025, // 2.5% 风险 }, }, conservative: { @@ -334,11 +342,13 @@ const GlobalConfig = () => { MIN_STOP_LOSS_PRICE_PCT: 2.0, MIN_TAKE_PROFIT_PRICE_PCT: 3.0, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.015, // 1.5% 风险 } }, balanced: { @@ -356,41 +366,43 @@ const GlobalConfig = () => { MIN_STOP_LOSS_PRICE_PCT: 2.0, MIN_TAKE_PROFIT_PRICE_PCT: 3.0, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.025, // 2.5% 风险 } }, altcoin: { - name: '山寨币策略（当前推荐）', - desc: '与 2026-02-12 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。', + name: '山寨币策略（推荐）', + desc: '2026-02-13 优化：针对高胜率低盈亏比进行调整。提高单笔风险至5%，收紧止损至2.5倍ATR，优先保证盈利积累。', configs: { - // 风险与止盈止损（与当前全局默认一致） - ATR_STOP_LOSS_MULTIPLIER: 3.0, // 3×ATR 减少噪音止损 - STOP_LOSS_PERCENT: 0.12, - RISK_REWARD_RATIO: 3.0, // 盈亏比 3:1 - TAKE_PROFIT_1_PERCENT: 0.2, // 第一目标止盈 20% - TAKE_PROFIT_PERCENT: 0.30, // 第二目标 30% - MIN_RR_FOR_TP1: 1.5, // 第一目标至少 1.5 倍止损距离 + // 风险与止盈止损 + ATR_STOP_LOSS_MULTIPLIER: 2.5, // 3.0 -> 2.5 收紧止损，允许更大仓位 + STOP_LOSS_PERCENT: 0.10, // 12% -> 10% + RISK_REWARD_RATIO: 2.0, // 3.0 -> 2.0 稍微降低盈亏比要求，更容易止盈 + TAKE_PROFIT_1_PERCENT: 0.2, + TAKE_PROFIT_PERCENT: 0.30, + MIN_RR_FOR_TP1: 1.2, // 降低TP1门槛，确保更早落袋为安 MIN_HOLD_TIME_SEC: 1800, USE_FIXED_RISK_SIZING: true, - FIXED_RISK_PERCENT: 0.02, // 每笔风险 2% + FIXED_RISK_PERCENT: 0.05, // 0.02 -> 0.05 提高每笔风险至5%（针对小资金账户） USE_DYNAMIC_ATR_MULTIPLIER: false, USE_TRAILING_STOP: true, - TRAILING_STOP_ACTIVATION: 0.20, - TRAILING_STOP_PROTECT: 0.10, + TRAILING_STOP_ACTIVATION: 0.15, // 20% -> 15% 更早激活移动止损 + TRAILING_STOP_PROTECT: 0.05, // 10% -> 5% 更紧的保护 - MAX_POSITION_PERCENT: 0.12, // 单笔最大 12% 可用资金，加大单笔盈利空间 - MAX_TOTAL_POSITION_PERCENT: 0.45, - MAX_DAILY_ENTRIES: 8, - MAX_OPEN_POSITIONS: 4, + MAX_POSITION_PERCENT: 0.20, // 0.12 -> 0.20 允许单笔最大20%仓位 + MAX_TOTAL_POSITION_PERCENT: 0.80, // 允许总仓位更高 + MAX_DAILY_ENTRIES: 10, + MAX_OPEN_POSITIONS: 5, LEVERAGE: 10, - MAX_LEVERAGE: 20, // 动态杠杆上限 20，配合单笔仓位提高收益 - 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 - MAX_LEVERAGE_SMALL_CAP: 8, // 高波动币也允许 8x，与之前一致 + MAX_LEVERAGE: 20, + MIN_LEVERAGE: 8, + MAX_LEVERAGE_SMALL_CAP: 8, USE_DYNAMIC_LEVERAGE: true, MIN_VOLUME_24H: 10000000, @@ -407,8 +419,8 @@ const GlobalConfig = () => { CONFIRM_INTERVAL: '4h', AUTO_TRADE_ONLY_TRENDING: true, - AUTO_TRADE_ALLOW_4H_NEUTRAL: false, // 4H 中性不自动交易，提升质量 - MAX_RSI_FOR_LONG: 65, // 做多不追高 + AUTO_TRADE_ALLOW_4H_NEUTRAL: false, + MAX_RSI_FOR_LONG: 65, MIN_RSI_FOR_SHORT: 30, MAX_CHANGE_PERCENT_FOR_LONG: 25, MAX_CHANGE_PERCENT_FOR_SHORT: 10, @@ -423,6 +435,39 @@ const GlobalConfig = () => { MAX_TREND_MOVE_BEFORE_ENTRY: 0.05, }, }, + high_growth: { + name: '高收益激进策略', + desc: '针对小资金快速翻仓：8%风险/单，2倍ATR紧止损，盈亏比1.5:1快进快出。注意：回撤风险较高。', + configs: { + ATR_STOP_LOSS_MULTIPLIER: 2.0, + STOP_LOSS_PERCENT: 0.08, + RISK_REWARD_RATIO: 1.5, + TAKE_PROFIT_1_PERCENT: 0.15, + TAKE_PROFIT_PERCENT: 0.25, + MIN_RR_FOR_TP1: 1.0, + MIN_HOLD_TIME_SEC: 900, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.08, // 8% 风险 + + USE_TRAILING_STOP: true, + TRAILING_STOP_ACTIVATION: 0.10, + TRAILING_STOP_PROTECT: 0.03, + + MAX_POSITION_PERCENT: 0.30, + MAX_TOTAL_POSITION_PERCENT: 0.90, + LEVERAGE: 12, + MAX_LEVERAGE: 25, + MIN_LEVERAGE: 10, + USE_DYNAMIC_LEVERAGE: true, + + MIN_VOLUME_24H: 5000000, + MIN_VOLATILITY: 0.025, + TOP_N_SYMBOLS: 15, + + AUTO_TRADE_ONLY_TRENDING: false, + AUTO_TRADE_ALLOW_4H_NEUTRAL: true, + } + }, more_opportunities: { name: '增加机会（放宽过滤）', desc: '放宽过滤条件以增加下单机会：允许 4H 中性、大盘共振阈值放宽到 -1%、做多 RSI≤70、做空 RSI≥25。适合想要更多交易机会时使用。', @@ -540,11 +585,13 @@ const GlobalConfig = () => { MIN_STOP_LOSS_PRICE_PCT: 1.5, MIN_TAKE_PROFIT_PRICE_PCT: 2.0, USE_TRAILING_STOP: false, - ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR，提升胜率 + ATR_STOP_LOSS_MULTIPLIER: 2.5, ATR_TAKE_PROFIT_MULTIPLIER: 1.5, - RISK_REWARD_RATIO: 1.5, // 配合止盈倍数 + RISK_REWARD_RATIO: 1.5, MIN_HOLD_TIME_SEC: 1800, - USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整，使用固定2.5倍 + USE_DYNAMIC_ATR_MULTIPLIER: false, + USE_FIXED_RISK_SIZING: true, + FIXED_RISK_PERCENT: 0.04, // 4% 风险 } }, script_v1: { diff --git a/frontend/交易记录_2026-01-23T13-33-06.json b/frontend/交易记录_2026-01-23T13-33-06.json deleted file mode 100644 index 2675ffa..0000000 --- a/frontend/交易记录_2026-01-23T13-33-06.json +++ /dev/null @@ -1,1902 +0,0 @@ -[ - { - "交易ID": 1333, - "交易对": "BERAUSDT", - "方向": "SELL", - "数量": 13, - "名义价值": 10.1075, - "保证金": 1.01075, - "杠杆": 10, - "入场价": 0.7775, - "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": 1769175113, - "平仓时间": null - }, - { - "交易ID": 1332, - "交易对": "ICPUSDT", - "方向": "SELL", - "数量": 29, - "名义价值": 103.24, - "保证金": 6.88266667, - "杠杆": 15, - "入场价": 3.56, - "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": 6482956483, - "平仓订单号": "-", - "入场时间": 1769175086, - "平仓时间": null - }, - { - "交易ID": 1331, - "交易对": "MEUSDT", - "方向": "SELL", - "数量": 478.7, - "名义价值": 107.51602, - "保证金": 7.16773467, - "杠杆": 15, - "入场价": 0.2246, - "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": 1582685418, - "平仓订单号": "-", - "入场时间": 1769175047, - "平仓时间": null - }, - { - "交易ID": 1330, - "交易对": "KAIAUSDT", - "方向": "BUY", - "数量": 1686, - "名义价值": 103.45296, - "保证金": 6.896864, - "杠杆": 15, - "入场价": 0.06136, - "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": 870589575, - "平仓订单号": "-", - "入场时间": 1769175028, - "平仓时间": null - }, - { - "交易ID": 1329, - "交易对": "ESPORTSUSDT", - "方向": "BUY", - "数量": 183, - "名义价值": 97.76226, - "保证金": 6.517484, - "杠杆": 15, - "入场价": 0.53422, - "出场价": 0.53099, - "盈亏": -0.59109, - "盈亏比例": -9.069297293249972, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 555392399, - "平仓订单号": 555492848, - "入场时间": 1769173380, - "平仓时间": 1769174597 - }, - { - "交易ID": 1328, - "交易对": "0GUSDT", - "方向": "BUY", - "数量": 106, - "名义价值": 99.5234, - "保证金": 6.63489333, - "杠杆": 15, - "入场价": 0.9389, - "出场价": 0.9391, - "盈亏": 0.0212, - "盈亏比例": 0.3195228460440072, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 1588426427, - "平仓订单号": 1588543761, - "入场时间": 1769173357, - "平仓时间": 1769173696 - }, - { - "交易ID": 1327, - "交易对": "PENDLEUSDT", - "方向": "SELL", - "数量": 32, - "名义价值": 66.8768, - "保证金": 6.68768, - "杠杆": 10, - "入场价": 2.0899, - "出场价": 2.0962, - "盈亏": -0.2016, - "盈亏比例": -3.0144983013541315, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 7979879794, - "平仓订单号": 7979938061, - "入场时间": 1769173352, - "平仓时间": 1769174608 - }, - { - "交易ID": 1326, - "交易对": "ROSEUSDT", - "方向": "SELL", - "数量": 5661, - "名义价值": 97.25598, - "保证金": 6.483732, - "杠杆": 15, - "入场价": 0.01718, - "出场价": 0.01713, - "盈亏": 0.28305, - "盈亏比例": 4.365541327124564, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 6128532913, - "平仓订单号": 6128677345, - 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"平仓时间": 1769121327 - }, - { - "交易ID": 1120, - "交易对": "TRXUSDT", - "方向": "BUY", - "数量": 330, - "名义价值": 100.716, - "保证金": 6.7144, - "杠杆": 15, - "入场价": 0.3052, - "出场价": 0.3083, - "盈亏": 1.023, - "盈亏比例": 15.23591087811271, - "状态": "已平仓", - "平仓类型": "自动平仓（止盈）", - "开仓订单号": 17315397097, - "平仓订单号": 17317804270, - "入场时间": 1769113095, - "平仓时间": 1769160955 - }, - { - "交易ID": 1119, - "交易对": "SKLUSDT", - "方向": "BUY", - "数量": 9153, - "名义价值": 102.97125, - "保证金": 6.86475, - "杠杆": 15, - "入场价": 0.01125, - "出场价": 0.01103, - "盈亏": -2.01366, - "盈亏比例": -29.33333333333333, - "状态": "已平仓", - "平仓类型": "同步平仓", - "开仓订单号": 6284871804, - "平仓订单号": 6284925424, - "入场时间": 1769112993, - "平仓时间": 1769113359 - }, - { - "交易ID": 1114, - "交易对": "MERLUSDT", - "方向": "SELL", - "数量": 748, - "名义价值": 99.88044, - "保证金": 6.658696, - "杠杆": 15, - "入场价": 0.13353, - "出场价": 0.1363187, - "盈亏": -2.0859476, - "盈亏比例": -31.326668164457423, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 1612698713, - "平仓订单号": 1612771203, - "入场时间": 1769111181, - "平仓时间": 1769111783 - }, - { - "交易ID": 1113, - "交易对": "RIVERUSDT", - "方向": "BUY", - "数量": 1.8, - "名义价值": 99.3006, - "保证金": 6.62004, - "杠杆": 15, - "入场价": 55.167, - "出场价": 54.184, - "盈亏": -1.7694, - "盈亏比例": -26.727935178639406, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 2208902489, - "平仓订单号": 2210343566, - "入场时间": 1769111150, - "平仓时间": 1769112074 - }, - { - "交易ID": 1110, - "交易对": "BTRUSDT", - "方向": "SELL", - "数量": 1555, - "名义价值": 101.075, - "保证金": 6.73833333, - "杠杆": 15, - "入场价": 0.065, - "出场价": 0.0628405, - "盈亏": 3.3580225, - "盈亏比例": 49.834615409267684, - "状态": "已平仓", - "平仓类型": "手动平仓", - "开仓订单号": 402347055, - "平仓订单号": 402651939, - "入场时间": 1769109341, - "平仓时间": 1769132676 - }, - { - "交易ID": 1109, - "交易对": "RIVERUSDT", - "方向": "BUY", - "数量": 1.9, - "名义价值": 102.6513, - "保证金": 6.84342, - "杠杆": 15, - "入场价": 54.027, - "出场价": 55.5844211, - "盈亏": 2.95910009, - "盈亏比例": 43.24007718363041, - "状态": "已平仓", - "平仓类型": "同步平仓", - "开仓订单号": 2205519939, - "平仓订单号": 2206192590, - "入场时间": 1769109172, - "平仓时间": 1769109555 - } -] \ No newline at end of file diff --git a/scripts/fix_trade_records.py b/scripts/fix_trade_records.py index 31804da..4c1e206 100644 --- a/scripts/fix_trade_records.py +++ b/scripts/fix_trade_records.py @@ -8,8 +8,9 @@ from datetime import datetime, timedelta from decimal import Decimal from typing import List, Dict, Any, Optional -# Add project root to path +# Add project root and backend to path sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) +sys.path.append(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), 'backend')) from backend.database.connection import db from backend.database.models import Trade, Account @@ -173,13 +174,30 @@ async def backfill_commissions(client, account_id): try: # Fetch user trades (fills) after entry time start_time_ms = int(entry_time * 1000) - fills = await client.client.futures_account_trades( - symbol=symbol, - startTime=start_time_ms, - limit=100 - ) - if not fills: + # Add retry logic for get_my_trades + max_retries = 3 + fills = None + for attempt in range(max_retries): + try: + # Use asyncio.wait_for to enforce timeout + fills = await asyncio.wait_for( + client.client.futures_account_trades( + symbol=symbol, + startTime=start_time_ms, + limit=100 + ), + timeout=10.0 + ) + break + except Exception as e: + if attempt == max_retries - 1: + logger.error(f" ❌ Failed to fetch fills for {symbol} after {max_retries} attempts: {e}") + break + logger.warning(f" ⚠️ Error fetching fills for {symbol} (Attempt {attempt+1}/{max_retries}): {e}, retrying...") + await asyncio.sleep(2) + + if fills is None: continue # Filter for closing trades (approximate logic: matches trade direction) diff --git a/scripts/inspect_config.py b/scripts/inspect_config.py new file mode 100644 index 0000000..4908315 --- /dev/null +++ b/scripts/inspect_config.py @@ -0,0 +1,42 @@ + +import sys +import os +from pathlib import Path + +# Add backend to path +sys.path.append('/Users/vivian/work/python/auto_trade_sys/backend') + +try: + from database.connection import db + + print("Connecting to database...") + with db.get_connection() as conn: + with conn.cursor() as cursor: + print("Fetching trading config...") + cursor.execute("SELECT `config_key`, `config_value` FROM trading_config") + results = cursor.fetchall() + print("\n=== Current Trading Config ===") + for row in results: + # Handle DictCursor (returns dict) or normal cursor (returns tuple) + if isinstance(row, dict): + print(f"{row.get('config_key')}: {row.get('config_value')}") + else: + print(f"{row[0]}: {row[1]}") + print("==============================\n") + + print("Fetching global strategy config...") + try: + cursor.execute("SELECT `config_key`, `config_value` FROM global_strategy_config") + results = cursor.fetchall() + print("\n=== Global Strategy Config ===") + for row in results: + if isinstance(row, dict): + print(f"{row.get('config_key')}: {row.get('config_value')}") + else: + print(f"{row[0]}: {row[1]}") + print("==============================\n") + except Exception as e: + print(f"Global strategy config fetch failed (might be empty or table missing): {e}") + +except Exception as e: + print(f"Error: {e}") diff --git a/trading_system/risk_manager.py b/trading_system/risk_manager.py index b7968bd..01c6ac3 100644 --- a/trading_system/risk_manager.py +++ b/trading_system/risk_manager.py @@ -548,15 +548,30 @@ class RiskManager: # 检查是否超过最大仓位限制 max_position_percent = config.TRADING_CONFIG['MAX_POSITION_PERCENT'] - max_margin_value = available_balance * max_position_percent - if margin_value > max_margin_value: - # 如果超过最大仓位，使用最大仓位 - logger.warning(f" ⚠️ 固定风险计算的保证金 {margin_value:.4f} USDT > 最大限制 {max_margin_value:.2f} USDT") - logger.info(f" ✓ 调整为最大仓位限制: {max_margin_value:.2f} USDT") - margin_value = max_margin_value - notional_value = margin_value * actual_leverage - quantity = notional_value / entry_price if entry_price > 0 else None + # ⚠️ 如果启用了固定风险模型，且计算出的仓位合理（风险可控），则放宽 MAX_POSITION_PERCENT 限制 + # 因为固定风险模型的核心是控制亏损额，而不是仓位大小 + if use_fixed_risk: + # 在固定风险模式下，允许使用高达 95% 的可用余额作为保证金（只要风险金额符合设定） + max_margin_value = available_balance * 0.95 + if margin_value > max_margin_value: + logger.warning(f" ⚠️ 固定风险计算的保证金 {margin_value:.4f} USDT 超过账户可用余额 95%") + logger.info(f" ✓ 调整为最大可用余额限制: {max_margin_value:.2f} USDT") + margin_value = max_margin_value + notional_value = margin_value * actual_leverage + quantity = notional_value / entry_price if entry_price > 0 else None + else: + if margin_value > (available_balance * max_position_percent): + logger.info(f" ℹ️ 固定风险模式：突破单仓位限制 ({max_position_percent*100:.1f}%) -> 使用计算值 {margin_value/available_balance*100:.1f}%") + else: + max_margin_value = available_balance * max_position_percent + if margin_value > max_margin_value: + # 如果超过最大仓位，使用最大仓位 + logger.warning(f" ⚠️ 固定风险计算的保证金 {margin_value:.4f} USDT > 最大限制 {max_margin_value:.2f} USDT") + logger.info(f" ✓ 调整为最大仓位限制: {max_margin_value:.2f} USDT") + margin_value = max_margin_value + notional_value = margin_value * actual_leverage + quantity = notional_value / entry_price if entry_price > 0 else None else: logger.warning(f" ⚠️ 止损距离无效 (stop_distance={stop_distance:.4f})，将使用传统方法计算仓位") else: