优化推荐模块

trading_system/risk_manager.py

@@ -228,6 +228,69 @@ 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:
+        """
+        计算动态杠杆
+        
+        Args:
+            symbol: 交易对
+            entry_price: 入场价格
+            stop_loss_price: 止损价格
+            atr: ATR值
+            side: 交易方向
+            
+        Returns:
+            建议杠杆倍数
+        """
+        # 默认使用配置杠杆
+        default_leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
+        
+        if not config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', False):
+            return default_leverage
+
+        # 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':
+                target_stop_loss = entry_price - (atr * atr_multiplier)
+            elif side == 'SELL':
+                target_stop_loss = entry_price + (atr * atr_multiplier)
+        
+        if target_stop_loss and entry_price:
+            # 计算止损宽度比例
+            stop_loss_width = abs(entry_price - target_stop_loss) / entry_price
+            
+            if stop_loss_width > 0:
+                # 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
+                theoretical_leverage = max_loss_pct / stop_loss_width
+                
+                # 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"    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
+
     async def calculate_position_size(
         self, 
         symbol: str, 
@@ -283,53 +346,15 @@ class RiskManager:
             # -------------------------------------------------------------------------
             # 动态杠杆计算逻辑 (针对 ZROUSDT 亏损案例优化)
             # -------------------------------------------------------------------------
-            # 如果启用了动态杠杆，根据止损宽度自动调整杠杆
-            # 公式: 建议杠杆 = 目标最大单单亏损率 / 止损宽度
-            # 例如: 目标亏损20%，止损宽度10%，则建议杠杆 = 20% / 10% = 2倍
-            # -------------------------------------------------------------------------
             calculated_leverage = None
             if config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', False):
-                # 尝试获取止损价格（如果没有传入，尝试估算）
+                calculated_leverage = await self.calculate_dynamic_leverage(
-                target_stop_loss = stop_loss_price
+                    symbol=symbol,
-                
+                    entry_price=entry_price if entry_price else current_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）
+                    stop_loss_price=stop_loss_price,
-                if target_stop_loss is None and atr and atr > 0 and entry_price:
+                    atr=atr,
-                    atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)
+                    side=side
-                    if side == 'BUY':
+                )
-                        target_stop_loss = entry_price - (atr * atr_multiplier)
-                    else:
-                        target_stop_loss = entry_price + (atr * atr_multiplier)
-                
-                if target_stop_loss and entry_price:
-                    # 计算止损宽度比例
-                    stop_loss_width = abs(entry_price - target_stop_loss) / entry_price
-                    
-                    if stop_loss_width > 0:
-                        # 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
-                        theoretical_leverage = max_loss_pct / stop_loss_width
-                        
-                        # 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:")
-                        logger.info(f"    止损价格: {target_stop_loss:.4f} (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"    配置最大杠杆: {max_config_leverage}x")
-                        logger.info(f"    -> 最终建议杠杆: {final_dynamic_leverage}x")
-                        
-                        calculated_leverage = final_dynamic_leverage
             
             # 确定最终使用的杠杆
             # 优先级: 动态计算杠杆 > 传入的leverage参数 > 配置的默认LEVERAGE

trading_system/trade_recommender.py

@@ -489,14 +489,23 @@ class TradeRecommender:
             entry_price = suggested_limit_price
 
             # 估算仓位数量和杠杆（用于计算止损止盈）
+            # 1. 优先计算动态杠杆（基于波动率和风险）
+            atr = symbol_info.get('atr')
+            leverage = await self.risk_manager.calculate_dynamic_leverage(
+                symbol,
+                entry_price,
+                stop_loss_price=None,  # 让内部使用ATR自动估算止损来计算杠杆
+                atr=atr,
+                side=direction
+            )
+            
             # 重要语义：suggested_position_pct 表示“保证金占用比例”
-            account_balance = symbol_info.get('account_balance', 1000)
+            # 使用传入的 account_balance (默认为1000用于展示)
             suggested_position_pct = symbol_info.get('suggested_position_pct', 0.05)
-            leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
             
             # 估算保证金与名义价值
             estimated_margin = account_balance * suggested_position_pct
-            estimated_notional = estimated_margin * leverage if leverage and leverage > 0 else estimated_margin
+            estimated_notional = estimated_margin * leverage
             estimated_quantity = estimated_notional / entry_price if entry_price > 0 else 0
             
             # 计算基于保证金的止损止盈
@@ -593,7 +602,8 @@ class TradeRecommender:
             # 生成用户指南（人话版计划）
             user_guide = self._generate_user_guide(
                 symbol, direction, suggested_limit_price, stop_loss_price, take_profit_1, take_profit_2,
-                simple_reason, expected_hold_time, risk_warning, recommendation_category, current_price
+                simple_reason, expected_hold_time, risk_warning, recommendation_category, current_price,
+                leverage, suggested_position_pct
             )
             
             # 基础推荐数据
@@ -626,7 +636,7 @@ class TradeRecommender:
                 # 计划入场价（限价挂单价）作为止损/止盈计算基准
                 'planned_entry_price': entry_price,
                 'suggested_position_percent': suggested_position_pct,
-                'suggested_leverage': config.TRADING_CONFIG.get('LEVERAGE', 10),
+                'suggested_leverage': leverage,
                 'volume_24h': symbol_info.get('volume24h'),
                 'volatility': symbol_info.get('volatility'),
                 'estimated_win_rate': round(estimated_win_rate, 1),
@@ -869,7 +879,9 @@ class TradeRecommender:
         expected_hold_time: str,
         risk_warning: str,
         category: str,
-        current_price: float
+        current_price: float,
+        leverage: int,
+        position_pct: float
     ) -> str:
         """
         生成用户指南（人话版计划）
@@ -886,6 +898,8 @@ class TradeRecommender:
             risk_warning: 风险警告
             category: 推荐分类
             current_price: 当前价格（用于计算反向波动）
+            leverage: 建议杠杆
+            position_pct: 建议仓位（保证金比例）
             
         Returns:
             用户指南文本
@@ -910,6 +924,10 @@ class TradeRecommender:
 【明确的入场价】
 建议在 {limit_price:.4f} USDT 附近{direction_action}
 
+【资金管理】
+  • 建议杠杆: {leverage}x
+  • 建议仓位: 保证金占用总资金的 {position_pct*100:.1f}%
+
 【具体点位】
   • 建议挂单价: {limit_price:.4f} USDT
   • 止损价: {stop_loss:.4f} USDT