diff --git a/backend/app/models/paper_trading.py b/backend/app/models/paper_trading.py
index 363ae15..33229d2 100644
--- a/backend/app/models/paper_trading.py
+++ b/backend/app/models/paper_trading.py
@@ -60,7 +60,9 @@ class PaperOrder(Base):
exit_price = Column(Float, nullable=True) # 出场价
# 仓位信息
- quantity = Column(Float, default=1000) # 仓位大小 (USDT)
+ quantity = Column(Float, default=1000) # 持仓价值 (USDT)
+ margin = Column(Float, default=50) # 保证金 (USDT)
+ leverage = Column(Integer, default=20) # 杠杆倍数
# 信号信息
signal_grade = Column(SQLEnum(SignalGrade), default=SignalGrade.D)
@@ -107,7 +109,9 @@ class PaperOrder(Base):
'take_profit': self.take_profit,
'filled_price': self.filled_price,
'exit_price': self.exit_price,
- 'quantity': self.quantity,
+ '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
'signal_grade': self.signal_grade.value if self.signal_grade else None,
'signal_type': self.signal_type,
'confidence': self.confidence,
diff --git a/backend/app/services/paper_trading_service.py b/backend/app/services/paper_trading_service.py
index f09bd6f..12db623 100644
--- a/backend/app/services/paper_trading_service.py
+++ b/backend/app/services/paper_trading_service.py
@@ -304,7 +304,9 @@ class PaperTradingService:
stop_loss=signal.get('stop_loss', 0),
take_profit=signal.get('take_profit', 0),
filled_price=filled_price,
- quantity=quantity,
+ quantity=quantity, # 持仓价值
+ margin=margin, # 保证金
+ leverage=self.leverage, # 杠杆倍数
signal_grade=SignalGrade(grade),
signal_type=signal.get('signal_type') or signal.get('type', 'swing'),
confidence=signal.get('confidence', 0),
@@ -352,10 +354,15 @@ class PaperTradingService:
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
+ 根据 LLM 建议的仓位大小计算实际保证金和持仓价值（复利策略）
+
+ 计算逻辑：
+ - 可用保证金 = 余额 - (持仓 + 挂单占用保证金)
+ - 根据 position_size 按可用保证金的百分比分配
+ - 持仓价值 = 保证金 × 杠杆
Args:
- position_size: 'heavy' / 'medium' / 'light'
+ position_size: 'heavy' / 'medium' / 'light' / 'micro'
symbol: 交易对
Returns:
@@ -364,49 +371,45 @@ class PaperTradingService:
# 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
+ used_margin = account['used_margin'] # 已用保证金（持仓+挂单）
- # 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
+ # 计算可用保证金（复利核心）
+ available_margin = balance - used_margin
- if available_position_value <= 0:
- logger.warning(f"已达最大杠杆限制，无法开仓")
+ if available_margin <= 0:
+ logger.warning(f"可用保证金不足，无法开仓（余额: ${balance:.2f}, 已用: ${used_margin:.2f}）")
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%
+ # 根据 position_size 确定保证金比例（按可用保证金百分比）
+ # micro: 5%, light: 10%, medium: 15%, heavy: 20%
size_ratio = {
- 'heavy': 0.30,
+ 'micro': 0.05,
+ 'light': 0.10,
'medium': 0.15,
- 'light': 0.05
- }.get(position_size, 0.05)
+ 'heavy': 0.20
+ }.get(position_size, 0.10)
- # 计算目标持仓价值
- target_position_value = available_position_value * size_ratio
+ # 计算目标保证金（直接使用可用保证金的百分比）
+ target_margin = available_margin * 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
+ # 设置最小和最大保证金限制
+ min_margin = 50 # 最小保证金 50 USDT（对应 1000 USDT 持仓价值）
+ max_single_margin = balance * 0.25 # 单笔最大不超过余额的 25%
- position_value = max(min_position_value, min(target_position_value, max_single_position))
+ margin = max(min_margin, min(target_margin, max_single_margin))
- # 确保不超过可用空间
- position_value = min(position_value, available_position_value)
+ # 确保不超过可用保证金
+ margin = min(margin, available_margin)
# 修正浮点数精度问题，保留 2 位小数
- position_value = round(position_value, 2)
+ margin = round(margin, 2)
- # 计算对应的保证金
- margin = round(position_value / max_leverage, 2)
+ # 计算持仓价值（保证金 × 杠杆）
+ position_value = round(margin * self.leverage, 2)
- 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}")
+ logger.info(f"动态仓位计算: {position_size} | 余额: ${balance:.2f} | 已用保证金: ${used_margin:.2f} | "
+ f"可用保证金: ${available_margin:.2f} | 目标保证金: ${margin:.2f} ({size_ratio*100:.0f}%) | "
+ f"持仓价值: ${position_value:.2f}")
return margin, position_value
diff --git a/backend/scripts/migrate_add_margin_leverage.py b/backend/scripts/migrate_add_margin_leverage.py
new file mode 100644
index 0000000..65cbfb4
--- /dev/null
+++ b/backend/scripts/migrate_add_margin_leverage.py
@@ -0,0 +1,108 @@
+#!/usr/bin/env python3
+"""
+添加 margin 和 leverage 字段到 paper_orders 表
+
+运行方式:
+ cd backend && python scripts/migrate_add_margin_leverage.py
+"""
+import sys
+import os
+
+# 添加父目录到路径
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from app.services.db_service import db_service
+from sqlalchemy import text, inspect
+import logging
+
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+
+def check_column_exists(table_name, column_name):
+ """检查列是否存在"""
+ inspector = inspect(db_service.engine)
+ columns = [col['name'] for col in inspector.get_columns(table_name)]
+ return column_name in columns
+
+
+def migrate():
+ """执行迁移"""
+ try:
+ with db_service.engine.connect() as conn:
+ # 检查表是否存在
+ inspector = inspect(db_service.engine)
+ if 'paper_orders' not in inspector.get_table_names():
+ logger.error("❌ paper_orders 表不存在")
+ return False
+
+ logger.info("开始迁移 paper_orders 表...")
+
+ # 检查并添加 margin 列
+ if not check_column_exists('paper_orders', 'margin'):
+ logger.info("➕ 添加 margin 列...")
+ conn.execute(text("""
+ ALTER TABLE paper_orders
+ ADD COLUMN margin FLOAT DEFAULT 50
+ """))
+ conn.commit()
+ logger.info("✅ margin 列添加成功")
+
+ # 为现有记录计算并设置 margin 值
+ logger.info("🔄 为现有记录计算 margin...")
+ conn.execute(text("""
+ UPDATE paper_orders
+ SET margin = ROUND(quantity / 20.0, 2)
+ WHERE margin IS NULL OR margin = 50
+ """))
+ conn.commit()
+ logger.info("✅ 现有记录的 margin 已更新")
+ else:
+ logger.info("✓ margin 列已存在，跳过")
+
+ # 检查并添加 leverage 列
+ if not check_column_exists('paper_orders', 'leverage'):
+ logger.info("➕ 添加 leverage 列...")
+ conn.execute(text("""
+ ALTER TABLE paper_orders
+ ADD COLUMN leverage INTEGER DEFAULT 20
+ """))
+ conn.commit()
+ logger.info("✅ leverage 列添加成功")
+
+ # 为现有记录设置 leverage 值
+ logger.info("🔄 为现有记录设置 leverage...")
+ conn.execute(text("""
+ UPDATE paper_orders
+ SET leverage = 20
+ WHERE leverage IS NULL OR leverage = 20
+ """))
+ conn.commit()
+ logger.info("✅ 现有记录的 leverage 已更新")
+ else:
+ logger.info("✓ leverage 列已存在，跳过")
+
+ logger.info("\n" + "=" * 50)
+ logger.info("✅ 迁移完成！")
+ logger.info("=" * 50)
+
+ # 显示更新后的表结构
+ inspector = inspect(db_service.engine)
+ columns = inspector.get_columns('paper_orders')
+ logger.info("\n📊 paper_orders 表结构:")
+ for col in columns:
+ if col['name'] in ['quantity', 'margin', 'leverage']:
+ logger.info(f" - {col['name']}: {col['type']}")
+
+ return True
+
+ except Exception as e:
+ logger.error(f"❌ 迁移失败: {e}")
+ import traceback
+ logger.error(traceback.format_exc())
+ return False
+
+
+if __name__ == "__main__":
+ success = migrate()
+ sys.exit(0 if success else 1)
diff --git a/frontend/trading.html b/frontend/trading.html
index 8943d4d..16a1dd8 100644
--- a/frontend/trading.html
+++ b/frontend/trading.html
@@ -1294,7 +1294,9 @@
| 浮动盈亏 |
止损 |
止盈 |
- 仓位 |
+ 保证金 |
+ 杠杆 |
+ 持仓价值 |
时间 |
操作 |
@@ -1338,7 +1340,9 @@
${{ order.take_profit?.toLocaleString() }}
- ${{ order.quantity }} |
+ ${{ order.margin?.toFixed(2) || (order.quantity / 20).toFixed(2) }} |
+ {{ order.leverage || 20 }}x |
+ ${{ order.quantity?.toFixed(2) || '-' }} |
{{ formatTime(order.status === 'open' ? order.opened_at : order.created_at) }} |
|