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aaron 2026-03-13 23:50:43 +08:00
parent 9fceadcb27
commit 9944d9ea86
1 changed files with 17 additions and 11 deletions
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backend/app/services/paper_trading_service.py
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@ -268,14 +268,16 @@ class PaperTradingService:
return result return result
# === 检查总杠杆是否超限 === # === 检查总杠杆是否超限 ===
# 计算当前已用保证金（持仓+挂单） # 计算当前实际的已用保证金和持仓价值（使用订单实际值）
current_used_margin = len(self.active_orders) * self.margin_per_order current_used_margin = sum(order.margin for order in self.active_orders.values())
# 新订单增加的保证金 current_total_position_value = sum(order.quantity for order in self.active_orders.values())
# 新订单增加的保证金和持仓价值
new_margin = margin new_margin = margin
# 新订单的总持仓价值 = 保证金 × 杠杆 new_position_value = position_value
new_position_value = new_margin * self.leverage
# 新增后的总持仓价值 # 新增后的总持仓价值和总杠杆
new_total_position_value = (current_used_margin * self.leverage) + new_position_value new_total_position_value = current_total_position_value + new_position_value
# 获取当前账户余额 # 获取当前账户余额
db = db_service.get_session() db = db_service.get_session()
@ -300,7 +302,7 @@ class PaperTradingService:
if new_total_leverage > self.max_total_leverage: if new_total_leverage > self.max_total_leverage:
msg = f"总杠杆超限！当前 {new_total_leverage:.1f}x，上限 {self.max_total_leverage}x" msg = f"总杠杆超限！当前 {new_total_leverage:.1f}x，上限 {self.max_total_leverage}x"
logger.info(f"{msg}: {symbol} | 当前持仓价值: ${current_used_margin * self.leverage:,.0f} | " logger.info(f"{msg}: {symbol} | 当前持仓价值: ${current_total_position_value:,.0f} | "
f"新订单持仓价值: ${new_position_value:,.0f} | 总持仓价值: ${new_total_position_value:,.0f} | " f"新订单持仓价值: ${new_position_value:,.0f} | 总持仓价值: ${new_total_position_value:,.0f} | "
f"账户余额: ${current_balance:,.0f}") f"账户余额: ${current_balance:,.0f}")
result['message'] = msg result['message'] = msg
@ -1783,9 +1785,14 @@ class PaperTradingService:
Returns: Returns:
账户状态信息，包括余额、已用保证金、可用保证金等 账户状态信息，包括余额、已用保证金、可用保证金等
""" """
# 计算已用保证金（每个活跃订单占用固定保证金） # 计算已用保证金和总仓位价值（使用订单实际值，而非固定值）
active_count = len(self.active_orders) active_count = len(self.active_orders)
used_margin = active_count * self.margin_per_order used_margin = 0
total_position_value = 0
for order in self.active_orders.values():
used_margin += order.margin # 订单实际保证金
total_position_value += order.quantity # 订单实际持仓价值
# 计算已实现盈亏（从历史订单） # 计算已实现盈亏（从历史订单）
db = db_service.get_session() db = db_service.get_session()
@ -1812,7 +1819,6 @@ class PaperTradingService:
current_balance = self.initial_balance + realized_pnl current_balance = self.initial_balance + realized_pnl
# 计算当前总杠杆（持仓价值 / 账户余额） # 计算当前总杠杆（持仓价值 / 账户余额）
total_position_value = used_margin * self.leverage
current_total_leverage = total_position_value / current_balance if current_balance > 0 else 0 current_total_leverage = total_position_value / current_balance if current_balance > 0 else 0
# 计算可用保证金 # 计算可用保证金