update

backend/app/config.py

@@ -167,6 +167,7 @@ class Settings(BaseSettings):
     real_trading_max_single_position: float = 1000  # 单笔最大持仓金额 (USDT)
     real_trading_max_total_ratio: float = 0.5  # 最大总仓位比例（账户的50%）
     real_trading_default_leverage: int = 10  # 实盘默认杠杆（低于模拟）
+    real_trading_max_total_leverage: float = 10  # 实盘总杠杆上限（持仓+挂单，倍数）
     real_trading_risk_per_trade: float = 0.02  # 每笔交易风险比例（2%）
     real_trading_max_orders: int = 5  # 实盘最大同时持仓数
 

backend/app/crypto_agent/crypto_agent.py

@@ -47,13 +47,19 @@ class CryptoAgent:
 
         # 新架构：市场信号分析器 + 交易决策器
         self.market_analyzer = MarketSignalAnalyzer()
-        self.decision_maker = TradingDecisionMaker()
+        self.decision_maker = None  # 延迟初始化，需要 paper_trading 的杠杆配置
 
         self.signal_db = get_signal_db_service()  # 信号数据库服务
 
         # 模拟交易服务（始终启用）
         self.paper_trading = get_paper_trading_service()
 
+        # 初始化决策器（需要杠杆配置）
+        self.decision_maker = TradingDecisionMaker(
+            leverage=self.paper_trading.leverage,
+            max_total_leverage=self.paper_trading.max_total_leverage
+        )
+
         # 状态管理
         self.last_signals: Dict[str, Dict[str, Any]] = {}
         self.signal_cooldown: Dict[str, datetime] = {}
@@ -709,10 +715,12 @@ class CryptoAgent:
         logger.info(f"   动作: {decision.get('action', 'N/A')}")
         logger.info(f"   仓位: {decision.get('position_size', 'N/A')}")
 
-        # quantity 是保证金，显示持仓价值 = 保证金 × 20
+        # quantity 是保证金，显示持仓价值 = 保证金 × 杠杆
         quantity = decision.get('quantity', 0)
         if isinstance(quantity, (int, float)) and quantity > 0:
-            logger.info(f"   持仓价值: ${quantity * 20:,.2f} (保证金 ${quantity:.2f})")
+            leverage = self.paper_trading.leverage  # 使用实际的杠杆配置
+            position_value = quantity * leverage
+            logger.info(f"   持仓价值: ${position_value:,.2f} (保证金 ${quantity:.2f})")
         else:
             logger.info(f"   数量: ${decision.get('quantity', 'N/A')}")
 
@@ -1109,7 +1117,7 @@ class CryptoAgent:
                 # 添加价格信息（如果有）
                 quantity = decision.get('quantity', 0)
                 if isinstance(quantity, (int, float)) and quantity > 0:
-                    leverage = 20  # 固定20倍杠杆
+                    leverage = self.paper_trading.leverage  # 使用实际的杠杆配置
                     position_value = quantity * leverage
                     content_parts.append(f"💰 **持仓价值**: ${position_value:,.2f} (保证金 ${quantity:.2f})")
 
@@ -1235,7 +1243,7 @@ class CryptoAgent:
             # 构建卡片内容
             # quantity 是保证金金额，需要显示持仓价值 = 保证金 × 杠杆
             margin = quantity if quantity != 'N/A' else 0
-            leverage = 20  # 模拟交易固定 20x 杠杆
+            leverage = self.paper_trading.leverage  # 使用实际的杠杆配置（而非硬编码 20）
             position_value = margin * leverage if isinstance(margin, (int, float)) else 'N/A'
             position_value_display = f"${position_value:,.2f}" if isinstance(position_value, (int, float)) else "N/A"
 
@@ -1340,8 +1348,9 @@ class CryptoAgent:
             # 记录订单
             order = result.get('order')
             if order:
-                # quantity 是保证金金额，持仓价值 = 保证金 × 20
-                position_value = quantity * 20
+                # quantity 是保证金金额，持仓价值 = 保证金 × 杠杆
+                leverage = self.paper_trading.leverage  # 使用实际的杠杆配置
+                position_value = quantity * leverage
                 logger.info(f"   ✅ 已创建订单: {order.order_id} | 仓位: {position_size} | 持仓价值: ${position_value:.2f}")
                 logger.info(f"   订单状态: {order.status.value} | 入场价: ${order.entry_price:,.2f}")
             else:

backend/app/crypto_agent/trading_decision_maker.py

@@ -471,8 +471,16 @@ class TradingDecisionMaker:
 记住：你是仓位管理者，不是信号执行器。你的首要任务是管理好现有仓位！
 """
 
-    def __init__(self):
-        pass
+    def __init__(self, leverage: int = 20, max_total_leverage: float = 10):
+        """
+        初始化交易决策器
+
+        Args:
+            leverage: 单笔订单杠杆倍数
+            max_total_leverage: 总杠杆上限（持仓+挂单，倍数）
+        """
+        self.leverage = leverage
+        self.max_total_leverage = max_total_leverage
 
     async def make_decision(self,
                             market_signal: Dict[str, Any],
@@ -553,8 +561,8 @@ class TradingDecisionMaker:
         total_position_value = float(account.get('total_position_value', 0))
         used_margin = float(account.get('used_margin', 0))
 
-        # 当前杠杆（全仓模式）
-        max_leverage = 20
+        # 当前杠杆（使用配置的杠杆值）
+        max_leverage = self.leverage
         max_position_value = balance * max_leverage  # 最大仓位金额
         current_leverage = (total_position_value / balance) if balance > 0 else 0
         available_position_value = max(0, max_position_value - total_position_value)  # 剩余可用仓位金额
@@ -1055,7 +1063,7 @@ class TradingDecisionMaker:
         if decision.get('decision') in ['OPEN', 'ADD']:
             balance = float(account.get('current_balance', 0))
             total_position_value = float(account.get('total_position_value', 0))
-            max_leverage = 20
+            max_leverage = self.leverage  # 使用配置的杠杆值
             max_position_value = balance * max_leverage
 
             # quantity 是保证金金额，需要乘以杠杆得到持仓价值

backend/app/models/paper_trading.py

@@ -117,8 +117,8 @@ class PaperOrder(Base):
             'filled_price': self.filled_price,
             'exit_price': self.exit_price,
             'quantity': self.quantity,           # 持仓价值
-            'margin': getattr(self, 'margin', self.quantity / 20),   # 保证金
-            'leverage': getattr(self, 'leverage', 20),                # 杠杆倍数
+            'margin': getattr(self, 'margin', self.quantity / 20),   # 保证金（回退值：20倍杠杆）
+            'leverage': getattr(self, 'leverage', 20),                # 杠杆倍数（回退值：20倍）
             'signal_grade': self.signal_grade.value if self.signal_grade else None,
             'signal_type': self.signal_type,
             'confidence': self.confidence,

backend/app/services/real_trading_service.py

@@ -28,6 +28,7 @@ class RealTradingService:
         self.max_single_position = self.settings.real_trading_max_single_position
         self.max_total_ratio = self.settings.real_trading_max_total_ratio
         self.default_leverage = self.settings.real_trading_default_leverage
+        self.max_total_leverage = self.settings.real_trading_max_total_leverage  # 总杠杆上限
         self.risk_per_trade = self.settings.real_trading_risk_per_trade
         self.max_orders = self.settings.real_trading_max_orders
 
@@ -330,10 +331,9 @@ class RealTradingService:
                 }
 
             # === 使用 LLM 建议的仓位大小计算仓位 ===
-            # 全仓模式：总杠杆不超过 20 倍
-            # 检查当前杠杆，确保加仓后不超过 20 倍
+            # 检查当前杠杆，确保加仓后不超过配置的总杠杆上限
             current_leverage = (total_position_value / balance) if balance > 0 else 0
-            max_total_leverage = 20  # 全仓模式最大 20 倍
+            max_total_leverage = self.max_total_leverage  # 使用配置的总杠杆上限
             available_leverage = max_total_leverage - current_leverage
 
             if available_leverage <= 0:
@@ -351,7 +351,7 @@ class RealTradingService:
                 position_value = margin * self.default_leverage
                 logger.info(f"使用 LLM 决策保证金: ${margin:.2f}, 持仓价值: ${position_value:.2f}")
 
-                # 验证：加仓后的总杠杆不超过 20 倍
+                # 验证：加仓后的总杠杆不超过配置的上限
                 new_total_value = total_position_value + position_value
                 new_leverage = new_total_value / balance if balance > 0 else 0
                 if new_leverage > max_total_leverage:
@@ -385,7 +385,7 @@ class RealTradingService:
                         'message': '无法开仓：仓位计算失败或已达杠杆限制'
                     }
 
-                # 再次验证：加仓后的总杠杆不超过 20 倍
+                # 再次验证：加仓后的总杠杆不超过配置的上限
                 new_total_value = total_position_value + position_value
                 new_leverage = new_total_value / balance if balance > 0 else 0
                 if new_leverage > max_total_leverage: