dekun
137 lines
4.6 KiB
Python
137 lines
4.6 KiB
Python
"""
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四所共用：计仓模式 risk（以损定仓）| full_margin（全仓杠杆）。
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仅 env POSITION_SIZING_MODE 切换；须无持仓（由部署流程保证）。
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"""
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from __future__ import annotations
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import os
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from typing import Any, Optional, Tuple
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MODE_RISK = "risk"
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MODE_FULL_MARGIN = "full_margin"
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VALID_MODES = frozenset({MODE_RISK, MODE_FULL_MARGIN})
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OPEN_SOURCE_MANUAL = "manual"
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OPEN_SOURCE_KEY_AUTO = "key_auto"
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OPEN_SOURCE_KEY_FIB = "key_fib"
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OPEN_SOURCE_KEY_TRIGGER = "key_trigger"
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OPEN_SOURCE_TREND = "trend"
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OPEN_SOURCE_ROLL = "roll"
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FULL_MARGIN_BLOCKED_SOURCES = frozenset(
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{OPEN_SOURCE_KEY_AUTO, OPEN_SOURCE_KEY_FIB, OPEN_SOURCE_TREND, OPEN_SOURCE_ROLL}
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)
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def normalize_position_sizing_mode(raw: Optional[str]) -> str:
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v = (raw or MODE_RISK).strip().lower()
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if v in ("full", "full_margin", "fullmargin", "全仓", "全仓杠杆"):
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return MODE_FULL_MARGIN
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return MODE_RISK if v in ("risk", "r", "以损定仓", "") else MODE_RISK
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def load_position_sizing_mode(env: Optional[dict] = None) -> str:
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e = env if env is not None else os.environ
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return normalize_position_sizing_mode(e.get("POSITION_SIZING_MODE"))
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def is_full_margin_mode(mode: str) -> bool:
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return normalize_position_sizing_mode(mode) == MODE_FULL_MARGIN
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def mode_label_zh(mode: str) -> str:
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return "全仓杠杆" if is_full_margin_mode(mode) else "以损定仓"
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def leverage_for_full_margin(symbol: str, btc_leverage: int, alt_leverage: int) -> int:
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sym = (symbol or "").strip().upper()
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if sym.startswith("BTC") or sym.startswith("ETH"):
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return max(1, int(btc_leverage or 10))
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return max(1, int(alt_leverage or 5))
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def round_funds(value: float, decimals: int = 2) -> float:
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return round(float(value), int(decimals))
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def risk_percent_for_storage(mode: str, risk_percent: float) -> Optional[float]:
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"""全仓杠杆：库内不写风险百分比（仅 risk_amount U）。"""
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if is_full_margin_mode(mode):
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return None
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return risk_percent
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def format_risk_display_text(
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mode: str,
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risk_percent: Optional[float],
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risk_amount: Optional[float],
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*,
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decimals: int = 2,
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) -> str:
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"""持仓/通知「风险」文案：全仓仅 U；以损定仓为 %≈U。"""
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amt: Optional[float] = None
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if risk_amount is not None and risk_amount != "":
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try:
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amt = float(risk_amount)
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except (TypeError, ValueError):
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amt = None
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if is_full_margin_mode(mode):
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if amt is None:
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return "—"
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return f"{round_funds(amt, decimals)}U"
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pct: Optional[float] = None
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if risk_percent is not None and risk_percent != "":
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try:
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pct = float(risk_percent)
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except (TypeError, ValueError):
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pct = None
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pct_txt = f"{pct:g}" if pct is not None else "—"
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amt_txt = round_funds(amt, decimals) if amt is not None else "—"
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return f"{pct_txt}%≈{amt_txt}U"
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def assert_open_source_allowed(mode: str, source: str) -> Tuple[bool, str]:
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if not is_full_margin_mode(mode):
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return True, ""
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src = (source or "").strip().lower()
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if src in FULL_MARGIN_BLOCKED_SOURCES:
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return False, (
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"当前为全仓杠杆模式（POSITION_SIZING_MODE=full_margin），"
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"不允许关键位突破/斐波自动开仓、趋势回调与顺势加仓；"
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"仅支持实盘人工下单与阻力/支撑提醒。"
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)
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return True, ""
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def full_margin_requires_flat_position(active_count: int) -> Tuple[bool, str]:
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if active_count > 0:
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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"
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return True, ""
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def compute_full_margin_sizing(
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*,
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symbol: str,
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available_usdt: float,
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capital_base: float,
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buffer_ratio: float,
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btc_leverage: int,
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alt_leverage: int,
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funds_decimals: int = 2,
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) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
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if available_usdt is None or float(available_usdt) <= 0:
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return None, "全仓杠杆：无法读取合约账户可用保证金"
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lev = leverage_for_full_margin(symbol, btc_leverage, alt_leverage)
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margin = round_funds(float(available_usdt) * float(buffer_ratio), funds_decimals)
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if margin <= 0:
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return None, "全仓杠杆：可用保证金不足"
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notional = round_funds(margin * lev, funds_decimals)
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ratio = round(margin / float(capital_base) * 100, 2) if capital_base else 0.0
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return {
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"margin_capital": margin,
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"leverage": lev,
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"notional_value": notional,
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"position_ratio": ratio,
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"mode": MODE_FULL_MARGIN,
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}, None
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