feat: add full-margin position sizing mode across four exchanges

Env POSITION_SIZING_MODE switches risk vs full-margin (available*buffer, BTC/ETH 10x). Blocks trend/roll/key auto opens in full margin, purges breakout/fib monitors with WeChat notice, keeps RR check and initial SL snapshot for records.

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

README.md

@@ -18,6 +18,8 @@ cd crypto_monitor
 
 会为各子项目创建 `.venv`、安装依赖、从 `.env.example` 生成 `.env`（不覆盖已有）。详见 **[deploy/README.md](./deploy/README.md)**。
 
+计仓模式（以损定仓 / 全仓杠杆，四所统一）：见 **[docs/position-sizing-mode.md](./docs/position-sizing-mode.md)**。
+
 ---
 
 ## 一、仓库目录一览

crypto_monitor_binance/.env.example

@@ -50,6 +50,8 @@ UPLOAD_DIR=static/images
 # TOTAL_CAPITAL=100
 # 页顶「资金账户」默认仅 Binance Funding 钱包；若 USDT 主要在现货，可改为 true 合并 Spot
 # BINANCE_FUNDING_INCLUDE_SPOT=false
+# 计仓：risk=以损定仓（默认）；full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆（须无仓后重启）
+POSITION_SIZING_MODE=risk
 # 每天起始基数（U）
 DAILY_START_CAPITAL=30
 # 日内回撤后基数（U）

crypto_monitor_binance/app.py

@@ -81,6 +81,23 @@ from key_sl_tp_lib import (
     sl_tp_mode_label,
     sl_tp_plan_summary_text,
 )
+from position_sizing_lib import (
+    OPEN_SOURCE_KEY_AUTO,
+    OPEN_SOURCE_MANUAL,
+    OPEN_SOURCE_ROLL,
+    OPEN_SOURCE_TREND,
+    assert_open_source_allowed,
+    compute_full_margin_sizing,
+    full_margin_requires_flat_position,
+    is_full_margin_mode,
+    leverage_for_full_margin,
+    load_position_sizing_mode,
+    mode_label_zh,
+)
+from key_monitor_full_margin_lib import (
+    monitor_type_disallowed_in_full_margin,
+    purge_disallowed_key_monitors,
+)
 from key_monitor_lib import (
     KEY_DIRECTION_WATCH,
     KEY_MONITOR_ALERT_ONLY_TYPES,
@@ -243,6 +260,8 @@ FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true
 FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0"))
 # 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账
 AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
+# 计仓模式：risk=以损定仓（默认）；full_margin=合约可用保证金×比例全仓杠杆（仅 env 切换，须无仓）
+POSITION_SIZING_MODE = load_position_sizing_mode()
 WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
 AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
 MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
@@ -1445,6 +1464,27 @@ def init_db():
 
 init_db()
 
+
+def _purge_key_monitors_if_full_margin():
+    if not is_full_margin_mode(POSITION_SIZING_MODE):
+        return
+    conn = get_db()
+    try:
+        purge_disallowed_key_monitors(
+            conn,
+            sizing_mode=POSITION_SIZING_MODE,
+            select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
+            cancel_fib_limit=_cancel_fib_monitor_limit,
+            delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
+            send_wechat=send_wechat_msg,
+        )
+        conn.commit()
+    except Exception as e:
+        print(f"[full_margin] purge key monitors: {e}", flush=True)
+    finally:
+        conn.close()
+
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row
@@ -4544,6 +4584,9 @@ def _market_open_for_key_monitor(
     与手动「实盘下单」对齐的市价开仓与 order_monitors 写入（Binance U 本位）。
     返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict])
     """
+    ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
+    if not ok_src:
+        return False, src_msg, None
     now = app_now()
     ok, reason = precheck_risk(conn, symbol, direction)
     if not ok:
@@ -6065,6 +6108,11 @@ def render_main_page(page="trade"):
         },
         key_alert_max_times=KEY_ALERT_MAX_TIMES,
         risk_percent=RISK_PERCENT,
+        position_sizing_mode=POSITION_SIZING_MODE,
+        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
+        open_position_button_label=(
+            "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"
+        ),
         breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
         breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
         occupied_miss_total=occupied_miss_total,
@@ -6726,6 +6774,12 @@ def add_key():
     if mt not in allowed_types:
         flash("监控类型无效")
         return redirect("/key_monitor")
+    if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
+        flash(
+            "全仓杠杆模式下不可添加箱体/收敛突破或斐波监控；"
+            "请改用阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
+        )
+        return redirect("/key_monitor")
     rank, total = _daily_volume_rank(symbol)
     if rank is None:
         flash("日成交量排名读取失败，请稍后重试")
@@ -6896,19 +6950,6 @@ def add_order():
         flash(f"风控拒绝下单：{reason_live}")
         return redirect("/")
     exchange_symbol = normalize_exchange_symbol(symbol)
-    default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
-    try:
-        leverage_input = parse_positive_float(d.get("leverage"))
-        leverage = int(leverage_input) if leverage_input is not None else default_leverage
-    except Exception:
-        conn.close()
-        flash("杠杆参数格式错误")
-        return redirect("/")
-    if leverage <= 0:
-        conn.close()
-        flash("杠杆必须大于0")
-        return redirect("/")
-
     trading_day = get_trading_day(now)
     opens_today_before = conn.execute(
         "SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
@@ -6972,19 +7013,55 @@ def add_order():
         return redirect("/")
     risk_percent = max(0.01, float(RISK_PERCENT))
     risk_amount = round(capital_base * risk_percent / 100.0, FUNDS_DECIMALS)
-    notional_value = round(risk_amount / risk_fraction, FUNDS_DECIMALS)
-    margin_capital = round(notional_value / leverage, FUNDS_DECIMALS)
-    if capital_base and margin_capital > capital_base:
-        conn.close()
-        flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
-        return redirect("/")
-    if available_usdt is not None:
-        max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), FUNDS_DECIMALS)
-        if margin_capital > max_margin:
+    if is_full_margin_mode(POSITION_SIZING_MODE):
+        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        if not ok_flat:
             conn.close()
-            flash(f"保证金不足：交易账户可用约 {round(available_usdt, FUNDS_DECIMALS)}U，当前最多建议 {max_margin}U")
+            flash(flat_msg)
             return redirect("/")
-    position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
+        leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
+        sizing, sizing_err = compute_full_margin_sizing(
+            symbol=symbol,
+            available_usdt=available_usdt if available_usdt is not None else 0.0,
+            capital_base=capital_base,
+            buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
+            btc_leverage=BTC_LEVERAGE,
+            alt_leverage=ALT_LEVERAGE,
+            funds_decimals=FUNDS_DECIMALS,
+        )
+        if sizing_err:
+            conn.close()
+            flash(sizing_err)
+            return redirect("/")
+        margin_capital = sizing["margin_capital"]
+        notional_value = sizing["notional_value"]
+        position_ratio = sizing["position_ratio"]
+    else:
+        default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
+        try:
+            leverage_input = parse_positive_float(d.get("leverage"))
+            leverage = int(leverage_input) if leverage_input is not None else default_leverage
+        except Exception:
+            conn.close()
+            flash("杠杆参数格式错误")
+            return redirect("/")
+        if leverage <= 0:
+            conn.close()
+            flash("杠杆必须大于0")
+            return redirect("/")
+        notional_value = round(risk_amount / risk_fraction, FUNDS_DECIMALS)
+        margin_capital = round(notional_value / leverage, FUNDS_DECIMALS)
+        if capital_base and margin_capital > capital_base:
+            conn.close()
+            flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
+            return redirect("/")
+        if available_usdt is not None:
+            max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), FUNDS_DECIMALS)
+            if margin_capital > max_margin:
+                conn.close()
+                flash(f"保证金不足：交易账户可用约 {round(available_usdt, FUNDS_DECIMALS)}U，当前最多建议 {max_margin}U")
+                return redirect("/")
+        position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
     try:
         amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
         contract_size = get_contract_size(exchange_symbol)
@@ -8169,6 +8246,8 @@ from strategy_trend_register import install_strategy_trend
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
 install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
+_purge_key_monitors_if_full_margin()
+
 
 # 启动
 if __name__ == "__main__":

crypto_monitor_binance/templates/index.html

@@ -417,7 +417,13 @@
                 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
             </div>
             <div class="rule-tip">
-                以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
+                计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
+                {% if position_sizing_mode == 'full_margin' %}
+                ｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
+                {% else %}
+                ｜以损定仓：风险 {{ risk_percent }}%
+                {% endif %}
+                ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
             </div>
             <div class="rule-tip">
                 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong>起该整点小时内尝试；账簿按 <strong>UTC 自然日</strong>去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ auto_transfer_amount }}U，来自 {{ auto_transfer_from }}）
@@ -449,7 +455,9 @@
                     <option value="trend">趋势单</option>
                     <option value="swing">波段单</option>
                 </select>
+                {% if position_sizing_mode != 'full_margin' %}
                 <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">
+                {% endif %}
                 <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
                     <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本（关闭则仅保留初始止损与交易所挂单）
                 </label>
@@ -461,7 +469,7 @@
                 <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" required>
                 <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
                 <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">开仓（以损定仓）</button>
+                <button type="submit">{{ open_position_button_label }}</button>
             </form>
         </div>
         <div class="card">

crypto_monitor_gate/.env.example

@@ -48,6 +48,8 @@ UPLOAD_DIR=static/images
 
 # 已废弃：资金账户仅显示交易所 funding 余额，不再读取此变量
 # TOTAL_CAPITAL=100
+# 计仓：risk=以损定仓（默认）；full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆（须无仓后重启）
+POSITION_SIZING_MODE=risk
 # 每天起始基数（U）
 DAILY_START_CAPITAL=30
 # 日内回撤后基数（U）

crypto_monitor_gate/app.py

@@ -82,6 +82,21 @@ from key_sl_tp_lib import (
     sl_tp_mode_label,
     sl_tp_plan_summary_text,
 )
+from position_sizing_lib import (
+    OPEN_SOURCE_KEY_AUTO,
+    OPEN_SOURCE_MANUAL,
+    assert_open_source_allowed,
+    compute_full_margin_sizing,
+    full_margin_requires_flat_position,
+    is_full_margin_mode,
+    leverage_for_full_margin,
+    load_position_sizing_mode,
+    mode_label_zh,
+)
+from key_monitor_full_margin_lib import (
+    monitor_type_disallowed_in_full_margin,
+    purge_disallowed_key_monitors,
+)
 from key_monitor_lib import (
     KEY_DIRECTION_WATCH,
     KEY_MONITOR_ALERT_ONLY_TYPES,
@@ -240,6 +255,7 @@ FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true
 FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0"))
 # 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账
 AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
+POSITION_SIZING_MODE = load_position_sizing_mode()
 WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
 AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
 MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
@@ -1442,6 +1458,27 @@ def init_db():
 
 init_db()
 
+
+def _purge_key_monitors_if_full_margin():
+    if not is_full_margin_mode(POSITION_SIZING_MODE):
+        return
+    conn = get_db()
+    try:
+        purge_disallowed_key_monitors(
+            conn,
+            sizing_mode=POSITION_SIZING_MODE,
+            select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
+            cancel_fib_limit=_cancel_fib_monitor_limit,
+            delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
+            send_wechat=send_wechat_msg,
+        )
+        conn.commit()
+    except Exception as e:
+        print(f"[full_margin] purge key monitors: {e}", flush=True)
+    finally:
+        conn.close()
+
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row
@@ -4369,6 +4406,9 @@ def _market_open_for_key_monitor(
     与手动「实盘下单」对齐的市价开仓与 order_monitors 写入。
     返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict])
     """
+    ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
+    if not ok_src:
+        return False, src_msg, None
     now = app_now()
     ok, reason = precheck_risk(conn, symbol, direction)
     if not ok:
@@ -6024,6 +6064,11 @@ def render_main_page(page="trade"):
         },
         key_alert_max_times=KEY_ALERT_MAX_TIMES,
         risk_percent=RISK_PERCENT,
+        position_sizing_mode=POSITION_SIZING_MODE,
+        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
+        open_position_button_label=(
+            "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"
+        ),
         breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
         breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
         occupied_miss_total=occupied_miss_total,
@@ -6732,6 +6777,12 @@ def add_key():
         if mt not in allowed_types:
             flash("监控类型无效")
             return redirect("/key_monitor")
+        if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
+            flash(
+                "全仓杠杆模式下不可添加箱体/收敛突破或斐波监控；"
+                "请改用阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
+            )
+            return redirect("/key_monitor")
         rank, total = _daily_volume_rank(symbol)
         if rank is None:
             flash("日成交量排名读取失败，请稍后重试")
@@ -6930,19 +6981,6 @@ def add_order():
         flash(f"风控拒绝下单：{reason_live}")
         return redirect("/trade")
     exchange_symbol = normalize_exchange_symbol(symbol)
-    default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
-    try:
-        leverage_input = parse_positive_float(d.get("leverage"))
-        leverage = int(leverage_input) if leverage_input is not None else default_leverage
-    except Exception:
-        conn.close()
-        flash("杠杆参数格式错误")
-        return redirect("/")
-    if leverage <= 0:
-        conn.close()
-        flash("杠杆必须大于0")
-        return redirect("/")
-
     trading_day = get_trading_day(now)
     opens_today_before = conn.execute(
         "SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
@@ -7018,20 +7056,56 @@ def add_order():
         flash("止损方向不合法：请检查入场方向与止损价格关系")
         return redirect("/")
     risk_percent = max(0.01, float(RISK_PERCENT))
-    risk_amount = round(capital_base * risk_percent / 100.0, 4)
-    notional_value = round(risk_amount / risk_fraction, 4)
-    margin_capital = round(notional_value / leverage, 4)
-    if capital_base and margin_capital > capital_base:
-        conn.close()
-        flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
-        return redirect("/")
-    if available_usdt is not None:
-        max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
-        if margin_capital > max_margin:
+    risk_amount = round(capital_base * risk_percent / 100.0, 2)
+    if is_full_margin_mode(POSITION_SIZING_MODE):
+        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        if not ok_flat:
             conn.close()
-            flash(f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U")
+            flash(flat_msg)
             return redirect("/")
-    position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
+        leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
+        sizing, sizing_err = compute_full_margin_sizing(
+            symbol=symbol,
+            available_usdt=available_usdt if available_usdt is not None else 0.0,
+            capital_base=capital_base,
+            buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
+            btc_leverage=BTC_LEVERAGE,
+            alt_leverage=ALT_LEVERAGE,
+            funds_decimals=2,
+        )
+        if sizing_err:
+            conn.close()
+            flash(sizing_err)
+            return redirect("/")
+        margin_capital = sizing["margin_capital"]
+        notional_value = sizing["notional_value"]
+        position_ratio = sizing["position_ratio"]
+    else:
+        default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
+        try:
+            leverage_input = parse_positive_float(d.get("leverage"))
+            leverage = int(leverage_input) if leverage_input is not None else default_leverage
+        except Exception:
+            conn.close()
+            flash("杠杆参数格式错误")
+            return redirect("/")
+        if leverage <= 0:
+            conn.close()
+            flash("杠杆必须大于0")
+            return redirect("/")
+        notional_value = round(risk_amount / risk_fraction, 2)
+        margin_capital = round(notional_value / leverage, 2)
+        if capital_base and margin_capital > capital_base:
+            conn.close()
+            flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
+            return redirect("/")
+        if available_usdt is not None:
+            max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 2)
+            if margin_capital > max_margin:
+                conn.close()
+                flash(f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {round(max_margin, 2)}U")
+                return redirect("/")
+        position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
     try:
         amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
         contract_size = get_contract_size(exchange_symbol)
@@ -8213,6 +8287,8 @@ from strategy_trend_register import install_strategy_trend
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
 install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
+_purge_key_monitors_if_full_margin()
+
 
 # 启动
 if __name__ == "__main__":

crypto_monitor_gate/templates/index.html

@@ -417,7 +417,13 @@
                 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
             </div>
             <div class="rule-tip">
-                以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
+                计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
+                {% if position_sizing_mode == 'full_margin' %}
+                ｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
+                {% else %}
+                ｜以损定仓：风险 {{ risk_percent }}%
+                {% endif %}
+                ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
             </div>
             <div class="rule-tip">
                 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong>起该整点小时内尝试；账簿按 <strong>UTC 自然日</strong>去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ auto_transfer_amount }}U，来自 {{ auto_transfer_from }}）
@@ -449,7 +455,9 @@
                     <option value="trend">趋势单</option>
                     <option value="swing">波段单</option>
                 </select>
+                {% if position_sizing_mode != 'full_margin' %}
                 <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">
+                {% endif %}
                 <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
                     <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本（关闭则仅保留初始止损与交易所挂单）
                 </label>
@@ -461,7 +469,7 @@
                 <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" required>
                 <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
                 <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">开仓（以损定仓）</button>
+                <button type="submit">{{ open_position_button_label }}</button>
             </form>
         </div>
         <div class="card">

crypto_monitor_gate_bot/.env.example

@@ -48,6 +48,8 @@ UPLOAD_DIR=static/images
 
 # 已废弃：资金账户仅显示交易所 funding 余额，不再读取此变量
 # TOTAL_CAPITAL=100
+# 计仓：risk=以损定仓（默认）；full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆（须无仓后重启）
+POSITION_SIZING_MODE=risk
 # 每天起始基数（U）
 DAILY_START_CAPITAL=30
 # 日内回撤后基数（U）

crypto_monitor_gate_bot/app.py

@@ -36,6 +36,19 @@ if _REPO_ROOT not in sys.path:
     sys.path.insert(0, _REPO_ROOT)
 from ai_client import ai_generate, ai_review, ai_short_advice
 from ai_review_lib import build_journal_ai_chart_path, collect_images_for_ai_review
+from position_sizing_lib import (
+    assert_open_source_allowed,
+    compute_full_margin_sizing,
+    full_margin_requires_flat_position,
+    is_full_margin_mode,
+    leverage_for_full_margin,
+    load_position_sizing_mode,
+    mode_label_zh,
+)
+from key_monitor_full_margin_lib import (
+    monitor_type_disallowed_in_full_margin,
+    purge_disallowed_key_monitors,
+)
 from form_submit_lib import check_duplicate_submit, submit_scope_add_key, submit_scope_add_order
 from order_monitor_display_lib import (
     apply_order_price_display_fields,
@@ -198,6 +211,7 @@ FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true
 FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0"))
 # 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日便于对账
 AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
+POSITION_SIZING_MODE = load_position_sizing_mode()
 WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
 AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
 MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
@@ -1480,6 +1494,27 @@ def init_db():
 
 init_db()
 
+
+def _purge_key_monitors_if_full_margin():
+    if not is_full_margin_mode(POSITION_SIZING_MODE):
+        return
+    conn = get_db()
+    try:
+        purge_disallowed_key_monitors(
+            conn,
+            sizing_mode=POSITION_SIZING_MODE,
+            select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
+            cancel_fib_limit=lambda _row: None,
+            delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
+            send_wechat=send_wechat_msg,
+        )
+        conn.commit()
+    except Exception as e:
+        print(f"[full_margin] purge key monitors: {e}", flush=True)
+    finally:
+        conn.close()
+
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row
@@ -5533,6 +5568,11 @@ def render_main_page(page="trade"):
         data_export_version=3,
         key_alert_max_times=KEY_ALERT_MAX_TIMES,
         risk_percent=RISK_PERCENT,
+        position_sizing_mode=POSITION_SIZING_MODE,
+        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
+        open_position_button_label=(
+            "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"
+        ),
         breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
         breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
         occupied_miss_total=occupied_miss_total,
@@ -6128,19 +6168,6 @@ def add_order():
         flash(f"风控拒绝下单：{reason_live}")
         return redirect("/")
     exchange_symbol = normalize_exchange_symbol(symbol)
-    default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
-    try:
-        leverage_input = parse_positive_float(d.get("leverage"))
-        leverage = int(leverage_input) if leverage_input is not None else default_leverage
-    except Exception:
-        conn.close()
-        flash("杠杆参数格式错误")
-        return redirect("/")
-    if leverage <= 0:
-        conn.close()
-        flash("杠杆必须大于0")
-        return redirect("/")
-
     trading_day = get_trading_day(now)
     opens_today_before = conn.execute(
         "SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
@@ -6191,26 +6218,69 @@ def add_order():
         conn.close()
         flash("价格参数必须大于0")
         return redirect("/")
+    _min_rr = float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4"))
+    planned_rr_manual = calc_rr_ratio(direction, live_price, stop_loss, take_profit)
+    if planned_rr_manual is None or planned_rr_manual < _min_rr:
+        conn.close()
+        rr_txt = f"{planned_rr_manual:.4f}" if planned_rr_manual is not None else "无法计算"
+        flash(f"风控拒绝下单：计划盈亏比 {rr_txt}:1 低于最低要求 {_min_rr}:1")
+        return redirect("/")
     risk_fraction = calc_risk_fraction(direction, live_price, stop_loss)
     if risk_fraction is None:
         conn.close()
         flash("止损方向不合法：请检查入场方向与止损价格关系")
         return redirect("/")
     risk_percent = max(0.01, float(RISK_PERCENT))
-    risk_amount = round(capital_base * risk_percent / 100.0, 4)
-    notional_value = round(risk_amount / risk_fraction, 4)
-    margin_capital = round(notional_value / leverage, 4)
-    if capital_base and margin_capital > capital_base:
-        conn.close()
-        flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
-        return redirect("/")
-    if available_usdt is not None:
-        max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
-        if margin_capital > max_margin:
+    risk_amount = round(capital_base * risk_percent / 100.0, 2)
+    if is_full_margin_mode(POSITION_SIZING_MODE):
+        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        if not ok_flat:
             conn.close()
-            flash(f"保证金不足：交易账户可用约 {round(available_usdt,4)}U，当前最多建议 {max_margin}U")
+            flash(flat_msg)
             return redirect("/")
-    position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
+        leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
+        sizing, sizing_err = compute_full_margin_sizing(
+            symbol=symbol,
+            available_usdt=available_usdt if available_usdt is not None else 0.0,
+            capital_base=capital_base,
+            buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
+            btc_leverage=BTC_LEVERAGE,
+            alt_leverage=ALT_LEVERAGE,
+            funds_decimals=2,
+        )
+        if sizing_err:
+            conn.close()
+            flash(sizing_err)
+            return redirect("/")
+        margin_capital = sizing["margin_capital"]
+        notional_value = sizing["notional_value"]
+        position_ratio = sizing["position_ratio"]
+    else:
+        default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
+        try:
+            leverage_input = parse_positive_float(d.get("leverage"))
+            leverage = int(leverage_input) if leverage_input is not None else default_leverage
+        except Exception:
+            conn.close()
+            flash("杠杆参数格式错误")
+            return redirect("/")
+        if leverage <= 0:
+            conn.close()
+            flash("杠杆必须大于0")
+            return redirect("/")
+        notional_value = round(risk_amount / risk_fraction, 2)
+        margin_capital = round(notional_value / leverage, 2)
+        if capital_base and margin_capital > capital_base:
+            conn.close()
+            flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
+            return redirect("/")
+        if available_usdt is not None:
+            max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 2)
+            if margin_capital > max_margin:
+                conn.close()
+                flash(f"保证金不足：交易账户可用约 {round(available_usdt, 2)}U，当前最多建议 {max_margin}U")
+                return redirect("/")
+        position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
     try:
         amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
         contract_size = get_contract_size(exchange_symbol)
@@ -7676,6 +7746,8 @@ install_strategy_trading(
     trend_enabled=True,
 )
 
+_purge_key_monitors_if_full_margin()
+
 
 # 启动
 if __name__ == "__main__":

crypto_monitor_gate_bot/templates/index.html

@@ -302,7 +302,13 @@
                 按风险比例自动计算仓位
             </div>
             <div class="rule-tip">
-                以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
+                计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
+                {% if position_sizing_mode == 'full_margin' %}
+                ｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
+                {% else %}
+                ｜以损定仓：风险 {{ risk_percent }}%
+                {% endif %}
+                ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
             </div>
             <div class="rule-tip">
                 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong>起该整点小时内尝试；账簿按 <strong>UTC 自然日</strong>去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ money_fmt(auto_transfer_amount) }}U，来自 {{ auto_transfer_from }}）
@@ -346,7 +352,7 @@
                 <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" required>
                 <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
                 <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">开仓（以损定仓）</button>
+                <button type="submit">{{ open_position_button_label }}</button>
             </form>
             <div class="order-live-positions">
                 <h3 style="margin:0 0 2px;font-size:.95rem;color:#b8c4ff">实时持仓</h3>

crypto_monitor_okx/.env.example

@@ -48,6 +48,8 @@ UPLOAD_DIR=static/images
 
 # 训练总资金（U）
 # TOTAL_CAPITAL=100  # 已弃用，资金展示读交易所
+# 计仓：risk=以损定仓（默认）；full_margin=合约可用×FULL_MARGIN_BUFFER_RATIO 全仓杠杆（须无仓后重启）
+POSITION_SIZING_MODE=risk
 # 每天起始基数（U）
 DAILY_START_CAPITAL=30
 # 日内回撤后基数（U）

crypto_monitor_okx/app.py

@@ -82,6 +82,21 @@ from key_sl_tp_lib import (
     sl_tp_mode_label,
     sl_tp_plan_summary_text,
 )
+from position_sizing_lib import (
+    OPEN_SOURCE_KEY_AUTO,
+    OPEN_SOURCE_MANUAL,
+    assert_open_source_allowed,
+    compute_full_margin_sizing,
+    full_margin_requires_flat_position,
+    is_full_margin_mode,
+    leverage_for_full_margin,
+    load_position_sizing_mode,
+    mode_label_zh,
+)
+from key_monitor_full_margin_lib import (
+    monitor_type_disallowed_in_full_margin,
+    purge_disallowed_key_monitors,
+)
 from key_monitor_lib import (
     KEY_DIRECTION_WATCH,
     KEY_MONITOR_ALERT_ONLY_TYPES,
@@ -213,6 +228,7 @@ FORCE_CLOSE_ENABLED = os.getenv("FORCE_CLOSE_ENABLED", "false").lower() == "true
 FORCE_CLOSE_BJ_HOUR = int(os.getenv("FORCE_CLOSE_BJ_HOUR", "0"))
 # 自动划转：仅在北京时间该整点「小时」内尝试；transfer_logs.transfer_day 存 UTC 自然日（与 OKX 日界一致便于对账）
 AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
+POSITION_SIZING_MODE = load_position_sizing_mode()
 WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
 AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
 MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
@@ -1389,6 +1405,27 @@ def init_db():
 
 init_db()
 
+
+def _purge_key_monitors_if_full_margin():
+    if not is_full_margin_mode(POSITION_SIZING_MODE):
+        return
+    conn = get_db()
+    try:
+        purge_disallowed_key_monitors(
+            conn,
+            sizing_mode=POSITION_SIZING_MODE,
+            select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
+            cancel_fib_limit=_cancel_fib_monitor_limit,
+            delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
+            send_wechat=send_wechat_msg,
+        )
+        conn.commit()
+    except Exception as e:
+        print(f"[full_margin] purge key monitors: {e}", flush=True)
+    finally:
+        conn.close()
+
+
 def get_db():
     conn = sqlite3.connect(DB_PATH)
     conn.row_factory = sqlite3.Row
@@ -4639,6 +4676,9 @@ def _market_open_for_key_monitor(
     与手动「实盘下单」对齐的市价开仓与 order_monitors 写入（OKX 永续）。
     返回 (ok: bool, err_msg: Optional[str], detail: Optional[dict])
     """
+    ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
+    if not ok_src:
+        return False, src_msg, None
     now = app_now()
     ok, reason = precheck_risk(conn, symbol, direction)
     if not ok:
@@ -5669,6 +5709,11 @@ def render_main_page(page="trade"):
         },
         key_alert_max_times=KEY_ALERT_MAX_TIMES,
         risk_percent=RISK_PERCENT,
+        position_sizing_mode=POSITION_SIZING_MODE,
+        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),
+        open_position_button_label=(
+            "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"
+        ),
         breakeven_rr_trigger=BREAKEVEN_RR_TRIGGER,
         breakeven_offset_pct=BREAKEVEN_OFFSET_PCT,
         occupied_miss_total=occupied_miss_total,
@@ -6403,6 +6448,12 @@ def add_key():
     if mt not in allowed_types:
         flash("监控类型无效")
         return redirect("/key_monitor")
+    if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
+        flash(
+            "全仓杠杆模式下不可添加箱体/收敛突破或斐波监控；"
+            "请改用阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
+        )
+        return redirect("/key_monitor")
     rank, total = _daily_volume_rank(symbol)
     if rank is None:
         flash("日成交量排名读取失败，请稍后重试")
@@ -6573,19 +6624,6 @@ def add_order():
         flash(f"风控拒绝下单：{reason_live}")
         return redirect("/trade")
     exchange_symbol = normalize_okx_symbol(symbol)
-    default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
-    try:
-        leverage_input = parse_positive_float(d.get("leverage"))
-        leverage = int(leverage_input) if leverage_input is not None else default_leverage
-    except Exception:
-        conn.close()
-        flash("杠杆参数格式错误")
-        return redirect("/trade")
-    if leverage <= 0:
-        conn.close()
-        flash("杠杆必须大于0")
-        return redirect("/trade")
-
     trading_day = get_trading_day(now)
     opens_today_before = conn.execute(
         "SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
@@ -6648,20 +6686,56 @@ def add_order():
         flash("止损方向不合法：请检查入场方向与止损价格关系")
         return redirect("/trade")
     risk_percent = max(0.01, float(RISK_PERCENT))
-    risk_amount = round(capital_base * risk_percent / 100.0, 4)
-    notional_value = round(risk_amount / risk_fraction, 4)
-    margin_capital = round(notional_value / leverage, 4)
-    if capital_base and margin_capital > capital_base:
-        conn.close()
-        flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
-        return redirect("/trade")
-    if available_usdt is not None:
-        max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
-        if margin_capital > max_margin:
+    risk_amount = round(capital_base * risk_percent / 100.0, FUNDS_DECIMALS)
+    if is_full_margin_mode(POSITION_SIZING_MODE):
+        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        if not ok_flat:
             conn.close()
-            flash(f"保证金不足：交易账户可用约 {round(available_usdt,4)}U，当前最多建议 {max_margin}U")
+            flash(flat_msg)
             return redirect("/trade")
-    position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
+        leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
+        sizing, sizing_err = compute_full_margin_sizing(
+            symbol=symbol,
+            available_usdt=available_usdt if available_usdt is not None else 0.0,
+            capital_base=capital_base,
+            buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
+            btc_leverage=BTC_LEVERAGE,
+            alt_leverage=ALT_LEVERAGE,
+            funds_decimals=FUNDS_DECIMALS,
+        )
+        if sizing_err:
+            conn.close()
+            flash(sizing_err)
+            return redirect("/trade")
+        margin_capital = sizing["margin_capital"]
+        notional_value = sizing["notional_value"]
+        position_ratio = sizing["position_ratio"]
+    else:
+        default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
+        try:
+            leverage_input = parse_positive_float(d.get("leverage"))
+            leverage = int(leverage_input) if leverage_input is not None else default_leverage
+        except Exception:
+            conn.close()
+            flash("杠杆参数格式错误")
+            return redirect("/trade")
+        if leverage <= 0:
+            conn.close()
+            flash("杠杆必须大于0")
+            return redirect("/trade")
+        notional_value = round(risk_amount / risk_fraction, FUNDS_DECIMALS)
+        margin_capital = round(notional_value / leverage, FUNDS_DECIMALS)
+        if capital_base and margin_capital > capital_base:
+            conn.close()
+            flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
+            return redirect("/trade")
+        if available_usdt is not None:
+            max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), FUNDS_DECIMALS)
+            if margin_capital > max_margin:
+                conn.close()
+                flash(f"保证金不足：交易账户可用约 {round(available_usdt, FUNDS_DECIMALS)}U，当前最多建议 {max_margin}U")
+                return redirect("/trade")
+        position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
     try:
         amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
         contract_size = get_contract_size(exchange_symbol)
@@ -7825,6 +7899,8 @@ from strategy_trend_register import install_strategy_trend
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
 install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
+_purge_key_monitors_if_full_margin()
+
 
 # 启动
 if __name__ == "__main__":

crypto_monitor_okx/templates/index.html

@@ -426,7 +426,13 @@
                 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
             </div>
             <div class="rule-tip">
-                以损定仓：风险 {{ risk_percent }}% ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
+                计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
+                {% if position_sizing_mode == 'full_margin' %}
+                ｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
+                {% else %}
+                ｜以损定仓：风险 {{ risk_percent }}%
+                {% endif %}
+                ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
             </div>
             <div class="rule-tip">
                 划转：自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}（每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong>起该整点小时内尝试；账簿按 <strong>UTC 自然日</strong>去重；界面时间为北京；将 {{ auto_transfer_to }} 补足到 {{ auto_transfer_amount }}U，来自 {{ auto_transfer_from }}）
@@ -458,7 +464,9 @@
                     <option value="trend">趋势单</option>
                     <option value="swing">波段单</option>
                 </select>
+                {% if position_sizing_mode != 'full_margin' %}
                 <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">
+                {% endif %}
                 <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
                     <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本（关闭则仅保留初始止损与交易所挂单）
                 </label>
@@ -470,7 +478,7 @@
                 <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" required>
                 <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
                 <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">开仓（以损定仓）</button>
+                <button type="submit">{{ open_position_button_label }}</button>
             </form>
         </div>
         <div class="card">

docs/position-sizing-mode.md

@@ -0,0 +1,41 @@
+# 计仓模式（四所统一）
+
+## 配置
+
+在各实例 `.env` 中设置（**仅能通过 env 切换，修改后须重启进程**）：
+
+```env
+# risk（默认）= 以损定仓
+# full_margin = 全仓杠杆（合约可用保证金 × 比例）
+POSITION_SIZING_MODE=risk
+FULL_MARGIN_BUFFER_RATIO=0.98
+```
+
+切换为全仓杠杆前：**交易所须无持仓**（`MAX_ACTIVE_POSITIONS` 默认 1，全仓模式会强制单仓）。
+
+## 模式说明
+
+| 模式 | 保证金计算 | 杠杆 | 允许入口 |
+|------|------------|------|----------|
+| `risk` | `RISK_PERCENT` × 交易资金，按止损距离反推 | 表单可选 / 同步交易所 | 实盘人工、关键位自动、趋势回调、顺势加仓 |
+| `full_margin` | **合约账户可用 USDT × `FULL_MARGIN_BUFFER_RATIO`**（保留 2 位小数） | BTC/ETH **10x**，其它 **5x**（与 `BTC_LEVERAGE`/`ALT_LEVERAGE` 一致） | **仅** 实盘人工下单；阻力/支撑仅提醒 |
+
+全仓模式下：
+
+- 仍校验 **计划盈亏比**（`MANUAL_MIN_PLANNED_RR`）。
+- 下单张数由 `prepare_order_amount` + 交易所 `amount_to_precision` 决定。
+- `order_monitors.initial_stop_loss` 仍记录**开仓时**止损快照；交易记录复盘以该快照为准。
+- 已存在的 **箱体突破 / 收敛突破 / 斐波** 监控：进程启动时**自动撤销**并企业微信通知。
+
+## 不允许（全仓模式）
+
+- 关键位：箱体突破、收敛突破、斐波自动单（添加时拒绝；已存在则启动时撤销）。
+- 趋势回调、顺势加仓（策略入口返回明确错误）。
+
+## 部署
+
+```bash
+git pull
+# 四所 .env 增加 POSITION_SIZING_MODE=risk 或 full_margin
+pm2 restart crypto-monitor-binance crypto-monitor-okx crypto-monitor-gate crypto-monitor-gate-bot
+```

key_monitor_full_margin_lib.py

@@ -0,0 +1,58 @@
+"""
+全仓杠杆模式下：撤销已添加的箱体/收敛/斐波关键位监控并微信说明。
+"""
+from __future__ import annotations
+
+from typing import Any, Callable, Iterable, Optional
+
+from fib_key_monitor_lib import FIB_KEY_MONITOR_TYPES, is_fib_key_monitor_type
+from key_monitor_lib import KEY_MONITOR_AUTO_TYPES
+from position_sizing_lib import is_full_margin_mode, mode_label_zh
+
+
+def monitor_type_disallowed_in_full_margin(monitor_type: str) -> bool:
+    mt = (monitor_type or "").strip()
+    if mt in KEY_MONITOR_AUTO_TYPES:
+        return True
+    return is_fib_key_monitor_type(mt)
+
+
+def purge_disallowed_key_monitors(
+    conn: Any,
+    *,
+    sizing_mode: str,
+    select_rows: Callable[[Any], Iterable[Any]],
+    cancel_fib_limit: Callable[[Any], None],
+    delete_monitor: Callable[[Any, int], None],
+    send_wechat: Callable[[str], None],
+    row_symbol: Callable[[Any], str] = lambda r: str(r["symbol"] or ""),
+    row_monitor_type: Callable[[Any], str] = lambda r: str(r["monitor_type"] or ""),
+    row_id: Callable[[Any], int] = lambda r: int(r["id"]),
+) -> int:
+    if not is_full_margin_mode(sizing_mode):
+        return 0
+    removed = []
+    for row in select_rows(conn):
+        mt = row_monitor_type(row)
+        if not monitor_type_disallowed_in_full_margin(mt):
+            continue
+        sym = row_symbol(row)
+        kid = row_id(row)
+        if is_fib_key_monitor_type(mt):
+            try:
+                cancel_fib_limit(row)
+            except Exception:
+                pass
+        delete_monitor(conn, kid)
+        removed.append((sym, mt, kid))
+    if removed:
+        lines = [f"· {s} {t} (#{i})" for s, t, i in removed[:12]]
+        if len(removed) > 12:
+            lines.append(f"… 共 {len(removed)} 条")
+        send_wechat(
+            "# ⚠️ 全仓杠杆模式：已自动撤销关键位监控\n"
+            f"计仓模式：{mode_label_zh(sizing_mode)}（仅 env 可切换，须无仓）\n"
+            "已撤销：箱体突破 / 收敛突破 / 斐波回调监控（不可与全仓杠杆并存）\n"
+            + "\n".join(lines)
+        )
+    return len(removed)

position_sizing_lib.py

@@ -0,0 +1,99 @@
+"""
+四所共用：计仓模式 risk（以损定仓）| full_margin（全仓杠杆）。
+仅 env POSITION_SIZING_MODE 切换；须无持仓（由部署流程保证）。
+"""
+from __future__ import annotations
+
+import os
+from typing import Any, Optional, Tuple
+
+MODE_RISK = "risk"
+MODE_FULL_MARGIN = "full_margin"
+VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
+
+OPEN_SOURCE_MANUAL = "manual"
+OPEN_SOURCE_KEY_AUTO = "key_auto"
+OPEN_SOURCE_KEY_FIB = "key_fib"
+OPEN_SOURCE_TREND = "trend"
+OPEN_SOURCE_ROLL = "roll"
+
+FULL_MARGIN_BLOCKED_SOURCES = frozenset(
+    {OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
+)
+
+
+def normalize_position_sizing_mode(raw: Optional[str]) -> str:
+    v = (raw or MODE_RISK).strip().lower()
+    if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
+        return MODE_FULL_MARGIN
+    return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
+
+
+def load_position_sizing_mode(env: Optional[dict] = None) -> str:
+    e = env if env is not None else os.environ
+    return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
+
+
+def is_full_margin_mode(mode: str) -> bool:
+    return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
+
+
+def mode_label_zh(mode: str) -> str:
+    return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
+
+
+def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
+    sym = (symbol or "").strip().upper()
+    if sym.startswith("BTC") or sym.startswith("ETH"):
+        return max(1, int(btc_leverage or 10))
+    return max(1, int(alt_leverage or 5))
+
+
+def round_funds(value: float, decimals: int = 2) -> float:
+    return round(float(value), int(decimals))
+
+
+def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
+    if not is_full_margin_mode(mode):
+        return True, ""
+    src = (source or "").strip().lower()
+    if src in FULL_MARGIN_BLOCKED_SOURCES:
+        return False, (
+            "当前为全仓杠杆模式（POSITION_SIZING_MODE=full_margin），"
+            "不允许关键位突破/斐波自动开仓、趋势回调与顺势加仓；"
+            "仅支持实盘人工下单与阻力/支撑提醒。"
+        )
+    return True, ""
+
+
+def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
+    if active_count > 0:
+        return False, "全仓杠杆模式仅允许单仓且无其它持仓，请先平仓后再开仓"
+    return True, ""
+
+
+def compute_full_margin_sizing(
+    *,
+    symbol: str,
+    available_usdt: float,
+    capital_base: float,
+    buffer_ratio: float,
+    btc_leverage: int,
+    alt_leverage: int,
+    funds_decimals: int = 2,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    if available_usdt is None or float(available_usdt) <= 0:
+        return None, "全仓杠杆：无法读取合约账户可用保证金"
+    lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
+    margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
+    if margin <= 0:
+        return None, "全仓杠杆：可用保证金不足"
+    notional = round_funds(margin * lev, funds_decimals)
+    ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
+    return {
+        "margin_capital": margin,
+        "leverage": lev,
+        "notional_value": notional,
+        "position_ratio": ratio,
+        "mode": MODE_FULL_MARGIN,
+    }, None

scripts/patch_position_sizing_to_exchanges.py

@@ -0,0 +1,197 @@
+#!/usr/bin/env python3
+"""一次性：为 okx/gate/gate_bot 注入与 binance 一致的计仓模式补丁（已 patch 过则跳过）。"""
+from __future__ import annotations
+
+import re
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+
+IMPORT_BLOCK = '''from position_sizing_lib import (
+    OPEN_SOURCE_KEY_AUTO,
+    OPEN_SOURCE_MANUAL,
+    assert_open_source_allowed,
+    compute_full_margin_sizing,
+    full_margin_requires_flat_position,
+    is_full_margin_mode,
+    leverage_for_full_margin,
+    load_position_sizing_mode,
+    mode_label_zh,
+)
+from key_monitor_full_margin_lib import (
+    monitor_type_disallowed_in_full_margin,
+    purge_disallowed_key_monitors,
+)
+'''
+
+ENV_LINE = (
+    "# 计仓模式：risk=以损定仓（默认）；full_margin=合约可用×比例全仓杠杆（仅 env 切换，须无仓）\n"
+    "POSITION_SIZING_MODE = load_position_sizing_mode()\n"
+)
+
+PURGE_FN = '''
+
+def _purge_key_monitors_if_full_margin():
+    if not is_full_margin_mode(POSITION_SIZING_MODE):
+        return
+    conn = get_db()
+    try:
+        cancel = globals().get("_cancel_fib_monitor_limit")
+        if not callable(cancel):
+            cancel = lambda _row: None
+        purge_disallowed_key_monitors(
+            conn,
+            sizing_mode=POSITION_SIZING_MODE,
+            select_rows=lambda c: c.execute("SELECT * FROM key_monitors").fetchall(),
+            cancel_fib_limit=cancel,
+            delete_monitor=lambda c, kid: c.execute("DELETE FROM key_monitors WHERE id=?", (kid,)),
+            send_wechat=send_wechat_msg,
+        )
+        conn.commit()
+    except Exception as e:
+        print(f"[full_margin] purge key monitors: {e}", flush=True)
+    finally:
+        conn.close()
+
+
+'''
+
+MARKET_OPEN_GUARD = '''    ok_src, src_msg = assert_open_source_allowed(POSITION_SIZING_MODE, OPEN_SOURCE_KEY_AUTO)
+    if not ok_src:
+        return False, src_msg, None
+'''
+
+ADD_KEY_GUARD = '''    if is_full_margin_mode(POSITION_SIZING_MODE) and monitor_type_disallowed_in_full_margin(mt):
+        flash(
+            "全仓杠杆模式下不可添加箱体/收敛突破或斐波监控；"
+            "请改用阻力/支撑（仅提醒），或切换 POSITION_SIZING_MODE=risk 并重启（须无持仓）。"
+        )
+        return redirect("/key_monitor")
+'''
+
+TEMPLATE_RULE = '''            <div class="rule-tip">
+                计仓模式：<strong>{{ position_sizing_mode_label }}</strong>（仅 .env <code>POSITION_SIZING_MODE</code>，须无仓后重启）
+                {% if position_sizing_mode == 'full_margin' %}
+                ｜全仓：合约可用×{{ full_margin_buffer_ratio }}，BTC/ETH {{ btc_leverage }}x、其它 {{ alt_leverage }}x，单仓；张数按交易所精度
+                {% else %}
+                ｜以损定仓：风险 {{ risk_percent }}%
+                {% endif %}
+                ｜移动保本：下单可勾选关闭；开启时 {{ breakeven_rr_trigger }}R 触发（每 1R 阶梯上移），偏移 {{ breakeven_offset_pct }}%
+            </div>'''
+
+APPS = [
+    ("crypto_monitor_okx", 4, "_market_open_for_key_monitor", True),
+    ("crypto_monitor_gate", 2, "_market_open_for_key_monitor", True),
+    ("crypto_monitor_gate_bot", 4, None, False),
+]
+
+
+def patch_app(app_dir: str, funds_dec: int, market_fn: str | None, has_fib: bool):
+    path = ROOT / app_dir / "app.py"
+    text = path.read_text(encoding="utf-8")
+    if "POSITION_SIZING_MODE" in text:
+        print(f"SKIP {app_dir}/app.py (already patched)")
+        return
+    if "from position_sizing_lib import" not in text:
+        anchor = "from key_monitor_lib import ("
+        if anchor not in text:
+            anchor = "from form_submit_lib import"
+            text = text.replace(
+                anchor,
+                IMPORT_BLOCK + "\n" + anchor,
+                1,
+            )
+        else:
+            text = text.replace(anchor, IMPORT_BLOCK + anchor, 1)
+    if "POSITION_SIZING_MODE = load_position_sizing_mode()" not in text:
+        text = text.replace(
+            "AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n",
+            "AUTO_TRANSFER_BJ_HOUR = int(os.getenv(\"AUTO_TRANSFER_BJ_HOUR\", \"8\"))\n" + ENV_LINE,
+            1,
+        )
+    if "_purge_key_monitors_if_full_margin" not in text:
+        text = text.replace("init_db()\n\n\ndef get_db():", "init_db()" + PURGE_FN + "\ndef get_db():", 1)
+        text = text.replace(
+            "install_strategy_trend(app,",
+            "_purge_key_monitors_if_full_margin()\n\ninstall_strategy_trend(app,",
+            1,
+        )
+    if market_fn and MARKET_OPEN_GUARD.strip() not in text:
+        text = text.replace(
+            f"def {market_fn}(\n",
+            f"def {market_fn}(\n",
+            1,
+        )
+        text = text.replace(
+            '    """\n    与手动',
+            MARKET_OPEN_GUARD + '    """\n    与手动',
+            1,
+        )
+        # fallback: after docstring closing
+        if MARKET_OPEN_GUARD.strip() not in text:
+            pat = rf"(def {market_fn}\([^)]+\):\s*\n\s*\"\"\"[^\"\"]*\"\"\"\s*\n)"
+            text = re.sub(pat, r"\1" + MARKET_OPEN_GUARD, text, count=1)
+    if has_fib and ADD_KEY_GUARD.strip() not in text:
+        text = text.replace(
+            '    if mt not in allowed_types:',
+            ADD_KEY_GUARD + '    if mt not in allowed_types:',
+            1,
+        ) if "if mt not in allowed_types:" in text else text.replace(
+            '    rank, total = _daily_volume_rank(symbol)',
+            ADD_KEY_GUARD + '    rank, total = _daily_volume_rank(symbol)',
+            1,
+        )
+    # render_template risk_percent= add template vars
+    if "position_sizing_mode=POSITION_SIZING_MODE" not in text:
+        text = text.replace(
+            "risk_percent=RISK_PERCENT,\n",
+            "risk_percent=RISK_PERCENT,\n"
+            "        position_sizing_mode=POSITION_SIZING_MODE,\n"
+            "        position_sizing_mode_label=mode_label_zh(POSITION_SIZING_MODE),\n"
+            "        open_position_button_label=(\n"
+            '            "开仓（全仓杠杆）" if is_full_margin_mode(POSITION_SIZING_MODE) else "开仓（以损定仓）"\n'
+            "        ),\n",
+            1,
+        )
+    path.write_text(text, encoding="utf-8")
+    print(f"DONE {app_dir}/app.py (partial — verify add_order block manually if needed)")
+
+
+def patch_template(app_dir: str):
+    tpl = ROOT / app_dir / "templates" / "index.html"
+    if not tpl.exists():
+        return
+    text = tpl.read_text(encoding="utf-8")
+    if "position_sizing_mode_label" in text:
+        print(f"SKIP {tpl}")
+        return
+    old = re.search(
+        r'<div class="rule-tip">\s*以损定仓：风险 \{\{ risk_percent \}\}%.*?</div>',
+        text,
+        re.S,
+    )
+    if old:
+        text = text[: old.start()] + TEMPLATE_RULE + text[old.end() :]
+    text = text.replace(
+        '<button type="submit">开仓（以损定仓）</button>',
+        '<button type="submit">{{ open_position_button_label }}</button>',
+    )
+    text = text.replace(
+        '<input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">',
+        '{% if position_sizing_mode != \'full_margin\' %}\n'
+        '                <input id="order-leverage" name="leverage" type="number" min="1" step="1" placeholder="杠杆(可选)">\n'
+        '                {% endif %}',
+        1,
+    )
+    tpl.write_text(text, encoding="utf-8")
+    print(f"DONE {tpl}")
+
+
+def main():
+    for app_dir, funds, mfn, fib in APPS:
+        patch_app(app_dir, funds, mfn, fib)
+        patch_template(app_dir)
+
+
+if __name__ == "__main__":
+    main()

strategy_config.py

@@ -194,6 +194,7 @@ def build_strategy_config(
         "趋势回调（自动补仓）请在 Gate 趋势机器人实例使用：/strategy/trend"
     )
     return {
+        "app_module": m,
         "exchange_display": getattr(m, "EXCHANGE_DISPLAY_NAME", ""),
         "trend_enabled": trend_enabled,
         "trend_disabled_note": note,

strategy_register.py

@@ -103,6 +103,17 @@ def _count_active_trends(conn, cfg: dict) -> int:
 
 
 def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> dict:
+    m = cfg.get("app_module")
+    if m is not None:
+        try:
+            from position_sizing_lib import OPEN_SOURCE_ROLL, assert_open_source_allowed
+
+            mode = getattr(m, "POSITION_SIZING_MODE", None) or "risk"
+            ok_src, src_msg = assert_open_source_allowed(mode, OPEN_SOURCE_ROLL)
+            if not ok_src:
+                return {"ok": False, "msg": src_msg}
+        except Exception:
+            pass
     get_db = cfg["get_db"]
     symbol = cfg["normalize_symbol_input"](data.get("symbol") or "")
     if not symbol:

strategy_trend_register.py

@@ -106,6 +106,15 @@ def _row(cfg, row) -> dict:
 
 def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
     m = _m(cfg)
+    mode = getattr(m, "POSITION_SIZING_MODE", None) or "risk"
+    try:
+        from position_sizing_lib import OPEN_SOURCE_TREND, assert_open_source_allowed
+
+        ok_src, src_msg = assert_open_source_allowed(mode, OPEN_SOURCE_TREND)
+        if not ok_src:
+            return False, src_msg
+    except Exception:
+        pass
     now = m.app_now()
     if not m.trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {cfg['reset_hour']}:00 前不允许持仓"