fix: trend preview uses USDT profit, snapshot risk budget, and money RR across four exchanges

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_gate_bot/app.py

@@ -2839,6 +2839,7 @@ def parse_and_compute_trend_pullback_plan(form_dict):
         "leg_amounts_json": leg_json,
         "grid": grid,
         "leg_amounts": leg_list,
+        "contract_size": float(market.get("contractSize") or 1),
     }
     return payload, None
 
@@ -5611,6 +5612,14 @@ def render_main_page(page="trade"):
 
                 trend_preview = row_to_dict(pr)
                 preview_expires_ms = int(pr["expires_at_ms"])
+                if not trend_preview.get("contract_size"):
+                    try:
+                        ensure_markets_loaded()
+                        ex_sym = trend_preview.get("exchange_symbol") or trend_preview.get("symbol")
+                        mk = exchange.market(ex_sym)
+                        trend_preview["contract_size"] = float(mk.get("contractSize") or 1)
+                    except Exception:
+                        pass
                 trend_preview, trend_preview_levels = build_trend_preview_level_rows(trend_preview)
             elif pr:
                 trend_preview_expired = True

hub_bridge.py

@@ -597,7 +597,14 @@ def _fetch_preview(pid):
         from strategy_trend_lib import build_trend_preview_level_rows
 
         enriched, level_rows = build_trend_preview_level_rows(d)
-        for key in ("preview_target_rr", "preview_first_take_profit", "preview_unified_stop_loss"):
+        for key in (
+            "preview_target_rr",
+            "preview_first_take_profit",
+            "preview_unified_stop_loss",
+            "preview_risk_amount_u",
+            "preview_first_profit_u",
+            "preview_take_profit_price",
+        ):
             if key in enriched:
                 d[key] = enriched[key]
         d["preview_level_rows"] = level_rows
@@ -607,9 +614,15 @@ def _fetch_preview(pid):
                 "label": row.get("label"),
                 "price": row.get("price"),
                 "contracts": row.get("contracts"),
+                "cum_contracts": row.get("cum_contracts"),
                 "avg_entry": row.get("avg_entry"),
-                "take_profit": row.get("take_profit"),
-                "stop_loss": row.get("stop_loss"),
+                "take_profit_price": row.get("take_profit_price"),
+                "profit_u": row.get("profit_u"),
+                "risk_u": row.get("risk_u"),
+                "rr": row.get("rr"),
+                "stop_loss_price": row.get("stop_loss_price"),
+                "take_profit": row.get("profit_u"),
+                "stop_loss": row.get("risk_u"),
             }
             for row in level_rows
         ]

strategy_templates/strategy_trend_panel.html

@@ -47,19 +47,20 @@
             {{ trend_preview.symbol }} {{ '做多' if trend_preview.direction == 'long' else '做空' }} {{ trend_preview.leverage }}x ｜
             预览可用快照 <strong>{{ mf(trend_preview.snapshot_available_usdt) }}</strong> U ｜ 参考价 {{ price_fmt(trend_preview.symbol, trend_preview.live_price_ref) }} ｜
             计划保证金≈{{ mf(trend_preview.plan_margin_capital) }} U ｜ 总张≈{{ amt_disp(trend_preview.symbol, trend_preview.target_order_amount) }}（首仓 {{ amt_disp(trend_preview.symbol, trend_preview.first_order_amount) }} + 补仓 {{ amt_disp(trend_preview.symbol, trend_preview.remainder_total) }}）<br>
-            统一止损 {{ price_fmt(trend_preview.symbol, trend_preview.preview_unified_stop_loss or trend_preview.stop_loss) }} ｜ {{ trend_add_zone_label(trend_preview.direction) }} {{ price_fmt(trend_preview.symbol, trend_preview.add_upper) }} ｜ 表单止盈 {{ price_fmt(trend_preview.symbol, trend_preview.take_profit) }} ｜ 目标RR {% if trend_preview.preview_target_rr is not none %}{{ '%.2f'|format(trend_preview.preview_target_rr) }}{% else %}—{% endif %} ｜ 风险比例 {{ trend_preview.risk_percent }}%
+            止损价 {{ price_fmt(trend_preview.symbol, trend_preview.preview_unified_stop_loss or trend_preview.stop_loss) }} ｜ 止损金额 {% if trend_preview.preview_risk_amount_u is not none %}{{ mf(trend_preview.preview_risk_amount_u) }}U{% else %}—{% endif %}（快照×风险{{ trend_preview.risk_percent }}%）｜ {{ trend_add_zone_label(trend_preview.direction) }} {{ price_fmt(trend_preview.symbol, trend_preview.add_upper) }} ｜ 止盈价 {{ price_fmt(trend_preview.symbol, trend_preview.take_profit) }} ｜ 首仓盈亏比 {% if trend_preview.preview_target_rr is not none %}{{ '%.2f'|format(trend_preview.preview_target_rr) }}{% else %}—{% endif %}
         </div>
         <div class="table-wrap" style="margin-bottom:10px">
             <table>
-                <tr><th>档位</th><th>触发/参考价</th><th>张数</th><th>加仓后均价</th><th>止盈</th><th>止损</th></tr>
+                <tr><th>档位</th><th>触发/参考价</th><th>张数</th><th>加仓后均价</th><th>止盈盈利(U)</th><th>止损(U)</th><th>盈亏比</th></tr>
                 {% for row in trend_preview_levels %}
                 <tr>
                     <td>{{ row.label or row.i }}</td>
                     <td>{{ price_fmt(trend_preview.symbol, row.price) }}</td>
                     <td>{{ amt_disp(trend_preview.symbol, row.contracts) }}</td>
                     <td>{% if row.avg_entry is not none %}{{ price_fmt(trend_preview.symbol, row.avg_entry) }}{% else %}—{% endif %}</td>
-                    <td>{% if row.take_profit is not none %}{{ price_fmt(trend_preview.symbol, row.take_profit) }}{% else %}—{% endif %}</td>
-                    <td>{% if row.stop_loss is not none %}{{ price_fmt(trend_preview.symbol, row.stop_loss) }}{% else %}—{% endif %}</td>
+                    <td>{% if row.profit_u is not none %}{{ mf(row.profit_u) }}{% else %}—{% endif %}</td>
+                    <td>{% if row.risk_u is not none %}{{ mf(row.risk_u) }}{% else %}—{% endif %}</td>
+                    <td>{% if row.rr is not none %}{{ '%.2f'|format(row.rr) }}{% else %}—{% endif %}</td>
                 </tr>
                 {% endfor %}
             </table>
@@ -166,15 +167,16 @@
             <div class="plan-dca-block">
                 <div class="plan-dca-title">补仓计划明细</div>
                 <table class="plan-dca-table">
-                    <tr><th>档位</th><th>触发价</th><th>张数</th><th>加仓后均价</th><th>止盈</th><th>止损</th><th>状态</th></tr>
+                    <tr><th>档位</th><th>触发价</th><th>张数</th><th>加仓后均价</th><th>止盈盈利(U)</th><th>止损(U)</th><th>盈亏比</th><th>状态</th></tr>
                     {% for lv in t.dca_levels %}
                     <tr>
                         <td>{{ lv.label }}</td>
                         <td>{% if lv.price is not none %}{{ price_fmt(sym, lv.price) }}{% else %}—{% endif %}</td>
                         <td>{% if lv.contracts is not none %}{{ amt_disp(sym, lv.contracts) }}{% else %}—{% endif %}</td>
                         <td>{% if lv.avg_entry is not none %}{{ price_fmt(sym, lv.avg_entry) }}{% else %}—{% endif %}</td>
-                        <td>{% if lv.take_profit is not none %}{{ price_fmt(sym, lv.take_profit) }}{% else %}—{% endif %}</td>
-                        <td>{% if lv.stop_loss is not none %}{{ price_fmt(sym, lv.stop_loss) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.profit_u is not none %}{{ mf(lv.profit_u) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.risk_u is not none %}{{ mf(lv.risk_u) }}{% else %}—{% endif %}</td>
+                        <td>{% if lv.rr is not none %}{{ '%.2f'|format(lv.rr) }}{% else %}—{% endif %}</td>
                         <td class="{% if lv.status == 'done' %}st-done{% else %}st-pending{% endif %}">{{ lv.status_label }}</td>
                     </tr>
                     {% endfor %}

strategy_trend_lib.py

@@ -241,6 +241,48 @@ def calc_take_profit_for_rr(
         return None
 
 
+def calc_risk_budget_usdt(snapshot_usdt: float, risk_percent: float) -> Optional[float]:
+    """计划止损金额 U = 可用快照 × 风险比例。"""
+    try:
+        snap = float(snapshot_usdt)
+        rp = float(risk_percent)
+        if snap <= 0 or rp <= 0:
+            return None
+        return round(snap * rp / 100.0, 4)
+    except (TypeError, ValueError):
+        return None
+
+
+def calc_money_reward_risk_ratio(profit_u: float, risk_u: float) -> Optional[float]:
+    """金额盈亏比 = 止盈盈利 U / 止损金额 U。"""
+    try:
+        r = float(risk_u)
+        p = float(profit_u)
+        if r <= 0:
+            return None
+        return round(p / r, 4)
+    except (TypeError, ValueError):
+        return None
+
+
+def calc_tp_profit_usdt(
+    direction: str,
+    avg_entry: float,
+    take_profit_price: float,
+    contracts: float,
+    contract_size: float = 1.0,
+) -> Optional[float]:
+    """到达止盈价时，按累计张数与加仓后均价的盈利 U。"""
+    try:
+        from hub_position_metrics import estimate_linear_swap_upnl_usdt
+
+        return estimate_linear_swap_upnl_usdt(
+            direction, float(avg_entry), float(take_profit_price), float(contracts), float(contract_size)
+        )
+    except (TypeError, ValueError):
+        return None
+
+
 def weighted_avg_entry(legs: list[tuple[float, float]]) -> Optional[float]:
     """按 (成交价, 张数) 加权均价。"""
     total = 0.0
@@ -262,7 +304,7 @@ def weighted_avg_entry(legs: list[tuple[float, float]]) -> Optional[float]:
 
 def build_trend_preview_level_rows(preview: dict) -> tuple[dict, list[dict]]:
     """
-    预览：参考价首仓止盈 + 每档补仓后止盈；止损统一为计划止损（加仓后最大止损）。
+    预览：表单止盈价下每档累计持仓的盈利 U；止损金额 = 快照×风险；盈亏比按金额对比。
     返回 (增强后的 preview 字段, 表格行列表，含首仓行)。
     """
     p = dict(preview or {})
@@ -272,16 +314,24 @@ def build_trend_preview_level_rows(preview: dict) -> tuple[dict, list[dict]]:
         sl = float(p.get("stop_loss"))
         user_tp = float(p.get("take_profit"))
         first_amt = float(p.get("first_order_amount"))
+        snapshot = float(p.get("snapshot_available_usdt"))
+        risk_percent = float(p.get("risk_percent"))
     except (TypeError, ValueError):
         return p, []
 
-    rr = calc_planned_reward_risk_ratio(direction, ref, sl, user_tp)
-    if rr is None:
+    risk_u = calc_risk_budget_usdt(snapshot, risk_percent)
+    if risk_u is None or risk_u <= 0:
         return p, []
 
-    first_tp = calc_take_profit_for_rr(direction, ref, sl, rr)
-    p["preview_target_rr"] = rr
-    p["preview_first_take_profit"] = first_tp
+    try:
+        contract_size = float(p.get("contract_size") or 1.0)
+        if contract_size <= 0:
+            contract_size = 1.0
+    except (TypeError, ValueError):
+        contract_size = 1.0
+
+    p["preview_risk_amount_u"] = risk_u
+    p["preview_take_profit_price"] = user_tp
     p["preview_unified_stop_loss"] = sl
 
     try:
@@ -297,45 +347,81 @@ def build_trend_preview_level_rows(preview: dict) -> tuple[dict, list[dict]]:
     except Exception:
         leg_amounts = []
 
-    rows: list[dict] = [
-        {
-            "i": 0,
-            "label": "首仓",
-            "price": ref,
-            "contracts": first_amt,
-            "avg_entry": ref,
-            "take_profit": first_tp,
-            "stop_loss": sl,
-            "is_first": True,
+    def _row_dict(
+        *,
+        i: int,
+        label: str,
+        price: float,
+        leg_contracts: float,
+        cum_contracts: float,
+        avg: float,
+        is_first: bool,
+    ) -> dict:
+        profit_u = calc_tp_profit_usdt(direction, avg, user_tp, cum_contracts, contract_size)
+        rr_money = calc_money_reward_risk_ratio(profit_u, risk_u) if profit_u is not None else None
+        return {
+            "i": i,
+            "label": label,
+            "price": price,
+            "contracts": leg_contracts,
+            "cum_contracts": cum_contracts,
+            "avg_entry": avg,
+            "take_profit_price": user_tp,
+            "profit_u": profit_u,
+            "risk_u": risk_u,
+            "rr": rr_money,
+            "stop_loss_price": sl,
+            "take_profit": profit_u,
+            "stop_loss": risk_u,
+            "is_first": is_first,
         }
+
+    cum_contracts = first_amt
+    first_profit = calc_tp_profit_usdt(direction, ref, user_tp, cum_contracts, contract_size)
+    first_rr = calc_money_reward_risk_ratio(first_profit, risk_u) if first_profit is not None else None
+    p["preview_first_profit_u"] = first_profit
+    p["preview_target_rr"] = first_rr
+    p["preview_first_take_profit"] = user_tp
+
+    rows: list[dict] = [
+        _row_dict(
+            i=0,
+            label="首仓",
+            price=ref,
+            leg_contracts=first_amt,
+            cum_contracts=cum_contracts,
+            avg=ref,
+            is_first=True,
+        )
     ]
     accumulated: list[tuple[float, float]] = [(ref, first_amt)]
     for i, pair in enumerate(zip(grid, leg_amounts), 1):
         try:
             price = float(pair[0])
-            contracts = float(pair[1])
+            leg_contracts = float(pair[1])
         except (TypeError, ValueError):
             continue
-        accumulated.append((price, contracts))
+        accumulated.append((price, leg_contracts))
         avg = weighted_avg_entry(accumulated)
-        tp_after = calc_take_profit_for_rr(direction, avg, sl, rr) if avg is not None else None
+        if avg is None:
+            continue
+        cum_contracts += leg_contracts
         rows.append(
-            {
-                "i": i,
-                "label": f"补仓{i}",
-                "price": price,
-                "contracts": contracts,
-                "avg_entry": avg,
-                "take_profit": tp_after,
-                "stop_loss": sl,
-                "is_first": False,
-            }
+            _row_dict(
+                i=i,
+                label=f"补仓{i}",
+                price=price,
+                leg_contracts=leg_contracts,
+                cum_contracts=cum_contracts,
+                avg=avg,
+                is_first=False,
+            )
         )
     return p, rows
 
 
 def enrich_trend_dca_levels_with_tp(plan: dict, levels: list[dict]) -> list[dict]:
-    """运行中计划：为 dca_levels 补充加仓后均价、止盈、统一止损。"""
+    """运行中计划：为 dca_levels 补充加仓后均价、止盈盈利 U、止损金额 U、金额盈亏比。"""
     if not levels:
         return levels
     p = plan or {}
@@ -344,9 +430,15 @@ def enrich_trend_dca_levels_with_tp(plan: dict, levels: list[dict]) -> list[dict
         sl = float(p.get("stop_loss"))
         user_tp = float(p.get("take_profit"))
         first_amt = float(p.get("first_order_amount"))
+        snapshot = float(p.get("snapshot_available_usdt"))
+        risk_percent = float(p.get("risk_percent"))
     except (TypeError, ValueError):
         return levels
 
+    risk_u = calc_risk_budget_usdt(snapshot, risk_percent)
+    if risk_u is None or risk_u <= 0:
+        return levels
+
     ref_raw = p.get("live_price_ref")
     if ref_raw in (None, ""):
         ref_raw = p.get("avg_entry_price")
@@ -355,12 +447,16 @@ def enrich_trend_dca_levels_with_tp(plan: dict, levels: list[dict]) -> list[dict
     except (TypeError, ValueError):
         return levels
 
-    rr = calc_planned_reward_risk_ratio(direction, ref, sl, user_tp)
-    if rr is None:
-        return levels
+    try:
+        contract_size = float(p.get("contract_size") or 1.0)
+        if contract_size <= 0:
+            contract_size = 1.0
+    except (TypeError, ValueError):
+        contract_size = 1.0
 
     out: list[dict] = []
     accumulated: list[tuple[float, float]] = []
+    cum_contracts = 0.0
     for lv in levels:
         row = dict(lv)
         is_first = row.get("leg_key") == "first" or row.get("label") == "首仓" or row.get("i") == 0
@@ -371,21 +467,32 @@ def enrich_trend_dca_levels_with_tp(plan: dict, levels: list[dict]) -> list[dict
             except (TypeError, ValueError):
                 amt_f = first_amt
             accumulated = [(ref, amt_f)]
+            cum_contracts = amt_f
             row["avg_entry"] = ref
-            row["take_profit"] = calc_take_profit_for_rr(direction, ref, sl, rr)
-            row["stop_loss"] = sl
         else:
             price = row.get("price")
             contracts = row.get("contracts")
             if price is not None and contracts is not None:
                 try:
-                    accumulated.append((float(price), float(contracts)))
+                    leg_contracts = float(contracts)
+                    accumulated.append((float(price), leg_contracts))
                     avg = weighted_avg_entry(accumulated)
                     if avg is not None:
                         row["avg_entry"] = avg
-                        row["take_profit"] = calc_take_profit_for_rr(direction, avg, sl, rr)
-                    row["stop_loss"] = sl
+                    cum_contracts += leg_contracts
                 except (TypeError, ValueError):
                     pass
+        avg_entry = row.get("avg_entry")
+        if avg_entry is not None:
+            profit_u = calc_tp_profit_usdt(
+                direction, float(avg_entry), user_tp, cum_contracts, contract_size
+            )
+            row["take_profit_price"] = user_tp
+            row["profit_u"] = profit_u
+            row["risk_u"] = risk_u
+            row["rr"] = calc_money_reward_risk_ratio(profit_u, risk_u) if profit_u is not None else None
+            row["take_profit"] = profit_u
+            row["stop_loss"] = risk_u
+            row["stop_loss_price"] = sl
         out.append(row)
     return out

strategy_trend_register.py

@@ -249,6 +249,7 @@ def parse_trend_plan(cfg: dict, form_dict) -> tuple[Optional[dict], Optional[str
         leg_list = json.loads(leg_json)
     except Exception:
         leg_list = []
+    contract_size = float(market.get("contractSize") or 1)
     return {
         "symbol": symbol,
         "exchange_symbol": exchange_symbol,
@@ -271,6 +272,7 @@ def parse_trend_plan(cfg: dict, form_dict) -> tuple[Optional[dict], Optional[str
         "leg_amounts_json": leg_json,
         "grid": grid,
         "leg_amounts": leg_list,
+        "contract_size": contract_size,
     }, None
 
 
@@ -486,6 +488,12 @@ def enrich_trend_plan(cfg: dict, row) -> dict:
             d["floating_mark"] = None
     else:
         d["floating_pnl"] = d["floating_mark"] = None
+    get_cs = getattr(m, "get_contract_size", None)
+    if callable(get_cs):
+        try:
+            d["contract_size"] = float(get_cs(ex_sym))
+        except (TypeError, ValueError):
+            pass
     from strategy_snapshot_lib import attach_trend_dca_levels
 
     d = attach_trend_dca_levels(d)
@@ -1097,6 +1105,14 @@ def load_trend_page_context(conn, request_obj, cfg: dict) -> dict[str, Any]:
 
             trend_preview = _row(cfg, pr)
             preview_expires_ms = int(pr["expires_at_ms"])
+            get_cs = getattr(m, "get_contract_size", None)
+            if callable(get_cs) and not trend_preview.get("contract_size"):
+                try:
+                    trend_preview["contract_size"] = float(
+                        get_cs(trend_preview.get("exchange_symbol") or trend_preview.get("symbol") or "")
+                    )
+                except (TypeError, ValueError):
+                    pass
             trend_preview, trend_preview_levels = build_trend_preview_level_rows(trend_preview)
         elif pr:
             trend_preview_expired = True

tests/test_trend_preview_tp.py

@@ -1,4 +1,4 @@
-"""趋势回调预览：参考价首仓止盈与补仓后止盈。"""
+"""趋势回调预览：止盈盈利 U、止损金额 U、金额盈亏比。"""
 from __future__ import annotations
 
 import json
@@ -11,41 +11,47 @@ sys.path.insert(0, str(ROOT))
 
 from strategy_trend_lib import (  # noqa: E402
     build_trend_preview_level_rows,
-    calc_planned_reward_risk_ratio,
-    calc_take_profit_for_rr,
+    calc_money_reward_risk_ratio,
+    calc_risk_budget_usdt,
+    calc_tp_profit_usdt,
 )
 
 
 class TestTrendPreviewTp(unittest.TestCase):
-    def test_short_ref_price_first_tp_matches_form_tp(self):
-        ref, sl, tp = 72.6, 75.5, 65.0
-        rr = calc_planned_reward_risk_ratio("short", ref, sl, tp)
-        self.assertIsNotNone(rr)
-        first_tp = calc_take_profit_for_rr("short", ref, sl, rr)
-        self.assertAlmostEqual(first_tp, tp, places=2)
+    def test_risk_budget_from_snapshot(self):
+        self.assertAlmostEqual(calc_risk_budget_usdt(110.73, 5), 5.5365, places=2)
 
-    def test_preview_levels_include_first_and_dca_tp(self):
+    def test_short_profit_at_form_take_profit(self):
+        profit = calc_tp_profit_usdt("short", 72.53, 66.0, 1114, 0.00167)
+        self.assertIsNotNone(profit)
+        self.assertGreater(profit, 0)
+        rr = calc_money_reward_risk_ratio(profit, 5.5365)
+        self.assertIsNotNone(rr)
+        self.assertGreater(rr, 1.5)
+
+    def test_preview_levels_use_money_rr(self):
         preview = {
             "direction": "short",
-            "live_price_ref": 72.6,
+            "live_price_ref": 72.53,
             "stop_loss": 75.5,
-            "take_profit": 65.0,
-            "first_order_amount": 1113,
+            "take_profit": 66.0,
+            "first_order_amount": 1114,
+            "snapshot_available_usdt": 110.73,
+            "risk_percent": 5,
+            "contract_size": 0.00167,
             "grid_prices_json": json.dumps([73.42, 73.83]),
             "leg_amounts_json": json.dumps([222, 222]),
         }
         enriched, rows = build_trend_preview_level_rows(preview)
-        self.assertEqual(enriched["preview_unified_stop_loss"], 75.5)
-        self.assertAlmostEqual(enriched["preview_first_take_profit"], 65.0, places=1)
+        self.assertAlmostEqual(enriched["preview_risk_amount_u"], 5.5365, places=2)
+        self.assertEqual(enriched["preview_take_profit_price"], 66.0)
         self.assertEqual(len(rows), 3)
         self.assertEqual(rows[0]["label"], "首仓")
-        self.assertAlmostEqual(rows[0]["take_profit"], 65.0, places=1)
-        self.assertEqual(rows[0]["stop_loss"], 75.5)
-        self.assertIsNotNone(rows[1]["avg_entry"])
-        self.assertIsNotNone(rows[1]["take_profit"])
-        self.assertEqual(rows[1]["stop_loss"], 75.5)
-        # 做空：补仓价上移 → 均价上移 → 同等 RR 下止盈价上移
-        self.assertGreater(rows[2]["take_profit"], rows[1]["take_profit"])
+        self.assertEqual(rows[0]["risk_u"], enriched["preview_risk_amount_u"])
+        self.assertIsNotNone(rows[0]["profit_u"])
+        self.assertAlmostEqual(rows[0]["rr"], rows[0]["profit_u"] / 5.5365, places=2)
+        self.assertEqual(rows[1]["risk_u"], enriched["preview_risk_amount_u"])
+        self.assertGreater(rows[2]["profit_u"], rows[1]["profit_u"])
 
 
 if __name__ == "__main__":