miracle/auto_trade_sys
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

1

Browse Source
This commit is contained in:
薇薇安 2026-02-13 07:22:27 +08:00
parent fcbf702f71
commit ce54164b63
2 changed files with 20 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
backend/config_manager.py
View File

@ -805,7 +805,7 @@ class ConfigManager:
return {
# 仓位控制
'MAX_POSITION_PERCENT': eff_get('MAX_POSITION_PERCENT', 0.08), # 单笔最大保证金占比
'MAX_POSITION_PERCENT': eff_get('MAX_POSITION_PERCENT', 0.12), # 单笔最大保证金占比（12%，加大单笔盈利空间）
'MAX_TOTAL_POSITION_PERCENT': eff_get('MAX_TOTAL_POSITION_PERCENT', 0.40), # 总保证金占比上限
'MIN_POSITION_PERCENT': eff_get('MIN_POSITION_PERCENT', 0.02), # 最小保证金占比
'MIN_MARGIN_USDT': eff_get('MIN_MARGIN_USDT', 5.0), # 最小保证金（USDT）
@ -862,7 +862,7 @@ class ConfigManager:
'MIN_SIGNAL_STRENGTH': eff_get('MIN_SIGNAL_STRENGTH', min_signal_default), # 默认值随 profile 调整（快速模式7，稳健模式8）
'LEVERAGE': eff_get('LEVERAGE', 10),
'USE_DYNAMIC_LEVERAGE': eff_get('USE_DYNAMIC_LEVERAGE', True),
'MAX_LEVERAGE': eff_get('MAX_LEVERAGE', 15), # 降低到15，更保守，配合更大的保证金
'MAX_LEVERAGE': eff_get('MAX_LEVERAGE', 20), # 动态杠杆上限 20，配合单笔仓位提高收益
# 移动止损：默认关闭（避免过早截断利润，让利润奔跑）
'USE_TRAILING_STOP': eff_get('USE_TRAILING_STOP', True), # 默认启用（2026-01-27优化：启用移动止损，保护利润）
'TRAILING_STOP_ACTIVATION': eff_get('TRAILING_STOP_ACTIVATION', 0.05), # 默认5%（2026-01-27优化：更早保护利润，避免回吐）

26
frontend/src/components/GlobalConfig.jsx
View File

@ -227,8 +227,9 @@ const GlobalConfig = () => {
configs: {
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 8,
MAX_POSITION_PERCENT: 2.0,
MAX_TOTAL_POSITION_PERCENT: 20.0,
MAX_POSITION_PERCENT: 0.12,
MAX_TOTAL_POSITION_PERCENT: 0.45,
MAX_LEVERAGE: 20,
MIN_POSITION_PERCENT: 0.0,
MIN_SIGNAL_STRENGTH: 8,
USE_TRAILING_STOP: false,
@ -273,6 +274,8 @@ const GlobalConfig = () => {
configs: {
SCAN_INTERVAL: 1800,
TOP_N_SYMBOLS: 6,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
MIN_SIGNAL_STRENGTH: 8,
AUTO_TRADE_ONLY_TRENDING: true,
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
@ -322,6 +325,8 @@ const GlobalConfig = () => {
MIN_CHANGE_PERCENT: 2.0,
MIN_SIGNAL_STRENGTH: 5,
TOP_N_SYMBOLS: 10,
MAX_POSITION_PERCENT: 0.10,
MAX_LEVERAGE: 15,
MAX_SCAN_SYMBOLS: 150,
MIN_VOLATILITY: 0.02,
STOP_LOSS_PERCENT: 10.0,
@ -378,12 +383,12 @@ const GlobalConfig = () => {
TRAILING_STOP_ACTIVATION: 0.20,
TRAILING_STOP_PROTECT: 0.10,
MAX_POSITION_PERCENT: 0.08,
MAX_TOTAL_POSITION_PERCENT: 0.40,
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,
LEVERAGE: 10,
MAX_LEVERAGE: 15,
MAX_LEVERAGE: 20, // 动态杠杆上限 20，配合单笔仓位提高收益
USE_DYNAMIC_LEVERAGE: true,
MIN_VOLUME_24H: 10000000,
@ -434,14 +439,17 @@ const GlobalConfig = () => {
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
BETA_FILTER_ENABLED: true, // 保持开启但放宽阈值
MIN_SIGNAL_STRENGTH: 8,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
},
},
profit_scale: {
name: '盈利放大（适度激进）',
desc: '在推荐策略基础上：仓位放大 1.25 倍、单笔上限 10%、每笔风险 2.5%、最多 5 仓。盈利阶段可一键放大收益，仍受单笔上限约束。',
desc: '在推荐策略基础上：仓位放大 1.25 倍、单笔上限 12%、杠杆上限 20、每笔风险 2.5%、最多 5 仓。盈利阶段可一键放大收益，仍受单笔上限约束。',
configs: {
POSITION_SCALE_FACTOR: 1.25,
MAX_POSITION_PERCENT: 0.10,
MAX_POSITION_PERCENT: 0.12,
MAX_LEVERAGE: 20,
MAX_TOTAL_POSITION_PERCENT: 0.45,
FIXED_RISK_PERCENT: 0.025,
MAX_OPEN_POSITIONS: 5,
@ -525,7 +533,9 @@ const GlobalConfig = () => {
STOP_LOSS_PERCENT: { value: 0.08, type: 'number', category: 'risk', description: '止损百分比（保证金比例，如 8.0=8%）。' },
TRAILING_STOP_ACTIVATION: { value: 0.20, type: 'number', category: 'risk', description: '移动止损激活阈值（盈利达到此比例后激活，如 20.0=20%）。' },
TRAILING_STOP_PROTECT: { value: 0.10, type: 'number', category: 'risk', description: '移动止损保护阈值（回撤至此比例时触发止损，如 10.0=10%）。' },
LEVERAGE: { value: 5, type: 'number', category: 'risk', description: '基础杠杆倍数。' },
LEVERAGE: { value: 10, type: 'number', category: 'risk', description: '基础杠杆倍数。' },
MAX_POSITION_PERCENT: { value: 0.12, type: 'number', category: 'risk', description: '单笔最大保证金占可用资金比例（如 0.12=12%），加大可提高单笔盈利。' },
MAX_LEVERAGE: { value: 20, type: 'number', category: 'risk', description: '动态杠杆上限（如 20 表示最高 20 倍），配合单笔仓位提高收益。' },
RISK_REWARD_RATIO: { value: 3, type: 'number', category: 'risk', description: '盈亏比目标（用于计算动态止盈止损，建议 3:1）。' },
ATR_TAKE_PROFIT_MULTIPLIER: { value: 1.5, type: 'number', category: 'risk', description: 'ATR 止盈倍数。' },
ATR_STOP_LOSS_MULTIPLIER: { value: 3, type: 'number', category: 'risk', description: 'ATR 止损倍数（2026-02-12：3 减少噪音止损）。' },