修复交易记录基数虚高：禁止币×价÷杠杆发明保证金，优先计划保证金/风险金额反推。

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

lib/instance/records_list_lib.py

@@ -20,6 +20,9 @@ def enrich_trade_price_displays(
             trigger_price=item.get("trigger_price"),
             leverage=item.get("leverage"),
             symbol=item.get("symbol"),
+            stop_loss=item.get("stop_loss"),
+            initial_stop_loss=item.get("initial_stop_loss"),
+            risk_amount=item.get("risk_amount"),
         )
         if fixed is not None:
             item["margin_capital"] = fixed

lib/trade/trade_margin_record_lib.py

@@ -1,4 +1,4 @@
-"""交易记录「基数」= U 保证金;防止把折算标的(币数量)误写成/误显示为基数."""
+"""交易记录「基数」= U 保证金;防止币数量/账户保证金误入,展示时禁止用币×价÷杠杆虚增."""
 from __future__ import annotations
 
 from typing import Any, Optional
@@ -55,13 +55,33 @@ def looks_like_coin_amount_as_margin(
     return False
 
 
+def margin_from_risk_amount(
+    risk_amount: Any,
+    *,
+    trigger_price: Any,
+    stop_loss: Any,
+    leverage: Any,
+) -> Optional[float]:
+    """由风险金额反推保证金: risk ≈ margin × lev × |entry-sl| / entry."""
+    risk = _pos_float(risk_amount)
+    px = _pos_float(trigger_price)
+    sl = _pos_float(stop_loss)
+    lev = _pos_float(leverage)
+    if risk is None or px is None or sl is None or lev is None or lev <= 0 or px <= 0:
+        return None
+    dist = abs(px - sl)
+    if dist <= 0:
+        return None
+    return round(risk * px / (lev * dist), 2)
+
+
 def coin_amount_to_margin_usdt(
     coin_amount: Any,
     *,
     trigger_price: Any,
     leverage: Any,
 ) -> Optional[float]:
-    """币数量 × 价格 / 杠杆 ≈ USDT 保证金."""
+    """币数量 × 价格 / 杠杆 ≈ USDT 保证金(仅作末位兜底,展示层勿优先使用)."""
     coin = _pos_float(coin_amount)
     px = _pos_float(trigger_price)
     lev = _pos_float(leverage)
@@ -77,7 +97,7 @@ def sanitize_exchange_initial_margin(
     order_leverage: Any = None,
     coin_amount: Any = None,
 ) -> Optional[float]:
-    """交易所快照保证金清洗:拒绝币数量误入,必要时用名义/杠杆粗算."""
+    """交易所快照保证金清洗:拒绝币数量/过大账户保证金,必要时用名义/杠杆粗算."""
     m = _pos_float(initial)
     coin = _pos_float(coin_amount)
     if m is not None and coin is not None and _near(m, coin, rel=0.05, abs_tol=1e-4):
@@ -87,8 +107,12 @@ def sanitize_exchange_initial_margin(
     approx = None
     if notional_v is not None and lev is not None and lev > 0:
         approx = notional_v / lev
-    if m is not None and approx is not None and approx >= 1.0 and m < max(1.0, approx * 0.05):
-        m = None
+    if m is not None and approx is not None and approx >= 1.0:
+        if m < max(1.0, approx * 0.05):
+            m = None
+        elif m > approx * 2.5:
+            # 常见于全仓 collateral≈账户权益,远大于本仓占用
+            m = None
     if m is not None:
         return round(m, 4)
     if approx is not None and approx > 0:
@@ -104,10 +128,22 @@ def resolve_trade_record_margin_usdt(
     notional_value: Any = None,
     leverage: Any = None,
     trigger_price: Any = None,
+    stop_loss: Any = None,
+    risk_amount: Any = None,
 ) -> Optional[float]:
-    """写入 trade_records.基数:优先交易所快照,异常时回退计划保证金."""
+    """写入 trade_records.基数:计划保证金优先于异常交易所快照;禁止币×价÷杠杆虚增."""
     plan = _pos_float(plan_margin_capital)
     ex = _pos_float(exchange_margin_usdt)
+
+    if plan is not None and looks_like_coin_amount_as_margin(
+        plan,
+        trigger_price=trigger_price,
+        leverage=leverage,
+        base_amount=base_amount,
+        notional_value=notional_value,
+    ):
+        plan = None
+
     if ex is not None and looks_like_coin_amount_as_margin(
         ex,
         trigger_price=trigger_price,
@@ -116,19 +152,28 @@ def resolve_trade_record_margin_usdt(
         plan_margin=plan,
         notional_value=notional_value,
     ):
-        # 快照像币数量:优先用计划保证金;无计划时再按币×价/杠杆反推
-        if plan is not None:
-            return round(plan, 2)
-        repaired = coin_amount_to_margin_usdt(
-            ex, trigger_price=trigger_price, leverage=leverage
-        )
-        if repaired is not None:
-            return repaired
         ex = None
-    if ex is not None:
-        return round(ex, 2)
+    if ex is not None and plan is not None and ex > plan * 2.5:
+        ex = None
+
     if plan is not None:
         return round(plan, 2)
+    if ex is not None:
+        return round(ex, 2)
+
+    from_risk = margin_from_risk_amount(
+        risk_amount,
+        trigger_price=trigger_price,
+        stop_loss=stop_loss,
+        leverage=leverage,
+    )
+    if from_risk is not None:
+        return from_risk
+
+    notional = _pos_float(notional_value)
+    lev = _pos_float(leverage)
+    if notional is not None and lev is not None and lev > 0:
+        return round(notional / lev, 2)
     return None
 
 
@@ -138,18 +183,31 @@ def repair_stored_margin_capital(
     trigger_price: Any = None,
     leverage: Any = None,
     symbol: Any = None,
+    stop_loss: Any = None,
+    risk_amount: Any = None,
+    initial_stop_loss: Any = None,
 ) -> Optional[float]:
-    """展示/列表:修复已入库的「币数量当基数」旧数据."""
-    del symbol  # 预留按币种阈值;当前用价位启发式即可
+    """展示/列表:修复已入库的异常基数;禁止把币数量换算成虚高保证金."""
+    del symbol  # 预留按币种阈值
     m = _pos_float(margin_capital)
+    sl = stop_loss if stop_loss not in (None, "") else initial_stop_loss
+    from_risk = margin_from_risk_amount(
+        risk_amount,
+        trigger_price=trigger_price,
+        stop_loss=sl,
+        leverage=leverage,
+    )
+
     if m is None:
-        return None
+        return from_risk
+
     if looks_like_coin_amount_as_margin(
         m, trigger_price=trigger_price, leverage=leverage
     ):
-        repaired = coin_amount_to_margin_usdt(
-            m, trigger_price=trigger_price, leverage=leverage
-        )
-        if repaired is not None:
-            return repaired
+        return from_risk
+
+    if from_risk is not None and m > from_risk * 2.5:
+        # 已入库虚高(如曾用币×价÷杠杆「纠偏」成 384)
+        return from_risk
+
     return round(m, 2)