优化推荐模块
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薇薇安
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@ -228,6 +228,69 @@ class RiskManager:
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logger.error(f"检查总仓位失败: {e}", exc_info=True)
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return False
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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:
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"""
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计算动态杠杆
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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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stop_loss_price: 止损价格
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atr: ATR值
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side: 交易方向
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Returns:
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建议杠杆倍数
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"""
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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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if not config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', False):
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return default_leverage
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# 尝试获取止损价格（如果没有传入，尝试估算）
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target_stop_loss = stop_loss_price
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# 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）
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if target_stop_loss is None and atr and atr > 0 and entry_price:
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atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)
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if side == 'BUY':
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target_stop_loss = entry_price - (atr * atr_multiplier)
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elif side == 'SELL':
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target_stop_loss = entry_price + (atr * atr_multiplier)
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if target_stop_loss and entry_price:
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# 计算止损宽度比例
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stop_loss_width = abs(entry_price - target_stop_loss) / entry_price
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if stop_loss_width > 0:
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# 获取最大单笔亏损率限制 (默认20%)
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max_loss_pct = config.TRADING_CONFIG.get('MAX_SINGLE_TRADE_LOSS_PERCENT', 20.0) / 100.0
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# 计算建议杠杆
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# 理论杠杆 = 最大允许亏损比例 / 止损宽度比例
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theoretical_leverage = max_loss_pct / stop_loss_width
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# 向下取整
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suggested_leverage = int(theoretical_leverage)
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# 限制在最大杠杆范围内
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max_config_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 10)
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final_dynamic_leverage = min(suggested_leverage, max_config_leverage)
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# 至少为1倍
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final_dynamic_leverage = max(1, final_dynamic_leverage)
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logger.info(f" ⚖️ 动态杠杆计算 ({symbol}):")
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logger.info(f" 止损价格: {target_stop_loss:.4f} (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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logger.info(f" -> 最终建议杠杆: {final_dynamic_leverage}x")
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return final_dynamic_leverage
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return default_leverage
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async def calculate_position_size(
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self,
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symbol: str,
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@ -283,53 +346,15 @@ class RiskManager:
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# -------------------------------------------------------------------------
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# 动态杠杆计算逻辑 (针对 ZROUSDT 亏损案例优化)
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# -------------------------------------------------------------------------
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# 如果启用了动态杠杆，根据止损宽度自动调整杠杆
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# 公式: 建议杠杆 = 目标最大单单亏损率 / 止损宽度
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# 例如: 目标亏损20%，止损宽度10%，则建议杠杆 = 20% / 10% = 2倍
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# -------------------------------------------------------------------------
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calculated_leverage = None
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if config.TRADING_CONFIG.get('USE_DYNAMIC_LEVERAGE', False):
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# 尝试获取止损价格（如果没有传入，尝试估算）
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target_stop_loss = stop_loss_price
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# 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）
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if target_stop_loss is None and atr and atr > 0 and entry_price:
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atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)
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if side == 'BUY':
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target_stop_loss = entry_price - (atr * atr_multiplier)
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else:
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target_stop_loss = entry_price + (atr * atr_multiplier)
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if target_stop_loss and entry_price:
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# 计算止损宽度比例
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stop_loss_width = abs(entry_price - target_stop_loss) / entry_price
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if stop_loss_width > 0:
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# 获取最大单笔亏损率限制 (默认20%)
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max_loss_pct = config.TRADING_CONFIG.get('MAX_SINGLE_TRADE_LOSS_PERCENT', 20.0) / 100.0
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# 计算建议杠杆
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# 理论杠杆 = 最大允许亏损比例 / 止损宽度比例
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theoretical_leverage = max_loss_pct / stop_loss_width
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# 向下取整
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suggested_leverage = int(theoretical_leverage)
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# 限制在最大杠杆范围内
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max_config_leverage = config.TRADING_CONFIG.get('MAX_LEVERAGE', 10)
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final_dynamic_leverage = min(suggested_leverage, max_config_leverage)
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# 至少为1倍
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final_dynamic_leverage = max(1, final_dynamic_leverage)
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logger.info(f" ⚖️ 动态杠杆计算:")
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logger.info(f" 止损价格: {target_stop_loss:.4f} (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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logger.info(f" 配置最大杠杆: {max_config_leverage}x")
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logger.info(f" -> 最终建议杠杆: {final_dynamic_leverage}x")
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calculated_leverage = final_dynamic_leverage
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calculated_leverage = await self.calculate_dynamic_leverage(
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symbol=symbol,
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entry_price=entry_price if entry_price else current_price,
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stop_loss_price=stop_loss_price,
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atr=atr,
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side=side
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)
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# 确定最终使用的杠杆
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# 优先级: 动态计算杠杆 > 传入的leverage参数 > 配置的默认LEVERAGE
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@ -489,14 +489,23 @@ class TradeRecommender:
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entry_price = suggested_limit_price
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# 估算仓位数量和杠杆（用于计算止损止盈）
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# 1. 优先计算动态杠杆（基于波动率和风险）
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atr = symbol_info.get('atr')
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leverage = await self.risk_manager.calculate_dynamic_leverage(
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symbol,
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entry_price,
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stop_loss_price=None, # 让内部使用ATR自动估算止损来计算杠杆
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atr=atr,
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side=direction
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)
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# 重要语义：suggested_position_pct 表示“保证金占用比例”
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account_balance = symbol_info.get('account_balance', 1000)
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# 使用传入的 account_balance (默认为1000用于展示)
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suggested_position_pct = symbol_info.get('suggested_position_pct', 0.05)
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leverage = config.TRADING_CONFIG.get('LEVERAGE', 10)
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# 估算保证金与名义价值
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estimated_margin = account_balance * suggested_position_pct
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estimated_notional = estimated_margin * leverage if leverage and leverage > 0 else estimated_margin
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estimated_notional = estimated_margin * leverage
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estimated_quantity = estimated_notional / entry_price if entry_price > 0 else 0
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# 计算基于保证金的止损止盈
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@ -593,7 +602,8 @@ class TradeRecommender:
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# 生成用户指南（人话版计划）
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user_guide = self._generate_user_guide(
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symbol, direction, suggested_limit_price, stop_loss_price, take_profit_1, take_profit_2,
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simple_reason, expected_hold_time, risk_warning, recommendation_category, current_price
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simple_reason, expected_hold_time, risk_warning, recommendation_category, current_price,
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leverage, suggested_position_pct
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)
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# 基础推荐数据
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@ -626,7 +636,7 @@ class TradeRecommender:
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# 计划入场价（限价挂单价）作为止损/止盈计算基准
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'planned_entry_price': entry_price,
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'suggested_position_percent': suggested_position_pct,
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'suggested_leverage': config.TRADING_CONFIG.get('LEVERAGE', 10),
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'suggested_leverage': leverage,
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'volume_24h': symbol_info.get('volume24h'),
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'volatility': symbol_info.get('volatility'),
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'estimated_win_rate': round(estimated_win_rate, 1),
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@ -869,7 +879,9 @@ class TradeRecommender:
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expected_hold_time: str,
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risk_warning: str,
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category: str,
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current_price: float
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current_price: float,
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leverage: int,
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position_pct: float
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) -> str:
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"""
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生成用户指南（人话版计划）
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@ -886,6 +898,8 @@ class TradeRecommender:
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risk_warning: 风险警告
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category: 推荐分类
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current_price: 当前价格（用于计算反向波动）
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leverage: 建议杠杆
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position_pct: 建议仓位（保证金比例）
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Returns:
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用户指南文本
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@ -910,6 +924,10 @@ class TradeRecommender:
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【明确的入场价】
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建议在 {limit_price:.4f} USDT 附近{direction_action}
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【资金管理】
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• 建议杠杆: {leverage}x
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• 建议仓位: 保证金占用总资金的 {position_pct*100:.1f}%
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【具体点位】
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• 建议挂单价: {limit_price:.4f} USDT
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• 止损价: {stop_loss:.4f} USDT
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