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薇薇安 2026-02-13 08:20:09 +08:00
parent 4c7cd86fb0
commit a03bb0e8f3
2 changed files with 12 additions and 3 deletions
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2
backend/sync_global_config_defaults.py
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@ -46,6 +46,8 @@ DEFAULTS_TO_SYNC = [
"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。"}, "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", {"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。"}, "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。"},
{"config_key": "MIN_MARGIN_USDT", "config_value": "2.0", "config_type": "number", "category": "risk",
"description": "最小保证金（USDT）。2026-02-13 提高到 2.0 USDT 以避免无效小单。"},
] ]

13
trading_system/risk_manager.py
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@ -654,7 +654,8 @@ class RiskManager:
margin_value = notional_value / actual_leverage margin_value = notional_value / actual_leverage
# 检查最小保证金要求（margin 语义：MIN_MARGIN_USDT 本身就是保证金下限） # 检查最小保证金要求（margin 语义：MIN_MARGIN_USDT 本身就是保证金下限）
min_margin_usdt = config.TRADING_CONFIG.get('MIN_MARGIN_USDT', 0.5) # 默认0.5 USDT # 2026-02-13 优化：默认最小保证金提高到 2.0 USDT，避免无效小单
min_margin_usdt = config.TRADING_CONFIG.get('MIN_MARGIN_USDT', 2.0)
logger.info(f" 当前保证金: {margin_value:.4f} USDT (杠杆: {actual_leverage}x)") logger.info(f" 当前保证金: {margin_value:.4f} USDT (杠杆: {actual_leverage}x)")
if margin_value < min_margin_usdt: if margin_value < min_margin_usdt:
@ -664,8 +665,14 @@ class RiskManager:
) )
# 检查是否可以使用更大的仓位价值（但不超过最大仓位限制） # 检查是否可以使用更大的仓位价值（但不超过最大仓位限制）
max_position_percent = config.TRADING_CONFIG['MAX_POSITION_PERCENT'] if use_fixed_risk:
max_margin_value = available_balance * max_position_percent # 固定风险模式下，放宽最大仓位限制（允许高达95%可用余额）
max_position_percent = 0.95
max_margin_value = available_balance * 0.95
else:
max_position_percent = config.TRADING_CONFIG['MAX_POSITION_PERCENT']
max_margin_value = available_balance * max_position_percent
if min_margin_usdt <= max_margin_value: if min_margin_usdt <= max_margin_value:
margin_value = min_margin_usdt margin_value = min_margin_usdt
notional_value = margin_value * actual_leverage notional_value = margin_value * actual_leverage