diff --git a/backend/app/config.py b/backend/app/config.py
index c675800..81d6ad1 100644
--- a/backend/app/config.py
+++ b/backend/app/config.py
@@ -113,7 +113,7 @@ class Settings(BaseSettings):
     # 模拟交易配置
     paper_trading_enabled: bool = True  # 是否启用模拟交易
     paper_trading_initial_balance: float = 10000  # 初始本金 (USDT)
-    paper_trading_leverage: int = 10  # 杠杆倍数
+    paper_trading_leverage: int = 20  # 杠杆倍数（全仓模式下的最大杠杆）
     paper_trading_margin_per_order: float = 1000  # 每单保证金 (USDT)
     paper_trading_max_orders: int = 10  # 最大持仓+挂单总数
     paper_trading_auto_close_opposite: bool = False  # 是否自动平掉反向持仓（智能策略）
diff --git a/backend/app/crypto_agent/crypto_agent.py b/backend/app/crypto_agent/crypto_agent.py
index 0c77d0c..ce5b437 100644
--- a/backend/app/crypto_agent/crypto_agent.py
+++ b/backend/app/crypto_agent/crypto_agent.py
@@ -260,9 +260,16 @@ class CryptoAgent:
             price_change_24h = self._calculate_price_change(data['1h'])
             logger.info(f"💰 当前价格: ${current_price:,.2f} ({price_change_24h})")
 
-            # 2. LLM 分析（包含新闻舆情）
+            # 获取当前持仓信息（供 LLM 仓位决策）
+            position_info = self.paper_trading.get_position_info()
+
+            # 2. LLM 分析（包含新闻舆情和持仓信息）
             logger.info(f"\n🤖 【LLM 分析中...】")
-            result = await self.llm_analyzer.analyze(symbol, data, symbols=self.symbols)
+            result = await self.llm_analyzer.analyze(
+                symbol, data,
+                symbols=self.symbols,
+                position_info=position_info
+            )
 
             # 输出分析摘要
             summary = result.get('analysis_summary', '无')
@@ -345,10 +352,11 @@ class CryptoAgent:
                 # 5. 创建模拟订单
                 if self.paper_trading_enabled and self.paper_trading:
                     grade = best_signal.get('grade', 'D')
+                    position_size = best_signal.get('position_size', 'light')
                     if grade != 'D':
                         # 转换信号格式以兼容 paper_trading
                         paper_signal = self._convert_to_paper_signal(symbol, best_signal, current_price)
-                        result = self.paper_trading.create_order_from_signal(paper_signal)
+                        result = self.paper_trading.create_order_from_signal(paper_signal, current_price)
 
                         # 发送被取消挂单的通知
                         cancelled_orders = result.get('cancelled_orders', [])
@@ -358,7 +366,7 @@ class CryptoAgent:
                         # 记录新订单
                         order = result.get('order')
                         if order:
-                            logger.info(f"   📝 已创建模拟订单: {order.order_id}")
+                            logger.info(f"   📝 已创建模拟订单: {order.order_id} | 仓位: {position_size}")
             else:
                 if best_signal:
                     logger.info(f"\n⏸️  信号冷却中或置信度不足，不发送通知")
@@ -389,6 +397,7 @@ class CryptoAgent:
             'confidence': signal.get('confidence', 0),
             'signal_grade': signal.get('grade', 'D'),
             'signal_type': type_map.get(signal_type, 'swing'),
+            'position_size': signal.get('position_size', 'light'),  # LLM 建议的仓位大小
             'reasons': [signal.get('reason', '')],
             'timestamp': datetime.now()
         }
@@ -444,7 +453,14 @@ class CryptoAgent:
         if not self._validate_data(data):
             return {'error': '数据不完整'}
 
-        result = await self.llm_analyzer.analyze(symbol, data, symbols=self.symbols)
+        # 获取持仓信息
+        position_info = self.paper_trading.get_position_info()
+
+        result = await self.llm_analyzer.analyze(
+            symbol, data,
+            symbols=self.symbols,
+            position_info=position_info
+        )
         return result
 
     def get_status(self) -> Dict[str, Any]:
diff --git a/backend/app/crypto_agent/llm_signal_analyzer.py b/backend/app/crypto_agent/llm_signal_analyzer.py
index 9ee1e33..245cdcd 100644
--- a/backend/app/crypto_agent/llm_signal_analyzer.py
+++ b/backend/app/crypto_agent/llm_signal_analyzer.py
@@ -112,6 +112,8 @@ class LLMSignalAnalyzer:
       "entry_type": "market/limit",
       "confidence": 0-100,
       "grade": "A/B/C/D",
+      "position_size": "heavy/medium/light",
+      "position_reason": "仓位建议理由（20字以内）",
       "entry_price": 建议入场价,
       "stop_loss": 止损价,
       "take_profit": 止盈价,
@@ -132,6 +134,27 @@ class LLMSignalAnalyzer:
 - **C级**（40-59）：有机会但量价不够理想
 - **D级**（<40）：量价背离或信号矛盾
 
+## 七、仓位管理（重要）
+你需要根据信号质量和当前持仓情况，建议合适的仓位大小。
+
+### 仓位等级
+- **heavy**（重仓）：机会极佳，建议使用较大仓位
+- **medium**（中仓）：机会不错，建议使用中等仓位
+- **light**（轻仓）：机会一般或风险较高，建议轻仓试探
+
+### 仓位决策规则
+1. **A级信号**：可建议 heavy 或 medium
+2. **B级信号**：建议 medium 或 light
+3. **C级信号**：只能建议 light
+4. **已有同向持仓时**：新仓位应降一级（避免过度集中）
+5. **已有反向持仓时**：谨慎开仓，除非信号极强
+6. **市场波动剧烈时**：仓位应保守
+
+### 安全底线（必须遵守）
+- 总杠杆永远不得超过 20 倍
+- 单一交易对持仓不宜过大
+- 如果当前持仓已经较重，即使有好机会也要控制仓位
+
 ## 重要原则
 1. **量价优先** - 任何信号都必须有量能配合才可靠
 2. **积极但不冒进** - 有合理依据就给出信号，不要过于保守
@@ -139,7 +162,8 @@ class LLMSignalAnalyzer:
 4. 止损必须明确，风险收益比至少 1:1.5
 5. reason 字段必须包含量价分析（如"放量突破+RSI=45，量比1.8确认有效"）
 6. entry_type 必须明确：信号已触发用 market，等待更好价位用 limit
-7. 短线信号止损控制在 1-2%，中线信号止损控制在 2-4%"""
+7. 短线信号止损控制在 1-2%，中线信号止损控制在 2-4%
+8. **position_size 必须明确**：根据信号质量和持仓情况给出 heavy/medium/light"""
 
     def __init__(self):
         """初始化分析器"""
@@ -150,7 +174,8 @@ class LLMSignalAnalyzer:
         logger.info(f"LLM 信号分析器初始化完成（含新闻舆情，模型: {self.model_override or '默认'}）")
 
     async def analyze(self, symbol: str, data: Dict[str, pd.DataFrame],
-                       symbols: List[str] = None) -> Dict[str, Any]:
+                       symbols: List[str] = None,
+                       position_info: Dict[str, Any] = None) -> Dict[str, Any]:
         """
         使用 LLM 分析市场数据
 
@@ -158,6 +183,11 @@ class LLMSignalAnalyzer:
             symbol: 交易对，如 'BTCUSDT'
             data: 多周期K线数据 {'5m': df, '15m': df, '1h': df, '4h': df}
             symbols: 所有监控的交易对（用于过滤相关新闻）
+            position_info: 当前持仓信息，用于仓位管理决策
+                - account_balance: 账户余额
+                - total_position_value: 总持仓价值
+                - current_leverage: 当前杠杆倍数
+                - positions: 各交易对持仓列表
 
         Returns:
             分析结果
@@ -167,7 +197,7 @@ class LLMSignalAnalyzer:
             news_text = await self._get_news_context(symbol, symbols or [symbol])
 
             # 构建数据提示
-            data_prompt = self._build_data_prompt(symbol, data, news_text)
+            data_prompt = self._build_data_prompt(symbol, data, news_text, position_info)
 
             # 调用 LLM
             response = llm_service.chat([
@@ -207,8 +237,51 @@ class LLMSignalAnalyzer:
         # 暂时禁用新闻获取，只做技术面分析
         return ""
 
+    def _format_position_info(self, symbol: str, position_info: Dict[str, Any]) -> str:
+        """格式化持仓信息供 LLM 参考"""
+        lines = []
+
+        # 账户概况
+        balance = position_info.get('account_balance', 0)
+        total_value = position_info.get('total_position_value', 0)
+        current_leverage = position_info.get('current_leverage', 0)
+        max_leverage = 20  # 最大杠杆限制
+
+        lines.append(f"- 账户余额: ${balance:,.2f}")
+        lines.append(f"- 总持仓价值: ${total_value:,.2f}")
+        lines.append(f"- 当前杠杆: {current_leverage:.1f}x / {max_leverage}x")
+
+        # 可用杠杆空间
+        available_leverage = max_leverage - current_leverage
+        if available_leverage > 0:
+            available_value = balance * available_leverage
+            lines.append(f"- 可开仓空间: ${available_value:,.2f} ({available_leverage:.1f}x)")
+        else:
+            lines.append("- ⚠️ 已达最大杠杆，不建议加仓")
+
+        # 当前交易对持仓
+        positions = position_info.get('positions', [])
+        symbol_positions = [p for p in positions if p.get('symbol') == symbol]
+
+        if symbol_positions:
+            lines.append(f"\n**{symbol} 当前持仓**:")
+            for pos in symbol_positions:
+                side = "做多" if pos.get('side') == 'long' else "做空"
+                entry = pos.get('entry_price', 0)
+                pnl = pos.get('pnl_percent', 0)
+                lines.append(f"  - {side} @ ${entry:,.2f} | 盈亏: {pnl:+.2f}%")
+        else:
+            lines.append(f"\n**{symbol}**: 无持仓")
+
+        # 其他交易对持仓概况
+        other_positions = [p for p in positions if p.get('symbol') != symbol and p.get('status') == 'open']
+        if other_positions:
+            lines.append(f"\n**其他持仓**: {len(other_positions)} 个")
+
+        return "\n".join(lines)
+
     def _build_data_prompt(self, symbol: str, data: Dict[str, pd.DataFrame],
-                           news_text: str = "") -> str:
+                           news_text: str = "", position_info: Dict[str, Any] = None) -> str:
         """构建数据提示词"""
         parts = [f"# {symbol} 市场数据分析\n"]
         parts.append(f"分析时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n")
@@ -219,6 +292,11 @@ class LLMSignalAnalyzer:
             current_price = float(data['5m'].iloc[-1]['close'])
             parts.append(f"**当前价格**: ${current_price:,.2f}\n")
 
+        # === 新增：账户和持仓信息 ===
+        if position_info:
+            parts.append("\n## 账户与持仓状态")
+            parts.append(self._format_position_info(symbol, position_info))
+
         # === 新增：关键价位分析 ===
         key_levels = self._calculate_key_levels(data)
         if key_levels:
@@ -871,6 +949,18 @@ class LLMSignalAnalyzer:
         if entry_type not in ['market', 'limit']:
             signal['entry_type'] = 'market'  # 默认现价入场
 
+        # 验证仓位大小（默认根据等级设置）
+        position_size = signal.get('position_size', '')
+        if position_size not in ['heavy', 'medium', 'light']:
+            # 根据信号等级设置默认仓位
+            grade = signal.get('grade', 'C')
+            if grade == 'A':
+                signal['position_size'] = 'medium'  # A级默认中仓
+            elif grade == 'B':
+                signal['position_size'] = 'light'   # B级默认轻仓
+            else:
+                signal['position_size'] = 'light'   # C级默认轻仓
+
         return True
 
     def _extract_summary(self, text: str) -> str:
@@ -946,6 +1036,12 @@ class LLMSignalAnalyzer:
         entry_type_text = '现价入场' if entry_type == 'market' else '挂单等待'
         entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
 
+        # 仓位大小
+        position_size = signal.get('position_size', 'light')
+        position_map = {'heavy': '重仓', 'medium': '中仓', 'light': '轻仓'}
+        position_icon = {'heavy': '🔥', 'medium': '📊', 'light': '🌱'}.get(position_size, '🌱')
+        position_text = position_map.get(position_size, '轻仓')
+
         # 计算风险收益比
         entry = signal.get('entry_price', 0)
         sl = signal.get('stop_loss', 0)
@@ -957,6 +1053,7 @@ class LLMSignalAnalyzer:
 
 {action_icon} **方向**: {action}
 {entry_type_icon} **入场**: {entry_type_text}
+{position_icon} **仓位**: {position_text}
 ⭐ **等级**: {grade} {grade_icon}
 📈 **置信度**: {confidence}%
 
@@ -1006,6 +1103,12 @@ class LLMSignalAnalyzer:
         entry_type_text = '现价入场' if entry_type == 'market' else '挂单等待'
         entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
 
+        # 仓位大小
+        position_size = signal.get('position_size', 'light')
+        position_map = {'heavy': '重仓', 'medium': '中仓', 'light': '轻仓'}
+        position_icon = {'heavy': '🔥', 'medium': '📊', 'light': '🌱'}.get(position_size, '🌱')
+        position_text = position_map.get(position_size, '轻仓')
+
         # 标题和颜色
         if signal['action'] == 'buy':
             title = f"🟢 {symbol} {signal_type}做多信号 [{entry_type_text}]"
@@ -1025,6 +1128,7 @@ class LLMSignalAnalyzer:
         content_parts = [
             f"**{signal_type}** | **{grade}**{grade_icon} | **{confidence}%** 置信度",
             f"{entry_type_icon} **入场方式**: {entry_type_text}",
+            f"{position_icon} **建议仓位**: {position_text}",
             "",
             f"💰 **入场**: ${entry:,.2f}",
             f"🛑 **止损**: ${sl:,.2f} ({sl_percent:+.1f}%)",
diff --git a/backend/app/services/paper_trading_service.py b/backend/app/services/paper_trading_service.py
index 5e34272..98ddd62 100644
--- a/backend/app/services/paper_trading_service.py
+++ b/backend/app/services/paper_trading_service.py
@@ -131,9 +131,14 @@ class PaperTradingService:
             logger.info(f"D级信号不开仓: {signal.get('symbol')}")
             return result
 
-        # 固定使用保证金（不再根据等级区分）
-        margin = self.margin_per_order  # 每单固定 1000 USDT 保证金
-        position_value = margin * self.leverage  # 持仓价值 = 保证金 × 杠杆
+        # === 动态仓位计算 ===
+        position_size = signal.get('position_size', 'light')
+        margin, position_value = self._calculate_dynamic_position(position_size, symbol)
+
+        if margin <= 0:
+            logger.info(f"无可用保证金: {symbol} | 当前杠杆已达上限")
+            return result
+
         quantity = position_value  # 订单数量（以 USDT 计价）
 
         # 确定入场类型
@@ -198,6 +203,98 @@ class PaperTradingService:
         finally:
             db.close()
 
+    def _calculate_dynamic_position(self, position_size: str, symbol: str) -> tuple:
+        """
+        根据 LLM 建议的仓位大小计算实际保证金和持仓价值
+
+        Args:
+            position_size: 'heavy' / 'medium' / 'light'
+            symbol: 交易对
+
+        Returns:
+            (margin, position_value) 元组
+        """
+        # 获取当前账户状态
+        account = self.get_account_status()
+        balance = account['current_balance']
+        used_margin = account['used_margin']
+        max_leverage = self.leverage  # 最大杠杆 20x
+
+        # 计算可用保证金空间
+        # 全仓模式下：最大持仓价值 = 余额 × 最大杠杆
+        max_position_value = balance * max_leverage
+        current_position_value = account['total_position_value']
+        available_position_value = max_position_value - current_position_value
+
+        if available_position_value <= 0:
+            logger.warning(f"已达最大杠杆限制，无法开仓")
+            return 0, 0
+
+        # 根据 position_size 确定仓位比例
+        # heavy: 可用空间的 30%
+        # medium: 可用空间的 15%
+        # light: 可用空间的 5%
+        size_ratio = {
+            'heavy': 0.30,
+            'medium': 0.15,
+            'light': 0.05
+        }.get(position_size, 0.05)
+
+        # 计算目标持仓价值
+        target_position_value = available_position_value * size_ratio
+
+        # 设置最小和最大限制
+        min_position_value = 1000  # 最小持仓价值 1000 USDT
+        max_single_position = balance * 5  # 单笔最大不超过 5x 杠杆
+
+        position_value = max(min_position_value, min(target_position_value, max_single_position))
+
+        # 确保不超过可用空间
+        position_value = min(position_value, available_position_value)
+
+        # 计算对应的保证金
+        margin = position_value / max_leverage
+
+        logger.info(f"动态仓位计算: {position_size} | 可用空间: ${available_position_value:,.0f} | "
+                   f"目标仓位: ${position_value:,.0f} | 保证金: ${margin:,.0f}")
+
+        return margin, position_value
+
+    def get_position_info(self) -> Dict[str, Any]:
+        """
+        获取当前持仓信息（供 LLM 分析使用）
+
+        Returns:
+            持仓信息字典
+        """
+        account = self.get_account_status()
+        active_orders = self.get_active_orders()
+
+        # 计算当前杠杆
+        balance = account['current_balance']
+        total_position_value = account['total_position_value']
+        current_leverage = total_position_value / balance if balance > 0 else 0
+
+        # 格式化持仓列表
+        positions = []
+        for order in active_orders:
+            positions.append({
+                'symbol': order.get('symbol'),
+                'side': order.get('side'),
+                'status': order.get('status'),
+                'entry_price': order.get('filled_price') or order.get('entry_price'),
+                'quantity': order.get('quantity'),
+                'pnl_percent': order.get('pnl_percent', 0)
+            })
+
+        return {
+            'account_balance': balance,
+            'total_position_value': total_position_value,
+            'current_leverage': current_leverage,
+            'max_leverage': self.leverage,
+            'positions': positions
+        }
+
     def check_price_triggers(self, symbol: str, current_price: float) -> List[Dict[str, Any]]:
         """
         检查当前价格是否触发挂单入场或止盈止损