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>

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