Add martingale mode for risk-based percent sizing.

Enable in settings (default off): after N consecutive loss days, double the effective risk_loss_pct up to a configurable max; blocked when base pct > 3%.

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

backend/app/api/fleet.py

@@ -284,6 +284,9 @@ async def fleet_status(_tok: Annotated[str, Depends(require_fleet_token)]) -> di
             "risk_perp_unit": _pick("risk_perp_unit", 1.0),
             "risk_option_unit": _pick("risk_option_unit", 2.0),
             "risk_exit_unit": _pick("risk_exit_unit", 15.0),
+            "martingale_enabled": st.get("martingale_enabled"),
+            "martingale_doubles": st.get("martingale_doubles"),
+            "risk_effective_loss_pct": st.get("risk_effective_loss_pct"),
         },
         "position": {
             "status": pos.get("status") or ("open" if pos.get("has_position") else "flat"),

backend/app/api/settings.py

@@ -61,6 +61,9 @@ KEYS = (
     "risk_perp_unit",
     "risk_option_unit",
     "risk_exit_unit",
+    "martingale_enabled",
+    "martingale_start_after_loss_days",
+    "martingale_max_doubles",
 )
 
 
@@ -104,6 +107,9 @@ class StrategySettingsBody(BaseModel):
     risk_perp_unit: float | None = Field(default=None, ge=0.01, le=100)
     risk_option_unit: float | None = Field(default=None, ge=0.01, le=100)
     risk_exit_unit: float | None = Field(default=None, ge=0.1, le=1_000_000)
+    martingale_enabled: bool | None = None
+    martingale_start_after_loss_days: int | None = Field(default=None, ge=1, le=30)
+    martingale_max_doubles: int | None = Field(default=None, ge=1, le=10)
 
 
 def _as_bool(raw: str | None, default: bool) -> bool:
@@ -298,6 +304,29 @@ def _read_settings() -> dict:
         "risk_perp_unit": float(db.get_setting("risk_perp_unit", "1") or 1),
         "risk_option_unit": float(db.get_setting("risk_option_unit", "2") or 2),
         "risk_exit_unit": float(db.get_setting("risk_exit_unit", "15") or 15),
+        "martingale_enabled": _as_bool(
+            db.get_setting(
+                "martingale_enabled", str(s.martingale_enabled)
+            ),
+            s.martingale_enabled,
+        ),
+        "martingale_start_after_loss_days": int(
+            float(
+                db.get_setting(
+                    "martingale_start_after_loss_days",
+                    str(s.martingale_start_after_loss_days),
+                )
+                or s.martingale_start_after_loss_days
+            )
+        ),
+        "martingale_max_doubles": int(
+            float(
+                db.get_setting(
+                    "martingale_max_doubles", str(s.martingale_max_doubles)
+                )
+                or s.martingale_max_doubles
+            )
+        ),
         "risk_sizing_preview": _risk_preview_safe(),
         "exchange": rt.exchange,
         "perp_inst_id": rt.perp_inst_id,
@@ -378,6 +407,9 @@ async def put_strategy_settings(
             "risk_loss_usdt",
             "risk_capital_source",
             "risk_manual_capital_usdt",
+            "martingale_enabled",
+            "martingale_start_after_loss_days",
+            "martingale_max_doubles",
         )
         hit = [k for k in locked_keys if k in data]
         if hit:
@@ -439,6 +471,50 @@ async def put_strategy_settings(
                     detail="以损定仓选用亏损幅度时，须填写 risk_loss_pct > 0",
                 )
 
+    # 倍投：仅以损定仓 + 亏损幅度% + 基础幅度≤3%；条件不满足则强制关闭
+    from ..strategy.risk_sizing import MARTINGALE_MAX_BASE_PCT
+
+    loss_mode_final = str(
+        data.get(
+            "risk_loss_mode",
+            db.get_setting("risk_loss_mode", "percent") or "percent",
+        )
+    ).strip().lower()
+    pct_final = data.get("risk_loss_pct")
+    if pct_final is None:
+        pct_final = float(db.get_setting("risk_loss_pct", "1") or 1)
+    else:
+        pct_final = float(pct_final)
+    existing_mg = _as_bool(
+        db.get_setting("martingale_enabled", str(s.martingale_enabled)),
+        s.martingale_enabled,
+    )
+    want_mg = (
+        bool(data["martingale_enabled"])
+        if "martingale_enabled" in data
+        else existing_mg
+    )
+    mg_eligible = (
+        sizing_mode == "risk_based"
+        and loss_mode_final in ("percent", "pct", "%", "幅度")
+        and float(pct_final) <= MARTINGALE_MAX_BASE_PCT + 1e-12
+    )
+    if want_mg and not mg_eligible:
+        explicit_on = "martingale_enabled" in data and bool(data["martingale_enabled"])
+        if explicit_on:
+            if sizing_mode != "risk_based":
+                reason = "倍投模式仅可在以损定仓下开启"
+            elif loss_mode_final not in ("percent", "pct", "%", "幅度"):
+                reason = "倍投模式仅可在「亏损幅度%」下开启"
+            else:
+                reason = (
+                    f"以损定仓亏损幅度超过 {MARTINGALE_MAX_BASE_PCT:g}% 时不可启用倍投"
+                )
+            raise HTTPException(status_code=400, detail=reason)
+        data["martingale_enabled"] = False
+    elif not mg_eligible:
+        data["martingale_enabled"] = False
+
     for k, v in data.items():
         if k in KEYS:
             db.set_setting(k, str(v))