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>

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__":