11

backend/app/crypto_agent/crypto_agent.py

@@ -66,10 +66,12 @@ class CryptoAgent:
                 'UNI': 5,    # 1 UNI/张 ≈ $50
             },
             'max_margin_pct': 0.25,  # 单笔最大25%（支持超激进配置）
+            'min_position_value_balance_ratio': 1.0,  # 合约单最低名义仓位 = 1x 账户权益
         },
         'PaperTrading': {
             'min_margin': {},  # 无最小限制
             'max_margin_pct': 0.25,  # 单笔最大25%（与实盘一致）
+            'min_position_value_balance_ratio': 1.0,
         }
     }
 
@@ -3639,6 +3641,7 @@ class CryptoAgent:
 
         symbol = signal.get('symbol', '').replace('USDT', '').upper()
         min_margin = min_margin_rules.get(symbol, 0)
+        min_position_value_balance_ratio = float(rules.get('min_position_value_balance_ratio', 0) or 0)
         current_leverage = account.get('current_total_leverage', 0)
         max_leverage = account.get('max_total_leverage', 10)
         order_leverage = account.get('order_leverage', 10)
@@ -3679,6 +3682,7 @@ class CryptoAgent:
 
         setup_margin_pct_cap = setup_profile.get('max_margin_pct_cap')
         effective_max_margin_pct = min(max_margin_pct, setup_margin_pct_cap) if isinstance(setup_margin_pct_cap, (int, float)) else max_margin_pct
+        min_position_value = balance * min_position_value_balance_ratio if min_position_value_balance_ratio > 0 else 0.0
 
         margin, _, budget_reason = calculate_margin_and_position_value(
             balance=balance,
@@ -3689,6 +3693,7 @@ class CryptoAgent:
             target_margin_pct=target_margin_pct,
             max_margin_pct=effective_max_margin_pct,
             min_margin=min_margin,
+            min_position_value=min_position_value,
             min_effective_leverage=min_effective_leverage,
         )
 

backend/app/services/paper_trading_service.py

@@ -440,6 +440,7 @@ class PaperTradingService:
             order_leverage=self.leverage,
             target_margin_pct=target_margin_pct,
             max_margin_pct=0.25,
+            min_position_value=balance,
         )
 
         if margin <= 0:

backend/app/services/position_sizing.py

@@ -115,6 +115,7 @@ def calculate_margin_and_position_value(
     target_margin_pct: float,
     max_margin_pct: float,
     min_margin: float = 0.0,
+    min_position_value: float = 0.0,
     min_effective_leverage: float = 1.0,
     reserve_ratio: float = 0.05,
 ) -> Tuple[float, float, str]:
@@ -152,16 +153,31 @@ def calculate_margin_and_position_value(
 
     target_margin = balance * target_margin_pct
     margin = min(target_margin, hard_cap)
+    adjustments = []
 
     if min_margin > 0 and margin < min_margin:
         if min_margin <= hard_cap:
             margin = min_margin
+            adjustments.append(f"按最小保证金抬升至 ${min_margin:.2f}")
         else:
             return 0.0, 0.0, (
                 f"最小保证金 ${min_margin:.2f} 超过当前可用额度 "
                 f"${hard_cap:.2f}"
             )
 
+    if min_position_value > 0:
+        required_margin_for_min_position = min_position_value / order_leverage
+        if margin < required_margin_for_min_position:
+            if required_margin_for_min_position <= hard_cap:
+                margin = required_margin_for_min_position
+                adjustments.append(
+                    f"按最低名义仓位 ${min_position_value:.2f} 抬升保证金至 ${margin:.2f}"
+                )
+            else:
+                adjustments.append(
+                    f"最低名义仓位 ${min_position_value:.2f} 受当前上限约束，实际最多 ${hard_cap * order_leverage:.2f}"
+                )
+
     position_value = margin * order_leverage
     if position_value < 50:
         return 0.0, 0.0, "可开仓位不足 $50"
@@ -172,5 +188,7 @@ def calculate_margin_and_position_value(
         f"目标保证金 ${target_margin:.2f}, 实际保证金 ${margin:.2f}, "
         f"名义仓位 ${position_value:.2f}, 单笔杠杆 {order_leverage:.1f}x"
     )
+    if adjustments:
+        detail = f"{detail}, 调整: {'; '.join(adjustments)}"
     logger.info(f"仓位预算计算: {detail}")
     return margin, position_value, detail

backend/tests/test_position_sizing_regression.py

@@ -165,3 +165,21 @@ def test_setup_profile_can_cap_margin_budget_more_conservatively():
 
     assert margin == pytest.approx(1320.0)
     assert position_value == pytest.approx(13200.0)
+
+
+def test_min_position_value_floor_can_raise_too_small_contract_position():
+    module = load_position_sizing_module()
+
+    margin, position_value, _ = module.calculate_margin_and_position_value(
+        balance=1400,
+        available_margin=1400,
+        current_total_leverage=0,
+        max_total_leverage=10,
+        order_leverage=10,
+        target_margin_pct=0.028,  # 原本只会开到约 392U 名义仓位
+        max_margin_pct=0.25,
+        min_position_value=1400,
+    )
+
+    assert margin == pytest.approx(140.0)
+    assert position_value == pytest.approx(1400.0)