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>

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()