1

backend/app/services/position_manager.py

@@ -71,12 +71,12 @@ class PositionManager:
 
         # 使用自定义比例或默认比例
         ratios = custom_ratios or {
-            'heavy': 0.30,
-            'medium': 0.15,
-            'light': 0.05
+            'heavy': 0.18,
+            'medium': 0.12,
+            'light': 0.08
         }
 
-        size_ratio = ratios.get(position_size, 0.05)
+        size_ratio = ratios.get(position_size, 0.08)
 
         # 计算目标持仓价值
         target_position_value = available_position_value * size_ratio

backend/app/services/position_sizing.py

@@ -13,9 +13,9 @@ from app.utils.logger import logger
 
 DEFAULT_POSITION_SIZE_MARGIN_PCTS: Dict[str, float] = {
     "micro": 0.01,
-    "light": 0.03,
-    "medium": 0.05,
-    "heavy": 0.08,
+    "light": 0.08,
+    "medium": 0.12,
+    "heavy": 0.18,
 }
 
 DEFAULT_SIGNAL_POSITION_SIZE_BY_TIMEFRAME: Dict[str, str] = {

backend/tests/test_position_sizing_regression.py

@@ -103,7 +103,7 @@ def test_medium_term_defaults_to_light_margin_budget():
 
     assert position_size == "light"
     assert grade == "B"
-    assert target_pct == pytest.approx(0.03)
+    assert target_pct == pytest.approx(0.08)
 
 
 def test_total_leverage_cap_is_converted_to_margin_cap():
@@ -115,7 +115,7 @@ def test_total_leverage_cap_is_converted_to_margin_cap():
         current_total_leverage=9.5,
         max_total_leverage=10,
         order_leverage=10,
-        target_margin_pct=0.08,
+        target_margin_pct=0.18,
         max_margin_pct=0.25,
     )
 
@@ -146,5 +146,5 @@ def test_paper_dynamic_position_uses_equity_pct_instead_of_margin_multiple():
         grade="B",
     )
 
-    assert margin == pytest.approx(1000.0)
-    assert position_value == pytest.approx(10000.0)
+    assert margin == pytest.approx(2400.0)
+    assert position_value == pytest.approx(24000.0)