update
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aaron
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ae762c94cb
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9fceadcb27
@ -130,7 +130,8 @@ class Settings(BaseSettings):
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# 模拟交易配置
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paper_trading_enabled: bool = True # 是否启用模拟交易
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paper_trading_initial_balance: float = 10000 # 初始本金 (USDT)
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paper_trading_leverage: int = 20 # 杠杆倍数（全仓模式下的最大杠杆）
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paper_trading_leverage: int = 20 # 单笔订单杠杆倍数
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paper_trading_max_total_leverage: float = 10 # 总杠杆上限（持仓+挂单，倍数）
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paper_trading_margin_per_order: float = 1000 # 每单保证金 (USDT)
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paper_trading_max_orders: int = 10 # 最大持仓+挂单总数
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paper_trading_auto_close_opposite: bool = False # 是否自动平掉反向持仓（智能策略）
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@ -27,6 +27,7 @@ class PaperTradingService:
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self.max_orders = self.settings.paper_trading_max_orders # 最大订单数
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self.auto_close_opposite = self.settings.paper_trading_auto_close_opposite # 是否自动平掉反向持仓
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self.breakeven_threshold = self.settings.paper_trading_breakeven_threshold # 保本止损触发阈值
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self.max_total_leverage = self.settings.paper_trading_max_total_leverage # 总杠杆上限
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# 移动止损配置
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self.trailing_stop_enabled = self.settings.paper_trading_trailing_stop_enabled
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@ -48,7 +49,8 @@ class PaperTradingService:
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# 加载活跃订单到内存
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self._load_active_orders()
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logger.info(f"交易服务初始化完成（自动平反向持仓: {'启用' if self.auto_close_opposite else '禁用'}，"
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logger.info(f"交易服务初始化完成（单笔杠杆: {self.leverage}x，总杠杆上限: {self.max_total_leverage}x，"
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f"自动平反向持仓: {'启用' if self.auto_close_opposite else '禁用'}，"
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f"保本止损阈值: {self.breakeven_threshold}%，"
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f"移动止损: {'启用' if self.trailing_stop_enabled else '禁用'}，"
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f"触发倍数: {self.trailing_stop_threshold_multiplier}x，"
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@ -265,6 +267,46 @@ class PaperTradingService:
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result['message'] = msg
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return result
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# === 检查总杠杆是否超限 ===
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# 计算当前已用保证金（持仓+挂单）
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current_used_margin = len(self.active_orders) * self.margin_per_order
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# 新订单增加的保证金
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new_margin = margin
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# 新订单的总持仓价值 = 保证金 × 杠杆
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new_position_value = new_margin * self.leverage
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# 新增后的总持仓价值
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new_total_position_value = (current_used_margin * self.leverage) + new_position_value
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# 获取当前账户余额
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db = db_service.get_session()
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try:
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closed_orders = db.query(PaperOrder).filter(
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PaperOrder.status.in_([
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OrderStatus.CLOSED_TP,
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OrderStatus.CLOSED_SL,
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OrderStatus.CLOSED_BE,
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OrderStatus.CLOSED_TS,
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OrderStatus.CLOSED_MANUAL
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])
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).all()
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realized_pnl = sum(o.pnl_amount for o in closed_orders)
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finally:
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db.close()
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current_balance = self.initial_balance + realized_pnl
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# 计算新订单后的总杠杆
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new_total_leverage = new_total_position_value / current_balance if current_balance > 0 else 0
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if new_total_leverage > self.max_total_leverage:
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msg = f"总杠杆超限！当前 {new_total_leverage:.1f}x，上限 {self.max_total_leverage}x"
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logger.info(f"{msg}: {symbol} | 当前持仓价值: ${current_used_margin * self.leverage:,.0f} | "
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f"新订单持仓价值: ${new_position_value:,.0f} | 总持仓价值: ${new_total_position_value:,.0f} | "
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f"账户余额: ${current_balance:,.0f}")
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result['message'] = msg
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return result
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logger.debug(f"总杠杆检查通过: {new_total_leverage:.1f}x / {self.max_total_leverage}x")
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quantity = round(position_value, 2) # 确保持仓价值保留2位小数
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# 确定入场类型
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@ -1769,6 +1811,10 @@ class PaperTradingService:
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# 计算当前余额
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current_balance = self.initial_balance + realized_pnl
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# 计算当前总杠杆（持仓价值 / 账户余额）
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total_position_value = used_margin * self.leverage
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current_total_leverage = total_position_value / current_balance if current_balance > 0 else 0
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# 计算可用保证金
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available_margin = current_balance - used_margin
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@ -1782,12 +1828,14 @@ class PaperTradingService:
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'used_margin': round(used_margin, 2),
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'available': round(available_margin, 2), # 添加 available 字段，兼容性
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'available_margin': round(available_margin, 2),
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'leverage': self.leverage,
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'leverage': self.leverage, # 单笔订单杠杆
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'max_total_leverage': self.max_total_leverage, # 总杠杆上限
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'current_total_leverage': round(current_total_leverage, 2), # 当前总杠杆
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'margin_per_order': self.margin_per_order,
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'active_orders': active_count,
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'max_orders': self.max_orders,
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'available_orders': available_orders,
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'total_position_value': round(used_margin * self.leverage, 2),
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'total_position_value': round(total_position_value, 2),
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'margin_ratio': round((used_margin / current_balance * 100), 2) if current_balance > 0 else 0,
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'max_drawdown': round(account_max_drawdown, 2), # 账户最大回撤百分比
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'max_drawdown_amount': round(account_max_drawdown * self.initial_balance / 100, 2) if account_max_drawdown != 0 else 0, # 账户最大回撤金额
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@ -135,6 +135,10 @@
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color: #ef4444;
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}
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.stat-value.warning {
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color: #f59e0b; /* 橙色警告 */
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}
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/* 统计卡片内的正值/负值样式 */
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.grade-card-stats .positive {
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color: var(--accent);
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@ -1200,6 +1204,18 @@
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${{ account.current_balance?.toFixed(2) || '0.00' }}
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</div>
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</div>
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<div class="stat-card">
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<div class="stat-label">总仓位价值</div>
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<div class="stat-value">
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${{ account.total_position_value?.toFixed(2) || '0.00' }}
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</div>
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</div>
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<div class="stat-card">
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<div class="stat-label">总杠杆率</div>
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<div class="stat-value" :class="account.current_total_leverage > account.max_total_leverage * 0.8 ? 'warning' : ''">
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{{ account.current_total_leverage?.toFixed(1) || '0.0' }}x / {{ account.max_total_leverage }}x
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</div>
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</div>
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<div class="stat-card">
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<div class="stat-label">收益率</div>
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<div class="stat-value" :class="account.current_balance >= account.initial_balance ? 'positive' : 'negative'">
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@ -1701,7 +1717,9 @@
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available_orders: 10,
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total_position_value: 0,
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margin_ratio: 0,
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realized_pnl: 0
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realized_pnl: 0,
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current_total_leverage: 0, // 当前总杠杆率
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max_total_leverage: 10 // 总杠杆上限
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},
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monitorRunning: false,
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latestPrices: {},
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